Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.49 | — |
| Beta | 1 | — |
| Mean annual return | -0.23 | — |
| R-squared | 88 | — |
| Standard deviation | 10.13 | — |
| Sharpe ratio | -0.53 | — |
| Treynor ratio | -5.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.30 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 82 | — |
| Standard deviation | 9.45 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.94 | — |
| Beta | 1 | — |
| Mean annual return | -0.12 | — |
| R-squared | 87 | — |
| Standard deviation | 8.60 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -2.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 1.08 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 113.20K | — |
| 3-year earnings growth | 1.07 | — |