Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -13.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 72 | — |
| Standard deviation | 24.89 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -5.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -20.88 | — |
| Beta | 1 | — |
| Mean annual return | -0.57 | — |
| R-squared | 62 | — |
| Standard deviation | 27.68 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -10.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 62 | — |
| Standard deviation | 25.84 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 3.03K | — |
| 3-year earnings growth | 0 | — |