- Komponenty indeksu WIG-Poland •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu WIG-Poland Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 6.99% | 6.85% | 0.76 | 0.14 | 0.12 | +1.12% | +0.95% |
| 1AT (ATAL) | 3.64% | 3.47% | 0.67 | 0.12 | 0.07 | +0.40% | +0.36% |
| 4FM (4FUNMEDIA) | 6.26% | 6.18% | 0.64 | -0.04 | -0.07 | -0.64% | -0.32% |
| AAT (ALTA) | 7.53% | 7.35% | 0.87 | -0.01 | -0.03 | -0.26% | -0.11% |
| ABE (ABPL) | 4.60% | 4.70% | 0.37 | -0.00 | -0.03 | -0.38% | -0.09% |
| ABS (ASSECOBS) | 3.60% | 3.45% | 0.64 | 0.08 | 0.04 | +0.23% | +0.23% |
| ACG (ACAUTOGAZ) | 3.15% | 3.47% | 0.20 | 0.12 | 0.10 | +1.47% | +0.33% |
| ACP (ASSECOPOL) | 3.35% | 3.19% | 0.64 | 0.18 | 0.13 | +0.70% | +0.53% |
| ADV (ADIUVO) | 9.25% | 8.92% | 1.34 | -0.02 | -0.03 | -0.23% | -0.13% |
| AGO (AGORA) | 4.61% | 4.68% | 0.40 | 0.05 | 0.02 | +0.24% | +0.15% |
| ALI (ALTUSTFI) | 12.53% | 12.38% | 0.99 | -0.08 | -0.09 | -1.12% | -0.97% |
| ALL (AILLERON) | 6.11% | 6.08% | 0.56 | -0.06 | -0.08 | -0.87% | -0.41% |
| ALR (ALIOR) | 4.34% | 3.82% | 1.09 | -0.23 | -0.24 | -0.93% | -0.88% |
| AMB (AMBRA) | 3.68% | 3.55% | 0.63 | 0.13 | 0.09 | +0.55% | +0.43% |
| AMC (AMICA) | 4.07% | 3.88% | 0.71 | 0.09 | 0.06 | +0.33% | +0.33% |
| AML (ALUMETAL) | 3.60% | 3.50% | 0.60 | 0.04 | 0.00 | +0.01% | +0.09% |
| APE (APSENERGY) | 5.43% | 5.71% | 0.06 | 0.00 | -0.02 | -1.99% | -0.10% |
| APN (APLISENS) | 3.19% | 3.75% | -0.05 | 0.01 | -0.03 | +1.94% | -0.11% |
| APR (AUTOPARTN) | 3.64% | 3.55% | 0.59 | 0.05 | 0.01 | +0.05% | +0.11% |
| APT (APATOR) | 4.35% | 4.31% | 0.54 | 0.00 | -0.03 | -0.24% | -0.06% |
| ARC (ARCUS) | 7.16% | 7.10% | 0.62 | 0.05 | 0.03 | +0.36% | +0.31% |
| ARH (ARCHICOM) | 3.40% | 3.64% | 0.27 | 0.14 | 0.11 | +1.43% | +0.42% |
| ARR (ARTERIA) | 6.38% | 6.13% | 0.93 | 0.00 | -0.02 | -0.14% | -0.01% |
| ART (ARTIFEX) | 6.88% | 7.14% | -0.01 | -0.11 | -0.13 | +75.68% | -0.91% |
| ASE (ASSECOSEE) | 3.09% | 3.30% | 0.30 | 0.24 | 0.22 | +2.23% | +0.71% |
| ASM (ASMGROUP) | 8.06% | 8.53% | -0.58 | 0.08 | 0.06 | -0.89% | +0.44% |
| ATC (ARCTIC) | 5.17% | 5.05% | 0.67 | 0.05 | 0.03 | +0.21% | +0.23% |
| ATD (ATENDE) | 3.87% | 3.69% | 0.68 | 0.00 | -0.03 | -0.18% | -0.03% |
| ATG (ATMGRUPA) | 6.42% | 6.44% | 0.45 | 0.07 | 0.05 | +0.78% | +0.41% |
| ATL (ATLASEST) | 10.92% | 10.96% | 0.37 | 0.06 | 0.05 | +1.33% | +0.54% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| ATP (ATLANTAPL) | 5.37% | 5.05% | 0.96 | 0.11 | 0.08 | +0.46% | +0.57% |
| ATR (ATREM) | 7.70% | 8.16% | -0.52 | 0.01 | -0.00 | +0.06% | -0.10% |
| ATS (ATLANTIS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ATT (GRUPAAZOTY) | 6.63% | 5.71% | 2.07 | -0.10 | -0.11 | -0.34% | -0.43% |
| AWM (AIRWAY) | 6.64% | 6.25% | 1.20 | -0.02 | -0.04 | -0.20% | -0.08% |
| BAH (BAHOLDING) | 10.23% | 10.50% | -0.27 | -0.10 | -0.11 | +4.25% | -1.17% |
