Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.19 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.94 | 0.01 |
| R-squared | 92 | 0.94 |
| Standard deviation | 13.50 | 0.16 |
| Sharpe ratio | 0.49 | 0.01 |
| Treynor ratio | 5.67 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.02 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.05 | 0.01 |
| R-squared | 94 | 0.93 |
| Standard deviation | 13.15 | 0.13 |
| Sharpe ratio | 0.74 | 0.01 |
| Treynor ratio | 8.41 | 0.08 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.31 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.73 | 0.01 |
| R-squared | 94 | 0.93 |
| Standard deviation | 12.94 | 0.12 |
| Sharpe ratio | 0.52 | 0.01 |
| Treynor ratio | 5 | 0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.97 |
| Price/Book (P/B) | 0.30 | 3.32 |
| Price/Sales (P/S) | 0.45 | 2.32 |
| Price/Cashflow (P/CF) | 0.07 | 15.25 |
| Median market vapitalization | 160.26K | 71.33K |
| 3-year earnings growth | 14.46 | 14.71 |