Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.30 | — |
| Beta | 1 | — |
| Mean annual return | -0.20 | — |
| R-squared | 96 | — |
| Standard deviation | 27.48 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -8.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 93 | — |
| Standard deviation | 25.16 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 6.17 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.16K | — |
| 3-year earnings growth | 9.65 | — |