Candidate (3/18/25)
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Candidate (3/18/25)
Последнее обновление 15 апр. 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
AAPL Apple Inc | Technology | 5.16% |
AEP American Electric Power Company, Inc. | Utilities | 0.24% |
AON Aon plc | Financial Services | 1.02% |
APD Air Products and Chemicals, Inc. | Basic Materials | 0.57% |
AVGO Broadcom Inc. | Technology | 1.58% |
BDX Becton, Dickinson and Company | Healthcare | 0.90% |
BSX Boston Scientific Corporation | Healthcare | 4.22% |
CEG Constellation Energy Corp | Utilities | 0.18% |
CME CME Group Inc. | Financial Services | 12.19% |
COR Cencora Inc. | Healthcare | 0.94% |
DUK Duke Energy Corporation | Utilities | 0.96% |
EOG EOG Resources, Inc. | Energy | 1.94% |
FTNT Fortinet, Inc. | Technology | 0.05% |
GEV GE Vernova Inc. | Utilities | 0.97% |
GILD Gilead Sciences, Inc. | Healthcare | 6.43% |
GOOGL Alphabet Inc. | Communication Services | 1.81% |
HWM Howmet Aerospace Inc. | Industrials | 0.52% |
JNJ Johnson & Johnson | Healthcare | 2.96% |
KMI Kinder Morgan, Inc. | Energy | 5.02% |
KO | 2.27% | |
LMT | 1.64% | |
MCK | 4.19% | |
META | 0.95% | |
MMM | 0.71% | |
MO | 9.18% | |
NFLX | 2.23% | |
NOC | 0.91% | |
NVDA | 2.97% | |
PGR | 0.14% | |
PM | 6.85% | |
RTX | 1.32% | |
T | 7.86% | |
TMUS | 2.46% | |
UBER | 1.15% | |
WELL | 3.54% | |
WMT | 3.27% | |
XOM | 0.71% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в Candidate (3/18/25) и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
Candidate (3/18/25)
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 27 мар. 2024 г., начальной даты GEV
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.25% | -4.30% | -7.20% | 6.61% | 14.07% | 10.02% |
| Candidate (3/18/25) | 9.71% | -0.90% | 13.78% | 46.39% | N/A | N/A |
| Активы портфеля: | ||||||
CME CME Group Inc. | 13.75% | -0.27% | 19.75% | 33.20% | 11.50% | 15.94% |
MO | 11.98% | -0.58% | 19.01% | 52.64% | N/A | N/A |
T | 23.63% | 3.58% | 29.67% | 79.86% | N/A | N/A |
PM | 34.19% | 3.72% | 35.08% | 86.90% | N/A | N/A |
GILD Gilead Sciences, Inc. | 15.21% | -5.86% | 23.71% | 62.90% | 11.10% | 3.94% |
AAPL Apple Inc | -19.19% | -5.54% | -12.60% | 19.90% | 23.86% | 21.98% |
KMI Kinder Morgan, Inc. | 0.39% | -2.05% | 11.63% | 61.92% | 21.56% | 0.37% |
BSX Boston Scientific Corporation | 5.50% | -4.72% | 8.31% | 38.33% | 21.67% | 17.79% |
MCK | 21.71% | 5.74% | 35.91% | 31.74% | N/A | N/A |
WELL | 16.83% | -3.09% | 13.52% | 69.57% | N/A | N/A |
WMT | 4.29% | 7.74% | 16.27% | 58.81% | N/A | N/A |
NVDA | -16.44% | -6.13% | -17.32% | 28.39% | N/A | N/A |
JNJ Johnson & Johnson | 7.07% | -5.66% | -4.98% | 9.76% | 3.39% | 7.38% |
TMUS | 21.23% | 2.51% | 22.21% | 69.27% | N/A | N/A |
KO | 16.27% | 2.48% | 3.36% | 27.47% | N/A | N/A |
NFLX | 9.53% | 2.76% | 39.07% | 58.10% | N/A | N/A |
EOG EOG Resources, Inc. | -11.69% | -13.03% | -14.40% | -17.43% | 29.75% | 3.77% |
GOOGL Alphabet Inc. | -17.33% | -4.86% | -5.14% | 1.72% | 20.16% | 19.47% |
LMT | -2.65% | 0.42% | -22.33% | 6.07% | N/A | N/A |
AVGO Broadcom Inc. | -22.58% | -7.72% | 1.78% | 36.29% | 51.28% | 34.33% |
RTX | 11.73% | -2.58% | 2.98% | 30.37% | N/A | N/A |
UBER | 22.71% | 1.77% | -9.62% | -0.15% | N/A | N/A |
AON Aon plc | 5.75% | -3.04% | 6.17% | 25.70% | 16.26% | 15.84% |
GEV GE Vernova Inc. | -0.11% | -1.02% | 19.67% | 152.79% | N/A | N/A |
DUK Duke Energy Corporation | 12.87% | -0.26% | 2.49% | 34.76% | 11.03% | 9.03% |
META | -10.85% | -13.78% | -9.43% | 4.73% | N/A | N/A |
