- Komponenty indeksu InvestorMS •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu InvestorMS Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 08N (08OCTAVA) | 2.56% | 2.88% | 0.23 | -0.05 | -0.07 | -0.75% | -0.17% |
| 11B (11BIT) | 7.01% | 6.82% | 0.90 | 0.15 | 0.14 | +1.07% | +1.00% |
| 1AT (ATAL) | 3.77% | 3.67% | 0.61 | 0.07 | 0.06 | +0.39% | +0.26% |
| 4FM (4FUNMEDIA) | 6.53% | 6.44% | 0.65 | 0.08 | 0.08 | +0.77% | +0.53% |
| AAT (ALTA) | 7.58% | 7.28% | 1.17 | 0.00 | -0.01 | -0.03% | +0.01% |
| ABE (ABPL) | 4.77% | 4.72% | 0.56 | -0.12 | -0.13 | -1.06% | -0.58% |
| ABS (ASSECOBS) | 3.40% | 3.33% | 0.57 | 0.04 | 0.03 | +0.16% | +0.11% |
| ACG (ACAUTOGAZ) | 2.98% | 3.29% | 0.21 | 0.11 | 0.11 | +1.64% | +0.34% |
| ACP (ASSECOPOL) | 3.42% | 3.23% | 0.68 | 0.11 | 0.09 | +0.47% | +0.35% |
| ADV (ADIUVO) | 8.69% | 8.54% | 0.88 | -0.05 | -0.06 | -0.56% | -0.46% |
| AGO (AGORA) | 4.43% | 4.57% | 0.31 | -0.01 | -0.02 | -0.24% | -0.06% |
| AGT (AGROTON) | 7.79% | 7.74% | 0.61 | -0.03 | -0.03 | -0.39% | -0.21% |
| ALI (ALTUSTFI) | 12.22% | 12.05% | 1.11 | -0.06 | -0.07 | -0.74% | -0.77% |
| ALL (AILLERON) | 6.45% | 6.32% | 0.73 | -0.08 | -0.09 | -0.76% | -0.53% |
| ALR (ALIOR) | 3.61% | 3.04% | 1.05 | -0.02 | -0.03 | -0.11% | -0.07% |
| AMB (AMBRA) | 3.71% | 3.63% | 0.58 | 0.15 | 0.14 | +0.90% | +0.55% |
| AMC (AMICA) | 4.15% | 3.90% | 0.80 | -0.05 | -0.06 | -0.30% | -0.21% |
| AML (ALUMETAL) | 4.01% | 3.90% | 0.63 | -0.05 | -0.06 | -0.37% | -0.21% |
| APE (APSENERGY) | 5.43% | 5.72% | 0.02 | -0.09 | -0.11 | -27.28% | -0.58% |
| APN (APLISENS) | 3.73% | 4.31% | -0.19 | -0.02 | -0.04 | +0.75% | -0.15% |
| APR (AUTOPARTN) | 3.73% | 3.43% | 0.81 | -0.01 | -0.02 | -0.08% | -0.03% |
| APT (APATOR) | 4.56% | 4.38% | 0.73 | -0.03 | -0.04 | -0.23% | -0.14% |
| ARH (ARCHICOM) | 3.07% | 3.44% | 0.14 | 0.05 | 0.04 | +0.93% | +0.13% |
| ART (ARTIFEX) | 7.54% | 7.66% | 0.21 | -0.12 | -0.12 | -4.45% | -0.92% |
| ASB (ASBIS) | 5.38% | 5.26% | 0.69 | 0.06 | 0.05 | +0.40% | +0.30% |
| ASE (ASSECOSEE) | 3.25% | 3.30% | 0.45 | 0.14 | 0.13 | +0.92% | +0.43% |
| ASM (ASMGROUP) | 8.02% | 8.19% | 0.08 | 0.06 | 0.06 | +5.39% | +0.45% |
| AST (ASTARTA) | 4.93% | 4.97% | 0.44 | -0.16 | -0.17 | -1.88% | -0.80% |
| ATC (ARCTIC) | 5.00% | 4.96% | 0.55 | -0.02 | -0.03 | -0.26% | -0.12% |
| ATD (ATENDE) | 3.99% | 3.76% | 0.75 | -0.01 | -0.02 | -0.12% | -0.06% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| ATG (ATMGRUPA) | 6.23% | 6.18% | 0.57 | 0.05 | 0.04 | +0.43% | +0.27% |
