Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.01 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.39 | 0.00 |
| R-squared | 92 | 0.95 |
| Standard deviation | 13.91 | 0.09 |
| Sharpe ratio | 0.86 | 0.01 |
| Treynor ratio | 10.32 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.34 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.05 | 0.01 |
| R-squared | 94 | 0.97 |
| Standard deviation | 14.57 | 0.09 |
| Sharpe ratio | 0.67 | 0.01 |
| Treynor ratio | 7.34 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.09 | 0 |
| Beta | 1 | 0 |
| Mean annual return | 0.90 | 0 |
| R-squared | 95 | 0 |
| Standard deviation | 13.60 | 0 |
| Sharpe ratio | 0.64 | 0 |
| Treynor ratio | 6.29 | 0 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 17.45 |
| Price/Book (P/B) | 0.26 | 2.09 |
| Price/Sales (P/S) | 0.36 | 1.55 |
| Price/Cashflow (P/CF) | 0.06 | 7.50 |
| Median market vapitalization | 133.22K | 34.03K |
| 3-year earnings growth | 13.16 | 10.51 |