| BAL (BALTONA) | 8.49% | 8.45% | 0.57 | 0.14 | 0.12 | +1.80% | +1.11% |
| BBD (BBIDEV) | 5.26% | 5.40% | 0.28 | -0.05 | -0.07 | -1.38% | -0.35% |
| BBT (BOOMBIT) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BCM (BETACOM) | 4.47% | 4.44% | 0.54 | 0.01 | -0.02 | -0.15% | -0.01% |
| BDX (BUDIMEX) | 5.43% | 5.22% | 0.81 | 0.06 | 0.04 | +0.24% | +0.30% |
| BDZ (BEDZIN) | 4.38% | 4.51% | 0.33 | -0.11 | -0.15 | -1.94% | -0.60% |
| BFT (BENEFIT) | 5.43% | 5.08% | 1.01 | 0.01 | -0.02 | -0.09% | +0.04% |
| BHW (HANDLOWY) | 2.85% | 2.49% | 0.76 | -0.07 | -0.11 | -0.40% | -0.21% |
| BIK | 4.90% | 5.34% | -0.14 | 0.03 | 0.01 | -0.28% | +0.02% |
| BIO (BIOTON) | 6.98% | 7.07% | 0.31 | 0.04 | 0.03 | +0.57% | +0.22% |
| BKM (PBKM) | 3.83% | 4.05% | 0.25 | 0.00 | -0.03 | -0.50% | -0.09% |
| BMC (BUMECH) | 10.14% | 10.25% | 0.19 | 0.04 | 0.03 | +1.46% | +0.30% |
| BML (BIOMEDLUB) | 5.06% | 5.04% | 0.53 | -0.03 | -0.06 | -0.54% | -0.22% |
| BNP (BNPPPL) | 4.54% | 4.55% | 0.48 | 0.09 | 0.06 | +0.54% | +0.32% |
| BOS | 3.70% | 3.76% | 0.43 | -0.04 | -0.07 | -0.62% | -0.21% |
| BOW (BOWIM) | 5.46% | 5.70% | 0.11 | -0.06 | -0.09 | -4.47% | -0.49% |
| BRA (BRASTER) | 14.50% | 14.22% | 1.60 | -0.13 | -0.13 | -1.20% | -1.70% |
| BRS (BORYSZEW) | 3.82% | 3.79% | 0.53 | -0.16 | -0.19 | -1.36% | -0.65% |
| BSC (BSCDRUK) | 3.69% | 3.80% | 0.38 | 0.08 | 0.05 | +0.48% | +0.23% |
| CAR (INTERCARS) | 4.15% | 3.58% | 1.11 | -0.00 | -0.03 | -0.12% | +0.01% |
| CCC | 5.65% | 5.07% | 1.37 | -0.16 | -0.17 | -0.70% | -0.78% |
| CDL (CDRL) | 5.01% | 5.02% | 0.48 | 0.02 | -0.01 | -0.05% | +0.04% |
| CDR (CDPROJEKT) | 5.31% | 4.72% | 1.32 | 0.21 | 0.16 | +0.66% | +1.05% |
| CIE (CIECH) | 4.04% | 3.55% | 1.01 | -0.05 | -0.07 | -0.29% | -0.16% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| CIG (CIGAMES) | 8.41% | 8.57% | 0.12 | 0.02 | 0.00 | +0.28% | +0.05% |
| CLN (CLNPHARMA) | 4.87% | 4.74% | 0.68 | 0.12 | 0.09 | +0.63% | +0.51% |
| CMP (COMP) | 4.87% | 5.10% | 0.18 | 0.07 | 0.04 | +1.13% | +0.22% |
| CMR (COMARCH) | 4.15% | 4.32% | 0.30 | 0.06 | 0.03 | +0.45% | +0.17% |
| CNG (NOWAGALA) | 7.40% | 7.37% | 0.55 | -0.05 | -0.07 | -0.93% | -0.44% |
| CNT | 3.64% | 4.04% | 0.07 | 0.17 | 0.15 | +8.18% | +0.57% |
| COG (COGNOR) | 4.73% | 4.68% | 0.57 | 0.05 | 0.02 | +0.14% | +0.15% |
| CPD (CELTIC) | 5.90% | 6.17% | 0.04 | 0.01 | -0.01 | -1.22% | -0.04% |
| CPG (CPGROUP) | 5.52% | 5.69% | 0.22 | 0.07 | 0.04 | +1.10% | +0.27% |
| CPL (COMPERIA) | 6.04% | 6.32% | 0.01 | -0.02 | -0.05 | -30.28% | -0.28% |
| CPS (CYFRPLSAT) | 2.92% | 2.70% | 0.67 | 0.12 | 0.07 | +0.30% | +0.29% |
| CRM (CORMAY) | 6.80% | 6.62% | 0.84 | -0.00 | -0.02 | -0.18% | -0.04% |
| DAT (DATAWALK) | 7.73% | 7.69% | 0.59 | 0.12 | 0.10 | +1.28% | +0.83% |
| DBC (DEBICA) | 3.34% | 3.86% | -0.03 | 0.02 | -0.02 | +2.15% | -0.06% |
| DCR (DECORA) | 3.90% | 3.99% | 0.40 | 0.23 | 0.20 | +1.98% | +0.84% |
