Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 66 | — |
| Standard deviation | 7.34 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -4.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 65 | — |
| Standard deviation | 8.67 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 64 | — |
| Standard deviation | 11.65 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.96 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 11.44K | — |
| 3-year earnings growth | 8.24 | — |