Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -16.12 | — |
| Beta | 1 | — |
| Mean annual return | -1.13 | — |
| R-squared | 53 | — |
| Standard deviation | 14.49 | — |
| Sharpe ratio | -1.23 | — |
| Treynor ratio | -28.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.34 | — |
| Beta | 1 | — |
| Mean annual return | -0.05 | — |
| R-squared | 53 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -6.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 59 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 4.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.73 | — |
| Price/Sales (P/S) | 1.32 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 167 | — |
| 3-year earnings growth | 0 | — |