| DEK (DEKPOL) | 4.06% | 4.68% | -0.26 | -0.04 | -0.08 | +1.17% | -0.34% |
| DEL (DELKO) | 4.51% | 4.57% | 0.42 | 0.06 | 0.04 | +0.38% | +0.22% |
| DNP (DINOPL) | 4.74% | 4.81% | 0.40 | 0.17 | 0.15 | +1.76% | +0.75% |
| DOM (DOMDEV) | 2.97% | 2.84% | 0.60 | 0.17 | 0.12 | +0.58% | +0.42% |
| DVL (DEVELIA) | 3.26% | 3.32% | 0.44 | 0.06 | 0.02 | +0.18% | +0.14% |
| EAH (ESOTIQ) | 6.34% | 6.41% | 0.37 | -0.08 | -0.11 | -1.80% | -0.62% |
| EAT (AMREST) | 4.16% | 4.07% | 0.60 | 0.08 | 0.04 | +0.29% | +0.25% |
| ECH (ECHO) | 2.93% | 2.93% | 0.50 | 0.16 | 0.11 | +0.66% | +0.40% |
| EDI (EDINVEST) | 3.74% | 4.22% | -0.03 | 0.05 | 0.02 | -2.07% | +0.06% |
| EEX (EKOEXPORT) | 11.72% | 11.81% | 0.20 | 0.03 | 0.01 | +0.84% | +0.19% |
| EFK (EFEKT) | 4.13% | 4.30% | 0.28 | -0.09 | -0.12 | -1.78% | -0.47% |
| EKP (ELKOP) | 5.82% | 6.08% | 0.05 | 0.03 | 0.01 | +1.29% | +0.07% |
| ELB (ELBUDOWA) | 10.94% | 10.86% | 0.73 | -0.12 | -0.13 | -1.98% | -1.34% |
| ELT (ELEKTROTI) | 7.48% | 7.61% | 0.22 | -0.03 | -0.04 | -1.53% | -0.30% |
| ELZ (ELZAB) | 8.58% | 8.76% | 0.05 | -0.06 | -0.08 | -12.99% | -0.66% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| EMT (ELEMENTAL) | 11.66% | 11.72% | 0.29 | 0.05 | 0.04 | +1.72% | +0.54% |
| ENA (ENEA) | 4.74% | 4.41% | 0.91 | -0.05 | -0.07 | -0.37% | -0.21% |
| ENE (ENELMED) | 3.50% | 3.68% | 0.31 | 0.09 | 0.05 | +0.59% | +0.23% |
| ENG (ENERGA) | 4.39% | 4.03% | 0.93 | -0.07 | -0.10 | -0.46% | -0.31% |
| ENI (ENERGOINS) | 9.67% | 9.92% | -0.20 | 0.01 | -0.01 | +0.40% | -0.11% |
| ENP (ENAP) | 4.05% | 4.60% | -0.16 | 0.10 | 0.08 | -1.90% | +0.29% |
| ENT (ENTER) | 5.19% | 5.36% | 0.25 | 0.16 | 0.14 | +2.99% | +0.78% |
| ERB (ERBUD) | 5.60% | 5.98% | -0.13 | 0.03 | 0.01 | -0.43% | +0.04% |
| ERG | 6.27% | 6.27% | 0.50 | -0.05 | -0.07 | -0.90% | -0.38% |
| ETL (EUROTEL) | 3.93% | 3.92% | 0.51 | 0.12 | 0.09 | +0.69% | +0.42% |
| EUC (EUCO) | 14.08% | 13.82% | 1.53 | -0.04 | -0.05 | -0.43% | -0.46% |
| EUR (EUROCASH) | 4.94% | 4.92% | 0.53 | 0.01 | -0.01 | -0.14% | -0.00% |
| FEE (FEERUM) | 7.27% | 7.40% | 0.23 | 0.03 | 0.01 | +0.40% | +0.12% |
| FER (FERRUM) | 4.99% | 5.45% | -0.17 | 0.03 | 0.01 | -0.25% | +0.02% |
| FMF (FAMUR) | 4.12% | 3.80% | 0.85 | -0.03 | -0.06 | -0.30% | -0.15% |
| FRO (FERRO) | 4.18% | 4.22% | 0.45 | 0.08 | 0.05 | +0.42% | +0.25% |
| FSG (FASING) | 3.28% | 3.35% | 0.43 | 0.03 | -0.01 | -0.04% | +0.04% |
| FTE (FORTE) | 6.93% | 7.02% | 0.32 | -0.03 | -0.05 | -1.02% | -0.29% |
| GCN (GROCLIN) | 9.47% | 9.14% | 1.35 | -0.09 | -0.10 | -0.68% | -0.74% |
| GKI (IMMOBILE) | 5.06% | 5.34% | 0.09 | -0.01 | -0.04 | -2.08% | -0.17% |
| GLC (GLCOSMED) | 13.83% | 14.03% | -0.30 | 0.02 | 0.01 | -0.47% | +0.10% |
| GPW | 3.18% | 3.20% | 0.47 | 0.05 | 0.01 | +0.05% | +0.09% |
| GRN (GRODNO) | 10.44% | 10.17% | 1.29 | 0.02 | 0.01 | +0.07% | +0.26% |
