Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.02 | 0.01 |
| R-squared | 93 | 0.82 |
| Standard deviation | 14.01 | 0.20 |
| Sharpe ratio | 0.53 | 0.01 |
| Treynor ratio | 7.69 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.69 | 0.01 |
| R-squared | 91 | 0.79 |
| Standard deviation | 14.93 | 0.17 |
| Sharpe ratio | 0.35 | 0.01 |
| Treynor ratio | 4.55 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.88 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.73 | 0.00 |
| R-squared | 92 | 0.80 |
| Standard deviation | 15.03 | 0.18 |
| Sharpe ratio | 0.44 | 0.00 |
| Treynor ratio | 6.02 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 18.62 |
| Price/Book (P/B) | 0.33 | 2.50 |
| Price/Sales (P/S) | 0.36 | 1.68 |
| Price/Cashflow (P/CF) | 0.08 | 12.35 |
| Median market vapitalization | 83.17K | 65.00K |
| 3-year earnings growth | 20.82 | 11.79 |