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Komponenty indeksu WIG30TR Analiza portfelowa: Ocena ryzyka inwestycyjnego
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| Profil | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
|---|---|---|---|---|---|---|---|
| ACP (ASSECOPOL) | 2.84% | 2.74% | 0.54 | -0.07 | 0.05 | +0.25% | -0.04% |
| ALE (ALLEGRO) | 5.45% | 4.71% | 1.13 | 0.01 | 0.06 | +0.31% | -0.01% |
| ALR (ALIOR) | 5.56% | 4.19% | 1.63 | 0.24 | 0.23 | +0.80% | +0.79% |
| ATT (GRUPAAZOTY) | 4.85% | 4.33% | 0.90 | -0.28 | -0.18 | -0.97% | -1.16% |
| BDX (BUDIMEX) | 5.02% | 4.76% | 0.70 | 0.13 | 0.18 | +1.30% | +0.69% |
| BFT (BENEFIT) | 5.08% | 5.51% | 0.11 | 0.20 | 0.28 | +13.15% | +1.39% |
| CCC | 6.69% | 6.19% | 1.04 | 0.13 | 0.17 | +1.10% | +0.82% |
| CDR (CDPROJEKT) | 5.99% | 5.67% | 0.82 | 0.05 | 0.10 | +0.72% | +0.33% |
| CPS (CYFRPLSAT) | 4.59% | 3.74% | 1.09 | -0.17 | -0.07 | -0.28% | -0.65% |
| DNP (DINOPL) | 4.52% | 3.90% | 0.93 | -0.10 | -0.02 | -0.09% | -0.38% |
| ENA (ENEA) | 6.84% | 6.11% | 1.29 | 0.00 | 0.05 | +0.25% | -0.09% |
| EUR (EUROCASH) | 5.64% | 5.02% | 1.06 | -0.06 | 0.01 | +0.03% | -0.30% |
| JSW | 6.52% | 5.84% | 1.21 | -0.13 | -0.07 | -0.39% | -0.85% |
| KGH (KGHM) | 5.45% | 4.31% | 1.43 | -0.02 | 0.04 | +0.16% | -0.23% |
| KRU (KRUK) | 3.97% | 3.40% | 0.85 | 0.06 | 0.13 | +0.60% | +0.24% |
| KTY (KETY) | 3.90% | 3.60% | 0.69 | 0.04 | 0.11 | +0.65% | +0.23% |
| LPP | 6.49% | 5.67% | 1.33 | 0.06 | 0.10 | +0.48% | +0.22% |
| MBK (MBANK) | 6.10% | 4.74% | 1.75 | 0.15 | 0.17 | +0.58% | +0.46% |
| MIL (MILLENNIUM) | 6.26% | 5.15% | 1.57 | 0.11 | 0.14 | +0.56% | +0.39% |
| OPL (ORANGEPL) | 3.09% | 2.61% | 0.73 | 0.01 | 0.11 | +0.46% | +0.10% |
| PCO (PEPCO) | 6.11% | 5.65% | 0.95 | -0.15 | -0.09 | -0.55% | -0.82% |
| PEO (PEKAO) | 4.20% | 2.71% | 1.36 | 0.21 | 0.21 | +0.64% | +0.44% |
| PGE | 5.92% | 4.86% | 1.46 | -0.11 | -0.04 | -0.15% | -0.68% |
| PKN (PKNORLEN) | 3.99% | 2.98% | 1.09 | -0.12 | -0.01 | -0.05% | -0.40% |
| PKO (PKOBP) | 3.89% | 2.56% | 1.22 | 0.19 | 0.21 | +0.66% | +0.41% |
| PZU | 3.42% | 2.33% | 1.03 | 0.09 | 0.15 | +0.51% | +0.20% |
| SPL (SANPL) | 3.93% | 2.60% | 1.23 | 0.21 | 0.22 | +0.70% | +0.47% |
| TPE (TAURONPE) | 6.21% | 5.49% | 1.21 | -0.01 | 0.04 | +0.22% | -0.12% |
| TXT (TEXT) | 4.92% | 5.07% | 0.37 | -0.08 | -0.02 | -0.27% | -0.21% |
| XTB | 5.13% | 4.60% | 0.93 | 0.19 | 0.24 | +1.30% | +0.92% |
Skaner akcji GPW: Znajdź najlepsze spółki. Sam określ kryteria dzięki którym znajdziesz najbardziej atrakcyjne spółki GPW.
Biznesradar bez reklam? Sprawdź BR Plus
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
