- Komponenty indeksu WIG30 •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu WIG30 Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ACP (ASSECOPOL) | 3.38% | 3.25% | 0.61 | 0.15 | 0.12 | +0.66% | +0.46% |
| ALR (ALIOR) | 4.47% | 3.93% | 1.13 | -0.17 | -0.17 | -0.67% | -0.66% |
| ATT (GRUPAAZOTY) | 6.59% | 5.68% | 2.02 | -0.08 | -0.08 | -0.26% | -0.37% |
| CCC | 5.55% | 4.93% | 1.39 | -0.10 | -0.10 | -0.41% | -0.46% |
| CDR (CDPROJEKT) | 5.54% | 4.91% | 1.40 | 0.21 | 0.17 | +0.68% | +1.07% |
| CPS (CYFRPLSAT) | 2.94% | 2.76% | 0.63 | 0.09 | 0.06 | +0.29% | +0.23% |
| DNP (DINOPL) | 4.95% | 4.96% | 0.49 | 0.18 | 0.16 | +1.62% | +0.83% |
| ENA (ENEA) | 4.88% | 4.48% | 1.01 | -0.02 | -0.04 | -0.17% | -0.10% |
| ENG (ENERGA) | 4.41% | 3.98% | 0.99 | -0.10 | -0.11 | -0.50% | -0.41% |
| EUR (EUROCASH) | 4.98% | 4.94% | 0.54 | 0.02 | 0.01 | +0.05% | +0.07% |
| ING (INGBSK) | 2.70% | 2.55% | 0.60 | 0.03 | -0.00 | -0.00% | +0.04% |
| JSW | 5.63% | 5.11% | 1.26 | -0.23 | -0.22 | -1.00% | -1.15% |
| KER (KERNEL) | 3.30% | 3.38% | 0.42 | -0.01 | -0.03 | -0.26% | -0.08% |
| KGH (KGHM) | 4.26% | 3.28% | 1.50 | -0.01 | -0.02 | -0.07% | +0.02% |
| KRU (KRUK) | 5.98% | 5.63% | 1.05 | -0.07 | -0.08 | -0.45% | -0.39% |
| LPP | 3.70% | 3.03% | 1.11 | 0.06 | 0.03 | +0.09% | +0.19% |
| LTS (LOTOS) | 4.39% | 3.73% | 1.22 | 0.15 | 0.11 | +0.39% | +0.58% |
| MBK (MBANK) | 3.93% | 3.06% | 1.33 | -0.01 | -0.03 | -0.08% | -0.00% |
| MIL (MILLENNIUM) | 3.68% | 2.93% | 1.17 | -0.07 | -0.08 | -0.25% | -0.20% |
| OPL (ORANGEPL) | 4.45% | 4.03% | 0.98 | 0.08 | 0.06 | +0.25% | +0.33% |
| PEO (PEKAO) | 2.92% | 2.18% | 1.01 | 0.03 | -0.01 | -0.02% | +0.06% |
| PGE | 4.72% | 4.24% | 1.09 | -0.03 | -0.04 | -0.17% | -0.10% |
| PGN (PGNIG) | 3.59% | 2.96% | 1.06 | -0.02 | -0.04 | -0.13% | -0.05% |
| PKN (PKNORLEN) | 4.27% | 3.56% | 1.26 | 0.01 | -0.01 | -0.02% | +0.07% |
| PKO (PKOBP) | 2.92% | 2.05% | 1.09 | 0.04 | -0.00 | -0.01% | +0.08% |
| PKP (PKPCARGO) | 4.72% | 4.23% | 1.09 | -0.14 | -0.15 | -0.63% | -0.60% |
| PLY (PLAY) | 5.36% | 5.07% | 0.90 | 0.03 | 0.02 | +0.10% | +0.16% |
| PZU | 2.78% | 2.05% | 0.98 | 0.02 | -0.01 | -0.03% | +0.05% |
| SPL (SANPL) | 3.52% | 2.47% | 1.35 | -0.03 | -0.04 | -0.11% | -0.04% |
| TPE (TAURONPE) | 4.99% | 4.60% | 1.01 | -0.07 | -0.08 | -0.38% | -0.30% |
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).
