- 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) | 3.76% | 3.67% | 0.60 | 0.06 | 0.05 | +0.31% | +0.22% |
| AAT (ALTA) | 7.59% | 7.28% | 1.16 | -0.02 | -0.02 | -0.16% | -0.13% |
| ARH (ARCHICOM) | 3.02% | 3.47% | 0.07 | 0.03 | 0.02 | +0.69% | +0.05% |
| ATL (ATLASEST) | 11.04% | 11.04% | 0.48 | 0.07 | 0.06 | +1.41% | +0.70% |
| BBD (BBIDEV) | 5.05% | 5.14% | 0.35 | -0.04 | -0.05 | -0.73% | -0.24% |
| BIK | 4.76% | 5.16% | -0.08 | 0.04 | 0.04 | -2.14% | +0.18% |
| CPG (CPGROUP) | 6.09% | 6.30% | 0.12 | 0.02 | 0.01 | +0.57% | +0.07% |
| DOM (DOMDEV) | 3.21% | 2.99% | 0.69 | 0.11 | 0.09 | +0.42% | +0.33% |
| ECH (ECHO) | 3.37% | 3.32% | 0.54 | 0.01 | -0.00 | -0.03% | +0.01% |
| EDI (EDINVEST) | 3.72% | 3.89% | 0.30 | 0.03 | 0.02 | +0.25% | +0.09% |
| EKP (ELKOP) | 7.17% | 7.46% | -0.12 | -0.12 | -0.13 | +7.63% | -0.95% |
| GTC | 3.25% | 2.80% | 0.89 | 0.00 | -0.01 | -0.05% | -0.00% |
| IIA (IIAAV) | 2.76% | 3.07% | 0.22 | 0.08 | 0.07 | +0.91% | +0.22% |
| INP (INPRO) | 6.14% | 6.33% | 0.15 | 0.06 | 0.05 | +2.30% | +0.34% |
| LCC (LCCORP) | 4.27% | 4.27% | 0.50 | 0.11 | 0.09 | +0.81% | +0.43% |
| LKD (LOKUM) | 2.98% | 3.48% | 0.02 | 0.07 | 0.07 | +13.00% | +0.21% |
| MLG (MLPGROUP) | 3.94% | 4.07% | 0.35 | 0.01 | -0.00 | -0.05% | -0.00% |
| MVP (MARVIPOL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ORN (ORION) | 5.07% | 5.85% | -0.76 | 0.01 | 0.00 | -0.02% | -0.02% |
| PHN | 4.35% | 4.38% | 0.45 | -0.05 | -0.06 | -0.59% | -0.25% |
| PLZ (PLAZACNTR) | 9.81% | 10.03% | -0.15 | -0.07 | -0.08 | +5.24% | -0.79% |
| PND (POLNORD) | 4.12% | 4.12% | 0.50 | -0.05 | -0.06 | -0.52% | -0.23% |
| RNK (RANKPROGR) | 6.68% | 6.50% | 0.85 | -0.01 | -0.02 | -0.17% | -0.10% |
| RON (RONSON) | 4.50% | 4.56% | 0.41 | -0.09 | -0.10 | -1.12% | -0.44% |
| TOW (TOWERINVT) | 7.71% | 7.57% | 0.80 | -0.11 | -0.11 | -1.07% | -0.82% |
| TRI (TRITON) | 5.53% | 5.78% | 0.09 | -0.06 | -0.07 | -4.37% | -0.39% |
| WIK (WIKANA) | 10.03% | 10.02% | 0.54 | 0.01 | 0.00 | +0.02% | +0.04% |
| WXF (WARIMPEX) | 4.78% | 5.20% | -0.12 | 0.06 | 0.05 | -2.08% | +0.24% |
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).
