- Komponenty indeksu sWIG80 •
- Ocena ryzyka inwestycyjnego
Komponenty indeksu sWIG80 Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 1AT (ATAL) | 3.64% | 3.47% | 0.67 | 0.12 | 0.07 | +0.40% | +0.36% |
| ABE (ABPL) | 4.60% | 4.70% | 0.37 | -0.00 | -0.03 | -0.38% | -0.09% |
| ABS (ASSECOBS) | 3.60% | 3.45% | 0.64 | 0.08 | 0.04 | +0.23% | +0.23% |
| ACG (ACAUTOGAZ) | 3.15% | 3.47% | 0.20 | 0.12 | 0.10 | +1.47% | +0.33% |
| AGO (AGORA) | 4.61% | 4.68% | 0.40 | 0.05 | 0.02 | +0.24% | +0.15% |
| ALI (ALTUSTFI) | 12.53% | 12.38% | 0.99 | -0.08 | -0.09 | -1.12% | -0.97% |
| AMB (AMBRA) | 3.68% | 3.55% | 0.63 | 0.13 | 0.09 | +0.55% | +0.43% |
| AML (ALUMETAL) | 3.60% | 3.50% | 0.60 | 0.04 | 0.00 | +0.01% | +0.09% |
| APR (AUTOPARTN) | 3.64% | 3.55% | 0.59 | 0.05 | 0.01 | +0.05% | +0.11% |
| APT (APATOR) | 4.35% | 4.31% | 0.54 | 0.00 | -0.03 | -0.24% | -0.06% |
| ARH (ARCHICOM) | 3.40% | 3.64% | 0.27 | 0.14 | 0.11 | +1.43% | +0.42% |
| ASB (ASBIS) | 5.33% | 5.26% | 0.59 | 0.11 | 0.09 | +0.79% | +0.55% |
| ASE (ASSECOSEE) | 3.09% | 3.30% | 0.30 | 0.24 | 0.22 | +2.23% | +0.71% |
| AST (ASTARTA) | 5.37% | 5.29% | 0.61 | -0.15 | -0.17 | -1.50% | -0.84% |
| ATG (ATMGRUPA) | 6.42% | 6.44% | 0.45 | 0.07 | 0.05 | +0.78% | +0.41% |
| BAH (BAHOLDING) | 10.23% | 10.50% | -0.27 | -0.10 | -0.11 | +4.25% | -1.17% |
| BIO (BIOTON) | 6.98% | 7.07% | 0.31 | 0.04 | 0.03 | +0.57% | +0.22% |
| BKM (PBKM) | 3.83% | 4.05% | 0.25 | 0.00 | -0.03 | -0.50% | -0.09% |
| BOS | 3.70% | 3.76% | 0.43 | -0.04 | -0.07 | -0.62% | -0.21% |
| BSC (BSCDRUK) | 3.69% | 3.80% | 0.38 | 0.08 | 0.05 | +0.48% | +0.23% |
| CMP (COMP) | 4.87% | 5.10% | 0.18 | 0.07 | 0.04 | +1.13% | +0.22% |
| COG (COGNOR) | 4.73% | 4.68% | 0.57 | 0.05 | 0.02 | +0.14% | +0.15% |
| CPG (CPGROUP) | 5.52% | 5.69% | 0.22 | 0.07 | 0.04 | +1.10% | +0.27% |
| CRM (CORMAY) | 6.80% | 6.62% | 0.84 | -0.00 | -0.02 | -0.18% | -0.04% |
| DAT (DATAWALK) | 7.73% | 7.69% | 0.59 | 0.12 | 0.10 | +1.28% | +0.83% |
| DBC (DEBICA) | 3.34% | 3.86% | -0.03 | 0.02 | -0.02 | +2.15% | -0.06% |
| DOM (DOMDEV) | 2.97% | 2.84% | 0.60 | 0.17 | 0.12 | +0.58% | +0.42% |
| EEX (EKOEXPORT) | 11.72% | 11.81% | 0.20 | 0.03 | 0.01 | +0.84% | +0.19% |
| ELB (ELBUDOWA) | 10.94% | 10.86% | 0.73 | -0.12 | -0.13 | -1.98% | -1.34% |
| EMT (ELEMENTAL) | 11.66% | 11.72% | 0.29 | 0.05 | 0.04 | +1.72% | +0.54% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| ENT (ENTER) | 5.19% | 5.36% | 0.25 | 0.16 | 0.14 | +2.99% | +0.78% |
| FRO (FERRO) | 4.18% | 4.22% | 0.45 | 0.08 | 0.05 | +0.42% | +0.25% |
| IDA (IDEABANK) | 16.83% | 16.83% | 0.52 | -0.05 | -0.06 | -1.89% | -0.91% |
| IMC (IMCOMPANY) | 3.95% | 4.40% | -0.03 | 0.11 | 0.09 | -9.99% | +0.33% |
| INK (INSTALKRK) | 3.65% | 3.81% | 0.33 | 0.15 | 0.12 | +1.36% | +0.49% |
| KGN (KOGENERA) | 4.53% | 4.91% | -0.01 | -0.11 | -0.15 | +79.42% | -0.68% |
| KSW (KRUSZWICA) | 3.79% | 3.71% | 0.58 | 0.01 | -0.03 | -0.19% | -0.03% |
| LTX (LENTEX) | 2.37% | 2.71% | 0.25 | 0.05 | -0.00 | -0.01% | +0.03% |
| MCI | 3.27% | 3.60% | 0.17 | 0.07 | 0.04 | +0.71% | +0.15% |
