Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 92 | — |
| Standard deviation | 12.87 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -4.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 95 | — |
| Standard deviation | 17.73 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -5 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 95 | — |
| Standard deviation | 15.76 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -4.21 | — |
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 | — | — |