Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.71 | — |
| R-squared | 94 | — |
| Standard deviation | 13.22 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 17.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.27 | — |
| Beta | 1 | — |
| Mean annual return | 2.56 | — |
| R-squared | 87 | — |
| Standard deviation | 14.77 | — |
| Sharpe ratio | 1.71 | — |
| Treynor ratio | 30.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 90 | — |
| Standard deviation | 17.52 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 1.81M | — |
| 3-year earnings growth | 16.25 | — |