Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.63 | — |
| Beta | 1 | — |
| Mean annual return | -0.10 | — |
| R-squared | 88 | — |
| Standard deviation | 19.40 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -5.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 78 | — |
| Standard deviation | 21.45 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 1.02 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 1.89K | — |
| 3-year earnings growth | 0 | — |