Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.25 | 0.01 |
| R-squared | 100 | 0.95 |
| Standard deviation | 14.78 | 0.18 |
| Sharpe ratio | 0.69 | 0.01 |
| Treynor ratio | 9.62 | 0.12 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.10 | 0.01 |
| R-squared | 100 | 0.93 |
| Standard deviation | 15.46 | 0.15 |
| Sharpe ratio | 0.66 | 0.01 |
| Treynor ratio | 9.54 | 0.12 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.90 | 0.01 |
| R-squared | 100 | 0.91 |
| Standard deviation | 15.10 | 0.15 |
| Sharpe ratio | 0.57 | 0.01 |
| Treynor ratio | 7.85 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.34 |
| Price/Book (P/B) | 0.34 | 3.03 |
| Price/Sales (P/S) | 0.45 | 2.29 |
| Price/Cashflow (P/CF) | 0.07 | 14.01 |
| Median market vapitalization | 130.26K | 101.87K |
| 3-year earnings growth | 12.62 | 14.06 |