Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 82 | — |
| Standard deviation | 10.62 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -2.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 83 | — |
| Standard deviation | 10.55 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 83 | — |
| Standard deviation | 9.75 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 20.58K | — |
| 3-year earnings growth | 6.15 | — |