Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.40 | — |
| Beta | 0 | — |
| Mean annual return | -0.20 | — |
| R-squared | 16 | — |
| Standard deviation | 4.58 | — |
| Sharpe ratio | -1.09 | — |
| Treynor ratio | -23.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 0 | — |
| Mean annual return | -0.17 | — |
| R-squared | 7 | — |
| Standard deviation | 3.87 | — |
| Sharpe ratio | -0.85 | — |
| Treynor ratio | -25.18 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 36.47K | — |
| 3-year earnings growth | 29.52 | — |