Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 82 | — |
| Standard deviation | 21.38 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 75 | — |
| Standard deviation | 21.01 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -7.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 78 | — |
| Standard deviation | 18.82 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.06M | — |
| 3-year earnings growth | 12.87 | — |