Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.68 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 96 | — |
| Standard deviation | 17.29 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -7.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 93 | — |
| Standard deviation | 17.05 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 93 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 71.93K | — |
| 3-year earnings growth | 12.77 | — |