Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 80 | — |
| Standard deviation | 8.77 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -2.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 82 | — |
| Standard deviation | 8.01 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 79 | — |
| Standard deviation | 6.93 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 654.73K | — |
| 3-year earnings growth | 17.38 | — |