Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.15 | — |
| Beta | 1 | — |
| Mean annual return | -0.25 | — |
| R-squared | 83 | — |
| Standard deviation | 18.90 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -9.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.87 | — |
| Beta | 1 | — |
| Mean annual return | -0.22 | — |
| R-squared | 80 | — |
| Standard deviation | 18.88 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -7.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 78 | — |
| Standard deviation | 17.71 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -2.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 38.55K | — |
| 3-year earnings growth | 22.69 | — |