Komponenty indeksu WIG-ESG Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 7.03% | 6.90% | 0.76 | 0.15 | 0.13 | +1.24% | +1.00% |
| ACP (ASSECOPOL) | 3.32% | 3.20% | 0.62 | 0.20 | 0.17 | +0.90% | +0.60% |
| ALR (ALIOR) | 4.39% | 3.83% | 1.16 | -0.23 | -0.22 | -0.83% | -0.87% |
| AMC (AMICA) | 4.07% | 3.89% | 0.71 | 0.09 | 0.07 | +0.40% | +0.34% |
| ATT (GRUPAAZOTY) | 6.79% | 5.87% | 2.20 | -0.08 | -0.08 | -0.26% | -0.39% |
| BDX (BUDIMEX) | 5.43% | 5.23% | 0.80 | 0.05 | 0.03 | +0.23% | +0.25% |
| BFT (BENEFIT) | 5.43% | 5.12% | 0.97 | 0.01 | -0.01 | -0.04% | +0.04% |
| BHW (HANDLOWY) | 2.84% | 2.54% | 0.73 | -0.04 | -0.07 | -0.26% | -0.13% |
| BRS (BORYSZEW) | 3.82% | 3.69% | 0.64 | -0.16 | -0.18 | -1.06% | -0.63% |
| CAR (INTERCARS) | 4.18% | 3.59% | 1.15 | -0.00 | -0.02 | -0.08% | -0.00% |
| CCC | 5.71% | 5.17% | 1.35 | -0.14 | -0.14 | -0.59% | -0.69% |
| CDR (CDPROJEKT) | 5.29% | 4.75% | 1.29 | 0.26 | 0.22 | +0.88% | +1.25% |
| CIE (CIECH) | 4.06% | 3.60% | 1.02 | -0.04 | -0.06 | -0.23% | -0.15% |
| CIG (CIGAMES) | 8.41% | 8.57% | 0.09 | 0.02 | 0.01 | +1.10% | +0.11% |
| CMR (COMARCH) | 4.07% | 4.32% | 0.18 | 0.08 | 0.06 | +1.42% | +0.27% |
| CPS (CYFRPLSAT) | 2.88% | 2.73% | 0.62 | 0.11 | 0.08 | +0.37% | +0.28% |
| DNP (DINOPL) | 4.61% | 4.74% | 0.31 | 0.18 | 0.17 | +2.46% | +0.78% |
| DVL (DEVELIA) | 3.22% | 3.36% | 0.36 | 0.07 | 0.05 | +0.47% | +0.19% |
| EAT (AMREST) | 4.12% | 4.08% | 0.55 | 0.06 | 0.04 | +0.30% | +0.21% |
| ECH (ECHO) | 2.99% | 3.02% | 0.48 | 0.14 | 0.12 | +0.75% | +0.40% |
| ENA (ENEA) | 4.71% | 4.41% | 0.89 | -0.05 | -0.06 | -0.33% | -0.22% |
| ENG (ENERGA) | 4.40% | 4.01% | 0.98 | -0.09 | -0.10 | -0.44% | -0.35% |
| EUR (EUROCASH) | 4.95% | 4.86% | 0.62 | -0.00 | -0.02 | -0.13% | -0.03% |
| FMF (FAMUR) | 4.15% | 3.79% | 0.91 | -0.07 | -0.08 | -0.38% | -0.27% |
| FTE (FORTE) | 6.76% | 6.76% | 0.50 | -0.00 | -0.01 | -0.18% | -0.05% |
| GPW | 3.18% | 3.22% | 0.46 | 0.06 | 0.03 | +0.23% | +0.14% |
| GTC | 3.16% | 3.02% | 0.62 | 0.06 | 0.03 | +0.15% | +0.14% |
| GTN (GETIN) | 16.57% | 16.57% | 0.52 | -0.01 | -0.01 | -0.33% | -0.13% |
| ING (INGBSK) | 2.58% | 2.54% | 0.53 | 0.04 | 0.01 | +0.05% | +0.07% |
