Sektor GPW: Deweloperzy Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 08N (08OCTAVA) | 3.16% | 4.33% | 0.10 | 0.00 | -0.02 | -0.56% | -0.05% |
| 1AT (ATAL) | 4.59% | 4.00% | 0.72 | 0.07 | 0.04 | +0.28% | +0.26% |
| AAT (ALTA) | 6.87% | 6.83% | 0.52 | -0.04 | -0.06 | -0.73% | -0.34% |
| ARH (ARCHICOM) | 6.05% | 4.75% | 1.12 | 0.18 | 0.13 | +0.69% | +0.86% |
| ATL (ATLASEST) | 9.14% | 9.72% | 0.00 | 0.08 | 0.07 | +384.93% | +0.68% |
| BBD (BBIDEV) | 5.11% | 4.65% | 0.70 | -0.05 | -0.06 | -0.45% | -0.26% |
| BIK | 4.47% | 5.21% | 0.17 | 0.02 | 0.00 | +0.10% | +0.03% |
| CPD (CELTIC) | 7.07% | 8.34% | -0.38 | 0.00 | -0.01 | +0.14% | -0.08% |
| CPG (CPGROUP) | 5.52% | 6.09% | 0.20 | 0.10 | 0.10 | +2.70% | +0.55% |
| CZT (CZTOREBKA) | 9.31% | 10.04% | -0.14 | 0.07 | 0.07 | -4.60% | +0.63% |
| DOM (DOMDEV) | 4.36% | 3.61% | 0.77 | 0.20 | 0.15 | +0.84% | +0.70% |
| DVL (DEVELIA) | 4.70% | 4.26% | 0.67 | -0.00 | -0.02 | -0.12% | -0.03% |
| ECH (ECHO) | 3.82% | 3.74% | 0.52 | 0.11 | 0.09 | +0.67% | +0.39% |
| EDI (EDINVEST) | 6.64% | 7.06% | 0.24 | 0.13 | 0.13 | +3.60% | +0.86% |
| EKP (ELKOP) | 8.82% | 8.96% | 0.39 | 0.05 | 0.05 | +1.05% | +0.44% |
| GTC | 4.86% | 4.74% | 0.55 | -0.00 | -0.02 | -0.17% | -0.05% |
| HMI (HMINWEST) | 4.94% | 5.72% | 0.12 | -0.08 | -0.11 | -4.52% | -0.53% |
| I2D (I2DEV) | 9.55% | 10.28% | -0.16 | 0.02 | 0.02 | -1.00% | +0.14% |
| IBS (IBSM) | 16.95% | 16.63% | 0.98 | 0.00 | 0.00 | +0.01% | +0.08% |
| IIA (IIAAV) | 4.26% | 5.74% | -0.17 | -0.05 | -0.09 | +2.19% | -0.38% |
| INP (INPRO) | 4.99% | 5.21% | 0.40 | 0.05 | 0.04 | +0.52% | +0.23% |
| JWC (JWCONSTR) | 3.30% | 4.22% | 0.18 | 0.04 | 0.03 | +0.61% | +0.13% |
| LKD (LOKUM) | 4.20% | 4.55% | 0.36 | -0.02 | -0.04 | -0.45% | -0.13% |
| MLG (MLPGROUP) | 4.99% | 5.40% | 0.30 | 0.15 | 0.15 | +2.44% | +0.76% |
| MVP (MARVIPOL) | 5.57% | 5.02% | 0.76 | 0.11 | 0.08 | +0.62% | +0.53% |
| OPG (ORCOGROUP) | 8.61% | 8.84% | 0.32 | -0.00 | -0.01 | -0.24% | -0.05% |
| PHN | 5.75% | 5.08% | 0.82 | 0.04 | 0.02 | +0.14% | +0.17% |
| PLZ (PLAZACNTR) | 8.99% | 8.91% | 0.56 | -0.04 | -0.05 | -0.77% | -0.39% |
| PND (POLNORD) | 8.85% | 9.22% | 0.19 | -0.07 | -0.09 | -3.97% | -0.75% |
| RHD (REINHOLD) | 20.88% | 20.63% | 0.96 | 0.08 | 0.08 | +1.63% | +1.64% |
| RNK (RANKPROGR) | 7.47% | 6.94% | 0.84 | 0.04 | 0.03 | +0.22% | +0.25% |
| RON (RONSON) | 5.08% | 5.56% | 0.26 | 0.10 | 0.10 | +1.87% | +0.51% |
| SHD (SOHODEV) | 6.40% | 7.43% | -0.14 | -0.05 | -0.07 | +3.33% | -0.48% |
| TOW (TOWERINVT) | 6.29% | 6.39% | 0.44 | -0.06 | -0.07 | -1.02% | -0.41% |
| TRI (TRITON) | 6.09% | 5.88% | 0.61 | 0.02 | 0.01 | +0.06% | +0.08% |
| WIK (WIKANA) | 7.97% | 7.88% | 0.56 | 0.18 | 0.16 | +2.36% | +1.35% |
| WXF (WARIMPEX) | 5.88% | 7.70% | -0.61 | 0.02 | 0.02 | -0.18% | +0.07% |
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).
