Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 92 | — |
| Standard deviation | 7.26 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 93 | — |
| Standard deviation | 7.03 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 92 | — |
| Standard deviation | 7.68 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 5.27 | — |
| Price/Sales (P/S) | 13.58 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 185 | — |
| 3-year earnings growth | 0 | — |