Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.48 | 0.02 |
| R-squared | 94 | 0.89 |
| Standard deviation | 16.16 | 0.20 |
| Sharpe ratio | 0.80 | 0.01 |
| Treynor ratio | 12.44 | 0.21 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.28 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.10 | 0.02 |
| R-squared | 92 | 0.87 |
| Standard deviation | 17.38 | 0.16 |
| Sharpe ratio | 0.59 | 0.01 |
| Treynor ratio | 9.03 | 0.21 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.04 | 0.01 |
| R-squared | 93 | 0.87 |
| Standard deviation | 16.12 | 0.15 |
| Sharpe ratio | 0.65 | 0.01 |
| Treynor ratio | 9.68 | 0.15 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 34.82 |
| Price/Book (P/B) | 0.13 | 8.34 |
| Price/Sales (P/S) | 0.20 | 4.62 |
| Price/Cashflow (P/CF) | 0.04 | 23.95 |
| Median market vapitalization | 340.99K | 310.21K |
| 3-year earnings growth | 19.87 | 23.61 |