Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 76 | — |
| Standard deviation | 13.73 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -4.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 71 | — |
| Standard deviation | 13.40 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 69 | — |
| Standard deviation | 13.91 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 8.22K | — |
| 3-year earnings growth | 8.98 | — |