Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 62 | — |
| Standard deviation | 9.44 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 65 | — |
| Standard deviation | 12.09 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 58 | — |
| Standard deviation | 16.85 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -2.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 29.92K | — |
| 3-year earnings growth | 10.66 | — |