Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 66 | — |
| Standard deviation | 7.33 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -5.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 65 | — |
| Standard deviation | 8.67 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 64 | — |
| Standard deviation | 11.65 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 11.01K | — |
| 3-year earnings growth | 6.23 | — |