Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 71 | — |
| Standard deviation | 6.59 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -2.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 67 | — |
| Standard deviation | 6.55 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 58 | — |
| Standard deviation | 8.56 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 79.02K | — |
| 3-year earnings growth | 3.94 | — |