Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.60 | — |
| Beta | 1 | — |
| Mean annual return | -0.16 | — |
| R-squared | 85 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | -0.50 | — |
| Treynor ratio | -4.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 83 | — |
| Standard deviation | 10.61 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -1.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 84 | — |
| Standard deviation | 9.84 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.97 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 11.25K | — |
| 3-year earnings growth | 13.02 | — |