Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.31 | — |
| R-squared | — | — |
| Standard deviation | 8.62 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.26 | — |
| R-squared | — | — |
| Standard deviation | 8.57 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.01 | — |
| R-squared | — | — |
| Standard deviation | 8.02 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 35.76K | — |
| 3-year earnings growth | 6.36 | — |