Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 95 | — |
| Standard deviation | 11.72 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 15.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.69 | — |
| Beta | 1 | — |
| Mean annual return | 2.04 | — |
| R-squared | 94 | — |
| Standard deviation | 14.21 | — |
| Sharpe ratio | 1.33 | — |
| Treynor ratio | 20.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 93 | — |
| Standard deviation | 17.69 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.22M | — |
| 3-year earnings growth | 18.29 | — |