Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 94 | — |
| Standard deviation | 6.41 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -1.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 91 | — |
| Standard deviation | 6.04 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -1.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 77 | — |
| Standard deviation | 5.05 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -0.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.58 | — |
| Price/Book (P/B) | 1.93 | — |
| Price/Sales (P/S) | 5.44 | — |
| Price/Cashflow (P/CF) | 0.82 | — |
| Median market vapitalization | 355 | — |
| 3-year earnings growth | 0 | — |