Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 62 | — |
| Standard deviation | 26.50 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -4.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 62 | — |
| Standard deviation | 26.21 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 7.96 | — |
| 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) | 0.39 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 29.51K | — |
| 3-year earnings growth | 14.21 | — |