Sektor GPW: Przemysł elektromaszynowy Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| AMC (AMICA) | 4.10% | 3.93% | 0.70 | 0.07 | 0.05 | +0.28% | +0.26% |
| APE (APSENERGY) | 5.38% | 5.64% | 0.09 | 0.02 | -0.00 | -0.04% | +0.00% |
| APN (APLISENS) | 3.17% | 3.74% | -0.07 | 0.01 | -0.01 | +0.52% | -0.04% |
| APT (APATOR) | 4.24% | 4.23% | 0.51 | 0.02 | -0.00 | -0.01% | +0.04% |
| BMC (BUMECH) | 10.17% | 10.22% | 0.33 | 0.03 | 0.03 | +0.77% | +0.29% |
| ENI (ENERGOINS) | 8.05% | 7.96% | 0.71 | -0.03 | -0.04 | -0.43% | -0.24% |
| FMF (FAMUR) | 4.14% | 3.79% | 0.90 | -0.08 | -0.09 | -0.42% | -0.30% |
| HDR (HYDROTOR) | 2.69% | 3.46% | -0.19 | 0.02 | -0.00 | +0.03% | -0.02% |
| INL (INTROL) | 4.67% | 4.64% | 0.54 | -0.15 | -0.17 | -1.50% | -0.76% |
| JWW (JWWINVEST) | 12.34% | 12.61% | -0.46 | 0.11 | 0.10 | -2.76% | +1.23% |
| LEN (LENA) | 4.08% | 4.26% | 0.27 | 0.02 | 0.00 | +0.01% | +0.03% |
| MOJ | 5.73% | 6.04% | -0.04 | 0.03 | 0.02 | -2.83% | +0.11% |
| NWG (NEWAG) | 3.37% | 3.44% | 0.42 | 0.12 | 0.10 | +0.77% | +0.36% |
| PAT (PATENTUS) | 8.55% | 8.58% | 0.43 | 0.07 | 0.06 | +1.25% | +0.57% |
| PEX (PEIXIN) | 9.56% | 9.46% | 0.78 | -0.04 | -0.05 | -0.63% | -0.42% |
| PTH (PRIMETECH) | 12.44% | 12.90% | -1.22 | -0.04 | -0.04 | +0.45% | -0.66% |
| PUE (ZPUE) | 7.10% | 7.19% | 0.31 | 0.04 | 0.02 | +0.56% | +0.20% |
| RAF (RAFAMET) | 4.37% | 4.91% | -0.24 | 0.01 | -0.01 | +0.21% | -0.07% |
| RFK (RAFAKO) | 7.21% | 7.00% | 0.94 | -0.22 | -0.22 | -1.71% | -1.52% |
| RLP (RELPOL) | 3.12% | 3.25% | 0.37 | 0.00 | -0.03 | -0.23% | -0.05% |
| RMK (REMAK) | 5.03% | 5.13% | 0.34 | 0.01 | -0.01 | -0.19% | -0.03% |
| SNX (SUNEX) | 7.93% | 7.68% | 1.07 | 0.24 | 0.23 | +1.67% | +1.89% |
| SON (SONEL) | 4.05% | 4.61% | -0.21 | 0.11 | 0.10 | -1.90% | +0.38% |
| SWG (SECOGROUP) | 4.29% | 4.67% | 0.00 | 0.03 | 0.02 | +66.80% | +0.07% |
| URS (URSUS) | 18.16% | 18.02% | 1.21 | -0.00 | -0.01 | -0.10% | -0.01% |
| VGO (VIGOSYS) | 3.54% | 3.76% | 0.27 | 0.13 | 0.11 | +1.44% | +0.41% |
| ZMT (ZAMET) | 4.54% | 4.53% | 0.52 | 0.04 | 0.02 | +0.21% | +0.15% |
| ZRE (ZREMB) | 11.60% | 11.73% | 0.05 | 0.09 | 0.09 | +18.48% | +1.02% |
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).
