Sektor GPW: Deweloperzy Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 08N (08OCTAVA) | 2.39% | 3.69% | 0.11 | 0.07 | -0.02 | -0.50% | -0.02% |
| 1AT (ATAL) | 4.50% | 3.90% | 0.74 | 0.03 | -0.05 | -0.29% | +0.02% |
| AAT (ALTA) | 7.66% | 7.61% | 0.53 | -0.03 | -0.07 | -1.02% | -0.38% |
| ARH (ARCHICOM) | 5.31% | 4.11% | 1.05 | 0.11 | 0.02 | +0.12% | +0.46% |
| ATL (ATLASEST) | 10.78% | 11.09% | 0.16 | 0.08 | 0.05 | +3.55% | +0.61% |
| BBD (BBIDEV) | 5.56% | 5.41% | 0.58 | -0.06 | -0.11 | -1.07% | -0.43% |
| BIK | 4.74% | 5.49% | 0.12 | 0.03 | -0.03 | -1.15% | -0.10% |
| CPD (CELTIC) | 5.77% | 6.35% | 0.15 | 0.04 | -0.01 | -0.29% | +0.00% |
| CPG (CPGROUP) | 5.63% | 6.10% | 0.22 | 0.12 | 0.07 | +1.75% | +0.46% |
| CZT (CZTOREBKA) | 7.87% | 8.67% | -0.16 | -0.01 | -0.05 | +2.62% | -0.48% |
| DOM (DOMDEV) | 4.06% | 3.38% | 0.75 | 0.10 | 0.00 | +0.02% | +0.26% |
| DVL (DEVELIA) | 4.21% | 4.22% | 0.49 | 0.05 | -0.03 | -0.23% | +0.04% |
| ECH (ECHO) | 3.57% | 3.44% | 0.54 | 0.12 | 0.02 | +0.15% | +0.25% |
| EDI (EDINVEST) | 3.96% | 4.85% | 0.11 | 0.10 | 0.04 | +1.50% | +0.20% |
| EKP (ELKOP) | 8.54% | 8.63% | 0.42 | 0.08 | 0.05 | +0.93% | +0.52% |
| GTC | 3.73% | 3.97% | 0.41 | 0.01 | -0.07 | -0.68% | -0.15% |
| HMI (HMINWEST) | 3.89% | 4.38% | 0.30 | -0.09 | -0.18 | -2.44% | -0.62% |
| I2D (I2DEV) | 7.98% | 8.36% | 0.19 | -0.03 | -0.08 | -3.21% | -0.54% |
| IBS (IBSM) | 15.39% | 15.92% | -0.33 | 0.03 | 0.01 | -0.44% | +0.04% |
| IIA (IIAAV) | 3.70% | 5.37% | -0.25 | 0.06 | -0.01 | +0.07% | -0.10% |
| INP (INPRO) | 4.58% | 4.94% | 0.32 | -0.00 | -0.07 | -1.01% | -0.22% |
| JHM (JHMDEV) | 2.78% | 3.99% | 0.09 | 0.07 | -0.02 | -0.61% | -0.03% |
| JWC (JWCONSTR) | 3.74% | 4.44% | 0.21 | 0.01 | -0.08 | -1.35% | -0.22% |
| LKD (LOKUM) | 3.94% | 4.39% | 0.31 | 0.03 | -0.05 | -0.68% | -0.11% |
| MLG (MLPGROUP) | 4.18% | 4.60% | 0.31 | 0.10 | 0.03 | +0.47% | +0.24% |
| MVP (MARVIPOL) | 6.13% | 5.58% | 0.81 | 0.00 | -0.05 | -0.39% | -0.05% |
| OPG (ORCOGROUP) | 6.32% | 7.37% | -0.22 | -0.03 | -0.08 | +2.45% | -0.60% |
| ORN (ORION) | 5.59% | 6.81% | -0.26 | 0.10 | 0.06 | -1.36% | +0.27% |
| PHN | 5.28% | 4.82% | 0.72 | 0.02 | -0.04 | -0.29% | +0.03% |
| PLZ (PLAZACNTR) | 11.23% | 11.32% | 0.40 | -0.01 | -0.04 | -1.07% | -0.30% |
| PND (POLNORD) | 7.99% | 8.46% | 0.11 | -0.04 | -0.08 | -5.90% | -0.61% |
| RHD (REINHOLD) | 21.84% | 22.22% | -0.35 | 0.09 | 0.08 | -5.04% | +1.66% |
| RNK (RANKPROGR) | 6.28% | 5.78% | 0.79 | -0.09 | -0.13 | -1.03% | -0.57% |
| RON (RONSON) | 4.54% | 5.05% | 0.25 | -0.01 | -0.08 | -1.47% | -0.29% |
| SHD (SOHODEV) | 7.18% | 8.03% | -0.14 | -0.07 | -0.13 | +6.63% | -0.97% |
| TOW (TOWERINVT) | 7.81% | 7.81% | 0.49 | -0.04 | -0.08 | -1.35% | -0.50% |
| TRI (TRITON) | 6.25% | 5.66% | 0.84 | -0.04 | -0.09 | -0.64% | -0.26% |
| VTG (VANTAGE) | 3.25% | 4.66% | -0.06 | 0.15 | 0.12 | -6.30% | +0.36% |
| WIK (WIKANA) | 10.41% | 10.44% | 0.46 | 0.11 | 0.08 | +1.78% | +0.97% |
| WXF (WARIMPEX) | 6.27% | 5.80% | 0.77 | 0.08 | 0.03 | +0.21% | +0.41% |
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).
