Sektor GPW: Informatyka Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ASE (ASSECOSEE) | 3.15% | 3.34% | 0.32 | 0.29 | 0.27 | +2.71% | +0.89% |
| CDR (CDPROJEKT) | 5.30% | 4.76% | 1.29 | 0.26 | 0.22 | +0.90% | +1.27% |
| PLW (PLAYWAY) | 8.06% | 7.58% | 1.59 | 0.24 | 0.22 | +1.10% | +1.89% |
| OPM (OPTEAM) | 7.08% | 7.33% | -0.03 | 0.19 | 0.19 | -41.20% | +1.33% |
| ACP (ASSECOPOL) | 3.33% | 3.20% | 0.61 | 0.19 | 0.16 | +0.86% | +0.58% |
| 11B (11BIT) | 7.03% | 6.90% | 0.76 | 0.15 | 0.14 | +1.25% | +1.02% |
| LSI (LSISOFT) | 4.43% | 4.53% | 0.36 | 0.15 | 0.13 | +1.60% | +0.62% |
| DAT (DATAWALK) | 7.69% | 7.66% | 0.57 | 0.11 | 0.10 | +1.34% | +0.83% |
| SME (SIMPLE) | 4.23% | 4.77% | -0.21 | 0.10 | 0.09 | -1.84% | +0.37% |
| ABS (ASSECOBS) | 3.57% | 3.58% | 0.48 | 0.12 | 0.09 | +0.67% | +0.37% |
| R22 | 4.88% | 5.12% | 0.15 | 0.09 | 0.08 | +2.51% | +0.38% |
| XTP (XTPL) | 8.85% | 8.74% | 0.76 | 0.08 | 0.07 | +0.77% | +0.65% |
| LVC (LIVECHAT) | 5.67% | 5.47% | 0.83 | 0.08 | 0.06 | +0.42% | +0.43% |
| SGN (SYGNITY) | 7.21% | 7.29% | 0.33 | 0.07 | 0.06 | +1.34% | +0.48% |
| IFI (IFIRMA) | 5.78% | 6.28% | -0.39 | 0.06 | 0.05 | -0.80% | +0.27% |
| NTT (NTTSYSTEM) | 4.18% | 4.67% | -0.15 | 0.06 | 0.05 | -1.35% | +0.19% |
| CMR (COMARCH) | 4.01% | 4.29% | 0.15 | 0.06 | 0.04 | +1.16% | +0.19% |
| PSW (PGSSOFT) | 5.10% | 5.07% | 0.54 | 0.05 | 0.03 | +0.27% | +0.19% |
| CMP (COMP) | 4.85% | 5.04% | 0.22 | 0.04 | 0.02 | +0.55% | +0.14% |
| ELZ (ELZAB) | 9.70% | 9.88% | -0.02 | 0.02 | 0.01 | -5.88% | +0.09% |
| ARC (ARCUS) | 7.31% | 7.23% | 0.66 | 0.02 | 0.00 | +0.05% | +0.09% |
| QNT (QUANTUM) | 6.10% | 5.92% | 0.81 | 0.02 | 0.00 | +0.02% | +0.09% |
| CIG (CIGAMES) | 8.36% | 8.54% | 0.05 | 0.01 | 0.00 | +0.10% | +0.01% |
| VVD (VIVID) | 10.11% | 10.17% | 0.33 | 0.01 | -0.00 | -0.10% | -0.00% |
| ATD (ATENDE) | 3.74% | 3.67% | 0.57 | 0.01 | -0.02 | -0.11% | -0.01% |
| BCM (BETACOM) | 4.45% | 4.48% | 0.46 | -0.00 | -0.02 | -0.23% | -0.06% |
| LRK (LARK) | 18.20% | 18.55% | -1.36 | -0.03 | -0.03 | +0.46% | -0.76% |
| CTG (CUBEITG) | 23.88% | 24.07% | -0.79 | -0.04 | -0.04 | +1.21% | -1.03% |
| WAS (WASKO) | 5.41% | 5.30% | 0.66 | -0.03 | -0.05 | -0.37% | -0.19% |
| TLX (TALEX) | 4.08% | 4.33% | 0.19 | -0.03 | -0.06 | -1.22% | -0.21% |
| U2K (UNIMA) | 3.55% | 4.12% | -0.15 | -0.04 | -0.07 | +1.65% | -0.25% |
| PCG (PCGUARD) | 14.83% | 14.85% | 0.40 | -0.06 | -0.07 | -2.61% | -1.01% |
| ALL (AILLERON) | 6.04% | 6.07% | 0.44 | -0.06 | -0.07 | -0.98% | -0.39% |
| PRD (PROCAD) | 6.41% | 6.66% | 0.03 | -0.07 | -0.08 | -20.32% | -0.54% |
| ART (ARTIFEX) | 7.00% | 7.19% | 0.10 | -0.10 | -0.12 | -8.11% | -0.80% |
| TBL (TBULL) | 10.09% | 10.19% | 0.22 | -0.11 | -0.12 | -5.70% | -1.24% |
| MDG (MEDICALG) | 9.89% | 10.02% | 0.12 | -0.12 | -0.13 | -10.73% | -1.28% |
| DTR (DIGITREE) | 8.19% | 8.43% | -0.11 | -0.12 | -0.14 | +10.57% | -1.15% |
| 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).
