Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.54 | — |
| R-squared | — | — |
| Standard deviation | 14.73 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.45 | — |
| R-squared | — | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.69 | — |
| R-squared | — | — |
| Standard deviation | 19.76 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.87 | — |
| Price/Sales (P/S) | 1.12 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 2.77M | — |
| 3-year earnings growth | 15.40 | — |