Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.70 | — |
| Beta | 0 | — |
| Mean annual return | 0.63 | — |
| R-squared | 2 | — |
| Standard deviation | 3.24 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | -101.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.20 | — |
| Beta | 0 | — |
| Mean annual return | 0.72 | — |
| R-squared | 0 | — |
| Standard deviation | 3.14 | — |
| Sharpe ratio | 1.91 | — |
| Treynor ratio | -3.57K | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.51 | — |
| Beta | 0 | — |
| Mean annual return | 0.31 | — |
| R-squared | 1 | — |
| Standard deviation | 5.12 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | -57.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 6.98K | — |
| 3-year earnings growth | 10.17 | — |