Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.99 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.34 | 0.01 |
| R-squared | 97 | 0.95 |
| Standard deviation | 14.27 | 0.18 |
| Sharpe ratio | 0.79 | 0.01 |
| Treynor ratio | 11.45 | 0.12 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.03 | 0.01 |
| R-squared | 97 | 0.93 |
| Standard deviation | 15.19 | 0.15 |
| Sharpe ratio | 0.62 | 0.01 |
| Treynor ratio | 9 | 0.12 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.84 | 0.01 |
| R-squared | 97 | 0.91 |
| Standard deviation | 14.47 | 0.15 |
| Sharpe ratio | 0.55 | 0.01 |
| Treynor ratio | 7.60 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 23.34 |
| Price/Book (P/B) | 0.29 | 3.03 |
| Price/Sales (P/S) | 0.38 | 2.29 |
| Price/Cashflow (P/CF) | 0.07 | 14.01 |
| Median market vapitalization | 177.13K | 101.87K |
| 3-year earnings growth | 11.19 | 14.06 |