Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.74 | — |
| Beta | 1 | — |
| Mean annual return | -0.40 | — |
| R-squared | 91 | — |
| Standard deviation | 22.54 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -7.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.91 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 83 | — |
| Standard deviation | 22.87 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -4.68 | — |
| 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) | 0.43 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 24.98K | — |
| 3-year earnings growth | 12.09 | — |