Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.01 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.29 | 0.01 |
| R-squared | 73 | 0.78 |
| Standard deviation | 16.52 | 0.13 |
| Sharpe ratio | 2.26 | 0.01 |
| Treynor ratio | 18.26 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.36 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.92 | 0.01 |
| R-squared | 76 | 0.76 |
| Standard deviation | 14.87 | 0.12 |
| Sharpe ratio | 1.81 | 0.01 |
| Treynor ratio | 12.07 | 0.13 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.39 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.89 | 0.00 |
| R-squared | 72 | 0.80 |
| Standard deviation | 13.04 | 0.16 |
| Sharpe ratio | 1.76 | 0.00 |
| Treynor ratio | 12.49 | 0.03 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 29.13 | 16.87 |
| Price/Book (P/B) | 3.72 | 2.10 |
| Price/Sales (P/S) | 2.91 | 0.94 |
| Price/Cashflow (P/CF) | 20.09 | 7.06 |
| Median market vapitalization | 37.44K | 8.56K |
| 3-year earnings growth | 2.12 | 10.89 |