- Sektor GPW: Przemysł elektromaszynowy •
- Ocena ryzyka inwestycyjnego
Sektor GPW: Przemysł elektromaszynowy Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| AMC (AMICA) | 4.13% | 3.90% | 0.77 | -0.07 | -0.07 | -0.38% | -0.26% |
| APE (APSENERGY) | 5.39% | 5.66% | 0.06 | -0.09 | -0.10 | -8.96% | -0.51% |
| APN (APLISENS) | 3.68% | 4.27% | -0.19 | -0.03 | -0.04 | +0.80% | -0.16% |
| APT (APATOR) | 4.55% | 4.37% | 0.73 | -0.03 | -0.04 | -0.24% | -0.15% |
| BMC (BUMECH) | 12.41% | 12.54% | -0.01 | 0.01 | 0.00 | -5.88% | +0.05% |
| ENI (ENERGOINS) | 10.09% | 10.35% | -0.27 | 0.02 | 0.02 | -0.78% | +0.20% |
| FMF (FAMUR) | 3.70% | 3.54% | 0.67 | 0.00 | -0.01 | -0.04% | -0.00% |
| HDR (HYDROTOR) | 2.27% | 2.97% | -0.05 | 0.01 | 0.00 | -0.10% | +0.00% |
| INL (INTROL) | 4.53% | 4.71% | 0.24 | -0.15 | -0.16 | -3.09% | -0.74% |
| JWW (JWWINVEST) | 7.70% | 7.60% | 0.71 | -0.08 | -0.08 | -0.87% | -0.59% |
| LEN (LENA) | 4.12% | 4.26% | 0.32 | -0.01 | -0.02 | -0.26% | -0.07% |
| MOJ | 5.94% | 6.45% | -0.43 | -0.01 | -0.01 | +0.20% | -0.10% |
| NWG (NEWAG) | 3.28% | 3.27% | 0.51 | 0.06 | 0.05 | +0.30% | +0.17% |
| PAT (PATENTUS) | 7.83% | 7.86% | 0.44 | 0.11 | 0.10 | +1.81% | +0.81% |
| PEX (PEIXIN) | 9.56% | 10.06% | -0.96 | -0.05 | -0.05 | +0.51% | -0.52% |
| PTH (PRIMETECH) | 12.19% | 12.21% | 0.43 | -0.03 | -0.03 | -0.80% | -0.33% |
| PUE (ZPUE) | 6.02% | 6.20% | 0.17 | -0.11 | -0.12 | -4.14% | -0.71% |
| RAF (RAFAMET) | 3.99% | 4.60% | -0.27 | -0.04 | -0.05 | +0.80% | -0.22% |
| RFK (RAFAKO) | 6.43% | 6.34% | 0.67 | -0.16 | -0.17 | -1.60% | -1.04% |
| RLP (RELPOL) | 2.85% | 3.21% | 0.17 | -0.02 | -0.04 | -0.61% | -0.10% |
| RMK (REMAK) | 5.41% | 5.55% | 0.27 | -0.04 | -0.05 | -0.92% | -0.24% |
| SNX (SUNEX) | 7.18% | 7.06% | 0.74 | 0.11 | 0.11 | +1.04% | +0.79% |
| SON (SONEL) | 3.88% | 4.49% | -0.26 | -0.00 | -0.01 | +0.17% | -0.05% |
| SWG (SECOGROUP) | 4.05% | 4.38% | 0.09 | -0.08 | -0.09 | -4.10% | -0.37% |
| URS (URSUS) | 12.82% | 12.69% | 0.97 | -0.07 | -0.08 | -1.00% | -0.93% |
| VGO (VIGOSYS) | 3.05% | 3.55% | 0.02 | -0.01 | -0.03 | -5.74% | -0.09% |
| ZMT (ZAMET) | 4.52% | 5.05% | -0.25 | -0.07 | -0.09 | +1.64% | -0.42% |
| ZRE (ZREMB) | 10.46% | 10.88% | -0.84 | 0.01 | 0.01 | -0.14% | +0.09% |
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).
