- 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) | 14.29% | 14.50% | 0.03 | 0.08 | 0.07 | +38.10% | +0.97% |
| 4MS (4MASS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| AAS (AALLIANCE) | 8.59% | 8.34% | 0.82 | -0.01 | -0.03 | -0.34% | -0.09% |
| ACK (ACKERMAN) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ACR (ACREBIT) | 12.85% | 13.15% | -0.12 | -0.04 | -0.06 | +6.66% | -0.81% |
| AGL (AGROLIGA) | 6.31% | 6.65% | 0.15 | 0.07 | 0.03 | +1.35% | +0.24% |
| AGP (AGROMEP) | 8.94% | 9.04% | 0.35 | -0.01 | -0.03 | -0.87% | -0.22% |
| AIN (ABSINVEST) | 8.29% | 8.35% | 0.42 | -0.05 | -0.08 | -1.58% | -0.57% |
| AIT (AITON) | 5.78% | 6.32% | -0.02 | -0.06 | -0.11 | +40.94% | -0.64% |
| ALU (ALUMAST) | 7.63% | 8.16% | -0.15 | 0.01 | -0.01 | +0.76% | -0.15% |
| AOL (ANALIZY) | 9.91% | 10.17% | 0.08 | 0.05 | 0.03 | +3.10% | +0.27% |
| APS | 10.01% | 10.65% | -0.52 | -0.03 | -0.06 | +1.11% | -0.70% |
| AQA (AQUAPOZ) | 14.96% | 14.96% | 0.49 | 0.09 | 0.08 | +2.36% | +1.28% |
| AQT (AQUATECH) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| AQU (AQUABB) | 2.38% | 3.55% | -0.04 | 0.08 | 0.03 | -1.56% | +0.06% |
| ARA (ARAMUS) | 9.42% | 9.97% | -0.34 | 0.14 | 0.12 | -3.32% | +1.04% |
| ARG (ARTGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ASR (ASTRO) | 17.22% | 17.79% | -1.04 | -0.01 | -0.02 | +0.34% | -0.59% |
| ATA (ATCCARGO) | 12.16% | 12.43% | -0.01 | 0.14 | 0.12 | -180.36% | +1.46% |
| AUX (AUXILIA) | 21.50% | 21.12% | 1.75 | -0.01 | -0.02 | -0.22% | +0.01% |
| AZC (AZTEC) | 4.57% | 4.71% | 0.39 | 0.00 | -0.05 | -0.56% | -0.13% |
| B24 (BRAND24) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BBA (BBINWEST) | 10.74% | 10.90% | 0.22 | 0.01 | -0.01 | -0.64% | -0.09% |
| BEP (BIOMASS) | 13.15% | 13.38% | 0.02 | 0.10 | 0.08 | +45.55% | +1.05% |
| BHX (BINARY) | 15.92% | 15.91% | 0.51 | 0.14 | 0.12 | +3.74% | +2.04% |
| BIP (BIOPLANET) | 7.86% | 8.44% | -0.24 | 0.06 | 0.03 | -1.12% | +0.22% |
| BLO (BLOOBER) | 9.74% | 9.16% | 1.35 | 0.08 | 0.05 | +0.39% | +0.84% |
| BMX (BIOMAXIMA) | 3.39% | 4.19% | 0.02 | 0.01 | -0.06 | -7.70% | -0.19% |
| BPN (BLACKPOIN) | 13.08% | 13.58% | -0.54 | 0.10 | 0.09 | -2.21% | +1.07% |
| BRU (BORUTA) | 6.57% | 6.94% | 0.11 | 0.09 | 0.06 | +3.20% | +0.39% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| BTK (BIZTECH) | 7.91% | 7.93% | 0.47 | -0.05 | -0.08 | -1.38% | -0.55% |
| BTX (BETOMAX) | 5.02% | 5.51% | 0.09 | 0.07 | 0.03 | +1.78% | +0.19% |
| CAM (CAMBRIDGE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CCS | 9.23% | 9.61% | -0.06 | -0.01 | -0.03 | +4.93% | -0.30% |
| CFG | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CFS (CFSA) | 8.57% | 8.98% | -0.07 | -0.06 | -0.09 | +10.73% | -0.81% |
| CHP (CHERRY) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CLC (COLUMBUS) | 8.48% | 8.46% | 0.52 | 0.16 | 0.13 | +2.18% | +1.25% |
| CLD (CLOUD) | 9.68% | 9.37% | 0.95 | -0.19 | -0.21 | -2.14% | -1.81% |
