Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 83 | — |
| Standard deviation | 6.62 | — |
| Sharpe ratio | -0.43 | — |
| Treynor ratio | -3.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 83 | — |
| Standard deviation | 5.99 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -0.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 80 | — |
| Standard deviation | 5.78 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 42.92K | — |
| 3-year earnings growth | 15.40 | — |