- 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) | 7.01% | 6.82% | 0.90 | 0.15 | 0.14 | +1.07% | +1.00% |
| ACP (ASSECOPOL) | 3.42% | 3.23% | 0.68 | 0.11 | 0.09 | +0.47% | +0.35% |
| AMC (AMICA) | 4.15% | 3.90% | 0.80 | -0.05 | -0.06 | -0.30% | -0.21% |
| ATT (GRUPAAZOTY) | 6.47% | 5.66% | 1.96 | -0.02 | -0.03 | -0.08% | -0.08% |
| BDX (BUDIMEX) | 5.28% | 5.08% | 0.80 | -0.06 | -0.06 | -0.41% | -0.29% |
| BFT (BENEFIT) | 5.39% | 5.09% | 0.97 | -0.06 | -0.07 | -0.38% | -0.32% |
| BHW (HANDLOWY) | 3.03% | 2.67% | 0.80 | -0.02 | -0.03 | -0.10% | -0.05% |
| BRS (BORYSZEW) | 3.68% | 3.57% | 0.62 | -0.23 | -0.24 | -1.41% | -0.85% |
| CAR (INTERCARS) | 3.96% | 3.51% | 1.00 | -0.07 | -0.07 | -0.30% | -0.25% |
| CIE (CIECH) | 3.96% | 3.63% | 0.87 | -0.04 | -0.05 | -0.22% | -0.16% |
| CIG (CIGAMES) | 8.82% | 8.93% | 0.19 | 0.05 | 0.04 | +2.00% | +0.39% |
| CMR (COMARCH) | 4.19% | 4.37% | 0.27 | -0.02 | -0.03 | -0.47% | -0.12% |
| EAT (AMREST) | 4.10% | 3.97% | 0.65 | 0.04 | 0.03 | +0.19% | +0.15% |
| ECH (ECHO) | 3.18% | 3.18% | 0.49 | 0.00 | -0.01 | -0.06% | -0.01% |
| ENA (ENEA) | 4.75% | 4.44% | 0.92 | -0.06 | -0.06 | -0.32% | -0.26% |
| ENG (ENERGA) | 4.65% | 4.31% | 0.94 | -0.03 | -0.04 | -0.19% | -0.14% |
| EUR (EUROCASH) | 5.09% | 5.03% | 0.58 | -0.06 | -0.07 | -0.61% | -0.33% |
| FMF (FAMUR) | 3.72% | 3.56% | 0.68 | 0.01 | -0.00 | -0.02% | +0.02% |
| FTE (FORTE) | 6.33% | 6.34% | 0.48 | -0.10 | -0.11 | -1.46% | -0.68% |
| GNB (GETINOBLE) | 10.77% | 10.55% | 1.18 | -0.04 | -0.05 | -0.42% | -0.44% |
| GPW | 3.23% | 3.14% | 0.59 | 0.02 | 0.01 | +0.03% | +0.04% |
| GTC | 3.43% | 2.99% | 0.92 | 0.05 | 0.03 | +0.12% | +0.15% |
| GTN (GETIN) | 15.51% | 15.47% | 0.65 | -0.03 | -0.03 | -0.73% | -0.45% |
| ING (INGBSK) | 2.74% | 2.54% | 0.65 | 0.05 | 0.03 | +0.14% | +0.12% |
| KER (KERNEL) | 3.53% | 3.52% | 0.50 | -0.03 | -0.05 | -0.32% | -0.14% |
| KRU (KRUK) | 5.89% | 5.54% | 1.10 | -0.04 | -0.04 | -0.24% | -0.22% |
| KTY (KETY) | 3.41% | 3.42% | 0.49 | -0.02 | -0.03 | -0.19% | -0.07% |
| LCC (LCCORP) | 4.27% | 4.27% | 0.50 | 0.12 | 0.11 | +0.98% | +0.51% |
| LVC (LIVECHAT) | 5.99% | 5.57% | 1.22 | -0.04 | -0.04 | -0.19% | -0.19% |
| LWB (BOGDANKA) | 4.82% | 4.41% | 1.06 | -0.10 | -0.10 | -0.46% | -0.45% |
| MAB (MABION) | 4.93% | 4.54% | 1.05 | 0.00 | -0.01 | -0.03% | +0.01% |
| MIL (MILLENNIUM) | 3.51% | 2.82% | 1.14 | 0.07 | 0.05 | +0.14% | +0.21% |
| ORB (ORBIS) | 4.27% | 3.81% | 1.04 | 0.08 | 0.06 | +0.24% | +0.29% |
| PKP (PKPCARGO) | 4.34% | 4.01% | 0.90 | -0.07 | -0.08 | -0.37% | -0.30% |
| PLW (PLAYWAY) | 7.80% | 7.27% | 1.67 | 0.19 | 0.17 | +0.81% | +1.42% |
| PXM (POLIMEXMS) | 6.44% | 6.09% | 1.15 | -0.10 | -0.10 | -0.56% | -0.60% |
| STP (STALPROD) | 4.60% | 4.47% | 0.67 | -0.14 | -0.14 | -0.99% | -0.63% |
| TRK (TRAKCJA) | 9.76% | 9.40% | 1.54 | -0.12 | -0.12 | -0.77% | -1.13% |
| VRG | 3.20% | 3.43% | 0.27 | 0.08 | 0.08 | +0.92% | +0.26% |
| WPL (WIRTUALNA) | 3.37% | 3.38% | 0.49 | 0.07 | 0.06 | +0.39% | +0.21% |
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).
