- 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) | 4.12% | 3.91% | 0.73 | 0.01 | -0.01 | -0.08% | +0.03% |
| APE (APSENERGY) | 5.39% | 5.69% | 0.04 | -0.06 | -0.09 | -11.63% | -0.45% |
| APN (APLISENS) | 3.23% | 3.85% | -0.11 | 0.01 | -0.03 | +0.72% | -0.09% |
| APT (APATOR) | 4.50% | 4.38% | 0.64 | -0.02 | -0.04 | -0.28% | -0.11% |
| BMC (BUMECH) | 11.42% | 11.55% | 0.08 | -0.01 | -0.02 | -2.79% | -0.20% |
| ENI (ENERGOINS) | 9.50% | 9.72% | -0.08 | -0.01 | -0.02 | +2.42% | -0.21% |
| FMF (FAMUR) | 3.83% | 3.70% | 0.63 | -0.02 | -0.04 | -0.27% | -0.10% |
| HDR (HYDROTOR) | 2.65% | 3.42% | -0.15 | 0.01 | -0.03 | +0.54% | -0.10% |
| INL (INTROL) | 4.69% | 4.87% | 0.26 | -0.13 | -0.16 | -2.88% | -0.73% |
| JWW (JWWINVEST) | 6.49% | 7.10% | -0.65 | -0.01 | -0.02 | +0.25% | -0.24% |
| LEN (LENA) | 4.19% | 4.30% | 0.36 | 0.02 | -0.01 | -0.12% | -0.00% |
| MOJ | 5.24% | 5.88% | -0.50 | 0.01 | -0.01 | +0.08% | -0.10% |
| NWG (NEWAG) | 3.38% | 3.45% | 0.43 | 0.11 | 0.08 | +0.65% | +0.33% |
| PAT (PATENTUS) | 7.78% | 7.90% | 0.24 | 0.07 | 0.05 | +1.68% | +0.43% |
| PEX (PEIXIN) | 9.56% | 9.81% | -0.17 | -0.04 | -0.05 | +2.82% | -0.51% |
| PTH (PRIMETECH) | 12.32% | 12.33% | 0.44 | -0.02 | -0.03 | -0.83% | -0.32% |
| PUE (ZPUE) | 6.51% | 6.57% | 0.38 | -0.03 | -0.05 | -0.89% | -0.30% |
| RAF (RAFAMET) | 3.77% | 4.35% | -0.15 | -0.03 | -0.06 | +1.57% | -0.26% |
| RFK (RAFAKO) | 6.91% | 6.70% | 0.88 | -0.16 | -0.17 | -1.34% | -1.08% |
| RLP (RELPOL) | 3.08% | 3.34% | 0.26 | 0.03 | -0.01 | -0.10% | +0.00% |
| RMK (REMAK) | 5.65% | 5.51% | 0.71 | -0.04 | -0.06 | -0.49% | -0.26% |
| SNX (SUNEX) | 7.71% | 7.62% | 0.69 | 0.20 | 0.19 | +2.09% | +1.53% |
| SON (SONEL) | 3.91% | 4.62% | -0.34 | 0.04 | 0.02 | -0.28% | +0.06% |
| SWG (SECOGROUP) | 4.26% | 4.34% | 0.40 | -0.01 | -0.03 | -0.35% | -0.10% |
| URS (URSUS) | 17.99% | 17.88% | 1.01 | -0.02 | -0.02 | -0.44% | -0.33% |
| VGO (VIGOSYS) | 3.21% | 3.72% | 0.01 | 0.02 | -0.01 | -5.76% | -0.03% |
| ZMT (ZAMET) | 4.32% | 4.46% | 0.32 | -0.02 | -0.04 | -0.57% | -0.15% |
| 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).
