Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 92 | — |
| Standard deviation | 4.45 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -2.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 86 | — |
| Standard deviation | 4.10 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 83 | — |
| Standard deviation | 4.02 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 36.13K | — |
| 3-year earnings growth | 9.69 | — |