| ATL (ATLASEST) | 11.04% | 11.03% | 0.53 | 0.09 | 0.08 | +1.74% | +0.95% |
| ATT (GRUPAAZOTY) | 6.47% | 5.66% | 1.96 | -0.02 | -0.03 | -0.08% | -0.08% |
| AWM (AIRWAY) | 7.09% | 6.79% | 1.11 | -0.06 | -0.06 | -0.41% | -0.41% |
| BAH (BAHOLDING) | 10.10% | 9.65% | 1.82 | -0.02 | -0.02 | -0.11% | -0.14% |
| BAL (BALTONA) | 8.15% | 8.06% | 0.71 | 0.17 | 0.16 | +1.85% | +1.34% |
| BBD (BBIDEV) | 5.16% | 5.26% | 0.34 | -0.02 | -0.03 | -0.38% | -0.12% |
| BDX (BUDIMEX) | 5.28% | 5.08% | 0.80 | -0.06 | -0.06 | -0.41% | -0.29% |
| BDZ (BEDZIN) | 3.77% | 4.19% | -0.01 | -0.04 | -0.06 | +26.84% | -0.21% |
| BFT (BENEFIT) | 5.39% | 5.09% | 0.97 | -0.06 | -0.07 | -0.38% | -0.32% |
| BIK | 4.82% | 5.23% | -0.12 | 0.03 | 0.03 | -1.10% | +0.13% |
| BIO (BIOTON) | 6.99% | 6.97% | 0.53 | -0.01 | -0.01 | -0.17% | -0.07% |
| BKM (PBKM) | 4.12% | 4.28% | 0.30 | 0.05 | 0.05 | +0.64% | +0.20% |
| BML (BIOMEDLUB) | 5.43% | 5.40% | 0.55 | -0.01 | -0.02 | -0.16% | -0.06% |
| BOS | 4.36% | 4.34% | 0.52 | -0.04 | -0.05 | -0.43% | -0.20% |
| BOW (BOWIM) | 5.26% | 5.58% | -0.02 | -0.11 | -0.12 | +37.55% | -0.63% |
| BRG (BERLING) | 3.84% | 4.47% | -0.29 | 0.03 | 0.03 | -0.38% | +0.10% |
| BRS (BORYSZEW) | 3.68% | 3.57% | 0.62 | -0.23 | -0.24 | -1.41% | -0.85% |
| BSC (BSCDRUK) | 3.74% | 3.80% | 0.43 | -0.02 | -0.03 | -0.23% | -0.08% |
| CAR (INTERCARS) | 3.96% | 3.51% | 1.00 | -0.07 | -0.07 | -0.30% | -0.25% |
| CDL (CDRL) | 5.17% | 5.19% | 0.46 | -0.00 | -0.01 | -0.11% | -0.03% |
| CIE (CIECH) | 3.96% | 3.63% | 0.87 | -0.04 | -0.05 | -0.22% | -0.16% |
| CIG (CIGAMES) | 8.82% | 8.93% | 0.19 | 0.05 | 0.04 | +2.00% | +0.39% |
| CLN (CLNPHARMA) | 4.98% | 4.89% | 0.62 | 0.08 | 0.07 | +0.56% | +0.38% |
| CMP (COMP) | 4.61% | 4.96% | -0.00 | 0.02 | 0.02 | -17.84% | +0.08% |
| CMR (COMARCH) | 4.19% | 4.37% | 0.27 | -0.02 | -0.03 | -0.47% | -0.12% |
| CNT | 3.73% | 3.96% | 0.24 | 0.19 | 0.19 | +3.02% | +0.72% |
| COG (COGNOR) | 5.27% | 5.15% | 0.68 | 0.06 | 0.05 | +0.42% | +0.31% |
| CPA (CAPITAL) | 6.13% | 6.05% | 0.65 | -0.08 | -0.09 | -0.83% | -0.51% |
| CPD (CELTIC) | 7.08% | 7.49% | -0.39 | 0.05 | 0.05 | -0.87% | +0.32% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| CPG (CPGROUP) | 6.11% | 6.32% | 0.12 | 0.01 | 0.00 | +0.14% | +0.02% |
| CRM (CORMAY) | 6.95% | 6.81% | 0.78 | -0.10 | -0.11 | -0.96% | -0.72% |
| CTS (CITYSERV) | 5.22% | 5.75% | -0.38 | 0.05 | 0.05 | -0.72% | +0.26% |
| DAT (DATAWALK) | 7.53% | 7.55% | 0.44 | 0.06 | 0.05 | +0.95% | +0.43% |
| DBC (DEBICA) | 3.32% | 3.88% | -0.10 | -0.04 | -0.06 | +1.87% | -0.19% |
