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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 |
---|---|---|---|---|---|---|---|
XTB | 4.61% | 4.36% | 0.66 | 0.23 | 0.26 | +1.79% | +1.07% |
BDX (BUDIMEX) | 5.12% | 4.93% | 0.63 | 0.23 | 0.25 | +2.05% | +1.19% |
BFT (BENEFIT) | 6.02% | 6.07% | 0.45 | 0.22 | 0.25 | +3.35% | +1.42% |
SPL (SANPL) | 4.27% | 2.81% | 1.23 | 0.17 | 0.15 | +0.53% | +0.45% |
ALR (ALIOR) | 6.07% | 4.46% | 1.71 | 0.16 | 0.14 | +0.51% | +0.58% |
PEO (PEKAO) | 4.53% | 2.82% | 1.39 | 0.14 | 0.13 | +0.41% | +0.33% |
MBK (MBANK) | 6.64% | 4.97% | 1.87 | 0.12 | 0.11 | +0.40% | +0.44% |
PKO (PKOBP) | 4.18% | 2.59% | 1.26 | 0.12 | 0.11 | +0.37% | +0.25% |
PZU | 3.35% | 2.29% | 0.93 | 0.11 | 0.13 | +0.46% | +0.27% |
KRU (KRUK) | 4.54% | 3.74% | 0.97 | 0.08 | 0.11 | +0.50% | +0.32% |
MIL (MILLENNIUM) | 6.73% | 5.30% | 1.73 | 0.07 | 0.08 | +0.30% | +0.23% |
LPP | 6.98% | 6.04% | 1.37 | 0.06 | 0.08 | +0.40% | +0.32% |
KTY (KETY) | 3.92% | 3.74% | 0.59 | 0.05 | 0.09 | +0.59% | +0.25% |
CCC | 5.67% | 4.97% | 1.02 | 0.03 | 0.06 | +0.31% | +0.15% |
ALE (ALLEGRO) | 6.09% | 5.18% | 1.22 | -0.00 | 0.03 | +0.13% | -0.04% |
ENA (ENEA) | 6.33% | 5.83% | 0.93 | -0.02 | 0.01 | +0.08% | -0.08% |
EUR (EUROCASH) | 5.69% | 4.99% | 1.03 | -0.02 | 0.01 | +0.05% | -0.12% |
TXT (TEXT) | 5.34% | 5.45% | 0.41 | -0.03 | 0.01 | +0.07% | -0.04% |
DNP (DINOPL) | 4.67% | 4.02% | 0.90 | -0.03 | 0.01 | +0.07% | -0.09% |
TPE (TAURONPE) | 6.08% | 5.55% | 0.94 | -0.03 | 0.00 | +0.02% | -0.14% |
OPL (ORANGEPL) | 3.61% | 2.90% | 0.83 | -0.04 | 0.02 | +0.07% | -0.08% |
ACP (ASSECOPOL) | 2.81% | 2.95% | 0.44 | -0.05 | 0.01 | +0.05% | -0.05% |
KGH (KGHM) | 5.99% | 4.69% | 1.49 | -0.05 | -0.01 | -0.04% | -0.32% |
CDR (CDPROJEKT) | 6.58% | 6.01% | 1.01 | -0.06 | -0.03 | -0.22% | -0.39% |
PKN (PKNORLEN) | 4.34% | 3.24% | 1.09 | -0.07 | -0.02 | -0.07% | -0.26% |
PGE | 5.91% | 5.02% | 1.19 | -0.10 | -0.05 | -0.26% | -0.51% |
JSW | 6.38% | 5.73% | 1.07 | -0.14 | -0.10 | -0.60% | -0.81% |
ATT (GRUPAAZOTY) | 5.41% | 5.06% | 0.76 | -0.14 | -0.10 | -0.71% | -0.67% |
PCO (PEPCO) | 5.75% | 5.22% | 0.91 | -0.18 | -0.13 | -0.84% | -0.92% |
CPS (CYFRPLSAT) | 4.34% | 3.11% | 1.15 | -0.35 | -0.21 | -0.79% | -1.10% |
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