- Komponenty indeksu WIG-nieruchomości •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu WIG-nieruchomości Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 1AT (ATAL) | 3.80% | 3.69% | 0.61 | 0.05 | 0.02 | +0.14% | +0.15% |
| AAT (ALTA) | 7.45% | 7.13% | 1.15 | 0.02 | 0.00 | +0.03% | +0.16% |
| ARH (ARCHICOM) | 3.32% | 3.64% | 0.18 | 0.08 | 0.05 | +0.96% | +0.19% |
| ATL (ATLASEST) | 11.24% | 11.29% | 0.31 | 0.09 | 0.08 | +2.94% | +0.96% |
| BBD (BBIDEV) | 5.20% | 5.29% | 0.37 | -0.07 | -0.09 | -1.31% | -0.44% |
| BIK | 4.87% | 5.26% | -0.06 | 0.04 | 0.02 | -1.68% | +0.09% |
| CPD (CELTIC) | 7.02% | 7.13% | 0.28 | 0.03 | 0.02 | +0.46% | +0.16% |
| CPG (CPGROUP) | 5.95% | 6.14% | 0.18 | 0.09 | 0.07 | +2.47% | +0.46% |
| DOM (DOMDEV) | 3.17% | 3.05% | 0.60 | 0.10 | 0.06 | +0.32% | +0.26% |
| DVL (DEVELIA) | 3.46% | 3.50% | 0.45 | 0.07 | 0.04 | +0.27% | +0.17% |
| ECH (ECHO) | 3.25% | 3.20% | 0.55 | 0.08 | 0.04 | +0.25% | +0.20% |
| EKP (ELKOP) | 6.21% | 6.50% | -0.02 | -0.06 | -0.08 | +20.45% | -0.50% |
| GTC | 3.35% | 2.99% | 0.82 | 0.07 | 0.03 | +0.11% | +0.18% |
| HMI (HMINWEST) | 2.33% | 2.99% | 0.00 | -0.12 | -0.20 | -3519.17% | -0.47% |
| I2D (I2DEV) | 6.61% | 7.02% | -0.29 | -0.07 | -0.09 | +2.05% | -0.63% |
| IIA (IIAAV) | 2.86% | 3.15% | 0.25 | 0.11 | 0.08 | +0.92% | +0.26% |
| INP (INPRO) | 6.08% | 6.31% | 0.10 | 0.06 | 0.04 | +2.60% | +0.26% |
| LKD (LOKUM) | 3.19% | 3.74% | -0.04 | 0.02 | -0.02 | +1.45% | -0.05% |
| MLG (MLPGROUP) | 3.89% | 4.10% | 0.26 | 0.03 | 0.00 | +0.07% | +0.05% |
| MVP (MARVIPOL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ORN (ORION) | 5.49% | 6.22% | -0.71 | 0.04 | 0.03 | -0.22% | +0.08% |
| PHN | 4.66% | 4.64% | 0.52 | 0.00 | -0.02 | -0.17% | -0.03% |
| PND (POLNORD) | 4.26% | 4.25% | 0.51 | -0.14 | -0.16 | -1.35% | -0.63% |
| RNK (RANKPROGR) | 6.70% | 6.45% | 0.95 | 0.01 | -0.00 | -0.03% | +0.08% |
| RON (RONSON) | 4.53% | 4.66% | 0.33 | -0.08 | -0.10 | -1.40% | -0.43% |
| TOW (TOWERINVT) | 7.85% | 7.69% | 0.83 | -0.09 | -0.10 | -0.96% | -0.70% |
| TRI (TRITON) | 5.12% | 5.43% | 0.03 | -0.08 | -0.11 | -21.01% | -0.55% |
| WIK (WIKANA) | 10.09% | 10.07% | 0.58 | 0.03 | 0.02 | +0.33% | +0.26% |
| WXF (WARIMPEX) | 4.64% | 5.13% | -0.18 | 0.09 | 0.07 | -1.77% | +0.31% |
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).
