Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.33 | — |
| R-squared | — | — |
| Standard deviation | 18.83 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 2.33 | — |
| R-squared | — | — |
| Standard deviation | 20.36 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.55 | — |
| R-squared | — | — |
| Standard deviation | 21.30 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 1.34 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 1.24M | — |
| 3-year earnings growth | 21.49 | — |