Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 71 | — |
| Standard deviation | 6.59 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -3.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 68 | — |
| Standard deviation | 6.58 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 58 | — |
| Standard deviation | 8.57 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 79.02K | — |
| 3-year earnings growth | 3.94 | — |