Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.10 | — |
| Beta | 1 | — |
| Mean annual return | -0.16 | — |
| R-squared | 62 | — |
| Standard deviation | 14.17 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -8.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.53 | — |
| Beta | 1 | — |
| Mean annual return | -0.26 | — |
| R-squared | 55 | — |
| Standard deviation | 12.28 | — |
| Sharpe ratio | -0.49 | — |
| Treynor ratio | -8.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 41 | — |
| Standard deviation | 11.07 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -3.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 23.09M | — |
| 3-year earnings growth | 15.08 | — |