COR Cencora Inc. | 26.93% | 9.04% | 20.82% | 20.50% | 28.67% | 11.37% |
NOC | 13.31% | 7.92% | 0.48% | 19.57% | N/A | N/A |
BDX Becton, Dickinson and Company | -10.54% | -11.32% | -15.12% | -11.01% | -3.16% | 5.43% |
MMM | 5.30% | -11.72% | 0.22% | 51.94% | N/A | N/A |
XOM | -3.30% | -9.37% | -13.08% | -10.20% | N/A | N/A |
APD Air Products and Chemicals, Inc. | -7.41% | -9.71% | -17.80% | 19.44% | 7.04% | 9.02% |
HWM Howmet Aerospace Inc. | 13.89% | -3.71% | 18.37% | 95.00% | 63.87% | N/A |
AEP American Electric Power Company, Inc. | 16.75% | 0.77% | 7.31% | 39.34% | 8.83% | 10.62% |
CEG Constellation Energy Corp | -6.66% | -4.63% | -25.25% | 12.43% | N/A | N/A |
PGR | 17.57% | -5.15% | 10.31% | 35.33% | N/A | N/A |
FTNT Fortinet, Inc. | 5.00% | 2.62% | 20.80% | 53.85% | 35.22% | 30.93% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Candidate (3/18/25), с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.21% | 7.00% | 0.60% | -2.20% | 9.71% | ||||||||
| 2024 | 0.01% | -1.23% | 5.35% | 2.70% | 4.47% | 6.05% | 2.19% | 3.35% | 5.99% | -2.91% | 28.69% |
Комиссия
Комиссия Candidate (3/18/25) составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Портфель не содержит фондов, взимающих комиссии
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Candidate (3/18/25) составляет 99, что ставит его в топ 1% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Portfolio: 4.02
^GSPC: 0.28
Portfolio: 4.79
^GSPC: 0.53
Portfolio: 1.94
^GSPC: 1.08
Portfolio: 5.59
^GSPC: 0.28
Portfolio: 31.24
^GSPC: 1.31
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
CME CME Group Inc. | 1.93 | 2.56 | 1.34 | 3.25 | 7.97 |
MO | 2.81 | 3.90 | 1.52 | 5.04 | 12.13 |
T | 3.50 | 4.14 | 1.62 | 9.15 | 29.13 |
PM | 3.56 | 4.73 | 1.72 | 8.09 | 24.63 |
GILD Gilead Sciences, Inc. | 2.49 | 3.50 | 1.44 | 4.61 | 14.58 |
AAPL Apple Inc | 0.55 | 0.99 | 1.14 | 0.53 | 2.16 |
KMI Kinder Morgan, Inc. | 2.39 | 2.82 | 1.46 | 3.23 | 9.27 |
BSX Boston Scientific Corporation | 1.77 | 2.27 | 1.36 | 2.56 | 11.24 |
MCK | 1.22 | 1.64 | 1.28 | 1.39 | 3.42 |
WELL | 3.29 | 4.14 | 1.55 | 5.24 | 16.79 |
WMT | 2.39 | 3.25 | 1.45 | 2.67 | 9.44 |
NVDA | 0.51 | 1.07 | 1.14 | 0.83 | 2.30 |
JNJ Johnson & Johnson | 0.39 | 0.65 | 1.09 | 0.51 | 1.21 |
TMUS | 3.01 | 3.56 | 1.56 | 4.80 | 14.96 |
KO | 1.67 | 2.37 | 1.31 | 1.76 | 3.90 |
NFLX | 1.81 | 2.44 | 1.34 | 3.17 | 9.93 |
EOG EOG Resources, Inc. | -0.60 | -0.67 | 0.91 | -0.72 | -2.08 |
GOOGL Alphabet Inc. | 0.05 | 0.29 | 1.04 | 0.05 | 0.12 |
LMT | 0.28 | 0.51 | 1.08 | 0.21 | 0.43 |
AVGO Broadcom Inc. | 0.61 | 1.31 | 1.17 | 0.93 | 2.80 |
RTX | 1.37 | 1.94 | 1.29 | 2.33 | 7.37 |
UBER | 0.02 | 0.35 | 1.04 | 0.03 | 0.06 |
AON Aon plc | 1.24 | 1.85 | 1.26 | 1.47 | 4.91 |
GEV GE Vernova Inc. | 2.59 | 2.76 | 1.39 | 3.91 | 11.91 |
DUK Duke Energy Corporation | 1.87 | 2.57 | 1.31 | 2.84 | 7.33 |
META | 0.13 | 0.43 | 1.06 | 0.15 | 0.50 |
COR Cencora Inc. | 1.18 | 1.74 | 1.23 | 1.91 | 4.14 |
NOC | 0.89 | 1.38 | 1.18 | 0.97 | 2.24 |
BDX Becton, Dickinson and Company | -0.59 | -0.67 | 0.91 | -0.63 | -2.05 |
MMM | 1.50 | 2.70 | 1.37 | 2.83 | 10.69 |
XOM | -0.47 | -0.50 | 0.94 | -0.58 | -1.38 |
APD Air Products and Chemicals, Inc. | 0.64 | 1.15 | 1.15 | 0.68 | 2.27 |
HWM Howmet Aerospace Inc. | 2.39 | 3.23 | 1.45 | 4.98 | 19.07 |
AEP American Electric Power Company, Inc. | 1.92 | 2.53 | 1.33 | 2.82 | 7.09 |
CEG Constellation Energy Corp | 0.19 | 0.78 | 1.11 | 0.26 | 0.69 |
PGR | 1.52 | 2.05 | 1.29 | 2.96 | 7.78 |
