Komponenty indeksu WIG30TR Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ACP (ASSECOPOL) | 3.48% | 3.75% | 0.40 | 0.19 | 0.11 | +0.95% | +0.51% |
| ALR (ALIOR) | 5.81% | 4.08% | 1.34 | -0.30 | -0.26 | -1.14% | -1.10% |
| ATT (GRUPAAZOTY) | 7.29% | 5.92% | 1.39 | -0.07 | -0.10 | -0.52% | -0.27% |
| CCC | 7.49% | 5.91% | 1.54 | -0.25 | -0.24 | -1.15% | -1.28% |
| CDR (CDPROJEKT) | 5.84% | 4.77% | 1.06 | 0.28 | 0.17 | +0.96% | +1.36% |
| CPS (CYFRPLSAT) | 4.25% | 3.02% | 0.94 | 0.13 | 0.02 | +0.09% | +0.38% |
| DNP (DINOPL) | 5.11% | 4.89% | 0.60 | 0.21 | 0.13 | +1.13% | +0.88% |
| EAT (AMREST) | 5.90% | 4.61% | 1.17 | -0.08 | -0.11 | -0.57% | -0.29% |
| ENA (ENEA) | 6.30% | 5.03% | 1.21 | -0.03 | -0.08 | -0.40% | -0.09% |
| ENG (ENERGA) | 4.23% | 4.36% | 0.44 | -0.00 | -0.08 | -0.77% | -0.20% |
| EUR (EUROCASH) | 5.12% | 5.06% | 0.52 | 0.04 | -0.02 | -0.20% | +0.06% |
| ING (INGBSK) | 3.40% | 2.87% | 0.66 | 0.00 | -0.09 | -0.47% | -0.10% |
| JSW | 7.42% | 6.07% | 1.40 | -0.21 | -0.21 | -1.13% | -1.13% |
| KER (KERNEL) | 3.53% | 3.79% | 0.40 | 0.02 | -0.07 | -0.63% | -0.12% |
| KGH (KGHM) | 5.28% | 3.26% | 1.35 | 0.01 | -0.05 | -0.21% | +0.15% |
| KRU (KRUK) | 6.86% | 6.10% | 0.98 | -0.12 | -0.15 | -1.06% | -0.73% |
| LPP | 4.65% | 3.02% | 1.11 | -0.06 | -0.11 | -0.45% | -0.14% |
| LTS (LOTOS) | 5.15% | 4.00% | 1.01 | 0.12 | 0.03 | +0.18% | +0.50% |
| MBK (MBANK) | 5.71% | 3.65% | 1.45 | -0.05 | -0.09 | -0.34% | -0.03% |
| MIL (MILLENNIUM) | 5.37% | 3.41% | 1.35 | -0.13 | -0.15 | -0.58% | -0.35% |
| OPL (ORANGEPL) | 6.01% | 4.78% | 1.16 | 0.10 | 0.03 | +0.14% | +0.54% |
| PEO (PEKAO) | 4.33% | 2.87% | 1.02 | -0.10 | -0.14 | -0.58% | -0.27% |
| PGE | 7.36% | 5.71% | 1.57 | -0.05 | -0.09 | -0.40% | -0.12% |
| PGN (PGNIG) | 5.68% | 4.33% | 1.17 | -0.01 | -0.06 | -0.31% | +0.02% |
| PKN (PKNORLEN) | 5.41% | 4.03% | 1.14 | 0.03 | -0.04 | -0.19% | +0.15% |
| PKO (PKOBP) | 3.86% | 2.28% | 0.97 | -0.07 | -0.12 | -0.48% | -0.16% |
| PLY (PLAY) | 5.80% | 5.08% | 0.88 | 0.10 | 0.03 | +0.22% | +0.48% |
| PZU | 3.78% | 1.94% | 1.01 | 0.08 | -0.04 | -0.16% | +0.17% |
| SPL (SANPL) | 5.05% | 3.26% | 1.23 | -0.10 | -0.12 | -0.51% | -0.24% |
| TPE (TAURONPE) | 7.02% | 5.83% | 1.26 | -0.03 | -0.07 | -0.40% | -0.10% |
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).
