Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 8.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.84 | — |
| R-squared | 93 | — |
| Standard deviation | 9.93 | — |
| Sharpe ratio | 1.56 | — |
| Treynor ratio | 23.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 10.01 | — |
| Beta | 1 | — |
| Mean annual return | 2.30 | — |
| R-squared | 82 | — |
| Standard deviation | 13.12 | — |
| Sharpe ratio | 1.68 | — |
| Treynor ratio | 29.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 84 | — |
| Standard deviation | 17.92 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 10.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.26M | — |
| 3-year earnings growth | 17.77 | — |