Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 89 | — |
| Standard deviation | 8.47 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -2.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 89 | — |
| Standard deviation | 7.41 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.66 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 47.46K | — |
| 3-year earnings growth | 8.29 | — |