Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 79 | — |
| Standard deviation | 12.69 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 14.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 92 | — |
| Standard deviation | 18.84 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 19.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 94 | — |
| Standard deviation | 23.22 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 6.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 2.80M | — |
| 3-year earnings growth | 25.19 | — |