Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -6.45 | — |
Beta | 1 | — |
Mean annual return | -0.48 | — |
R-squared | 92 | — |
Standard deviation | 18.35 | — |
Sharpe ratio | -0.37 | — |
Treynor ratio | -9.54 | — |
5 year | Return | Category |
---|---|---|
Alpha | -4.82 | — |
Beta | 1 | — |
Mean annual return | -0.01 | — |
R-squared | 92 | — |
Standard deviation | 18.17 | — |
Sharpe ratio | -0.06 | — |
Treynor ratio | -3.07 | — |
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) | 0.62 | — |
Price/Sales (P/S) | 0.74 | — |
Price/Cashflow (P/CF) | 0.10 | — |
Median market vapitalization | 35.56K | — |
3-year earnings growth | 16.70 | — |