Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.27 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.12 | 0.01 |
| R-squared | 97 | 0.98 |
| Standard deviation | 14.16 | 0.16 |
| Sharpe ratio | 0.61 | 0.01 |
| Treynor ratio | 6.60 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.87 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.96 | 0.01 |
| R-squared | 97 | 0.98 |
| Standard deviation | 14.54 | 0.13 |
| Sharpe ratio | 0.58 | 0.01 |
| Treynor ratio | 6.12 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.84 | 0.01 |
| R-squared | 97 | 0.97 |
| Standard deviation | 13.85 | 0.13 |
| Sharpe ratio | 0.57 | 0.01 |
| Treynor ratio | 5.44 | 0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.21 |
| Price/Book (P/B) | 0.34 | 2.88 |
| Price/Sales (P/S) | 0.45 | 2.12 |
| Price/Cashflow (P/CF) | 0.07 | 14.08 |
| Median market vapitalization | 138.58K | 69.88K |
| 3-year earnings growth | 12.04 | 12.09 |