Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.59 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.19 | 0.00 |
| R-squared | 85 | 0.61 |
| Standard deviation | 4.58 | 0.04 |
| Sharpe ratio | 3.23 | 0.01 |
| Treynor ratio | 2.76 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.15 | 0.00 |
| R-squared | 84 | 0.60 |
| Standard deviation | 3.81 | 0.04 |
| Sharpe ratio | 4.46 | 0.01 |
| Treynor ratio | 2.24 | 0.05 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.31 | 0.00 |
| R-squared | 84 | 0.61 |
| Standard deviation | 3.73 | 0.05 |
| Sharpe ratio | 2.80 | 0.00 |
| Treynor ratio | 3.80 | 0.01 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 25.21 | 15.65 |
| Price/Book (P/B) | 2.94 | 1.86 |
| Price/Sales (P/S) | 2.05 | 1.25 |
| Price/Cashflow (P/CF) | 14.61 | 5.86 |
| Median market vapitalization | 63.06K | 42.50K |
| 3-year earnings growth | 10.73 | 8.49 |