- Komponenty indeksu NCIndex •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu NCIndex Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 4MS (4MASS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| AAS (AALLIANCE) | 8.72% | 9.10% | -0.17 | 0.03 | -0.02 | +1.04% | -0.25% |
| ACK (ACKERMAN) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ACR (ACREBIT) | 14.26% | 14.57% | -0.36 | -0.01 | -0.04 | +1.59% | -0.72% |
| AGL (AGROLIGA) | 6.57% | 6.75% | 0.26 | 0.10 | 0.04 | +1.00% | +0.37% |
| AGP (AGROMEP) | 11.43% | 11.91% | -0.60 | 0.06 | 0.02 | -0.43% | +0.01% |
| AIN (ABSINVEST) | 7.93% | 8.46% | -0.34 | 0.02 | -0.03 | +0.71% | -0.38% |
| AIT (AITON) | 4.38% | 4.74% | 0.17 | -0.04 | -0.14 | -3.41% | -0.52% |
| ALU (ALUMAST) | 7.47% | 7.92% | -0.18 | 0.02 | -0.03 | +1.35% | -0.32% |
| AOL (ANALIZY) | 9.94% | 10.19% | 0.00 | 0.11 | 0.07 | +271.62% | +0.69% |
| APS | 9.54% | 10.09% | -0.56 | 0.02 | -0.03 | +0.43% | -0.47% |
| AQA (AQUAPOZ) | 15.25% | 15.53% | -0.36 | 0.11 | 0.09 | -3.84% | +1.23% |
| AQT (AQUATECH) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| AQU (AQUABB) | 2.17% | 2.96% | 0.10 | 0.14 | 0.00 | +0.07% | +0.05% |
| ARA (ARAMUS) | 9.29% | 9.39% | 0.33 | 0.21 | 0.16 | +4.66% | +1.66% |
| ASR (ASTRO) | 17.50% | 17.94% | -1.03 | 0.00 | -0.02 | +0.36% | -0.79% |
| ATA (ATCCARGO) | 12.22% | 12.33% | 0.22 | 0.13 | 0.10 | +5.46% | +1.27% |
| AUX (AUXILIA) | 21.38% | 20.90% | 2.48 | -0.00 | -0.02 | -0.16% | +0.60% |
| AZC (AZTEC) | 4.86% | 5.34% | 0.02 | 0.08 | 0.01 | +1.36% | +0.03% |
| B24 (BRAND24) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BBA (BBINWEST) | 10.28% | 10.15% | 0.76 | 0.04 | 0.00 | +0.01% | +0.32% |
| BDG (BROADGATE) | 11.49% | 11.72% | -0.03 | 0.01 | -0.03 | +10.01% | -0.35% |
| BEP (BIOMASS) | 12.94% | 13.10% | 0.09 | 0.12 | 0.09 | +12.69% | +1.20% |
| BIP (BIOPLANET) | 7.61% | 8.19% | -0.40 | 0.05 | 0.00 | -0.02% | -0.15% |
| BIT (BITEVIL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BLO (BLOOBER) | 8.89% | 8.57% | 1.05 | -0.01 | -0.06 | -0.48% | -0.08% |
| BMX (BIOMAXIMA) | 3.40% | 3.91% | 0.14 | 0.05 | -0.06 | -1.48% | -0.15% |
| BPC | 8.39% | 8.86% | -0.29 | -0.02 | -0.07 | +1.96% | -0.69% |
| BPN (BLACKPOIN) | 13.12% | 13.58% | -0.68 | 0.11 | 0.08 | -1.54% | +0.77% |
| BRU (BORUTA) | 6.75% | 6.88% | 0.32 | 0.12 | 0.06 | +1.33% | +0.56% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| BTX (BETOMAX) | 4.98% | 5.30% | 0.17 | 0.06 | -0.01 | -0.41% | -0.00% |
| CAM (CAMBRIDGE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CCS | 8.61% | 8.66% | 0.42 | 0.04 | -0.00 | -0.09% | +0.13% |
| CFG | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CFS (CFSA) | 7.05% | 7.70% | -0.44 | -0.05 | -0.11 | +1.75% | -0.95% |
| CHP (CHERRY) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CLC (COLUMBUS) | 6.23% | 6.46% | 0.22 | 0.03 | -0.04 | -1.05% | -0.14% |
| CLD (CLOUD) | 9.08% | 8.66% | 1.22 | -0.20 | -0.24 | -1.78% | -1.67% |
| CMI | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRJ (CREEPYJAR) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRS (COPERNIC) | 12.37% | 12.88% | -0.75 | -0.00 | -0.04 | +0.58% | -0.74% |
