Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.10 | — |
| R-squared | — | — |
| Standard deviation | 30.48 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.87 | — |
| R-squared | — | — |
| Standard deviation | 29.81 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.09 | — |
| R-squared | — | — |
| Standard deviation | 33.88 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 12.22K | — |
| 3-year earnings growth | 5.90 | — |