- Komponenty indeksu NCIndex •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu NCIndex Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 01C (01CYBATON) | 16.86% | 16.98% | 0.18 | 0.16 | 0.15 | +13.68% | +2.54% |
| 4MS (4MASS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| AAS (AALLIANCE) | 9.10% | 9.41% | 0.07 | 0.01 | -0.00 | -0.68% | -0.03% |
| ACK (ACKERMAN) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ADX (ADATEX) | 8.61% | 9.13% | -0.19 | 0.05 | 0.03 | -1.51% | +0.25% |
| AGL (AGROLIGA) | 6.30% | 6.67% | 0.13 | 0.08 | 0.06 | +2.58% | +0.37% |
| AIN (ABSINVEST) | 8.98% | 9.13% | 0.30 | -0.01 | -0.03 | -0.83% | -0.19% |
| AIT (AITON) | 7.11% | 7.66% | -0.12 | -0.07 | -0.10 | +5.94% | -0.72% |
| ALU (ALUMAST) | 8.64% | 8.96% | 0.07 | 0.06 | 0.04 | +5.41% | +0.39% |
| AOL (ANALIZY) | 9.75% | 10.28% | -0.31 | 0.01 | -0.01 | +0.40% | -0.18% |
| APS | 10.31% | 11.17% | -0.87 | 0.03 | 0.02 | -0.23% | +0.05% |
| AQA (AQUAPOZ) | 14.52% | 14.55% | 0.43 | 0.09 | 0.07 | +2.50% | +1.14% |
| AQT (AQUATECH) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| AQU (AQUABB) | 2.32% | 3.37% | 0.05 | 0.08 | 0.04 | +2.10% | +0.11% |
| ARG (ARTGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ASR (ASTRO) | 19.47% | 19.55% | 0.24 | 0.05 | 0.04 | +3.28% | +0.83% |
| ATA (ATCCARGO) | 12.13% | 12.46% | -0.12 | 0.15 | 0.14 | -14.72% | +1.68% |
| AUX (AUXILIA) | 21.32% | 20.96% | 1.63 | 0.06 | 0.05 | +0.60% | +1.27% |
| AZC (AZTEC) | 4.21% | 5.01% | -0.06 | 0.02 | -0.02 | +1.08% | -0.07% |
| B24 (BRAND24) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BBA (BBINWEST) | 10.79% | 11.30% | -0.35 | 0.01 | -0.01 | +0.22% | -0.14% |
| BEP (BIOMASS) | 15.30% | 15.41% | 0.26 | 0.12 | 0.11 | +6.79% | +1.78% |
| BHX (BINARY) | 15.97% | 16.25% | -0.18 | 0.11 | 0.10 | -8.96% | +1.60% |
| BIP (BIOPLANET) | 7.61% | 8.03% | 0.00 | 0.05 | 0.02 | +105.97% | +0.19% |
| BLO (BLOOBER) | 9.27% | 8.79% | 1.14 | 0.09 | 0.07 | +0.53% | +0.81% |
| BMX (BIOMAXIMA) | 3.72% | 4.25% | 0.18 | -0.01 | -0.06 | -1.16% | -0.18% |
| BPN (BLACKPOIN) | 13.36% | 13.90% | -0.61 | 0.14 | 0.13 | -2.92% | +1.67% |
| BRU (BORUTA) | 6.60% | 6.97% | 0.12 | 0.09 | 0.07 | +3.73% | +0.47% |
| BTK (BIZTECH) | 8.03% | 8.22% | 0.26 | -0.01 | -0.03 | -1.04% | -0.22% |
| BTX (BETOMAX) | 4.94% | 5.39% | 0.15 | 0.08 | 0.06 | +1.90% | +0.31% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| CAM (CAMBRIDGE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CBD (CANNABIS) | 32.26% | 32.33% | 0.16 | 0.12 | 0.11 | +22.07% | +3.58% |
| CCS | 10.07% | 10.40% | -0.00 | 0.00 | -0.01 | +36.30% | -0.14% |
| CFG | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CFS (CFSA) | 8.69% | 9.34% | -0.39 | -0.06 | -0.08 | +1.83% | -0.78% |
| CHP (CHERRY) | 10.43% | 10.03% | 1.12 | -0.07 | -0.08 | -0.76% | -0.65% |
| CLC (COLUMBUS) | 10.86% | 10.87% | 0.48 | 0.25 | 0.23 | +5.24% | +2.60% |
| CLD (CLOUD) | 9.58% | 9.32% | 0.86 | -0.18 | -0.20 | -2.18% | -1.72% |
