- Komponenty indeksu mWIG40TR •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu mWIG40TR Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 7.02% | 6.83% | 0.87 | 0.14 | 0.12 | +0.98% | +0.95% |
| ACP (ASSECOPOL) | 3.39% | 3.23% | 0.64 | 0.13 | 0.09 | +0.45% | +0.36% |
| AMC (AMICA) | 4.13% | 3.93% | 0.71 | -0.02 | -0.05 | -0.26% | -0.10% |
| ATT (GRUPAAZOTY) | 6.56% | 5.67% | 2.00 | -0.07 | -0.08 | -0.26% | -0.29% |
| BDX (BUDIMEX) | 5.33% | 5.16% | 0.76 | -0.02 | -0.04 | -0.30% | -0.14% |
| BFT (BENEFIT) | 5.34% | 5.02% | 0.96 | -0.03 | -0.05 | -0.28% | -0.15% |
| BHW (HANDLOWY) | 3.04% | 2.66% | 0.79 | -0.03 | -0.06 | -0.25% | -0.10% |
| BNP (BNPPPL) | 4.38% | 4.48% | 0.38 | 0.02 | -0.01 | -0.13% | -0.01% |
| BRS (BORYSZEW) | 3.86% | 3.78% | 0.57 | -0.16 | -0.19 | -1.29% | -0.67% |
| CAR (INTERCARS) | 3.97% | 3.41% | 1.07 | -0.07 | -0.09 | -0.32% | -0.22% |
| CIE (CIECH) | 4.09% | 3.58% | 1.04 | -0.08 | -0.10 | -0.40% | -0.29% |
| CIG (CIGAMES) | 8.19% | 8.28% | 0.28 | 0.06 | 0.04 | +1.25% | +0.38% |
| CLN (CLNPHARMA) | 4.90% | 4.79% | 0.64 | 0.11 | 0.08 | +0.64% | +0.48% |
| CMR (COMARCH) | 4.03% | 4.14% | 0.37 | 0.04 | 0.01 | +0.10% | +0.08% |
| DVL (DEVELIA) | 3.38% | 3.42% | 0.45 | 0.06 | 0.02 | +0.16% | +0.13% |
| EAT (AMREST) | 4.12% | 3.98% | 0.66 | 0.11 | 0.08 | +0.51% | +0.41% |
| ECH (ECHO) | 3.15% | 3.15% | 0.49 | 0.13 | 0.09 | +0.57% | +0.34% |
| ENA (ENEA) | 4.77% | 4.41% | 0.96 | -0.06 | -0.08 | -0.41% | -0.28% |
| ENG (ENERGA) | 4.34% | 3.95% | 0.95 | -0.13 | -0.15 | -0.68% | -0.53% |
| EUR (EUROCASH) | 5.20% | 5.15% | 0.56 | -0.04 | -0.06 | -0.58% | -0.26% |
| FMF (FAMUR) | 3.81% | 3.69% | 0.62 | -0.03 | -0.06 | -0.38% | -0.16% |
| FTE (FORTE) | 6.73% | 6.83% | 0.31 | -0.10 | -0.12 | -2.49% | -0.74% |
| GPW | 3.24% | 3.19% | 0.53 | 0.01 | -0.03 | -0.16% | -0.02% |
| GTC | 3.30% | 2.98% | 0.78 | 0.08 | 0.03 | +0.14% | +0.20% |
| GTN (GETIN) | 16.38% | 16.40% | 0.42 | -0.02 | -0.03 | -1.04% | -0.39% |
| ING (INGBSK) | 2.73% | 2.55% | 0.63 | 0.08 | 0.03 | +0.12% | +0.15% |
| KER (KERNEL) | 3.54% | 3.57% | 0.47 | 0.02 | -0.02 | -0.12% | 0.00% |
| KRU (KRUK) | 5.91% | 5.55% | 1.06 | -0.08 | -0.10 | -0.53% | -0.44% |
| KTY (KETY) | 3.65% | 3.69% | 0.46 | -0.00 | -0.03 | -0.27% | -0.07% |
| LVC (LIVECHAT) | 6.19% | 5.84% | 1.08 | 0.02 | 0.00 | +0.01% | +0.14% |
| LWB (BOGDANKA) | 4.79% | 4.40% | 1.00 | -0.11 | -0.13 | -0.62% | -0.50% |
| MAB (MABION) | 4.95% | 4.61% | 0.95 | -0.02 | -0.04 | -0.21% | -0.09% |
| MIL (MILLENNIUM) | 3.62% | 2.84% | 1.20 | -0.02 | -0.05 | -0.15% | -0.03% |
| ORB (ORBIS) | 4.18% | 3.81% | 0.91 | 0.11 | 0.07 | +0.32% | +0.40% |
| PKP (PKPCARGO) | 4.76% | 4.29% | 1.09 | -0.14 | -0.15 | -0.64% | -0.57% |
| PLW (PLAYWAY) | 7.78% | 7.23% | 1.64 | 0.20 | 0.17 | +0.81% | +1.52% |
| STP (STALPROD) | 4.51% | 4.32% | 0.73 | -0.13 | -0.15 | -0.95% | -0.61% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VRG | 3.10% | 3.41% | 0.21 | 0.10 | 0.07 | +0.98% | +0.23% |
| WPL (WIRTUALNA) | 3.28% | 3.21% | 0.56 | 0.17 | 0.13 | +0.78% | +0.50% |
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).
