Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 80 | — |
| Standard deviation | 7.20 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -2.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 75 | — |
| Standard deviation | 6.30 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -1.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 69 | — |
| Standard deviation | 5.66 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -1.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 84.33K | — |
| 3-year earnings growth | 11 | — |