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Komponenty indeksu WIG30TR Analiza portfelowa: Ocena ryzyka inwestycyjnego
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| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| LWB (BOGDANKA) | 10.58% | 10.51% | 0.58 | 0.05 | 0.03 | +0.57% | +0.42% |
| JSW | 9.61% | 9.39% | 0.75 | 0.03 | 0.01 | +0.15% | +0.22% |
| LPP | 7.93% | 6.56% | 1.72 | 0.05 | 0.02 | +0.11% | +0.43% |
| MIL (MILLENNIUM) | 7.55% | 5.75% | 1.97 | 0.02 | -0.01 | -0.03% | +0.23% |
| ALE (ALLEGRO) | 7.16% | 5.87% | 1.53 | -0.07 | -0.08 | -0.35% | -0.32% |
| MBK (MBANK) | 7.12% | 5.38% | 1.83 | 0.04 | 0.01 | +0.05% | +0.35% |
| ALR (ALIOR) | 6.89% | 5.02% | 1.86 | 0.07 | 0.03 | +0.12% | +0.49% |
| EUR (EUROCASH) | 6.84% | 5.94% | 1.20 | 0.08 | 0.05 | +0.29% | +0.51% |
| TPE (TAURONPE) | 6.60% | 6.19% | 0.81 | 0.04 | 0.02 | +0.16% | +0.24% |
| CDR (CDPROJEKT) | 6.36% | 5.83% | 0.89 | 0.00 | -0.02 | -0.14% | +0.01% |
| PGE | 6.34% | 5.65% | 1.00 | 0.01 | -0.01 | -0.08% | +0.06% |
| CCC | 6.28% | 5.31% | 1.18 | -0.15 | -0.15 | -0.82% | -0.80% |
| ATT (GRUPAAZOTY) | 6.14% | 5.64% | 0.85 | 0.01 | -0.02 | -0.13% | +0.01% |
| KGH (KGHM) | 6.03% | 4.95% | 1.23 | -0.02 | -0.04 | -0.22% | -0.09% |
| ENA (ENEA) | 5.98% | 5.75% | 0.66 | -0.01 | -0.03 | -0.26% | -0.08% |
| PEO (PEKAO) | 5.45% | 3.70% | 1.48 | 0.06 | 0.01 | +0.05% | +0.29% |
| KRU (KRUK) | 5.22% | 4.32% | 1.02 | 0.10 | 0.05 | +0.28% | +0.43% |
| TXT (TEXT) | 5.22% | 5.16% | 0.53 | 0.10 | 0.07 | +0.66% | +0.42% |
| SPL (SANPL) | 4.72% | 3.13% | 1.26 | 0.10 | 0.04 | +0.13% | +0.35% |
| BDX (BUDIMEX) | 4.70% | 4.68% | 0.51 | 0.14 | 0.11 | +0.99% | +0.58% |
| PKO (PKOBP) | 4.59% | 2.83% | 1.30 | -0.01 | -0.03 | -0.12% | +0.03% |
| DNP (DINOPL) | 4.51% | 3.99% | 0.77 | 0.06 | 0.02 | +0.11% | +0.19% |
| XTB | 4.47% | 4.33% | 0.57 | 0.26 | 0.22 | +1.71% | +1.06% |
| PKN (PKNORLEN) | 4.37% | 3.38% | 0.97 | -0.01 | -0.04 | -0.17% | -0.03% |
| KTY (KETY) | 4.35% | 4.06% | 0.64 | 0.08 | 0.04 | +0.27% | +0.26% |
| PCO (PEPCO) | 4.19% | 4.04% | 0.57 | -0.14 | -0.16 | -1.21% | -0.61% |
| PZU | 3.87% | 2.57% | 1.01 | 0.13 | 0.05 | +0.19% | +0.33% |
| CPS (CYFRPLSAT) | 3.85% | 3.00% | 0.85 | -0.25 | -0.23 | -1.05% | -0.77% |
| OPL (ORANGEPL) | 3.68% | 3.24% | 0.68 | 0.05 | 0.00 | +0.02% | +0.11% |
| ACP (ASSECOPOL) | 3.05% | 3.26% | 0.41 | -0.01 | -0.06 | -0.42% | -0.11% |
Skaner akcji GPW: Znajdź najlepsze spółki. Sam określ kryteria dzięki którym znajdziesz najbardziej atrakcyjne spółki GPW.
Biznesradar bez reklam? Sprawdź BR Plus
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).
Biznesradar bez reklam? Sprawdź BR Plus
