Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.91 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 47 | — |
| Standard deviation | 7.03 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -5.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 45 | — |
| Standard deviation | 6.67 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 0 | — |
| Mean annual return | 0.10 | — |
| R-squared | 36 | — |
| Standard deviation | 5.51 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 140.70K | — |
| 3-year earnings growth | 12.32 | — |