Komponenty indeksu NCIndex Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 01C (01CYBATON) | 17.53% | 17.43% | 0.69 | 0.17 | 0.18 | +4.48% | +2.98% |
| 2IT (2INTELLECT) | 20.33% | 21.08% | -1.33 | 0.15 | 0.17 | -2.54% | +3.62% |
| 4MS (4MASS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| AAS (AALLIANCE) | 8.15% | 8.38% | 0.27 | -0.07 | -0.05 | -1.54% | -0.47% |
| ACK (ACKERMAN) | 13.58% | 14.22% | -0.54 | 0.09 | 0.11 | -2.66% | +1.54% |
| ADX (ADATEX) | 8.98% | 9.42% | 0.02 | 0.02 | 0.04 | +18.43% | +0.37% |
| AGL (AGROLIGA) | 6.28% | 6.75% | 0.14 | 0.02 | 0.05 | +2.30% | +0.29% |
| AIN (ABSINVEST) | 8.89% | 9.15% | 0.22 | -0.06 | -0.04 | -1.46% | -0.36% |
| AIT (AITON) | 7.39% | 7.72% | 0.20 | -0.13 | -0.11 | -4.19% | -0.88% |
| ALU (ALUMAST) | 8.61% | 9.23% | -0.14 | 0.04 | 0.06 | -3.64% | +0.55% |
| AOL (ANALIZY) | 12.33% | 12.76% | -0.14 | 0.02 | 0.03 | -2.91% | +0.42% |
| APS | 10.55% | 11.02% | -0.09 | 0.03 | 0.05 | -5.83% | +0.54% |
| AQA (AQUAPOZ) | 21.58% | 21.54% | 0.59 | 0.07 | 0.08 | +2.88% | +1.59% |
| AQT (AQUATECH) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| AQU (AQUABB) | 2.26% | 3.63% | 0.02 | -0.02 | 0.05 | +4.89% | +0.10% |
| ARG (ARTGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ASR (ASTRO) | 19.59% | 19.74% | 0.14 | 0.05 | 0.06 | +8.34% | +1.11% |
| ATA (ATCCARGO) | 11.76% | 12.04% | 0.12 | 0.11 | 0.13 | +12.75% | +1.45% |
| AUX (AUXILIA) | 16.72% | 16.36% | 1.19 | -0.01 | 0.01 | +0.08% | -0.14% |
| AZC (AZTEC) | 5.03% | 5.72% | 0.06 | 0.02 | 0.06 | +4.90% | +0.30% |
| B24 (BRAND24) | 5.76% | 6.12% | 0.24 | -0.14 | -0.11 | -2.66% | -0.69% |
| BBA (BBINWEST) | 11.49% | 11.79% | 0.09 | 0.01 | 0.02 | +3.23% | +0.26% |
| BDG (BROADGATE) | 13.16% | 13.64% | -0.24 | -0.01 | 0.00 | -0.20% | +0.09% |
| BEP (BIOMASS) | 16.14% | 16.07% | 0.63 | 0.17 | 0.18 | +4.63% | +2.80% |
| BHX (BINARY) | 15.77% | 16.10% | -0.11 | 0.10 | 0.11 | -16.57% | +1.83% |
| BIP (BIOPLANET) | 9.34% | 9.31% | 0.52 | 0.07 | 0.09 | +1.65% | +0.76% |
| BLO (BLOOBER) | 9.39% | 8.86% | 1.06 | 0.11 | 0.12 | +1.08% | +0.94% |
| BMX (BIOMAXIMA) | 4.12% | 4.92% | 0.07 | -0.04 | -0.01 | -0.36% | -0.04% |
| BPN (BLACKPOIN) | 13.97% | 14.25% | 0.04 | 0.19 | 0.21 | +69.81% | +2.91% |
| BRU (BORUTA) | 6.02% | 6.41% | 0.21 | -0.02 | 0.01 | +0.39% | +0.04% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| BTC (BLKCHNLAB) | 20.87% | 21.00% | 0.18 | 0.14 | 0.15 | +17.28% | +3.12% |
