Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 75 | — |
| Standard deviation | 14.82 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -1.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 76 | — |
| Standard deviation | 14.18 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 81 | — |
| Standard deviation | 15.71 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 1.41 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 26.46K | — |
| 3-year earnings growth | 4.04 | — |