Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 55 | — |
| Standard deviation | 8 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -3.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 56 | — |
| Standard deviation | 7.67 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -1.03 | — |
| 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) | 0.35 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 80.29K | — |
| 3-year earnings growth | 15.75 | — |