Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 90 | — |
| Standard deviation | 8.72 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -2.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 86 | — |
| Standard deviation | 7.85 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 83 | — |
| Standard deviation | 6.50 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 9.65K | — |
| 3-year earnings growth | 9.53 | — |