Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 73 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 77 | — |
| Standard deviation | 16.30 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.57 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 64.00K | — |
| 3-year earnings growth | 8.68 | — |