Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 78 | — |
| Standard deviation | 5.73 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -2.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 78 | — |
| Standard deviation | 4.94 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 74 | — |
| Standard deviation | 4.78 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 194.78K | — |
| 3-year earnings growth | 13.21 | — |