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Komponenty indeksu WIG140 Analiza portfelowa: Ocena ryzyka inwestycyjnego
Biznesradar bez reklam? Sprawdź BR Plus
Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
---|---|---|---|---|---|---|---|
MDG (MEDICALG) | 11.43% | 11.40% | 0.56 | 0.12 | 0.15 | +3.01% | +1.49% |
SNX (SUNEX) | 10.35% | 10.38% | 0.44 | 0.06 | 0.10 | +2.29% | +0.86% |
SVE (SNTVERSE) | 9.83% | 9.92% | 0.35 | 0.04 | 0.07 | +2.02% | +0.59% |
GRX (GREENX) | 9.75% | 9.47% | 0.93 | 0.13 | 0.16 | +1.73% | +1.28% |
DAT (DATAWALK) | 9.06% | 9.19% | 0.31 | -0.12 | -0.08 | -2.40% | -0.86% |
BMC (BUMECH) | 9.22% | 8.81% | 1.07 | -0.10 | -0.06 | -0.50% | -0.91% |
CIG (CIGAMES) | 8.45% | 8.54% | 0.37 | -0.02 | 0.03 | +0.58% | +0.09% |
BCX (BIOCELTIX) | 8.63% | 8.46% | 0.73 | 0.05 | 0.09 | +1.05% | +0.51% |
SCP (SCPFL) | 7.91% | 7.93% | 0.47 | 0.05 | 0.10 | +1.63% | +0.61% |
MOC (MOLECURE) | 7.98% | 7.87% | 0.63 | -0.07 | -0.03 | -0.33% | -0.43% |
RFK (RAFAKO) | 7.69% | 7.82% | 0.34 | -0.10 | -0.05 | -1.24% | -0.53% |
RVU (RYVU) | 7.81% | 7.78% | 0.53 | 0.04 | 0.08 | +1.18% | +0.44% |
OTS (OTLOG) | 8.02% | 7.66% | 0.94 | 0.18 | 0.22 | +1.86% | +1.41% |
SGN (SYGNITY) | 7.25% | 7.49% | 0.21 | 0.22 | 0.27 | +9.52% | +1.91% |
XTP (XTPL) | 7.15% | 7.24% | 0.40 | 0.09 | 0.14 | +2.60% | +0.90% |
AST (ASTARTA) | 6.64% | 6.70% | 0.44 | 0.01 | 0.06 | +0.91% | +0.24% |
LBW (LUBAWA) | 6.85% | 6.62% | 0.73 | 0.05 | 0.10 | +0.94% | +0.43% |
ZEP (ZEPAK) | 7.07% | 6.62% | 0.99 | 0.01 | 0.06 | +0.43% | +0.09% |
VOT (VOTUM) | 6.79% | 6.53% | 0.77 | 0.10 | 0.15 | +1.29% | +0.73% |
COG (COGNOR) | 6.64% | 6.43% | 0.72 | 0.05 | 0.10 | +0.91% | +0.41% |
CTX (CAPTORTX) | 6.34% | 6.33% | 0.51 | -0.14 | -0.08 | -1.02% | -0.70% |
ENA (ENEA) | 6.73% | 6.14% | 1.10 | -0.02 | 0.04 | +0.22% | -0.14% |
MAB (MABION) | 6.40% | 6.11% | 0.78 | -0.11 | -0.05 | -0.41% | -0.59% |
BFT (BENEFIT) | 5.90% | 6.05% | 0.35 | 0.21 | 0.28 | +4.61% | +1.50% |
CCC | 6.68% | 6.04% | 1.14 | 0.11 | 0.15 | +0.90% | +0.64% |
ATC (ARCTIC) | 6.39% | 6.03% | 0.85 | 0.07 | 0.12 | +0.92% | +0.49% |
SPR (SPYROSOFT) | 6.06% | 5.98% | 0.58 | 0.06 | 0.12 | +1.24% | +0.52% |
OND (ONDE) | 6.30% | 5.91% | 0.88 | -0.02 | 0.04 | +0.29% | -0.05% |
SNT (SYNEKTIK) | 6.01% | 5.89% | 0.60 | 0.21 | 0.27 | +2.65% | +1.39% |
LPP | 6.73% | 5.87% | 1.36 | 0.06 | 0.11 | +0.54% | +0.26% |
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Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
ERB (ERBUD) | 6.31% | 5.86% | 0.93 | 0.01 | 0.06 | +0.42% | +0.07% |
TEN (TSGAMES) | 6.03% | 5.83% | 0.69 | -0.12 | -0.06 | -0.51% | -0.59% |
