Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -6.50 | — |
Beta | 1 | — |
Mean annual return | -0.28 | — |
R-squared | 91 | — |
Standard deviation | 22.20 | — |
Sharpe ratio | -0.36 | — |
Treynor ratio | -8.02 | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | — | — |
R-squared | — | — |
Standard deviation | — | — |
Sharpe ratio | — | — |
Treynor ratio | — | — |
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) | 0.07 | — |
Price/Book (P/B) | 0.54 | — |
Price/Sales (P/S) | 0.84 | — |
Price/Cashflow (P/CF) | 0.11 | — |
Median market vapitalization | 21.36K | — |
3-year earnings growth | 13.43 | — |