Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.33 | — |
| R-squared | — | — |
| Standard deviation | 4.64 | — |
| Sharpe ratio | 2.49 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.18 | — |
| R-squared | — | — |
| Standard deviation | 8.05 | — |
| Sharpe ratio | 1.42 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.73 | — |
| R-squared | — | — |
| Standard deviation | 11.24 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 1.08 | — |
| Price/Sales (P/S) | 1.86 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 957 | — |
| 3-year earnings growth | 7.68 | — |