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Komponenty indeksu WIG30TR Analiza portfelowa: Ocena ryzyka inwestycyjnego
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Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
---|---|---|---|---|---|---|---|
MBK (MBANK) | 6.43% | 4.89% | 1.89 | 0.13 | 0.15 | +0.52% | +0.37% |
MIL (MILLENNIUM) | 6.44% | 5.15% | 1.69 | 0.08 | 0.12 | +0.44% | +0.21% |
ALR (ALIOR) | 5.68% | 4.23% | 1.64 | 0.20 | 0.21 | +0.72% | +0.65% |
KGH (KGHM) | 5.75% | 4.60% | 1.45 | -0.03 | 0.03 | +0.11% | -0.30% |
PEO (PEKAO) | 4.36% | 2.77% | 1.40 | 0.16 | 0.18 | +0.55% | +0.33% |
PGE | 5.82% | 4.83% | 1.34 | -0.14 | -0.06 | -0.25% | -0.77% |
LPP | 6.83% | 6.01% | 1.33 | 0.08 | 0.12 | +0.60% | +0.36% |
PKO (PKOBP) | 3.93% | 2.47% | 1.24 | 0.15 | 0.18 | +0.56% | +0.30% |
SPL (SANPL) | 4.11% | 2.75% | 1.24 | 0.18 | 0.20 | +0.65% | +0.41% |
CPS (CYFRPLSAT) | 4.28% | 3.11% | 1.18 | -0.35 | -0.18 | -0.66% | -1.16% |
ALE (ALLEGRO) | 5.90% | 5.13% | 1.17 | 0.03 | 0.08 | +0.41% | +0.10% |
PKN (PKNORLEN) | 4.30% | 3.19% | 1.16 | -0.11 | -0.01 | -0.02% | -0.39% |
TPE (TAURONPE) | 5.94% | 5.25% | 1.12 | -0.07 | -0.01 | -0.05% | -0.41% |
JSW | 6.30% | 5.65% | 1.12 | -0.17 | -0.11 | -0.59% | -1.02% |
EUR (EUROCASH) | 5.63% | 4.99% | 1.04 | -0.02 | 0.04 | +0.19% | -0.13% |
CCC | 5.79% | 5.17% | 1.04 | 0.08 | 0.12 | +0.70% | +0.39% |
ENA (ENEA) | 6.32% | 5.77% | 1.03 | -0.05 | 0.00 | +0.01% | -0.32% |
KRU (KRUK) | 4.45% | 3.74% | 0.96 | 0.08 | 0.14 | +0.66% | +0.33% |
PCO (PEPCO) | 5.71% | 5.17% | 0.96 | -0.19 | -0.12 | -0.70% | -0.98% |
PZU | 3.30% | 2.30% | 0.94 | 0.11 | 0.18 | +0.62% | +0.28% |
CDR (CDPROJEKT) | 6.15% | 5.74% | 0.89 | -0.04 | 0.02 | +0.11% | -0.19% |
DNP (DINOPL) | 4.54% | 4.01% | 0.85 | -0.00 | 0.07 | +0.36% | +0.03% |
ATT (GRUPAAZOTY) | 5.31% | 4.92% | 0.81 | -0.18 | -0.10 | -0.67% | -0.81% |
OPL (ORANGEPL) | 3.41% | 2.88% | 0.76 | -0.02 | 0.08 | +0.34% | +0.01% |
XTB | 4.66% | 4.37% | 0.70 | 0.21 | 0.27 | +1.77% | +1.01% |
BDX (BUDIMEX) | 5.11% | 4.94% | 0.63 | 0.20 | 0.26 | +2.10% | +1.13% |
KTY (KETY) | 3.91% | 3.69% | 0.63 | 0.03 | 0.11 | +0.71% | +0.25% |
ACP (ASSECOPOL) | 2.80% | 2.85% | 0.47 | -0.08 | 0.03 | +0.17% | -0.07% |
TXT (TEXT) | 5.30% | 5.41% | 0.41 | -0.05 | 0.01 | +0.11% | -0.08% |
BFT (BENEFIT) | 5.90% | 6.05% | 0.35 | 0.22 | 0.27 | +4.60% | +1.51% |
Skaner akcji GPW: Znajdź najlepsze spółki. Sam określ kryteria dzięki którym znajdziesz najbardziej atrakcyjne spółki GPW.
Biznesradar bez reklam? Sprawdź BR Plus
Prezentowane dane opierają się na popularnych wskaźnikach analizy portfelowej i nie są rekomendacją w rozumieniu przepisów Rozporządzenia Ministra Finansów z dnia 19 października 2005 r. w sprawie informacji stanowiących rekomendacje dotyczące instrumentów finansowych lub ich emitentów (Dz. U. z 2005 r. Nr 206, poz. 1715).
Biznesradar bez reklam? Sprawdź BR Plus