- Komponenty indeksu WIG30TR •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu WIG30TR Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ACP (ASSECOPOL) | 3.39% | 3.20% | 0.68 | 0.13 | 0.11 | +0.55% | +0.39% |
| ALR (ALIOR) | 3.60% | 3.04% | 1.05 | -0.02 | -0.03 | -0.10% | -0.07% |
| ATT (GRUPAAZOTY) | 6.48% | 5.68% | 1.95 | -0.03 | -0.03 | -0.10% | -0.13% |
| CCC | 5.14% | 4.51% | 1.39 | -0.06 | -0.05 | -0.20% | -0.24% |
| CDR (CDPROJEKT) | 5.87% | 5.32% | 1.42 | 0.20 | 0.18 | +0.74% | +1.10% |
| CPS (CYFRPLSAT) | 2.87% | 2.78% | 0.57 | 0.08 | 0.06 | +0.32% | +0.20% |
| DNP (DINOPL) | 4.84% | 4.84% | 0.49 | 0.24 | 0.23 | +2.30% | +1.13% |
| ENA (ENEA) | 4.80% | 4.50% | 0.90 | -0.08 | -0.08 | -0.42% | -0.35% |
| ENG (ENERGA) | 4.57% | 4.24% | 0.93 | -0.08 | -0.08 | -0.40% | -0.35% |
| EUR (EUROCASH) | 5.08% | 5.03% | 0.57 | -0.06 | -0.07 | -0.60% | -0.32% |
| ING (INGBSK) | 2.74% | 2.54% | 0.65 | 0.04 | 0.03 | +0.12% | +0.10% |
| JSW | 4.97% | 4.45% | 1.22 | -0.10 | -0.09 | -0.38% | -0.43% |
| KER (KERNEL) | 3.55% | 3.55% | 0.49 | -0.04 | -0.05 | -0.38% | -0.17% |
| KGH (KGHM) | 3.67% | 2.89% | 1.26 | -0.04 | -0.04 | -0.12% | -0.12% |
| KRU (KRUK) | 5.84% | 5.49% | 1.10 | -0.06 | -0.06 | -0.32% | -0.32% |
| LPP | 3.72% | 3.15% | 1.08 | 0.07 | 0.05 | +0.18% | +0.23% |
| LTS (LOTOS) | 4.65% | 3.99% | 1.34 | 0.17 | 0.14 | +0.47% | +0.67% |
| MBK (MBANK) | 3.46% | 2.69% | 1.19 | -0.04 | -0.04 | -0.12% | -0.11% |
| MIL (MILLENNIUM) | 3.56% | 2.90% | 1.13 | 0.05 | 0.03 | +0.11% | +0.15% |
| OPL (ORANGEPL) | 4.57% | 4.10% | 1.09 | 0.07 | 0.05 | +0.23% | +0.28% |
| PEO (PEKAO) | 2.85% | 2.13% | 1.03 | -0.00 | -0.01 | -0.04% | -0.01% |
| PGE | 4.43% | 4.06% | 0.97 | -0.05 | -0.06 | -0.25% | -0.22% |
| PGN (PGNIG) | 3.24% | 2.70% | 0.97 | -0.04 | -0.04 | -0.15% | -0.11% |
| PKN (PKNORLEN) | 4.44% | 3.68% | 1.42 | 0.03 | 0.02 | +0.05% | +0.11% |
| PKO (PKOBP) | 2.98% | 2.24% | 1.06 | 0.10 | 0.07 | +0.18% | +0.23% |
| PKP (PKPCARGO) | 4.35% | 4.03% | 0.89 | -0.08 | -0.08 | -0.41% | -0.34% |
| PLY (PLAY) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PZU | 2.75% | 2.04% | 1.00 | 0.05 | 0.03 | +0.08% | +0.11% |
| SPL (SANPL) | 3.35% | 2.51% | 1.22 | 0.04 | 0.02 | +0.06% | +0.11% |
| TPE (TAURONPE) | 4.83% | 4.43% | 1.04 | -0.15 | -0.14 | -0.65% | -0.65% |
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).
