Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.10 | — |
| Beta | 2 | — |
| Mean annual return | 2.33 | — |
| R-squared | 60 | — |
| Standard deviation | 42.02 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -18.42 | — |
| Beta | 2 | — |
| Mean annual return | 0.79 | — |
| R-squared | 58 | — |
| Standard deviation | 42.80 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | -1.22 | — |
| 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) | 0.02 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 62.40K | — |
| 3-year earnings growth | 0 | — |