Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 90 | — |
| Standard deviation | 8.32 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 90 | — |
| Standard deviation | 8.91 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 90 | — |
| Standard deviation | 9.15 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 100.19K | — |
| 3-year earnings growth | 12.56 | — |