Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 95 | — |
| Standard deviation | 5.88 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -2.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 90 | — |
| Standard deviation | 5.40 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 76 | — |
| Standard deviation | 5.42 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -0.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 48.17K | — |
| 3-year earnings growth | 12.59 | — |