Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.32 | — |
| Beta | 0 | — |
| Mean annual return | -0.16 | — |
| R-squared | 60 | — |
| Standard deviation | 4.75 | — |
| Sharpe ratio | -0.97 | — |
| Treynor ratio | -11.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 0 | — |
| Mean annual return | 0.10 | — |
| R-squared | 47 | — |
| Standard deviation | 4.48 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 0 | — |
| Mean annual return | 0.01 | — |
| R-squared | 56 | — |
| Standard deviation | 4.98 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 107.60K | — |
| 3-year earnings growth | 17.38 | — |