Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.70 | — |
| R-squared | — | — |
| Standard deviation | 15.75 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.37 | — |
| R-squared | — | — |
| Standard deviation | 17.17 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.34 | — |
| R-squared | — | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 5.12M | — |
| 3-year earnings growth | 5.60 | — |