Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 3.82 | — |
| R-squared | — | — |
| Standard deviation | 34.01 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.41 | — |
| R-squared | — | — |
| Standard deviation | 33.33 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.69 | — |
| R-squared | — | — |
| Standard deviation | 35.73 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 11.07K | — |
| 3-year earnings growth | 13.28 | — |