Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.13 | — |
| Beta | 1 | — |
| Mean annual return | -0.41 | — |
| R-squared | 86 | — |
| Standard deviation | 20.21 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | -8.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 83 | — |
| Standard deviation | 20.05 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.10 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 5.61K | — |
| 3-year earnings growth | 7.79 | — |