Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.98 | — |
| Beta | 1 | — |
| Mean annual return | -0.91 | — |
| R-squared | 54 | — |
| Standard deviation | 16.56 | — |
| Sharpe ratio | -0.81 | — |
| Treynor ratio | -22.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 60 | — |
| Standard deviation | 18.58 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 3.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.33 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 58 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -3 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.82 | — |
| Price/Sales (P/S) | 2.19 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 132 | — |
| 3-year earnings growth | 12.78 | — |