Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.56 | — |
| Beta | 1 | — |
| Mean annual return | -0.44 | — |
| R-squared | 88 | — |
| Standard deviation | 18.84 | — |
| Sharpe ratio | -0.49 | — |
| Treynor ratio | -10.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 87 | — |
| Standard deviation | 18.51 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 87 | — |
| Standard deviation | 17.97 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 1.04 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 883 | — |
| 3-year earnings growth | 19.57 | — |