Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 94 | — |
| Standard deviation | 30.44 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -7.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.66 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 91 | — |
| Standard deviation | 26.08 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -7.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 88 | — |
| Standard deviation | 22.47 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -2.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 39.27K | — |
| 3-year earnings growth | 11.60 | — |