Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.71 | — |
| R-squared | — | — |
| Standard deviation | 24.08 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.25 | — |
| R-squared | — | — |
| Standard deviation | 25 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.63 | — |
| R-squared | — | — |
| Standard deviation | 22.65 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.86M | — |
| 3-year earnings growth | 11.82 | — |