Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.10 | — |
| R-squared | — | — |
| Standard deviation | 12.85 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.61 | — |
| R-squared | — | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.10 | — |
| R-squared | — | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.41 | — |
| Median market vapitalization | 6.91M | — |
| 3-year earnings growth | 20.73 | — |