| MDG (MEDICALG) | 9.71% | 9.81% | 0.21 | -0.16 | -0.17 | -7.87% | -1.63% |
| MGT (MANGATA) | 4.07% | 4.49% | -0.01 | 0.02 | -0.01 | +6.69% | -0.05% |
| MLG (MLPGROUP) | 3.96% | 4.12% | 0.31 | 0.08 | 0.05 | +0.68% | +0.26% |
| MNC (MENNICA) | 3.05% | 3.67% | -0.09 | 0.07 | 0.04 | -1.28% | +0.10% |
| MON (MONNARI) | 6.19% | 6.02% | 0.79 | -0.12 | -0.14 | -1.13% | -0.78% |
| NET (NETIA) | 2.48% | 3.01% | 0.09 | -0.02 | -0.07 | -1.98% | -0.17% |
| NEU (NEUCA) | 3.70% | 3.66% | 0.53 | 0.15 | 0.11 | +0.78% | +0.48% |
| NWG (NEWAG) | 3.34% | 3.45% | 0.39 | 0.14 | 0.11 | +0.92% | +0.41% |
| OAT | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OPN (OPONEO.PL) | 5.39% | 5.24% | 0.73 | -0.04 | -0.06 | -0.46% | -0.24% |
| OVO (OVOSTAR) | 3.02% | 3.78% | -0.23 | -0.05 | -0.11 | +1.38% | -0.35% |
| PBX (PEKABEX) | 4.49% | 4.84% | 0.04 | 0.07 | 0.04 | +4.80% | +0.20% |
| PCE (POLICE) | 3.77% | 4.19% | 0.03 | -0.06 | -0.11 | -13.21% | -0.40% |
| PCR (PCCROKITA) | 3.57% | 3.62% | 0.44 | -0.11 | -0.15 | -1.22% | -0.48% |
| PDZ (PRAIRIE) | 9.32% | 9.25% | 0.68 | -0.04 | -0.05 | -0.67% | -0.37% |
| PEP | 5.15% | 4.95% | 0.78 | 0.19 | 0.16 | +1.06% | +0.92% |
| PHN | 4.84% | 4.69% | 0.70 | 0.03 | -0.00 | -0.01% | +0.09% |
| PND (POLNORD) | 8.00% | 8.04% | 0.41 | -0.08 | -0.10 | -1.95% | -0.75% |
| PSW (PGSSOFT) | 5.01% | 4.98% | 0.54 | 0.01 | -0.01 | -0.13% | +0.00% |
| PXM (POLIMEXMS) | 6.11% | 5.77% | 1.05 | -0.04 | -0.06 | -0.36% | -0.25% |
| R22 | 4.89% | 5.08% | 0.23 | 0.10 | 0.07 | +1.55% | +0.38% |
| RBW (RAINBOW) | 6.46% | 6.24% | 0.90 | 0.01 | -0.01 | -0.11% | +0.02% |
| RFK (RAFAKO) | 7.17% | 6.92% | 0.99 | -0.19 | -0.21 | -1.49% | -1.35% |
| RVU (RYVU) | 3.65% | 3.76% | 0.38 | 0.08 | 0.05 | +0.45% | +0.22% |
| SEN (SERINUS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SKA (SNIEZKA) | 3.00% | 3.71% | -0.17 | 0.10 | 0.08 | -1.42% | +0.22% |
| SLV (SELVITA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SNK (SANOK) | 5.20% | 5.09% | 0.65 | -0.08 | -0.11 | -0.86% | -0.48% |
| SNT (SYNEKTIK) | 5.88% | 5.83% | 0.57 | 0.01 | -0.01 | -0.14% | -0.00% |
| STX (STALEXP) | 3.38% | 3.60% | 0.28 | 0.00 | -0.04 | -0.45% | -0.09% |
| TIM | 5.55% | 5.71% | 0.24 | 0.14 | 0.12 | +2.70% | +0.69% |
| TOA (TOYA) | 6.10% | 6.53% | -0.26 | -0.04 | -0.07 | +1.55% | -0.44% |
| TOR (TORPOL) | 6.41% | 6.38% | 0.55 | 0.03 | 0.01 | +0.11% | +0.13% |
| TRK (TRAKCJA) | 9.51% | 9.09% | 1.58 | -0.09 | -0.10 | -0.58% | -0.70% |
| UNT (UNIMOT) | 7.53% | 7.45% | 0.67 | 0.07 | 0.06 | +0.63% | +0.51% |
| VGO (VIGOSYS) | 3.50% | 3.86% | 0.12 | 0.13 | 0.11 | +3.02% | +0.39% |
| VOX (VOXEL) | 4.77% | 4.81% | 0.44 | 0.14 | 0.12 | +1.29% | +0.62% |
| VVD (VIVID) | 10.10% | 10.17% | 0.28 | 0.01 | -0.00 | -0.14% | -0.00% |
| WLT (WIELTON) | 4.77% | 4.59% | 0.73 | -0.06 | -0.09 | -0.57% | -0.32% |
| WWL (WAWEL) | 3.22% | 3.38% | 0.35 | -0.08 | -0.12 | -1.15% | -0.35% |
| ZEP (ZEPAK) | 4.07% | 3.95% | 0.63 | -0.08 | -0.11 | -0.70% | -0.36% |
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).
