Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 80 | — |
| Standard deviation | 7.20 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -1.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 75 | — |
| Standard deviation | 6.30 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -0.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 69 | — |
| Standard deviation | 5.66 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -0.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 80.05K | — |
| 3-year earnings growth | 11.67 | — |