Komponenty indeksu sWIG80 Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 1AT (ATAL) | 4.95% | 3.99% | 0.83 | 0.08 | 0.06 | +0.37% | +0.33% |
| ABE (ABPL) | 5.96% | 5.17% | 0.84 | 0.14 | 0.12 | +0.83% | +0.72% |
| ABS (ASSECOBS) | 3.95% | 3.87% | 0.52 | 0.14 | 0.13 | +0.97% | +0.52% |
| ACG (ACAUTOGAZ) | 3.63% | 3.83% | 0.44 | 0.03 | 0.02 | +0.19% | +0.09% |
| AGO (AGORA) | 7.42% | 5.91% | 1.28 | -0.01 | -0.01 | -0.08% | -0.07% |
| AMB (AMBRA) | 5.01% | 3.90% | 0.88 | 0.17 | 0.13 | +0.73% | +0.67% |
| AML (ALUMETAL) | 4.52% | 4.46% | 0.52 | 0.04 | 0.03 | +0.30% | +0.17% |
| APR (AUTOPARTN) | 4.99% | 4.25% | 0.76 | 0.21 | 0.18 | +1.15% | +0.90% |
| APT (APATOR) | 4.11% | 3.66% | 0.63 | 0.03 | 0.02 | +0.14% | +0.10% |
| ARH (ARCHICOM) | 6.19% | 4.84% | 1.07 | 0.19 | 0.14 | +0.83% | +0.92% |
| ASB (ASBIS) | 8.58% | 7.17% | 1.36 | 0.22 | 0.18 | +1.13% | +1.57% |
| AST (ASTARTA) | 8.42% | 7.25% | 1.21 | 0.03 | 0.02 | +0.14% | +0.20% |
| ATC (ARCTIC) | 6.30% | 5.60% | 0.82 | 0.10 | 0.09 | +0.66% | +0.57% |
| ATG (ATMGRUPA) | 5.50% | 4.95% | 0.72 | 0.01 | 0.01 | +0.05% | +0.06% |
| AWM (AIRWAY) | 20.69% | 20.37% | 0.99 | 0.11 | 0.11 | +2.28% | +2.29% |
| BBT (BOOMBIT) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BIO (BIOTON) | 9.70% | 8.76% | 1.17 | 0.02 | 0.02 | +0.16% | +0.21% |
| BKM (PBKM) | 3.95% | 4.75% | 0.23 | 0.09 | 0.10 | +1.71% | +0.39% |
| BOS | 5.54% | 4.11% | 1.04 | -0.02 | -0.02 | -0.09% | -0.07% |
| BRS (BORYSZEW) | 3.47% | 4.41% | 0.21 | -0.09 | -0.12 | -2.01% | -0.41% |
| CIG (CIGAMES) | 10.50% | 9.27% | 1.45 | 0.11 | 0.09 | +0.66% | +0.98% |
| CMP (COMP) | 4.45% | 5.42% | 0.12 | -0.03 | -0.04 | -1.59% | -0.20% |
| CPG (CPGROUP) | 5.56% | 6.13% | 0.23 | 0.12 | 0.12 | +2.92% | +0.69% |
| CRM (CORMAY) | 14.55% | 14.79% | 0.23 | 0.09 | 0.09 | +5.58% | +1.26% |
| DBC (DEBICA) | 2.97% | 3.39% | 0.39 | -0.01 | -0.02 | -0.16% | -0.05% |
| EEX (EKOEXPORT) | 13.89% | 13.13% | 1.30 | 0.05 | 0.05 | +0.49% | +0.67% |
| ENT (ENTER) | 10.56% | 8.64% | 1.93 | 0.13 | 0.11 | +0.58% | +1.17% |
| FRO (FERRO) | 5.17% | 4.63% | 0.70 | 0.14 | 0.12 | +0.86% | +0.62% |
| FTE (FORTE) | 9.78% | 8.70% | 1.27 | 0.13 | 0.11 | +0.84% | +1.09% |
| GLC (GLCOSMED) | 21.88% | 21.66% | 0.86 | 0.17 | 0.17 | +4.25% | +3.68% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| GNB (GETINOBLE) | 9.41% | 9.25% | 0.61 | -0.03 | -0.03 | -0.43% | -0.25% |
| GRN (GRODNO) | 12.42% | 10.96% | 1.83 | 0.19 | 0.16 | +1.11% | +2.08% |
| GTN (GETIN) | 16.06% | 15.44% | 1.26 | 0.10 | 0.09 | +1.20% | +1.54% |
| HRP (HARPER) | 23.90% | 23.98% | 0.34 | 0.19 | 0.19 | +13.11% | +4.49% |
| IDA (IDEABANK) | 16.20% | 16.07% | 0.66 | 0.03 | 0.03 | +0.74% | +0.51% |
| INC | 15.75% | 15.00% | 1.40 | 0.20 | 0.19 | +2.14% | +3.03% |
| IRL (INTERAOLT) | 5.85% | 5.33% | 0.72 | 0.21 | 0.19 | +1.51% | +1.11% |
| KGN (KOGENERA) | 4.96% | 5.34% | 0.34 | -0.05 | -0.06 | -0.86% | -0.29% |
| KSW (KRUSZWICA) | 3.91% | 3.34% | 0.66 | 0.14 | 0.12 | +0.69% | +0.47% |
