- Sektor GPW: Budownictwo •
- Ocena ryzyka inwestycyjnego
Sektor GPW: Budownictwo Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ABM (ABMSOLID) | 13.92% | 13.84% | 0.83 | -0.13 | -0.14 | -2.26% | -1.85% |
| AWB (AWBUD) | 12.36% | 12.78% | -1.08 | -0.10 | -0.10 | +1.20% | -1.34% |
| BDL (BUDOPOL) | 36.40% | 36.45% | -0.10 | 0.08 | 0.08 | -31.21% | +3.02% |
| BDX (BUDIMEX) | 5.28% | 5.08% | 0.80 | -0.06 | -0.06 | -0.41% | -0.29% |
| CFI | 8.69% | 8.72% | 0.40 | -0.03 | -0.04 | -0.79% | -0.30% |
| CNT | 3.73% | 3.96% | 0.24 | 0.19 | 0.19 | +3.02% | +0.72% |
| DEK (DEKPOL) | 4.79% | 4.88% | 0.37 | 0.07 | 0.06 | +0.77% | +0.30% |
| ELB (ELBUDOWA) | 8.70% | 8.57% | 0.81 | -0.21 | -0.21 | -2.30% | -1.83% |
| ELT (ELEKTROTI) | 6.94% | 7.10% | 0.15 | -0.13 | -0.14 | -6.35% | -0.96% |
| ENP (ENAP) | 2.78% | 3.57% | -0.25 | 0.04 | 0.04 | -0.41% | +0.09% |
| ERB (ERBUD) | 5.29% | 5.68% | -0.15 | -0.10 | -0.12 | +4.30% | -0.64% |
| HRS (HERKULES) | 4.84% | 4.83% | 0.51 | -0.12 | -0.13 | -1.20% | -0.60% |
| INK (INSTALKRK) | 4.31% | 4.50% | 0.24 | 0.06 | 0.05 | +0.85% | +0.22% |
| ITB (INTERBUD) | 11.14% | 11.35% | -0.21 | -0.01 | -0.01 | +0.58% | -0.13% |
| MDI (MDIENERGIA) | 6.20% | 6.28% | 0.34 | 0.04 | 0.04 | +0.64% | +0.23% |
| MRB (MIRBUD) | 3.65% | 4.18% | -0.12 | -0.03 | -0.04 | +1.27% | -0.16% |
| MSP (MOSTALPLC) | 7.39% | 7.36% | 0.56 | -0.07 | -0.07 | -0.94% | -0.51% |
| MSW (MOSTALWAR) | 8.70% | 8.37% | 1.34 | -0.08 | -0.08 | -0.51% | -0.63% |
| MSZ (MOSTALZAB) | 12.62% | 12.52% | 0.90 | 0.02 | 0.02 | +0.25% | +0.26% |
| NVA (PANOVA) | 5.53% | 5.65% | 0.29 | -0.07 | -0.07 | -1.43% | -0.40% |
| PBG | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| PJP (PROJPRZEM) | 4.96% | 5.16% | 0.20 | 0.11 | 0.10 | +2.51% | +0.51% |
| PRM (PROCHEM) | 5.30% | 5.86% | -0.43 | 0.01 | -0.00 | +0.02% | -0.03% |
| PXM (POLIMEXMS) | 6.44% | 6.09% | 1.15 | -0.10 | -0.10 | -0.56% | -0.60% |
| RES (RESBUD) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TOR (TORPOL) | 6.87% | 6.76% | 0.72 | -0.03 | -0.04 | -0.35% | -0.23% |
| TRK (TRAKCJA) | 9.76% | 9.40% | 1.54 | -0.12 | -0.12 | -0.77% | -1.13% |
| TSG (TESGAS) | 6.02% | 5.99% | 0.55 | 0.04 | 0.03 | +0.31% | +0.19% |
| UNI (UNIBEP) | 3.79% | 4.20% | 0.00 | -0.14 | -0.16 | -1161.65% | -0.61% |
| VTL (VISTAL) | 13.01% | 13.00% | 0.50 | 0.00 | 0.00 | +0.01% | +0.03% |
| ZUE | 4.25% | 4.18% | 0.59 | -0.16 | -0.17 | -1.23% | -0.70% |
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).
