Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 97 | — |
| Standard deviation | 32.62 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -7.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.70 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 95 | — |
| Standard deviation | 28.79 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -6.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 93 | — |
| Standard deviation | 24.53 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 80.99K | — |
| 3-year earnings growth | 13.55 | — |