Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.69 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.74 | 0.01 |
| R-squared | 97 | 0.94 |
| Standard deviation | 14.38 | 0.17 |
| Sharpe ratio | 1.12 | 0.00 |
| Treynor ratio | 18.06 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.07 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.43 | 0.01 |
| R-squared | 96 | 0.95 |
| Standard deviation | 15.28 | 0.19 |
| Sharpe ratio | 0.93 | 0.01 |
| Treynor ratio | 15.37 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.13 | 0.01 |
| R-squared | 96 | 0.95 |
| Standard deviation | 14.63 | 0.15 |
| Sharpe ratio | 0.78 | 0.01 |
| Treynor ratio | 12.02 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 0.04 |
| Price/Book (P/B) | 0.19 | 0.21 |
| Price/Sales (P/S) | 0.25 | 0.40 |
| Price/Cashflow (P/CF) | 0.05 | 0.06 |
| Median market vapitalization | 354.48K | 335.22K |
| 3-year earnings growth | 14.08 | 21.25 |