Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 72 | — |
| Standard deviation | 14.58 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 70 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -1.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -8.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 67 | — |
| Standard deviation | 12.96 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 368.70K | — |
| 3-year earnings growth | 18.52 | — |