- 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) | 2.60% | 3.01% | 0.17 | -0.02 | -0.07 | -1.06% | -0.16% |
| 1AT (ATAL) | 3.64% | 3.47% | 0.67 | 0.12 | 0.07 | +0.40% | +0.36% |
| AAT (ALTA) | 7.53% | 7.35% | 0.87 | -0.01 | -0.03 | -0.26% | -0.11% |
| ARH (ARCHICOM) | 3.40% | 3.64% | 0.27 | 0.14 | 0.11 | +1.43% | +0.42% |
| ATL (ATLASEST) | 10.92% | 10.96% | 0.37 | 0.06 | 0.05 | +1.33% | +0.54% |
| BBD (BBIDEV) | 5.26% | 5.40% | 0.28 | -0.05 | -0.07 | -1.38% | -0.35% |
| BIK | 4.90% | 5.34% | -0.14 | 0.03 | 0.01 | -0.28% | +0.02% |
| CPD (CELTIC) | 5.90% | 6.17% | 0.04 | 0.01 | -0.01 | -1.22% | -0.04% |
| CPG (CPGROUP) | 5.52% | 5.69% | 0.22 | 0.07 | 0.04 | +1.10% | +0.27% |
| CZT (CZTOREBKA) | 7.66% | 7.85% | 0.10 | -0.00 | -0.02 | -1.59% | -0.14% |
| DOM (DOMDEV) | 2.97% | 2.84% | 0.60 | 0.17 | 0.12 | +0.58% | +0.42% |
| DVL (DEVELIA) | 3.26% | 3.32% | 0.44 | 0.06 | 0.02 | +0.18% | +0.14% |
| ECH (ECHO) | 2.93% | 2.93% | 0.50 | 0.16 | 0.11 | +0.66% | +0.40% |
| EDI (EDINVEST) | 3.74% | 4.22% | -0.03 | 0.05 | 0.02 | -2.07% | +0.06% |
| EKP (ELKOP) | 5.82% | 6.08% | 0.05 | 0.03 | 0.01 | +1.29% | +0.07% |
| GTC | 3.17% | 2.97% | 0.67 | 0.07 | 0.03 | +0.14% | +0.18% |
| HMI (HMINWEST) | 2.46% | 2.84% | 0.21 | -0.10 | -0.16 | -1.94% | -0.38% |
| I2D (I2DEV) | 8.00% | 8.42% | -0.48 | 0.01 | -0.00 | +0.07% | -0.10% |
| IBS (IBSM) | 15.75% | 15.54% | 1.39 | 0.04 | 0.03 | +0.37% | +0.71% |
| IIA (IIAAV) | 2.82% | 3.06% | 0.30 | 0.13 | 0.09 | +0.84% | +0.29% |
| INP (INPRO) | 4.95% | 5.29% | 0.01 | 0.03 | 0.00 | +2.84% | +0.02% |
| JHM (JHMDEV) | 2.78% | 3.52% | -0.15 | 0.02 | -0.02 | +0.37% | -0.08% |
| JWC (JWCONSTR) | 3.60% | 4.17% | -0.13 | -0.03 | -0.07 | +1.96% | -0.27% |
| LKD (LOKUM) | 3.56% | 4.02% | 0.01 | 0.03 | -0.00 | -0.06% | +0.00% |
| MLG (MLPGROUP) | 3.96% | 4.12% | 0.31 | 0.08 | 0.05 | +0.68% | +0.26% |
| MVP (MARVIPOL) | 5.60% | 5.43% | 0.75 | 0.02 | -0.01 | -0.07% | +0.05% |
| OPG (ORCOGROUP) | 4.97% | 4.99% | 0.46 | -0.00 | -0.03 | -0.30% | -0.08% |
| ORN (ORION) | 5.59% | 5.71% | 0.30 | 0.08 | 0.06 | +1.17% | +0.39% |
| PHN | 4.84% | 4.69% | 0.70 | 0.03 | -0.00 | -0.01% | +0.09% |
| PLZ (PLAZACNTR) | 11.19% | 11.41% | -0.22 | 0.01 | 0.00 | -0.04% | -0.02% |
| PND (POLNORD) | 8.00% | 8.04% | 0.41 | -0.08 | -0.10 | -1.95% | -0.75% |
| RHD (REINHOLD) | 21.75% | 21.42% | 2.50 | 0.08 | 0.07 | +0.62% | +1.88% |
| RNK (RANKPROGR) | 6.05% | 5.87% | 0.79 | -0.04 | -0.06 | -0.46% | -0.26% |
| RON (RONSON) | 4.41% | 4.58% | 0.28 | -0.04 | -0.07 | -1.14% | -0.28% |
| SHD (SOHODEV) | 7.04% | 7.32% | -0.07 | -0.13 | -0.15 | +16.01% | -1.07% |
| TOW (TOWERINVT) | 7.76% | 8.00% | -0.05 | -0.01 | -0.03 | +4.78% | -0.23% |
| TRI (TRITON) | 5.11% | 5.03% | 0.61 | -0.09 | -0.11 | -0.95% | -0.50% |
| VTG (VANTAGE) | 3.25% | 3.62% | 0.14 | 0.14 | 0.12 | +2.79% | +0.40% |
| WIK (WIKANA) | 9.84% | 9.97% | 0.13 | 0.05 | 0.04 | +2.86% | +0.40% |
| WXF (WARIMPEX) | 4.63% | 5.07% | -0.10 | 0.09 | 0.07 | -3.12% | +0.30% |
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).
