Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 78 | — |
| Standard deviation | 7.01 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -5.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 78 | — |
| Standard deviation | 6.03 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -3.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 75 | — |
| Standard deviation | 6.51 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -2.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 114.69K | — |
| 3-year earnings growth | 13.69 | — |