Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -4.71 | — |
Beta | 1 | — |
Mean annual return | -0.28 | — |
R-squared | 89 | — |
Standard deviation | 23.65 | — |
Sharpe ratio | -0.33 | — |
Treynor ratio | -11 | — |
5 year | Return | Category |
---|---|---|
Alpha | -2.40 | — |
Beta | 1 | — |
Mean annual return | 0.93 | — |
R-squared | 89 | — |
Standard deviation | 25.01 | — |
Sharpe ratio | 0.34 | — |
Treynor ratio | 5.94 | — |
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) | 0.11 | — |
Price/Book (P/B) | 0.61 | — |
Price/Sales (P/S) | 0.53 | — |
Price/Cashflow (P/CF) | 0 | — |
Median market vapitalization | 10.87K | — |
3-year earnings growth | 32.67 | — |