Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 68 | — |
| Standard deviation | 5.32 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 68 | — |
| Standard deviation | 4.77 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.78 | — |
| 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) | 0.35 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 70.03K | — |
| 3-year earnings growth | 4.03 | — |