Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 97 | — |
| Standard deviation | 17.56 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -6.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 96 | — |
| Standard deviation | 18.64 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 97 | — |
| Standard deviation | 17.50 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 42.32K | — |
| 3-year earnings growth | 19.18 | — |