Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 8.95 | — |
| Beta | 1 | — |
| Mean annual return | 2.01 | — |
| R-squared | 87 | — |
| Standard deviation | 12.31 | — |
| Sharpe ratio | 1.43 | — |
| Treynor ratio | 22.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.58 | — |
| Beta | 1 | — |
| Mean annual return | 2.35 | — |
| R-squared | 87 | — |
| Standard deviation | 14.14 | — |
| Sharpe ratio | 1.60 | — |
| Treynor ratio | 27.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 87 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 11.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 2.93M | — |
| 3-year earnings growth | 19.81 | — |