Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.05 | — |
| R-squared | — | — |
| Standard deviation | 8.46 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.11 | — |
| R-squared | — | — |
| Standard deviation | 7.89 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.78 | — |
| R-squared | — | — |
| Standard deviation | 11.04 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.38 | — |
| Median market vapitalization | 3.35M | — |
| 3-year earnings growth | 21.71 | — |