Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -14.24 | — |
| Beta | 1 | — |
| Mean annual return | -0.61 | — |
| R-squared | 74 | — |
| Standard deviation | 17.35 | — |
| Sharpe ratio | -0.69 | — |
| Treynor ratio | -16.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 74 | — |
| Standard deviation | 17.97 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -2.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 75 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 102.32K | — |
| 3-year earnings growth | 16.86 | — |