Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | — |
| Beta | 0 | — |
| Mean annual return | 0.86 | — |
| R-squared | 43 | — |
| Standard deviation | 10.23 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 0 | — |
| Mean annual return | 0.76 | — |
| R-squared | 51 | — |
| Standard deviation | 11.24 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 1.02 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.95 | — |
| Price/Sales (P/S) | 1.23 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 41.94K | — |
| 3-year earnings growth | 17.69 | — |