| CSR (CASPAR) | 6.72% | 6.84% | 0.34 | 0.02 | -0.04 | -0.76% | -0.12% |
| CWA | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| DEV (DEVORAN) | 25.40% | 25.51% | -0.08 | 0.06 | 0.04 | -14.02% | +1.08% |
| DIN (DAMFINW) | 17.13% | 17.33% | -0.17 | -0.00 | -0.02 | +2.40% | -0.48% |
| DKR (DEKTRA) | 3.75% | 4.35% | 0.02 | 0.10 | 0.01 | +1.74% | +0.05% |
| DNS (DANKS) | 3.55% | 3.98% | 0.18 | 0.02 | -0.09 | -1.82% | -0.26% |
| EBX (EKOBOX) | 14.20% | 14.13% | 0.68 | 0.07 | 0.04 | +0.86% | +0.85% |
| ECA (UHYECA) | 6.30% | 6.50% | 0.25 | 0.07 | 0.01 | +0.26% | +0.16% |
| ECC (ECCGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ECK (EUROSNACK) | 12.07% | 12.29% | -0.03 | 0.03 | -0.01 | +2.17% | -0.08% |
| EGH (EKOPOL) | 6.74% | 7.19% | -0.11 | 0.04 | -0.02 | +1.34% | -0.20% |
| EMU (EMUZYKA) | 6.10% | 6.46% | 0.05 | 0.09 | 0.03 | +3.69% | +0.22% |
| EON (EONET) | 5.07% | 5.50% | 0.06 | 0.08 | 0.01 | +0.80% | +0.07% |
| EPR (EKOPARK) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ESC (EASTSIDE) | 30.86% | 30.50% | 2.61 | 0.09 | 0.07 | +0.86% | +3.29% |
| EXA (EXAMOBILE) | 9.68% | 9.69% | 0.48 | 0.07 | 0.03 | +0.54% | +0.46% |
| F51 (FARM51) | 13.46% | 12.85% | 2.06 | 0.11 | 0.07 | +0.47% | +1.82% |
| FDG (FDGAMES) | 14.02% | 14.03% | 0.47 | 0.07 | 0.04 | +1.33% | +0.82% |
| FHD (FHDOM) | 9.08% | 9.41% | -0.11 | 0.09 | 0.05 | -4.42% | +0.44% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| FLD (FLUID) | 11.88% | 12.16% | -0.14 | -0.01 | -0.05 | +3.93% | -0.62% |
| FOR (FOREVEREN) | 8.29% | 8.21% | 0.63 | 0.17 | 0.12 | +1.51% | +1.22% |
| GAL (GALVO) | 10.83% | 11.17% | -0.23 | 0.09 | 0.05 | -2.42% | +0.47% |
| GEN (GENOMED) | 4.75% | 5.29% | -0.03 | 0.10 | 0.02 | -3.52% | +0.09% |
| GLG (GLGPHARMA) | 10.87% | 11.25% | -0.34 | -0.10 | -0.14 | +4.37% | -1.63% |
| GME (GRMEDIA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| GNG (GENRG) | 10.55% | 10.46% | 0.68 | 0.25 | 0.21 | +3.21% | +2.45% |
| GRC (GRUPAREC) | 5.80% | 5.87% | 0.42 | 0.13 | 0.07 | +0.90% | +0.55% |
| GTS (GEOTRANS) | 7.62% | 7.97% | -0.03 | 0.07 | 0.02 | -3.55% | +0.11% |
| HBG (HGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| HOR (HORTICO) | 7.83% | 8.87% | -1.18 | 0.06 | 0.01 | -0.07% | -0.40% |
| HRL (HORNIGOLD) | 15.89% | 15.86% | 0.57 | 0.15 | 0.12 | +3.36% | +2.16% |
| HRT (HURTIMEX) | 12.37% | 12.82% | -0.60 | 0.09 | 0.07 | -1.35% | +0.56% |
| ICE (MEDINICE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| IF4 (IFUN4ALL) | 8.42% | 8.16% | 0.91 | -0.02 | -0.07 | -0.62% | -0.19% |
| IGN (INNOGENE) | 9.18% | 9.46% | -0.01 | 0.01 | -0.04 | +61.09% | -0.36% |
| IGT (IGORIA) | 12.68% | 13.33% | -1.15 | 0.05 | 0.03 | -0.28% | -0.14% |
| INB (INBOOK) | 8.45% | 8.49% | 0.43 | 0.01 | -0.04 | -0.71% | -0.13% |
| INM (INVENTION) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| INT (INTERNITY) | 6.26% | 6.83% | -0.24 | 0.13 | 0.08 | -2.15% | +0.41% |
| ISG (ISIAG) | 19.40% | 19.30% | 0.87 | 0.15 | 0.13 | +2.86% | +2.83% |
