Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 0 | — |
| Mean annual return | 0.22 | — |
| R-squared | 24 | — |
| Standard deviation | 8.93 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 0 | — |
| Mean annual return | 0.46 | — |
| R-squared | 34 | — |
| Standard deviation | 8.93 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 10.32 | — |
| 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) | 0.10 | — |
| Price/Book (P/B) | 0.90 | — |
| Price/Sales (P/S) | 1.78 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 1.16K | — |
| 3-year earnings growth | 28.71 | — |