Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | -0.28 | — |
| R-squared | 99 | — |
| Standard deviation | 10.68 | — |
| Sharpe ratio | -0.71 | — |
| Treynor ratio | -7.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | -0.41 | — |
| R-squared | 99 | — |
| Standard deviation | 9.33 | — |
| Sharpe ratio | -0.80 | — |
| Treynor ratio | -7.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 98 | — |
| Standard deviation | 8.22 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -1.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 4.47K | — |
| 3-year earnings growth | 20.39 | — |