Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.10 | — |
R-squared | — | — |
Standard deviation | 16.62 | — |
Sharpe ratio | -0.20 | — |
Treynor ratio | — | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.37 | — |
R-squared | — | — |
Standard deviation | 14.73 | — |
Sharpe ratio | 0.12 | — |
Treynor ratio | — | — |
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) | 0.07 | — |
Price/Book (P/B) | 0.68 | — |
Price/Sales (P/S) | 0.72 | — |
Price/Cashflow (P/CF) | 0.15 | — |
Median market vapitalization | 45.67K | — |
3-year earnings growth | 7.72 | — |