Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.71 | — |
| Beta | 1 | — |
| Mean annual return | -0.63 | — |
| R-squared | 69 | — |
| Standard deviation | 12.65 | — |
| Sharpe ratio | -0.82 | — |
| Treynor ratio | -18.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.80 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 67 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.84 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 816 | — |
| 3-year earnings growth | -0.42 | — |