| IST (INFOSCAN) | 14.14% | 14.05% | 0.73 | 0.07 | 0.04 | +0.82% | +0.90% |
| ITL (INTELIWIS) | 6.98% | 6.95% | 0.54 | 0.10 | 0.04 | +0.52% | +0.51% |
| IVE (INVESTEKO) | 12.55% | 12.78% | -0.05 | 0.03 | -0.00 | +0.17% | -0.03% |
| JJB (JUJUBEE) | 11.95% | 11.43% | 1.67 | -0.08 | -0.11 | -0.77% | -0.61% |
| JRH (JRHOLDING) | 8.55% | 8.48% | 0.61 | 0.03 | -0.02 | -0.28% | +0.07% |
| JWA | 12.20% | 12.25% | 0.37 | 0.02 | -0.02 | -0.59% | -0.07% |
| KBJ | 11.51% | 11.41% | 0.73 | 0.08 | 0.04 | +0.67% | +0.79% |
| KFM (KOFAMA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| KLN (KLON) | 8.08% | 8.49% | -0.16 | 0.06 | 0.01 | -0.68% | +0.05% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| KME | 7.68% | 8.22% | -0.35 | 0.06 | 0.01 | -0.13% | -0.09% |
| KOR (KORBANK) | 5.42% | 5.95% | -0.09 | 0.20 | 0.15 | -8.83% | +0.76% |
| KPC (KUPIEC) | 7.49% | 7.58% | 0.36 | 0.00 | -0.05 | -1.10% | -0.25% |
| KPI (KANCELWEC) | 8.99% | 9.37% | -0.18 | 0.14 | 0.10 | -5.03% | +0.84% |
| LUG | 6.02% | 6.55% | -0.15 | 0.05 | -0.01 | +0.49% | -0.13% |
| MBF (MBFGROUP) | 11.62% | 11.79% | 0.12 | 0.06 | 0.03 | +2.59% | +0.37% |
| MDA (MEDAPP) | 9.00% | 9.14% | 0.24 | 0.02 | -0.02 | -0.90% | -0.12% |
| MER (MERA) | 4.64% | 4.92% | 0.24 | -0.00 | -0.09 | -1.69% | -0.31% |
| MFD (MFOOD) | 11.53% | 11.52% | 0.53 | -0.02 | -0.06 | -1.21% | -0.43% |
| MLB (MAKOLAB) | 5.48% | 5.76% | 0.19 | 0.09 | 0.02 | +0.64% | +0.20% |
| MLP (MILKPOL) | 13.08% | 13.03% | 0.62 | 0.04 | 0.01 | +0.17% | +0.36% |
| MMS (MOBIMEDIA) | 16.81% | 17.02% | -0.20 | 0.04 | 0.02 | -1.63% | +0.25% |
| MNX (MINOX) | 14.97% | 15.12% | 0.04 | -0.06 | -0.09 | -30.07% | -1.29% |
| MOV (MOVIEGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MRG (MERLINGRP) | 23.12% | 23.07% | 0.69 | -0.00 | -0.02 | -0.66% | -0.18% |
| MRH (HAMBURGER) | 6.39% | 6.63% | 0.19 | 0.08 | 0.02 | +0.71% | +0.22% |
| MTS (MTRANS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MXP (MAXIPIZZA) | 7.77% | 7.83% | 0.40 | 0.15 | 0.10 | +1.95% | +0.94% |
| NFP (NFPL) | 13.55% | 13.33% | 1.06 | -0.02 | -0.05 | -0.67% | -0.28% |
| NST (NESTMEDIC) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| NVV (NOVAVIS) | 9.15% | 9.22% | 0.38 | 0.16 | 0.11 | +2.70% | +1.18% |
| NWA (NWAI) | 16.23% | 16.81% | -1.36 | 0.09 | 0.06 | -0.77% | +0.49% |
| OML (ONEMORE) | 19.39% | 19.45% | 0.26 | 0.08 | 0.06 | +4.58% | +1.31% |
| ONC (ONICO) | 8.86% | 8.46% | 1.17 | -0.06 | -0.10 | -0.76% | -0.41% |
| ORP (ORPHEE) | 6.90% | 6.78% | 0.66 | 0.07 | 0.01 | +0.13% | +0.36% |
| OUT (OUTDOORZY) | 9.54% | 9.37% | 0.81 | 0.08 | 0.04 | +0.43% | +0.68% |
| P24 (PRESENT24) | 11.28% | 11.32% | 0.39 | 0.04 | 0.01 | +0.20% | +0.24% |
| PAS (PASSUS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PBT (PBGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PEN (PHOTON) | 7.23% | 7.45% | 0.18 | 0.20 | 0.15 | +5.77% | +1.13% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| PIK | 16.93% | 17.22% | -0.47 | 0.18 | 0.16 | -5.74% | +2.48% |
| PLG (PLGROUP) | 23.61% | 23.77% | -0.24 | 0.08 | 0.07 | -6.50% | +1.45% |
