Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.98 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 59 | — |
| Standard deviation | 17.58 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -11.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -11.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 56 | — |
| Standard deviation | 19.86 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -3.20 | — |
| 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) | 0.61 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 20.71K | — |
| 3-year earnings growth | 10.37 | — |