Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.74 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.01 | 0.01 |
| R-squared | 48 | 0.93 |
| Standard deviation | 13.29 | 0.13 |
| Sharpe ratio | 0.55 | 0.01 |
| Treynor ratio | 8.33 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.34 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.71 | 0.01 |
| R-squared | 60 | 0.92 |
| Standard deviation | 13.99 | 0.10 |
| Sharpe ratio | 0.40 | 0.01 |
| Treynor ratio | 4.96 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.00 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.92 |
| Standard deviation | — | 0.09 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.07 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 23.62 |
| Price/Book (P/B) | 0.13 | 3.26 |
| Price/Sales (P/S) | 0.18 | 2.32 |
| Price/Cashflow (P/CF) | 0.04 | 15.57 |
| Median market vapitalization | 604.88K | 97.82K |
| 3-year earnings growth | 18.46 | 15.47 |