Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.93 | — |
| Beta | 1 | — |
| Mean annual return | -0.64 | — |
| R-squared | 69 | — |
| Standard deviation | 12.66 | — |
| Sharpe ratio | -0.83 | — |
| Treynor ratio | -18.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.21 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 67 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -4.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 69 | — |
| Standard deviation | 13.02 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 2.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 816 | — |
| 3-year earnings growth | -0.42 | — |