| CMI | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRJ (CREEPYJAR) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRS (COPERNIC) | 12.44% | 12.74% | -0.09 | -0.00 | -0.02 | +3.03% | -0.31% |
| CSR (CASPAR) | 6.86% | 7.52% | -0.24 | 0.04 | 0.01 | -0.27% | +0.01% |
| CTF (CENTURION) | 17.32% | 17.81% | -0.83 | 0.03 | 0.02 | -0.47% | +0.20% |
| DBE (DBENERGY) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| DDI (DDISTANCE) | 8.09% | 7.84% | 0.80 | 0.07 | 0.04 | +0.36% | +0.48% |
| DEV (DEVORAN) | 25.74% | 25.50% | 1.44 | 0.04 | 0.03 | +0.57% | +1.15% |
| DKR (DEKTRA) | 4.10% | 4.68% | 0.10 | -0.00 | -0.06 | -2.45% | -0.21% |
| DNS (DANKS) | 3.86% | 4.67% | -0.04 | -0.06 | -0.13 | +11.68% | -0.50% |
| DOK (DOOK) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| EBX (EKOBOX) | 14.22% | 14.98% | -1.23 | 0.03 | 0.02 | -0.23% | -0.00% |
| EC2 | 12.40% | 12.89% | -0.47 | 0.08 | 0.07 | -1.75% | +0.72% |
| ECA (UHYECA) | 6.49% | 6.99% | -0.02 | -0.00 | -0.04 | +10.46% | -0.26% |
| ECC (ECCGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ECK (EUROSNACK) | 11.93% | 12.22% | -0.05 | 0.05 | 0.04 | -9.26% | +0.43% |
| EFE (EFENERGII) | 21.55% | 21.68% | 0.05 | 0.06 | 0.05 | +20.47% | +0.99% |
| EGH (EKOPOL) | 6.80% | 7.20% | 0.06 | 0.05 | 0.02 | +2.24% | +0.15% |
| EKS (EKIOSK) | 13.69% | 13.87% | 0.09 | 0.04 | 0.03 | +4.22% | +0.41% |
| EMU (EMUZYKA) | 6.51% | 6.33% | 0.68 | 0.07 | 0.04 | +0.35% | +0.39% |
| EON (EONET) | 5.27% | 5.74% | 0.10 | 0.06 | 0.02 | +1.34% | +0.15% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| EXA (EXAMOBILE) | 10.48% | 10.08% | 1.15 | 0.08 | 0.05 | +0.47% | +0.81% |
| F51 (FARM51) | 13.36% | 12.79% | 1.67 | 0.16 | 0.14 | +1.12% | +2.25% |
| FDG (FDGAMES) | 13.11% | 12.98% | 0.76 | 0.05 | 0.03 | +0.53% | +0.58% |
| FHD (FHDOM) | 9.17% | 9.52% | -0.02 | 0.06 | 0.04 | -19.58% | +0.34% |
| FLD (FLUID) | 15.90% | 16.14% | -0.11 | 0.01 | -0.00 | +0.57% | -0.09% |
| FLG (FALCON) | 32.43% | 32.14% | 1.96 | 0.09 | 0.08 | +1.32% | +3.03% |
| FOR (FOREVEREN) | 8.24% | 8.22% | 0.52 | 0.17 | 0.14 | +2.23% | +1.29% |
| GAL (GALVO) | 11.40% | 11.83% | -0.28 | 0.05 | 0.03 | -1.43% | +0.33% |
| GEN (GENOMED) | 4.57% | 5.06% | 0.13 | 0.13 | 0.09 | +3.14% | +0.44% |
| GME (GRMEDIA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| GNG (GENRG) | 10.36% | 10.47% | 0.31 | 0.19 | 0.17 | +5.78% | +1.84% |
| GRC (GRUPAREC) | 5.32% | 5.58% | 0.28 | 0.06 | 0.02 | +0.47% | +0.20% |
| GTS (GEOTRANS) | 8.03% | 8.53% | -0.15 | 0.08 | 0.06 | -3.10% | +0.43% |
| HOR (HORTICO) | 7.85% | 8.08% | 0.21 | 0.04 | 0.01 | +0.37% | +0.13% |
| HRL (HORNIGOLD) | 15.13% | 15.43% | -0.21 | 0.12 | 0.11 | -7.97% | +1.64% |
| HRT (HURTIMEX) | 12.14% | 12.69% | -0.57 | 0.06 | 0.04 | -0.86% | +0.36% |
| ICE (MEDINICE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| IGN (INNOGENE) | 9.17% | 9.49% | 0.03 | 0.04 | 0.02 | +5.75% | +0.20% |
| INM (INVENTION) | 11.18% | 11.38% | 0.15 | 0.08 | 0.06 | +4.57% | +0.70% |
