Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 10.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.94 | — |
| R-squared | 95 | — |
| Standard deviation | 11.42 | — |
| Sharpe ratio | 1.48 | — |
| Treynor ratio | 24.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.47 | — |
| Beta | 1 | — |
| Mean annual return | 2.37 | — |
| R-squared | 81 | — |
| Standard deviation | 13.94 | — |
| Sharpe ratio | 1.65 | — |
| Treynor ratio | 30.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 85 | — |
| Standard deviation | 18.20 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 2.11M | — |
| 3-year earnings growth | 25.23 | — |