Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 76 | — |
| Standard deviation | 10 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.87 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 77 | — |
| Standard deviation | 9.61 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -5.30 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 1.02 | — |
| Price/Sales (P/S) | 0.12 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 7.79K | — |
| 3-year earnings growth | -7.60 | — |