Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 98 | — |
| Standard deviation | 6.98 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -3.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | -0.17 | — |
| R-squared | 98 | — |
| Standard deviation | 6.04 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -3.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 96 | — |
| Standard deviation | 5.10 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -0.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.80 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 3.51 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.45K | — |
| 3-year earnings growth | 0 | — |