Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 96 | — |
| Standard deviation | 5.38 | — |
| Sharpe ratio | -0.50 | — |
| Treynor ratio | -3.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | -0.12 | — |
| R-squared | 93 | — |
| Standard deviation | 4.47 | — |
| Sharpe ratio | -0.62 | — |
| Treynor ratio | -3.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 85 | — |
| Standard deviation | 4.07 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -1.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 56.64K | — |
| 3-year earnings growth | 12.75 | — |