Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 95 | — |
| Standard deviation | 18.57 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 87 | — |
| Standard deviation | 18.19 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.56 | — |
| 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) | 0.50 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 63.40K | — |
| 3-year earnings growth | 9.34 | — |