- 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) | 3.39% | 3.17% | 0.70 | 0.14 | 0.10 | +0.46% | +0.40% |
| ALR (ALIOR) | 3.78% | 3.15% | 1.11 | -0.07 | -0.09 | -0.30% | -0.21% |
| ATT (GRUPAAZOTY) | 6.50% | 5.68% | 1.91 | -0.04 | -0.05 | -0.17% | -0.12% |
| CCC | 5.23% | 4.55% | 1.43 | -0.08 | -0.09 | -0.33% | -0.32% |
| CDR (CDPROJEKT) | 5.88% | 5.31% | 1.38 | 0.22 | 0.18 | +0.77% | +1.22% |
| CPS (CYFRPLSAT) | 2.88% | 2.78% | 0.57 | 0.09 | 0.05 | +0.24% | +0.20% |
| DNP (DINOPL) | 4.87% | 4.86% | 0.50 | 0.24 | 0.22 | +2.11% | +1.12% |
| ENA (ENEA) | 4.82% | 4.49% | 0.92 | -0.09 | -0.11 | -0.58% | -0.43% |
| ENG (ENERGA) | 4.53% | 4.18% | 0.93 | -0.09 | -0.11 | -0.53% | -0.40% |
| EUR (EUROCASH) | 5.07% | 5.07% | 0.49 | -0.06 | -0.08 | -0.81% | -0.35% |
| ING (INGBSK) | 2.72% | 2.56% | 0.61 | 0.05 | 0.01 | +0.05% | +0.10% |
| JSW | 5.11% | 4.54% | 1.27 | -0.15 | -0.15 | -0.61% | -0.64% |
| KER (KERNEL) | 3.55% | 3.56% | 0.48 | -0.02 | -0.05 | -0.40% | -0.14% |
| KGH (KGHM) | 3.81% | 2.95% | 1.31 | -0.07 | -0.08 | -0.24% | -0.17% |
| KRU (KRUK) | 5.87% | 5.50% | 1.08 | -0.06 | -0.07 | -0.41% | -0.32% |
| LPP | 3.73% | 3.11% | 1.10 | 0.04 | 0.00 | +0.01% | +0.13% |
| LTS (LOTOS) | 4.69% | 3.97% | 1.37 | 0.17 | 0.12 | +0.42% | +0.72% |
| MBK (MBANK) | 3.57% | 2.71% | 1.25 | -0.05 | -0.07 | -0.20% | -0.12% |
| MIL (MILLENNIUM) | 3.51% | 2.79% | 1.14 | 0.06 | 0.02 | +0.06% | +0.19% |
| OPL (ORANGEPL) | 4.53% | 4.11% | 1.00 | 0.07 | 0.04 | +0.19% | +0.30% |
| PEO (PEKAO) | 2.89% | 2.12% | 1.04 | -0.01 | -0.04 | -0.12% | -0.01% |
| PGE | 4.49% | 4.05% | 1.02 | -0.08 | -0.09 | -0.42% | -0.32% |
| PGN (PGNIG) | 3.46% | 2.89% | 1.00 | -0.04 | -0.07 | -0.23% | -0.12% |
| PKN (PKNORLEN) | 4.48% | 3.69% | 1.40 | 0.03 | -0.00 | -0.00% | +0.15% |
| PKO (PKOBP) | 2.99% | 2.23% | 1.05 | 0.11 | 0.05 | +0.13% | +0.25% |
| PKP (PKPCARGO) | 4.50% | 4.09% | 0.98 | -0.12 | -0.13 | -0.61% | -0.50% |
| PLY (PLAY) | 4.91% | 4.51% | 1.03 | 0.04 | 0.02 | +0.07% | +0.19% |
| PZU | 2.79% | 2.05% | 1.00 | 0.04 | -0.01 | -0.02% | +0.09% |
| SPL (SANPL) | 3.42% | 2.52% | 1.24 | 0.02 | -0.02 | -0.05% | +0.07% |
| TPE (TAURONPE) | 4.87% | 4.45% | 1.05 | -0.15 | -0.16 | -0.75% | -0.68% |
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).
