- Komponenty indeksu WIG-ESG •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu WIG-ESG Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 7.02% | 6.83% | 0.86 | 0.14 | 0.12 | +1.02% | +0.97% |
| ACP (ASSECOPOL) | 3.41% | 3.27% | 0.62 | 0.11 | 0.07 | +0.38% | +0.31% |
| ALR (ALIOR) | 4.39% | 3.86% | 1.11 | -0.19 | -0.20 | -0.77% | -0.73% |
| AMC (AMICA) | 4.12% | 3.91% | 0.73 | 0.01 | -0.01 | -0.08% | +0.03% |
| ATT (GRUPAAZOTY) | 6.55% | 5.65% | 2.01 | -0.06 | -0.07 | -0.24% | -0.25% |
| BDX (BUDIMEX) | 5.33% | 5.13% | 0.78 | 0.01 | -0.02 | -0.11% | +0.01% |
| BFT (BENEFIT) | 5.35% | 5.02% | 0.97 | -0.02 | -0.04 | -0.25% | -0.13% |
| BHW (HANDLOWY) | 3.06% | 2.69% | 0.79 | -0.04 | -0.07 | -0.26% | -0.12% |
| BRS (BORYSZEW) | 3.85% | 3.78% | 0.57 | -0.17 | -0.20 | -1.32% | -0.69% |
| CAR (INTERCARS) | 3.97% | 3.40% | 1.08 | -0.06 | -0.08 | -0.29% | -0.19% |
| CCC | 5.56% | 4.92% | 1.43 | -0.12 | -0.12 | -0.49% | -0.53% |
| CDR (CDPROJEKT) | 5.67% | 5.06% | 1.41 | 0.19 | 0.15 | +0.61% | +1.02% |
| CIE (CIECH) | 4.10% | 3.59% | 1.04 | -0.08 | -0.10 | -0.39% | -0.29% |
| CIG (CIGAMES) | 8.24% | 8.35% | 0.26 | 0.04 | 0.03 | +0.96% | +0.28% |
| CMR (COMARCH) | 3.99% | 4.10% | 0.38 | 0.06 | 0.03 | +0.31% | +0.16% |
| CPS (CYFRPLSAT) | 2.92% | 2.78% | 0.61 | 0.10 | 0.05 | +0.26% | +0.23% |
| DNP (DINOPL) | 4.97% | 4.93% | 0.54 | 0.20 | 0.17 | +1.57% | +0.91% |
| DVL (DEVELIA) | 3.43% | 3.46% | 0.47 | 0.08 | 0.05 | +0.34% | +0.21% |
| EAT (AMREST) | 4.13% | 3.99% | 0.65 | 0.11 | 0.08 | +0.49% | +0.39% |
| ECH (ECHO) | 3.13% | 3.12% | 0.50 | 0.14 | 0.11 | +0.67% | +0.39% |
| ENA (ENEA) | 4.76% | 4.40% | 0.96 | -0.06 | -0.08 | -0.38% | -0.26% |
| ENG (ENERGA) | 4.33% | 3.94% | 0.95 | -0.13 | -0.14 | -0.64% | -0.50% |
| EUR (EUROCASH) | 5.20% | 5.15% | 0.57 | -0.03 | -0.05 | -0.48% | -0.21% |
| FMF (FAMUR) | 3.83% | 3.70% | 0.63 | -0.02 | -0.04 | -0.27% | -0.10% |
| FTE (FORTE) | 6.72% | 6.81% | 0.33 | -0.08 | -0.10 | -2.02% | -0.63% |
| GPW | 3.21% | 3.15% | 0.55 | 0.04 | 0.00 | +0.02% | +0.07% |
| GTC | 3.28% | 2.95% | 0.78 | 0.09 | 0.05 | +0.19% | +0.24% |
| GTN (GETIN) | 16.39% | 16.41% | 0.44 | -0.01 | -0.02 | -0.75% | -0.28% |
| ING (INGBSK) | 2.70% | 2.54% | 0.61 | 0.05 | 0.00 | +0.00% | +0.07% |
