Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.75 | 0.01 |
| R-squared | 76 | 0.76 |
| Standard deviation | 9.77 | 0.13 |
| Sharpe ratio | 0.43 | 0.01 |
| Treynor ratio | 5.19 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.01 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.70 | 0.01 |
| R-squared | 79 | 0.73 |
| Standard deviation | 9.56 | 0.11 |
| Sharpe ratio | 0.56 | 0.01 |
| Treynor ratio | 6.70 | 0.08 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.55 | 0.00 |
| R-squared | 79 | 0.73 |
| Standard deviation | 8.73 | 0.10 |
| Sharpe ratio | 0.52 | 0.01 |
| Treynor ratio | 5.58 | 0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 21.77 |
| Price/Book (P/B) | 0.38 | 2.97 |
| Price/Sales (P/S) | 0.75 | 2.15 |
| Price/Cashflow (P/CF) | 0.08 | 13.79 |
| Median market vapitalization | 58.42K | 75.69K |
| 3-year earnings growth | 13.43 | 14.22 |