Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 74 | — |
| Standard deviation | 2.88 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 0 | — |
| Mean annual return | -0.06 | — |
| R-squared | 72 | — |
| Standard deviation | 3.45 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -2.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 61 | — |
| Standard deviation | 3.81 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 144.42K | — |
| 3-year earnings growth | 14.28 | — |