Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -11.93 | — |
Beta | 1 | — |
Mean annual return | -0.62 | — |
R-squared | 79 | — |
Standard deviation | 20.59 | — |
Sharpe ratio | -0.48 | — |
Treynor ratio | -10.50 | — |
5 year | Return | Category |
---|---|---|
Alpha | -6.03 | — |
Beta | 1 | — |
Mean annual return | 0.60 | — |
R-squared | 79 | — |
Standard deviation | 21.43 | — |
Sharpe ratio | 0.28 | — |
Treynor ratio | 3.34 | — |
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) | 0.05 | — |
Price/Book (P/B) | 0.33 | — |
Price/Sales (P/S) | 1.00 | — |
Price/Cashflow (P/CF) | 0.09 | — |
Median market vapitalization | 842 | — |
3-year earnings growth | 21.33 | — |