Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -21 | — |
| Beta | 1 | — |
| Mean annual return | -1.48 | — |
| R-squared | 82 | — |
| Standard deviation | 23.01 | — |
| Sharpe ratio | -0.97 | — |
| Treynor ratio | -18.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -15.38 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 72 | — |
| Standard deviation | 29.31 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -4.86 | — |
| 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) | 0.30 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 46.36K | — |
| 3-year earnings growth | 17.41 | — |