Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 57 | — |
| Standard deviation | 11 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 61 | — |
| Standard deviation | 10.67 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5 | — |
| 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) | 0.24 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 18.69K | — |
| 3-year earnings growth | 3.97 | — |