Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.99 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 96 | — |
| Standard deviation | 31.07 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -9.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 92 | — |
| Standard deviation | 27.89 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -6.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 87 | — |
| Standard deviation | 23.23 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -2.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 85.05K | — |
| 3-year earnings growth | 13.49 | — |