Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 81 | — |
| Standard deviation | 14.05 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -6.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 81 | — |
| Standard deviation | 13.71 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -2.90 | — |
| 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) | 0.28 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 3.21M | — |
| 3-year earnings growth | 15.11 | — |