Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 100 | — |
| Standard deviation | 32.82 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | -1.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 100 | — |
| Standard deviation | 28.10 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -4.08 | — |
| 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) | 0.08 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 84.97K | — |
| 3-year earnings growth | 5.21 | — |