- 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) | 3.77% | 3.63% | 0.63 | 0.07 | 0.03 | +0.18% | +0.20% |
| ABE (ABPL) | 4.69% | 4.68% | 0.51 | -0.01 | -0.04 | -0.37% | -0.12% |
| ABS (ASSECOBS) | 3.49% | 3.33% | 0.65 | 0.09 | 0.04 | +0.23% | +0.24% |
| ACG (ACAUTOGAZ) | 3.17% | 3.54% | 0.16 | 0.06 | 0.02 | +0.49% | +0.10% |
| AGO (AGORA) | 4.33% | 4.58% | 0.19 | -0.06 | -0.10 | -2.23% | -0.39% |
| ALI (ALTUSTFI) | 12.32% | 12.16% | 1.01 | -0.07 | -0.08 | -1.03% | -0.89% |
| AMB (AMBRA) | 3.77% | 3.70% | 0.57 | 0.17 | 0.13 | +0.86% | +0.57% |
| AML (ALUMETAL) | 3.44% | 3.35% | 0.58 | -0.02 | -0.07 | -0.39% | -0.14% |
| APR (AUTOPARTN) | 3.93% | 3.82% | 0.61 | 0.01 | -0.03 | -0.19% | -0.03% |
| APT (APATOR) | 4.48% | 4.34% | 0.66 | 0.01 | -0.03 | -0.18% | -0.02% |
| ARH (ARCHICOM) | 3.31% | 3.67% | 0.15 | 0.09 | 0.05 | +1.21% | +0.20% |
| ASB (ASBIS) | 5.19% | 5.06% | 0.67 | 0.07 | 0.04 | +0.33% | +0.32% |
| ASE (ASSECOSEE) | 3.12% | 3.21% | 0.41 | 0.22 | 0.18 | +1.34% | +0.62% |
| AST (ASTARTA) | 4.84% | 4.83% | 0.51 | -0.18 | -0.21 | -1.97% | -0.93% |
| ATG (ATMGRUPA) | 6.38% | 6.41% | 0.45 | 0.06 | 0.04 | +0.57% | +0.32% |
| BAH (BAHOLDING) | 10.45% | 9.93% | 1.96 | -0.05 | -0.06 | -0.30% | -0.31% |
| BIO (BIOTON) | 7.20% | 7.24% | 0.43 | 0.04 | 0.02 | +0.29% | +0.19% |
| BKM (PBKM) | 4.06% | 4.22% | 0.32 | 0.06 | 0.02 | +0.31% | +0.14% |
| BOS | 4.48% | 4.50% | 0.47 | -0.03 | -0.06 | -0.60% | -0.22% |
| BSC (BSCDRUK) | 3.80% | 3.89% | 0.40 | 0.08 | 0.05 | +0.44% | +0.24% |
| CMP (COMP) | 4.86% | 5.15% | 0.09 | 0.05 | 0.02 | +1.27% | +0.13% |
| COG (COGNOR) | 5.07% | 4.96% | 0.65 | 0.10 | 0.07 | +0.58% | +0.46% |
| CPG (CPGROUP) | 5.53% | 5.73% | 0.19 | 0.06 | 0.03 | +0.90% | +0.20% |
| CRM (CORMAY) | 6.77% | 6.55% | 0.89 | -0.05 | -0.07 | -0.55% | -0.36% |
| DBC (DEBICA) | 3.45% | 3.96% | -0.02 | 0.01 | -0.03 | +4.98% | -0.12% |
| DOM (DOMDEV) | 3.14% | 3.00% | 0.61 | 0.13 | 0.07 | +0.38% | +0.32% |
| EEX (EKOEXPORT) | 11.76% | 11.87% | 0.13 | 0.01 | -0.00 | -0.36% | -0.03% |
| ELB (ELBUDOWA) | 8.81% | 8.73% | 0.70 | -0.22 | -0.24 | -2.97% | -1.99% |
| EMT (ELEMENTAL) | 11.67% | 11.74% | 0.28 | 0.03 | 0.02 | +0.85% | +0.28% |
| ENT (ENTER) | 4.75% | 4.90% | 0.30 | 0.13 | 0.11 | +1.73% | +0.56% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| FRO (FERRO) | 3.99% | 4.00% | 0.48 | 0.03 | -0.00 | -0.04% | +0.05% |
| IDA (IDEABANK) | 16.78% | 16.80% | 0.40 | -0.05 | -0.06 | -2.46% | -0.92% |
| IMC (IMCOMPANY) | 3.75% | 4.25% | -0.06 | 0.16 | 0.14 | -9.62% | +0.53% |
| INK (INSTALKRK) | 4.30% | 4.46% | 0.30 | 0.11 | 0.08 | +1.11% | +0.38% |
| KGN (KOGENERA) | 4.75% | 5.09% | 0.03 | -0.10 | -0.14 | -20.74% | -0.64% |
| KSW (KRUSZWICA) | 3.51% | 3.54% | 0.47 | -0.06 | -0.10 | -0.75% | -0.29% |
| LTX (LENTEX) | 2.45% | 2.68% | 0.34 | 0.02 | -0.03 | -0.25% | -0.03% |
| MCI | 3.25% | 3.64% | 0.13 | 0.04 | -0.00 | -0.05% | +0.01% |
| MDG (MEDICALG) | 9.27% | 9.27% | 0.49 | -0.14 | -0.16 | -2.99% | -1.40% |
