Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.75 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 97 | — |
| Standard deviation | 13.65 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | -6.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 96 | — |
| Standard deviation | 12.92 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.63 | — |
| Beta | 1 | — |
| Mean annual return | -0.09 | — |
| R-squared | 94 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -3.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 37.20K | — |
| 3-year earnings growth | 19.76 | — |