Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.45 | — |
| Beta | 1 | — |
| Mean annual return | -0.36 | — |
| R-squared | 39 | — |
| Standard deviation | 15.15 | — |
| Sharpe ratio | -0.59 | — |
| Treynor ratio | -13.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.06 | — |
| Beta | 1 | — |
| Mean annual return | -0.40 | — |
| R-squared | 31 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | -0.47 | — |
| Treynor ratio | -13.44 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 26.55K | — |
| 3-year earnings growth | 7.65 | — |