Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.47 | — |
| Beta | 1 | — |
| Mean annual return | -0.19 | — |
| R-squared | 70 | — |
| Standard deviation | 19.88 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -6.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 75 | — |
| Standard deviation | 22.03 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.09 | — |
| 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) | 0.36 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 2.92K | — |
| 3-year earnings growth | 19.90 | — |