Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.97 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 48 | — |
| Standard deviation | 4.95 | — |
| Sharpe ratio | -0.60 | — |
| Treynor ratio | -7.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 50 | — |
| Standard deviation | 4.94 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -3.25 | — |
| 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) | 0.32 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 102.12K | — |
| 3-year earnings growth | 11.59 | — |