Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | 1 | — |
| Mean annual return | -0.21 | — |
| R-squared | 97 | — |
| Standard deviation | 19.39 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | -9.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 96 | — |
| Standard deviation | 17.80 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 96 | — |
| Standard deviation | 16.49 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 17.42K | — |
| 3-year earnings growth | -2.17 | — |