Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 89 | — |
| Standard deviation | 19.02 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -2 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 86 | — |
| Standard deviation | 17.59 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -8.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 89 | — |
| Standard deviation | 16.60 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 146.47K | — |
| 3-year earnings growth | 14.85 | — |