Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.14 | — |
| Beta | -1 | — |
| Mean annual return | -0.59 | — |
| R-squared | 38 | — |
| Standard deviation | 9.87 | — |
| Sharpe ratio | -0.97 | — |
| Treynor ratio | 9.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.74 | — |
| Beta | -1 | — |
| Mean annual return | -0.70 | — |
| R-squared | 33 | — |
| Standard deviation | 9.78 | — |
| Sharpe ratio | -0.99 | — |
| Treynor ratio | 9.29 | — |
| 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) | 0.10 | — |
| Price/Book (P/B) | 0.86 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 29.73K | — |
| 3-year earnings growth | 14.84 | — |