Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 2 | — |
| Mean annual return | 0.13 | — |
| R-squared | 88 | — |
| Standard deviation | 10.32 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -1.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.73 | — |
| Beta | 2 | — |
| Mean annual return | 0.12 | — |
| R-squared | 82 | — |
| Standard deviation | 8.80 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -0.95 | — |
| 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) | 0.80 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 3.50 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.20K | — |
| 3-year earnings growth | 0 | — |