| DCR (DECORA) | 4.22% | 4.32% | 0.37 | 0.20 | 0.20 | +2.26% | +0.84% |
| DEK (DEKPOL) | 4.79% | 4.88% | 0.37 | 0.07 | 0.06 | +0.77% | +0.30% |
| DEL (DELKO) | 4.50% | 4.58% | 0.39 | 0.02 | 0.01 | +0.10% | +0.06% |
| DOM (DOMDEV) | 3.17% | 2.93% | 0.71 | 0.09 | 0.07 | +0.33% | +0.26% |
| EAH (ESOTIQ) | 7.86% | 7.98% | 0.23 | 0.08 | 0.08 | +2.59% | +0.61% |
| ECH (ECHO) | 3.18% | 3.18% | 0.49 | 0.00 | -0.01 | -0.06% | -0.01% |
| EEX (EKOEXPORT) | 10.30% | 10.48% | -0.04 | -0.02 | -0.03 | +7.98% | -0.30% |
| EFK (EFEKT) | 3.12% | 3.36% | 0.26 | -0.02 | -0.03 | -0.37% | -0.09% |
| EGS (ERGIS) | 4.09% | 4.02% | 0.58 | -0.13 | -0.14 | -0.96% | -0.53% |
| ELB (ELBUDOWA) | 8.70% | 8.57% | 0.81 | -0.21 | -0.21 | -2.30% | -1.83% |
| ELT (ELEKTROTI) | 6.94% | 7.10% | 0.15 | -0.13 | -0.14 | -6.35% | -0.96% |
| ELZ (ELZAB) | 6.46% | 6.73% | -0.04 | -0.15 | -0.17 | +27.32% | -1.07% |
| EMT (ELEMENTAL) | 11.23% | 11.31% | 0.25 | -0.03 | -0.04 | -1.66% | -0.40% |
| ENA (ENEA) | 4.75% | 4.44% | 0.92 | -0.06 | -0.06 | -0.32% | -0.26% |
| ENE (ENELMED) | 3.92% | 4.54% | -0.29 | 0.04 | 0.03 | -0.45% | +0.12% |
| ENG (ENERGA) | 4.65% | 4.31% | 0.94 | -0.03 | -0.04 | -0.19% | -0.14% |
| ENT (ENTER) | 4.73% | 4.78% | 0.42 | 0.06 | 0.05 | +0.60% | +0.27% |
| ERB (ERBUD) | 5.29% | 5.68% | -0.15 | -0.10 | -0.12 | +4.30% | -0.64% |
| ESS (ESSYSTEM) | 2.98% | 3.18% | 0.31 | 0.00 | -0.01 | -0.10% | -0.02% |
| ETL (EUROTEL) | 3.69% | 3.72% | 0.46 | 0.07 | 0.06 | +0.47% | +0.23% |
| EUR (EUROCASH) | 5.09% | 5.03% | 0.58 | -0.06 | -0.07 | -0.61% | -0.33% |
| FEE (FEERUM) | 7.52% | 7.49% | 0.56 | -0.01 | -0.02 | -0.26% | -0.12% |
| FER (FERRUM) | 4.37% | 4.78% | -0.07 | -0.01 | -0.02 | +1.65% | -0.11% |
| FMF (FAMUR) | 3.72% | 3.56% | 0.68 | 0.01 | -0.00 | -0.02% | +0.02% |
| FRO (FERRO) | 4.00% | 4.01% | 0.49 | 0.01 | -0.00 | -0.02% | +0.01% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| FSG (FASING) | 3.53% | 3.52% | 0.50 | 0.04 | 0.03 | +0.20% | +0.12% |
| FTE (FORTE) | 6.33% | 6.34% | 0.48 | -0.10 | -0.11 | -1.46% | -0.68% |
| GKI (IMMOBILE) | 3.77% | 4.24% | -0.07 | -0.03 | -0.04 | +2.23% | -0.15% |
| GLC (GLCOSMED) | 13.81% | 13.65% | 1.13 | -0.01 | -0.01 | -0.13% | -0.10% |
| GNB (GETINOBLE) | 10.77% | 10.55% | 1.18 | -0.04 | -0.05 | -0.42% | -0.44% |
| GOB (GOBARTO) | 4.95% | 5.30% | -0.03 | 0.01 | 0.00 | -0.68% | +0.02% |
| GPW | 3.23% | 3.14% | 0.59 | 0.02 | 0.01 | +0.03% | +0.04% |
| GRN (GRODNO) | 9.65% | 9.47% | 1.00 | -0.03 | -0.03 | -0.33% | -0.29% |
| GTC | 3.43% | 2.99% | 0.92 | 0.05 | 0.03 | +0.12% | +0.15% |
