Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 88 | — |
| Standard deviation | 5.79 | — |
| Sharpe ratio | -0.69 | — |
| Treynor ratio | -5.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 78 | — |
| Standard deviation | 5.63 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 65 | — |
| Standard deviation | 6.49 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 26.02K | — |
| 3-year earnings growth | 9.71 | — |