Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 98 | — |
| Standard deviation | 26.23 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -4.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.15 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 94 | — |
| Standard deviation | 23.96 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -5.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 92 | — |
| Standard deviation | 20.91 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -1.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 79.04K | — |
| 3-year earnings growth | 3.93 | — |