- Komponenty indeksu WIGtech •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu WIGtech Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 7.02% | 6.83% | 0.86 | 0.14 | 0.12 | +1.02% | +0.97% |
| ABS (ASSECOBS) | 3.47% | 3.33% | 0.63 | 0.08 | 0.05 | +0.27% | +0.24% |
| ACP (ASSECOPOL) | 3.41% | 3.27% | 0.62 | 0.11 | 0.07 | +0.38% | +0.31% |
| ALL (AILLERON) | 6.22% | 6.12% | 0.68 | -0.09 | -0.10 | -0.94% | -0.56% |
| ARC (ARCUS) | 7.80% | 7.69% | 0.74 | 0.14 | 0.12 | +1.30% | +1.05% |
| ART (ARTIFEX) | 7.28% | 7.47% | 0.12 | -0.09 | -0.11 | -7.10% | -0.81% |
| ASE (ASSECOSEE) | 3.17% | 3.25% | 0.42 | 0.23 | 0.20 | +1.50% | +0.68% |
| ATD (ATENDE) | 3.91% | 3.74% | 0.67 | -0.01 | -0.04 | -0.23% | -0.08% |
| BCM (BETACOM) | 4.40% | 4.35% | 0.55 | -0.00 | -0.03 | -0.21% | -0.05% |
| BKM (PBKM) | 4.05% | 4.22% | 0.30 | 0.05 | 0.02 | +0.31% | +0.13% |
| CDR (CDPROJEKT) | 5.67% | 5.06% | 1.41 | 0.19 | 0.15 | +0.61% | +1.02% |
| CIG (CIGAMES) | 8.24% | 8.35% | 0.26 | 0.04 | 0.03 | +0.96% | +0.28% |
| CMP (COMP) | 4.92% | 5.21% | 0.08 | 0.03 | 0.00 | +0.27% | +0.03% |
| CMR (COMARCH) | 3.99% | 4.10% | 0.38 | 0.06 | 0.03 | +0.31% | +0.16% |
| CPS (CYFRPLSAT) | 2.92% | 2.78% | 0.61 | 0.10 | 0.05 | +0.26% | +0.23% |
| DAT (DATAWALK) | 7.46% | 7.44% | 0.55 | 0.10 | 0.09 | +1.20% | +0.73% |
| ELZ (ELZAB) | 8.54% | 8.77% | -0.04 | -0.09 | -0.11 | +23.65% | -0.94% |
| IFI (IFIRMA) | 6.01% | 6.44% | -0.25 | 0.02 | 0.00 | -0.00% | -0.03% |
| LSI (LSISOFT) | 4.14% | 4.11% | 0.54 | 0.08 | 0.05 | +0.36% | +0.26% |
| LVC (LIVECHAT) | 6.19% | 5.83% | 1.09 | 0.04 | 0.02 | +0.10% | +0.24% |
| NET (NETIA) | 3.55% | 3.88% | 0.16 | 0.06 | 0.04 | +0.83% | +0.15% |
| NTT (NTTSYSTEM) | 4.17% | 4.72% | -0.18 | 0.03 | 0.00 | -0.04% | -0.01% |
| OAT | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OPL (ORANGEPL) | 4.45% | 4.01% | 1.01 | 0.07 | 0.04 | +0.17% | +0.29% |
| OPM (OPTEAM) | 6.12% | 6.49% | -0.16 | 0.12 | 0.11 | -4.18% | +0.63% |
| PLW (PLAYWAY) | 7.77% | 7.22% | 1.64 | 0.20 | 0.17 | +0.80% | +1.49% |
| PLY (PLAY) | 5.35% | 5.05% | 0.92 | 0.03 | 0.01 | +0.06% | +0.16% |
| PSW (PGSSOFT) | 5.24% | 5.25% | 0.47 | -0.00 | -0.03 | -0.29% | -0.08% |
| R22 | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| RVU (RYVU) | 3.91% | 4.08% | 0.30 | 0.15 | 0.12 | +1.63% | +0.52% |
| SGN (SYGNITY) | 6.89% | 6.87% | 0.54 | 0.01 | -0.00 | -0.06% | +0.03% |
| SME (SIMPLE) | 4.27% | 4.85% | -0.23 | 0.05 | 0.03 | -0.56% | +0.10% |
| SNT (SYNEKTIK) | 5.89% | 5.83% | 0.59 | 0.04 | 0.02 | +0.24% | +0.21% |
| SVRS (SILVAIR-REGS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TBL (TBULL) | 9.83% | 10.07% | -0.15 | -0.16 | -0.18 | +12.06% | -1.77% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TLX (TALEX) | 3.65% | 3.99% | 0.13 | -0.01 | -0.05 | -1.27% | -0.15% |
| ULG (ULTGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VVD (VIVID) | 9.76% | 9.83% | 0.30 | -0.02 | -0.03 | -1.06% | -0.29% |
| WAS (WASKO) | 5.36% | 5.27% | 0.63 | -0.05 | -0.07 | -0.62% | -0.32% |
| XTP (XTPL) | 8.70% | 8.49% | 1.00 | 0.11 | 0.09 | +0.79% | +0.90% |
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).
