Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | 1.58 | — |
Beta | 2 | — |
Mean annual return | -0.04 | — |
R-squared | 88 | — |
Standard deviation | 10.62 | — |
Sharpe ratio | -0.42 | — |
Treynor ratio | -3.04 | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | — | — |
R-squared | — | — |
Standard deviation | — | — |
Sharpe ratio | — | — |
Treynor ratio | — | — |
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) | 0.79 | — |
Price/Book (P/B) | 0 | — |
Price/Sales (P/S) | 3.44 | — |
Price/Cashflow (P/CF) | 0 | — |
Median market vapitalization | 1.22K | — |
3-year earnings growth | 0 | — |