| INT (INTERNITY) | 6.23% | 6.77% | -0.05 | 0.11 | 0.08 | -9.78% | +0.48% |
| ISG (ISIAG) | 18.41% | 18.69% | -0.33 | 0.20 | 0.19 | -10.43% | +3.36% |
| IST (INFOSCAN) | 13.74% | 13.64% | 0.72 | 0.04 | 0.02 | +0.37% | +0.43% |
| ITL (INTELIWIS) | 5.50% | 5.65% | 0.36 | 0.01 | -0.04 | -0.54% | -0.11% |
| IVE (INVESTEKO) | 13.17% | 13.75% | -0.72 | 0.04 | 0.03 | -0.51% | +0.20% |
| JJB (JUJUBEE) | 11.88% | 11.52% | 1.16 | -0.05 | -0.06 | -0.66% | -0.50% |
| JRH (JRHOLDING) | 10.11% | 10.60% | -0.30 | 0.11 | 0.09 | -3.17% | +0.89% |
| KBJ | 11.39% | 11.38% | 0.52 | 0.04 | 0.02 | +0.38% | +0.32% |
| KFM (KOFAMA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| KLN (KLON) | 7.93% | 8.37% | -0.06 | 0.01 | -0.02 | +2.03% | -0.13% |
| KME | 6.08% | 6.80% | -0.23 | -0.08 | -0.13 | +3.48% | -0.84% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| KOR (KORBANK) | 5.60% | 5.98% | 0.15 | 0.14 | 0.11 | +3.89% | +0.64% |
| KPI (KANCELWEC) | 9.04% | 9.33% | 0.09 | 0.13 | 0.11 | +11.73% | +1.03% |
| LUG | 6.52% | 7.23% | -0.26 | -0.10 | -0.14 | +3.54% | -0.99% |
| MBF (MBFGROUP) | 10.73% | 10.81% | 0.37 | -0.00 | -0.02 | -0.63% | -0.15% |
| MDA (MEDAPP) | 8.59% | 8.74% | 0.29 | 0.03 | -0.00 | -0.03% | +0.06% |
| MER (MERA) | 4.42% | 5.16% | -0.06 | -0.04 | -0.10 | +7.43% | -0.44% |
| MFD (MFOOD) | 11.53% | 11.63% | 0.33 | -0.04 | -0.06 | -1.98% | -0.57% |
| MLB (MAKOLAB) | 4.94% | 5.39% | 0.14 | 0.07 | 0.04 | +1.25% | +0.21% |
| MLP (MILKPOL) | 13.33% | 13.67% | -0.22 | 0.05 | 0.03 | -2.11% | +0.41% |
| MLT (MOONLIT) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MMS (MOBIMEDIA) | 17.05% | 17.27% | -0.11 | 0.11 | 0.10 | -15.90% | +1.71% |
| MOV (MOVIEGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MRG (MERLINGRP) | 26.31% | 26.32% | 0.48 | 0.02 | 0.01 | +0.57% | +0.39% |
| MRH (HAMBURGER) | 5.90% | 6.53% | -0.12 | 0.03 | -0.01 | +0.37% | -0.07% |
| MXP (MAXIPIZZA) | 7.58% | 7.86% | 0.16 | 0.13 | 0.10 | +4.92% | +0.83% |
| NST (NESTMEDIC) | 10.59% | 10.27% | 1.00 | -0.11 | -0.13 | -1.36% | -1.14% |
| NTS (NOTORIA) | 5.83% | 6.07% | 0.27 | 0.03 | -0.01 | -0.13% | +0.03% |
| NVV (NOVAVIS) | 8.77% | 8.86% | 0.37 | 0.19 | 0.17 | +3.94% | +1.56% |
| NWA (NWAI) | 16.10% | 16.02% | 0.69 | 0.11 | 0.09 | +2.11% | +1.62% |
| OML (ONEMORE) | 19.69% | 19.65% | 0.61 | 0.10 | 0.09 | +2.96% | +1.93% |
| P24 (PRESENT24) | 11.07% | 11.19% | 0.30 | 0.07 | 0.05 | +1.91% | +0.64% |
| PAS (PASSUS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PBT (PBGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PEN (PHOTON) | 6.59% | 6.84% | 0.24 | 0.16 | 0.13 | +3.54% | +0.89% |
| PIK | 15.66% | 16.20% | -0.86 | 0.17 | 0.16 | -3.00% | +2.37% |
| PLG (PLGROUP) | 21.05% | 21.23% | -0.11 | 0.07 | 0.06 | -11.64% | +1.25% |
| PLI (PLATIGE) | 10.09% | 9.57% | 1.29 | 0.02 | -0.01 | -0.06% | +0.22% |
| PLM (POLMAN) | 10.15% | 10.58% | -0.20 | 0.05 | 0.03 | -1.35% | +0.23% |
| PMF (PREMIUMF) | 15.36% | 15.06% | 1.22 | 0.11 | 0.09 | +1.13% | +1.66% |
