Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 71 | — |
| Standard deviation | 8.97 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -4.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 71 | — |
| Standard deviation | 8.21 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 74 | — |
| Standard deviation | 8.13 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.98 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 30.52K | — |
| 3-year earnings growth | 2.97 | — |