Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 94 | — |
| Standard deviation | 7.72 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 93 | — |
| Standard deviation | 7.26 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 3.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 89 | — |
| Standard deviation | 6.98 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 38.43K | — |
| 3-year earnings growth | 20.11 | — |