Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 86 | — |
| Standard deviation | 8.16 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 83 | — |
| Standard deviation | 8.98 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.07 | — |
| 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) | 2.17 | — |
| Price/Sales (P/S) | 4.51 | — |
| Price/Cashflow (P/CF) | 0.92 | — |
| Median market vapitalization | 72 | — |
| 3-year earnings growth | 0 | — |