Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.10 | — |
| Beta | 2 | — |
| Mean annual return | -0.44 | — |
| R-squared | 89 | — |
| Standard deviation | 27.19 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -8.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.14 | — |
| Beta | 2 | — |
| Mean annual return | 1.04 | — |
| R-squared | 89 | — |
| Standard deviation | 27.64 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.06 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.92 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 6.32K | — |
| 3-year earnings growth | 13.26 | — |