Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 90 | — |
| Standard deviation | 3.67 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 4.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 93 | — |
| Standard deviation | 4.47 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 1.30 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 720 | — |
| 3-year earnings growth | 0 | — |