Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -7.68 | — |
Beta | 0 | — |
Mean annual return | -0.43 | — |
R-squared | 3 | — |
Standard deviation | 3.69 | — |
Sharpe ratio | -2.08 | — |
Treynor ratio | -70.95 | — |
5 year | Return | Category |
---|---|---|
Alpha | -3.47 | — |
Beta | 0 | — |
Mean annual return | -0.18 | — |
R-squared | 3 | — |
Standard deviation | 4.07 | — |
Sharpe ratio | -0.82 | — |
Treynor ratio | -24.82 | — |
10 year | Return | Category |
---|---|---|
Alpha | -2.38 | — |
Beta | 0 | — |
Mean annual return | -0.14 | — |
R-squared | 6 | — |
Standard deviation | 4.42 | — |
Sharpe ratio | -0.47 | — |
Treynor ratio | -9.26 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.06 | — |
Price/Book (P/B) | 0.49 | — |
Price/Sales (P/S) | 0.73 | — |
Price/Cashflow (P/CF) | 0.10 | — |
Median market vapitalization | 14.97K | — |
3-year earnings growth | 18.41 | — |