Biznesradar bez reklam? Sprawdź BR Plus
Komponenty indeksu WIG140 Analiza portfelowa: Ocena ryzyka inwestycyjnego
Biznesradar bez reklam? Sprawdź BR Plus
Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
---|---|---|---|---|---|---|---|
GPW | 2.38% | 2.29% | 0.53 | -0.05 | 0.07 | +0.31% | +0.02% |
PZU | 3.31% | 2.31% | 0.93 | 0.12 | 0.17 | +0.61% | +0.30% |
PKO (PKOBP) | 3.98% | 2.46% | 1.25 | 0.16 | 0.17 | +0.53% | +0.32% |
PEO (PEKAO) | 4.42% | 2.77% | 1.41 | 0.16 | 0.17 | +0.52% | +0.34% |
SPL (SANPL) | 4.22% | 2.79% | 1.27 | 0.16 | 0.17 | +0.58% | +0.38% |
ACP (ASSECOPOL) | 2.83% | 2.85% | 0.49 | -0.09 | 0.01 | +0.04% | -0.11% |
OPL (ORANGEPL) | 3.50% | 2.90% | 0.79 | -0.03 | 0.05 | +0.23% | -0.04% |
BIO (BIOTON) | 2.51% | 3.01% | 0.28 | -0.17 | -0.09 | -0.82% | -0.31% |
BHW (HANDLOWY) | 3.37% | 3.05% | 0.65 | 0.15 | 0.22 | +1.13% | +0.55% |
CPS (CYFRPLSAT) | 4.28% | 3.11% | 1.16 | -0.35 | -0.19 | -0.70% | -1.14% |
WWL (WAWEL) | 2.82% | 3.18% | 0.33 | -0.01 | 0.09 | +0.79% | +0.17% |
PKN (PKNORLEN) | 4.29% | 3.21% | 1.12 | -0.09 | -0.00 | -0.01% | -0.32% |
ACT (ACTION) | 2.32% | 3.23% | 0.11 | 0.05 | 0.19 | +4.03% | +0.41% |
APT (APATOR) | 3.10% | 3.23% | 0.43 | -0.14 | -0.06 | -0.43% | -0.30% |
STX (STALEXP) | 2.72% | 3.39% | 0.18 | -0.06 | 0.02 | +0.35% | +0.01% |
AMB (AMBRA) | 3.04% | 3.39% | 0.32 | -0.00 | 0.09 | +0.84% | +0.18% |
INK (INSTALKRK) | 3.08% | 3.47% | 0.30 | -0.01 | 0.07 | +0.77% | +0.15% |
ING (INGBSK) | 4.52% | 3.48% | 1.13 | 0.07 | 0.12 | +0.46% | +0.21% |
TOA (TOYA) | 3.50% | 3.51% | 0.49 | -0.03 | 0.05 | +0.36% | +0.04% |
ECH (ECHO) | 2.60% | 3.52% | 0.06 | 0.04 | 0.16 | +6.63% | +0.40% |
SKA (SNIEZKA) | 3.17% | 3.62% | 0.26 | -0.05 | 0.03 | +0.42% | +0.04% |
PKP (PKPCARGO) | 4.35% | 3.68% | 0.90 | -0.07 | 0.00 | +0.02% | -0.23% |
KTY (KETY) | 3.95% | 3.69% | 0.65 | 0.03 | 0.10 | +0.62% | +0.22% |
AMC (AMICA) | 4.01% | 3.71% | 0.67 | -0.14 | -0.06 | -0.37% | -0.44% |
KRU (KRUK) | 4.48% | 3.72% | 0.97 | 0.07 | 0.12 | +0.56% | +0.27% |
DCR (DECORA) | 3.58% | 3.73% | 0.41 | 0.07 | 0.15 | +1.32% | +0.43% |