| GTC | 3.17% | 2.97% | 0.67 | 0.07 | 0.03 | +0.14% | +0.18% |
| GTN (GETIN) | 16.58% | 16.58% | 0.51 | 0.00 | -0.01 | -0.26% | -0.07% |
| HDR (HYDROTOR) | 2.71% | 3.46% | -0.15 | 0.03 | -0.01 | +0.14% | -0.04% |
| HEL (HELIO) | 5.99% | 6.12% | 0.28 | -0.00 | -0.03 | -0.58% | -0.13% |
| I2D (I2DEV) | 8.00% | 8.42% | -0.48 | 0.01 | -0.00 | +0.07% | -0.10% |
| IDA (IDEABANK) | 16.83% | 16.83% | 0.52 | -0.05 | -0.06 | -1.89% | -0.91% |
| IFI (IFIRMA) | 5.98% | 6.37% | -0.18 | 0.05 | 0.03 | -0.97% | +0.15% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| IMS | 3.58% | 4.06% | -0.01 | 0.10 | 0.08 | -19.84% | +0.27% |
| INC | 8.79% | 9.01% | -0.06 | 0.04 | 0.03 | -4.39% | +0.25% |
| INF (INTERFERI) | 3.28% | 3.69% | 0.10 | 0.03 | -0.00 | -0.16% | -0.00% |
| ING (INGBSK) | 2.68% | 2.55% | 0.59 | 0.05 | -0.01 | -0.03% | +0.06% |
| INK (INSTALKRK) | 3.65% | 3.81% | 0.33 | 0.15 | 0.12 | +1.36% | +0.49% |
| INL (INTROL) | 4.51% | 4.64% | 0.33 | -0.13 | -0.17 | -2.25% | -0.70% |
| INP (INPRO) | 4.95% | 5.29% | 0.01 | 0.03 | 0.00 | +2.84% | +0.02% |
| IPE (IPOPEMA) | 5.85% | 6.06% | 0.15 | 0.08 | 0.06 | +2.60% | +0.40% |
| IPL (IMPEL) | 6.53% | 6.38% | 0.76 | -0.10 | -0.12 | -1.00% | -0.66% |
| IPO (INTERSPPL) | 7.15% | 6.89% | 0.99 | 0.02 | 0.00 | +0.03% | +0.16% |
| IZB (IZOBLOK) | 6.73% | 6.82% | 0.33 | -0.08 | -0.10 | -2.06% | -0.63% |
| IZS (IZOSTAL) | 3.14% | 3.69% | -0.03 | -0.12 | -0.18 | +18.26% | -0.58% |
| JSW | 5.72% | 5.21% | 1.28 | -0.22 | -0.22 | -1.00% | -1.11% |
| K2I (K2INTERNT) | 3.07% | 3.38% | 0.22 | -0.04 | -0.09 | -1.30% | -0.25% |
| KGH (KGHM) | 4.23% | 3.27% | 1.50 | 0.03 | -0.01 | -0.03% | +0.15% |
| KGL | 5.40% | 5.43% | 0.46 | -0.03 | -0.06 | -0.70% | -0.26% |
| KGN (KOGENERA) | 4.53% | 4.91% | -0.01 | -0.11 | -0.15 | +79.42% | -0.68% |
| KMP (KOMPAP) | 5.91% | 6.10% | 0.17 | 0.03 | 0.01 | +0.28% | +0.07% |
| KOM (KOMPUTRON) | 4.91% | 5.18% | 0.12 | -0.09 | -0.13 | -5.10% | -0.60% |
| KPL (KINOPOL) | 3.41% | 3.73% | 0.18 | -0.01 | -0.05 | -0.95% | -0.15% |
| KRC (KREC) | 5.50% | 5.44% | 0.58 | 0.06 | 0.03 | +0.30% | +0.25% |
| KRU (KRUK) | 5.62% | 5.27% | 1.03 | 0.01 | -0.02 | -0.10% | +0.03% |
| KSW (KRUSZWICA) | 3.79% | 3.71% | 0.58 | 0.01 | -0.03 | -0.19% | -0.03% |
| KTY (KETY) | 3.87% | 3.94% | 0.42 | 0.04 | 0.01 | +0.10% | +0.10% |
| KVT (KRVITAMIN) | 7.32% | 7.40% | 0.34 | 0.08 | 0.06 | +1.27% | +0.47% |
| LBT (LIBET) | 7.29% | 7.19% | 0.70 | -0.10 | -0.12 | -1.27% | -0.79% |
| LBW (LUBAWA) | 4.04% | 3.97% | 0.57 | 0.03 | -0.00 | -0.02% | +0.07% |
| LEN (LENA) | 4.09% | 4.22% | 0.33 | 0.01 | -0.02 | -0.26% | -0.04% |
| LKD (LOKUM) | 3.56% | 4.02% | 0.01 | 0.03 | -0.00 | -0.06% | +0.00% |
| LPP | 3.40% | 2.79% | 1.02 | 0.02 | -0.02 | -0.07% | +0.06% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| LRQ (LARQ) | 8.81% | 8.71% | 0.75 | -0.13 | -0.15 | -1.72% | -1.19% |
| LSI (LSISOFT) | 4.54% | 4.53% | 0.50 | 0.14 | 0.11 | +1.01% | +0.58% |
