Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 89 | — |
| Standard deviation | 11.28 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -2.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 84 | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 84 | — |
| Standard deviation | 10.59 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -2.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 46.78K | — |
| 3-year earnings growth | 16.27 | — |