FTNT Fortinet, Inc. | 1.27 | 2.28 | 1.32 | 2.04 | 6.86 |
Candidate (3/18/25)
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Candidate (3/18/25) за предыдущие двенадцать месяцев составила 2.72%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.72% | 3.01% | 3.62% | 3.53% | 3.37% | 3.60% | 2.97% | 3.24% | 2.62% | 2.72% | 3.34% | 2.63% |
| Активы портфеля: | ||||||||||||
CME CME Group Inc. | 3.99% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
MO | 7.02% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
T | 4.04% | 4.87% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% |
PM | 3.34% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
GILD Gilead Sciences, Inc. | 2.93% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
AAPL Apple Inc | 0.49% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
KMI Kinder Morgan, Inc. | 4.22% | 4.18% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% | 4.02% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCK | 0.40% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
WELL | 1.79% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% | 4.20% |
WMT | 0.91% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.87% | 3.17% | 2.22% |
NVDA | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
JNJ Johnson & Johnson | 3.23% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
TMUS | 1.15% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO | 2.73% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EOG EOG Resources, Inc. | 3.51% | 2.97% | 4.80% | 6.79% | 4.07% | 2.83% | 1.21% | 0.87% | 0.62% | 0.66% | 0.95% | 0.56% |
GOOGL Alphabet Inc. | 0.51% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMT | 2.75% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
AVGO Broadcom Inc. | 1.25% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
RTX | 1.96% | 2.14% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% |
UBER | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AON Aon plc | 0.71% | 0.74% | 0.83% | 0.73% | 0.66% | 0.84% | 0.83% | 1.07% | 1.05% | 1.16% | 1.25% | 0.98% |
GEV GE Vernova Inc. | 0.08% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DUK Duke Energy Corporation | 3.45% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% |
META | 0.39% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COR Cencora Inc. | 0.75% | 0.93% | 0.96% | 1.13% | 1.34% | 1.74% | 1.88% | 2.07% | 1.61% | 1.77% | 1.17% | 1.10% |
NOC | 1.56% | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% |
BDX Becton, Dickinson and Company | 1.97% | 1.71% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.61% |
MMM | 2.09% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
XOM | 3.76% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
APD Air Products and Chemicals, Inc. | 2.68% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
HWM Howmet Aerospace Inc. | 0.25% | 0.24% | 0.31% | 0.25% | 0.13% | 0.05% | 0.39% | 1.42% | 0.88% | 0.49% | 0.00% | 0.00% |
AEP American Electric Power Company, Inc. | 3.39% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% |
CEG Constellation Energy Corp | 0.69% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PGR | 1.77% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
FTNT Fortinet, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Candidate (3/18/25)
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Candidate (3/18/25) показал максимальную просадку в 8.25%, зарегистрированную 8 апр. 2025 г.. Портфель еще не восстановился от этой просадки.