| PMT (PRIME) | 11.27% | 11.82% | -0.50 | -0.10 | -0.12 | +2.81% | -1.51% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| PNT (POINTPACK) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PRL (PROLOG) | 4.01% | 4.47% | 0.19 | 0.21 | 0.18 | +3.79% | +0.77% |
| PRN (PARTNER) | 14.80% | 15.47% | -1.07 | 0.09 | 0.08 | -1.15% | +0.99% |
| PRS (PRYMUS) | 3.54% | 4.13% | 0.14 | -0.02 | -0.09 | -2.26% | -0.29% |
| PTW (PTWP) | 7.13% | 7.73% | -0.20 | 0.09 | 0.07 | -2.41% | +0.44% |
| PUR (PURE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PYL (PYLON) | 6.72% | 7.36% | -0.20 | -0.02 | -0.05 | +1.78% | -0.40% |
| QON (QUARTICON) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| QUB (QUBICGMS) | 9.53% | 9.45% | 0.63 | 0.09 | 0.07 | +1.02% | +0.78% |
| RBS (ROBINSON) | 6.96% | 7.49% | -0.11 | 0.02 | -0.01 | +0.79% | -0.11% |
| RDG (READGENE) | 9.31% | 9.92% | -0.42 | 0.00 | -0.02 | +0.50% | -0.31% |
| S4E | 9.05% | 9.57% | -0.27 | 0.00 | -0.03 | +0.84% | -0.29% |
| SBE (SOFTBLUE) | 9.50% | 9.75% | 0.12 | -0.02 | -0.04 | -3.60% | -0.40% |
| SCP (SCPFL) | 8.97% | 8.91% | 0.58 | 0.20 | 0.17 | +2.70% | +1.70% |
| SCS (STEMCELLS) | 17.73% | 17.40% | 1.41 | 0.11 | 0.10 | +1.20% | +2.02% |
| SFD | 15.19% | 15.44% | -0.08 | 0.10 | 0.08 | -15.17% | +1.23% |
| SFN (SFERANET) | 9.81% | 10.41% | -0.44 | -0.03 | -0.05 | +1.13% | -0.59% |
| SLK (SLASKIEKA) | 10.03% | 10.18% | 0.25 | -0.01 | -0.03 | -1.14% | -0.23% |
| SMS (SMSKREDYT) | 8.60% | 9.12% | -0.21 | -0.05 | -0.08 | +3.27% | -0.75% |
| SSK (SURFLAND) | 12.05% | 12.48% | -0.33 | 0.13 | 0.11 | -4.18% | +1.28% |
| STD (STANDREW) | 12.35% | 12.38% | 0.44 | 0.15 | 0.13 | +3.75% | +1.75% |
| STO (STOPPOINT) | 16.41% | 16.24% | 0.91 | 0.09 | 0.07 | +1.27% | +1.37% |
| SUL (SUMMALING) | 12.08% | 12.16% | 0.35 | 0.15 | 0.13 | +4.54% | +1.67% |
| SUN (SUNTECH) | 12.40% | 12.71% | -0.11 | 0.06 | 0.04 | -4.99% | +0.52% |
| T2P (TERMO2PWR) | 16.47% | 16.37% | 0.75 | 0.02 | 0.00 | +0.04% | +0.21% |
| THD (THEDUST) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TIG (TECHINVGR) | 22.86% | 23.23% | -0.83 | 0.06 | 0.05 | -1.32% | +0.90% |
| TLH (TELEHORSE) | 32.34% | 32.42% | 0.08 | 0.12 | 0.12 | +49.77% | +3.84% |
| TLS (TELESTR) | 2.87% | 3.66% | 0.09 | 0.04 | -0.03 | -0.93% | -0.06% |
| TLV (TELIANI) | 7.16% | 7.29% | 0.35 | 0.02 | -0.01 | -0.18% | +0.02% |
| TYP (ARTP) | 15.46% | 15.44% | 0.55 | 0.11 | 0.09 | +2.63% | +1.57% |
| UTD (UNITED) | 7.80% | 8.26% | -0.08 | -0.02 | -0.05 | +5.04% | -0.43% |
| VAR (VARSAV) | 12.14% | 11.75% | 1.23 | 0.16 | 0.13 | +1.30% | +1.88% |
| VOI (VOICETEL) | 8.85% | 9.01% | 0.28 | -0.06 | -0.09 | -2.92% | -0.74% |
| VRB (VERBICOM) | 6.37% | 6.96% | -0.11 | 0.02 | -0.02 | +0.99% | -0.13% |
| WOD (WODKAN) | 7.45% | 8.25% | -0.49 | 0.06 | 0.04 | -0.57% | +0.16% |
| WRL (WIERZYCL) | 8.35% | 8.67% | 0.07 | 0.13 | 0.10 | +12.95% | +0.88% |
| YAN (NEPTIS) | 2.86% | 3.83% | -0.01 | 0.21 | 0.20 | -70.07% | +0.57% |
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).