WLT (WIELTON) | 4.50% | 3.76% | 0.97 | -0.04 | 0.03 | +0.14% | -0.13% |
MGT (MANGATA) | 3.06% | 3.76% | 0.13 | -0.01 | 0.08 | +1.98% | +0.22% |
NEU (NEUCA) | 4.03% | 3.78% | 0.65 | -0.03 | 0.04 | +0.27% | -0.01% |
CMP (COMP) | 3.15% | 3.80% | 0.14 | 0.05 | 0.15 | +3.23% | +0.43% |
Biznesradar bez reklam? Sprawdź BR Plus |
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Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
VRG | 3.53% | 3.98% | 0.24 | -0.09 | -0.02 | -0.34% | -0.15% |
DNP (DINOPL) | 4.56% | 4.01% | 0.86 | -0.00 | 0.06 | +0.31% | +0.03% |
OPN (OPONEO.PL) | 3.96% | 4.07% | 0.43 | -0.01 | 0.06 | +0.56% | +0.12% |
APR (AUTOPARTN) | 4.21% | 4.08% | 0.58 | 0.06 | 0.13 | +0.94% | +0.38% |
DOM (DOMDEV) | 4.02% | 4.11% | 0.44 | 0.12 | 0.19 | +1.75% | +0.64% |
CAR (INTERCARS) | 4.08% | 4.14% | 0.46 | -0.00 | 0.07 | +0.59% | +0.15% |
CMR (COMARCH) | 4.26% | 4.16% | 0.56 | 0.02 | 0.09 | +0.68% | +0.22% |
AGO (AGORA) | 4.50% | 4.16% | 0.72 | 0.07 | 0.13 | +0.79% | +0.37% |
VOX (VOXEL) | 3.87% | 4.17% | 0.31 | 0.14 | 0.22 | +2.75% | +0.78% |
PCE (POLICE) | 3.78% | 4.17% | 0.26 | -0.08 | -0.02 | -0.25% | -0.14% |
ALL (AILLERON) | 4.22% | 4.18% | 0.52 | 0.02 | 0.08 | +0.67% | +0.20% |
ABS (ASSECOBS) | 3.68% | 4.19% | 0.19 | 0.04 | 0.12 | +2.36% | +0.39% |
SLV (SELVITA) | 3.87% | 4.21% | 0.28 | -0.11 | -0.05 | -0.62% | -0.26% |
11B (11BIT) | 3.63% | 4.23% | 0.13 | -0.08 | -0.01 | -0.32% | -0.08% |
MBR (MOBRUK) | 4.01% | 4.29% | 0.31 | -0.08 | -0.02 | -0.21% | -0.15% |
STP (STALPROD) | 4.31% | 4.29% | 0.51 | -0.15 | -0.09 | -0.75% | -0.52% |
ALR (ALIOR) | 5.82% | 4.31% | 1.68 | 0.18 | 0.18 | +0.62% | +0.57% |
EAT (AMREST) | 4.66% | 4.32% | 0.73 | 0.02 | 0.08 | +0.51% | +0.17% |
ASE (ASSECOSEE) | 4.17% | 4.32% | 0.40 | -0.05 | 0.02 | +0.21% | -0.03% |
GEA (GRENEVIA) | 4.19% | 4.33% | 0.40 | -0.11 | -0.05 | -0.53% | -0.32% |
ARH (ARCHICOM) | 4.31% | 4.34% | 0.48 | 0.10 | 0.17 | +1.52% | +0.60% |
XTB | 4.64% | 4.35% | 0.69 | 0.22 | 0.27 | +1.81% | +1.06% |
PXM (POLIMEXMS) | 4.80% | 4.36% | 0.80 | -0.07 | -0.01 | -0.04% | -0.26% |
1AT (ATAL) | 4.45% | 4.52% | 0.45 | 0.07 | 0.13 | +1.30% | +0.46% |
