Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 93 | — |
| Standard deviation | 10.91 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -4.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 87 | — |
| Standard deviation | 10.01 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 67 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -1.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 2.09M | — |
| 3-year earnings growth | 8.77 | — |