Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.75 | — |
| Beta | 0 | — |
| Mean annual return | 0.02 | — |
| R-squared | 10 | — |
| Standard deviation | 5.66 | — |
| Sharpe ratio | -0.77 | — |
| Treynor ratio | -25.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 0 | — |
| Mean annual return | 0.41 | — |
| R-squared | 13 | — |
| Standard deviation | 5.81 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 8.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.49 | — |
| Beta | 0 | — |
| Mean annual return | 0.38 | — |
| R-squared | 17 | — |
| Standard deviation | 6.01 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 7.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.88 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 25.68K | — |
| 3-year earnings growth | 5.88 | — |