Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.78 | — |
| Beta | 0 | — |
| Mean annual return | 0.70 | — |
| R-squared | 0 | — |
| Standard deviation | 6.87 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 134.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.19 | — |
| Beta | 0 | — |
| Mean annual return | 0.57 | — |
| R-squared | 5 | — |
| Standard deviation | 9.15 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | -13.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.36 | — |
| Beta | 0 | — |
| Mean annual return | 0.42 | — |
| R-squared | 2 | — |
| Standard deviation | 8.02 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | -14.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 1.15 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 18.97K | — |
| 3-year earnings growth | 11.12 | — |