Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 86 | — |
| Standard deviation | 17.17 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -5.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 81 | — |
| Standard deviation | 18.08 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -10.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 76 | — |
| Standard deviation | 20.17 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -2.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 143.49K | — |
| 3-year earnings growth | 18.39 | — |