Komponenty indeksu mWIG40TR Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 7.94% | 7.02% | 1.17 | 0.15 | 0.09 | +0.61% | +1.09% |
| ACP (ASSECOPOL) | 3.48% | 3.75% | 0.40 | 0.19 | 0.11 | +0.95% | +0.51% |
| AMC (AMICA) | 4.94% | 4.42% | 0.74 | 0.01 | -0.06 | -0.38% | -0.04% |
| ASE (ASSECOSEE) | 3.59% | 3.52% | 0.52 | 0.32 | 0.23 | +1.56% | +0.98% |
| ATT (GRUPAAZOTY) | 7.29% | 5.92% | 1.39 | -0.07 | -0.10 | -0.52% | -0.27% |
| BDX (BUDIMEX) | 5.65% | 5.74% | 0.44 | 0.06 | 0.01 | +0.11% | +0.19% |
| BFT (BENEFIT) | 6.21% | 5.32% | 1.00 | 0.00 | -0.05 | -0.29% | +0.03% |
| BHW (HANDLOWY) | 3.17% | 3.04% | 0.54 | -0.05 | -0.15 | -0.86% | -0.29% |
| BNP (BNPPPL) | 5.29% | 5.53% | 0.37 | 0.03 | -0.03 | -0.45% | -0.05% |
| CAR (INTERCARS) | 5.28% | 3.88% | 1.13 | -0.02 | -0.08 | -0.35% | -0.03% |
| CIE (CIECH) | 5.71% | 3.99% | 1.32 | -0.03 | -0.07 | -0.32% | +0.00% |
| CLN (CLNPHARMA) | 5.81% | 4.90% | 0.98 | 0.14 | 0.06 | +0.36% | +0.66% |
| CMR (COMARCH) | 4.17% | 4.22% | 0.48 | 0.17 | 0.09 | +0.79% | +0.53% |
| DOM (DOMDEV) | 4.06% | 3.38% | 0.75 | 0.10 | 0.00 | +0.02% | +0.26% |
| DVL (DEVELIA) | 4.21% | 4.22% | 0.49 | 0.05 | -0.03 | -0.23% | +0.04% |
| EAT (AMREST) | 5.90% | 4.61% | 1.17 | -0.08 | -0.11 | -0.57% | -0.29% |
| ECH (ECHO) | 3.57% | 3.44% | 0.54 | 0.12 | 0.02 | +0.15% | +0.25% |
| ENA (ENEA) | 6.30% | 5.03% | 1.21 | -0.03 | -0.08 | -0.40% | -0.09% |
| ENG (ENERGA) | 4.23% | 4.36% | 0.44 | -0.00 | -0.08 | -0.77% | -0.20% |
| EUR (EUROCASH) | 5.12% | 5.06% | 0.52 | 0.04 | -0.02 | -0.20% | +0.06% |
| FMF (FAMUR) | 4.81% | 4.19% | 0.78 | -0.08 | -0.14 | -0.86% | -0.41% |
| FTE (FORTE) | 8.49% | 7.66% | 1.16 | -0.12 | -0.14 | -1.05% | -0.85% |
| GPW | 3.99% | 3.25% | 0.76 | 0.12 | 0.02 | +0.09% | +0.31% |
| GTC | 3.73% | 3.97% | 0.41 | 0.01 | -0.07 | -0.68% | -0.15% |
| GTN (GETIN) | 17.42% | 16.88% | 1.41 | 0.00 | -0.02 | -0.19% | +0.19% |
| ING (INGBSK) | 3.40% | 2.87% | 0.66 | 0.00 | -0.09 | -0.47% | -0.10% |
| KER (KERNEL) | 3.53% | 3.79% | 0.40 | 0.02 | -0.07 | -0.63% | -0.12% |
| KRU (KRUK) | 6.86% | 6.10% | 0.98 | -0.12 | -0.15 | -1.06% | -0.73% |
| KTY (KETY) | 4.17% | 4.07% | 0.54 | 0.11 | 0.03 | +0.25% | +0.31% |
| LVC (LIVECHAT) | 6.06% | 5.59% | 0.77 | 0.13 | 0.07 | +0.53% | +0.66% |
| LWB (BOGDANKA) | 5.77% | 5.00% | 0.91 | -0.12 | -0.16 | -0.99% | -0.61% |
| MAB (MABION) | 9.71% | 8.25% | 1.80 | -0.06 | -0.09 | -0.47% | -0.27% |
| MIL (MILLENNIUM) | 5.37% | 3.41% | 1.35 | -0.13 | -0.15 | -0.58% | -0.35% |
| NEU (NEUCA) | 3.45% | 3.80% | 0.37 | 0.18 | 0.10 | +0.98% | +0.48% |
| PKP (PKPCARGO) | 5.62% | 4.12% | 1.22 | -0.19 | -0.20 | -0.92% | -0.73% |
| PLW (PLAYWAY) | 9.67% | 8.20% | 1.80 | 0.23 | 0.17 | +0.89% | +2.18% |
| STP (STALPROD) | 6.38% | 5.12% | 1.22 | -0.15 | -0.17 | -0.88% | -0.68% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VRG | 5.25% | 4.04% | 1.05 | -0.10 | -0.14 | -0.70% | -0.40% |
| WPL (WIRTUALNA) | 4.84% | 3.30% | 1.12 | 0.15 | 0.04 | +0.17% | +0.55% |
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).
