Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 95 | — |
| Standard deviation | 6.09 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 3.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 91 | — |
| Standard deviation | 5.80 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 5.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 84 | — |
| Standard deviation | 6.92 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 2.49 | — |
| Price/Cashflow (P/CF) | 0.37 | — |
| Median market vapitalization | 968 | — |
| 3-year earnings growth | 0 | — |