| MGT (MANGATA) | 4.08% | 4.50% | 0.00 | 0.00 | -0.03 | -34.84% | -0.13% |
| MLG (MLPGROUP) | 3.82% | 4.06% | 0.23 | 0.07 | 0.04 | +0.60% | +0.17% |
| MNC (MENNICA) | 3.51% | 4.03% | -0.04 | 0.13 | 0.11 | -10.52% | +0.37% |
| MON (MONNARI) | 6.31% | 6.21% | 0.68 | -0.12 | -0.14 | -1.27% | -0.77% |
| NET (NETIA) | 3.46% | 3.80% | 0.16 | 0.08 | 0.05 | +1.00% | +0.18% |
| NEU (NEUCA) | 3.80% | 3.79% | 0.50 | 0.13 | 0.10 | +0.72% | +0.43% |
| NWG (NEWAG) | 3.29% | 3.38% | 0.42 | 0.11 | 0.07 | +0.54% | +0.29% |
| OAT | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OPN (OPONEO.PL) | 5.44% | 5.28% | 0.73 | -0.08 | -0.11 | -0.80% | -0.48% |
| OVO (OVOSTAR) | 3.10% | 3.83% | -0.20 | -0.05 | -0.11 | +1.68% | -0.36% |
| PBX (PEKABEX) | 4.42% | 4.69% | 0.16 | 0.03 | 0.00 | +0.08% | +0.04% |
| PCE (POLICE) | 3.65% | 3.78% | 0.36 | -0.05 | -0.09 | -0.94% | -0.29% |
| PCR (PCCROKITA) | 3.70% | 3.75% | 0.44 | -0.07 | -0.11 | -0.93% | -0.35% |
| PDZ (PRAIRIE) | 9.21% | 9.13% | 0.70 | -0.03 | -0.05 | -0.64% | -0.34% |
| PEP | 5.42% | 5.16% | 0.88 | 0.16 | 0.13 | +0.79% | +0.82% |
| PHN | 4.75% | 4.67% | 0.59 | -0.00 | -0.03 | -0.26% | -0.07% |
| PND (POLNORD) | 5.55% | 5.59% | 0.43 | -0.05 | -0.08 | -1.01% | -0.38% |
| PSW (PGSSOFT) | 5.28% | 5.31% | 0.45 | 0.02 | -0.00 | -0.04% | +0.05% |
| PWX (POLWAX) | 4.79% | 4.95% | 0.28 | -0.06 | -0.10 | -1.65% | -0.42% |
| PXM (POLIMEXMS) | 6.28% | 5.90% | 1.14 | -0.08 | -0.10 | -0.56% | -0.48% |
| R22 | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| RBW (RAINBOW) | 6.49% | 6.27% | 0.87 | 0.01 | -0.01 | -0.08% | +0.06% |
| RFK (RAFAKO) | 6.98% | 6.81% | 0.82 | -0.14 | -0.16 | -1.38% | -1.01% |
| RVU (RYVU) | 4.02% | 4.20% | 0.29 | 0.13 | 0.10 | +1.39% | +0.45% |
| SEN (SERINUS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SKA (SNIEZKA) | 2.77% | 3.50% | -0.13 | 0.08 | 0.05 | -0.94% | +0.11% |
| SKH (SKARBIEC) | 4.07% | 4.18% | 0.37 | -0.04 | -0.07 | -0.82% | -0.25% |
| SNK (SANOK) | 5.24% | 5.15% | 0.63 | -0.13 | -0.15 | -1.27% | -0.71% |
| SNT (SYNEKTIK) | 5.94% | 5.89% | 0.57 | 0.04 | 0.01 | +0.14% | +0.16% |
| STX (STALEXP) | 3.46% | 3.68% | 0.28 | 0.04 | -0.00 | -0.01% | +0.04% |
| TIM | 5.65% | 5.76% | 0.33 | 0.08 | 0.06 | +1.04% | +0.39% |
| TOA (TOYA) | 6.27% | 6.75% | -0.37 | -0.06 | -0.09 | +1.50% | -0.60% |
| TOR (TORPOL) | 6.90% | 6.83% | 0.62 | -0.02 | -0.04 | -0.45% | -0.19% |
| TRK (TRAKCJA) | 9.89% | 9.46% | 1.63 | -0.11 | -0.12 | -0.70% | -0.90% |
| VGO (VIGOSYS) | 3.17% | 3.71% | -0.01 | 0.01 | -0.03 | +11.96% | -0.10% |
| VOX (VOXEL) | 4.84% | 4.84% | 0.49 | 0.20 | 0.17 | +1.65% | +0.88% |
| VVD (VIVID) | 9.77% | 9.85% | 0.27 | -0.03 | -0.04 | -1.52% | -0.37% |
| WLT (WIELTON) | 4.77% | 4.56% | 0.77 | -0.09 | -0.11 | -0.69% | -0.42% |
| WSE (WORKSERV) | 15.60% | 15.19% | 2.20 | -0.03 | -0.04 | -0.30% | -0.35% |
| WWL (WAWEL) | 3.32% | 3.98% | -0.17 | -0.04 | -0.09 | +1.70% | -0.31% |
| ZEP (ZEPAK) | 4.25% | 4.14% | 0.62 | -0.07 | -0.10 | -0.71% | -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).
