Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.52 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.73 | 0.00 |
| R-squared | 93 | 0.86 |
| Standard deviation | 18.58 | 0.12 |
| Sharpe ratio | 0.90 | 0.00 |
| Treynor ratio | 19.86 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.36 | 0.01 |
| R-squared | 93 | 0.87 |
| Standard deviation | 17.09 | 0.12 |
| Sharpe ratio | 1.16 | 0.01 |
| Treynor ratio | 14.29 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.97 | 0.00 |
| R-squared | 91 | 0.90 |
| Standard deviation | 14.91 | 0.18 |
| Sharpe ratio | 1.26 | 0.00 |
| Treynor ratio | 10.06 | 0.03 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 34.39 | 21.34 |
| Price/Book (P/B) | 6.18 | 3 |
| Price/Sales (P/S) | 3.94 | 2.40 |
| Price/Cashflow (P/CF) | 23.29 | 11.02 |
| Median market vapitalization | 93.33K | 54.17K |
| 3-year earnings growth | 14.57 | 15.78 |