Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.99 | — |
| Beta | 1 | — |
| Mean annual return | -0.09 | — |
| R-squared | 90 | — |
| Standard deviation | 7.24 | — |
| Sharpe ratio | -0.50 | — |
| Treynor ratio | -3.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 87 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 82 | — |
| Standard deviation | 5.86 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -0.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 68.17K | — |
| 3-year earnings growth | 19.09 | — |