Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -3.59 | — |
Beta | 1 | — |
Mean annual return | 0.11 | — |
R-squared | 94 | — |
Standard deviation | 17.22 | — |
Sharpe ratio | -0.07 | — |
Treynor ratio | -2.62 | — |
5 year | Return | Category |
---|---|---|
Alpha | -1.05 | — |
Beta | 1 | — |
Mean annual return | 0.96 | — |
R-squared | 91 | — |
Standard deviation | 17.97 | — |
Sharpe ratio | 0.57 | — |
Treynor ratio | 8.62 | — |
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) | 0.07 | — |
Price/Book (P/B) | 0.59 | — |
Price/Sales (P/S) | 1.02 | — |
Price/Cashflow (P/CF) | 0.12 | — |
Median market vapitalization | 6.13K | — |
3-year earnings growth | 15.59 | — |