Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 8.29 | — |
| Beta | 0 | — |
| Mean annual return | 1.02 | — |
| R-squared | 0 | — |
| Standard deviation | 8.05 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 391.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.48 | — |
| Beta | 0 | — |
| Mean annual return | 0.84 | — |
| R-squared | 0 | — |
| Standard deviation | 7.72 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 381 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.10 | — |
| Beta | 0 | — |
| Mean annual return | 0.64 | — |
| R-squared | 7 | — |
| Standard deviation | 8.46 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 36.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 212.74K | — |
| 3-year earnings growth | 21.47 | — |