Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.23 | — |
| Beta | 1 | — |
| Mean annual return | -0.35 | — |
| R-squared | 78 | — |
| Standard deviation | 10.15 | — |
| Sharpe ratio | -0.66 | — |
| Treynor ratio | -6.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.78 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 81 | — |
| Standard deviation | 9.19 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -2.30 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 74.99K | — |
| 3-year earnings growth | 15.62 | — |