Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 89 | — |
| Standard deviation | 14.77 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -6.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 89 | — |
| Standard deviation | 14.57 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.22 | — |
| 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) | 0.27 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 85.16K | — |
| 3-year earnings growth | 12.14 | — |