- Komponenty indeksu WIGdiv •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu WIGdiv Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ABS (ASSECOBS) | 3.40% | 3.33% | 0.57 | 0.04 | 0.03 | +0.16% | +0.11% |
| ACG (ACAUTOGAZ) | 2.98% | 3.29% | 0.21 | 0.11 | 0.11 | +1.64% | +0.34% |
| ACP (ASSECOPOL) | 3.42% | 3.23% | 0.68 | 0.11 | 0.09 | +0.47% | +0.35% |
| AMB (AMBRA) | 3.71% | 3.63% | 0.58 | 0.15 | 0.14 | +0.90% | +0.55% |
| AMC (AMICA) | 4.15% | 3.90% | 0.80 | -0.05 | -0.06 | -0.30% | -0.21% |
| AML (ALUMETAL) | 4.01% | 3.90% | 0.63 | -0.05 | -0.06 | -0.37% | -0.21% |
| APT (APATOR) | 4.56% | 4.38% | 0.73 | -0.03 | -0.04 | -0.23% | -0.14% |
| ASE (ASSECOSEE) | 3.25% | 3.30% | 0.45 | 0.14 | 0.13 | +0.92% | +0.43% |
| ATG (ATMGRUPA) | 6.23% | 6.18% | 0.57 | 0.05 | 0.04 | +0.43% | +0.27% |
| BDX (BUDIMEX) | 5.28% | 5.08% | 0.80 | -0.06 | -0.06 | -0.41% | -0.29% |
| BHW (HANDLOWY) | 3.03% | 2.67% | 0.80 | -0.02 | -0.03 | -0.10% | -0.05% |
| BSC (BSCDRUK) | 3.74% | 3.80% | 0.43 | -0.02 | -0.03 | -0.23% | -0.08% |
| CAR (INTERCARS) | 3.96% | 3.51% | 1.00 | -0.07 | -0.07 | -0.30% | -0.25% |
| CCC | 5.15% | 4.52% | 1.39 | -0.05 | -0.05 | -0.19% | -0.20% |
| CLN (CLNPHARMA) | 4.98% | 4.89% | 0.62 | 0.08 | 0.07 | +0.56% | +0.38% |
| DBC (DEBICA) | 3.32% | 3.88% | -0.10 | -0.04 | -0.06 | +1.87% | -0.19% |
| DOM (DOMDEV) | 3.17% | 2.93% | 0.71 | 0.09 | 0.07 | +0.33% | +0.26% |
| EUR (EUROCASH) | 5.09% | 5.03% | 0.58 | -0.06 | -0.07 | -0.61% | -0.33% |
| FRO (FERRO) | 4.00% | 4.01% | 0.49 | 0.01 | -0.00 | -0.02% | +0.01% |
| GPW | 3.23% | 3.14% | 0.59 | 0.02 | 0.01 | +0.03% | +0.04% |
| KSW (KRUSZWICA) | 3.52% | 3.40% | 0.62 | -0.08 | -0.09 | -0.52% | -0.30% |
| KTY (KETY) | 3.41% | 3.42% | 0.49 | -0.02 | -0.03 | -0.19% | -0.07% |
| LPP | 3.73% | 3.16% | 1.08 | 0.07 | 0.05 | +0.16% | +0.22% |
| LVC (LIVECHAT) | 5.99% | 5.57% | 1.22 | -0.04 | -0.04 | -0.19% | -0.19% |
| MNC (MENNICA) | 3.47% | 3.96% | -0.05 | 0.06 | 0.06 | -4.30% | +0.20% |
| NEU (NEUCA) | 3.99% | 4.05% | 0.42 | -0.02 | -0.03 | -0.31% | -0.11% |
| OPN (OPONEO.PL) | 5.25% | 5.11% | 0.70 | -0.10 | -0.10 | -0.77% | -0.51% |
| PCR (PCCROKITA) | 2.99% | 3.14% | 0.36 | 0.00 | -0.01 | -0.11% | -0.02% |
| PEO (PEKAO) | 2.85% | 2.13% | 1.03 | -0.01 | -0.02 | -0.07% | -0.03% |
| PGN (PGNIG) | 3.21% | 2.66% | 0.98 | -0.03 | -0.03 | -0.11% | -0.07% |
| PHN | 4.70% | 4.69% | 0.51 | 0.02 | 0.01 | +0.08% | +0.06% |
| PKN (PKNORLEN) | 4.45% | 3.70% | 1.41 | 0.00 | -0.01 | -0.03% | +0.02% |
| PSW (PGSSOFT) | 5.46% | 5.58% | 0.31 | -0.01 | -0.02 | -0.39% | -0.11% |
| PZU | 2.73% | 2.03% | 0.99 | 0.05 | 0.02 | +0.06% | +0.10% |
| SKA (SNIEZKA) | 2.46% | 3.19% | -0.12 | 0.11 | 0.12 | -2.60% | +0.30% |
| SKH (SKARBIEC) | 3.95% | 4.07% | 0.34 | -0.04 | -0.05 | -0.55% | -0.17% |
| SNK (SANOK) | 5.22% | 5.13% | 0.64 | -0.13 | -0.14 | -1.12% | -0.69% |
| STP (STALPROD) | 4.60% | 4.47% | 0.67 | -0.14 | -0.14 | -0.99% | -0.63% |
| WLT (WIELTON) | 4.77% | 4.45% | 0.93 | -0.10 | -0.10 | -0.54% | -0.46% |
| WWL (WAWEL) | 3.43% | 3.59% | 0.32 | -0.12 | -0.14 | -1.49% | -0.47% |
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).
