Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.72 | — |
| Beta | -1 | — |
| Mean annual return | -0.57 | — |
| R-squared | 39 | — |
| Standard deviation | 9.92 | — |
| Sharpe ratio | -0.93 | — |
| Treynor ratio | 9.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.74 | — |
| Beta | -1 | — |
| Mean annual return | -0.66 | — |
| R-squared | 27 | — |
| Standard deviation | 9.90 | — |
| Sharpe ratio | -0.92 | — |
| Treynor ratio | 9.91 | — |
| 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) | 0.10 | — |
| 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 | — |