Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.06 | — |
| Beta | 1 | — |
| Mean annual return | -0.24 | — |
| R-squared | 90 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | -0.59 | — |
| Treynor ratio | -9.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 92 | — |
| Standard deviation | 15.79 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 94 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.17 | — |
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 | — | — |