Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -16.78 | — |
Beta | 1 | — |
Mean annual return | -1.01 | — |
R-squared | 71 | — |
Standard deviation | 26.10 | — |
Sharpe ratio | -0.64 | — |
Treynor ratio | -15.67 | — |
5 year | Return | Category |
---|---|---|
Alpha | -17.70 | — |
Beta | 1 | — |
Mean annual return | 0.07 | — |
R-squared | 66 | — |
Standard deviation | 29.22 | — |
Sharpe ratio | -0.06 | — |
Treynor ratio | -4.55 | — |
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 | — |
Price/Book (P/B) | 0.23 | — |
Price/Sales (P/S) | 0.20 | — |
Price/Cashflow (P/CF) | 0.04 | — |
Median market vapitalization | 4.64K | — |
3-year earnings growth | 0 | — |