Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 55 | — |
| Standard deviation | 7.35 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 58 | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 66 | — |
| Standard deviation | 11.46 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 23.78K | — |
| 3-year earnings growth | 12.83 | — |