Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 95 | — |
| Standard deviation | 6.72 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -2.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 91 | — |
| Standard deviation | 7.04 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.89 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 86 | — |
| Standard deviation | 7.74 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 34.38K | — |
| 3-year earnings growth | 9.79 | — |