Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.92 | — |
| Beta | 1 | — |
| Mean annual return | -0.45 | — |
| R-squared | 68 | — |
| Standard deviation | 24.45 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -11.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -17.80 | — |
| Beta | 1 | — |
| Mean annual return | -0.27 | — |
| R-squared | 61 | — |
| Standard deviation | 27.20 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -7.62 | — |
| 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 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 4.46K | — |
| 3-year earnings growth | 0 | — |