| BTK (BIZTECH) | 8.78% | 8.79% | 0.49 | 0.03 | 0.05 | +0.87% | +0.33% |
| BTX (BETOMAX) | 4.80% | 5.41% | 0.14 | 0.12 | 0.18 | +6.29% | +0.83% |
| CBD (CANNABIS) | 31.71% | 31.84% | 0.01 | 0.11 | 0.12 | +263.66% | +3.69% |
| CCS | 10.40% | 10.64% | 0.20 | -0.02 | 0.00 | +0.03% | -0.03% |
| CFG | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CFS (CFSA) | 10.63% | 10.74% | 0.36 | -0.04 | -0.02 | -0.60% | -0.28% |
| CHP (CHERRY) | 10.90% | 10.48% | 1.02 | -0.10 | -0.08 | -0.88% | -1.09% |
| CLC (COLUMBUS) | 11.12% | 10.96% | 0.70 | 0.25 | 0.26 | +4.19% | +2.80% |
| CLD (CLOUD) | 9.63% | 9.27% | 0.89 | -0.15 | -0.12 | -1.30% | -1.33% |
| CMI | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRB (CARBONSTU) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRJ (CREEPYJAR) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| CRS (COPERNIC) | 11.37% | 11.62% | 0.16 | -0.07 | -0.05 | -3.84% | -0.63% |
| CSR (CASPAR) | 6.62% | 7.37% | -0.12 | -0.04 | -0.02 | +1.03% | -0.10% |
| CTF (CENTURION) | 21.95% | 21.89% | 0.65 | 0.07 | 0.08 | +2.53% | +1.53% |
| CWA | 18.22% | 18.67% | -0.49 | 0.02 | 0.03 | -1.14% | +0.65% |
| DBE (DBENERGY) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| DDI (DDISTANCE) | 8.13% | 8.00% | 0.61 | 0.06 | 0.09 | +1.15% | +0.59% |
| DIN (DAMFINW) | 20.20% | 20.54% | -0.31 | 0.01 | 0.02 | -1.15% | +0.41% |
| DKR (DEKTRA) | 5.90% | 6.31% | 0.20 | -0.09 | -0.06 | -1.79% | -0.40% |
| DNS (DANKS) | 5.02% | 5.48% | 0.22 | -0.08 | -0.05 | -1.11% | -0.28% |
| DOK (DOOK) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| DRG (DRAGEUS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| EBX (EKOBOX) | 12.41% | 13.44% | -1.06 | 0.00 | 0.02 | -0.18% | +0.39% |
| EC2 | 14.54% | 14.64% | 0.32 | 0.15 | 0.16 | +7.43% | +2.33% |
| ECA (UHYECA) | 6.87% | 7.60% | -0.12 | -0.00 | 0.03 | -1.58% | +0.21% |
| ECC (ECCGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ECK (EUROSNACK) | 12.01% | 12.41% | -0.07 | 0.03 | 0.04 | -8.06% | +0.54% |
| EFE (EFENERGII) | 22.46% | 22.36% | 0.75 | 0.08 | 0.08 | +2.48% | +1.73% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| EGH (EKOPOL) | 6.57% | 7.12% | 0.05 | 0.01 | 0.04 | +5.10% | +0.25% |
| EKS (EKIOSK) | 13.63% | 13.95% | -0.02 | 0.05 | 0.06 | -43.51% | +0.86% |
| EMU (EMUZYKA) | 6.78% | 7.61% | -0.20 | 0.03 | 0.07 | -2.28% | +0.48% |
| EON (EONET) | 7.42% | 8.43% | -0.44 | 0.02 | 0.05 | -0.82% | +0.45% |