| LBW (LUBAWA) | 9.40% | 8.29% | 1.26 | 0.14 | 0.12 | +0.91% | +1.18% |
| LTX (LENTEX) | 3.79% | 4.57% | 0.24 | 0.10 | 0.12 | +1.84% | +0.45% |
| LWB (BOGDANKA) | 6.60% | 5.53% | 1.00 | -0.15 | -0.13 | -0.86% | -0.84% |
| MCI | 4.53% | 3.81% | 0.73 | 0.14 | 0.11 | +0.71% | +0.54% |
| MDG (MEDICALG) | 9.10% | 8.57% | 0.86 | 0.01 | 0.01 | +0.10% | +0.11% |
| MLG (MLPGROUP) | 4.97% | 5.61% | 0.23 | 0.16 | 0.17 | +3.69% | +0.87% |
| MLS (MLSYSTEM) | 9.55% | 8.14% | 1.46 | 0.19 | 0.16 | +1.03% | +1.54% |
| MNC (MENNICA) | 5.48% | 4.97% | 0.70 | 0.06 | 0.05 | +0.37% | +0.28% |
| MRB (MIRBUD) | 6.65% | 5.40% | 1.08 | 0.20 | 0.16 | +0.96% | +1.06% |
| NET (NETIA) | 3.09% | 3.57% | 0.37 | 0.02 | 0.01 | +0.10% | +0.05% |
| NWG (NEWAG) | 4.48% | 3.76% | 0.73 | 0.20 | 0.16 | +1.01% | +0.75% |
| OAT | 28.33% | 27.23% | 2.87 | 0.10 | 0.09 | +0.93% | +2.76% |
| OPN (OPONEO.PL) | 6.33% | 6.25% | 0.54 | 0.11 | 0.10 | +1.19% | +0.65% |
| PBX (PEKABEX) | 5.44% | 5.42% | 0.50 | 0.09 | 0.09 | +0.95% | +0.49% |
| PCE (POLICE) | 5.79% | 4.72% | 0.93 | 0.03 | 0.02 | +0.14% | +0.15% |
| PCR (PCCROKITA) | 6.00% | 4.96% | 0.94 | -0.04 | -0.03 | -0.22% | -0.18% |
| PEP | 5.63% | 4.89% | 0.80 | 0.22 | 0.19 | +1.31% | +1.06% |
| PHN | 5.53% | 4.72% | 0.82 | 0.10 | 0.08 | +0.52% | +0.45% |
| PSW (PGSSOFT) | 6.33% | 5.35% | 0.94 | 0.10 | 0.08 | +0.53% | +0.52% |
| PXM (POLIMEXMS) | 8.25% | 6.48% | 1.51 | 0.03 | 0.02 | +0.09% | +0.18% |
| R22 | 4.94% | 5.03% | 0.46 | 0.17 | 0.17 | +1.84% | +0.85% |
| RBW (RAINBOW) | 13.02% | 10.74% | 2.60 | 0.08 | 0.07 | +0.34% | +0.94% |
| RVU (RYVU) | 6.32% | 5.23% | 0.99 | 0.11 | 0.08 | +0.54% | +0.56% |
| SKA (SNIEZKA) | 4.03% | 4.02% | 0.50 | 0.09 | 0.08 | +0.64% | +0.33% |
| SLV (SELVITA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SNK (SANOK) | 6.41% | 5.85% | 0.76 | -0.08 | -0.07 | -0.63% | -0.46% |
| STP (STALPROD) | 8.06% | 6.16% | 1.55 | -0.02 | -0.01 | -0.08% | -0.08% |
| STX (STALEXP) | 4.26% | 3.63% | 0.69 | 0.05 | 0.04 | +0.22% | +0.17% |
| TIM | 6.59% | 5.44% | 1.03 | 0.24 | 0.19 | +1.23% | +1.29% |
| TOA (TOYA) | 6.11% | 5.63% | 0.71 | 0.03 | 0.02 | +0.16% | +0.13% |
| TOR (TORPOL) | 7.23% | 6.25% | 1.01 | 0.21 | 0.18 | +1.30% | +1.34% |
| TRK (TRAKCJA) | 8.95% | 7.46% | 1.44 | -0.02 | -0.02 | -0.14% | -0.17% |
| ULG (ULTGAMES) | 9.00% | 7.33% | 1.55 | 0.17 | 0.14 | +0.79% | +1.26% |
| UNT (UNIMOT) | 9.80% | 8.06% | 1.71 | 0.22 | 0.18 | +1.04% | +1.82% |
| VGO (VIGOSYS) | 4.74% | 4.86% | 0.45 | 0.17 | 0.17 | +1.77% | +0.81% |
| VOX (VOXEL) | 4.79% | 5.19% | 0.34 | 0.15 | 0.15 | +2.14% | +0.74% |
| VRG | 7.03% | 5.36% | 1.30 | -0.03 | -0.02 | -0.13% | -0.13% |
| WLT (WIELTON) | 8.64% | 7.00% | 1.49 | 0.00 | -0.00 | -0.00% | +0.03% |
| WSE (WORKSERV) | 18.73% | 18.39% | 0.99 | 0.07 | 0.06 | +1.20% | +1.21% |
| WWL (WAWEL) | 3.43% | 4.12% | 0.29 | -0.06 | -0.08 | -0.89% | -0.25% |
| ZEP (ZEPAK) | 3.96% | 4.23% | 0.41 | 0.09 | 0.09 | +0.83% | +0.35% |
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).
