- 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% | 3.67% | 0.61 | 0.07 | 0.06 | +0.39% | +0.26% |
| ABE (ABPL) | 4.77% | 4.72% | 0.56 | -0.12 | -0.13 | -1.06% | -0.58% |
| ABS (ASSECOBS) | 3.40% | 3.33% | 0.57 | 0.04 | 0.03 | +0.16% | +0.11% |
| ACG (ACAUTOGAZ) | 2.98% | 3.29% | 0.21 | 0.11 | 0.11 | +1.64% | +0.34% |
| AGO (AGORA) | 4.43% | 4.57% | 0.31 | -0.01 | -0.02 | -0.24% | -0.06% |
| ALI (ALTUSTFI) | 12.22% | 12.05% | 1.11 | -0.06 | -0.07 | -0.74% | -0.77% |
| AMB (AMBRA) | 3.71% | 3.63% | 0.58 | 0.15 | 0.14 | +0.90% | +0.55% |
| AML (ALUMETAL) | 4.01% | 3.90% | 0.63 | -0.05 | -0.06 | -0.37% | -0.21% |
| APR (AUTOPARTN) | 3.73% | 3.43% | 0.81 | -0.01 | -0.02 | -0.08% | -0.03% |
| APT (APATOR) | 4.56% | 4.38% | 0.73 | -0.03 | -0.04 | -0.23% | -0.14% |
| ARH (ARCHICOM) | 3.07% | 3.44% | 0.14 | 0.05 | 0.04 | +0.93% | +0.13% |
| ASB (ASBIS) | 5.38% | 5.26% | 0.69 | 0.06 | 0.05 | +0.40% | +0.30% |
| ASE (ASSECOSEE) | 3.25% | 3.30% | 0.45 | 0.14 | 0.13 | +0.92% | +0.43% |
| AST (ASTARTA) | 4.93% | 4.97% | 0.44 | -0.16 | -0.17 | -1.88% | -0.80% |
| ATG (ATMGRUPA) | 6.23% | 6.18% | 0.57 | 0.05 | 0.04 | +0.43% | +0.27% |
| BAH (BAHOLDING) | 10.10% | 9.65% | 1.82 | -0.02 | -0.02 | -0.11% | -0.14% |
| BIO (BIOTON) | 6.99% | 6.97% | 0.53 | -0.01 | -0.01 | -0.17% | -0.07% |
| BKM (PBKM) | 4.12% | 4.28% | 0.30 | 0.05 | 0.05 | +0.64% | +0.20% |
| BNP (BNPPPL) | 4.22% | 4.29% | 0.40 | 0.05 | 0.04 | +0.42% | +0.18% |
| BOS | 4.36% | 4.34% | 0.52 | -0.04 | -0.05 | -0.43% | -0.20% |
| BSC (BSCDRUK) | 3.74% | 3.80% | 0.43 | -0.02 | -0.03 | -0.23% | -0.08% |
| CLN (CLNPHARMA) | 4.98% | 4.89% | 0.62 | 0.08 | 0.07 | +0.56% | +0.38% |
| CMP (COMP) | 4.61% | 4.96% | -0.00 | 0.02 | 0.02 | -17.84% | +0.08% |
| COG (COGNOR) | 5.27% | 5.15% | 0.68 | 0.06 | 0.05 | +0.42% | +0.31% |
| CPG (CPGROUP) | 6.11% | 6.32% | 0.12 | 0.01 | 0.00 | +0.14% | +0.02% |
| CRM (CORMAY) | 6.95% | 6.81% | 0.78 | -0.10 | -0.11 | -0.96% | -0.72% |
| DBC (DEBICA) | 3.32% | 3.88% | -0.10 | -0.04 | -0.06 | +1.87% | -0.19% |
| DOM (DOMDEV) | 3.17% | 2.93% | 0.71 | 0.09 | 0.07 | +0.33% | +0.26% |
| ELB (ELBUDOWA) | 8.70% | 8.57% | 0.81 | -0.21 | -0.21 | -2.30% | -1.83% |
| EMT (ELEMENTAL) | 11.23% | 11.31% | 0.25 | -0.03 | -0.04 | -1.66% | -0.40% |
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
| ENT (ENTER) | 4.73% | 4.78% | 0.42 | 0.06 | 0.05 | +0.60% | +0.27% |
| FRO (FERRO) | 4.00% | 4.01% | 0.49 | 0.01 | -0.00 | -0.02% | +0.01% |
| IDA (IDEABANK) | 15.50% | 15.47% | 0.63 | -0.08 | -0.08 | -2.01% | -1.25% |
| IMC (IMCOMPANY) | 3.52% | 4.02% | -0.07 | 0.15 | 0.16 | -8.74% | +0.58% |
| INK (INSTALKRK) | 4.31% | 4.50% | 0.24 | 0.06 | 0.05 | +0.85% | +0.22% |
| KGN (KOGENERA) | 4.67% | 4.97% | 0.05 | -0.15 | -0.16 | -13.93% | -0.76% |
| KSW (KRUSZWICA) | 3.52% | 3.40% | 0.62 | -0.08 | -0.09 | -0.52% | -0.30% |
| LTX (LENTEX) | 2.67% | 2.77% | 0.41 | -0.08 | -0.10 | -0.62% | -0.24% |
| MCI | 2.90% | 3.33% | 0.09 | -0.04 | -0.06 | -1.93% | -0.18% |
