Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 79 | — |
| Standard deviation | 5.71 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 77 | — |
| Standard deviation | 5.27 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.70 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.97 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 57.30K | — |
| 3-year earnings growth | 9.70 | — |