Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 73 | — |
| Standard deviation | 6.41 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 74 | — |
| Standard deviation | 6.25 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 75 | — |
| Standard deviation | 6.29 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 3.05 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 22.33 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 38 | — |
| 3-year earnings growth | 0 | — |