| PLI (PLATIGE) | 8.14% | 7.75% | 1.10 | -0.12 | -0.16 | -1.19% | -0.86% |
| PLM (POLMAN) | 11.68% | 12.00% | -0.25 | 0.10 | 0.07 | -3.23% | +0.70% |
| PMT (PRIME) | 10.94% | 11.24% | -0.15 | -0.07 | -0.11 | +7.56% | -1.21% |
| PNT (POINTPACK) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PRL (PROLOG) | 3.94% | 4.18% | 0.30 | 0.23 | 0.14 | +1.82% | +0.68% |
| PRS (PRYMUS) | 3.54% | 4.39% | -0.16 | 0.03 | -0.08 | +1.78% | -0.34% |
| PTE (PARCELTEC) | 21.83% | 21.50% | 1.91 | -0.00 | -0.02 | -0.23% | +0.34% |
| PTW (PTWP) | 6.78% | 7.65% | -0.73 | 0.11 | 0.07 | -0.61% | +0.15% |
| PUR (PURE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PYL (PYLON) | 6.91% | 7.02% | 0.35 | 0.02 | -0.04 | -0.85% | -0.16% |
| QON (QUARTICON) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| QUB (QUBICGMS) | 9.49% | 9.44% | 0.57 | 0.11 | 0.06 | +1.07% | +0.84% |
| RBS (ROBINSON) | 6.48% | 6.40% | 0.59 | 0.05 | -0.01 | -0.11% | +0.17% |
| RSP (REMORSOL) | 19.46% | 19.62% | -0.12 | 0.06 | 0.04 | -6.68% | +0.72% |
| S4E | 8.63% | 8.87% | 0.09 | 0.01 | -0.03 | -3.10% | -0.24% |
| SBE (SOFTBLUE) | 9.28% | 9.38% | 0.32 | 0.01 | -0.03 | -0.91% | -0.16% |
| SCP (SCPFL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SCS (STEMCELLS) | 10.95% | 11.44% | -0.57 | 0.03 | -0.00 | +0.08% | -0.28% |
| SFD | 14.53% | 14.69% | 0.03 | 0.08 | 0.05 | +22.14% | +0.74% |
| SLK (SLASKIEKA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SMS (SMSKREDYT) | 8.32% | 8.65% | -0.05 | -0.02 | -0.07 | +11.57% | -0.58% |
| SSK (SURFLAND) | 15.70% | 15.37% | 1.50 | 0.14 | 0.11 | +1.15% | +2.34% |
| STO (STOPPOINT) | 15.78% | 15.69% | 0.79 | 0.11 | 0.09 | +1.74% | +1.69% |
| SUL (SUMMALING) | 11.87% | 11.90% | 0.43 | 0.16 | 0.12 | +3.42% | +1.64% |
| SUN (SUNTECH) | 11.61% | 12.08% | -0.59 | 0.05 | 0.01 | -0.28% | -0.08% |
| T2P (TERMO2PWR) | 18.04% | 17.79% | 1.36 | 0.05 | 0.03 | +0.41% | +1.12% |
| THD (THEDUST) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TLS (TELESTR) | 3.15% | 3.70% | 0.13 | 0.10 | -0.02 | -0.43% | -0.00% |
| TLV (TELIANI) | 7.69% | 7.81% | 0.32 | 0.10 | 0.05 | +1.08% | +0.48% |
| TMP (TELEMEDPL) | 10.80% | 11.34% | -0.65 | -0.02 | -0.06 | +0.95% | -0.89% |
| TYP (ARTP) | 14.84% | 14.88% | 0.37 | 0.13 | 0.11 | +4.28% | +1.75% |
| ULG (ULTGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| UTD (UNITED) | 7.57% | 8.02% | -0.19 | 0.01 | -0.05 | +1.86% | -0.42% |
| VAB (VABUN) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VAR (VARSAV) | 12.28% | 11.85% | 1.50 | 0.12 | 0.08 | +0.69% | +1.64% |
| VDS (VIDIS) | 7.92% | 8.22% | 0.02 | 0.15 | 0.10 | +45.73% | +0.82% |
| VOI (VOICETEL) | 8.85% | 8.90% | 0.42 | -0.04 | -0.09 | -1.91% | -0.63% |
| VRB (VERBICOM) | 6.29% | 6.53% | 0.20 | 0.12 | 0.06 | +1.78% | +0.45% |
| WOD (WODKAN) | 7.42% | 7.84% | -0.12 | 0.11 | 0.06 | -3.88% | +0.43% |
| WRL (WIERZYCL) | 8.31% | 8.55% | 0.10 | 0.13 | 0.09 | +7.39% | +0.77% |
| YAN (NEPTIS) | 2.85% | 3.63% | 0.00 | 0.26 | 0.18 | +133.31% | +0.53% |
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).
