- Sektor GPW: Deweloperzy •
- Ocena ryzyka inwestycyjnego
Sektor GPW: Deweloperzy Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 08N (08OCTAVA) | 2.56% | 2.88% | 0.23 | -0.05 | -0.07 | -0.75% | -0.17% |
| 1AT (ATAL) | 3.77% | 3.67% | 0.61 | 0.07 | 0.06 | +0.39% | +0.26% |
| AAT (ALTA) | 7.58% | 7.28% | 1.17 | 0.00 | -0.01 | -0.03% | +0.01% |
| ARH (ARCHICOM) | 3.07% | 3.44% | 0.14 | 0.05 | 0.04 | +0.93% | +0.13% |
| ATL (ATLASEST) | 11.04% | 11.03% | 0.53 | 0.09 | 0.08 | +1.74% | +0.95% |
| BBD (BBIDEV) | 5.16% | 5.26% | 0.34 | -0.02 | -0.03 | -0.38% | -0.12% |
| BIK | 4.82% | 5.23% | -0.12 | 0.03 | 0.03 | -1.10% | +0.13% |
| CPD (CELTIC) | 7.08% | 7.49% | -0.39 | 0.05 | 0.05 | -0.87% | +0.32% |
| CPG (CPGROUP) | 6.11% | 6.32% | 0.12 | 0.01 | 0.00 | +0.14% | +0.02% |
| CZT (CZTOREBKA) | 7.22% | 7.45% | 0.00 | -0.06 | -0.07 | -163.20% | -0.50% |
| DOM (DOMDEV) | 3.17% | 2.93% | 0.71 | 0.09 | 0.07 | +0.33% | +0.26% |
| ECH (ECHO) | 3.18% | 3.18% | 0.49 | 0.00 | -0.01 | -0.06% | -0.01% |
| EDI (EDINVEST) | 3.66% | 3.85% | 0.28 | 0.07 | 0.06 | +0.76% | +0.23% |
| EKP (ELKOP) | 6.56% | 6.83% | -0.05 | -0.11 | -0.12 | +17.50% | -0.81% |
| GPR (GPRE) | 3.34% | 3.77% | 0.04 | 0.12 | 0.13 | +10.87% | +0.43% |
| GTC | 3.43% | 2.99% | 0.92 | 0.05 | 0.03 | +0.12% | +0.15% |
| I2D (I2DEV) | 6.39% | 6.74% | -0.19 | -0.08 | -0.09 | +3.09% | -0.59% |
| IBS (IBSM) | 12.57% | 12.95% | -0.96 | -0.02 | -0.02 | +0.29% | -0.32% |
| IIA (IIAAV) | 2.76% | 3.03% | 0.27 | 0.10 | 0.10 | +0.99% | +0.28% |
| INP (INPRO) | 6.06% | 6.23% | 0.19 | 0.05 | 0.04 | +1.30% | +0.25% |
| JHM (JHMDEV) | 3.02% | 3.54% | -0.01 | -0.02 | -0.04 | +8.43% | -0.12% |
| JWC (JWCONSTR) | 3.47% | 4.04% | -0.14 | -0.11 | -0.14 | +3.36% | -0.49% |
| LCC (LCCORP) | 4.27% | 4.27% | 0.50 | 0.12 | 0.11 | +0.98% | +0.51% |
| LKD (LOKUM) | 3.14% | 3.61% | 0.02 | 0.00 | -0.01 | -1.16% | -0.02% |
| MLG (MLPGROUP) | 3.91% | 4.54% | -0.29 | -0.01 | -0.02 | +0.25% | -0.08% |
| MVP (MARVIPOL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OPG (ORCOGROUP) | 9.37% | 9.51% | 0.07 | 0.11 | 0.11 | +14.02% | +1.04% |
| ORN (ORION) | 5.20% | 5.99% | -0.82 | -0.01 | -0.02 | +0.16% | -0.16% |
| PHN | 4.70% | 4.69% | 0.51 | 0.02 | 0.01 | +0.08% | +0.06% |
| PLZ (PLAZACNTR) | 10.94% | 11.13% | -0.12 | -0.06 | -0.06 | +5.74% | -0.70% |
| PND (POLNORD) | 4.12% | 4.13% | 0.48 | -0.09 | -0.10 | -0.88% | -0.40% |
| RHD (REINHOLD) | 20.83% | 20.97% | -0.38 | 0.06 | 0.06 | -3.04% | +1.14% |
| RNK (RANKPROGR) | 6.65% | 6.45% | 0.89 | -0.01 | -0.02 | -0.13% | -0.08% |
| RON (RONSON) | 4.51% | 4.57% | 0.41 | -0.08 | -0.09 | -1.04% | -0.41% |
| SHD (SOHODEV) | 6.47% | 6.79% | -0.13 | -0.10 | -0.11 | +5.69% | -0.72% |
| TOW (TOWERINVT) | 7.88% | 8.13% | -0.10 | -0.09 | -0.10 | +7.64% | -0.76% |
| TRI (TRITON) | 5.36% | 5.19% | 0.76 | -0.11 | -0.11 | -0.78% | -0.56% |
| VTG (VANTAGE) | 3.25% | 3.80% | -0.08 | 0.11 | 0.12 | -4.57% | +0.37% |
| WIK (WIKANA) | 10.03% | 10.02% | 0.52 | 0.01 | 0.01 | +0.11% | +0.08% |
| WXF (WARIMPEX) | 4.71% | 5.13% | -0.11 | 0.05 | 0.04 | -1.80% | +0.20% |
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).