FRO (FERRO) | 4.80% | 4.55% | 0.67 | -0.01 | 0.05 | +0.35% | +0.04% |
CLN (CLNPHARMA) | 4.65% | 4.58% | 0.54 | -0.14 | -0.07 | -0.64% | -0.50% |
ASB (ASBIS) | 4.92% | 4.64% | 0.70 | 0.11 | 0.16 | +1.14% | +0.61% |
KGH (KGHM) | 5.87% | 4.65% | 1.49 | -0.05 | 0.01 | +0.03% | -0.36% |
NWG (NEWAG) | 4.87% | 4.66% | 0.65 | 0.00 | 0.06 | +0.45% | +0.11% |
ABE (ABPL) | 4.30% | 4.67% | 0.24 | 0.08 | 0.15 | +2.70% | +0.58% |
Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
SEL (SELENAFM) | 4.18% | 4.68% | 0.15 | 0.03 | 0.10 | +2.81% | +0.39% |
MRB (MIRBUD) | 4.77% | 4.69% | 0.55 | 0.18 | 0.24 | +2.07% | +0.98% |
PEP | 4.23% | 4.72% | 0.16 | -0.08 | -0.02 | -0.49% | -0.12% |
PCR (PCCROKITA) | 4.59% | 4.78% | 0.36 | -0.00 | 0.06 | +0.77% | +0.18% |
BNP (BNPPPL) | 5.13% | 4.79% | 0.75 | 0.04 | 0.09 | +0.61% | +0.25% |
PGE | 5.85% | 4.83% | 1.34 | -0.14 | -0.07 | -0.31% | -0.79% |
WPL (WIRTUALNA) | 5.41% | 4.89% | 0.90 | -0.01 | 0.04 | +0.24% | -0.03% |
MBK (MBANK) | 6.51% | 4.92% | 1.90 | 0.12 | 0.13 | +0.46% | +0.35% |
ATT (GRUPAAZOTY) | 5.31% | 4.94% | 0.78 | -0.17 | -0.10 | -0.71% | -0.77% |
DVL (DEVELIA) | 5.33% | 4.95% | 0.80 | 0.11 | 0.16 | +1.05% | +0.61% |
PBX (PEKABEX) | 4.88% | 4.96% | 0.43 | 0.05 | 0.11 | +1.20% | +0.40% |
CRJ (CREEPYJAR) | 4.47% | 4.96% | 0.14 | -0.08 | -0.02 | -0.74% | -0.14% |
BDX (BUDIMEX) | 5.11% | 4.97% | 0.60 | 0.21 | 0.26 | +2.22% | +1.17% |
EUR (EUROCASH) | 5.64% | 4.99% | 1.02 | -0.02 | 0.03 | +0.16% | -0.12% |
RBW (RAINBOW) | 5.31% | 5.03% | 0.71 | 0.23 | 0.27 | +2.02% | +1.24% |
VGO (VIGOPHOTN) | 4.76% | 5.05% | 0.28 | -0.13 | -0.08 | -1.31% | -0.44% |
HUG (HUUUGE) | 4.45% | 5.06% | 0.05 | 0.01 | 0.08 | +7.20% | +0.34% |
MSZ (MOSTALZAB) | 5.04% | 5.08% | 0.47 | 0.15 | 0.21 | +2.22% | +0.91% |
TOR (TORPOL) | 4.65% | 5.09% | 0.16 | 0.12 | 0.19 | +5.61% | +0.86% |
ALE (ALLEGRO) | 5.92% | 5.12% | 1.17 | 0.02 | 0.07 | +0.35% | +0.08% |
UNT (UNIMOT) | 5.21% | 5.12% | 0.57 | 0.17 | 0.22 | +2.02% | +0.99% |
SNK (SANOK) | 5.01% | 5.14% | 0.39 | 0.08 | 0.13 | +1.72% | +0.56% |
LWB (BOGDANKA) | 5.73% | 5.17% | 0.97 | -0.14 | -0.07 | -0.44% | -0.70% |
