Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.43 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 4 | — |
| Standard deviation | 20.19 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -30.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.92 | — |
| Beta | 0 | — |
| Mean annual return | 0.54 | — |
| R-squared | 6 | — |
| Standard deviation | 21.14 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 7.02 | — |
| 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) | 0.28 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.26M | — |
| 3-year earnings growth | 5.04 | — |