Sektor GPW: Informatyka Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| CTG (CUBEITG) | 23.88% | 23.91% | 0.33 | -0.04 | -0.04 | -2.86% | -0.93% |
| LRK (LARK) | 18.20% | 18.17% | 0.68 | -0.03 | -0.03 | -0.92% | -0.58% |
| PCG (PCGUARD) | 14.83% | 14.73% | 0.92 | -0.07 | -0.07 | -1.15% | -0.98% |
| TBL (TBULL) | 10.10% | 10.19% | 0.24 | -0.11 | -0.12 | -5.14% | -1.23% |
| VVD (VIVID) | 10.09% | 10.14% | 0.33 | 0.00 | -0.01 | -0.23% | -0.05% |
| MDG (MEDICALG) | 9.89% | 10.02% | 0.11 | -0.12 | -0.13 | -11.79% | -1.32% |
| ELZ (ELZAB) | 9.70% | 9.88% | -0.03 | 0.01 | 0.00 | -1.78% | +0.05% |
| XTP (XTPL) | 9.14% | 9.01% | 0.85 | 0.10 | 0.09 | +0.93% | +0.86% |
| CIG (CIGAMES) | 8.41% | 8.57% | 0.09 | 0.02 | 0.01 | +1.10% | +0.11% |
| DTR (DIGITREE) | 8.13% | 8.38% | -0.10 | -0.11 | -0.13 | +10.62% | -1.04% |
| PLW (PLAYWAY) | 7.93% | 7.44% | 1.58 | 0.23 | 0.20 | +1.02% | +1.74% |
| DAT (DATAWALK) | 7.70% | 7.66% | 0.58 | 0.12 | 0.11 | +1.39% | +0.86% |
| ARC (ARCUS) | 7.32% | 7.25% | 0.64 | 0.01 | -0.00 | -0.02% | +0.04% |
| SGN (SYGNITY) | 7.15% | 7.23% | 0.32 | 0.06 | 0.05 | +1.09% | +0.38% |
| 11B (11BIT) | 7.03% | 6.90% | 0.76 | 0.15 | 0.13 | +1.24% | +1.00% |
| ART (ARTIFEX) | 7.00% | 7.19% | 0.09 | -0.10 | -0.12 | -8.85% | -0.81% |
| OPM (OPTEAM) | 6.56% | 6.82% | -0.02 | 0.18 | 0.17 | -61.92% | +1.13% |
| PRD (PROCAD) | 6.41% | 6.66% | 0.03 | -0.07 | -0.08 | -19.85% | -0.54% |
| QNT (QUANTUM) | 6.09% | 6.35% | 0.02 | 0.03 | 0.02 | +4.76% | +0.12% |
| ALL (AILLERON) | 6.06% | 6.08% | 0.46 | -0.05 | -0.06 | -0.81% | -0.33% |
| IFI (IFIRMA) | 5.78% | 6.28% | -0.38 | 0.06 | 0.05 | -0.83% | +0.29% |
| LVC (LIVECHAT) | 5.70% | 5.49% | 0.85 | 0.09 | 0.07 | +0.46% | +0.46% |
| WAS (WASKO) | 5.41% | 5.31% | 0.66 | -0.03 | -0.04 | -0.37% | -0.19% |
| CDR (CDPROJEKT) | 5.29% | 4.75% | 1.29 | 0.26 | 0.22 | +0.88% | +1.25% |
| PSW (PGSSOFT) | 5.08% | 5.05% | 0.53 | 0.04 | 0.02 | +0.19% | +0.14% |
| R22 | 4.88% | 5.11% | 0.16 | 0.09 | 0.08 | +2.25% | +0.38% |
| CMP (COMP) | 4.86% | 5.04% | 0.23 | 0.04 | 0.03 | +0.53% | +0.14% |
| LSI (LSISOFT) | 4.44% | 4.53% | 0.38 | 0.16 | 0.14 | +1.67% | +0.66% |
| BCM (BETACOM) | 4.43% | 4.45% | 0.47 | 0.01 | -0.01 | -0.09% | -0.00% |
| SME (SIMPLE) | 4.23% | 4.77% | -0.21 | 0.10 | 0.09 | -1.81% | +0.37% |
| NTT (NTTSYSTEM) | 4.17% | 4.68% | -0.15 | 0.06 | 0.05 | -1.34% | +0.20% |
| TLX (TALEX) | 4.08% | 4.34% | 0.18 | -0.03 | -0.06 | -1.30% | -0.21% |
| CMR (COMARCH) | 4.07% | 4.32% | 0.18 | 0.08 | 0.06 | +1.42% | +0.27% |
| ATD (ATENDE) | 3.74% | 3.68% | 0.57 | 0.00 | -0.02 | -0.11% | -0.02% |
| ABS (ASSECOBS) | 3.58% | 3.58% | 0.49 | 0.13 | 0.10 | +0.76% | +0.41% |
| U2K (UNIMA) | 3.55% | 4.11% | -0.13 | -0.02 | -0.05 | +1.28% | -0.17% |
| ACP (ASSECOPOL) | 3.32% | 3.20% | 0.62 | 0.20 | 0.17 | +0.90% | +0.60% |
| ASE (ASSECOSEE) | 3.14% | 3.34% | 0.31 | 0.27 | 0.26 | +2.66% | +0.85% |
| TEN (TSGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| ULG (ULTGAMES) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SVRS (SILVAIR-REGS) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| BBT (BOOMBIT) | 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).
