Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.57 | — |
| Beta | 2 | — |
| Mean annual return | 1.13 | — |
| R-squared | 58 | — |
| Standard deviation | 41.74 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 0.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -17.08 | — |
| Beta | 2 | — |
| Mean annual return | 0.79 | — |
| R-squared | 57 | — |
| Standard deviation | 42.80 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | -1.12 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 43.09K | — |
| 3-year earnings growth | 0 | — |