Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 53 | — |
| Standard deviation | 7.37 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 57 | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 65 | — |
| Standard deviation | 11.36 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 22.47K | — |
| 3-year earnings growth | 7.49 | — |