Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 94 | — |
| Standard deviation | 10.14 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 90 | — |
| Standard deviation | 10.11 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.37 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 31.95K | — |
| 3-year earnings growth | 4.80 | — |