- 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) | 6.99% | 6.85% | 0.76 | 0.14 | 0.12 | +1.12% | +0.95% |
| ACP (ASSECOPOL) | 3.35% | 3.19% | 0.64 | 0.18 | 0.13 | +0.70% | +0.53% |
| AMC (AMICA) | 4.07% | 3.88% | 0.71 | 0.09 | 0.06 | +0.33% | +0.33% |
| ATT (GRUPAAZOTY) | 6.63% | 5.71% | 2.07 | -0.10 | -0.11 | -0.34% | -0.43% |
| BDX (BUDIMEX) | 5.43% | 5.22% | 0.81 | 0.06 | 0.04 | +0.24% | +0.30% |
| BFT (BENEFIT) | 5.43% | 5.08% | 1.01 | 0.01 | -0.02 | -0.09% | +0.04% |
| BHW (HANDLOWY) | 2.85% | 2.49% | 0.76 | -0.07 | -0.11 | -0.40% | -0.21% |
| BNP (BNPPPL) | 4.54% | 4.55% | 0.48 | 0.09 | 0.06 | +0.54% | +0.32% |
| BRS (BORYSZEW) | 3.82% | 3.79% | 0.53 | -0.16 | -0.19 | -1.36% | -0.65% |
| CAR (INTERCARS) | 4.15% | 3.58% | 1.11 | -0.00 | -0.03 | -0.12% | +0.01% |
| CIE (CIECH) | 4.04% | 3.55% | 1.01 | -0.05 | -0.07 | -0.29% | -0.16% |
| CIG (CIGAMES) | 8.41% | 8.57% | 0.12 | 0.02 | 0.00 | +0.28% | +0.05% |
| CLN (CLNPHARMA) | 4.87% | 4.74% | 0.68 | 0.12 | 0.09 | +0.63% | +0.51% |
| CMR (COMARCH) | 4.15% | 4.32% | 0.30 | 0.06 | 0.03 | +0.45% | +0.17% |
| DVL (DEVELIA) | 3.26% | 3.32% | 0.44 | 0.06 | 0.02 | +0.18% | +0.14% |
| EAT (AMREST) | 4.16% | 4.07% | 0.60 | 0.08 | 0.04 | +0.29% | +0.25% |
| ECH (ECHO) | 2.93% | 2.93% | 0.50 | 0.16 | 0.11 | +0.66% | +0.40% |
| ENA (ENEA) | 4.74% | 4.41% | 0.91 | -0.05 | -0.07 | -0.37% | -0.21% |
| ENG (ENERGA) | 4.39% | 4.03% | 0.93 | -0.07 | -0.10 | -0.46% | -0.31% |
| EUR (EUROCASH) | 4.94% | 4.92% | 0.53 | 0.01 | -0.01 | -0.14% | -0.00% |
| FMF (FAMUR) | 4.12% | 3.80% | 0.85 | -0.03 | -0.06 | -0.30% | -0.15% |
| FTE (FORTE) | 6.93% | 7.02% | 0.32 | -0.03 | -0.05 | -1.02% | -0.29% |
| GPW | 3.18% | 3.20% | 0.47 | 0.05 | 0.01 | +0.05% | +0.09% |
| GTC | 3.17% | 2.97% | 0.67 | 0.07 | 0.03 | +0.14% | +0.18% |
| GTN (GETIN) | 16.58% | 16.58% | 0.51 | 0.00 | -0.01 | -0.26% | -0.07% |
| ING (INGBSK) | 2.68% | 2.55% | 0.59 | 0.05 | -0.01 | -0.03% | +0.06% |
| KER (KERNEL) | 3.32% | 3.35% | 0.47 | 0.06 | 0.02 | +0.11% | +0.11% |
| KRU (KRUK) | 5.62% | 5.27% | 1.03 | 0.01 | -0.02 | -0.10% | +0.03% |
| KTY (KETY) | 3.87% | 3.94% | 0.42 | 0.04 | 0.01 | +0.10% | +0.10% |
| LVC (LIVECHAT) | 5.77% | 5.49% | 0.93 | 0.07 | 0.05 | +0.29% | +0.39% |
| LWB (BOGDANKA) | 4.94% | 4.52% | 1.05 | -0.09 | -0.11 | -0.53% | -0.42% |
| MAB (MABION) | 6.72% | 6.49% | 0.92 | -0.02 | -0.04 | -0.30% | -0.15% |
| MIL (MILLENNIUM) | 3.65% | 2.95% | 1.13 | -0.09 | -0.11 | -0.34% | -0.23% |
| ORB (ORBIS) | 4.16% | 3.82% | 0.87 | 0.09 | 0.05 | +0.24% | +0.33% |
| PKP (PKPCARGO) | 4.81% | 4.29% | 1.16 | -0.17 | -0.18 | -0.75% | -0.71% |
| PLW (PLAYWAY) | 7.95% | 7.50% | 1.47 | 0.23 | 0.20 | +1.08% | +1.79% |
| STP (STALPROD) | 5.05% | 4.91% | 0.70 | -0.12 | -0.14 | -1.00% | -0.61% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VRG | 3.00% | 3.33% | 0.20 | -0.00 | -0.04 | -0.67% | -0.11% |
| WPL (WIRTUALNA) | 3.23% | 3.14% | 0.58 | 0.19 | 0.15 | +0.83% | +0.56% |
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).
