Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.51 | — |
| Beta | 0 | — |
| Mean annual return | -0.25 | — |
| R-squared | 42 | — |
| Standard deviation | 5.85 | — |
| Sharpe ratio | -0.96 | — |
| Treynor ratio | -13.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 43 | — |
| Standard deviation | 9.38 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 36 | — |
| Standard deviation | 7.87 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 14.91K | — |
| 3-year earnings growth | 18.34 | — |