Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 39 | — |
| Standard deviation | 7.27 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 22 | — |
| Standard deviation | 6.69 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.40 | — |
| 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) | 0.58 | — |
| Price/Book (P/B) | 1.96 | — |
| Price/Sales (P/S) | 5.50 | — |
| Price/Cashflow (P/CF) | 0.83 | — |
| Median market vapitalization | 341 | — |
| 3-year earnings growth | 0 | — |