Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.23 | — |
| R-squared | — | — |
| Standard deviation | 38.26 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.88 | — |
| R-squared | — | — |
| Standard deviation | 36.40 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.07 | — |
| R-squared | — | — |
| Standard deviation | 31.44 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 30.25K | — |
| 3-year earnings growth | 39.45 | — |