- 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) | 3.46% | 3.32% | 0.62 | 0.09 | 0.06 | +0.33% | +0.26% |
| ACG (ACAUTOGAZ) | 3.08% | 3.44% | 0.17 | 0.05 | 0.03 | +0.62% | +0.12% |
| ACP (ASSECOPOL) | 3.38% | 3.25% | 0.61 | 0.15 | 0.12 | +0.66% | +0.46% |
| AMB (AMBRA) | 3.67% | 3.59% | 0.58 | 0.14 | 0.12 | +0.76% | +0.48% |
| AMC (AMICA) | 4.17% | 3.93% | 0.76 | 0.03 | 0.01 | +0.06% | +0.11% |
| AML (ALUMETAL) | 3.35% | 3.23% | 0.60 | -0.03 | -0.05 | -0.28% | -0.12% |
| APT (APATOR) | 4.43% | 4.34% | 0.60 | -0.00 | -0.02 | -0.15% | -0.04% |
| ASE (ASSECOSEE) | 3.26% | 3.34% | 0.42 | 0.27 | 0.26 | +1.98% | +0.86% |
| ATG (ATMGRUPA) | 6.42% | 6.46% | 0.42 | 0.07 | 0.05 | +0.82% | +0.38% |
| BDX (BUDIMEX) | 5.35% | 5.14% | 0.79 | 0.01 | -0.00 | -0.01% | +0.05% |
| BHW (HANDLOWY) | 2.94% | 2.54% | 0.79 | -0.08 | -0.10 | -0.36% | -0.22% |
| BSC (BSCDRUK) | 3.86% | 3.95% | 0.40 | 0.09 | 0.07 | +0.65% | +0.29% |
| CAR (INTERCARS) | 3.95% | 3.39% | 1.06 | -0.07 | -0.08 | -0.30% | -0.23% |
| CCC | 5.55% | 4.93% | 1.39 | -0.10 | -0.10 | -0.41% | -0.46% |
| CLN (CLNPHARMA) | 4.78% | 4.70% | 0.61 | 0.12 | 0.10 | +0.80% | +0.53% |
| DBC (DEBICA) | 3.42% | 3.96% | -0.04 | -0.01 | -0.04 | +3.25% | -0.14% |
| DOM (DOMDEV) | 3.08% | 2.95% | 0.60 | 0.15 | 0.11 | +0.58% | +0.40% |
| EUR (EUROCASH) | 4.98% | 4.94% | 0.54 | 0.02 | 0.01 | +0.05% | +0.07% |
| FRO (FERRO) | 3.98% | 4.01% | 0.47 | 0.02 | -0.00 | -0.03% | +0.02% |
| GPW | 3.20% | 3.16% | 0.53 | 0.04 | 0.01 | +0.07% | +0.08% |
| KSW (KRUSZWICA) | 3.70% | 3.68% | 0.52 | -0.05 | -0.07 | -0.51% | -0.22% |
| KTY (KETY) | 3.79% | 3.82% | 0.47 | 0.02 | 0.00 | +0.03% | +0.05% |
| LPP | 3.70% | 3.03% | 1.11 | 0.06 | 0.03 | +0.09% | +0.19% |
| LVC (LIVECHAT) | 5.86% | 5.53% | 1.01 | 0.05 | 0.03 | +0.18% | +0.27% |
| MNC (MENNICA) | 3.42% | 3.97% | -0.06 | 0.09 | 0.08 | -4.28% | +0.26% |
| NEU (NEUCA) | 3.67% | 3.65% | 0.52 | 0.14 | 0.11 | +0.82% | +0.46% |
| OPN (OPONEO.PL) | 5.30% | 5.18% | 0.66 | -0.07 | -0.08 | -0.67% | -0.39% |
| PCR (PCCROKITA) | 3.69% | 3.76% | 0.43 | -0.07 | -0.09 | -0.79% | -0.30% |
| PEO (PEKAO) | 2.92% | 2.18% | 1.01 | 0.03 | -0.01 | -0.02% | +0.06% |
| PGN (PGNIG) | 3.59% | 2.96% | 1.06 | -0.02 | -0.04 | -0.13% | -0.05% |
| PHN | 4.75% | 4.66% | 0.62 | -0.01 | -0.03 | -0.21% | -0.08% |
| PKN (PKNORLEN) | 4.27% | 3.56% | 1.26 | 0.01 | -0.01 | -0.02% | +0.07% |
| PSW (PGSSOFT) | 5.18% | 5.19% | 0.49 | -0.03 | -0.04 | -0.44% | -0.18% |
| PZU | 2.78% | 2.05% | 0.98 | 0.02 | -0.01 | -0.03% | +0.05% |
| SKA (SNIEZKA) | 2.85% | 3.59% | -0.15 | 0.04 | 0.02 | -0.46% | +0.06% |
| SKH (SKARBIEC) | 4.01% | 4.15% | 0.34 | 0.00 | -0.02 | -0.19% | -0.04% |
| SNK (SANOK) | 5.22% | 5.11% | 0.66 | -0.12 | -0.13 | -1.05% | -0.64% |
| STP (STALPROD) | 4.71% | 4.58% | 0.67 | -0.17 | -0.18 | -1.28% | -0.80% |
| WLT (WIELTON) | 4.60% | 4.45% | 0.68 | -0.11 | -0.12 | -0.83% | -0.51% |
| WWL (WAWEL) | 3.33% | 3.42% | 0.41 | -0.08 | -0.11 | -0.85% | -0.32% |
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).
