Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 88 | — |
| Standard deviation | 12.72 | — |
| Sharpe ratio | 1.37 | — |
| Treynor ratio | 18.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 82 | — |
| Standard deviation | 13.16 | — |
| Sharpe ratio | 1.50 | — |
| Treynor ratio | 22.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 89 | — |
| Standard deviation | 17.25 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 5.25M | — |
| 3-year earnings growth | 15.46 | — |