| MDG (MEDICALG) | 9.23% | 9.23% | 0.50 | -0.19 | -0.19 | -3.54% | -1.75% |
| MGT (MANGATA) | 4.37% | 4.71% | 0.03 | -0.05 | -0.06 | -9.60% | -0.27% |
| MLG (MLPGROUP) | 3.91% | 4.54% | -0.29 | -0.01 | -0.02 | +0.25% | -0.08% |
| MNC (MENNICA) | 3.47% | 3.96% | -0.05 | 0.06 | 0.06 | -4.30% | +0.20% |
| MON (MONNARI) | 6.10% | 5.99% | 0.70 | -0.05 | -0.06 | -0.52% | -0.33% |
| NET (NETIA) | 3.47% | 3.83% | 0.11 | 0.06 | 0.05 | +1.62% | +0.18% |
| NEU (NEUCA) | 3.99% | 4.05% | 0.42 | -0.02 | -0.03 | -0.31% | -0.11% |
| NWG (NEWAG) | 3.28% | 3.27% | 0.50 | 0.05 | 0.04 | +0.26% | +0.15% |
| OAT | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OPN (OPONEO.PL) | 5.25% | 5.11% | 0.70 | -0.10 | -0.10 | -0.77% | -0.51% |
| OVO (OVOSTAR) | 3.44% | 3.93% | -0.04 | 0.02 | 0.01 | -1.22% | +0.05% |
| PBX (PEKABEX) | 4.08% | 4.12% | 0.45 | 0.04 | 0.03 | +0.27% | +0.14% |
| PCE (POLICE) | 3.65% | 3.74% | 0.40 | -0.06 | -0.07 | -0.64% | -0.24% |
| PCR (PCCROKITA) | 2.99% | 3.14% | 0.36 | 0.00 | -0.01 | -0.11% | -0.02% |
| PDZ (PRAIRIE) | 8.77% | 8.83% | 0.34 | -0.04 | -0.05 | -1.20% | -0.39% |
| PEP | 5.83% | 5.51% | 1.04 | 0.15 | 0.14 | +0.78% | +0.85% |
| PFL (PFLEIDER) | 5.21% | 5.47% | 0.07 | -0.07 | -0.08 | -5.60% | -0.40% |
| PHN | 4.70% | 4.69% | 0.51 | 0.02 | 0.01 | +0.08% | +0.06% |
| PND (POLNORD) | 4.12% | 4.13% | 0.48 | -0.09 | -0.10 | -0.88% | -0.40% |
| PSW (PGSSOFT) | 5.46% | 5.58% | 0.31 | -0.01 | -0.02 | -0.39% | -0.11% |
| PWX (POLWAX) | 4.67% | 4.72% | 0.42 | -0.13 | -0.14 | -1.56% | -0.64% |
| R22 | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| RBW (RAINBOW) | 6.08% | 5.89% | 0.83 | -0.02 | -0.02 | -0.18% | -0.11% |
| RFK (RAFAKO) | 6.43% | 6.35% | 0.64 | -0.18 | -0.18 | -1.82% | -1.14% |
| SKA (SNIEZKA) | 2.46% | 3.19% | -0.12 | 0.11 | 0.12 | -2.60% | +0.30% |
| SKH (SKARBIEC) | 3.95% | 4.07% | 0.34 | -0.04 | -0.05 | -0.55% | -0.17% |
| SLV (SELVITA) | 4.28% | 4.52% | 0.18 | 0.04 | 0.03 | +0.74% | +0.14% |
| SNK (SANOK) | 5.22% | 5.13% | 0.64 | -0.13 | -0.14 | -1.12% | -0.69% |
| SNT (SYNEKTIK) | 5.99% | 5.93% | 0.61 | 0.05 | 0.04 | +0.37% | +0.25% |
| STX (STALEXP) | 3.49% | 3.69% | 0.29 | 0.00 | -0.01 | -0.11% | -0.02% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TIM | 5.73% | 5.85% | 0.29 | 0.06 | 0.05 | +1.07% | +0.32% |
| TOA (TOYA) | 6.20% | 6.67% | -0.40 | -0.04 | -0.04 | +0.69% | -0.29% |
| TOR (TORPOL) | 6.87% | 6.76% | 0.72 | -0.03 | -0.04 | -0.35% | -0.23% |
| VGO (VIGOSYS) | 3.09% | 3.53% | 0.06 | -0.01 | -0.02 | -1.15% | -0.06% |
| VOX (VOXEL) | 4.64% | 4.70% | 0.41 | 0.15 | 0.14 | +1.57% | +0.66% |
| VVD (VIVID) | 9.73% | 9.81% | 0.28 | -0.02 | -0.02 | -0.73% | -0.19% |
| WLT (WIELTON) | 4.77% | 4.45% | 0.93 | -0.10 | -0.10 | -0.54% | -0.46% |
| WSE (WORKSERV) | 15.19% | 14.75% | 2.45 | -0.03 | -0.03 | -0.18% | -0.35% |
| WWL (WAWEL) | 3.43% | 3.59% | 0.32 | -0.12 | -0.14 | -1.49% | -0.47% |
| ZEP (ZEPAK) | 4.15% | 3.88% | 0.82 | -0.13 | -0.13 | -0.66% | -0.51% |
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).
