Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.40 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.77 | 0.02 |
| R-squared | 91 | 0.89 |
| Standard deviation | 17 | 0.20 |
| Sharpe ratio | 0.97 | 0.01 |
| Treynor ratio | 15.72 | 0.21 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.33 | 0.02 |
| R-squared | 91 | 0.87 |
| Standard deviation | 18.90 | 0.16 |
| Sharpe ratio | 0.68 | 0.01 |
| Treynor ratio | 10.84 | 0.21 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.26 | 0.01 |
| R-squared | 91 | 0.87 |
| Standard deviation | 17.23 | 0.15 |
| Sharpe ratio | 0.76 | 0.01 |
| Treynor ratio | 11.74 | 0.15 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 34.82 |
| Price/Book (P/B) | 0.14 | 8.34 |
| Price/Sales (P/S) | 0.23 | 4.62 |
| Price/Cashflow (P/CF) | 0.05 | 23.95 |
| Median market vapitalization | 310.91K | 310.21K |
| 3-year earnings growth | 18.06 | 23.61 |