Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -27.17 | — |
| Beta | 1 | — |
| Mean annual return | -1.11 | — |
| R-squared | 59 | — |
| Standard deviation | 29.19 | — |
| Sharpe ratio | -0.61 | — |
| Treynor ratio | -14.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -16.32 | — |
| Beta | 2 | — |
| Mean annual return | 0.21 | — |
| R-squared | 57 | — |
| Standard deviation | 30.15 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -3.18 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.94 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 3.43K | — |
| 3-year earnings growth | 15.05 | — |