Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.37 | — |
| Beta | 0 | — |
| Mean annual return | 0.27 | — |
| R-squared | 60 | — |
| Standard deviation | 7.22 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -4 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 0 | — |
| Mean annual return | 0.41 | — |
| R-squared | 62 | — |
| Standard deviation | 7.97 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.87 | — |
| 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) | 0.31 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 210.26K | — |
| 3-year earnings growth | 15.86 | — |