Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 9.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.96 | — |
| R-squared | 89 | — |
| Standard deviation | 13.26 | — |
| Sharpe ratio | 1.30 | — |
| Treynor ratio | 22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.62 | — |
| Beta | 1 | — |
| Mean annual return | 2.56 | — |
| R-squared | 88 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 1.75 | — |
| Treynor ratio | 31.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 87 | — |
| Standard deviation | 16.63 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 11.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 2.82M | — |
| 3-year earnings growth | 25.18 | — |