| EXA (EXAMOBILE) | 12.06% | 11.96% | 0.63 | 0.08 | 0.10 | +1.84% | +1.04% |
| F51 (FARM51) | 12.89% | 12.43% | 1.19 | 0.13 | 0.14 | +1.47% | +1.52% |
| FHD (FHDOM) | 9.78% | 10.37% | -0.19 | 0.07 | 0.09 | -4.75% | +0.96% |
| FLG (FALCON) | 33.37% | 33.09% | 1.58 | 0.12 | 0.12 | +2.62% | +3.83% |
| FOR (FOREVEREN) | 7.62% | 7.42% | 0.67 | 0.23 | 0.25 | +2.85% | +1.78% |
| GAL (GALVO) | 11.48% | 11.31% | 0.72 | 0.08 | 0.10 | +1.55% | +0.98% |
| GEN (GENOMED) | 4.40% | 5.40% | -0.08 | 0.07 | 0.13 | -7.02% | +0.57% |
| GME (GRMEDIA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| GNG (GENRG) | 10.57% | 10.63% | 0.42 | 0.22 | 0.24 | +6.09% | +2.48% |
| GRC (GRUPAREC) | 5.85% | 5.96% | 0.42 | -0.03 | -0.00 | -0.02% | -0.09% |
| GTS (GEOTRANS) | 11.05% | 10.86% | 0.75 | 0.22 | 0.23 | +3.43% | +2.42% |
| HMP (HEMP) | 18.42% | 18.82% | -0.37 | 0.09 | 0.11 | -5.36% | +2.05% |
| HOR (HORTICO) | 9.49% | 9.68% | 0.28 | 0.01 | 0.03 | +1.15% | +0.27% |
| HRL (HORNIGOLD) | 10.72% | 11.14% | -0.04 | 0.10 | 0.12 | -29.86% | +1.29% |
| HRT (HURTIMEX) | 11.40% | 11.60% | 0.23 | -0.07 | -0.05 | -2.54% | -0.63% |
| ICE (MEDINICE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| IFM | 32.45% | 32.18% | 1.50 | 0.14 | 0.14 | +3.08% | +4.33% |
| IGN (INNOGENE) | 9.88% | 9.99% | 0.36 | 0.02 | 0.04 | +1.15% | +0.34% |
| INM (INVENTION) | 9.77% | 9.99% | 0.24 | -0.01 | 0.01 | +0.22% | +0.01% |
| INT (INTERNITY) | 6.68% | 6.94% | 0.29 | 0.12 | 0.16 | +3.53% | +0.98% |
| ISG (ISIAG) | 16.46% | 16.85% | -0.27 | 0.11 | 0.12 | -7.40% | +2.04% |
| IST (INFOSCAN) | 14.35% | 14.13% | 0.88 | -0.08 | -0.07 | -1.11% | -1.14% |
| ITL (INTELIWIS) | 5.75% | 6.53% | -0.06 | -0.06 | -0.04 | +3.60% | -0.22% |
| JJB (JUJUBEE) | 14.27% | 14.12% | 0.75 | 0.02 | 0.03 | +0.63% | +0.33% |
| JRH (JRHOLDING) | 17.82% | 17.47% | 1.21 | 0.22 | 0.23 | +3.35% | +3.84% |
| KBJ | 10.63% | 10.77% | 0.32 | -0.03 | -0.01 | -0.40% | -0.19% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| KBT (KLABATER) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| KLN (KLON) | 6.91% | 7.44% | 0.05 | -0.03 | -0.00 | -0.09% | -0.01% |
| KME | 6.20% | 6.83% | 0.02 | -0.22 | -0.21 | -79.32% | -1.31% |
| KOR (KORBANK) | 8.14% | 8.56% | 0.09 | 0.12 | 0.15 | +13.63% | +1.18% |
| KPI (KANCELWEC) | 8.24% | 8.66% | 0.08 | 0.03 | 0.06 | +6.18% | +0.46% |
| LUG | 6.28% | 7.04% | -0.10 | -0.16 | -0.15 | +9.87% | -0.92% |
