Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -1.16 | — |
Beta | 1 | — |
Mean annual return | 0.22 | — |
R-squared | 77 | — |
Standard deviation | 15.98 | — |
Sharpe ratio | -0.12 | — |
Treynor ratio | -3.08 | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | — | — |
R-squared | — | — |
Standard deviation | — | — |
Sharpe ratio | — | — |
Treynor ratio | — | — |
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) | 0.04 | — |
Price/Book (P/B) | 0.40 | — |
Price/Sales (P/S) | 0.63 | — |
Price/Cashflow (P/CF) | 0.07 | — |
Median market vapitalization | 30.55K | — |
3-year earnings growth | 2.96 | — |