Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.46 | — |
| Beta | 2 | — |
| Mean annual return | -0.05 | — |
| R-squared | 76 | — |
| Standard deviation | 21.94 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -3.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 2 | — |
| Mean annual return | 0.61 | — |
| R-squared | 75 | — |
| Standard deviation | 21.35 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.38 | — |
| Beta | 2 | — |
| Mean annual return | 0.23 | — |
| R-squared | 75 | — |
| Standard deviation | 20.16 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 23.49K | — |
| 3-year earnings growth | 0 | — |