Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.80 | — |
| R-squared | 93 | — |
| Standard deviation | 11.92 | — |
| Sharpe ratio | 1.81 | — |
| Treynor ratio | 24.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.74 | — |
| R-squared | 90 | — |
| Standard deviation | 11.91 | — |
| Sharpe ratio | 1.75 | — |
| Treynor ratio | 25.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.92 | — |
| Price/Sales (P/S) | 1.35 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 2.37M | — |
| 3-year earnings growth | 14.24 | — |