Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.13 | — |
| Beta | 1 | — |
| Mean annual return | -0.35 | — |
| R-squared | 63 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | -0.54 | — |
| Treynor ratio | -12.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.86 | — |
| Beta | 1 | — |
| Mean annual return | -0.46 | — |
| R-squared | 74 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | -0.49 | — |
| Treynor ratio | -11.35 | — |
| 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) | 0.10 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 7.71K | — |
| 3-year earnings growth | 0 | — |