Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.01 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 77 | — |
| Standard deviation | 20.55 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -7.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 80 | — |
| Standard deviation | 20.10 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.34 | — |
| 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) | 0.49 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 6.49K | — |
| 3-year earnings growth | 10.89 | — |