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SPRAWDŹKomponenty indeksu mWIG40TR Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 4.00% | 4.45% | 0.25 | 0.06 | 0.04 | +0.59% | +0.17% |
| APR (AUTOPARTN) | 4.24% | 3.78% | 0.73 | 0.13 | 0.09 | +0.54% | +0.48% |
| ASB (ASBIS) | 7.05% | 6.23% | 1.19 | 0.09 | 0.07 | +0.39% | +0.59% |
| ATT (GRUPAAZOTY) | 6.15% | 5.68% | 0.86 | -0.02 | -0.03 | -0.23% | -0.11% |
| BDX (BUDIMEX) | 4.18% | 4.16% | 0.51 | 0.10 | 0.07 | +0.59% | +0.36% |
| BFT (BENEFIT) | 6.30% | 5.83% | 0.86 | 0.10 | 0.08 | +0.57% | +0.59% |
| BHW (HANDLOWY) | 4.13% | 3.56% | 0.78 | 0.24 | 0.18 | +0.97% | +0.84% |
| BMC (BUMECH) | 17.59% | 17.31% | 1.12 | 0.19 | 0.18 | +2.88% | +3.36% |
| BML (BIOMEDLUB) | 10.73% | 10.40% | 0.95 | -0.01 | -0.02 | -0.22% | -0.10% |
| BNP (BNPPPL) | 5.47% | 5.15% | 0.71 | -0.02 | -0.04 | -0.30% | -0.13% |
| CAR (INTERCARS) | 4.15% | 3.98% | 0.58 | 0.11 | 0.08 | +0.58% | +0.40% |
| CCC | 6.23% | 5.29% | 1.19 | -0.14 | -0.14 | -0.71% | -0.72% |
| CIE (CIECH) | 4.86% | 4.46% | 0.74 | 0.05 | 0.02 | +0.13% | +0.17% |
| CMR (COMARCH) | 5.05% | 4.87% | 0.61 | -0.07 | -0.09 | -0.71% | -0.37% |
| DOM (DOMDEV) | 4.39% | 4.28% | 0.55 | 0.04 | 0.02 | +0.13% | +0.13% |
| DVL (DEVELIA) | 6.39% | 5.61% | 1.09 | 0.09 | 0.06 | +0.36% | +0.51% |
| EAT (AMREST) | 5.14% | 4.72% | 0.77 | -0.05 | -0.07 | -0.45% | -0.26% |
| ENA (ENEA) | 5.12% | 4.87% | 0.65 | -0.05 | -0.07 | -0.54% | -0.28% |
| EUR (EUROCASH) | 6.90% | 6.01% | 1.24 | 0.07 | 0.04 | +0.24% | +0.43% |
| GEA (GRENEVIA) | 5.67% | 5.43% | 0.67 | 0.09 | 0.07 | +0.56% | +0.44% |
| GPP (GRUPRACUJ) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| GPW | 2.57% | 2.40% | 0.55 | -0.04 | -0.08 | -0.37% | -0.15% |
| HUG (HUUUGE) | 4.95% | 5.23% | 0.31 | -0.03 | -0.06 | -0.90% | -0.25% |
| ING (INGBSK) | 4.54% | 3.42% | 1.07 | 0.01 | -0.02 | -0.08% | +0.03% |
| KER (KERNEL) | 10.69% | 9.98% | 1.44 | -0.07 | -0.07 | -0.55% | -0.63% |
| LVC (LIVECHAT) | 5.18% | 5.24% | 0.45 | 0.06 | 0.04 | +0.47% | +0.26% |
| LWB (BOGDANKA) | 10.87% | 10.81% | 0.59 | 0.09 | 0.08 | +1.40% | +0.88% |
| MAB (MABION) | 9.44% | 8.82% | 1.22 | -0.11 | -0.12 | -0.90% | -0.97% |
| MBR (MOBRUK) | 4.25% | 4.45% | 0.38 | 0.01 | -0.02 | -0.18% | -0.03% |
| MIL (MILLENNIUM) | 7.52% | 5.73% | 2.03 | 0.03 | 0.01 | +0.04% | +0.31% |
| NEU (NEUCA) | 4.24% | 3.97% | 0.64 | 0.00 | -0.02 | -0.16% | -0.03% |
| PEP | 5.05% | 5.51% | 0.18 | 0.04 | 0.03 | +0.76% | +0.16% |
| PKP (PKPCARGO) | 4.74% | 3.96% | 0.94 | -0.02 | -0.04 | -0.22% | -0.10% |
| SLV (SELVITA) | 4.55% | 4.41% | 0.58 | 0.01 | -0.02 | -0.12% | -0.01% |
| STH (STSHOLDING) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TEN (TSGAMES) | 7.32% | 7.04% | 0.76 | -0.18 | -0.19 | -1.81% | -1.28% |
| TPE (TAURONPE) | 6.18% | 5.75% | 0.83 | -0.05 | -0.06 | -0.45% | -0.28% |
| WPL (WIRTUALNA) | 5.70% | 5.30% | 0.78 | 0.03 | 0.01 | +0.09% | +0.16% |
| XTB | 4.84% | 4.77% | 0.54 | 0.21 | 0.19 | +1.67% | +0.96% |
| ZEP (ZEPAK) | 11.36% | 10.86% | 1.20 | 0.12 | 0.10 | +0.97% | +1.30% |
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).
