Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.37 | — |
| R-squared | — | — |
| Standard deviation | 11.30 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 2.38 | — |
| R-squared | — | — |
| Standard deviation | 16.01 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.25 | — |
| R-squared | — | — |
| Standard deviation | 15.02 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 1.62M | — |
| 3-year earnings growth | 21.84 | — |