Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.02 | — |
| R-squared | — | — |
| Standard deviation | 9.35 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.09 | — |
| R-squared | — | — |
| Standard deviation | 8.66 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.83 | — |
| R-squared | — | — |
| Standard deviation | 10.77 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.36 | — |
| Median market vapitalization | 1.53M | — |
| 3-year earnings growth | 21.02 | — |