Komponenty indeksu WIGdiv Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ABS (ASSECOBS) | 3.57% | 3.58% | 0.48 | 0.12 | 0.09 | +0.67% | +0.37% |
| ACG (ACAUTOGAZ) | 3.15% | 3.45% | 0.20 | 0.12 | 0.10 | +1.60% | +0.34% |
| ACP (ASSECOPOL) | 3.33% | 3.20% | 0.61 | 0.19 | 0.16 | +0.86% | +0.58% |
| AMB (AMBRA) | 3.37% | 3.46% | 0.40 | 0.13 | 0.11 | +0.92% | +0.41% |
| AMC (AMICA) | 4.10% | 3.93% | 0.70 | 0.07 | 0.05 | +0.28% | +0.26% |
| AML (ALUMETAL) | 3.49% | 3.48% | 0.51 | 0.01 | -0.02 | -0.12% | -0.01% |
| APT (APATOR) | 4.24% | 4.23% | 0.51 | 0.02 | -0.00 | -0.01% | +0.04% |
| ASE (ASSECOSEE) | 3.15% | 3.34% | 0.32 | 0.29 | 0.27 | +2.71% | +0.89% |
| ATG (ATMGRUPA) | 6.42% | 6.48% | 0.38 | 0.07 | 0.06 | +1.00% | +0.41% |
| BDX (BUDIMEX) | 5.42% | 5.23% | 0.80 | 0.05 | 0.03 | +0.18% | +0.22% |
| BHW (HANDLOWY) | 2.82% | 2.53% | 0.72 | -0.05 | -0.08 | -0.30% | -0.15% |
| BSC (BSCDRUK) | 3.70% | 3.87% | 0.31 | 0.09 | 0.07 | +0.80% | +0.28% |
| CAR (INTERCARS) | 4.18% | 3.60% | 1.15 | -0.01 | -0.03 | -0.12% | -0.04% |
| CCC | 5.71% | 5.16% | 1.36 | -0.14 | -0.14 | -0.59% | -0.68% |
| CLN (CLNPHARMA) | 4.88% | 4.77% | 0.65 | 0.10 | 0.08 | +0.59% | +0.45% |
| DBC (DEBICA) | 3.33% | 3.84% | -0.04 | 0.01 | -0.01 | +1.02% | -0.05% |
| DOM (DOMDEV) | 2.89% | 2.76% | 0.61 | 0.15 | 0.11 | +0.54% | +0.38% |
| EUR (EUROCASH) | 4.95% | 4.86% | 0.63 | 0.00 | -0.02 | -0.13% | -0.02% |
| FRO (FERRO) | 4.19% | 4.31% | 0.34 | 0.06 | 0.04 | +0.45% | +0.18% |
| GPW | 3.21% | 3.26% | 0.45 | 0.04 | 0.01 | +0.07% | +0.07% |
| KER (KERNEL) | 3.12% | 3.23% | 0.39 | 0.05 | 0.03 | +0.22% | +0.12% |
| KRU (KRUK) | 5.63% | 5.34% | 0.95 | -0.01 | -0.02 | -0.14% | -0.04% |
| KSW (KRUSZWICA) | 3.84% | 3.71% | 0.64 | 0.01 | -0.01 | -0.09% | +0.00% |
| KTY (KETY) | 3.92% | 4.01% | 0.39 | 0.08 | 0.06 | +0.62% | +0.28% |
| LPP | 3.33% | 2.78% | 0.98 | 0.00 | -0.02 | -0.08% | +0.01% |
| LVC (LIVECHAT) | 5.67% | 5.47% | 0.83 | 0.08 | 0.06 | +0.42% | +0.43% |
| MNC (MENNICA) | 2.94% | 3.44% | 0.02 | 0.05 | 0.02 | +2.63% | +0.07% |
| NEU (NEUCA) | 3.65% | 3.69% | 0.45 | 0.13 | 0.11 | +0.87% | +0.43% |
| OPN (OPONEO.PL) | 5.37% | 5.21% | 0.74 | -0.05 | -0.07 | -0.49% | -0.30% |
| PBX (PEKABEX) | 4.46% | 4.81% | 0.02 | 0.07 | 0.05 | +14.79% | +0.23% |
| PCR (PCCROKITA) | 3.62% | 3.65% | 0.46 | -0.16 | -0.18 | -1.46% | -0.62% |
| PEO (PEKAO) | 2.95% | 2.23% | 1.04 | 0.00 | -0.03 | -0.09% | +0.00% |
| PGN (PGNIG) | 3.73% | 3.10% | 1.12 | -0.12 | -0.13 | -0.42% | -0.37% |
| PHN | 4.86% | 4.75% | 0.65 | 0.04 | 0.02 | +0.14% | +0.15% |
| PKN (PKNORLEN) | 4.33% | 3.62% | 1.32 | 0.01 | -0.02 | -0.05% | +0.05% |
| PZU | 2.62% | 1.86% | 0.99 | 0.06 | 0.01 | +0.02% | +0.11% |
| SKA (SNIEZKA) | 3.06% | 3.66% | -0.09 | 0.08 | 0.06 | -2.02% | +0.18% |
| SKH (SKARBIEC) | 4.00% | 4.21% | 0.25 | 0.00 | -0.02 | -0.36% | -0.07% |
| SNK (SANOK) | 4.98% | 4.99% | 0.48 | -0.10 | -0.12 | -1.19% | -0.53% |
| STP (STALPROD) | 5.05% | 4.89% | 0.72 | -0.13 | -0.14 | -1.01% | -0.66% |
| WLT (WIELTON) | 4.83% | 4.67% | 0.72 | -0.05 | -0.07 | -0.44% | -0.25% |
| WWL (WAWEL) | 3.15% | 3.36% | 0.30 | -0.10 | -0.14 | -1.44% | -0.40% |
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).
