Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 84 | — |
| Standard deviation | 14.58 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -8.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 85 | — |
| Standard deviation | 13.85 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -4.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 88 | — |
| Standard deviation | 13.87 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -1.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 5.40M | — |
| 3-year earnings growth | 14.64 | — |