Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 96 | — |
| Standard deviation | 12.71 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 13.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.93 | — |
| R-squared | 95 | — |
| Standard deviation | 12.99 | — |
| Sharpe ratio | 1.37 | — |
| Treynor ratio | 21.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 97 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.35 | — |
| Median market vapitalization | 4.19M | — |
| 3-year earnings growth | 21.87 | — |