Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.91 | — |
| Beta | 1 | — |
| Mean annual return | -0.11 | — |
| R-squared | 39 | — |
| Standard deviation | 9.18 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -7.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.85 | — |
| Beta | 1 | — |
| Mean annual return | -0.25 | — |
| R-squared | 23 | — |
| Standard deviation | 8.79 | — |
| Sharpe ratio | -0.53 | — |
| Treynor ratio | -9.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 23 | — |
| Standard deviation | 8.30 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 399.13K | — |
| 3-year earnings growth | 4.55 | — |