Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 0 | — |
| Mean annual return | 0.33 | — |
| R-squared | 39 | — |
| Standard deviation | 3.26 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.66 | — |
| Beta | 0 | — |
| Mean annual return | 0.64 | — |
| R-squared | 9 | — |
| Standard deviation | 4.86 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 23.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.27 | — |
| Beta | 0 | — |
| Mean annual return | 0.44 | — |
| R-squared | 5 | — |
| Standard deviation | 4.94 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 20.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 2.16 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 1.18K | — |
| 3-year earnings growth | 36.39 | — |