| GTN (GETIN) | 15.51% | 15.47% | 0.65 | -0.03 | -0.03 | -0.73% | -0.45% |
| HDR (HYDROTOR) | 2.39% | 3.04% | -0.03 | 0.02 | 0.01 | -0.72% | +0.02% |
| HEL (HELIO) | 6.51% | 6.51% | 0.50 | -0.02 | -0.03 | -0.39% | -0.18% |
| HLD (HOLLYWOOD) | 14.43% | 14.17% | 1.63 | -0.01 | -0.02 | -0.14% | -0.15% |
| HRS (HERKULES) | 4.84% | 4.83% | 0.51 | -0.12 | -0.13 | -1.20% | -0.60% |
| I2D (I2DEV) | 6.39% | 6.74% | -0.19 | -0.08 | -0.09 | +3.09% | -0.59% |
| IDA (IDEABANK) | 15.50% | 15.47% | 0.63 | -0.08 | -0.08 | -2.01% | -1.25% |
| IMC (IMCOMPANY) | 3.52% | 4.02% | -0.07 | 0.15 | 0.16 | -8.74% | +0.58% |
| IMS | 3.57% | 3.95% | 0.06 | 0.08 | 0.07 | +4.09% | +0.26% |
| IND (INDYKPOL) | 3.66% | 4.02% | 0.09 | 0.01 | 0.01 | +0.22% | +0.02% |
| INF (INTERFERI) | 3.37% | 3.95% | -0.14 | -0.01 | -0.03 | +0.61% | -0.09% |
| INK (INSTALKRK) | 4.31% | 4.50% | 0.24 | 0.06 | 0.05 | +0.85% | +0.22% |
| INL (INTROL) | 4.72% | 4.87% | 0.28 | -0.14 | -0.16 | -2.66% | -0.73% |
| INP (INPRO) | 6.06% | 6.23% | 0.19 | 0.05 | 0.04 | +1.30% | +0.25% |
| IPE (IPOPEMA) | 5.62% | 6.22% | -0.57 | -0.01 | -0.02 | +0.16% | -0.11% |
| IPL (IMPEL) | 5.84% | 5.83% | 0.52 | -0.18 | -0.19 | -2.13% | -1.09% |
| IPO (INTERSPPL) | 6.50% | 6.31% | 0.84 | 0.03 | 0.02 | +0.15% | +0.16% |
| IRL (INTERAOLT) | 6.41% | 6.33% | 0.65 | 0.09 | 0.08 | +0.84% | +0.57% |
| IZS (IZOSTAL) | 3.11% | 3.59% | 0.02 | -0.12 | -0.15 | -25.16% | -0.47% |
| JSW | 4.98% | 4.46% | 1.23 | -0.08 | -0.08 | -0.31% | -0.33% |
| KCI | 6.54% | 6.54% | 0.50 | -0.08 | -0.09 | -1.18% | -0.57% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| KER (KERNEL) | 3.53% | 3.52% | 0.50 | -0.03 | -0.05 | -0.32% | -0.14% |
| KGL | 5.05% | 5.14% | 0.36 | -0.10 | -0.11 | -1.62% | -0.56% |
| KGN (KOGENERA) | 4.67% | 4.97% | 0.05 | -0.15 | -0.16 | -13.93% | -0.76% |
| KOM (KOMPUTRON) | 3.91% | 4.17% | 0.19 | -0.11 | -0.12 | -2.60% | -0.48% |
| KPD (KPPD) | 5.56% | 5.74% | 0.20 | 0.02 | 0.01 | +0.32% | +0.07% |
| KPL (KINOPOL) | 3.63% | 3.96% | 0.12 | 0.04 | 0.03 | +0.84% | +0.11% |
| KRC (KREC) | 5.05% | 4.99% | 0.59 | -0.06 | -0.07 | -0.57% | -0.31% |
| KRU (KRUK) | 5.89% | 5.54% | 1.10 | -0.04 | -0.04 | -0.24% | -0.22% |
| KST (KONSSTALI) | 4.77% | 4.88% | 0.33 | -0.01 | -0.02 | -0.25% | -0.07% |
| KSW (KRUSZWICA) | 3.52% | 3.40% | 0.62 | -0.08 | -0.09 | -0.52% | -0.30% |
| KTY (KETY) | 3.41% | 3.42% | 0.49 | -0.02 | -0.03 | -0.19% | -0.07% |
| KVT (KRVITAMIN) | 8.02% | 8.26% | -0.07 | 0.01 | 0.00 | -0.18% | +0.01% |
| LBT (LIBET) | 6.65% | 6.70% | 0.39 | -0.12 | -0.13 | -2.16% | -0.82% |
