Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 2.71 | — |
| R-squared | — | — |
| Standard deviation | 35.03 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 2.30 | — |
| R-squared | — | — |
| Standard deviation | 34.73 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.01 | — |
| R-squared | — | — |
| Standard deviation | 33.22 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.12 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 1.24 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 3.74K | — |
| 3-year earnings growth | 46.63 | — |