MIL (MILLENNIUM) | 6.50% | 5.17% | 1.70 | 0.07 | 0.10 | +0.39% | +0.19% |
PCO (PEPCO) | 5.71% | 5.18% | 0.95 | -0.19 | -0.12 | -0.73% | -0.96% |
MRC (MERCATOR) | 5.00% | 5.18% | 0.35 | -0.15 | -0.10 | -1.36% | -0.58% |
CCC | 5.89% | 5.19% | 1.09 | 0.05 | 0.09 | +0.50% | +0.24% |
TPE (TAURONPE) | 5.95% | 5.25% | 1.09 | -0.07 | -0.01 | -0.07% | -0.38% |
CBF (CYBERFLKS) | 4.84% | 5.27% | 0.16 | 0.14 | 0.21 | +6.36% | +0.98% |
PLW (PLAYWAY) | 5.22% | 5.29% | 0.44 | 0.00 | 0.05 | +0.63% | +0.16% |
Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
VRC (VERCOM) | 5.11% | 5.37% | 0.28 | 0.14 | 0.20 | +3.60% | +0.94% |
FTE (FORTE) | 5.15% | 5.37% | 0.32 | -0.13 | -0.08 | -1.28% | -0.49% |
PEN (PHOTON) | 5.52% | 5.39% | 0.60 | -0.09 | -0.03 | -0.31% | -0.35% |
TXT (TEXT) | 5.30% | 5.43% | 0.39 | -0.04 | 0.01 | +0.15% | -0.05% |
MCI | 4.81% | 5.44% | -0.01 | 0.02 | 0.08 | -48.98% | +0.38% |
ENT (ENTER) | 5.57% | 5.46% | 0.59 | 0.10 | 0.15 | +1.44% | +0.69% |
BOS | 6.25% | 5.49% | 1.18 | 0.07 | 0.10 | +0.54% | +0.31% |
WTN (WITTCHEN) | 5.58% | 5.51% | 0.56 | 0.07 | 0.12 | +1.20% | +0.51% |
SHO (SHOPER) | 5.56% | 5.51% | 0.54 | -0.08 | -0.03 | -0.28% | -0.30% |
CRI (CREOTECH) | 5.57% | 5.53% | 0.53 | -0.01 | 0.04 | +0.38% | +0.05% |
KGN (KOGENERA) | 5.94% | 5.61% | 0.79 | 0.08 | 0.12 | +0.91% | +0.50% |
ELT (ELEKTROTI) | 6.11% | 5.62% | 0.94 | 0.19 | 0.22 | +1.43% | +1.08% |
JSW | 6.30% | 5.66% | 1.09 | -0.17 | -0.11 | -0.64% | -1.00% |
PCF (PCFGROUP) | 5.67% | 5.67% | 0.50 | -0.25 | -0.20 | -2.28% | -1.27% |
CDR (CDPROJEKT) | 6.15% | 5.73% | 0.88 | -0.04 | 0.01 | +0.05% | -0.20% |
ENA (ENEA) | 6.33% | 5.76% | 1.03 | -0.06 | -0.01 | -0.06% | -0.34% |
GPP (GRUPRACUJ) | 5.61% | 5.82% | 0.31 | -0.03 | 0.02 | +0.40% | +0.04% |
ERB (ERBUD) | 6.31% | 5.84% | 0.94 | -0.00 | 0.04 | +0.27% | -0.01% |
MLS (MLSYSTEM) | 5.86% | 5.85% | 0.51 | -0.09 | -0.04 | -0.50% | -0.40% |
SNT (SYNEKTIK) | 5.99% | 5.87% | 0.61 | 0.23 | 0.27 | +2.61% | +1.43% |
TEN (TSGAMES) | 6.06% | 5.90% | 0.64 | -0.11 | -0.06 | -0.54% | -0.53% |
SPR (SPYROSOFT) | 6.16% | 6.00% | 0.64 | 0.05 | 0.09 | +0.87% | +0.38% |
