Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.34 | 0.02 |
| R-squared | 97 | 0.89 |
| Standard deviation | 15.30 | 0.19 |
| Sharpe ratio | 0.74 | 0.01 |
| Treynor ratio | 10.55 | 0.18 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.10 | 0.02 |
| R-squared | 96 | 0.87 |
| Standard deviation | 17.31 | 0.15 |
| Sharpe ratio | 0.59 | 0.01 |
| Treynor ratio | 8.36 | 0.18 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.45 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.06 | 0.01 |
| R-squared | 95 | 0.88 |
| Standard deviation | 16.11 | 0.15 |
| Sharpe ratio | 0.66 | 0.01 |
| Treynor ratio | 9.34 | 0.11 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 33.46 |
| Price/Book (P/B) | 0.25 | 5.38 |
| Price/Sales (P/S) | 0.31 | 3.97 |
| Price/Cashflow (P/CF) | 0.06 | 21.99 |
| Median market vapitalization | 195.02K | 139.28K |
| 3-year earnings growth | 14.45 | 20.56 |