Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.70 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 93 | — |
| Standard deviation | 19.45 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -7.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.42 | — |
| Beta | 1 | — |
| Mean annual return | -0.10 | — |
| R-squared | 91 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -5.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 90 | — |
| Standard deviation | 17.10 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -2.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 30.71K | — |
| 3-year earnings growth | 9.66 | — |