| LTS (LOTOS) | 4.12% | 3.47% | 1.19 | 0.17 | 0.11 | +0.39% | +0.63% |
| LTX (LENTEX) | 2.37% | 2.71% | 0.25 | 0.05 | -0.00 | -0.01% | +0.03% |
| LVC (LIVECHAT) | 5.77% | 5.49% | 0.93 | 0.07 | 0.05 | +0.29% | +0.39% |
| LWB (BOGDANKA) | 4.94% | 4.52% | 1.05 | -0.09 | -0.11 | -0.53% | -0.42% |
| MAB (MABION) | 6.72% | 6.49% | 0.92 | -0.02 | -0.04 | -0.30% | -0.15% |
| MAK (MAKARONPL) | 4.20% | 4.65% | -0.06 | 0.04 | 0.01 | -0.82% | +0.04% |
| MBK (MBANK) | 3.94% | 3.08% | 1.34 | -0.04 | -0.06 | -0.18% | -0.07% |
| MCI | 3.27% | 3.60% | 0.17 | 0.07 | 0.04 | +0.71% | +0.15% |
| MCP (MEDIACAP) | 6.14% | 6.33% | 0.16 | 0.07 | 0.05 | +1.85% | +0.32% |
| MCR (MERCOR) | 4.42% | 4.95% | -0.21 | 0.01 | -0.02 | +0.41% | -0.11% |
| MDG (MEDICALG) | 9.71% | 9.81% | 0.21 | -0.16 | -0.17 | -7.87% | -1.63% |
| MDI (MDIENERGIA) | 6.16% | 6.19% | 0.45 | -0.00 | -0.02 | -0.30% | -0.08% |
| MEX (MEXPOLSKA) | 6.94% | 6.76% | 0.83 | -0.01 | -0.03 | -0.22% | -0.07% |
| MFO | 5.18% | 5.25% | 0.40 | 0.01 | -0.02 | -0.21% | -0.03% |
| MGT (MANGATA) | 4.07% | 4.49% | -0.01 | 0.02 | -0.01 | +6.69% | -0.05% |
| MIL (MILLENNIUM) | 3.65% | 2.95% | 1.13 | -0.09 | -0.11 | -0.34% | -0.23% |
| MIR (MIRACULUM) | 5.17% | 5.38% | 0.19 | -0.04 | -0.06 | -1.76% | -0.31% |
| MLG (MLPGROUP) | 3.96% | 4.12% | 0.31 | 0.08 | 0.05 | +0.68% | +0.26% |
| MLS (MLSYSTEM) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MNC (MENNICA) | 3.05% | 3.67% | -0.09 | 0.07 | 0.04 | -1.28% | +0.10% |
| MON (MONNARI) | 6.19% | 6.02% | 0.79 | -0.12 | -0.14 | -1.13% | -0.78% |
| MPH (MASTERPHA) | 5.38% | 5.36% | 0.52 | 0.12 | 0.10 | +1.01% | +0.60% |
| MRB (MIRBUD) | 3.76% | 4.14% | 0.08 | 0.02 | -0.02 | -0.79% | -0.05% |
| MRC (MERCATOR) | 8.04% | 7.95% | 0.68 | -0.03 | -0.04 | -0.50% | -0.25% |
| MSP (MOSTALPLC) | 8.05% | 8.06% | 0.48 | 0.00 | -0.01 | -0.25% | -0.06% |
| MSW (MOSTALWAR) | 7.98% | 7.69% | 1.13 | 0.02 | 0.00 | +0.01% | +0.16% |
| MSZ (MOSTALZAB) | 12.78% | 12.94% | -0.10 | 0.04 | 0.03 | -4.04% | +0.37% |
| MVP (MARVIPOL) | 5.60% | 5.43% | 0.75 | 0.02 | -0.01 | -0.07% | +0.05% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| MWT (MWTRADE) | 6.91% | 7.07% | 0.17 | -0.05 | -0.07 | -2.84% | -0.47% |
| MXC (MAXCOM) | 6.78% | 6.52% | 0.97 | -0.01 | -0.03 | -0.18% | -0.05% |
| MZN (MORIZON) | 7.00% | 7.39% | -0.29 | -0.03 | -0.05 | +1.24% | -0.40% |
| NCT (NORTCOAST) | 7.66% | 7.55% | 0.71 | 0.15 | 0.13 | +1.39% | +1.09% |
| NET (NETIA) | 2.48% | 3.01% | 0.09 | -0.02 | -0.07 | -1.98% | -0.17% |
| NEU (NEUCA) | 3.70% | 3.66% | 0.53 | 0.15 | 0.11 | +0.78% | +0.48% |
| NTT (NTTSYSTEM) | 4.10% | 4.66% | -0.19 | 0.06 | 0.03 | -0.71% | +0.11% |
| NVA (PANOVA) | 5.72% | 5.78% | 0.39 | 0.00 | -0.02 | -0.31% | -0.07% |
| NWG (NEWAG) | 3.34% | 3.45% | 0.39 | 0.14 | 0.11 | +0.92% | +0.41% |
