Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 93 | — |
| Standard deviation | 15.38 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -3.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 93 | — |
| Standard deviation | 14.73 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.74 | — |
| 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) | 0.08 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 29.08K | — |
| 3-year earnings growth | 10.92 | — |