Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 97 | — |
| Standard deviation | 9.27 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -2.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 96 | — |
| Standard deviation | 8.54 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 92 | — |
| Standard deviation | 9.22 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 112.53K | — |
| 3-year earnings growth | 19.21 | — |