Текущая просадка Candidate (3/18/25) составляет 2.46%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -8.25% | 1 апр. 2025 г. | 6 | 8 апр. 2025 г. | — | — | — |
| -4.03% | 6 дек. 2024 г. | 9 | 18 дек. 2024 г. | 22 | 23 янв. 2025 г. | 31 |
| -3.57% | 1 апр. 2024 г. | 12 | 16 апр. 2024 г. | 14 | 6 мая 2024 г. | 26 |
| -3.26% | 4 мар. 2025 г. | 8 | 13 мар. 2025 г. | 12 | 31 мар. 2025 г. | 20 |
| -2.42% | 5 авг. 2024 г. | 1 | 5 авг. 2024 г. | 6 | 13 авг. 2024 г. | 7 |
Волатильность
График волатильности
Текущая волатильность Candidate (3/18/25) составляет 8.40%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Candidate (3/18/25)
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| EOG | AAPL | UBER | FTNT | CME | GILD | MCK | XOM | WMT | COR | TMUS | GOOGL | GEV | PGR | BDX | META | T | CEG | NFLX | APD | WELL | PM | NOC | MMM | AVGO | KMI | HWM | AON | NVDA | BSX | RTX | LMT | MO | JNJ | KO | AEP | DUK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EOG | 1.00 | 0.06 | 0.12 | 0.12 | -0.05 | 0.12 | 0.10 | 0.73 | 0.11 | 0.02 | 0.12 | 0.10 | 0.10 | 0.22 | 0.13 | -0.01 | 0.12 | 0.18 | 0.02 | 0.16 | -0.02 | 0.04 | 0.13 | 0.24 | 0.06 | 0.42 | 0.21 | 0.18 | 0.04 | 0.11 | 0.24 | 0.19 | 0.13 | 0.12 | 0.05 | 0.11 | 0.07 |
| AAPL | 0.06 | 1.00 | 0.22 | 0.24 | -0.11 | 0.11 | 0.04 | 0.12 | 0.21 | -0.09 | 0.14 | 0.41 | 0.13 | -0.00 | 0.12 | 0.30 | -0.00 | 0.15 | 0.35 | 0.23 | 0.08 | 0.08 | -0.05 | 0.17 | 0.33 | 0.01 | 0.27 | 0.10 | 0.30 | 0.23 | 0.03 | -0.08 | 0.04 | 0.01 | 0.12 | -0.01 | -0.04 |
| UBER | 0.12 | 0.22 | 1.00 | 0.29 | -0.08 | -0.04 | -0.02 | 0.11 | 0.10 | -0.12 | -0.10 | 0.30 | 0.29 | -0.06 | 0.08 | 0.35 | -0.07 | 0.28 | 0.34 | 0.14 | 0.00 | -0.00 | -0.12 | 0.10 | 0.30 | 0.11 | 0.24 | 0.09 | 0.35 | 0.22 | 0.04 | -0.12 | -0.08 | -0.03 | -0.09 | -0.11 | -0.16 |
| FTNT | 0.12 | 0.24 | 0.29 | 1.00 | -0.09 | 0.04 | 0.14 | 0.08 | 0.18 | 0.08 | 0.10 | 0.37 | 0.30 | 0.00 | 0.14 | 0.31 | -0.00 | 0.31 | 0.46 | 0.12 | 0.08 | 0.04 | 0.00 | 0.23 | 0.34 | 0.31 | 0.32 | 0.16 | 0.35 | 0.38 | 0.16 | -0.02 | -0.07 | -0.10 | -0.01 | -0.08 | -0.06 |
| CME | -0.05 | -0.11 | -0.08 | -0.09 | 1.00 | 0.11 | 0.16 | 0.02 | 0.19 | 0.19 | 0.19 | -0.16 | -0.07 | 0.25 | 0.05 | -0.13 | 0.23 | -0.11 | -0.08 | 0.05 | 0.28 | 0.23 | 0.35 | 0.07 | -0.22 | 0.08 | -0.07 | 0.23 | -0.22 | 0.03 | 0.24 | 0.30 | 0.31 | 0.25 | 0.31 | 0.35 | 0.37 |
