Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 85 | — |
| Standard deviation | 14.63 | — |
| Sharpe ratio | -0.49 | — |
| Treynor ratio | -10.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 85 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 87 | — |
| Standard deviation | 14.87 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -5.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 242.65K | — |
| 3-year earnings growth | 23.60 | — |