| OAT | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OBL (ORZBIALY) | 4.27% | 4.61% | 0.07 | 0.05 | 0.03 | +1.49% | +0.12% |
| ODL (ODLEWNIE) | 2.96% | 3.31% | 0.19 | 0.13 | 0.10 | +1.55% | +0.32% |
| OEX | 3.41% | 3.61% | 0.30 | 0.03 | -0.00 | -0.04% | +0.03% |
| OPF (OPENFIN) | 16.12% | 16.12% | 0.51 | -0.05 | -0.06 | -1.77% | -0.83% |
| OPL (ORANGEPL) | 4.53% | 4.21% | 0.88 | 0.10 | 0.06 | +0.31% | +0.39% |
| OPM (OPTEAM) | 5.63% | 6.06% | -0.20 | 0.18 | 0.17 | -4.68% | +0.93% |
| OPN (OPONEO.PL) | 5.39% | 5.24% | 0.73 | -0.04 | -0.06 | -0.46% | -0.24% |
| ORB (ORBIS) | 4.16% | 3.82% | 0.87 | 0.09 | 0.05 | +0.24% | +0.33% |
| OTM (OTMUCHOW) | 4.65% | 4.85% | 0.23 | -0.12 | -0.16 | -3.18% | -0.69% |
| OTS (OTLOG) | 14.42% | 14.39% | 0.61 | -0.03 | -0.04 | -0.88% | -0.45% |
| PAT (PATENTUS) | 8.53% | 8.61% | 0.30 | 0.09 | 0.07 | +2.12% | +0.67% |
| PBX (PEKABEX) | 4.49% | 4.84% | 0.04 | 0.07 | 0.04 | +4.80% | +0.20% |
| PCE (POLICE) | 3.77% | 4.19% | 0.03 | -0.06 | -0.11 | -13.21% | -0.40% |
| PCR (PCCROKITA) | 3.57% | 3.62% | 0.44 | -0.11 | -0.15 | -1.22% | -0.48% |
| PEM (PEMANAGER) | 6.80% | 7.06% | -0.01 | -0.13 | -0.16 | +100.57% | -1.08% |
| PEO (PEKAO) | 2.98% | 2.23% | 1.04 | 0.01 | -0.04 | -0.11% | +0.03% |
| PEP | 5.15% | 4.95% | 0.78 | 0.19 | 0.16 | +1.06% | +0.92% |
| PGE | 4.68% | 4.23% | 1.05 | -0.07 | -0.09 | -0.42% | -0.30% |
| PGN (PGNIG) | 3.61% | 3.00% | 1.06 | -0.08 | -0.11 | -0.36% | -0.24% |
| PGO | 7.80% | 7.88% | 0.32 | -0.12 | -0.14 | -3.29% | -1.02% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| PHN | 4.84% | 4.69% | 0.70 | 0.03 | -0.00 | -0.01% | +0.09% |
| PHR (PHARMENA) | 7.52% | 7.46% | 0.62 | -0.12 | -0.14 | -1.68% | -0.96% |
| PJP (PROJPRZEM) | 4.74% | 4.93% | 0.24 | 0.01 | -0.02 | -0.39% | -0.06% |
| PKN (PKNORLEN) | 4.31% | 3.56% | 1.33 | 0.01 | -0.02 | -0.07% | +0.08% |
| PKO (PKOBP) | 2.99% | 2.10% | 1.13 | -0.04 | -0.07 | -0.18% | -0.06% |
| PKP (PKPCARGO) | 4.81% | 4.29% | 1.16 | -0.17 | -0.18 | -0.75% | -0.71% |
| PLW (PLAYWAY) | 7.95% | 7.50% | 1.47 | 0.23 | 0.20 | +1.08% | +1.79% |
| PLX (PLASTBOX) | 4.18% | 4.24% | 0.42 | 0.05 | 0.01 | +0.14% | +0.12% |
| PLY (PLAY) | 5.34% | 5.04% | 0.93 | 0.09 | 0.06 | +0.34% | +0.44% |
| PMP (PAMAPOL) | 5.94% | 6.11% | 0.21 | 0.05 | 0.03 | +0.76% | +0.18% |
| PND (POLNORD) | 8.00% | 8.04% | 0.41 | -0.08 | -0.10 | -1.95% | -0.75% |
| POZ (POZBUD) | 5.70% | 5.74% | 0.44 | -0.09 | -0.12 | -1.53% | -0.61% |
| PPS (PEPEES) | 4.01% | 4.28% | 0.18 | 0.08 | 0.05 | +1.05% | +0.21% |
| PRF (PRAGMAFA) | 3.31% | 3.98% | -0.19 | -0.03 | -0.08 | +1.40% | -0.28% |
| PRI (PRAGMAINK) | 4.84% | 5.19% | -0.00 | -0.11 | -0.14 | +336.73% | -0.70% |
| PRM (PROCHEM) | 5.35% | 5.90% | -0.38 | 0.02 | -0.00 | +0.05% | -0.07% |
| PRT (PROTEKTOR) | 2.99% | 3.73% | -0.19 | -0.00 | -0.04 | +0.68% | -0.16% |
| PSW (PGSSOFT) | 5.01% | 4.98% | 0.54 | 0.01 | -0.01 | -0.13% | +0.00% |
