Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.76 | 0.01 |
| R-squared | 97 | 0.93 |
| Standard deviation | 12.23 | 0.13 |
| Sharpe ratio | 0.36 | 0.01 |
| Treynor ratio | 3.86 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.75 | 0.01 |
| R-squared | 97 | 0.92 |
| Standard deviation | 11.72 | 0.10 |
| Sharpe ratio | 0.52 | 0.01 |
| Treynor ratio | 5.52 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.54 | 0.01 |
| R-squared | 96 | 0.92 |
| Standard deviation | 11.10 | 0.09 |
| Sharpe ratio | 0.40 | 0.01 |
| Treynor ratio | 3.66 | 0.07 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.62 |
| Price/Book (P/B) | 0.34 | 3.26 |
| Price/Sales (P/S) | 0.46 | 2.32 |
| Price/Cashflow (P/CF) | 0.07 | 15.57 |
| Median market vapitalization | 143.85K | 97.82K |
| 3-year earnings growth | 11.51 | 15.47 |