Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 54 | — |
| Standard deviation | 11.55 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 28 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 45 | — |
| Standard deviation | 12.58 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 33.64K | — |
| 3-year earnings growth | 16.11 | — |