| CMI | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRC (CARPATHIA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRJ (CREEPYJAR) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRS (COPERNIC) | 11.24% | 11.28% | 0.42 | -0.02 | -0.03 | -0.91% | -0.31% |
| CSR (CASPAR) | 6.78% | 6.96% | 0.31 | -0.02 | -0.05 | -1.12% | -0.29% |
| CTF (CENTURION) | 16.80% | 16.69% | 0.76 | 0.05 | 0.04 | +0.96% | +0.86% |
| DBE (DBENERGY) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| DDI (DDISTANCE) | 8.03% | 7.79% | 0.78 | 0.07 | 0.04 | +0.46% | +0.50% |
| DEV (DEVORAN) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| DKR (DEKTRA) | 4.59% | 5.25% | 0.01 | -0.04 | -0.09 | -29.77% | -0.40% |
| DNS (DANKS) | 4.26% | 4.67% | 0.22 | -0.09 | -0.14 | -2.61% | -0.54% |
| DOK (DOOK) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| EBX (EKOBOX) | 12.47% | 12.94% | -0.40 | 0.04 | 0.02 | -0.72% | +0.21% |
| EC2 | 12.86% | 13.32% | -0.42 | 0.07 | 0.06 | -1.84% | +0.69% |
| ECA (UHYECA) | 6.89% | 7.05% | 0.33 | 0.02 | -0.01 | -0.20% | -0.01% |
| ECC (ECCGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ECK (EUROSNACK) | 11.79% | 11.80% | 0.47 | 0.04 | 0.03 | +0.64% | +0.38% |
| EFE (EFENERGII) | 22.05% | 22.08% | 0.41 | 0.08 | 0.07 | +3.96% | +1.69% |
| EGH (EKOPOL) | 6.61% | 7.30% | -0.23 | 0.05 | 0.02 | -0.72% | +0.12% |
| EKS (EKIOSK) | 13.64% | 13.86% | 0.04 | 0.07 | 0.05 | +16.90% | +0.76% |
| EMU (EMUZYKA) | 6.36% | 6.97% | -0.11 | 0.04 | 0.02 | -1.12% | +0.10% |
| EON (EONET) | 5.59% | 5.98% | 0.16 | 0.07 | 0.04 | +1.57% | +0.28% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| EXA (EXAMOBILE) | 11.46% | 11.06% | 1.17 | 0.11 | 0.09 | +0.86% | +1.21% |
| F51 (FARM51) | 12.96% | 12.40% | 1.56 | 0.14 | 0.12 | +1.00% | +1.84% |
| FDG (FDGAMES) | 12.88% | 12.56% | 1.10 | -0.01 | -0.02 | -0.22% | -0.05% |
| FHD (FHDOM) | 9.57% | 10.05% | -0.21 | 0.11 | 0.09 | -4.16% | +0.86% |
| FLD (FLUID) | 16.16% | 16.41% | -0.11 | 0.02 | 0.01 | -1.01% | +0.09% |
| FLG (FALCON) | 33.14% | 32.82% | 2.12 | 0.11 | 0.11 | +1.68% | +3.93% |
| FOR (FOREVEREN) | 7.70% | 7.74% | 0.45 | 0.24 | 0.22 | +3.74% | +1.75% |
| GAL (GALVO) | 11.03% | 11.30% | 0.03 | 0.08 | 0.07 | +23.79% | +0.76% |
| GEN (GENOMED) | 4.64% | 5.36% | -0.04 | 0.12 | 0.10 | -11.85% | +0.47% |
| GME (GRMEDIA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| GNG (GENRG) | 10.50% | 10.64% | 0.27 | 0.23 | 0.21 | +8.09% | +2.27% |
| GRC (GRUPAREC) | 5.26% | 5.57% | 0.24 | 0.02 | -0.02 | -0.37% | -0.05% |
| GTS (GEOTRANS) | 9.21% | 9.62% | -0.09 | 0.18 | 0.16 | -17.45% | +1.50% |
| HOR (HORTICO) | 8.01% | 8.44% | -0.03 | -0.01 | -0.03 | +10.01% | -0.27% |
| HRL (HORNIGOLD) | 13.27% | 13.48% | 0.06 | 0.14 | 0.13 | +28.85% | +1.73% |
| HRT (HURTIMEX) | 11.54% | 12.01% | -0.34 | 0.04 | 0.02 | -0.79% | +0.20% |
| ICE (MEDINICE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| IGN (INNOGENE) | 9.45% | 9.76% | 0.05 | 0.01 | -0.01 | -1.75% | -0.08% |
| INM (INVENTION) | 9.82% | 10.00% | 0.22 | 0.04 | 0.02 | +1.05% | +0.27% |
