Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 53 | — |
| Standard deviation | 4.17 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -4.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 0 | — |
| Mean annual return | 0.19 | — |
| R-squared | 35 | — |
| Standard deviation | 4.04 | — |
| Sharpe ratio | -0.06 | — |
| 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) | 0.39 | — |
| Price/Sales (P/S) | 2.03 | — |
| Price/Cashflow (P/CF) | 0.31 | — |
| Median market vapitalization | 2.00K | — |
| 3-year earnings growth | 0 | — |