Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 95 | — |
| Standard deviation | 4.84 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -2.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 93 | — |
| Standard deviation | 4.11 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -1.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 87 | — |
| Standard deviation | 3.65 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -0.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 201.27K | — |
| 3-year earnings growth | 16.94 | — |