Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 94 | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.79 | — |
| R-squared | 90 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 18.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 94 | — |
| Standard deviation | 16.17 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.29 | — |
| Median market vapitalization | 2.61M | — |
| 3-year earnings growth | 25.70 | — |