Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 80 | — |
| Standard deviation | 2.91 | — |
| Sharpe ratio | -0.83 | — |
| Treynor ratio | -2.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 80 | — |
| Standard deviation | 2.72 | — |
| Sharpe ratio | -0.88 | — |
| Treynor ratio | -1.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 60 | — |
| Standard deviation | 2.26 | — |
| Sharpe ratio | -0.75 | — |
| Treynor ratio | -1.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 32.36K | — |
| 3-year earnings growth | 11.59 | — |