Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 97 | — |
| Standard deviation | 33.76 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -7.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.80 | — |
| Beta | 1 | — |
| Mean annual return | -0.21 | — |
| R-squared | 96 | — |
| Standard deviation | 28.36 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -8.91 | — |
| 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) | 0.09 | — |
| Price/Book (P/B) | 0.86 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 37.03K | — |
| 3-year earnings growth | 6.34 | — |