| INT (INTERNITY) | 6.13% | 6.53% | 0.12 | 0.11 | 0.09 | +4.91% | +0.59% |
| ISG (ISIAG) | 16.32% | 15.87% | 1.57 | 0.15 | 0.14 | +1.45% | +2.55% |
| IST (INFOSCAN) | 13.84% | 13.67% | 0.84 | -0.02 | -0.03 | -0.47% | -0.24% |
| ITL (INTELIWIS) | 5.79% | 6.15% | 0.17 | -0.03 | -0.07 | -2.21% | -0.35% |
| IVE (INVESTEKO) | 13.14% | 13.51% | -0.24 | 0.02 | 0.01 | -0.31% | +0.03% |
| JJB (JUJUBEE) | 11.55% | 11.25% | 1.00 | -0.06 | -0.07 | -0.83% | -0.65% |
| JRH (JRHOLDING) | 14.28% | 14.59% | -0.17 | 0.18 | 0.17 | -14.53% | +2.46% |
| KBJ | 10.60% | 10.59% | 0.51 | 0.02 | 0.00 | +0.06% | +0.12% |
| KBT (KLABATER) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| KFM (KOFAMA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| KLN (KLON) | 6.86% | 7.08% | 0.27 | 0.01 | -0.02 | -0.40% | -0.06% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| KME | 6.09% | 6.75% | -0.14 | -0.12 | -0.16 | +7.17% | -1.02% |
| KOR (KORBANK) | 6.24% | 6.61% | 0.14 | 0.18 | 0.16 | +7.10% | +1.05% |
| KPI (KANCELWEC) | 8.24% | 8.54% | 0.12 | 0.09 | 0.07 | +4.84% | +0.61% |
| LUG | 6.68% | 7.08% | 0.08 | -0.08 | -0.11 | -9.41% | -0.74% |
| MBF (MBFGROUP) | 10.09% | 10.29% | 0.19 | -0.00 | -0.02 | -1.15% | -0.19% |
| MDA (MEDAPP) | 8.97% | 9.12% | 0.30 | 0.00 | -0.02 | -0.54% | -0.11% |
| MER (MERA) | 5.11% | 5.56% | 0.14 | -0.08 | -0.12 | -4.52% | -0.61% |
| MFD (MFOOD) | 13.83% | 13.66% | 0.84 | -0.03 | -0.05 | -0.75% | -0.48% |
| MLB (MAKOLAB) | 5.42% | 5.91% | 0.08 | 0.13 | 0.11 | +6.98% | +0.59% |
| MLP (MILKPOL) | 11.70% | 11.61% | 0.65 | 0.03 | 0.01 | +0.24% | +0.27% |
| MLT (MOONLIT) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MMS (MOBIMEDIA) | 18.99% | 19.15% | 0.03 | 0.18 | 0.17 | +125.14% | +3.27% |
| MOV (MOVIEGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MRG (MERLINGRP) | 26.10% | 26.07% | 0.62 | 0.04 | 0.04 | +1.60% | +1.09% |
| MRH (HAMBURGER) | 5.86% | 6.13% | 0.26 | 0.02 | -0.01 | -0.24% | -0.01% |
| MXP (MAXIPIZZA) | 7.71% | 7.98% | 0.18 | 0.10 | 0.08 | +3.31% | +0.64% |
| NST (NESTMEDIC) | 10.21% | 9.88% | 1.00 | -0.13 | -0.14 | -1.47% | -1.29% |
| NTS (NOTORIA) | 5.99% | 6.61% | -0.09 | 0.03 | 0.00 | -0.30% | +0.01% |
| NVV (NOVAVIS) | 10.68% | 10.89% | 0.15 | 0.25 | 0.24 | +16.84% | +2.58% |
| NWA (NWAI) | 16.49% | 16.42% | 0.66 | 0.09 | 0.08 | +2.00% | +1.43% |
| OML (ONEMORE) | 19.52% | 19.48% | 0.63 | 0.11 | 0.10 | +3.08% | +2.07% |
| P24 (PRESENT24) | 9.79% | 10.05% | 0.11 | 0.02 | 0.00 | +0.12% | +0.03% |
| PAS (PASSUS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PBT (PBGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PEN (PHOTON) | 8.13% | 8.56% | -0.04 | 0.19 | 0.17 | -34.49% | +1.41% |
| PLG (PLGROUP) | 21.09% | 21.33% | -0.29 | 0.10 | 0.09 | -7.00% | +1.95% |
| PLI (PLATIGE) | 9.97% | 9.42% | 1.30 | 0.03 | 0.01 | +0.09% | +0.34% |
| PLM (POLMAN) | 9.43% | 9.74% | 0.06 | 0.08 | 0.06 | +10.14% | +0.60% |
| PMF (PREMIUMF) | 16.15% | 15.84% | 1.22 | 0.12 | 0.11 | +1.43% | +1.96% |
