Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 77 | — |
| Standard deviation | 10.64 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 16.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.27 | — |
| Beta | 1 | — |
| Mean annual return | 2.29 | — |
| R-squared | 69 | — |
| Standard deviation | 12.58 | — |
| Sharpe ratio | 1.76 | — |
| Treynor ratio | 37.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 77 | — |
| Standard deviation | 13.64 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 15.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 5.56M | — |
| 3-year earnings growth | 24.89 | — |