Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.80 | — |
| Beta | 1 | — |
| Mean annual return | -0.42 | — |
| R-squared | 92 | — |
| Standard deviation | 18.18 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -8.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.96 | — |
| Beta | 1 | — |
| Mean annual return | -0.16 | — |
| R-squared | 92 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -5.11 | — |
| 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) | 0.60 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 37.43K | — |
| 3-year earnings growth | 17.40 | — |