Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.25 | — |
| Beta | 0 | — |
| Mean annual return | 1.36 | — |
| R-squared | 5 | — |
| Standard deviation | 9.52 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 48.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.40 | — |
| Beta | 0 | — |
| Mean annual return | 1.10 | — |
| R-squared | 13 | — |
| Standard deviation | 9.97 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 22.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.83 | — |
| Beta | 0 | — |
| Mean annual return | 0.31 | — |
| R-squared | 30 | — |
| Standard deviation | 11.35 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -11.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.13 | — |
| Price/Book (P/B) | 1.16 | — |
| Price/Sales (P/S) | 1.09 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 4.46K | — |
| 3-year earnings growth | 0 | — |