| PUE (ZPUE) | 7.12% | 7.23% | 0.28 | 0.03 | 0.02 | +0.41% | +0.15% |
| PWX (POLWAX) | 4.81% | 5.04% | 0.18 | -0.07 | -0.10 | -2.82% | -0.48% |
| PXM (POLIMEXMS) | 6.11% | 5.77% | 1.05 | -0.04 | -0.06 | -0.36% | -0.25% |
| PZU | 2.77% | 2.00% | 1.01 | 0.10 | 0.02 | +0.06% | +0.19% |
| QRS (QUERCUS) | 5.19% | 5.31% | 0.31 | -0.09 | -0.12 | -1.91% | -0.56% |
| R22 | 4.89% | 5.08% | 0.23 | 0.10 | 0.07 | +1.55% | +0.38% |
| RAF (RAFAMET) | 4.32% | 4.77% | -0.07 | 0.03 | 0.00 | -0.27% | +0.01% |
| RBW (RAINBOW) | 6.46% | 6.24% | 0.90 | 0.01 | -0.01 | -0.11% | +0.02% |
| RDL (RADPOL) | 5.03% | 5.00% | 0.54 | 0.02 | -0.01 | -0.08% | +0.03% |
| RFK (RAFAKO) | 7.17% | 6.92% | 0.99 | -0.19 | -0.21 | -1.49% | -1.35% |
| RLP (RELPOL) | 3.17% | 3.32% | 0.36 | 0.02 | -0.02 | -0.17% | -0.01% |
| RMK (REMAK) | 5.21% | 5.12% | 0.61 | -0.01 | -0.04 | -0.31% | -0.11% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| RNK (RANKPROGR) | 6.05% | 5.87% | 0.79 | -0.04 | -0.06 | -0.46% | -0.26% |
| RON (RONSON) | 4.41% | 4.58% | 0.28 | -0.04 | -0.07 | -1.14% | -0.28% |
| RPC (ROPCZYCE) | 4.98% | 5.00% | 0.46 | 0.05 | 0.02 | +0.24% | +0.17% |
| RVU (RYVU) | 3.65% | 3.76% | 0.38 | 0.08 | 0.05 | +0.45% | +0.22% |
| RWL (RAWLPLUG) | 3.22% | 3.01% | 0.68 | 0.00 | -0.04 | -0.19% | -0.04% |
| SEK (SEKO) | 4.15% | 4.67% | -0.15 | 0.05 | 0.03 | -0.81% | +0.10% |
| SEL (SELENAFM) | 5.54% | 5.48% | 0.59 | 0.04 | 0.01 | +0.11% | +0.14% |
| SET (SETANTA) | 14.18% | 14.53% | -0.91 | 0.10 | 0.09 | -1.40% | +1.16% |
| SFS (SFINKS) | 7.20% | 7.26% | 0.38 | -0.06 | -0.08 | -1.47% | -0.51% |
| SGN (SYGNITY) | 6.63% | 6.59% | 0.57 | 0.01 | -0.01 | -0.17% | -0.02% |
| SKA (SNIEZKA) | 3.00% | 3.71% | -0.17 | 0.10 | 0.08 | -1.42% | +0.22% |
| SKH (SKARBIEC) | 4.00% | 4.15% | 0.33 | -0.01 | -0.04 | -0.47% | -0.11% |
| SKT (SKOTAN) | 8.02% | 8.16% | 0.18 | 0.07 | 0.06 | +2.54% | +0.47% |
| SLV (SELVITA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SME (SIMPLE) | 4.18% | 4.76% | -0.24 | 0.08 | 0.06 | -1.04% | +0.22% |
| SNK (SANOK) | 5.20% | 5.09% | 0.65 | -0.08 | -0.11 | -0.86% | -0.48% |
| SNT (SYNEKTIK) | 5.88% | 5.83% | 0.57 | 0.01 | -0.01 | -0.14% | -0.00% |
| SNX (SUNEX) | 7.93% | 7.71% | 0.96 | 0.26 | 0.23 | +1.92% | +1.98% |
| SOL (SOLAR) | 10.51% | 10.58% | 0.30 | -0.01 | -0.03 | -0.93% | -0.24% |
| SON (SONEL) | 3.99% | 4.57% | -0.20 | 0.13 | 0.11 | -2.31% | +0.43% |
| SPL (SANPL) | 3.50% | 2.55% | 1.30 | -0.04 | -0.07 | -0.18% | -0.06% |
| STF (STALPROFI) | 3.69% | 3.55% | 0.64 | -0.11 | -0.14 | -0.80% | -0.43% |
| STP (STALPROD) | 5.05% | 4.91% | 0.70 | -0.12 | -0.14 | -1.00% | -0.61% |
| STX (STALEXP) | 3.38% | 3.60% | 0.28 | 0.00 | -0.04 | -0.45% | -0.09% |
| SUW (SUWARY) | 4.13% | 4.69% | -0.19 | 0.05 | 0.02 | -0.46% | +0.06% |
| SWD (SWISSMED) | 10.23% | 10.22% | 0.52 | 0.20 | 0.19 | +3.73% | +1.99% |
| SWG (SECOGROUP) | 4.22% | 4.72% | -0.12 | 0.04 | 0.02 | -0.59% | +0.06% |
