Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 98 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -4.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 96 | — |
| Standard deviation | 15.10 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 94 | — |
| Standard deviation | 16.09 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 38.00K | — |
| 3-year earnings growth | 13.78 | — |