| LBW (LUBAWA) | 4.10% | 4.16% | 0.42 | -0.10 | -0.11 | -1.08% | -0.44% |
| LCC (LCCORP) | 4.27% | 4.27% | 0.50 | 0.12 | 0.11 | +0.98% | +0.51% |
| LEN (LENA) | 4.12% | 4.25% | 0.33 | -0.00 | -0.01 | -0.14% | -0.03% |
| LKD (LOKUM) | 3.14% | 3.61% | 0.02 | 0.00 | -0.01 | -1.16% | -0.02% |
| LRQ (LARQ) | 5.75% | 5.58% | 0.77 | -0.20 | -0.20 | -1.51% | -1.13% |
| LSI (LSISOFT) | 4.00% | 3.93% | 0.58 | 0.03 | 0.02 | +0.13% | +0.10% |
| LTX (LENTEX) | 2.67% | 2.77% | 0.41 | -0.08 | -0.10 | -0.62% | -0.24% |
| LVC (LIVECHAT) | 5.99% | 5.57% | 1.22 | -0.04 | -0.04 | -0.19% | -0.19% |
| LWB (BOGDANKA) | 4.82% | 4.41% | 1.06 | -0.10 | -0.10 | -0.46% | -0.45% |
| MAB (MABION) | 4.93% | 4.54% | 1.05 | 0.00 | -0.01 | -0.03% | +0.01% |
| MAK (MAKARONPL) | 4.73% | 5.21% | -0.22 | 0.00 | -0.01 | +0.16% | -0.04% |
| MCI | 2.90% | 3.33% | 0.09 | -0.04 | -0.06 | -1.93% | -0.18% |
| MCP (MEDIACAP) | 6.39% | 6.60% | 0.09 | -0.01 | -0.02 | -1.33% | -0.12% |
| MCR (MERCOR) | 4.16% | 4.64% | -0.13 | -0.03 | -0.04 | +1.28% | -0.17% |
| MDG (MEDICALG) | 9.23% | 9.23% | 0.50 | -0.19 | -0.19 | -3.54% | -1.75% |
| MDI (MDIENERGIA) | 6.20% | 6.28% | 0.34 | 0.04 | 0.04 | +0.64% | +0.23% |
| MFO | 5.36% | 5.40% | 0.42 | -0.07 | -0.08 | -1.03% | -0.42% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| MGT (MANGATA) | 4.37% | 4.71% | 0.03 | -0.05 | -0.06 | -9.60% | -0.27% |
| MIR (MIRACULUM) | 7.35% | 7.59% | -0.05 | 0.03 | 0.02 | -3.11% | +0.16% |
| MLG (MLPGROUP) | 3.91% | 4.54% | -0.29 | -0.01 | -0.02 | +0.25% | -0.08% |
| MLS (MLSYSTEM) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MNC (MENNICA) | 3.47% | 3.96% | -0.05 | 0.06 | 0.06 | -4.30% | +0.20% |
| MON (MONNARI) | 6.10% | 5.99% | 0.70 | -0.05 | -0.06 | -0.52% | -0.33% |
| MPH (MASTERPHA) | 4.95% | 4.97% | 0.45 | 0.03 | 0.02 | +0.19% | +0.11% |
| MRB (MIRBUD) | 3.65% | 4.18% | -0.12 | -0.03 | -0.04 | +1.27% | -0.16% |
| MRC (MERCATOR) | 7.84% | 7.74% | 0.72 | -0.08 | -0.08 | -0.86% | -0.59% |
| MSW (MOSTALWAR) | 8.70% | 8.37% | 1.34 | -0.08 | -0.08 | -0.51% | -0.63% |
| MSZ (MOSTALZAB) | 12.62% | 12.52% | 0.90 | 0.02 | 0.02 | +0.25% | +0.26% |
| MVP (MARVIPOL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MXC (MAXCOM) | 7.66% | 7.48% | 0.90 | -0.07 | -0.08 | -0.65% | -0.54% |
| MZN (MORIZON) | 7.00% | 7.19% | 0.10 | -0.04 | -0.05 | -3.64% | -0.36% |
| NET (NETIA) | 3.47% | 3.83% | 0.11 | 0.06 | 0.05 | +1.62% | +0.18% |
| NEU (NEUCA) | 3.99% | 4.05% | 0.42 | -0.02 | -0.03 | -0.31% | -0.11% |