GPP (GRUPRACUJ) | 5.61% | 5.81% | 0.31 | -0.03 | 0.03 | +0.49% | +0.04% |
CDR (CDPROJEKT) | 6.23% | 5.78% | 0.92 | -0.03 | 0.03 | +0.19% | -0.15% |
BRS (BORYSZEW) | 5.30% | 5.70% | 0.15 | 0.01 | 0.07 | +2.62% | +0.33% |
MLS (MLSYSTEM) | 5.74% | 5.69% | 0.54 | -0.09 | -0.03 | -0.34% | -0.37% |
JSW | 6.30% | 5.64% | 1.12 | -0.18 | -0.10 | -0.59% | -1.05% |
ELT (ELEKTROTI) | 6.11% | 5.62% | 0.95 | 0.20 | 0.24 | +1.55% | +1.14% |
KGN (KOGENERA) | 5.94% | 5.59% | 0.81 | 0.06 | 0.12 | +0.87% | +0.42% |
PCF (PCFGROUP) | 5.41% | 5.58% | 0.35 | -0.24 | -0.18 | -2.75% | -1.10% |
BOS | 6.28% | 5.58% | 1.16 | 0.05 | 0.10 | +0.54% | +0.23% |
WTN (WITTCHEN) | 5.67% | 5.57% | 0.59 | 0.08 | 0.14 | +1.31% | +0.57% |
CRI (CREOTECH) | 5.54% | 5.51% | 0.52 | -0.00 | 0.06 | +0.65% | +0.16% |
TPE (TAURONPE) | 6.21% | 5.49% | 1.17 | -0.04 | 0.02 | +0.10% | -0.28% |
MCI | 4.74% | 5.45% | -0.07 | 0.01 | 0.09 | -5.68% | +0.45% |
ENT (ENTER) | 5.53% | 5.44% | 0.58 | 0.11 | 0.17 | +1.66% | +0.76% |
TXT (TEXT) | 5.30% | 5.41% | 0.40 | -0.05 | 0.01 | +0.19% | -0.06% |
FTE (FORTE) | 5.06% | 5.35% | 0.26 | -0.11 | -0.05 | -1.04% | -0.36% |
VRC (VERCOM) | 5.07% | 5.33% | 0.28 | 0.14 | 0.21 | +3.88% | +0.99% |
PLW (PLAYWAY) | 5.22% | 5.27% | 0.45 | -0.02 | 0.04 | +0.51% | +0.08% |
TOR (TORPOL) | 4.81% | 5.27% | 0.13 | 0.08 | 0.16 | +5.88% | +0.70% |
CBF (CYBERFLKS) | 4.85% | 5.25% | 0.18 | 0.15 | 0.24 | +6.47% | +1.09% |
PCO (PEPCO) | 5.78% | 5.22% | 0.98 | -0.18 | -0.10 | -0.60% | -0.93% |
PEN (PHOTON) | 5.41% | 5.22% | 0.66 | -0.11 | -0.04 | -0.33% | -0.45% |
SHO (SHOPER) | 5.21% | 5.21% | 0.49 | -0.04 | 0.03 | +0.30% | -0.02% |
MIL (MILLENNIUM) | 6.45% | 5.18% | 1.66 | 0.07 | 0.11 | +0.44% | +0.16% |
ALE (ALLEGRO) | 5.97% | 5.17% | 1.20 | 0.04 | 0.09 | +0.45% | +0.12% |
SNK (SANOK) | 5.03% | 5.17% | 0.38 | 0.06 | 0.13 | +1.65% | +0.50% |
UNT (UNIMOT) | 5.19% | 5.13% | 0.54 | 0.16 | 0.22 | +2.16% | +0.98% |
LWB (BOGDANKA) | 5.78% | 5.13% | 1.06 | -0.14 | -0.07 | -0.37% | -0.75% |
Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
MRC (MERCATOR) | 4.98% | 5.13% | 0.38 | -0.15 | -0.09 | -1.18% | -0.58% |
RBW (RAINBOW) | 5.40% | 5.12% | 0.73 | 0.25 | 0.30 | +2.25% | +1.39% |
VGO (VIGOPHOTN) | 4.76% | 5.08% | 0.24 | -0.12 | -0.06 | -1.15% | -0.37% |
MSZ (MOSTALZAB) | 5.05% | 5.06% | 0.49 | 0.14 | 0.21 | +2.15% | +0.88% |
EUR (EUROCASH) | 5.61% | 4.97% | 1.03 | -0.01 | 0.05 | +0.27% | -0.08% |
PGE | 5.97% | 4.95% | 1.37 | -0.12 | -0.04 | -0.17% | -0.71% |
DVL (DEVELIA) | 5.29% | 4.94% | 0.78 | 0.12 | 0.18 | +1.19% | +0.66% |
MBK (MBANK) | 6.45% | 4.94% | 1.86 | 0.12 | 0.15 | +0.50% | +0.29% |
