Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 78 | — |
| Standard deviation | 20.02 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -5.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 78 | — |
| Standard deviation | 20 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.20 | — |
| 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) | 0.47 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 36.44K | — |
| 3-year earnings growth | 5.50 | — |