Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.19 | — |
| R-squared | — | — |
| Standard deviation | 5.76 | — |
| Sharpe ratio | 1.35 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.28 | — |
| R-squared | — | — |
| Standard deviation | 6.25 | — |
| Sharpe ratio | 1.59 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.97 | — |
| R-squared | — | — |
| Standard deviation | 10.24 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.97M | — |
| 3-year earnings growth | 23.31 | — |