- Komponenty indeksu mWIG40 •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu mWIG40 Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 7.01% | 6.79% | 0.91 | 0.15 | 0.13 | +1.04% | +1.04% |
| ACP (ASSECOPOL) | 3.39% | 3.17% | 0.70 | 0.14 | 0.10 | +0.46% | +0.40% |
| AMC (AMICA) | 4.12% | 3.89% | 0.76 | -0.03 | -0.06 | -0.31% | -0.16% |
| ATT (GRUPAAZOTY) | 6.50% | 5.68% | 1.91 | -0.04 | -0.05 | -0.17% | -0.12% |
| BDX (BUDIMEX) | 5.26% | 5.08% | 0.77 | -0.04 | -0.05 | -0.37% | -0.20% |
| BFT (BENEFIT) | 5.38% | 5.04% | 0.98 | -0.05 | -0.07 | -0.36% | -0.24% |
| BHW (HANDLOWY) | 3.04% | 2.69% | 0.77 | -0.02 | -0.05 | -0.21% | -0.08% |
| BRS (BORYSZEW) | 3.66% | 3.60% | 0.56 | -0.17 | -0.20 | -1.32% | -0.68% |
| CAR (INTERCARS) | 3.95% | 3.51% | 0.95 | -0.05 | -0.07 | -0.31% | -0.19% |
| CIE (CIECH) | 3.93% | 3.48% | 0.96 | -0.08 | -0.10 | -0.39% | -0.27% |
| CIG (CIGAMES) | 8.28% | 8.42% | 0.17 | 0.02 | 0.01 | +0.32% | +0.07% |
| CMR (COMARCH) | 4.28% | 4.43% | 0.30 | 0.01 | -0.01 | -0.19% | -0.02% |
| EAT (AMREST) | 4.09% | 3.97% | 0.62 | 0.06 | 0.03 | +0.22% | +0.21% |
| ECH (ECHO) | 3.23% | 3.24% | 0.49 | 0.05 | 0.01 | +0.10% | +0.10% |
| ENA (ENEA) | 4.82% | 4.49% | 0.92 | -0.09 | -0.11 | -0.58% | -0.43% |
| ENG (ENERGA) | 4.53% | 4.18% | 0.93 | -0.09 | -0.11 | -0.53% | -0.40% |
| EUR (EUROCASH) | 5.07% | 5.07% | 0.49 | -0.06 | -0.08 | -0.81% | -0.35% |
| FMF (FAMUR) | 3.75% | 3.56% | 0.68 | 0.01 | -0.02 | -0.11% | -0.00% |
| FTE (FORTE) | 6.66% | 6.67% | 0.47 | -0.10 | -0.11 | -1.57% | -0.69% |
| GNB (GETINOBLE) | 10.76% | 10.51% | 1.22 | -0.03 | -0.04 | -0.38% | -0.34% |
| GPW | 3.27% | 3.21% | 0.55 | 0.04 | 0.01 | +0.05% | +0.09% |
| GTC | 3.44% | 2.99% | 0.89 | 0.07 | 0.03 | +0.13% | +0.21% |
| GTN (GETIN) | 15.51% | 15.47% | 0.67 | -0.03 | -0.04 | -0.84% | -0.49% |
| ING (INGBSK) | 2.72% | 2.56% | 0.61 | 0.05 | 0.01 | +0.05% | +0.10% |
| KER (KERNEL) | 3.55% | 3.56% | 0.48 | -0.02 | -0.05 | -0.40% | -0.14% |
| KRU (KRUK) | 5.87% | 5.50% | 1.08 | -0.06 | -0.07 | -0.41% | -0.32% |
| KTY (KETY) | 3.48% | 3.45% | 0.52 | -0.00 | -0.03 | -0.22% | -0.06% |
| LCC (LCCORP) | 4.27% | 4.27% | 0.50 | 0.13 | 0.10 | +0.89% | +0.49% |
| LVC (LIVECHAT) | 6.09% | 5.74% | 1.08 | 0.00 | -0.02 | -0.09% | +0.02% |
| LWB (BOGDANKA) | 4.71% | 4.32% | 0.99 | -0.11 | -0.13 | -0.60% | -0.49% |
| MAB (MABION) | 5.10% | 4.66% | 1.10 | -0.00 | -0.02 | -0.10% | +0.01% |
| MIL (MILLENNIUM) | 3.51% | 2.79% | 1.14 | 0.06 | 0.02 | +0.06% | +0.19% |
| ORB (ORBIS) | 4.28% | 3.86% | 0.97 | 0.10 | 0.06 | +0.27% | +0.37% |
| PKP (PKPCARGO) | 4.50% | 4.09% | 0.98 | -0.12 | -0.13 | -0.61% | -0.50% |
| PLW (PLAYWAY) | 7.80% | 7.25% | 1.66 | 0.20 | 0.17 | +0.82% | +1.54% |
| PXM (POLIMEXMS) | 6.44% | 6.07% | 1.14 | -0.11 | -0.12 | -0.68% | -0.66% |
| STP (STALPROD) | 4.75% | 4.65% | 0.62 | -0.16 | -0.18 | -1.34% | -0.77% |
| TRK (TRAKCJA) | 9.75% | 9.39% | 1.47 | -0.11 | -0.12 | -0.78% | -0.99% |
| VRG | 3.24% | 3.51% | 0.24 | 0.10 | 0.07 | +1.00% | +0.26% |
| WPL (WIRTUALNA) | 3.38% | 3.39% | 0.49 | 0.09 | 0.06 | +0.41% | +0.25% |
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).
