Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.28 | 0.11 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.54 | 0.01 |
| R-squared | 81 | 0.66 |
| Standard deviation | 16.28 | 0.13 |
| Sharpe ratio | 1.16 | 0.01 |
| Treynor ratio | 16.97 | 0.26 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.54 | 0.11 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.28 | 0.02 |
| R-squared | 69 | 0.62 |
| Standard deviation | 13.71 | 0.12 |
| Sharpe ratio | 1.15 | 0.02 |
| Treynor ratio | 17.40 | 0.35 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.52 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.34 | 0.01 |
| R-squared | 72 | 0.81 |
| Standard deviation | 13.89 | 0.19 |
| Sharpe ratio | 1.16 | 0.00 |
| Treynor ratio | 19.98 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 23.17 | 16.93 |
| Price/Book (P/B) | 2.94 | 2.65 |
| Price/Sales (P/S) | 2.37 | 1.62 |
| Price/Cashflow (P/CF) | 15.27 | 8.49 |
| Median market vapitalization | 121.25K | 58.23K |
| 3-year earnings growth | 4.99 | 23.77 |