Sektor GPW: Budownictwo Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| AWB (AWBUD) | 14.54% | 14.26% | 1.63 | -0.04 | -0.05 | -0.43% | -0.48% |
| BDX (BUDIMEX) | 5.43% | 5.22% | 0.81 | 0.06 | 0.04 | +0.24% | +0.30% |
| CFI | 7.02% | 7.09% | 0.36 | -0.01 | -0.03 | -0.57% | -0.16% |
| CNT | 3.64% | 4.04% | 0.07 | 0.18 | 0.16 | +8.76% | +0.59% |
| DEK (DEKPOL) | 4.02% | 4.65% | -0.27 | -0.04 | -0.08 | +1.25% | -0.37% |
| ELB (ELBUDOWA) | 10.93% | 10.86% | 0.74 | -0.12 | -0.13 | -1.94% | -1.33% |
| ELT (ELEKTROTI) | 7.46% | 7.59% | 0.22 | -0.02 | -0.04 | -1.32% | -0.26% |
| ENP (ENAP) | 4.05% | 4.59% | -0.16 | 0.10 | 0.08 | -1.99% | +0.30% |
| ERB (ERBUD) | 5.61% | 5.99% | -0.13 | 0.04 | 0.02 | -0.96% | +0.11% |
| HRS (HERKULES) | 6.00% | 5.86% | 0.73 | -0.17 | -0.19 | -1.55% | -1.03% |
| INK (INSTALKRK) | 3.65% | 3.82% | 0.32 | 0.17 | 0.14 | +1.63% | +0.57% |
| ITB (INTERBUD) | 11.40% | 11.55% | 0.04 | 0.04 | 0.03 | +7.36% | +0.30% |
| MDI (MDIENERGIA) | 6.20% | 6.22% | 0.46 | -0.01 | -0.04 | -0.50% | -0.17% |
| MRB (MIRBUD) | 3.76% | 4.14% | 0.08 | 0.01 | -0.03 | -1.23% | -0.09% |
| MSP (MOSTALPLC) | 8.05% | 8.06% | 0.48 | -0.00 | -0.02 | -0.29% | -0.07% |
| MSW (MOSTALWAR) | 7.98% | 7.69% | 1.13 | 0.02 | 0.00 | +0.02% | +0.17% |
| MSZ (MOSTALZAB) | 12.80% | 12.96% | -0.11 | 0.05 | 0.04 | -4.57% | +0.48% |
| NVA (PANOVA) | 5.72% | 5.78% | 0.39 | -0.00 | -0.02 | -0.37% | -0.09% |
| PBG | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PJP (PROJPRZEM) | 4.73% | 4.91% | 0.24 | 0.01 | -0.01 | -0.28% | -0.03% |
| PRM (PROCHEM) | 5.34% | 5.90% | -0.38 | 0.02 | -0.01 | +0.09% | -0.09% |
| PXM (POLIMEXMS) | 6.14% | 5.80% | 1.06 | -0.05 | -0.07 | -0.41% | -0.29% |
| RES (RESBUD) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TOR (TORPOL) | 6.49% | 6.48% | 0.53 | 0.05 | 0.02 | +0.30% | +0.23% |
| TRK (TRAKCJA) | 9.52% | 9.10% | 1.57 | -0.08 | -0.09 | -0.57% | -0.68% |
| TSG (TESGAS) | 7.67% | 7.71% | 0.40 | 0.14 | 0.13 | +2.40% | +1.02% |
| UNI (UNIBEP) | 3.91% | 4.22% | 0.15 | 0.07 | 0.04 | +1.00% | +0.17% |
| VTL (VISTAL) | 10.10% | 10.18% | 0.26 | 0.13 | 0.12 | +4.63% | +1.26% |
| ZUE | 4.59% | 4.50% | 0.61 | -0.03 | -0.06 | -0.44% | -0.18% |
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).