| MBF (MBFGROUP) | 14.42% | 14.49% | 0.38 | 0.03 | 0.04 | +1.69% | +0.57% |
| MDA (MEDAPP) | 9.20% | 9.60% | 0.06 | -0.04 | -0.02 | -2.61% | -0.17% |
| MER (MERA) | 6.06% | 6.57% | 0.12 | -0.10 | -0.07 | -3.60% | -0.46% |
| MLB (MAKOLAB) | 5.96% | 6.27% | 0.27 | 0.10 | 0.13 | +2.95% | +0.74% |
| MLP (MILKPOL) | 10.72% | 10.98% | 0.17 | -0.03 | -0.01 | -0.61% | -0.14% |
| MLT (MOONLIT) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MMA (MALKOWSKI) | 13.27% | 13.10% | 0.76 | 0.07 | 0.08 | +1.41% | +0.92% |
| MMS (MOBIMEDIA) | 18.81% | 19.10% | -0.15 | 0.13 | 0.14 | -18.21% | +2.67% |
| MNS (MENNICASK) | 12.65% | 12.85% | 0.20 | 0.15 | 0.16 | +10.25% | +2.04% |
| MOV (MOVIEGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MRH (HAMBURGER) | 5.72% | 6.31% | 0.08 | -0.05 | -0.02 | -1.76% | -0.15% |
| MXP (MAXIPIZZA) | 7.51% | 7.94% | 0.12 | 0.02 | 0.05 | +3.15% | +0.34% |
| NGG (NGGAMES) | 14.23% | 13.86% | 1.11 | 0.06 | 0.07 | +0.88% | +0.76% |
| NST (NESTMEDIC) | 11.97% | 11.37% | 1.32 | -0.07 | -0.05 | -0.43% | -0.82% |
| NTS (NOTORIA) | 6.67% | 7.03% | 0.21 | 0.01 | 0.04 | +1.30% | +0.23% |
| NVV (NOVAVIS) | 11.40% | 11.50% | 0.37 | 0.26 | 0.28 | +8.74% | +3.15% |
| NWA (NWAI) | 12.70% | 12.94% | 0.13 | 0.04 | 0.06 | +5.71% | +0.72% |
| OML (ONEMORE) | 19.68% | 19.70% | 0.44 | 0.12 | 0.13 | +5.66% | +2.41% |
| P24 (PRESENT24) | 9.42% | 9.57% | 0.33 | -0.02 | 0.00 | +0.07% | -0.04% |
| PAS (PASSUS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PBT (PBGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PEN (PHOTON) | 8.78% | 9.09% | 0.17 | 0.17 | 0.20 | +10.13% | +1.72% |
| PLG (PLGROUP) | 20.43% | 20.77% | -0.33 | 0.05 | 0.06 | -4.01% | +1.39% |
| PLI (PLATIGE) | 10.18% | 9.84% | 0.90 | -0.02 | -0.00 | -0.04% | -0.20% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| PLM (POLMAN) | 8.99% | 9.85% | -0.45 | 0.03 | 0.05 | -0.97% | +0.53% |
| PMF (PREMIUMF) | 18.93% | 18.50% | 1.43 | 0.14 | 0.15 | +1.94% | +2.50% |
| PMT (PRIME) | 13.87% | 14.22% | -0.08 | 0.01 | 0.03 | -4.85% | +0.40% |
| PNT (POINTPACK) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PNW (PLANTWEAR) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PRL (PROLOG) | 5.13% | 5.89% | 0.01 | 0.12 | 0.18 | +84.30% | +0.92% |
| PRN (PARTNER) | 14.92% | 15.73% | -0.94 | 0.05 | 0.07 | -1.10% | +1.21% |
| PRS (PRYMUS) | 3.39% | 4.08% | 0.20 | -0.10 | -0.07 | -1.17% | -0.27% |
