Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.02 | — |
| R-squared | — | — |
| Standard deviation | 12.11 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.43 | — |
| R-squared | — | — |
| Standard deviation | 13.53 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.12 | — |
| R-squared | — | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 5.70M | — |
| 3-year earnings growth | 18.95 | — |