Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | — |
| Beta | 2 | — |
| Mean annual return | 0.05 | — |
| R-squared | 94 | — |
| Standard deviation | 13.63 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -2.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 2 | — |
| Mean annual return | -0.37 | — |
| R-squared | 93 | — |
| Standard deviation | 12.74 | — |
| Sharpe ratio | -0.54 | — |
| Treynor ratio | -3.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | — |
| Beta | 2 | — |
| Mean annual return | -0.03 | — |
| R-squared | 93 | — |
| Standard deviation | 10.90 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -1.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 63.01K | — |
| 3-year earnings growth | 15.95 | — |