Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.23 | — |
| Beta | 0 | — |
| Mean annual return | -0.25 | — |
| R-squared | 30 | — |
| Standard deviation | 7.08 | — |
| Sharpe ratio | -1.30 | — |
| Treynor ratio | -24.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.98 | — |
| Beta | 0 | — |
| Mean annual return | -0.32 | — |
| R-squared | 42 | — |
| Standard deviation | 7.13 | — |
| Sharpe ratio | -1.48 | — |
| Treynor ratio | -24.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.22 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 45 | — |
| Standard deviation | 6.19 | — |
| Sharpe ratio | -0.97 | — |
| Treynor ratio | -12.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 1.03 | — |
| Price/Sales (P/S) | 1.42 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 22.35K | — |
| 3-year earnings growth | 0 | — |