Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.08 | 0.01 |
| R-squared | 98 | 0.95 |
| Standard deviation | 15.77 | 0.18 |
| Sharpe ratio | 0.51 | 0.00 |
| Treynor ratio | 7.08 | 0.07 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.82 | 0.01 |
| R-squared | 98 | 0.94 |
| Standard deviation | 15.46 | 0.15 |
| Sharpe ratio | 0.44 | 0.01 |
| Treynor ratio | 5.90 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.59 | 0.01 |
| R-squared | 99 | 0.93 |
| Standard deviation | 15.06 | 0.15 |
| Sharpe ratio | 0.33 | 0.00 |
| Treynor ratio | 4.03 | 0.05 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 19.50 |
| Price/Book (P/B) | 0.52 | 2.01 |
| Price/Sales (P/S) | 0.61 | 1.61 |
| Price/Cashflow (P/CF) | 0.10 | 11.12 |
| Median market vapitalization | 57.97K | 55.01K |
| 3-year earnings growth | 9.07 | 3.07 |