Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.92 | — |
| R-squared | — | — |
| Standard deviation | 10.32 | — |
| Sharpe ratio | 1.79 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.53 | — |
| R-squared | — | — |
| Standard deviation | 12.79 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.75 | — |
| R-squared | — | — |
| Standard deviation | 18.07 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 1.11 | — |
| Price/Sales (P/S) | 1.38 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 391.76K | — |
| 3-year earnings growth | 12.03 | — |