Sektor NewConnect: Budownictwo Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ACK (ACKERMAN) | 13.72% | 14.30% | -0.47 | 0.08 | 0.08 | -2.46% | +1.20% |
| ALU (ALUMAST) | 8.62% | 9.12% | -0.04 | 0.05 | 0.06 | -13.80% | +0.55% |
| AQA (AQUAPOZ) | 21.49% | 21.42% | 0.70 | 0.08 | 0.09 | +2.67% | +1.81% |
| ASA (APIS) | 17.04% | 17.14% | 0.29 | 0.03 | 0.04 | +2.24% | +0.64% |
| AZC (AZTEC) | 4.82% | 5.38% | 0.15 | 0.05 | 0.07 | +2.30% | +0.34% |
| BTX (BETOMAX) | 4.85% | 5.39% | 0.16 | 0.12 | 0.14 | +4.25% | +0.69% |
| CAI (CARLSON) | 16.45% | 16.52% | 0.36 | 0.06 | 0.07 | +3.07% | +1.07% |
| EBX (EKOBOX) | 12.39% | 12.85% | -0.20 | 0.00 | 0.01 | -0.52% | +0.12% |
| EPR (EKOPARK) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| FKD (FABRYKAKD) | 11.51% | 11.91% | -0.06 | -0.12 | -0.12 | +23.45% | -1.35% |
| HEF (HEFAL) | 15.88% | 16.15% | -0.02 | -0.02 | -0.01 | +8.38% | -0.19% |
| ICA (INCANA) | 8.54% | 9.23% | -0.23 | -0.01 | -0.01 | +0.28% | -0.05% |
| INT (INTERNITY) | 6.46% | 6.92% | 0.13 | 0.11 | 0.12 | +6.16% | +0.79% |
| KLN (KLON) | 6.79% | 7.31% | 0.06 | -0.03 | -0.03 | -3.05% | -0.18% |
| LUG | 6.35% | 6.99% | -0.02 | -0.12 | -0.12 | +49.35% | -0.77% |
| LUX (LUXIMA) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| MER (MERA) | 6.03% | 6.50% | 0.14 | -0.09 | -0.08 | -3.50% | -0.50% |
| MMA (MALKOWSKI) | 13.37% | 13.65% | 0.04 | 0.06 | 0.07 | +22.00% | +0.90% |
| PBB (PREFABET) | 13.05% | 13.68% | -0.50 | -0.18 | -0.18 | +4.75% | -2.36% |
| RCA (ROCCA) | 10.73% | 10.77% | 0.45 | 0.01 | 0.02 | +0.49% | +0.19% |
| TME (TERMOEXP) | 3.81% | 5.02% | -0.14 | 0.03 | 0.05 | -1.46% | +0.21% |
| TOS (TAMEX) | 8.67% | 9.19% | -0.07 | 0.03 | 0.04 | -5.55% | +0.37% |
| WHH (WERTHHOLZ) | 16.51% | 16.65% | 0.23 | 0.02 | 0.02 | +1.72% | +0.38% |
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).
