- 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) | 7.00% | 6.78% | 0.91 | 0.15 | 0.13 | +0.96% | +1.01% |
| ABS (ASSECOBS) | 3.49% | 3.33% | 0.65 | 0.09 | 0.04 | +0.23% | +0.24% |
| ACP (ASSECOPOL) | 3.39% | 3.23% | 0.64 | 0.12 | 0.08 | +0.40% | +0.35% |
| ALL (AILLERON) | 6.34% | 6.19% | 0.74 | -0.08 | -0.10 | -0.82% | -0.50% |
| ARC (ARCUS) | 8.12% | 8.02% | 0.71 | 0.14 | 0.12 | +1.39% | +1.10% |
| ART (ARTIFEX) | 7.28% | 7.47% | 0.11 | -0.08 | -0.10 | -7.12% | -0.75% |
| ASE (ASSECOSEE) | 3.12% | 3.21% | 0.41 | 0.22 | 0.18 | +1.34% | +0.62% |
| ATD (ATENDE) | 3.92% | 3.75% | 0.68 | -0.01 | -0.05 | -0.29% | -0.10% |
| BBT (BOOMBIT) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BCM (BETACOM) | 4.28% | 4.24% | 0.55 | 0.02 | -0.01 | -0.10% | +0.03% |
| CDR (CDPROJEKT) | 5.70% | 5.07% | 1.42 | 0.19 | 0.14 | +0.57% | +1.01% |
| CIG (CIGAMES) | 8.03% | 8.14% | 0.25 | 0.04 | 0.03 | +0.82% | +0.24% |
| CMP (COMP) | 4.86% | 5.15% | 0.09 | 0.05 | 0.02 | +1.27% | +0.13% |
| CMR (COMARCH) | 4.03% | 4.15% | 0.36 | 0.05 | 0.02 | +0.17% | +0.11% |
| CTG (CUBEITG) | 23.88% | 24.11% | -0.97 | -0.03 | -0.04 | +0.98% | -1.10% |
| DAT (DATAWALK) | 7.34% | 7.34% | 0.50 | 0.09 | 0.08 | +1.10% | +0.62% |
| ELZ (ELZAB) | 6.78% | 7.10% | -0.12 | -0.20 | -0.23 | +13.00% | -1.58% |
| IFI (IFIRMA) | 6.03% | 6.48% | -0.27 | 0.04 | 0.02 | -0.42% | +0.07% |
| LRK (LARK) | 18.20% | 18.49% | -0.96 | -0.03 | -0.03 | +0.66% | -0.77% |
| LSI (LSISOFT) | 4.14% | 4.14% | 0.50 | 0.07 | 0.04 | +0.33% | +0.24% |
| LVC (LIVECHAT) | 6.19% | 5.85% | 1.05 | 0.03 | 0.00 | +0.00% | +0.16% |
| MDG (MEDICALG) | 9.27% | 9.27% | 0.49 | -0.14 | -0.16 | -2.99% | -1.40% |
| NTT (NTTSYSTEM) | 4.22% | 4.77% | -0.18 | 0.06 | 0.03 | -0.76% | +0.11% |
| OPM (OPTEAM) | 6.13% | 6.95% | -0.97 | 0.11 | 0.10 | -0.63% | +0.48% |
| PCG (PCGUARD) | 14.83% | 14.95% | 0.01 | -0.06 | -0.07 | -71.62% | -1.05% |
| PLW (PLAYWAY) | 7.78% | 7.23% | 1.64 | 0.20 | 0.17 | +0.80% | +1.55% |
| PRD (PROCAD) | 4.58% | 4.99% | -0.04 | -0.04 | -0.08 | +9.05% | -0.37% |
| PSW (PGSSOFT) | 5.28% | 5.31% | 0.45 | 0.02 | -0.00 | -0.04% | +0.05% |
| QNT (QUANTUM) | 6.80% | 7.21% | -0.29 | 0.05 | 0.03 | -0.73% | +0.17% |
| R22 | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SAR (SARE) | 7.40% | 7.80% | -0.33 | -0.14 | -0.16 | +3.62% | -1.25% |
| SGN (SYGNITY) | 6.92% | 6.88% | 0.56 | 0.02 | -0.00 | -0.05% | +0.05% |
| SME (SIMPLE) | 4.28% | 4.88% | -0.25 | 0.06 | 0.03 | -0.49% | +0.09% |
| SVRS (SILVAIR-REGS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TBL (TBULL) | 9.80% | 10.03% | -0.13 | -0.15 | -0.17 | +12.39% | -1.66% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| TLX (TALEX) | 3.61% | 3.96% | 0.13 | -0.02 | -0.06 | -1.66% | -0.19% |
| U2K (UNIMA) | 3.77% | 4.43% | -0.24 | -0.02 | -0.06 | +1.00% | -0.27% |
| ULG (ULTGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| VVD (VIVID) | 9.77% | 9.85% | 0.27 | -0.03 | -0.04 | -1.52% | -0.37% |
| WAS (WASKO) | 5.31% | 5.25% | 0.58 | -0.03 | -0.06 | -0.53% | -0.23% |
| XTP (XTPL) | 8.72% | 8.52% | 0.98 | 0.11 | 0.09 | +0.81% | +0.94% |
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).
