Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.44 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 74 | — |
| Standard deviation | 23.42 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -9.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 76 | — |
| Standard deviation | 23.46 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 10.17 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 34.58K | — |
| 3-year earnings growth | 20.06 | — |