Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 95 | — |
| Standard deviation | 9.77 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -3.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.36 | — |
| Beta | 1 | — |
| Mean annual return | -0.05 | — |
| R-squared | 93 | — |
| Standard deviation | 8.80 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -3.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 86 | — |
| Standard deviation | 7.62 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 2.09 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 8.26K | — |
| 3-year earnings growth | -4.24 | — |