Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.53 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.53 | 0.01 |
| R-squared | 77 | 0.08 |
| Standard deviation | 8.20 | 0.12 |
| Sharpe ratio | 0.19 | 0.00 |
| Treynor ratio | 1.29 | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.56 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.21 | 0.00 |
| R-squared | 70 | 0.12 |
| Standard deviation | 7.91 | 0.10 |
| Sharpe ratio | -0.07 | 0.00 |
| Treynor ratio | -0.83 | 0.04 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.01 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.00 |
| R-squared | — | 0.12 |
| Standard deviation | — | 0.09 |
| Sharpe ratio | — | 0.00 |
| Treynor ratio | — | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 5.44 |
| Price/Book (P/B) | 0 | 0.48 |
| Price/Sales (P/S) | 0 | 2.41 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 79 |
| 3-year earnings growth | 0 | 3.32 |