Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 98 | — |
| Standard deviation | 29.74 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -8.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 94 | — |
| Standard deviation | 26.52 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -5.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 89 | — |
| Standard deviation | 23.51 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 61.90K | — |
| 3-year earnings growth | 14.50 | — |