Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.31 | — |
| R-squared | — | — |
| Standard deviation | 17.65 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.92 | — |
| R-squared | — | — |
| Standard deviation | 18.85 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.51 | — |
| R-squared | — | — |
| Standard deviation | 18.10 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 90.48K | — |
| 3-year earnings growth | 3.22 | — |