Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.60 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.59 | 0.01 |
| R-squared | 95 | 0.94 |
| Standard deviation | 14.48 | 0.16 |
| Sharpe ratio | 0.28 | 0.01 |
| Treynor ratio | 2.81 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.34 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.84 | 0.01 |
| R-squared | 96 | 0.93 |
| Standard deviation | 14.70 | 0.13 |
| Sharpe ratio | 0.54 | 0.01 |
| Treynor ratio | 6.27 | 0.08 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.70 | 0.01 |
| R-squared | 95 | 0.93 |
| Standard deviation | 12.16 | 0.12 |
| Sharpe ratio | 0.57 | 0.01 |
| Treynor ratio | 5.36 | 0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.97 |
| Price/Book (P/B) | 0.32 | 3.32 |
| Price/Sales (P/S) | 0.53 | 2.32 |
| Price/Cashflow (P/CF) | 0.08 | 15.25 |
| Median market vapitalization | 119.49K | 71.33K |
| 3-year earnings growth | 21.53 | 14.71 |