Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.04 | — |
| R-squared | — | — |
| Standard deviation | 9.58 | — |
| Sharpe ratio | -0.54 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.15 | — |
| R-squared | — | — |
| Standard deviation | 8.85 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.12 | — |
| R-squared | — | — |
| Standard deviation | 8.23 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.12 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 17.32K | — |
| 3-year earnings growth | -1.23 | — |