| JSW | 5.58% | 5.09% | 1.22 | -0.25 | -0.25 | -1.12% | -1.23% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| KER (KERNEL) | 3.43% | 3.47% | 0.46 | 0.01 | -0.02 | -0.15% | -0.02% |
| KGH (KGHM) | 4.03% | 3.08% | 1.43 | -0.07 | -0.08 | -0.22% | -0.15% |
| KRU (KRUK) | 5.98% | 5.61% | 1.09 | -0.07 | -0.08 | -0.44% | -0.36% |
| KTY (KETY) | 3.79% | 3.82% | 0.47 | 0.01 | -0.02 | -0.12% | -0.00% |
| LPP | 3.69% | 3.03% | 1.11 | 0.04 | 0.01 | +0.02% | +0.15% |
| LTS (LOTOS) | 4.43% | 3.76% | 1.25 | 0.16 | 0.11 | +0.38% | +0.61% |
| LVC (LIVECHAT) | 6.19% | 5.83% | 1.09 | 0.04 | 0.02 | +0.10% | +0.24% |
| LWB (BOGDANKA) | 4.79% | 4.38% | 1.01 | -0.10 | -0.11 | -0.54% | -0.43% |
| MAB (MABION) | 5.12% | 4.77% | 0.97 | 0.01 | -0.02 | -0.08% | +0.03% |
| MBK (MBANK) | 3.93% | 3.06% | 1.34 | 0.01 | -0.02 | -0.07% | +0.05% |
| MIL (MILLENNIUM) | 3.69% | 2.93% | 1.20 | -0.03 | -0.05 | -0.16% | -0.06% |
| OPL (ORANGEPL) | 4.45% | 4.01% | 1.01 | 0.07 | 0.04 | +0.17% | +0.29% |
| ORB (ORBIS) | 4.18% | 3.80% | 0.92 | 0.12 | 0.08 | +0.36% | +0.43% |
| PEO (PEKAO) | 2.92% | 2.14% | 1.04 | 0.07 | 0.01 | +0.04% | +0.15% |
| PGE | 4.48% | 4.04% | 1.01 | -0.06 | -0.08 | -0.37% | -0.26% |
| PGN (PGNIG) | 3.60% | 3.00% | 1.04 | -0.05 | -0.07 | -0.25% | -0.14% |
| PKN (PKNORLEN) | 4.28% | 3.57% | 1.28 | 0.01 | -0.02 | -0.05% | +0.08% |
| PKO (PKOBP) | 2.96% | 2.14% | 1.07 | 0.08 | 0.02 | +0.06% | +0.18% |
| PKP (PKPCARGO) | 4.75% | 4.26% | 1.10 | -0.12 | -0.13 | -0.56% | -0.50% |
| PLW (PLAYWAY) | 7.77% | 7.22% | 1.64 | 0.20 | 0.17 | +0.80% | +1.49% |
| PLY (PLAY) | 5.35% | 5.05% | 0.92 | 0.03 | 0.01 | +0.06% | +0.16% |
| PXM (POLIMEXMS) | 6.18% | 5.83% | 1.08 | -0.10 | -0.11 | -0.63% | -0.56% |
| PZU | 2.77% | 2.04% | 0.98 | 0.02 | -0.03 | -0.08% | +0.03% |
| SPL (SANPL) | 3.55% | 2.53% | 1.36 | 0.03 | -0.01 | -0.02% | +0.12% |
| STP (STALPROD) | 4.53% | 4.33% | 0.73 | -0.14 | -0.16 | -0.96% | -0.62% |
| TPE (TAURONPE) | 4.86% | 4.50% | 0.96 | -0.11 | -0.12 | -0.62% | -0.48% |
| TRK (TRAKCJA) | 9.62% | 9.18% | 1.65 | -0.09 | -0.10 | -0.57% | -0.75% |
| VRG | 3.09% | 3.42% | 0.20 | 0.08 | 0.05 | +0.81% | +0.19% |
| WPL (WIRTUALNA) | 3.28% | 3.21% | 0.56 | 0.18 | 0.14 | +0.80% | +0.52% |
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).
