Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 95 | — |
| Standard deviation | 8.08 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -2.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 93 | — |
| Standard deviation | 6.99 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 93 | — |
| Standard deviation | 5.95 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 177.00K | — |
| 3-year earnings growth | 17.99 | — |