| NNG (NANOGROUP) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| NVA (PANOVA) | 5.53% | 5.65% | 0.29 | -0.07 | -0.07 | -1.43% | -0.40% |
| NWG (NEWAG) | 3.28% | 3.27% | 0.50 | 0.05 | 0.04 | +0.26% | +0.15% |
| OAT | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OBL (ORZBIALY) | 4.33% | 4.61% | 0.12 | 0.03 | 0.02 | +0.62% | +0.08% |
| ODL (ODLEWNIE) | 3.02% | 3.53% | -0.00 | 0.01 | -0.00 | +3.29% | -0.01% |
| OEX | 3.31% | 3.87% | -0.10 | -0.02 | -0.04 | +1.18% | -0.12% |
| OPM (OPTEAM) | 5.95% | 6.70% | -0.93 | 0.03 | 0.03 | -0.16% | +0.11% |
| OPN (OPONEO.PL) | 5.25% | 5.11% | 0.70 | -0.10 | -0.10 | -0.77% | -0.51% |
| ORB (ORBIS) | 4.27% | 3.81% | 1.04 | 0.08 | 0.06 | +0.24% | +0.29% |
| ORN (ORION) | 5.20% | 5.99% | -0.82 | -0.01 | -0.02 | +0.16% | -0.16% |
| OTM (OTMUCHOW) | 4.37% | 4.36% | 0.50 | -0.14 | -0.15 | -1.28% | -0.62% |
| OTS (OTLOG) | 13.21% | 13.16% | 0.69 | -0.05 | -0.06 | -1.06% | -0.71% |
| OVO (OVOSTAR) | 3.44% | 3.93% | -0.04 | 0.02 | 0.01 | -1.22% | +0.05% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| PAT (PATENTUS) | 7.78% | 7.82% | 0.39 | 0.09 | 0.09 | +1.77% | +0.70% |
| PBX (PEKABEX) | 4.08% | 4.12% | 0.45 | 0.04 | 0.03 | +0.27% | +0.14% |
| PCE (POLICE) | 3.65% | 3.74% | 0.40 | -0.06 | -0.07 | -0.64% | -0.24% |
| PCR (PCCROKITA) | 2.99% | 3.14% | 0.36 | 0.00 | -0.01 | -0.11% | -0.02% |
| PEM (PEMANAGER) | 5.54% | 5.57% | 0.44 | -0.23 | -0.23 | -2.93% | -1.28% |
| PEP | 5.83% | 5.51% | 1.04 | 0.15 | 0.14 | +0.78% | +0.85% |
| PFL (PFLEIDER) | 5.21% | 5.47% | 0.07 | -0.07 | -0.08 | -5.60% | -0.40% |
| PGO | 7.45% | 7.61% | 0.13 | -0.12 | -0.12 | -7.09% | -0.92% |
| PHN | 4.70% | 4.69% | 0.51 | 0.02 | 0.01 | +0.08% | +0.06% |
| PHR (PHARMENA) | 7.79% | 7.60% | 0.93 | -0.13 | -0.14 | -1.14% | -1.02% |
| PJP (PROJPRZEM) | 4.96% | 5.16% | 0.20 | 0.11 | 0.10 | +2.51% | +0.51% |
| PKP (PKPCARGO) | 4.34% | 4.01% | 0.90 | -0.07 | -0.08 | -0.37% | -0.30% |
| PLW (PLAYWAY) | 7.80% | 7.27% | 1.67 | 0.19 | 0.17 | +0.81% | +1.42% |
| PLX (PLASTBOX) | 3.89% | 3.99% | 0.38 | -0.01 | -0.02 | -0.24% | -0.08% |
| PLY (PLAY) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PMP (PAMAPOL) | 5.55% | 5.70% | 0.24 | -0.02 | -0.03 | -0.60% | -0.13% |
| PND (POLNORD) | 4.12% | 4.13% | 0.48 | -0.09 | -0.10 | -0.88% | -0.40% |
| POZ (POZBUD) | 5.64% | 5.55% | 0.64 | 0.02 | 0.01 | +0.10% | +0.09% |
| PPS (PEPEES) | 4.11% | 4.35% | 0.19 | 0.11 | 0.11 | +2.40% | +0.46% |
| PRF (PRAGMAFA) | 3.68% | 4.30% | -0.25 | 0.02 | 0.01 | -0.20% | +0.04% |
| PRM (PROCHEM) | 5.30% | 5.86% | -0.43 | 0.01 | -0.00 | +0.02% | -0.03% |
