Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 72 | — |
| Standard deviation | 16.17 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -6.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 69 | — |
| Standard deviation | 16.91 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -2.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 78 | — |
| Standard deviation | 17.32 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -2.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 19.37K | — |
| 3-year earnings growth | 12.59 | — |