Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | -0.20 | — |
| R-squared | 92 | — |
| Standard deviation | 23.87 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -5.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 85 | — |
| Standard deviation | 23.07 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -2.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 39.65K | — |
| 3-year earnings growth | 20.61 | — |