| PMT (PRIME) | 12.07% | 12.62% | -0.52 | -0.04 | -0.05 | +1.29% | -0.76% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| PNT (POINTPACK) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PRL (PROLOG) | 4.81% | 5.45% | 0.00 | 0.21 | 0.20 | +229.25% | +0.95% |
| PRN (PARTNER) | 14.83% | 15.49% | -1.01 | 0.09 | 0.08 | -1.22% | +1.06% |
| PRS (PRYMUS) | 3.47% | 4.41% | -0.06 | -0.02 | -0.08 | +4.55% | -0.28% |
| PTW (PTWP) | 7.07% | 7.74% | -0.25 | 0.06 | 0.04 | -0.99% | +0.21% |
| PUR (PURE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PYL (PYLON) | 6.97% | 7.23% | 0.22 | -0.03 | -0.05 | -1.62% | -0.32% |
| QON (QUARTICON) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| QUB (QUBICGMS) | 9.49% | 9.42% | 0.60 | 0.12 | 0.10 | +1.67% | +1.10% |
| RBS (ROBINSON) | 7.13% | 7.93% | -0.40 | 0.02 | -0.00 | +0.07% | -0.10% |
| RDG (READGENE) | 9.82% | 9.92% | 0.34 | -0.01 | -0.03 | -0.85% | -0.23% |
| RDS (REDDEV) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| S4E | 9.35% | 10.12% | -0.63 | 0.01 | -0.01 | +0.13% | -0.19% |
| SBE (SOFTBLUE) | 10.12% | 10.37% | 0.12 | 0.01 | -0.01 | -0.57% | -0.04% |
| SCP (SCPFL) | 8.96% | 8.97% | 0.48 | 0.20 | 0.18 | +3.34% | +1.69% |
| SCS (STEMCELLS) | 18.05% | 18.13% | 0.27 | 0.09 | 0.08 | +5.21% | +1.48% |
| SFD | 16.00% | 16.40% | -0.47 | 0.06 | 0.05 | -1.82% | +0.77% |
| SFN (SFERANET) | 10.97% | 11.41% | -0.24 | 0.05 | 0.04 | -1.89% | +0.41% |
| SLK (SLASKIEKA) | 9.97% | 10.16% | 0.21 | -0.02 | -0.04 | -2.07% | -0.39% |
| SMS (SMSKREDYT) | 8.94% | 9.58% | -0.39 | -0.10 | -0.13 | +2.93% | -1.21% |
| SOK (SONKA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SSK (SURFLAND) | 11.04% | 11.22% | 0.20 | 0.07 | 0.06 | +3.16% | +0.65% |
| STD (STANDREW) | 12.20% | 12.36% | 0.20 | 0.16 | 0.14 | +8.88% | +1.78% |
| STO (STOPPOINT) | 15.12% | 14.92% | 0.94 | 0.00 | -0.01 | -0.12% | +0.06% |
| SUL (SUMMALING) | 11.85% | 12.48% | -0.65 | 0.12 | 0.11 | -2.06% | +1.23% |
| SUN (SUNTECH) | 13.15% | 13.38% | 0.04 | 0.09 | 0.07 | +22.35% | +0.97% |
| T2P (TERMO2PWR) | 17.23% | 17.14% | 0.73 | 0.04 | 0.03 | +0.77% | +0.69% |
| THD (THEDUST) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TIG (TECHINVGR) | 23.40% | 23.80% | -0.92 | 0.06 | 0.06 | -1.47% | +1.19% |
| TLS (TELESTR) | 3.28% | 4.16% | 0.00 | 0.01 | -0.04 | -33.50% | -0.13% |
| TLV (TELIANI) | 8.33% | 8.39% | 0.42 | 0.03 | 0.01 | +0.20% | +0.16% |
| TYP (ARTP) | 15.82% | 15.80% | 0.54 | 0.09 | 0.08 | +2.32% | +1.36% |
| UTD (UNITED) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VAR (VARSAV) | 12.55% | 12.17% | 1.20 | 0.14 | 0.12 | +1.29% | +1.76% |
| VRB (VERBICOM) | 8.87% | 9.33% | -0.13 | 0.08 | 0.07 | -4.59% | +0.59% |
| WOD (WODKAN) | 7.41% | 8.22% | -0.45 | 0.06 | 0.04 | -0.66% | +0.22% |
| WRL (WIERZYCL) | 8.48% | 9.02% | -0.21 | 0.11 | 0.09 | -3.79% | +0.75% |
| YAN (NEPTIS) | 2.93% | 3.77% | 0.08 | 0.18 | 0.17 | +6.53% | +0.51% |
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).
