Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | 0.10 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.11 | 0.02 |
| R-squared | 79 | 0.75 |
| Standard deviation | 23.76 | 0.24 |
| Sharpe ratio | 0.37 | 0.01 |
| Treynor ratio | 4.69 | 0.23 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.84 | 0.11 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.68 | 0.02 |
| R-squared | 80 | 0.69 |
| Standard deviation | 23.05 | 0.20 |
| Sharpe ratio | 0.75 | 0.01 |
| Treynor ratio | 11.90 | 0.25 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 7.32 | 0.08 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.55 | 0.02 |
| R-squared | 75 | 0.69 |
| Standard deviation | 21.43 | 0.19 |
| Sharpe ratio | 0.78 | 0.01 |
| Treynor ratio | 12.42 | 0.17 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 34.88 |
| Price/Book (P/B) | 0.22 | 7.96 |
| Price/Sales (P/S) | 0.26 | 3.78 |
| Price/Cashflow (P/CF) | 0.06 | 23.11 |
| Median market vapitalization | 99.51K | 151.52K |
| 3-year earnings growth | 16.02 | 19 |