Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 96 | — |
| Standard deviation | 17.29 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -6.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 93 | — |
| Standard deviation | 17.05 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 93 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 74.89K | — |
| 3-year earnings growth | 12.62 | — |