Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.48 | — |
| R-squared | — | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | -0.54 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -1.11 | — |
| R-squared | — | — |
| Standard deviation | 15.95 | — |
| Sharpe ratio | -0.92 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.78 | — |
| R-squared | — | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | -0.63 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.91 | — |
| Price/Sales (P/S) | 1.10 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 42.09K | — |
| 3-year earnings growth | 2.49 | — |