Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -2.46 | — |
Beta | 0 | — |
Mean annual return | 0.66 | — |
R-squared | 0 | — |
Standard deviation | 21.01 | — |
Sharpe ratio | -0.11 | — |
Treynor ratio | 62 | — |
5 year | Return | Category |
---|---|---|
Alpha | -1.76 | — |
Beta | 0 | — |
Mean annual return | 0.55 | — |
R-squared | 0 | — |
Standard deviation | 17.96 | — |
Sharpe ratio | -0.08 | — |
Treynor ratio | -53.20 | — |
10 year | Return | Category |
---|---|---|
Alpha | -5.88 | — |
Beta | 0 | — |
Mean annual return | 0.09 | — |
R-squared | 3 | — |
Standard deviation | 13.78 | — |
Sharpe ratio | -0.44 | — |
Treynor ratio | -45.97 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.09 | — |
Price/Book (P/B) | 1.28 | — |
Price/Sales (P/S) | 1.74 | — |
Price/Cashflow (P/CF) | 0.15 | — |
Median market vapitalization | 14.40K | — |
3-year earnings growth | 21.47 | — |