Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -14.09 | — |
| Beta | 1 | — |
| Mean annual return | -1.15 | — |
| R-squared | 78 | — |
| Standard deviation | 19.14 | — |
| Sharpe ratio | -0.86 | — |
| Treynor ratio | -17.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 75 | — |
| Standard deviation | 19.35 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 78 | — |
| Standard deviation | 19.24 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 1.68 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 234 | — |
| 3-year earnings growth | 0 | — |