Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 0 | — |
| Mean annual return | 0.81 | — |
| R-squared | 51 | — |
| Standard deviation | 2.14 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -3.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 0 | — |
| Mean annual return | 0.62 | — |
| R-squared | 48 | — |
| Standard deviation | 1.99 | — |
| Sharpe ratio | -0.33 | — |
| Treynor ratio | -4.83 | — |
| 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) | 0.43 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 1.19M | — |
| 3-year earnings growth | 10.99 | — |