Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.11 | — |
| Beta | 0 | — |
| Mean annual return | 0 | — |
| R-squared | 27 | — |
| Standard deviation | 4.15 | — |
| Sharpe ratio | -0.62 | — |
| Treynor ratio | -10.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.27 | — |
| Beta | 0 | — |
| Mean annual return | -0.07 | — |
| R-squared | 17 | — |
| Standard deviation | 4.69 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -9.10 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 153.32K | — |
| 3-year earnings growth | 21.56 | — |