Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.53 | — |
| R-squared | — | — |
| Standard deviation | 16.45 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 2.02 | — |
| R-squared | — | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.17 | — |
| R-squared | — | — |
| Standard deviation | 18.73 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 1.90M | — |
| 3-year earnings growth | 29.62 | — |