Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.64 | — |
| Beta | 0 | — |
| Mean annual return | 0.86 | — |
| R-squared | 17 | — |
| Standard deviation | 3.01 | — |
| Sharpe ratio | 2.06 | — |
| Treynor ratio | -32.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.35 | — |
| Beta | 0 | — |
| Mean annual return | 0.86 | — |
| R-squared | 6 | — |
| Standard deviation | 4.70 | — |
| Sharpe ratio | 1.66 | — |
| Treynor ratio | -38.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.39 | — |
| Beta | 0 | — |
| Mean annual return | 0.40 | — |
| R-squared | 4 | — |
| Standard deviation | 5.03 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | -15.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 13.63K | — |
| 3-year earnings growth | 14.61 | — |