BDX (BUDIMEX) | 5.12% | 4.94% | 0.64 | 0.21 | 0.27 | +2.12% | +1.14% |
PBX (PEKABEX) | 4.83% | 4.93% | 0.41 | 0.06 | 0.13 | +1.53% | +0.49% |
CRJ (CREEPYJAR) | 4.38% | 4.92% | 0.09 | -0.07 | 0.00 | +0.08% | -0.03% |
HUG (HUUUGE) | 4.35% | 4.88% | 0.11 | -0.02 | 0.06 | +2.41% | +0.22% |
ATT (GRUPAAZOTY) | 5.26% | 4.84% | 0.83 | -0.19 | -0.11 | -0.70% | -0.87% |
WPL (WIRTUALNA) | 5.24% | 4.80% | 0.85 | -0.03 | 0.04 | +0.22% | -0.10% |
BNP (BNPPPL) | 5.09% | 4.76% | 0.75 | 0.03 | 0.10 | +0.65% | +0.22% |
PCR (PCCROKITA) | 4.59% | 4.75% | 0.37 | -0.01 | 0.06 | +0.78% | +0.16% |
PEP | 4.23% | 4.73% | 0.14 | -0.06 | 0.01 | +0.29% | -0.01% |
MRB (MIRBUD) | 4.80% | 4.70% | 0.57 | 0.18 | 0.25 | +2.05% | +0.98% |
NWG (NEWAG) | 4.90% | 4.67% | 0.67 | 0.01 | 0.08 | +0.57% | +0.15% |
SEL (SELENAFM) | 4.17% | 4.67% | 0.14 | 0.02 | 0.11 | +3.21% | +0.41% |
ABE (ABPL) | 4.32% | 4.66% | 0.25 | 0.07 | 0.16 | +2.72% | +0.60% |
KGH (KGHM) | 5.75% | 4.57% | 1.46 | -0.01 | 0.05 | +0.21% | -0.20% |
ASB (ASBIS) | 4.89% | 4.53% | 0.76 | 0.09 | 0.15 | +0.97% | +0.48% |
1AT (ATAL) | 4.42% | 4.51% | 0.43 | 0.08 | 0.16 | +1.59% | +0.54% |
FRO (FERRO) | 4.68% | 4.50% | 0.62 | -0.01 | 0.07 | +0.51% | +0.10% |
GEA (GRENEVIA) | 4.32% | 4.45% | 0.40 | -0.08 | -0.00 | -0.02% | -0.15% |
CLN (CLNPHARMA) | 4.56% | 4.44% | 0.58 | -0.13 | -0.05 | -0.38% | -0.43% |
XTB | 4.75% | 4.43% | 0.73 | 0.22 | 0.28 | +1.81% | +1.06% |
PXM (POLIMEXMS) | 4.79% | 4.34% | 0.82 | -0.07 | 0.01 | +0.05% | -0.24% |
ARH (ARCHICOM) | 4.27% | 4.30% | 0.48 | 0.10 | 0.18 | +1.60% | +0.60% |
Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
ALR (ALIOR) | 5.70% | 4.30% | 1.61 | 0.19 | 0.20 | +0.72% | +0.60% |
EAT (AMREST) | 4.67% | 4.29% | 0.76 | 0.01 | 0.09 | +0.54% | +0.14% |
STP (STALPROD) | 4.24% | 4.28% | 0.47 | -0.14 | -0.06 | -0.56% | -0.42% |
SLV (SELVITA) | 3.91% | 4.26% | 0.27 | -0.12 | -0.04 | -0.59% | -0.25% |
ABS (ASSECOBS) | 3.73% | 4.24% | 0.17 | 0.02 | 0.11 | +2.53% | +0.37% |
ASE (ASSECOSEE) | 4.15% | 4.23% | 0.44 | -0.06 | 0.02 | +0.16% | -0.08% |
11B (11BIT) | 3.61% | 4.20% | 0.13 | -0.06 | 0.02 | +0.65% | +0.04% |
ALL (AILLERON) | 4.17% | 4.19% | 0.48 | 0.03 | 0.11 | +0.97% | +0.30% |
APR (AUTOPARTN) | 4.25% | 4.18% | 0.54 | 0.04 | 0.13 | +0.99% | +0.35% |
MBR (MOBRUK) | 3.85% | 4.17% | 0.30 | -0.07 | 0.02 | +0.21% | -0.04% |
CMR (COMARCH) | 4.27% | 4.16% | 0.57 | 0.00 | 0.08 | +0.63% | +0.16% |
PCE (POLICE) | 3.79% | 4.16% | 0.26 | -0.09 | -0.01 | -0.13% | -0.12% |
CAR (INTERCARS) | 4.11% | 4.13% | 0.48 | -0.03 | 0.05 | +0.44% | +0.05% |
