Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -27.09 | — |
| Beta | 1 | — |
| Mean annual return | -1.10 | — |
| R-squared | 59 | — |
| Standard deviation | 29.25 | — |
| Sharpe ratio | -0.61 | — |
| Treynor ratio | -14.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -15.99 | — |
| Beta | 2 | — |
| Mean annual return | 0.24 | — |
| R-squared | 57 | — |
| Standard deviation | 30.28 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -2.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -7.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 61 | — |
| Standard deviation | 25.48 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | -0.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 3.59K | — |
| 3-year earnings growth | 15.49 | — |