Komponenty indeksu WIG-nieruchomości Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 1AT (ATAL) | 3.67% | 3.43% | 0.74 | 0.08 | 0.05 | +0.24% | +0.25% |
| AAT (ALTA) | 7.60% | 7.37% | 0.99 | -0.02 | -0.04 | -0.27% | -0.18% |
| ARH (ARCHICOM) | 3.46% | 3.64% | 0.31 | 0.14 | 0.12 | +1.35% | +0.45% |
| ATL (ATLASEST) | 10.74% | 10.81% | 0.27 | 0.07 | 0.06 | +2.54% | +0.71% |
| BBD (BBIDEV) | 5.30% | 5.43% | 0.28 | -0.04 | -0.06 | -1.04% | -0.27% |
| BIK | 4.75% | 5.14% | -0.07 | 0.03 | 0.01 | -0.82% | +0.05% |
| CPD (CELTIC) | 5.79% | 6.04% | 0.06 | 0.03 | 0.01 | +0.93% | +0.06% |
| CPG (CPGROUP) | 5.53% | 5.76% | 0.12 | 0.10 | 0.08 | +3.75% | +0.47% |
| DOM (DOMDEV) | 2.87% | 2.74% | 0.60 | 0.18 | 0.14 | +0.66% | +0.45% |
| DVL (DEVELIA) | 3.21% | 3.35% | 0.37 | 0.08 | 0.06 | +0.50% | +0.22% |
| ECH (ECHO) | 3.01% | 3.02% | 0.48 | 0.16 | 0.13 | +0.80% | +0.43% |
| EDI (EDINVEST) | 3.73% | 4.19% | -0.03 | 0.05 | 0.03 | -4.29% | +0.12% |
| EKP (ELKOP) | 7.11% | 7.31% | 0.07 | 0.07 | 0.06 | +5.99% | +0.44% |
| GTC | 3.18% | 3.03% | 0.63 | 0.09 | 0.05 | +0.26% | +0.22% |
| I2D (I2DEV) | 7.74% | 8.11% | -0.35 | -0.02 | -0.04 | +0.79% | -0.31% |
| IIA (IIAAV) | 2.71% | 3.00% | 0.26 | 0.15 | 0.13 | +1.37% | +0.38% |
| INP (INPRO) | 4.49% | 4.97% | -0.16 | -0.01 | -0.03 | +0.79% | -0.14% |
| LKD (LOKUM) | 3.59% | 4.01% | 0.03 | 0.02 | -0.00 | -0.53% | -0.01% |
| MLG (MLPGROUP) | 4.07% | 4.26% | 0.26 | 0.07 | 0.05 | +0.77% | +0.23% |
| MVP (MARVIPOL) | 5.54% | 5.36% | 0.79 | 0.00 | -0.01 | -0.09% | +0.00% |
| PHN | 4.87% | 4.75% | 0.66 | 0.03 | 0.01 | +0.10% | +0.13% |
| PLZ (PLAZACNTR) | 11.09% | 11.28% | -0.13 | 0.00 | -0.00 | +0.39% | -0.06% |
| PND (POLNORD) | 8.03% | 8.11% | 0.30 | -0.08 | -0.09 | -2.36% | -0.69% |
| RNK (RANKPROGR) | 5.88% | 5.79% | 0.66 | -0.06 | -0.07 | -0.66% | -0.37% |
| RON (RONSON) | 4.42% | 4.59% | 0.26 | -0.05 | -0.07 | -1.21% | -0.29% |
| TOW (TOWERINVT) | 7.69% | 7.58% | 0.75 | -0.03 | -0.05 | -0.47% | -0.28% |
| TRI (TRITON) | 5.19% | 5.10% | 0.64 | -0.09 | -0.10 | -0.84% | -0.48% |
| WIK (WIKANA) | 10.05% | 10.01% | 0.61 | 0.11 | 0.10 | +1.59% | +1.03% |
| WXF (WARIMPEX) | 4.66% | 4.99% | 0.03 | 0.08 | 0.07 | +10.95% | +0.32% |
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).
