Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.21 | — |
| Beta | 1 | — |
| Mean annual return | -0.09 | — |
| R-squared | 92 | — |
| Standard deviation | 16.27 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -7.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 89 | — |
| Standard deviation | 15.42 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.31 | — |
| 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) | 0.43 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 30.00K | — |
| 3-year earnings growth | 12.44 | — |