Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 85 | — |
| Standard deviation | 20.25 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -3.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 80 | — |
| Standard deviation | 20.70 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.45 | — |
| 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) | 0.31 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 53.94K | — |
| 3-year earnings growth | 10.64 | — |