- 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) | 3.35% | 3.19% | 0.64 | 0.18 | 0.13 | +0.70% | +0.53% |
| ALR (ALIOR) | 4.34% | 3.82% | 1.09 | -0.23 | -0.24 | -0.93% | -0.88% |
| ATT (GRUPAAZOTY) | 6.63% | 5.71% | 2.07 | -0.10 | -0.11 | -0.34% | -0.43% |
| CCC | 5.65% | 5.07% | 1.37 | -0.16 | -0.17 | -0.70% | -0.78% |
| CDR (CDPROJEKT) | 5.31% | 4.72% | 1.32 | 0.21 | 0.16 | +0.66% | +1.05% |
| CPS (CYFRPLSAT) | 2.92% | 2.70% | 0.67 | 0.12 | 0.07 | +0.30% | +0.29% |
| DNP (DINOPL) | 4.74% | 4.81% | 0.40 | 0.17 | 0.15 | +1.76% | +0.75% |
| EAT (AMREST) | 4.16% | 4.07% | 0.60 | 0.08 | 0.04 | +0.29% | +0.25% |
| ENA (ENEA) | 4.74% | 4.41% | 0.91 | -0.05 | -0.07 | -0.37% | -0.21% |
| ENG (ENERGA) | 4.39% | 4.03% | 0.93 | -0.07 | -0.10 | -0.46% | -0.31% |
| EUR (EUROCASH) | 4.94% | 4.92% | 0.53 | 0.01 | -0.01 | -0.14% | -0.00% |
| ING (INGBSK) | 2.68% | 2.55% | 0.59 | 0.05 | -0.01 | -0.03% | +0.06% |
| JSW | 5.72% | 5.21% | 1.28 | -0.22 | -0.22 | -1.00% | -1.11% |
| KER (KERNEL) | 3.32% | 3.35% | 0.47 | 0.06 | 0.02 | +0.11% | +0.11% |
| KGH (KGHM) | 4.23% | 3.27% | 1.50 | 0.03 | -0.01 | -0.03% | +0.15% |
| KRU (KRUK) | 5.62% | 5.27% | 1.03 | 0.01 | -0.02 | -0.10% | +0.03% |
| LPP | 3.40% | 2.79% | 1.02 | 0.02 | -0.02 | -0.07% | +0.06% |
| LTS (LOTOS) | 4.12% | 3.47% | 1.19 | 0.17 | 0.11 | +0.39% | +0.63% |
| MBK (MBANK) | 3.94% | 3.08% | 1.34 | -0.04 | -0.06 | -0.18% | -0.07% |
| MIL (MILLENNIUM) | 3.65% | 2.95% | 1.13 | -0.09 | -0.11 | -0.34% | -0.23% |
| OPL (ORANGEPL) | 4.53% | 4.21% | 0.88 | 0.10 | 0.06 | +0.31% | +0.39% |
| PEO (PEKAO) | 2.98% | 2.23% | 1.04 | 0.01 | -0.04 | -0.11% | +0.03% |
| PGE | 4.68% | 4.23% | 1.05 | -0.07 | -0.09 | -0.42% | -0.30% |
| PGN (PGNIG) | 3.61% | 3.00% | 1.06 | -0.08 | -0.11 | -0.36% | -0.24% |
| PKN (PKNORLEN) | 4.31% | 3.56% | 1.33 | 0.01 | -0.02 | -0.07% | +0.08% |
| PKO (PKOBP) | 2.99% | 2.10% | 1.13 | -0.04 | -0.07 | -0.18% | -0.06% |
| PLY (PLAY) | 5.34% | 5.04% | 0.93 | 0.09 | 0.06 | +0.34% | +0.44% |
| PZU | 2.77% | 2.00% | 1.01 | 0.10 | 0.02 | +0.06% | +0.19% |
| SPL (SANPL) | 3.50% | 2.55% | 1.30 | -0.04 | -0.07 | -0.18% | -0.06% |
| TPE (TAURONPE) | 5.01% | 4.67% | 0.96 | -0.09 | -0.11 | -0.60% | -0.45% |
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).
