Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.41 | — |
| Beta | 2 | — |
| Mean annual return | 0.09 | — |
| R-squared | 64 | — |
| Standard deviation | 44.60 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -6.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -20.27 | — |
| Beta | 2 | — |
| Mean annual return | 1 | — |
| R-squared | 61 | — |
| Standard deviation | 43.88 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | -0.01 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 45.92K | — |
| 3-year earnings growth | 0 | — |