Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.74 | — |
| Beta | 0 | — |
| Mean annual return | -0.19 | — |
| R-squared | 34 | — |
| Standard deviation | 7.23 | — |
| Sharpe ratio | -0.44 | — |
| Treynor ratio | -7.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.02 | — |
| Beta | 0 | — |
| Mean annual return | -0.30 | — |
| R-squared | 39 | — |
| Standard deviation | 6.58 | — |
| Sharpe ratio | -0.58 | — |
| Treynor ratio | -8.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -7.16 | — |
| Beta | 1 | — |
| Mean annual return | -0.36 | — |
| R-squared | 56 | — |
| Standard deviation | 7.65 | — |
| Sharpe ratio | -0.53 | — |
| Treynor ratio | -5.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 17.65K | — |
| 3-year earnings growth | 13.22 | — |