Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.33 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.86 | 0.01 |
| R-squared | 89 | 0.76 |
| Standard deviation | 11.54 | 0.10 |
| Sharpe ratio | 3.21 | 0.01 |
| Treynor ratio | 12.78 | 0.07 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.63 | 0.01 |
| R-squared | 89 | 0.73 |
| Standard deviation | 10.83 | 0.09 |
| Sharpe ratio | 2.28 | 0.01 |
| Treynor ratio | 8.63 | 0.08 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.76 | 0.00 |
| R-squared | 89 | 0.76 |
| Standard deviation | 9.78 | 0.11 |
| Sharpe ratio | 2.27 | 0.00 |
| Treynor ratio | 10.10 | 0.02 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 24.95 | 16.49 |
| Price/Book (P/B) | 2.96 | 1.97 |
| Price/Sales (P/S) | 2.08 | 1.40 |
| Price/Cashflow (P/CF) | 14.59 | 7.01 |
| Median market vapitalization | 66.10K | 40.82K |
| 3-year earnings growth | 11.25 | 8.90 |