Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.72 | — |
| Beta | 1 | — |
| Mean annual return | -0.65 | — |
| R-squared | 92 | — |
| Standard deviation | 15.10 | — |
| Sharpe ratio | -0.91 | — |
| Treynor ratio | -12.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 94 | — |
| Standard deviation | 16.35 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 95 | — |
| Standard deviation | 16.33 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -4.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | — | — |
| 3-year earnings growth | — | — |