- 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% | 3.23% | 0.64 | 0.13 | 0.09 | +0.45% | +0.36% |
| ALR (ALIOR) | 3.84% | 3.14% | 1.17 | -0.13 | -0.14 | -0.46% | -0.40% |
| ATT (GRUPAAZOTY) | 6.56% | 5.67% | 2.00 | -0.07 | -0.08 | -0.26% | -0.29% |
| CCC | 5.51% | 4.84% | 1.46 | -0.09 | -0.10 | -0.38% | -0.38% |
| CDR (CDPROJEKT) | 5.67% | 5.06% | 1.40 | 0.19 | 0.15 | +0.60% | +1.01% |
| CPS (CYFRPLSAT) | 3.04% | 2.89% | 0.61 | 0.10 | 0.05 | +0.25% | +0.23% |
| DNP (DINOPL) | 4.92% | 4.89% | 0.55 | 0.20 | 0.18 | +1.59% | +0.94% |
| ENA (ENEA) | 4.77% | 4.41% | 0.96 | -0.06 | -0.08 | -0.41% | -0.28% |
| ENG (ENERGA) | 4.34% | 3.95% | 0.95 | -0.13 | -0.15 | -0.68% | -0.53% |
| EUR (EUROCASH) | 5.20% | 5.15% | 0.56 | -0.04 | -0.06 | -0.58% | -0.26% |
| ING (INGBSK) | 2.73% | 2.55% | 0.63 | 0.08 | 0.03 | +0.12% | +0.15% |
| JSW | 5.48% | 4.98% | 1.21 | -0.26 | -0.26 | -1.17% | -1.28% |
| KER (KERNEL) | 3.54% | 3.57% | 0.47 | 0.02 | -0.02 | -0.12% | 0.00% |
| KGH (KGHM) | 4.01% | 3.07% | 1.42 | -0.08 | -0.09 | -0.27% | -0.21% |
| KRU (KRUK) | 5.91% | 5.55% | 1.06 | -0.08 | -0.10 | -0.53% | -0.44% |
| LPP | 3.79% | 3.14% | 1.12 | 0.07 | 0.03 | +0.09% | +0.23% |
| LTS (LOTOS) | 4.43% | 3.77% | 1.25 | 0.16 | 0.11 | +0.39% | +0.64% |
| MBK (MBANK) | 3.91% | 3.04% | 1.34 | 0.00 | -0.03 | -0.08% | +0.05% |
| MIL (MILLENNIUM) | 3.62% | 2.84% | 1.20 | -0.02 | -0.05 | -0.15% | -0.03% |
| OPL (ORANGEPL) | 4.59% | 4.17% | 1.01 | 0.08 | 0.05 | +0.21% | +0.33% |
| PEO (PEKAO) | 2.91% | 2.15% | 1.03 | 0.05 | -0.00 | -0.01% | +0.11% |
| PGE | 4.47% | 4.04% | 1.01 | -0.07 | -0.09 | -0.38% | -0.26% |
| PGN (PGNIG) | 3.60% | 3.00% | 1.04 | -0.06 | -0.08 | -0.28% | -0.17% |
| PKN (PKNORLEN) | 4.33% | 3.61% | 1.29 | 0.03 | -0.00 | -0.01% | +0.14% |
| PKO (PKOBP) | 2.97% | 2.16% | 1.07 | 0.09 | 0.02 | +0.07% | +0.20% |
| PKP (PKPCARGO) | 4.76% | 4.29% | 1.09 | -0.14 | -0.15 | -0.64% | -0.57% |
| PLY (PLAY) | 5.35% | 5.06% | 0.92 | 0.03 | 0.01 | +0.03% | +0.14% |
| PZU | 2.77% | 2.05% | 0.98 | 0.01 | -0.04 | -0.10% | +0.02% |
| SPL (SANPL) | 3.55% | 2.55% | 1.35 | 0.01 | -0.02 | -0.06% | +0.08% |
| TPE (TAURONPE) | 4.87% | 4.51% | 0.96 | -0.11 | -0.12 | -0.63% | -0.49% |
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).
