Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 88 | — |
| Standard deviation | 20.40 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -2.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 87 | — |
| Standard deviation | 18.55 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.33 | — |
| 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) | 0.33 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 45.88K | — |
| 3-year earnings growth | 4.66 | — |