| JSW | 5.81% | 5.22% | 1.43 | -0.25 | -0.24 | -0.97% | -1.28% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| KER (KERNEL) | 3.10% | 3.22% | 0.38 | 0.04 | 0.02 | +0.16% | +0.09% |
| KGH (KGHM) | 4.25% | 3.30% | 1.54 | 0.02 | -0.00 | -0.01% | +0.11% |
| KRU (KRUK) | 5.60% | 5.30% | 0.97 | 0.01 | -0.00 | -0.01% | +0.06% |
| KTY (KETY) | 3.91% | 4.00% | 0.39 | 0.07 | 0.06 | +0.57% | +0.25% |
| LPP | 3.34% | 2.78% | 0.99 | 0.01 | -0.02 | -0.06% | +0.02% |
| LTS (LOTOS) | 4.21% | 3.53% | 1.26 | 0.13 | 0.09 | +0.31% | +0.49% |
| LVC (LIVECHAT) | 5.70% | 5.49% | 0.85 | 0.09 | 0.07 | +0.46% | +0.46% |
| LWB (BOGDANKA) | 5.07% | 4.60% | 1.16 | -0.12 | -0.12 | -0.54% | -0.54% |
| MAB (MABION) | 7.08% | 6.88% | 0.89 | -0.06 | -0.07 | -0.57% | -0.44% |
| MBK (MBANK) | 3.92% | 3.08% | 1.35 | -0.02 | -0.04 | -0.10% | -0.03% |
| MIL (MILLENNIUM) | 3.62% | 2.95% | 1.14 | -0.08 | -0.09 | -0.29% | -0.24% |
| OPL (ORANGEPL) | 4.57% | 4.25% | 0.90 | 0.07 | 0.05 | +0.26% | +0.31% |
| ORB (ORBIS) | 4.12% | 3.84% | 0.82 | 0.09 | 0.06 | +0.32% | +0.32% |
| PEO (PEKAO) | 2.95% | 2.23% | 1.03 | 0.00 | -0.03 | -0.08% | +0.00% |
| PGE | 4.66% | 4.26% | 1.02 | -0.08 | -0.09 | -0.43% | -0.36% |
| PGN (PGNIG) | 3.74% | 3.11% | 1.13 | -0.12 | -0.12 | -0.39% | -0.35% |
| PKN (PKNORLEN) | 4.33% | 3.62% | 1.31 | -0.00 | -0.02 | -0.06% | +0.02% |
| PKO (PKOBP) | 3.02% | 2.14% | 1.16 | -0.01 | -0.03 | -0.09% | -0.01% |
| PKP (PKPCARGO) | 4.89% | 4.29% | 1.29 | -0.22 | -0.21 | -0.78% | -0.90% |
| PLW (PLAYWAY) | 7.93% | 7.44% | 1.58 | 0.23 | 0.20 | +1.02% | +1.74% |
| PLY (PLAY) | 5.32% | 5.07% | 0.88 | 0.08 | 0.06 | +0.38% | +0.40% |
| PXM (POLIMEXMS) | 6.05% | 5.63% | 1.20 | -0.09 | -0.10 | -0.51% | -0.52% |
| PZU | 2.63% | 1.86% | 1.00 | 0.06 | 0.02 | +0.04% | +0.12% |
| SPL (SANPL) | 3.62% | 2.70% | 1.35 | -0.02 | -0.03 | -0.09% | -0.02% |
| STP (STALPROD) | 5.03% | 4.88% | 0.71 | -0.14 | -0.15 | -1.07% | -0.71% |
| TPE (TAURONPE) | 4.94% | 4.65% | 0.91 | -0.10 | -0.11 | -0.59% | -0.46% |
| TRK (TRAKCJA) | 9.51% | 9.10% | 1.58 | -0.09 | -0.09 | -0.54% | -0.73% |
| VRG | 2.73% | 3.13% | 0.16 | -0.04 | -0.07 | -1.28% | -0.19% |
| WPL (WIRTUALNA) | 3.27% | 3.18% | 0.58 | 0.20 | 0.17 | +0.98% | +0.61% |
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).
