Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 94 | — |
| Standard deviation | 32.36 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -4.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 94 | — |
| Standard deviation | 27.62 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -2.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 95 | — |
| Standard deviation | 24.84 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -1.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 43.84K | — |
| 3-year earnings growth | 8.42 | — |