Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 98 | — |
| Standard deviation | 6.96 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -1.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 97 | — |
| Standard deviation | 6.26 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -1.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 96 | — |
| Standard deviation | 5.53 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -0.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 79.64K | — |
| 3-year earnings growth | 3.56 | — |