| GILD | 0.12 | 0.11 | -0.04 | 0.04 | 0.11 | 1.00 | 0.15 | 0.22 | 0.19 | 0.14 | 0.24 | 0.07 | -0.09 | 0.19 | 0.28 | -0.06 | 0.28 | -0.12 | -0.04 | 0.27 | 0.18 | 0.23 | 0.24 | 0.22 | -0.03 | 0.14 | -0.01 | 0.29 | -0.15 | 0.08 | 0.14 | 0.27 | 0.28 | 0.48 | 0.34 | 0.24 | 0.23 |
| MCK | 0.10 | 0.04 | -0.02 | 0.14 | 0.16 | 0.15 | 1.00 | 0.16 | 0.23 | 0.70 | 0.32 | -0.05 | 0.01 | 0.30 | 0.24 | -0.07 | 0.18 | -0.02 | 0.04 | 0.20 | 0.19 | 0.18 | 0.22 | 0.09 | -0.10 | 0.10 | 0.10 | 0.28 | -0.04 | 0.20 | 0.22 | 0.31 | 0.26 | 0.28 | 0.27 | 0.22 | 0.26 |
| XOM | 0.73 | 0.12 | 0.11 | 0.08 | 0.02 | 0.22 | 0.16 | 1.00 | 0.08 | 0.12 | 0.19 | 0.04 | 0.09 | 0.26 | 0.26 | 0.02 | 0.20 | 0.11 | 0.07 | 0.20 | 0.05 | 0.12 | 0.22 | 0.25 | -0.03 | 0.43 | 0.18 | 0.22 | 0.03 | 0.15 | 0.30 | 0.30 | 0.21 | 0.26 | 0.20 | 0.23 | 0.16 |
| WMT | 0.11 | 0.21 | 0.10 | 0.18 | 0.19 | 0.19 | 0.23 | 0.08 | 1.00 | 0.14 | 0.23 | 0.17 | 0.22 | 0.24 | 0.10 | 0.25 | 0.21 | 0.19 | 0.26 | 0.27 | 0.38 | 0.20 | 0.16 | 0.18 | 0.14 | 0.19 | 0.22 | 0.24 | 0.07 | 0.36 | 0.22 | 0.16 | 0.17 | 0.15 | 0.29 | 0.15 | 0.18 |
| COR | 0.02 | -0.09 | -0.12 | 0.08 | 0.19 | 0.14 | 0.70 | 0.12 | 0.14 | 1.00 | 0.32 | -0.16 | -0.02 | 0.30 | 0.30 | -0.16 | 0.30 | -0.06 | -0.05 | 0.18 | 0.19 | 0.21 | 0.25 | 0.11 | -0.12 | 0.12 | 0.03 | 0.29 | -0.10 | 0.14 | 0.25 | 0.35 | 0.23 | 0.33 | 0.33 | 0.27 | 0.34 |
| TMUS | 0.12 | 0.14 | -0.10 | 0.10 | 0.19 | 0.24 | 0.32 | 0.19 | 0.23 | 0.32 | 1.00 | -0.01 | -0.01 | 0.36 | 0.20 | -0.02 | 0.39 | -0.02 | 0.07 | 0.24 | 0.32 | 0.33 | 0.23 | 0.16 | -0.01 | 0.14 | 0.13 | 0.26 | 0.01 | 0.24 | 0.19 | 0.25 | 0.36 | 0.23 | 0.36 | 0.32 | 0.34 |
| GOOGL | 0.10 | 0.41 | 0.30 | 0.37 | -0.16 | 0.07 | -0.05 | 0.04 | 0.17 | -0.16 | -0.01 | 1.00 | 0.35 | -0.09 | 0.07 | 0.55 | -0.15 | 0.35 | 0.45 | 0.21 | 0.03 | -0.06 | -0.10 | 0.23 | 0.45 | 0.18 | 0.32 | 0.07 | 0.41 | 0.36 | 0.05 | -0.11 | -0.13 | -0.13 | -0.09 | -0.19 | -0.18 |
| GEV | 0.10 | 0.13 | 0.29 | 0.30 | -0.07 | -0.09 | 0.01 | 0.09 | 0.22 | -0.02 | -0.01 | 0.35 | 1.00 | 0.04 | 0.05 | 0.37 | -0.05 | 0.60 | 0.43 | 0.23 | 0.13 | 0.05 | -0.00 | 0.38 | 0.45 | 0.37 | 0.51 | 0.10 | 0.49 | 0.41 | 0.27 | -0.02 | -0.11 | -0.17 | -0.12 | -0.08 | -0.06 |
