Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 75 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -4.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 70 | — |
| Standard deviation | 10.17 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 59 | — |
| Standard deviation | 8.59 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 78.21K | — |
| 3-year earnings growth | 6.59 | — |