Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 64 | — |
| Standard deviation | 20.54 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -5.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 71 | — |
| Standard deviation | 19.70 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.34 | — |
| 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) | 0.51 | — |
| Price/Sales (P/S) | 1.15 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 7.86K | — |
| 3-year earnings growth | 7.61 | — |