Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.08 | — |
| Beta | 0 | — |
| Mean annual return | -0.46 | — |
| R-squared | 46 | — |
| Standard deviation | 15.86 | — |
| Sharpe ratio | -0.64 | — |
| Treynor ratio | -23.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.70 | — |
| Beta | 0 | — |
| Mean annual return | 0.38 | — |
| R-squared | 42 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 1.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 0 | — |
| Mean annual return | 0.19 | — |
| R-squared | 51 | — |
| Standard deviation | 14.15 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 20.04K | — |
| 3-year earnings growth | 15.48 | — |