Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.46 | — |
| R-squared | — | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.93 | — |
| R-squared | — | — |
| Standard deviation | 10.40 | — |
| Sharpe ratio | 1.70 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.23 | — |
| R-squared | — | — |
| Standard deviation | 13.18 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 2.43M | — |
| 3-year earnings growth | 20.71 | — |