Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.45 | — |
| Beta | 1 | — |
| Mean annual return | -0.27 | — |
| R-squared | 69 | — |
| Standard deviation | 18.17 | — |
| Sharpe ratio | -0.44 | — |
| Treynor ratio | -9.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 63 | — |
| Standard deviation | 16 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -2.88 | — |
| 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) | 0.60 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 11.21K | — |
| 3-year earnings growth | -20.35 | — |