Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 91 | — |
| Standard deviation | 18.64 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -6.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -11.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 86 | — |
| Standard deviation | 20.08 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -4 | — |
| 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) | 0.08 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 1.28 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 3.78K | — |
| 3-year earnings growth | 12.86 | — |