Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 0 | — |
| Mean annual return | 0.10 | — |
| R-squared | 1 | — |
| Standard deviation | 5 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | 38.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 1 | — |
| Standard deviation | 6.20 | — |
| Sharpe ratio | -0.33 | — |
| Treynor ratio | 15.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 0 | — |
| Mean annual return | 0.20 | — |
| R-squared | 0 | — |
| Standard deviation | 4.97 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | -16.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 136.30K | — |
| 3-year earnings growth | 22.70 | — |