Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 79 | — |
| Standard deviation | 6.05 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -3.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 75 | — |
| Standard deviation | 5.50 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.41 | — |
| 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) | 0.44 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 35.56K | — |
| 3-year earnings growth | 10.71 | — |