Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 81 | — |
| Standard deviation | 20.17 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -4.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 83 | — |
| Standard deviation | 18.03 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.39 | — |
| 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) | 0.38 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 15.49K | — |
| 3-year earnings growth | 7.86 | — |