- 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) | 7.04% | 6.82% | 0.95 | 0.14 | 0.13 | +0.95% | +0.98% |
| ACP (ASSECOPOL) | 3.38% | 3.23% | 0.65 | 0.06 | 0.03 | +0.17% | +0.16% |
| AMC (AMICA) | 3.94% | 3.62% | 0.85 | -0.05 | -0.07 | -0.31% | -0.19% |
| ATT (GRUPAAZOTY) | 6.34% | 5.52% | 1.95 | -0.07 | -0.07 | -0.23% | -0.29% |
| BDX (BUDIMEX) | 5.28% | 5.10% | 0.78 | -0.06 | -0.08 | -0.52% | -0.34% |
| BFT (BENEFIT) | 5.16% | 4.87% | 0.92 | -0.09 | -0.10 | -0.55% | -0.43% |
| BHW (HANDLOWY) | 3.01% | 2.67% | 0.79 | -0.04 | -0.06 | -0.23% | -0.12% |
| BRS (BORYSZEW) | 3.62% | 3.54% | 0.58 | -0.24 | -0.26 | -1.61% | -0.88% |
| CAR (INTERCARS) | 4.01% | 3.57% | 1.00 | -0.08 | -0.09 | -0.37% | -0.29% |
| CIE (CIECH) | 4.05% | 3.71% | 0.90 | -0.07 | -0.09 | -0.40% | -0.29% |
| CIG (CIGAMES) | 8.91% | 9.04% | 0.15 | 0.04 | 0.03 | +1.88% | +0.29% |
| CMR (COMARCH) | 4.03% | 4.22% | 0.26 | -0.00 | -0.03 | -0.38% | -0.08% |
| EAT (AMREST) | 4.08% | 3.91% | 0.71 | 0.07 | 0.05 | +0.28% | +0.26% |
| ECH (ECHO) | 3.31% | 3.28% | 0.53 | 0.01 | -0.02 | -0.10% | -0.01% |
| ENA (ENEA) | 4.84% | 4.53% | 0.93 | -0.03 | -0.04 | -0.22% | -0.13% |
| ENG (ENERGA) | 4.62% | 4.28% | 0.95 | -0.02 | -0.04 | -0.18% | -0.10% |
| EUR (EUROCASH) | 4.94% | 4.88% | 0.60 | -0.07 | -0.08 | -0.68% | -0.36% |
| FMF (FAMUR) | 3.75% | 3.60% | 0.66 | 0.01 | -0.01 | -0.07% | +0.00% |
| FTE (FORTE) | 6.30% | 6.34% | 0.43 | -0.11 | -0.12 | -1.85% | -0.75% |
| GPW | 3.29% | 3.20% | 0.58 | 0.00 | -0.02 | -0.12% | -0.02% |
| GTC | 3.22% | 2.71% | 0.95 | 0.04 | 0.01 | +0.04% | +0.12% |
| GTN (GETIN) | 15.32% | 15.30% | 0.59 | -0.03 | -0.03 | -0.80% | -0.42% |
| ING (INGBSK) | 2.72% | 2.49% | 0.67 | 0.08 | 0.04 | +0.16% | +0.16% |
| KER (KERNEL) | 3.54% | 3.52% | 0.52 | -0.04 | -0.06 | -0.40% | -0.17% |
| KRU (KRUK) | 5.82% | 5.48% | 1.07 | -0.06 | -0.07 | -0.40% | -0.34% |
| KTY (KETY) | 3.36% | 3.39% | 0.46 | 0.01 | -0.01 | -0.09% | -0.00% |
| LCC (LCCORP) | 4.28% | 4.27% | 0.52 | 0.12 | 0.10 | +0.85% | +0.48% |
| LVC (LIVECHAT) | 5.80% | 5.40% | 1.17 | -0.04 | -0.05 | -0.26% | -0.21% |
| LWB (BOGDANKA) | 4.81% | 4.34% | 1.14 | -0.08 | -0.09 | -0.37% | -0.33% |
| MAB (MABION) | 4.85% | 4.46% | 1.03 | -0.01 | -0.03 | -0.13% | -0.05% |
| MIL (MILLENNIUM) | 3.46% | 2.74% | 1.17 | 0.11 | 0.06 | +0.18% | +0.31% |
| ORB (ORBIS) | 4.15% | 3.64% | 1.09 | 0.06 | 0.03 | +0.13% | +0.23% |
| PKP (PKPCARGO) | 4.31% | 3.99% | 0.89 | -0.05 | -0.06 | -0.30% | -0.19% |
| PLW (PLAYWAY) | 7.66% | 7.15% | 1.63 | 0.21 | 0.19 | +0.89% | +1.59% |
| PXM (POLIMEXMS) | 6.15% | 5.82% | 1.10 | -0.14 | -0.15 | -0.84% | -0.83% |
| STP (STALPROD) | 4.66% | 4.55% | 0.65 | -0.12 | -0.14 | -0.97% | -0.58% |
| TRK (TRAKCJA) | 8.92% | 8.52% | 1.53 | -0.15 | -0.15 | -0.87% | -1.22% |
| VST (VISTULA) | 3.18% | 3.43% | 0.25 | 0.06 | 0.04 | +0.51% | +0.15% |
| WPL (WIRTUALNA) | 3.30% | 3.34% | 0.46 | 0.07 | 0.05 | +0.33% | +0.19% |
| WWL (WAWEL) | 2.86% | 3.02% | 0.35 | -0.09 | -0.13 | -1.01% | -0.33% |
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).
