Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.06 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.86 | 0.02 |
| R-squared | 86 | 0.89 |
| Standard deviation | 17.42 | 0.20 |
| Sharpe ratio | 1 | 0.01 |
| Treynor ratio | 16.53 | 0.21 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.24 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.19 | 0.02 |
| R-squared | 87 | 0.87 |
| Standard deviation | 19.30 | 0.16 |
| Sharpe ratio | 0.58 | 0.01 |
| Treynor ratio | 8.97 | 0.21 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.40 | 0.01 |
| R-squared | 88 | 0.87 |
| Standard deviation | 17.54 | 0.15 |
| Sharpe ratio | 0.83 | 0.01 |
| Treynor ratio | 13.20 | 0.15 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 34.82 |
| Price/Book (P/B) | 0.08 | 8.34 |
| Price/Sales (P/S) | 0.15 | 4.62 |
| Price/Cashflow (P/CF) | 0.04 | 23.95 |
| Median market vapitalization | 738.26K | 310.21K |
| 3-year earnings growth | 22.42 | 23.61 |