Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 98 | — |
| Standard deviation | 7.82 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -1.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 98 | — |
| Standard deviation | 7.11 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 95 | — |
| Standard deviation | 5.97 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 131.67K | — |
| 3-year earnings growth | 12.73 | — |