Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 66 | — |
| Standard deviation | 20.32 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -3.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 43 | — |
| Standard deviation | 23.06 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | -0.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 56 | — |
| Standard deviation | 20.08 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | -0.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 1.34 | — |
| Price/Cashflow (P/CF) | 0.23 | — |
| Median market vapitalization | 6.91K | — |
| 3-year earnings growth | 31.56 | — |