DOM (DOMDEV) | 3.94% | 4.13% | 0.37 | 0.13 | 0.22 | +2.31% | +0.74% |
AGO (AGORA) | 4.50% | 4.12% | 0.75 | 0.05 | 0.12 | +0.74% | +0.30% |
VOX (VOXEL) | 3.74% | 4.12% | 0.26 | 0.14 | 0.24 | +3.49% | +0.82% |
OPN (OPONEO.PL) | 3.95% | 4.07% | 0.42 | -0.00 | 0.09 | +0.81% | +0.20% |
DNP (DINOPL) | 4.46% | 3.91% | 0.86 | -0.03 | 0.05 | +0.27% | -0.07% |
VRG | 3.37% | 3.89% | 0.19 | -0.10 | -0.01 | -0.24% | -0.11% |
DCR (DECORA) | 3.70% | 3.89% | 0.38 | 0.07 | 0.17 | +1.62% | +0.48% |
CMP (COMP) | 3.13% | 3.81% | 0.12 | 0.05 | 0.17 | +4.45% | +0.50% |
WLT (WIELTON) | 4.45% | 3.75% | 0.96 | -0.05 | 0.04 | +0.18% | -0.16% |
KRU (KRUK) | 4.47% | 3.74% | 0.97 | 0.09 | 0.15 | +0.69% | +0.33% |
MGT (MANGATA) | 3.11% | 3.73% | 0.16 | -0.02 | 0.09 | +1.84% | +0.24% |
NEU (NEUCA) | 3.98% | 3.71% | 0.66 | -0.06 | 0.04 | +0.21% | -0.09% |
AMC (AMICA) | 4.01% | 3.70% | 0.68 | -0.14 | -0.05 | -0.27% | -0.42% |
KTY (KETY) | 3.92% | 3.69% | 0.64 | 0.05 | 0.13 | +0.82% | +0.30% |
PKP (PKPCARGO) | 4.35% | 3.68% | 0.93 | -0.08 | 0.01 | +0.05% | -0.27% |
SKA (SNIEZKA) | 3.19% | 3.59% | 0.28 | -0.05 | 0.05 | +0.53% | +0.05% |
ING (INGBSK) | 4.56% | 3.58% | 1.13 | 0.04 | 0.11 | +0.43% | +0.10% |
CPS (CYFRPLSAT) | 4.66% | 3.52% | 1.23 | -0.26 | -0.12 | -0.45% | -0.98% |
ECH (ECHO) | 2.57% | 3.52% | 0.04 | 0.03 | 0.18 | +12.50% | +0.45% |
TOA (TOYA) | 3.50% | 3.46% | 0.52 | -0.05 | 0.05 | +0.36% | +0.01% |
INK (INSTALKRK) | 3.06% | 3.43% | 0.31 | 0.00 | 0.11 | +1.14% | +0.24% |
STX (STALEXP) | 2.69% | 3.38% | 0.16 | -0.07 | 0.04 | +0.68% | +0.05% |
AMB (AMBRA) | 2.98% | 3.34% | 0.31 | 0.01 | 0.13 | +1.22% | +0.27% |
ACT (ACTION) | 2.32% | 3.20% | 0.11 | 0.04 | 0.20 | +4.21% | +0.42% |
APT (APATOR) | 3.03% | 3.20% | 0.41 | -0.13 | -0.02 | -0.18% | -0.21% |
PKN (PKNORLEN) | 4.30% | 3.19% | 1.16 | -0.10 | 0.01 | +0.02% | -0.37% |
WWL (WAWEL) | 2.81% | 3.11% | 0.36 | -0.03 | 0.09 | +0.72% | +0.13% |
BHW (HANDLOWY) | 3.30% | 3.07% | 0.61 | 0.11 | 0.21 | +1.14% | +0.49% |
BIO (BIOTON) | 2.51% | 2.99% | 0.29 | -0.19 | -0.08 | -0.73% | -0.31% |
OPL (ORANGEPL) | 3.43% | 2.88% | 0.77 | -0.02 | 0.08 | +0.37% | +0.02% |
ACP (ASSECOPOL) | 2.79% | 2.83% | 0.48 | -0.10 | 0.02 | +0.14% | -0.10% |
SPL (SANPL) | 4.12% | 2.81% | 1.22 | 0.16 | 0.19 | +0.65% | +0.37% |
PEO (PEKAO) | 4.35% | 2.79% | 1.38 | 0.16 | 0.18 | +0.57% | +0.30% |
PKO (PKOBP) | 3.96% | 2.56% | 1.22 | 0.13 | 0.17 | +0.55% | +0.25% |
PZU | 3.30% | 2.31% | 0.94 | 0.11 | 0.18 | +0.65% | +0.28% |
GPW | 2.39% | 2.30% | 0.53 | -0.04 | 0.10 | +0.46% | +0.06% |
MUR (MURAPOL) | 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).
Biznesradar bez reklam? Sprawdź BR Plus