- Sektor GPW: Informatyka •
- Ocena ryzyka inwestycyjnego
Sektor GPW: Informatyka Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| 11B (11BIT) | 6.99% | 6.85% | 0.76 | 0.14 | 0.12 | +1.12% | +0.95% |
| ABS (ASSECOBS) | 3.60% | 3.45% | 0.64 | 0.08 | 0.04 | +0.23% | +0.23% |
| ACP (ASSECOPOL) | 3.35% | 3.19% | 0.64 | 0.18 | 0.13 | +0.70% | +0.53% |
| ALL (AILLERON) | 6.11% | 6.08% | 0.56 | -0.06 | -0.08 | -0.87% | -0.41% |
| ARC (ARCUS) | 7.16% | 7.10% | 0.62 | 0.05 | 0.03 | +0.36% | +0.31% |
| ART (ARTIFEX) | 6.88% | 7.14% | -0.01 | -0.11 | -0.13 | +75.68% | -0.91% |
| ASE (ASSECOSEE) | 3.09% | 3.30% | 0.30 | 0.24 | 0.22 | +2.23% | +0.71% |
| ATD (ATENDE) | 3.87% | 3.69% | 0.68 | 0.00 | -0.03 | -0.18% | -0.03% |
| BBT (BOOMBIT) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BCM (BETACOM) | 4.47% | 4.44% | 0.54 | 0.01 | -0.02 | -0.15% | -0.01% |
| CDR (CDPROJEKT) | 5.31% | 4.72% | 1.32 | 0.21 | 0.16 | +0.66% | +1.05% |
| CIG (CIGAMES) | 8.41% | 8.57% | 0.12 | 0.02 | 0.00 | +0.28% | +0.05% |
| CMP (COMP) | 4.87% | 5.10% | 0.18 | 0.07 | 0.04 | +1.13% | +0.22% |
| CMR (COMARCH) | 4.15% | 4.32% | 0.30 | 0.06 | 0.03 | +0.45% | +0.17% |
| CTG (CUBEITG) | 23.88% | 23.88% | 0.53 | -0.03 | -0.04 | -1.79% | -0.89% |
| DAT (DATAWALK) | 7.73% | 7.69% | 0.59 | 0.12 | 0.10 | +1.28% | +0.83% |
| DTR (DIGITREE) | 7.80% | 8.01% | 0.02 | -0.14 | -0.16 | -76.05% | -1.26% |
| ELZ (ELZAB) | 8.58% | 8.76% | 0.05 | -0.06 | -0.08 | -12.99% | -0.66% |
| IFI (IFIRMA) | 5.98% | 6.37% | -0.18 | 0.05 | 0.03 | -0.97% | +0.15% |
| LRK (LARK) | 18.20% | 18.39% | -0.46 | -0.03 | -0.03 | +1.38% | -0.69% |
| LSI (LSISOFT) | 4.54% | 4.53% | 0.50 | 0.14 | 0.11 | +1.01% | +0.58% |
| LVC (LIVECHAT) | 5.77% | 5.49% | 0.93 | 0.07 | 0.05 | +0.29% | +0.39% |
| MDG (MEDICALG) | 9.71% | 9.81% | 0.21 | -0.16 | -0.17 | -7.87% | -1.63% |
| NTT (NTTSYSTEM) | 4.10% | 4.66% | -0.19 | 0.06 | 0.03 | -0.71% | +0.11% |
| OPM (OPTEAM) | 5.63% | 6.06% | -0.20 | 0.18 | 0.17 | -4.68% | +0.93% |
| PCG (PCGUARD) | 14.83% | 14.89% | 0.26 | -0.06 | -0.07 | -4.02% | -1.01% |
| PLW (PLAYWAY) | 7.95% | 7.50% | 1.47 | 0.23 | 0.20 | +1.08% | +1.79% |
| PRD (PROCAD) | 6.34% | 6.58% | 0.06 | -0.07 | -0.10 | -9.90% | -0.60% |
| PSW (PGSSOFT) | 5.01% | 4.98% | 0.54 | 0.01 | -0.01 | -0.13% | +0.00% |
| QNT (QUANTUM) | 6.36% | 6.33% | 0.55 | 0.07 | 0.05 | +0.60% | +0.41% |
| R22 | 4.89% | 5.08% | 0.23 | 0.10 | 0.07 | +1.55% | +0.38% |
| SGN (SYGNITY) | 6.63% | 6.59% | 0.57 | 0.01 | -0.01 | -0.17% | -0.02% |
| SME (SIMPLE) | 4.18% | 4.76% | -0.24 | 0.08 | 0.06 | -1.04% | +0.22% |
| SVRS (SILVAIR-REGS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TBL (TBULL) | 10.06% | 10.18% | 0.16 | -0.11 | -0.12 | -7.61% | -1.22% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TLX (TALEX) | 4.09% | 4.38% | 0.16 | -0.02 | -0.06 | -1.49% | -0.21% |
| U2K (UNIMA) | 3.60% | 4.20% | -0.16 | -0.02 | -0.06 | +1.26% | -0.22% |
| ULG (ULTGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VVD (VIVID) | 10.10% | 10.17% | 0.28 | 0.01 | -0.00 | -0.14% | -0.00% |
| WAS (WASKO) | 5.50% | 5.42% | 0.62 | -0.05 | -0.07 | -0.63% | -0.31% |
| XTP (XTPL) | 9.09% | 8.95% | 0.84 | 0.11 | 0.10 | +1.06% | +1.01% |
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).
