Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 76 | — |
| Standard deviation | 5.16 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -2.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 75 | — |
| Standard deviation | 4.47 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 78 | — |
| Standard deviation | 4.34 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 75.49K | — |
| 3-year earnings growth | 9.10 | — |