Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.81 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 87 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -8.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 89 | — |
| Standard deviation | 17.19 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -2.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 88 | — |
| Standard deviation | 18.14 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 1.20 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 707 | — |
| 3-year earnings growth | 7.02 | — |