Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 81 | — |
| Standard deviation | 5.58 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -3.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 78 | — |
| Standard deviation | 4.74 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -1.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 70 | — |
| Standard deviation | 4.45 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -1.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 174.59K | — |
| 3-year earnings growth | 12.14 | — |