Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | -0.29 | — |
| R-squared | 93 | — |
| Standard deviation | 15.76 | — |
| Sharpe ratio | -0.61 | — |
| Treynor ratio | -9.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 95 | — |
| Standard deviation | 16.83 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 95 | — |
| Standard deviation | 16.42 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -4.30 | — |
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 | — | — |