Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -5.33 | — |
Beta | 1 | — |
Mean annual return | 0.19 | — |
R-squared | 94 | — |
Standard deviation | 27.38 | — |
Sharpe ratio | -0.08 | — |
Treynor ratio | -5.76 | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | — | — |
R-squared | — | — |
Standard deviation | — | — |
Sharpe ratio | — | — |
Treynor ratio | — | — |
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) | 0.42 | — |
Price/Sales (P/S) | 0.45 | — |
Price/Cashflow (P/CF) | 0.08 | — |
Median market vapitalization | 50.98K | — |
3-year earnings growth | 10.65 | — |