Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 93 | — |
| Standard deviation | 11.72 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 10.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 85 | — |
| Standard deviation | 14.31 | — |
| Sharpe ratio | 1.21 | — |
| Treynor ratio | 19.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 90 | — |
| Standard deviation | 18.58 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.22M | — |
| 3-year earnings growth | 15.74 | — |