Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.48 | — |
| Beta | 1 | — |
| Mean annual return | -0.12 | — |
| R-squared | 50 | — |
| Standard deviation | 8.75 | — |
| Sharpe ratio | -0.70 | — |
| Treynor ratio | -10.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 58 | — |
| Standard deviation | 9.13 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -3.14 | — |
| 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) | 0.58 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 12.93K | — |
| 3-year earnings growth | 3.62 | — |