Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 93 | — |
| Standard deviation | 6.92 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -1.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 91 | — |
| Standard deviation | 5.76 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -0.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 89 | — |
| Standard deviation | 4.84 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 68.67K | — |
| 3-year earnings growth | 25.93 | — |