- 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) | 4.20% | 3.95% | 0.80 | -0.00 | -0.04 | -0.19% | -0.04% |
| APE (APSENERGY) | 5.36% | 5.66% | 0.02 | -0.07 | -0.10 | -35.92% | -0.54% |
| APN (APLISENS) | 3.76% | 4.24% | -0.06 | 0.03 | 0.00 | -0.06% | -0.00% |
| APT (APATOR) | 4.40% | 4.20% | 0.74 | 0.01 | -0.02 | -0.10% | +0.02% |
| BMC (BUMECH) | 11.50% | 11.61% | 0.11 | -0.00 | -0.02 | -1.69% | -0.17% |
| ENI (ENERGOINS) | 9.44% | 9.71% | -0.26 | 0.01 | -0.00 | +0.17% | -0.08% |
| FMF (FAMUR) | 3.83% | 3.68% | 0.65 | -0.02 | -0.05 | -0.32% | -0.12% |
| HDR (HYDROTOR) | 2.47% | 3.20% | -0.10 | 0.04 | 0.00 | -0.05% | -0.01% |
| INL (INTROL) | 4.68% | 4.87% | 0.23 | -0.13 | -0.16 | -3.22% | -0.71% |
| JWW (JWWINVEST) | 4.50% | 5.25% | -0.56 | -0.12 | -0.17 | +1.36% | -0.84% |
| LEN (LENA) | 4.18% | 4.28% | 0.37 | 0.02 | -0.01 | -0.10% | +0.01% |
| MOJ | 5.56% | 6.10% | -0.41 | 0.01 | -0.01 | +0.18% | -0.13% |
| NWG (NEWAG) | 3.33% | 3.38% | 0.44 | 0.09 | 0.05 | +0.36% | +0.22% |
| PAT (PATENTUS) | 7.54% | 7.67% | 0.22 | 0.08 | 0.06 | +2.22% | +0.51% |
| PEX (PEIXIN) | 9.56% | 9.67% | 0.21 | -0.04 | -0.05 | -2.35% | -0.46% |
| PTH (PRIMETECH) | 12.21% | 12.23% | 0.41 | -0.01 | -0.02 | -0.70% | -0.23% |
| PUE (ZPUE) | 5.76% | 5.98% | 0.12 | -0.10 | -0.13 | -6.00% | -0.71% |
| RAF (RAFAMET) | 3.92% | 4.48% | -0.18 | -0.00 | -0.04 | +0.85% | -0.18% |
| RFK (RAFAKO) | 6.46% | 6.30% | 0.79 | -0.17 | -0.18 | -1.50% | -1.08% |
| RLP (RELPOL) | 3.03% | 3.29% | 0.26 | 0.02 | -0.03 | -0.31% | -0.05% |
| RMK (REMAK) | 5.68% | 5.78% | 0.32 | -0.07 | -0.09 | -1.59% | -0.47% |
| SNX (SUNEX) | 7.25% | 7.18% | 0.65 | 0.15 | 0.13 | +1.49% | +1.06% |
| SON (SONEL) | 3.87% | 4.59% | -0.38 | 0.06 | 0.04 | -0.42% | +0.11% |
| SWG (SECOGROUP) | 4.22% | 4.29% | 0.41 | -0.01 | -0.04 | -0.41% | -0.11% |
| URS (URSUS) | 16.86% | 16.79% | 0.84 | 0.02 | 0.01 | +0.15% | +0.24% |
| VGO (VIGOSYS) | 3.16% | 3.63% | 0.03 | 0.03 | -0.01 | -1.31% | -0.04% |
| ZMT (ZAMET) | 4.45% | 4.60% | 0.31 | -0.04 | -0.08 | -1.11% | -0.30% |
| ZRE (ZREMB) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
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).
