Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.14 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.99 | 0.01 |
| R-squared | 92 | 0.93 |
| Standard deviation | 10.82 | 0.13 |
| Sharpe ratio | 0.66 | 0.01 |
| Treynor ratio | 7.57 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.96 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.84 | 0.01 |
| R-squared | 93 | 0.92 |
| Standard deviation | 10.78 | 0.10 |
| Sharpe ratio | 0.65 | 0.01 |
| Treynor ratio | 7.29 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.44 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.77 | 0.01 |
| R-squared | 94 | 0.92 |
| Standard deviation | 9.85 | 0.09 |
| Sharpe ratio | 0.73 | 0.01 |
| Treynor ratio | 7.46 | 0.07 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 23.62 |
| Price/Book (P/B) | 0.23 | 3.26 |
| Price/Sales (P/S) | 0.32 | 2.32 |
| Price/Cashflow (P/CF) | 0.06 | 15.57 |
| Median market vapitalization | 266.15K | 97.82K |
| 3-year earnings growth | 9.85 | 15.47 |