Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 75 | — |
| Standard deviation | 2.87 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 0 | — |
| Mean annual return | -0.06 | — |
| R-squared | 72 | — |
| Standard deviation | 3.44 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -2.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 0 | — |
| Mean annual return | -0.06 | — |
| R-squared | 65 | — |
| Standard deviation | 3.45 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -0.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 329.28K | — |
| 3-year earnings growth | 14.67 | — |