Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 0 | — |
| Mean annual return | 0.22 | — |
| R-squared | 47 | — |
| Standard deviation | 8.28 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 3.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.55 | — |
| Beta | 0 | — |
| Mean annual return | 0.41 | — |
| R-squared | 31 | — |
| Standard deviation | 8.24 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 12.27 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.87 | — |
| Price/Sales (P/S) | 0.09 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 4.10K | — |
| 3-year earnings growth | -20.91 | — |