Sektor GPW: Handel detaliczny Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| BAL (BALTONA) | 8.52% | 8.78% | 0.28 | 0.14 | 0.11 | +3.32% | +1.01% |
| CCC | 7.61% | 6.01% | 1.57 | -0.22 | -0.21 | -1.04% | -1.13% |
| CCE (CCENERGY) | 11.79% | 12.00% | 0.25 | 0.05 | 0.02 | +0.93% | +0.31% |
| CDL (CDRL) | 5.53% | 4.81% | 0.86 | -0.09 | -0.14 | -0.87% | -0.48% |
| DNP (DINOPL) | 5.05% | 4.85% | 0.59 | 0.20 | 0.12 | +1.06% | +0.82% |
| EAH (ESOTIQ) | 7.51% | 7.64% | 0.40 | -0.09 | -0.13 | -2.46% | -0.85% |
| ETL (EUROTEL) | 4.91% | 4.01% | 0.89 | 0.08 | 0.00 | +0.01% | +0.29% |
| EUR (EUROCASH) | 5.03% | 5.00% | 0.51 | 0.03 | -0.03 | -0.32% | +0.00% |
| IPO (INTERSPPL) | 7.86% | 7.69% | 0.62 | 0.00 | -0.04 | -0.46% | -0.09% |
| ITM (ITMTRADE) | 13.17% | 13.24% | 0.40 | -0.01 | -0.03 | -1.13% | -0.33% |
| KOM (KOMPUTRON) | 9.11% | 7.59% | 1.75 | -0.11 | -0.12 | -0.64% | -0.56% |
| LPP | 4.60% | 2.87% | 1.13 | -0.03 | -0.08 | -0.34% | -0.03% |
| MON (MONNARI) | 6.48% | 5.85% | 0.88 | -0.20 | -0.23 | -1.69% | -1.21% |
| OPN (OPONEO.PL) | 5.63% | 5.20% | 0.73 | -0.04 | -0.10 | -0.75% | -0.32% |
| PMA (PRIMAMODA) | 16.36% | 16.78% | -0.18 | -0.05 | -0.07 | +6.08% | -1.14% |
| RDN (REDAN) | 7.43% | 8.30% | -0.18 | -0.14 | -0.20 | +8.36% | -1.56% |
| SFG (SILVANO) | 4.08% | 5.25% | -0.05 | 0.02 | -0.05 | +4.89% | -0.24% |
| SLZ (SLEEPZAG) | 10.11% | 10.20% | 0.41 | -0.17 | -0.20 | -4.99% | -1.90% |
| SOL (SOLAR) | 11.08% | 10.74% | 0.86 | -0.04 | -0.07 | -0.91% | -0.51% |
| TXM | 13.01% | 13.07% | 0.41 | -0.14 | -0.16 | -5.13% | -1.97% |
| VRG | 5.08% | 3.86% | 1.03 | -0.13 | -0.16 | -0.80% | -0.50% |
| WOJ (WOJAS) | 4.46% | 4.47% | 0.49 | 0.02 | -0.05 | -0.43% | -0.06% |
| WTN (WITTCHEN) | 6.13% | 5.21% | 1.01 | -0.07 | -0.11 | -0.67% | -0.36% |
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).