LPP | 6.89% | 6.03% | 1.35 | 0.07 | 0.10 | +0.52% | +0.32% |
MAB (MABION) | 6.26% | 6.05% | 0.70 | -0.12 | -0.07 | -0.65% | -0.64% |
BFT (BENEFIT) | 5.96% | 6.06% | 0.40 | 0.21 | 0.26 | +3.88% | +1.44% |
ATC (ARCTIC) | 6.38% | 6.11% | 0.76 | 0.09 | 0.13 | +1.07% | +0.60% |
OND (ONDE) | 6.73% | 6.21% | 1.01 | -0.05 | -0.00 | -0.00% | -0.29% |
CTX (CAPTORTX) | 6.31% | 6.27% | 0.53 | -0.13 | -0.09 | -1.03% | -0.69% |
COG (COGNOR) | 6.63% | 6.45% | 0.67 | 0.04 | 0.09 | +0.84% | +0.38% |
VOT (VOTUM) | 6.80% | 6.50% | 0.80 | 0.11 | 0.15 | +1.28% | +0.80% |
ZEP (ZEPAK) | 7.15% | 6.64% | 1.04 | 0.00 | 0.04 | +0.28% | +0.00% |
LBW (LUBAWA) | 6.99% | 6.68% | 0.83 | 0.03 | 0.07 | +0.61% | +0.27% |
AST (ASTARTA) | 6.70% | 6.73% | 0.46 | 0.00 | 0.05 | +0.68% | +0.18% |
XTP (XTPL) | 7.20% | 7.21% | 0.48 | 0.11 | 0.15 | +2.17% | +0.91% |
BRS (BORYSZEW) | 6.75% | 7.35% | -0.16 | 0.06 | 0.11 | -4.71% | +0.77% |
OTS (OTLOG) | 7.89% | 7.51% | 0.94 | 0.15 | 0.18 | +1.49% | +1.15% |
SGN (SYGNITY) | 7.46% | 7.60% | 0.34 | 0.20 | 0.24 | +5.37% | +1.72% |
RVU (RYVU) | 7.98% | 7.88% | 0.62 | 0.01 | 0.05 | +0.62% | +0.21% |
RFK (RAFAKO) | 7.72% | 7.89% | 0.29 | -0.08 | -0.05 | -1.21% | -0.44% |
MOC (MOLECURE) | 7.99% | 7.92% | 0.59 | -0.08 | -0.04 | -0.55% | -0.49% |
SCP (SCPFL) | 7.95% | 7.94% | 0.50 | 0.06 | 0.09 | +1.48% | +0.61% |
BCX (BIOCELTIX) | 8.62% | 8.45% | 0.72 | 0.06 | 0.09 | +1.12% | +0.61% |
CIG (CIGAMES) | 8.75% | 8.85% | 0.35 | 0.00 | 0.03 | +0.83% | +0.19% |
BMC (BUMECH) | 9.40% | 8.93% | 1.16 | -0.10 | -0.07 | -0.55% | -0.96% |
DAT (DATAWALK) | 9.00% | 9.12% | 0.33 | -0.11 | -0.08 | -2.23% | -0.82% |
GRX (GREENX) | 9.75% | 9.45% | 0.95 | 0.13 | 0.15 | +1.59% | +1.24% |
SVE (SNTVERSE) | 9.86% | 9.93% | 0.39 | 0.04 | 0.07 | +1.66% | +0.54% |
SNX (SUNEX) | 10.35% | 10.36% | 0.47 | 0.07 | 0.10 | +2.16% | +0.89% |
MDG (MEDICALG) | 11.78% | 11.63% | 0.76 | 0.09 | 0.12 | +1.81% | +1.16% |
MUR (MURAPOL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
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).
Biznesradar bez reklam? Sprawdź BR Plus