- 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) | 3.71% | 3.52% | 0.68 | 0.04 | 0.01 | +0.05% | +0.11% |
| AAT (ALTA) | 7.42% | 7.09% | 1.15 | -0.01 | -0.03 | -0.17% | -0.07% |
| ARH (ARCHICOM) | 3.32% | 3.68% | 0.14 | 0.10 | 0.08 | +1.76% | +0.27% |
| ATL (ATLASEST) | 11.21% | 11.20% | 0.51 | 0.10 | 0.09 | +1.86% | +1.01% |
| BBD (BBIDEV) | 5.30% | 5.42% | 0.31 | -0.02 | -0.04 | -0.71% | -0.19% |
| BIK | 4.83% | 5.28% | -0.14 | 0.05 | 0.03 | -0.99% | +0.12% |
| CPD (CELTIC) | 6.88% | 7.05% | 0.16 | 0.04 | 0.02 | +0.85% | +0.15% |
| CPG (CPGROUP) | 5.53% | 5.73% | 0.19 | 0.05 | 0.03 | +0.82% | +0.17% |
| DOM (DOMDEV) | 3.11% | 2.99% | 0.60 | 0.11 | 0.07 | +0.37% | +0.29% |
| DVL (DEVELIA) | 3.43% | 3.46% | 0.47 | 0.08 | 0.05 | +0.34% | +0.21% |
| ECH (ECHO) | 3.13% | 3.12% | 0.50 | 0.14 | 0.11 | +0.67% | +0.39% |
| EDI (EDINVEST) | 3.72% | 3.98% | 0.22 | 0.10 | 0.07 | +1.25% | +0.30% |
| GTC | 3.28% | 2.95% | 0.78 | 0.09 | 0.05 | +0.19% | +0.24% |
| HMI (HMINWEST) | 2.36% | 2.92% | 0.09 | -0.12 | -0.20 | -5.38% | -0.46% |
| I2D (I2DEV) | 7.81% | 8.18% | -0.32 | -0.01 | -0.02 | +0.58% | -0.22% |
| IIA (IIAAV) | 2.76% | 3.09% | 0.23 | 0.10 | 0.07 | +0.90% | +0.23% |
| INP (INPRO) | 6.00% | 6.26% | 0.04 | 0.08 | 0.07 | +10.00% | +0.41% |
| LKD (LOKUM) | 3.23% | 3.75% | -0.01 | 0.04 | 0.01 | -4.91% | +0.04% |
| MLG (MLPGROUP) | 3.73% | 3.93% | 0.28 | 0.05 | 0.02 | +0.24% | +0.10% |
| MVP (MARVIPOL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ORN (ORION) | 5.55% | 6.27% | -0.68 | 0.08 | 0.07 | -0.56% | +0.30% |
| PHN | 4.77% | 4.69% | 0.60 | 0.01 | -0.01 | -0.09% | +0.02% |
| PND (POLNORD) | 6.09% | 6.18% | 0.34 | -0.11 | -0.13 | -2.39% | -0.78% |
| RNK (RANKPROGR) | 6.67% | 6.39% | 1.00 | 0.00 | -0.01 | -0.08% | +0.03% |
| RON (RONSON) | 4.46% | 4.64% | 0.27 | -0.06 | -0.09 | -1.43% | -0.35% |
| TOW (TOWERINVT) | 8.03% | 7.91% | 0.76 | -0.06 | -0.07 | -0.75% | -0.49% |
| TRI (TRITON) | 5.08% | 4.94% | 0.69 | -0.07 | -0.09 | -0.68% | -0.39% |
| WIK (WIKANA) | 10.04% | 9.98% | 0.65 | 0.03 | 0.02 | +0.33% | +0.29% |
| WXF (WARIMPEX) | 4.49% | 4.98% | -0.16 | 0.05 | 0.04 | -1.01% | +0.14% |
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).
