Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 99 | — |
| Standard deviation | 7.12 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -1.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 98 | — |
| Standard deviation | 6.48 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -1.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 94 | — |
| Standard deviation | 5.69 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 132.29K | — |
| 3-year earnings growth | 8.81 | — |