Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.09 | — |
| Beta | 0 | — |
| Mean annual return | 0.29 | — |
| R-squared | 5 | — |
| Standard deviation | 2.80 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | -13.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 0 | — |
| Mean annual return | 0.12 | — |
| R-squared | 2 | — |
| Standard deviation | 3.03 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -2.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 0 | — |
| Mean annual return | -0.08 | — |
| R-squared | 3 | — |
| Standard deviation | 3.13 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -21.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 26.03K | — |
| 3-year earnings growth | 9.35 | — |