Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.19 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 84 | — |
| Standard deviation | 24.07 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -8.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -11.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 83 | — |
| Standard deviation | 23.40 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 4.37 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 17.56K | — |
| 3-year earnings growth | 19.51 | — |