Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.26 | — |
| Beta | 0 | — |
| Mean annual return | 0.93 | — |
| R-squared | 17 | — |
| Standard deviation | 3.01 | — |
| Sharpe ratio | 2.22 | — |
| Treynor ratio | -32.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.67 | — |
| Beta | 0 | — |
| Mean annual return | 0.91 | — |
| R-squared | 5 | — |
| Standard deviation | 4.69 | — |
| Sharpe ratio | 1.74 | — |
| Treynor ratio | -41.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.50 | — |
| Beta | 0 | — |
| Mean annual return | 0.41 | — |
| R-squared | 4 | — |
| Standard deviation | 5.08 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | -15.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.78 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 14.69K | — |
| 3-year earnings growth | 8.92 | — |