Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.73 | — |
| R-squared | — | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | -0.82 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.12 | — |
| R-squared | — | — |
| Standard deviation | 17.90 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.08 | — |
| R-squared | — | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 12.11K | — |
| 3-year earnings growth | 15.23 | — |