Komponenty indeksu WIG30 Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ACP (ASSECOPOL) | 3.30% | 3.18% | 0.61 | 0.19 | 0.15 | +0.81% | +0.56% |
| ALR (ALIOR) | 4.39% | 3.84% | 1.16 | -0.24 | -0.23 | -0.88% | -0.91% |
| ATT (GRUPAAZOTY) | 6.84% | 5.91% | 2.23 | -0.08 | -0.09 | -0.26% | -0.37% |
| CCC | 5.72% | 5.17% | 1.37 | -0.15 | -0.16 | -0.65% | -0.76% |
| CDR (CDPROJEKT) | 5.29% | 4.75% | 1.29 | 0.27 | 0.23 | +0.93% | +1.32% |
| CPS (CYFRPLSAT) | 2.90% | 2.77% | 0.61 | 0.12 | 0.08 | +0.40% | +0.30% |
| DNP (DINOPL) | 4.60% | 4.75% | 0.29 | 0.18 | 0.16 | +2.58% | +0.77% |
| EAT (AMREST) | 4.08% | 4.03% | 0.57 | 0.06 | 0.04 | +0.28% | +0.22% |
| ENA (ENEA) | 4.83% | 4.53% | 0.90 | -0.06 | -0.07 | -0.40% | -0.27% |
| ENG (ENERGA) | 4.34% | 3.96% | 0.96 | -0.06 | -0.07 | -0.34% | -0.23% |
| EUR (EUROCASH) | 4.88% | 4.78% | 0.63 | 0.02 | -0.00 | -0.02% | +0.05% |
| ING (INGBSK) | 2.58% | 2.56% | 0.52 | 0.05 | 0.01 | +0.07% | +0.08% |
| JSW | 5.88% | 5.29% | 1.45 | -0.27 | -0.26 | -1.06% | -1.39% |
| KER (KERNEL) | 3.12% | 3.23% | 0.39 | 0.05 | 0.02 | +0.17% | +0.10% |
| KGH (KGHM) | 4.19% | 3.25% | 1.52 | -0.00 | -0.03 | -0.07% | +0.04% |
| KRU (KRUK) | 5.65% | 5.38% | 0.94 | 0.00 | -0.01 | -0.08% | +0.01% |
| LPP | 3.34% | 2.78% | 0.99 | -0.00 | -0.03 | -0.10% | -0.01% |
| LTS (LOTOS) | 4.15% | 3.47% | 1.26 | 0.15 | 0.10 | +0.34% | +0.55% |
| MBK (MBANK) | 3.94% | 3.11% | 1.35 | -0.02 | -0.04 | -0.13% | -0.04% |
| MIL (MILLENNIUM) | 3.68% | 3.03% | 1.13 | -0.08 | -0.09 | -0.31% | -0.24% |
| OPL (ORANGEPL) | 4.59% | 4.28% | 0.90 | 0.10 | 0.07 | +0.36% | +0.41% |
| PEO (PEKAO) | 2.94% | 2.22% | 1.04 | -0.01 | -0.04 | -0.11% | -0.02% |
| PGE | 4.73% | 4.32% | 1.03 | -0.10 | -0.11 | -0.53% | -0.44% |
| PGN (PGNIG) | 3.74% | 3.12% | 1.12 | -0.11 | -0.12 | -0.40% | -0.34% |
| PKN (PKNORLEN) | 4.34% | 3.63% | 1.32 | 0.00 | -0.02 | -0.07% | +0.03% |
| PKO (PKOBP) | 3.01% | 2.09% | 1.18 | -0.04 | -0.06 | -0.15% | -0.06% |
| PLY (PLAY) | 5.31% | 5.06% | 0.86 | 0.08 | 0.05 | +0.33% | +0.37% |
| PZU | 2.61% | 1.85% | 0.99 | 0.07 | 0.02 | +0.04% | +0.14% |
| SPL (SANPL) | 3.63% | 2.69% | 1.37 | -0.02 | -0.04 | -0.11% | -0.02% |
| TPE (TAURONPE) | 4.96% | 4.66% | 0.91 | -0.10 | -0.12 | -0.64% | -0.50% |
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).
