Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.32 | 0.00 |
| R-squared | 95 | 0.44 |
| Standard deviation | 5.79 | 0.04 |
| Sharpe ratio | -0.18 | 0.01 |
| Treynor ratio | -1.56 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.06 | 0.00 |
| R-squared | 92 | 0.47 |
| Standard deviation | 5.36 | 0.04 |
| Sharpe ratio | -0.46 | 0.01 |
| Treynor ratio | -3.24 | 0.03 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.21 | 0.00 |
| R-squared | 80 | 0.48 |
| Standard deviation | 4.63 | 0.03 |
| Sharpe ratio | 0.07 | 0.01 |
| Treynor ratio | 0.28 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 59.99 |
| Price/Book (P/B) | 0 | 30 |
| Price/Sales (P/S) | 0 | 4.12 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 45.86K |
| 3-year earnings growth | 0 | -37 |