Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 7 | — |
| Mean annual return | 0.29 | — |
| R-squared | 5 | — |
| Standard deviation | 0.92 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 0.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 9 | — |
| Mean annual return | 0.21 | — |
| R-squared | 7 | — |
| Standard deviation | 0.87 | — |
| Sharpe ratio | 1.63 | — |
| Treynor ratio | 0.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 7 | — |
| Mean annual return | 0.11 | — |
| R-squared | 2 | — |
| Standard deviation | 0.92 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 0.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 1.37 | — |
| Price/Sales (P/S) | 7.12 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 233 | — |
| 3-year earnings growth | 0 | — |