Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 82 | — |
| Standard deviation | 8.32 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 81 | — |
| Standard deviation | 7.64 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 83 | — |
| Standard deviation | 7.78 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 91.19K | — |
| 3-year earnings growth | 11.50 | — |