- 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) | 7.01% | 6.82% | 0.90 | 0.15 | 0.14 | +1.07% | +1.00% |
| ABS (ASSECOBS) | 3.40% | 3.33% | 0.57 | 0.04 | 0.03 | +0.16% | +0.11% |
| ACP (ASSECOPOL) | 3.42% | 3.23% | 0.68 | 0.11 | 0.09 | +0.47% | +0.35% |
| ALL (AILLERON) | 6.45% | 6.32% | 0.73 | -0.08 | -0.09 | -0.76% | -0.53% |
| ARC (ARCUS) | 7.60% | 7.60% | 0.49 | 0.14 | 0.13 | +2.06% | +1.03% |
| ART (ARTIFEX) | 7.54% | 7.66% | 0.21 | -0.12 | -0.12 | -4.45% | -0.92% |
| ASE (ASSECOSEE) | 3.25% | 3.30% | 0.45 | 0.14 | 0.13 | +0.92% | +0.43% |
| ATD (ATENDE) | 3.99% | 3.76% | 0.75 | -0.01 | -0.02 | -0.12% | -0.06% |
| BBT (BOOMBIT) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BCM (BETACOM) | 4.11% | 4.12% | 0.49 | 0.03 | 0.02 | +0.17% | +0.10% |
| CDR (CDPROJEKT) | 5.89% | 5.35% | 1.42 | 0.21 | 0.18 | +0.77% | +1.15% |
| CIG (CIGAMES) | 8.82% | 8.93% | 0.19 | 0.05 | 0.04 | +2.00% | +0.39% |
| CMP (COMP) | 4.61% | 4.96% | -0.00 | 0.02 | 0.02 | -17.84% | +0.08% |
| CMR (COMARCH) | 4.19% | 4.37% | 0.27 | -0.02 | -0.03 | -0.47% | -0.12% |
| CTG (CUBEITG) | 23.88% | 24.09% | -0.99 | -0.04 | -0.04 | +0.97% | -1.00% |
| DAT (DATAWALK) | 7.53% | 7.55% | 0.44 | 0.06 | 0.05 | +0.95% | +0.43% |
| ELZ (ELZAB) | 6.46% | 6.73% | -0.04 | -0.15 | -0.17 | +27.32% | -1.07% |
| IFI (IFIRMA) | 6.08% | 6.45% | -0.19 | 0.01 | 0.01 | -0.20% | +0.03% |
| LRK (LARK) | 18.20% | 18.54% | -1.35 | -0.03 | -0.03 | +0.47% | -0.69% |
| LSI (LSISOFT) | 4.00% | 3.93% | 0.58 | 0.03 | 0.02 | +0.13% | +0.10% |
| LVC (LIVECHAT) | 5.99% | 5.57% | 1.22 | -0.04 | -0.04 | -0.19% | -0.19% |
| MDG (MEDICALG) | 9.23% | 9.23% | 0.50 | -0.19 | -0.19 | -3.54% | -1.75% |
| NTT (NTTSYSTEM) | 4.23% | 4.85% | -0.35 | 0.05 | 0.04 | -0.52% | +0.17% |
| OPM (OPTEAM) | 5.95% | 6.70% | -0.93 | 0.03 | 0.03 | -0.16% | +0.11% |
| PCG (PCGUARD) | 14.83% | 14.80% | 0.64 | -0.07 | -0.07 | -1.64% | -1.02% |
| PLW (PLAYWAY) | 7.80% | 7.27% | 1.67 | 0.19 | 0.17 | +0.81% | +1.42% |
| PRD (PROCAD) | 4.37% | 4.73% | 0.00 | -0.04 | -0.06 | -102.75% | -0.25% |
| PSW (PGSSOFT) | 5.46% | 5.58% | 0.31 | -0.01 | -0.02 | -0.39% | -0.11% |
| QMK (QUMAK) | 23.77% | 23.90% | -0.40 | -0.07 | -0.08 | +4.56% | -1.83% |
| QNT (QUANTUM) | 7.35% | 7.78% | -0.46 | 0.05 | 0.05 | -0.72% | +0.32% |
| R22 | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SAR (SARE) | 7.39% | 7.74% | -0.29 | -0.14 | -0.15 | +3.81% | -1.10% |
| SGN (SYGNITY) | 7.15% | 7.08% | 0.64 | -0.03 | -0.03 | -0.35% | -0.20% |
| SME (SIMPLE) | 4.57% | 5.15% | -0.35 | 0.01 | 0.01 | -0.09% | +0.02% |
| SVRS (SILVAIR-REGS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TBL (TBULL) | 9.52% | 9.84% | -0.44 | -0.16 | -0.17 | +3.73% | -1.65% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TLX (TALEX) | 3.57% | 3.90% | 0.13 | -0.02 | -0.03 | -0.83% | -0.10% |
| U2K (UNIMA) | 3.92% | 4.42% | -0.13 | -0.04 | -0.05 | +1.61% | -0.22% |
| VVD (VIVID) | 9.73% | 9.81% | 0.28 | -0.02 | -0.02 | -0.73% | -0.19% |
| WAS (WASKO) | 5.28% | 5.13% | 0.73 | -0.02 | -0.03 | -0.18% | -0.11% |
| XTP (XTPL) | 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).
