Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | -0.33 | — |
| R-squared | 97 | — |
| Standard deviation | 26.46 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -9.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 96 | — |
| Standard deviation | 22.54 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.49 | — |
| 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) | 1.21 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 4.55K | — |
| 3-year earnings growth | -21.99 | — |