Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.06 | — |
| Beta | 0 | — |
| Mean annual return | 0.88 | — |
| R-squared | 8 | — |
| Standard deviation | 12.07 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 22.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.80 | — |
| Beta | 0 | — |
| Mean annual return | 1.33 | — |
| R-squared | 10 | — |
| Standard deviation | 12.90 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 39.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 24 | — |
| Standard deviation | 18.34 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 11.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 47.10K | — |
| 3-year earnings growth | 25.12 | — |