Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.23 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 81 | — |
| Standard deviation | 5.55 | — |
| Sharpe ratio | -0.76 | — |
| Treynor ratio | -7.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.92 | — |
| Beta | 1 | — |
| Mean annual return | -0.11 | — |
| R-squared | 72 | — |
| Standard deviation | 4.78 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -5.36 | — |
| 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) | 0.48 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 83.41K | — |
| 3-year earnings growth | 13.09 | — |