Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.75 | — |
| Beta | 1 | — |
| Mean annual return | -0.37 | — |
| R-squared | 80 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -13.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 81 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.85 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 1.07 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 5.93K | — |
| 3-year earnings growth | 0.68 | — |