Komponenty indeksu mWIG40 Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 7.03% | 6.90% | 0.75 | 0.15 | 0.14 | +1.27% | +1.03% |
| ACP (ASSECOPOL) | 3.30% | 3.18% | 0.61 | 0.19 | 0.15 | +0.81% | +0.56% |
| AMC (AMICA) | 4.14% | 3.96% | 0.71 | 0.06 | 0.03 | +0.19% | +0.20% |
| ATT (GRUPAAZOTY) | 6.84% | 5.91% | 2.23 | -0.08 | -0.09 | -0.26% | -0.37% |
| BDX (BUDIMEX) | 5.42% | 5.23% | 0.79 | 0.05 | 0.03 | +0.19% | +0.22% |
| BFT (BENEFIT) | 5.49% | 5.18% | 0.96 | 0.03 | 0.01 | +0.07% | +0.16% |
| BHW (HANDLOWY) | 2.81% | 2.52% | 0.72 | -0.05 | -0.08 | -0.33% | -0.17% |
| BNP (BNPPPL) | 4.59% | 4.62% | 0.45 | 0.06 | 0.04 | +0.38% | +0.21% |
| BRS (BORYSZEW) | 3.83% | 3.70% | 0.64 | -0.16 | -0.18 | -1.10% | -0.64% |
| CAR (INTERCARS) | 4.18% | 3.60% | 1.15 | -0.01 | -0.03 | -0.12% | -0.03% |
| CIE (CIECH) | 4.05% | 3.59% | 1.01 | -0.04 | -0.06 | -0.23% | -0.14% |
| CIG (CIGAMES) | 8.33% | 8.51% | 0.05 | 0.02 | 0.01 | +1.01% | +0.06% |
| CLN (CLNPHARMA) | 4.88% | 4.77% | 0.66 | 0.10 | 0.07 | +0.55% | +0.43% |
| CMR (COMARCH) | 3.99% | 4.27% | 0.15 | 0.08 | 0.06 | +1.57% | +0.24% |
| DVL (DEVELIA) | 3.21% | 3.35% | 0.37 | 0.08 | 0.06 | +0.50% | +0.22% |
| EAT (AMREST) | 4.08% | 4.03% | 0.57 | 0.06 | 0.04 | +0.28% | +0.22% |
| ECH (ECHO) | 3.01% | 3.02% | 0.48 | 0.16 | 0.13 | +0.80% | +0.43% |
| ENA (ENEA) | 4.83% | 4.53% | 0.90 | -0.06 | -0.07 | -0.40% | -0.27% |
| ENG (ENERGA) | 4.34% | 3.96% | 0.96 | -0.06 | -0.07 | -0.34% | -0.23% |
| EUR (EUROCASH) | 4.88% | 4.78% | 0.63 | 0.02 | -0.00 | -0.02% | +0.05% |
| FMF (FAMUR) | 4.32% | 3.97% | 0.93 | -0.11 | -0.13 | -0.59% | -0.46% |
| FTE (FORTE) | 6.73% | 6.74% | 0.47 | -0.01 | -0.03 | -0.39% | -0.14% |
| GPW | 3.23% | 3.28% | 0.44 | 0.05 | 0.03 | +0.19% | +0.13% |
| GTC | 3.18% | 3.03% | 0.63 | 0.09 | 0.05 | +0.26% | +0.22% |
| GTN (GETIN) | 16.56% | 16.55% | 0.57 | 0.00 | -0.01 | -0.15% | -0.03% |
| ING (INGBSK) | 2.58% | 2.56% | 0.52 | 0.05 | 0.01 | +0.07% | +0.08% |
| KER (KERNEL) | 3.12% | 3.23% | 0.39 | 0.05 | 0.02 | +0.17% | +0.10% |
| KRU (KRUK) | 5.65% | 5.38% | 0.94 | 0.00 | -0.01 | -0.08% | +0.01% |
| KTY (KETY) | 3.91% | 4.01% | 0.39 | 0.09 | 0.07 | +0.66% | +0.29% |
| LVC (LIVECHAT) | 5.67% | 5.46% | 0.83 | 0.08 | 0.06 | +0.43% | +0.43% |
| LWB (BOGDANKA) | 5.22% | 4.76% | 1.17 | -0.14 | -0.15 | -0.66% | -0.66% |
| MAB (MABION) | 7.45% | 7.29% | 0.84 | -0.05 | -0.07 | -0.58% | -0.41% |
| MIL (MILLENNIUM) | 3.68% | 3.03% | 1.13 | -0.08 | -0.09 | -0.31% | -0.24% |
| ORB (ORBIS) | 4.09% | 3.82% | 0.81 | 0.07 | 0.05 | +0.23% | +0.27% |
| PKP (PKPCARGO) | 4.99% | 4.41% | 1.30 | -0.25 | -0.24 | -0.91% | -1.06% |
| PLW (PLAYWAY) | 8.06% | 7.58% | 1.59 | 0.24 | 0.21 | +1.09% | +1.88% |
| STP (STALPROD) | 5.09% | 4.92% | 0.73 | -0.14 | -0.15 | -1.08% | -0.72% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VRG | 2.72% | 3.13% | 0.15 | -0.04 | -0.08 | -1.53% | -0.21% |
| WPL (WIRTUALNA) | 3.23% | 3.17% | 0.56 | 0.20 | 0.16 | +0.95% | +0.58% |
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).
