- 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) | 2.63% | 3.07% | 0.16 | -0.01 | -0.06 | -1.03% | -0.14% |
| 1AT (ATAL) | 3.77% | 3.63% | 0.63 | 0.07 | 0.03 | +0.18% | +0.20% |
| AAT (ALTA) | 7.40% | 7.07% | 1.16 | 0.00 | -0.02 | -0.12% | +0.03% |
| ARH (ARCHICOM) | 3.31% | 3.67% | 0.15 | 0.09 | 0.05 | +1.21% | +0.20% |
| ATL (ATLASEST) | 11.22% | 11.20% | 0.57 | 0.09 | 0.08 | +1.54% | +0.96% |
| BBD (BBIDEV) | 5.32% | 5.45% | 0.31 | -0.03 | -0.05 | -0.92% | -0.24% |
| BIK | 4.89% | 5.31% | -0.10 | 0.04 | 0.02 | -0.77% | +0.06% |
| CPD (CELTIC) | 7.03% | 7.52% | -0.48 | 0.06 | 0.04 | -0.57% | +0.20% |
| CPG (CPGROUP) | 5.53% | 5.73% | 0.19 | 0.06 | 0.03 | +0.90% | +0.20% |
| CZT (CZTOREBKA) | 7.66% | 8.06% | -0.36 | -0.00 | -0.02 | +0.41% | -0.20% |
| DOM (DOMDEV) | 3.14% | 3.00% | 0.61 | 0.13 | 0.07 | +0.38% | +0.32% |
| DVL (DEVELIA) | 3.38% | 3.42% | 0.46 | 0.06 | 0.02 | +0.17% | +0.14% |
| ECH (ECHO) | 3.25% | 3.19% | 0.55 | 0.12 | 0.07 | +0.43% | +0.31% |
| EDI (EDINVEST) | 3.63% | 3.92% | 0.20 | 0.08 | 0.05 | +0.83% | +0.20% |
| EKP (ELKOP) | 6.28% | 6.57% | -0.02 | 0.01 | -0.01 | +3.40% | -0.06% |
| GTC | 3.32% | 2.98% | 0.79 | 0.08 | 0.03 | +0.11% | +0.20% |
| HMI (HMINWEST) | 2.35% | 2.92% | 0.08 | -0.10 | -0.19 | -5.26% | -0.43% |
| I2D (I2DEV) | 7.71% | 8.06% | -0.26 | 0.01 | -0.01 | +0.25% | -0.10% |
| IBS (IBSM) | 15.72% | 16.08% | -1.09 | 0.04 | 0.04 | -0.51% | +0.40% |
| IIA (IIAAV) | 2.75% | 3.58% | -0.23 | 0.10 | 0.08 | -0.97% | +0.19% |
| INP (INPRO) | 6.07% | 6.31% | 0.09 | 0.07 | 0.05 | +3.39% | +0.31% |
| JHM (JHMDEV) | 2.90% | 3.40% | 0.06 | 0.01 | -0.04 | -2.01% | -0.11% |
| JWC (JWCONSTR) | 3.62% | 4.17% | -0.10 | -0.07 | -0.12 | +4.42% | -0.44% |
| LKD (LOKUM) | 3.24% | 3.78% | -0.02 | 0.05 | 0.01 | -1.95% | +0.04% |
| MLG (MLPGROUP) | 3.82% | 4.06% | 0.23 | 0.07 | 0.04 | +0.60% | +0.17% |
| MVP (MARVIPOL) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OPG (ORCOGROUP) | 9.32% | 9.26% | 0.65 | 0.10 | 0.08 | +1.14% | +0.83% |
| ORN (ORION) | 5.39% | 6.14% | -0.69 | 0.08 | 0.06 | -0.50% | +0.24% |
| PHN | 4.75% | 4.67% | 0.59 | -0.00 | -0.03 | -0.26% | -0.07% |
| PLZ (PLAZACNTR) | 10.94% | 11.11% | -0.02 | -0.05 | -0.07 | +34.84% | -0.75% |
| PND (POLNORD) | 5.55% | 5.59% | 0.43 | -0.05 | -0.08 | -1.01% | -0.38% |
| RHD (REINHOLD) | 20.54% | 20.82% | -1.05 | 0.08 | 0.07 | -1.46% | +1.37% |
| RNK (RANKPROGR) | 6.62% | 6.33% | 1.00 | -0.00 | -0.03 | -0.17% | -0.03% |
| RON (RONSON) | 4.51% | 4.66% | 0.31 | -0.07 | -0.10 | -1.46% | -0.41% |
| SHD (SOHODEV) | 6.69% | 7.02% | -0.13 | -0.13 | -0.16 | +8.49% | -1.08% |
| TOW (TOWERINVT) | 7.99% | 7.85% | 0.80 | -0.06 | -0.08 | -0.77% | -0.50% |
| TRI (TRITON) | 5.09% | 5.42% | 0.02 | -0.08 | -0.11 | -24.57% | -0.56% |
| VTG (VANTAGE) | 3.25% | 3.84% | -0.08 | 0.14 | 0.12 | -4.82% | +0.37% |
| WIK (WIKANA) | 10.04% | 10.01% | 0.60 | 0.04 | 0.03 | +0.44% | +0.35% |
| WXF (WARIMPEX) | 4.50% | 5.03% | -0.18 | 0.08 | 0.05 | -1.33% | +0.22% |
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).
