Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.57 | — |
| Beta | 1 | — |
| Mean annual return | -0.68 | — |
| R-squared | 72 | — |
| Standard deviation | 14.18 | — |
| Sharpe ratio | -0.76 | — |
| Treynor ratio | -18.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 69 | — |
| Standard deviation | 15.20 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 940 | — |
| 3-year earnings growth | -0.75 | — |