Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.85 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 2.43 | 0.02 |
| R-squared | 83 | 0.89 |
| Standard deviation | 19.33 | 0.20 |
| Sharpe ratio | 1.26 | 0.01 |
| Treynor ratio | 18.80 | 0.21 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.99 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.31 | 0.02 |
| R-squared | 80 | 0.87 |
| Standard deviation | 21.49 | 0.16 |
| Sharpe ratio | 0.58 | 0.01 |
| Treynor ratio | 8.61 | 0.21 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.23 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.56 | 0.01 |
| R-squared | 82 | 0.87 |
| Standard deviation | 20.16 | 0.15 |
| Sharpe ratio | 0.82 | 0.01 |
| Treynor ratio | 13.08 | 0.15 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 34.82 |
| Price/Book (P/B) | 0.09 | 8.34 |
| Price/Sales (P/S) | 0.17 | 4.62 |
| Price/Cashflow (P/CF) | 0.04 | 23.95 |
| Median market vapitalization | 844.20K | 310.21K |
| 3-year earnings growth | 27.78 | 23.61 |
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