Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 90 | — |
| Standard deviation | 21.75 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -3.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 87 | — |
| Standard deviation | 20.72 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.45 | — |
| 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) | 0.34 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 31.22K | — |
| 3-year earnings growth | 19.53 | — |