| PRT (PROTEKTOR) | 2.88% | 3.39% | 0.02 | 0.04 | 0.03 | +3.96% | +0.08% |
| PSW (PGSSOFT) | 5.46% | 5.58% | 0.31 | -0.01 | -0.02 | -0.39% | -0.11% |
| PUE (ZPUE) | 5.91% | 6.13% | 0.10 | -0.10 | -0.11 | -6.42% | -0.66% |
| PWX (POLWAX) | 4.67% | 4.72% | 0.42 | -0.13 | -0.14 | -1.56% | -0.64% |
| PXM (POLIMEXMS) | 6.44% | 6.09% | 1.15 | -0.10 | -0.10 | -0.56% | -0.60% |
| QRS (QUERCUS) | 5.08% | 5.28% | 0.18 | -0.14 | -0.15 | -4.26% | -0.77% |
| R22 | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| RAF (RAFAMET) | 4.00% | 4.48% | -0.11 | -0.04 | -0.06 | +2.01% | -0.23% |
| RBW (RAINBOW) | 6.08% | 5.89% | 0.83 | -0.02 | -0.02 | -0.18% | -0.11% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| RDL (RADPOL) | 5.04% | 5.00% | 0.56 | 0.01 | -0.00 | -0.01% | +0.02% |
| RFK (RAFAKO) | 6.43% | 6.35% | 0.64 | -0.18 | -0.18 | -1.82% | -1.14% |
| RLP (RELPOL) | 2.94% | 3.30% | 0.16 | -0.01 | -0.03 | -0.50% | -0.07% |
| RMK (REMAK) | 5.61% | 5.51% | 0.65 | -0.07 | -0.08 | -0.68% | -0.42% |
| RNK (RANKPROGR) | 6.65% | 6.45% | 0.89 | -0.01 | -0.02 | -0.13% | -0.08% |
| RON (RONSON) | 4.51% | 4.57% | 0.41 | -0.08 | -0.09 | -1.04% | -0.41% |
| RPC (ROPCZYCE) | 4.82% | 4.92% | 0.35 | 0.07 | 0.06 | +0.86% | +0.31% |
| RWL (RAWLPLUG) | 3.30% | 3.08% | 0.71 | -0.06 | -0.07 | -0.33% | -0.21% |
| SEK (SEKO) | 4.65% | 5.20% | -0.31 | 0.09 | 0.10 | -1.43% | +0.43% |
| SEL (SELENAFM) | 5.18% | 5.09% | 0.63 | -0.03 | -0.03 | -0.27% | -0.14% |
| SGN (SYGNITY) | 7.15% | 7.08% | 0.64 | -0.03 | -0.03 | -0.35% | -0.20% |
| SKA (SNIEZKA) | 2.46% | 3.19% | -0.12 | 0.11 | 0.12 | -2.60% | +0.30% |
| SKH (SKARBIEC) | 3.95% | 4.07% | 0.34 | -0.04 | -0.05 | -0.55% | -0.17% |
| SLV (SELVITA) | 4.28% | 4.52% | 0.18 | 0.04 | 0.03 | +0.74% | +0.14% |
| SNK (SANOK) | 5.22% | 5.13% | 0.64 | -0.13 | -0.14 | -1.12% | -0.69% |
| SNT (SYNEKTIK) | 5.99% | 5.93% | 0.61 | 0.05 | 0.04 | +0.37% | +0.25% |
| SON (SONEL) | 3.97% | 4.56% | -0.25 | -0.01 | -0.02 | +0.26% | -0.08% |
| STF (STALPROFI) | 3.51% | 3.49% | 0.51 | -0.18 | -0.19 | -1.28% | -0.64% |
| STL (STELMET) | 6.91% | 7.10% | 0.09 | -0.12 | -0.13 | -9.70% | -0.91% |
| STP (STALPROD) | 4.60% | 4.47% | 0.67 | -0.14 | -0.14 | -0.99% | -0.63% |
| STX (STALEXP) | 3.49% | 3.69% | 0.29 | 0.00 | -0.01 | -0.11% | -0.02% |
| SUW (SUWARY) | 4.35% | 4.51% | 0.28 | 0.07 | 0.07 | +1.04% | +0.30% |
| SVRS (SILVAIR-REGS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SWG (SECOGROUP) | 4.18% | 4.22% | 0.44 | -0.07 | -0.08 | -0.72% | -0.30% |
