Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.16 | — |
| Beta | 1 | — |
| Mean annual return | -0.23 | — |
| R-squared | 70 | — |
| Standard deviation | 29.06 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -8.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.66 | — |
| Beta | 1 | — |
| Mean annual return | -0.19 | — |
| R-squared | 68 | — |
| Standard deviation | 25.93 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -6.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 72 | — |
| Standard deviation | 23.40 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -2.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 12.28K | — |
| 3-year earnings growth | 0.21 | — |