Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 98 | — |
| Standard deviation | 17.59 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -4.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 97 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 96 | — |
| Standard deviation | 14.71 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 44.22K | — |
| 3-year earnings growth | 14.72 | — |