- 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) | 7.01% | 6.79% | 0.92 | 0.15 | 0.13 | +0.97% | +1.01% |
| ABS (ASSECOBS) | 3.39% | 3.34% | 0.54 | 0.06 | 0.02 | +0.15% | +0.15% |
| ACP (ASSECOPOL) | 3.38% | 3.18% | 0.68 | 0.15 | 0.11 | +0.53% | +0.45% |
| ALL (AILLERON) | 6.38% | 6.25% | 0.73 | -0.09 | -0.10 | -0.90% | -0.57% |
| ARC (ARCUS) | 7.58% | 7.57% | 0.53 | 0.14 | 0.12 | +1.75% | +0.99% |
| ART (ARTIFEX) | 7.51% | 7.68% | 0.14 | -0.12 | -0.14 | -7.47% | -1.00% |
| ASE (ASSECOSEE) | 3.13% | 3.21% | 0.42 | 0.18 | 0.14 | +1.05% | +0.50% |
| ATD (ATENDE) | 4.04% | 3.87% | 0.68 | -0.01 | -0.04 | -0.23% | -0.07% |
| BCM (BETACOM) | 4.07% | 4.11% | 0.45 | 0.02 | -0.01 | -0.13% | -0.00% |
| BKM (PBKM) | 4.11% | 4.26% | 0.31 | 0.06 | 0.04 | +0.48% | +0.19% |
| CDR (CDPROJEKT) | 5.89% | 5.35% | 1.35 | 0.23 | 0.19 | +0.81% | +1.26% |
| CIG (CIGAMES) | 8.34% | 8.50% | 0.11 | 0.04 | 0.02 | +1.69% | +0.20% |
| CMP (COMP) | 4.85% | 5.15% | 0.09 | 0.05 | 0.02 | +1.37% | +0.13% |
| CMR (COMARCH) | 4.25% | 4.41% | 0.30 | 0.01 | -0.02 | -0.32% | -0.06% |
| CPS (CYFRPLSAT) | 2.98% | 2.85% | 0.61 | 0.06 | 0.02 | +0.09% | +0.13% |
| DAT (DATAWALK) | 7.33% | 7.36% | 0.43 | 0.06 | 0.04 | +0.66% | +0.34% |
| ELZ (ELZAB) | 6.22% | 6.50% | 0.00 | -0.14 | -0.16 | -766.84% | -1.02% |
| IFI (IFIRMA) | 6.08% | 6.52% | -0.27 | 0.02 | 0.00 | -0.07% | -0.01% |
| LSI (LSISOFT) | 4.02% | 3.97% | 0.55 | 0.04 | 0.01 | +0.04% | +0.09% |
| LVC (LIVECHAT) | 6.13% | 5.81% | 1.03 | 0.01 | -0.01 | -0.06% | +0.07% |
| NET (NETIA) | 3.43% | 3.81% | 0.11 | 0.08 | 0.06 | +1.69% | +0.20% |
| NTT (NTTSYSTEM) | 4.21% | 4.84% | -0.30 | 0.06 | 0.03 | -0.48% | +0.11% |
| OAT | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OPL (ORANGEPL) | 4.65% | 4.20% | 1.05 | 0.06 | 0.02 | +0.10% | +0.24% |
| OPM (OPTEAM) | 6.28% | 6.72% | -0.30 | 0.08 | 0.06 | -1.28% | +0.35% |
| PLW (PLAYWAY) | 7.79% | 7.24% | 1.65 | 0.21 | 0.18 | +0.84% | +1.59% |
| PLY (PLAY) | 4.90% | 4.51% | 1.00 | 0.06 | 0.03 | +0.16% | +0.28% |
| PSW (PGSSOFT) | 5.44% | 5.55% | 0.32 | 0.02 | -0.00 | -0.01% | +0.04% |
| QNT (QUANTUM) | 7.15% | 7.10% | 0.61 | -0.00 | -0.02 | -0.21% | -0.05% |
| R22 | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SGN (SYGNITY) | 7.36% | 7.39% | 0.44 | 0.02 | 0.01 | +0.09% | +0.09% |
| SLV (SELVITA) | 4.18% | 4.40% | 0.22 | 0.08 | 0.05 | +0.97% | +0.24% |
| SME (SIMPLE) | 4.59% | 5.18% | -0.31 | 0.02 | -0.00 | +0.06% | -0.06% |
| SNT (SYNEKTIK) | 5.93% | 5.90% | 0.54 | 0.03 | 0.01 | +0.09% | +0.11% |
| SVRS (SILVAIR-REGS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TBL (TBULL) | 9.44% | 9.75% | -0.32 | -0.14 | -0.16 | +4.69% | -1.53% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TLX (TALEX) | 3.56% | 3.90% | 0.15 | 0.00 | -0.03 | -0.72% | -0.09% |
| VVD (VIVID) | 9.76% | 9.84% | 0.27 | -0.02 | -0.04 | -1.36% | -0.33% |
| WAS (WASKO) | 5.37% | 5.29% | 0.61 | -0.00 | -0.02 | -0.22% | -0.06% |
| XTP (XTPL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
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).
