Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.61 | — |
| Beta | 0 | — |
| Mean annual return | -0.01 | — |
| R-squared | 7 | — |
| Standard deviation | 6.79 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -22.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 0 | — |
| Mean annual return | 0.25 | — |
| R-squared | 12 | — |
| Standard deviation | 7.15 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 7.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.77 | — |
| Beta | 0 | — |
| Mean annual return | 0.02 | — |
| R-squared | 29 | — |
| Standard deviation | 6.55 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 1.12 | — |
| Price/Sales (P/S) | 2.00 | — |
| Price/Cashflow (P/CF) | 0.27 | — |
| Median market vapitalization | 3.55K | — |
| 3-year earnings growth | 9.06 | — |