- Sektor GPW: Usługi inne •
- Ocena ryzyka inwestycyjnego
Sektor GPW: Usługi inne Analiza portfelowa: Ocena ryzyka inwestycyjnego
| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ARR (ARTERIA) | 6.38% | 6.13% | 0.93 | 0.00 | -0.02 | -0.14% | -0.01% |
| ATC (ARCTIC) | 5.17% | 5.05% | 0.67 | 0.05 | 0.03 | +0.21% | +0.23% |
| ATR (ATREM) | 7.70% | 8.16% | -0.52 | 0.01 | -0.00 | +0.06% | -0.10% |
| BAH (BAHOLDING) | 10.23% | 10.50% | -0.27 | -0.10 | -0.11 | +4.25% | -1.17% |
| BFT (BENEFIT) | 5.43% | 5.08% | 1.01 | 0.01 | -0.02 | -0.09% | +0.04% |
| BKM (PBKM) | 3.83% | 4.05% | 0.25 | 0.00 | -0.03 | -0.50% | -0.09% |
| BRA (BRASTER) | 14.50% | 14.22% | 1.60 | -0.13 | -0.13 | -1.20% | -1.70% |
| BSC (BSCDRUK) | 3.69% | 3.80% | 0.38 | 0.08 | 0.05 | +0.48% | +0.23% |
| CHS (CHEMOS) | 8.37% | 8.52% | 0.15 | -0.13 | -0.15 | -8.51% | -1.23% |
| CTS (CITYSERV) | 5.24% | 5.87% | -0.48 | 0.02 | -0.01 | +0.08% | -0.10% |
| DGA | 6.19% | 6.01% | 0.81 | 0.12 | 0.10 | +0.75% | +0.71% |
| DRP (DROP) | 15.64% | 15.95% | -0.88 | -0.04 | -0.05 | +0.81% | -0.84% |
| EFK (EFEKT) | 4.13% | 4.30% | 0.28 | -0.09 | -0.12 | -1.78% | -0.47% |
| EMC (EMCINSMED) | 4.76% | 5.16% | -0.05 | -0.05 | -0.08 | +7.32% | -0.39% |
| EMT (ELEMENTAL) | 11.66% | 11.72% | 0.29 | 0.05 | 0.04 | +1.72% | +0.54% |
| ENE (ENELMED) | 3.50% | 3.68% | 0.31 | 0.09 | 0.05 | +0.59% | +0.23% |
| ENT (ENTER) | 5.19% | 5.36% | 0.25 | 0.16 | 0.14 | +2.99% | +0.78% |
| ESS (ESSYSTEM) | 4.43% | 4.81% | 0.01 | 0.12 | 0.10 | +36.31% | +0.44% |
| HLD (HOLLYWOOD) | 14.55% | 14.92% | -1.04 | 0.02 | 0.01 | -0.18% | +0.05% |
| IAG (IALBGR) | 16.26% | 16.30% | 0.32 | -0.09 | -0.10 | -4.91% | -1.51% |
| IMS | 3.58% | 4.06% | -0.01 | 0.10 | 0.08 | -19.84% | +0.27% |
| IPL (IMPEL) | 6.53% | 6.38% | 0.76 | -0.10 | -0.12 | -1.00% | -0.66% |
| KDM (KDMSHIPNG) | 16.57% | 16.72% | -0.21 | 0.07 | 0.07 | -5.25% | +1.07% |
| KMP (KOMPAP) | 5.91% | 6.10% | 0.17 | 0.03 | 0.01 | +0.28% | +0.07% |
| LAB (LABOPRINT) | 5.11% | 5.30% | 0.21 | -0.02 | -0.04 | -1.02% | -0.19% |
| LRQ (LARQ) | 8.81% | 8.71% | 0.75 | -0.13 | -0.15 | -1.72% | -1.19% |
| NNG (NANOGROUP) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| OEX | 3.41% | 3.61% | 0.30 | 0.03 | -0.00 | -0.04% | +0.03% |
| OTS (OTLOG) | 14.42% | 14.39% | 0.61 | -0.03 | -0.04 | -0.88% | -0.45% |
| PIW (PLATYNINW) | 10.85% | 11.29% | -0.89 | -0.02 | -0.03 | +0.37% | -0.44% |
| PKP (PKPCARGO) | 4.81% | 4.29% | 1.16 | -0.17 | -0.18 | -0.75% | -0.71% |
| REG (REGNON) | bd. | bd. | bd. | bd. | bd. | bd. | bd. |
| SCO (SCOPAK) | 14.78% | 14.93% | -0.12 | -0.16 | -0.17 | +21.49% | -2.55% |
| SES (SESCOM) | 7.20% | 7.73% | -0.62 | -0.02 | -0.04 | +0.42% | -0.34% |
| STX (STALEXP) | 3.38% | 3.60% | 0.28 | 0.00 | -0.04 | -0.45% | -0.09% |
| SWD (SWISSMED) | 10.23% | 10.22% | 0.52 | 0.20 | 0.19 | +3.73% | +1.99% |
| TRN (TRANSPOL) | 4.94% | 5.01% | 0.40 | -0.05 | -0.07 | -0.92% | -0.31% |
| VOX (VOXEL) | 4.77% | 4.81% | 0.44 | 0.14 | 0.12 | +1.29% | +0.62% |
| WSE (WORKSERV) | 16.02% | 15.65% | 2.14 | -0.05 | -0.06 | -0.45% | -0.67% |
| ZST (ZASTAL) | 18.54% | 18.93% | -1.55 | 0.03 | 0.03 | -0.31% | +0.28% |
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).
