Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 9 | — |
| Beta | 1 | — |
| Mean annual return | 1.82 | — |
| R-squared | 89 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 19.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.72 | — |
| Beta | 1 | — |
| Mean annual return | 2.64 | — |
| R-squared | 85 | — |
| Standard deviation | 14.65 | — |
| Sharpe ratio | 1.80 | — |
| Treynor ratio | 34.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 87 | — |
| Standard deviation | 16.66 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 11.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.35 | — |
| Median market vapitalization | 2.89M | — |
| 3-year earnings growth | 26.18 | — |