| PTW (PTWP) | 7.35% | 8.14% | -0.22 | 0.01 | 0.04 | -1.28% | +0.32% |
| PUR (PURE) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PYL (PYLON) | 8.06% | 8.13% | 0.43 | 0.01 | 0.03 | +0.55% | +0.15% |
| QON (QUARTICON) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| QUB (QUBICGMS) | 8.98% | 9.03% | 0.44 | 0.15 | 0.17 | +3.48% | +1.46% |
| RBS (ROBINSON) | 7.53% | 8.38% | -0.30 | -0.01 | 0.01 | -0.32% | +0.15% |
| RDS (REDDEV) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| RSP (REMORSOL) | 20.83% | 20.58% | 1.08 | 0.14 | 0.15 | +2.87% | +2.90% |
| S4E | 9.42% | 10.18% | -0.38 | -0.07 | -0.05 | +1.29% | -0.42% |
| SBE (SOFTBLUE) | 11.90% | 11.98% | 0.37 | 0.05 | 0.06 | +2.03% | +0.69% |
| SCP (SCPFL) | 10.59% | 10.01% | 1.19 | 0.28 | 0.28 | +2.48% | +2.72% |
| SCS (STEMCELLS) | 19.47% | 19.69% | -0.01 | 0.11 | 0.12 | -157.47% | +2.31% |
| SFD | 15.81% | 15.72% | 0.67 | 0.06 | 0.07 | +1.66% | +0.99% |
| SFN (SFERANET) | 10.32% | 10.71% | 0.02 | -0.01 | 0.01 | +2.87% | +0.06% |
| SLK (SLASKIEKA) | 11.46% | 11.13% | 0.93 | 0.02 | 0.04 | +0.50% | +0.29% |
| SOK (SONKA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| STD (STANDREW) | 12.01% | 12.31% | 0.06 | 0.08 | 0.10 | +20.02% | +1.22% |
| STO (STOPPOINT) | 18.79% | 18.40% | 1.34 | 0.07 | 0.08 | +1.10% | +1.23% |
| SUL (SUMMALING) | 10.37% | 10.82% | -0.07 | 0.09 | 0.11 | -17.35% | +1.15% |
| SUN (SUNTECH) | 13.70% | 14.02% | -0.02 | 0.12 | 0.14 | -78.64% | +1.86% |
| T2P (TERMO2PWR) | 17.11% | 17.02% | 0.67 | -0.00 | 0.01 | +0.27% | +0.06% |
| THD (THEDUST) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TIG (TECHINVGR) | 23.59% | 24.12% | -0.99 | 0.09 | 0.10 | -2.28% | +2.43% |
| TLS (TELESTR) | 3.51% | 4.13% | 0.22 | -0.06 | -0.02 | -0.33% | -0.11% |
| TLV (TELIANI) | 8.75% | 9.47% | -0.27 | 0.01 | 0.04 | -1.19% | +0.38% |
| TYP (ARTP) | 17.43% | 17.15% | 1.07 | 0.12 | 0.13 | +2.15% | +2.10% |
| UTD (UNITED) | 8.83% | 9.02% | 0.30 | -0.09 | -0.07 | -2.12% | -0.69% |
| VAR (VARSAV) | 11.92% | 11.74% | 0.76 | 0.12 | 0.14 | +2.13% | +1.47% |
| VRB (VERBICOM) | 9.37% | 9.80% | 0.02 | 0.07 | 0.10 | +44.34% | +0.89% |
| WOD (WODKAN) | 7.91% | 8.90% | -0.47 | 0.05 | 0.08 | -1.39% | +0.75% |
| WRL (WIERZYCL) | 8.03% | 8.56% | -0.01 | 0.03 | 0.06 | -35.13% | +0.46% |
| YAN (NEPTIS) | 2.88% | 4.10% | -0.00 | 0.05 | 0.14 | -216.70% | +0.40% |
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).
