Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 99 | — |
| Standard deviation | 32.16 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -7.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.08 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 98 | — |
| Standard deviation | 28.45 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -8.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 96 | — |
| Standard deviation | 24.69 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -4.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 70.07K | — |
| 3-year earnings growth | 4.74 | — |