Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.09 | — |
| Beta | 0 | — |
| Mean annual return | 0.90 | — |
| R-squared | 14 | — |
| Standard deviation | 3.01 | — |
| Sharpe ratio | 1.95 | — |
| Treynor ratio | -39.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.40 | — |
| Beta | 0 | — |
| Mean annual return | 0.87 | — |
| R-squared | 6 | — |
| Standard deviation | 4.69 | — |
| Sharpe ratio | 1.55 | — |
| Treynor ratio | -45.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.18 | — |
| Beta | 0 | — |
| Mean annual return | 0.41 | — |
| R-squared | 4 | — |
| Standard deviation | 5.01 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | -15.98 | — |
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 | — |