Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 84 | — |
| Standard deviation | 19.64 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -4.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 83 | — |
| Standard deviation | 19.48 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 9 | — |
| 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) | 0.56 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 42.83K | — |
| 3-year earnings growth | 8.82 | — |