- 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% | 6.84% | 0.88 | 0.14 | 0.13 | +1.03% | +0.97% |
| ACP (ASSECOPOL) | 3.38% | 3.25% | 0.61 | 0.15 | 0.12 | +0.66% | +0.46% |
| AMC (AMICA) | 4.17% | 3.93% | 0.76 | 0.03 | 0.01 | +0.06% | +0.11% |
| ATT (GRUPAAZOTY) | 6.59% | 5.68% | 2.02 | -0.08 | -0.08 | -0.26% | -0.37% |
| BDX (BUDIMEX) | 5.35% | 5.14% | 0.79 | 0.01 | -0.00 | -0.01% | +0.05% |
| BFT (BENEFIT) | 5.44% | 5.11% | 0.97 | -0.03 | -0.04 | -0.22% | -0.13% |
| BHW (HANDLOWY) | 2.94% | 2.54% | 0.79 | -0.08 | -0.10 | -0.36% | -0.22% |
| BNP (BNPPPL) | 4.41% | 4.50% | 0.39 | 0.02 | 0.01 | +0.06% | +0.05% |
| BRS (BORYSZEW) | 3.86% | 3.81% | 0.54 | -0.18 | -0.20 | -1.40% | -0.72% |
| CAR (INTERCARS) | 3.95% | 3.39% | 1.06 | -0.07 | -0.08 | -0.30% | -0.23% |
| CIE (CIECH) | 4.15% | 3.62% | 1.06 | -0.05 | -0.06 | -0.24% | -0.17% |
| CIG (CIGAMES) | 8.38% | 8.53% | 0.15 | 0.02 | 0.01 | +0.70% | +0.12% |
| CLN (CLNPHARMA) | 4.78% | 4.70% | 0.61 | 0.12 | 0.10 | +0.80% | +0.53% |
| CMR (COMARCH) | 3.99% | 4.10% | 0.38 | 0.04 | 0.03 | +0.27% | +0.13% |
| DVL (DEVELIA) | 3.42% | 3.45% | 0.46 | 0.08 | 0.05 | +0.40% | +0.22% |
| EAT (AMREST) | 4.17% | 4.02% | 0.66 | 0.08 | 0.06 | +0.38% | +0.31% |
| ECH (ECHO) | 3.12% | 3.12% | 0.50 | 0.13 | 0.10 | +0.64% | +0.36% |
| ENA (ENEA) | 4.88% | 4.48% | 1.01 | -0.02 | -0.04 | -0.17% | -0.10% |
| ENG (ENERGA) | 4.41% | 3.98% | 0.99 | -0.10 | -0.11 | -0.50% | -0.41% |
| EUR (EUROCASH) | 4.98% | 4.94% | 0.54 | 0.02 | 0.01 | +0.05% | +0.07% |
| FMF (FAMUR) | 3.82% | 3.69% | 0.63 | -0.01 | -0.04 | -0.21% | -0.08% |
| FTE (FORTE) | 6.72% | 6.81% | 0.31 | -0.08 | -0.09 | -2.03% | -0.61% |
| GPW | 3.20% | 3.16% | 0.53 | 0.04 | 0.01 | +0.07% | +0.08% |
| GTC | 3.29% | 3.00% | 0.75 | 0.07 | 0.04 | +0.17% | +0.18% |
| GTN (GETIN) | 16.52% | 16.53% | 0.45 | 0.00 | -0.00 | -0.12% | -0.02% |
| ING (INGBSK) | 2.70% | 2.55% | 0.60 | 0.03 | -0.00 | -0.00% | +0.04% |
| KER (KERNEL) | 3.30% | 3.38% | 0.42 | -0.01 | -0.03 | -0.26% | -0.08% |
| KRU (KRUK) | 5.98% | 5.63% | 1.05 | -0.07 | -0.08 | -0.45% | -0.39% |
| KTY (KETY) | 3.79% | 3.82% | 0.47 | 0.02 | 0.00 | +0.03% | +0.05% |
| LVC (LIVECHAT) | 5.86% | 5.53% | 1.01 | 0.05 | 0.03 | +0.18% | +0.27% |
| LWB (BOGDANKA) | 4.78% | 4.38% | 1.01 | -0.09 | -0.10 | -0.49% | -0.41% |
| MAB (MABION) | 5.18% | 4.82% | 0.99 | 0.04 | 0.02 | +0.09% | +0.17% |
| MIL (MILLENNIUM) | 3.68% | 2.93% | 1.17 | -0.07 | -0.08 | -0.25% | -0.20% |
| ORB (ORBIS) | 4.22% | 3.81% | 0.95 | 0.11 | 0.08 | +0.36% | +0.41% |
| PKP (PKPCARGO) | 4.72% | 4.23% | 1.09 | -0.14 | -0.15 | -0.63% | -0.60% |
| PLW (PLAYWAY) | 7.77% | 7.24% | 1.59 | 0.19 | 0.17 | +0.82% | +1.42% |
| STP (STALPROD) | 4.71% | 4.58% | 0.67 | -0.17 | -0.18 | -1.28% | -0.80% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VRG | 3.11% | 3.41% | 0.22 | 0.04 | 0.02 | +0.26% | +0.08% |
| WPL (WIRTUALNA) | 3.27% | 3.21% | 0.55 | 0.16 | 0.14 | +0.82% | +0.49% |
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).
