Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 71 | — |
| Standard deviation | 6.66 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 73 | — |
| Standard deviation | 6.09 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 77 | — |
| Standard deviation | 5.38 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 77.51K | — |
| 3-year earnings growth | 9.85 | — |