Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 73 | — |
| Standard deviation | 5.03 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 75 | — |
| Standard deviation | 5.46 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 79 | — |
| Standard deviation | 5.98 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 89.29K | — |
| 3-year earnings growth | 11.08 | — |