| TBL (TBULL) | 10.06% | 10.18% | 0.16 | -0.11 | -0.12 | -7.61% | -1.22% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TIM | 5.55% | 5.71% | 0.24 | 0.14 | 0.12 | +2.70% | +0.69% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| TLX (TALEX) | 4.09% | 4.38% | 0.16 | -0.02 | -0.06 | -1.49% | -0.21% |
| TOA (TOYA) | 6.10% | 6.53% | -0.26 | -0.04 | -0.07 | +1.55% | -0.44% |
| TOR (TORPOL) | 6.41% | 6.38% | 0.55 | 0.03 | 0.01 | +0.11% | +0.13% |
| TOW (TOWERINVT) | 7.76% | 8.00% | -0.05 | -0.01 | -0.03 | +4.78% | -0.23% |
| TPE (TAURONPE) | 5.01% | 4.67% | 0.96 | -0.09 | -0.11 | -0.60% | -0.45% |
| TRI (TRITON) | 5.11% | 5.03% | 0.61 | -0.09 | -0.11 | -0.95% | -0.50% |
| TRK (TRAKCJA) | 9.51% | 9.09% | 1.58 | -0.09 | -0.10 | -0.58% | -0.70% |
| TRN (TRANSPOL) | 4.94% | 5.01% | 0.40 | -0.05 | -0.07 | -0.92% | -0.31% |
| TSG (TESGAS) | 7.62% | 7.66% | 0.42 | 0.13 | 0.11 | +2.10% | +0.93% |
| ULG (ULTGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ULM (ULMA) | 4.16% | 4.66% | -0.12 | 0.04 | 0.01 | -0.43% | +0.04% |
| UNI (UNIBEP) | 3.93% | 4.23% | 0.15 | 0.05 | 0.02 | +0.60% | +0.11% |
| UNT (UNIMOT) | 7.53% | 7.45% | 0.67 | 0.07 | 0.06 | +0.63% | +0.51% |
| VGO (VIGOSYS) | 3.50% | 3.86% | 0.12 | 0.13 | 0.11 | +3.02% | +0.39% |
| VIN (VINDEXUS) | 4.35% | 4.42% | 0.41 | 0.03 | 0.00 | +0.03% | +0.07% |
| VOT (VOTUM) | 7.48% | 7.75% | -0.08 | 0.08 | 0.06 | -5.77% | +0.47% |
| VOX (VOXEL) | 4.77% | 4.81% | 0.44 | 0.14 | 0.12 | +1.29% | +0.62% |
| VRG | 3.00% | 3.33% | 0.20 | -0.00 | -0.04 | -0.67% | -0.11% |
| VTI (VENTUREIN) | 4.93% | 5.31% | -0.05 | -0.25 | -0.29 | +30.91% | -1.45% |
| VTL (VISTAL) | 10.11% | 10.19% | 0.26 | 0.14 | 0.13 | +4.96% | +1.33% |
| VVD (VIVID) | 10.10% | 10.17% | 0.28 | 0.01 | -0.00 | -0.14% | -0.00% |
| WAS (WASKO) | 5.50% | 5.42% | 0.62 | -0.05 | -0.07 | -0.63% | -0.31% |
| WAX (WADEX) | 3.10% | 3.58% | 0.05 | 0.07 | 0.03 | +1.94% | +0.11% |
| WIK (WIKANA) | 9.84% | 9.97% | 0.13 | 0.05 | 0.04 | +2.86% | +0.40% |
| WLT (WIELTON) | 4.77% | 4.59% | 0.73 | -0.06 | -0.09 | -0.57% | -0.32% |
| WOJ (WOJAS) | 4.11% | 4.31% | 0.26 | 0.05 | 0.02 | +0.34% | +0.12% |
| WPL (WIRTUALNA) | 3.23% | 3.14% | 0.58 | 0.19 | 0.15 | +0.83% | +0.56% |
| WSE (WORKSERV) | 16.02% | 15.65% | 2.14 | -0.05 | -0.06 | -0.45% | -0.67% |
| WTN (WITTCHEN) | 4.15% | 4.13% | 0.51 | -0.06 | -0.09 | -0.75% | -0.32% |
| WWL (WAWEL) | 3.22% | 3.38% | 0.35 | -0.08 | -0.12 | -1.15% | -0.35% |
| XTB | 5.13% | 5.26% | 0.30 | 0.01 | -0.01 | -0.22% | -0.03% |
| XTP (XTPL) | 9.09% | 8.95% | 0.84 | 0.11 | 0.10 | +1.06% | +1.01% |
| ZEP (ZEPAK) | 4.07% | 3.95% | 0.63 | -0.08 | -0.11 | -0.70% | -0.36% |
| ZMT (ZAMET) | 4.53% | 4.61% | 0.39 | 0.08 | 0.05 | +0.61% | +0.29% |
| ZUE | 4.56% | 4.48% | 0.60 | -0.02 | -0.05 | -0.38% | -0.15% |
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).