| TAR (TARCZYNSKI) | 3.91% | 4.24% | 0.09 | 0.12 | 0.12 | +5.22% | +0.48% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TIM | 5.73% | 5.85% | 0.29 | 0.06 | 0.05 | +1.07% | +0.32% |
| TLX (TALEX) | 3.57% | 3.90% | 0.13 | -0.02 | -0.03 | -0.83% | -0.10% |
| TOA (TOYA) | 6.20% | 6.67% | -0.40 | -0.04 | -0.04 | +0.69% | -0.29% |
| TOR (TORPOL) | 6.87% | 6.76% | 0.72 | -0.03 | -0.04 | -0.35% | -0.23% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| TOW (TOWERINVT) | 7.88% | 8.13% | -0.10 | -0.09 | -0.10 | +7.64% | -0.76% |
| TPE (TAURONPE) | 4.77% | 4.35% | 1.06 | -0.12 | -0.12 | -0.54% | -0.53% |
| TRK (TRAKCJA) | 9.76% | 9.40% | 1.54 | -0.12 | -0.12 | -0.77% | -1.13% |
| TRN (TRANSPOL) | 4.53% | 4.60% | 0.40 | -0.11 | -0.12 | -1.40% | -0.55% |
| TSG (TESGAS) | 6.02% | 5.99% | 0.55 | 0.04 | 0.03 | +0.31% | +0.19% |
| ULM (ULMA) | 4.18% | 4.69% | -0.18 | -0.01 | -0.02 | +0.55% | -0.11% |
| UNI (UNIBEP) | 3.79% | 4.20% | 0.00 | -0.14 | -0.16 | -1161.65% | -0.61% |
| UNT (UNIMOT) | 7.48% | 7.50% | 0.45 | -0.04 | -0.05 | -0.80% | -0.34% |
| VGO (VIGOSYS) | 3.09% | 3.53% | 0.06 | -0.01 | -0.02 | -1.15% | -0.06% |
| VIN (VINDEXUS) | 4.30% | 4.36% | 0.42 | -0.02 | -0.03 | -0.34% | -0.12% |
| VOT (VOTUM) | 7.20% | 7.45% | -0.06 | 0.05 | 0.04 | -5.50% | +0.31% |
| VOX (VOXEL) | 4.64% | 4.70% | 0.41 | 0.15 | 0.14 | +1.57% | +0.66% |
| VRG | 3.20% | 3.43% | 0.27 | 0.08 | 0.08 | +0.92% | +0.26% |
| VTI (VENTUREIN) | 7.71% | 7.81% | 0.25 | -0.12 | -0.13 | -3.83% | -0.97% |
| VVD (VIVID) | 9.73% | 9.81% | 0.28 | -0.02 | -0.02 | -0.73% | -0.19% |
| WAS (WASKO) | 5.28% | 5.13% | 0.73 | -0.02 | -0.03 | -0.18% | -0.11% |
| WLT (WIELTON) | 4.77% | 4.45% | 0.93 | -0.10 | -0.10 | -0.54% | -0.46% |
| WOJ (WOJAS) | 3.94% | 4.10% | 0.30 | 0.02 | 0.01 | +0.18% | +0.07% |
| WPL (WIRTUALNA) | 3.37% | 3.38% | 0.49 | 0.07 | 0.06 | +0.39% | +0.21% |
| WSE (WORKSERV) | 15.19% | 14.75% | 2.45 | -0.03 | -0.03 | -0.18% | -0.35% |
| WTN (WITTCHEN) | 4.68% | 4.77% | 0.37 | 0.03 | 0.02 | +0.32% | +0.13% |
| WWL (WAWEL) | 3.43% | 3.59% | 0.32 | -0.12 | -0.14 | -1.49% | -0.47% |
| XTB | 6.57% | 6.56% | 0.52 | -0.02 | -0.03 | -0.33% | -0.15% |
| XTP (XTPL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ZEP (ZEPAK) | 4.15% | 3.88% | 0.82 | -0.13 | -0.13 | -0.66% | -0.51% |
| ZMT (ZAMET) | 4.51% | 5.01% | -0.21 | -0.08 | -0.09 | +2.00% | -0.43% |
| ZUE | 4.25% | 4.18% | 0.59 | -0.16 | -0.17 | -1.23% | -0.70% |
Skaner akcji GPW: Znajdź najlepsze spółki. Sam określ kryteria dzięki którym znajdziesz najbardziej atrakcyjne spółki GPW.
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).
