Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 88 | — |
| Standard deviation | 12.20 | — |
| Sharpe ratio | 1.15 | — |
| Treynor ratio | 19.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.10 | — |
| Beta | 1 | — |
| Mean annual return | 2.29 | — |
| R-squared | 82 | — |
| Standard deviation | 12.28 | — |
| Sharpe ratio | 1.79 | — |
| Treynor ratio | 32.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 88 | — |
| Standard deviation | 15.04 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 11.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.33 | — |
| Median market vapitalization | 3.50M | — |
| 3-year earnings growth | 23.54 | — |