| PGR | 0.22 | -0.00 | -0.06 | 0.00 | 0.25 | 0.19 | 0.30 | 0.26 | 0.24 | 0.30 | 0.36 | -0.09 | 0.04 | 1.00 | 0.10 | -0.02 | 0.25 | 0.05 | 0.06 | 0.06 | 0.27 | 0.27 | 0.28 | 0.25 | -0.06 | 0.24 | 0.16 | 0.38 | -0.11 | 0.15 | 0.31 | 0.30 | 0.30 | 0.26 | 0.38 | 0.27 | 0.35 |
| BDX | 0.13 | 0.12 | 0.08 | 0.14 | 0.05 | 0.28 | 0.24 | 0.26 | 0.10 | 0.30 | 0.20 | 0.07 | 0.05 | 0.10 | 1.00 | -0.03 | 0.22 | -0.06 | -0.08 | 0.38 | 0.28 | 0.25 | 0.30 | 0.30 | 0.01 | 0.23 | 0.19 | 0.33 | -0.03 | 0.26 | 0.37 | 0.31 | 0.27 | 0.39 | 0.36 | 0.29 | 0.32 |
| META | -0.01 | 0.30 | 0.35 | 0.31 | -0.13 | -0.06 | -0.07 | 0.02 | 0.25 | -0.16 | -0.02 | 0.55 | 0.37 | -0.02 | -0.03 | 1.00 | -0.12 | 0.51 | 0.49 | 0.08 | 0.06 | -0.02 | -0.18 | 0.19 | 0.50 | 0.12 | 0.37 | 0.07 | 0.47 | 0.38 | -0.02 | -0.22 | -0.21 | -0.23 | -0.13 | -0.20 | -0.22 |
| T | 0.12 | -0.00 | -0.07 | -0.00 | 0.23 | 0.28 | 0.18 | 0.20 | 0.21 | 0.30 | 0.39 | -0.15 | -0.05 | 0.25 | 0.22 | -0.12 | 1.00 | -0.07 | -0.05 | 0.16 | 0.28 | 0.37 | 0.18 | 0.16 | -0.17 | 0.19 | 0.08 | 0.23 | -0.18 | 0.11 | 0.21 | 0.25 | 0.41 | 0.37 | 0.35 | 0.41 | 0.44 |
| CEG | 0.18 | 0.15 | 0.28 | 0.31 | -0.11 | -0.12 | -0.02 | 0.11 | 0.19 | -0.06 | -0.02 | 0.35 | 0.60 | 0.05 | -0.06 | 0.51 | -0.07 | 1.00 | 0.43 | 0.16 | 0.06 | -0.04 | -0.13 | 0.26 | 0.52 | 0.34 | 0.44 | 0.00 | 0.52 | 0.37 | 0.16 | -0.10 | -0.17 | -0.23 | -0.15 | -0.10 | -0.12 |
| NFLX | 0.02 | 0.35 | 0.34 | 0.46 | -0.08 | -0.04 | 0.04 | 0.07 | 0.26 | -0.05 | 0.07 | 0.45 | 0.43 | 0.06 | -0.08 | 0.49 | -0.05 | 0.43 | 1.00 | 0.13 | 0.07 | -0.02 | -0.11 | 0.19 | 0.49 | 0.21 | 0.45 | 0.08 | 0.53 | 0.43 | 0.12 | -0.12 | -0.14 | -0.26 | -0.11 | -0.19 | -0.21 |
| APD | 0.16 | 0.23 | 0.14 | 0.12 | 0.05 | 0.27 | 0.20 | 0.20 | 0.27 | 0.18 | 0.24 | 0.21 | 0.23 | 0.06 | 0.38 | 0.08 | 0.16 | 0.16 | 0.13 | 1.00 | 0.31 | 0.24 | 0.10 | 0.41 | 0.15 | 0.22 | 0.30 | 0.27 | 0.08 | 0.25 | 0.30 | 0.23 | 0.21 | 0.29 | 0.31 | 0.25 | 0.24 |
| WELL | -0.02 | 0.08 | 0.00 | 0.08 | 0.28 | 0.18 | 0.19 | 0.05 | 0.38 | 0.19 | 0.32 | 0.03 | 0.13 | 0.27 | 0.28 | 0.06 | 0.28 | 0.06 | 0.07 | 0.31 | 1.00 | 0.39 | 0.23 | 0.14 | 0.03 | 0.33 | 0.20 | 0.35 | -0.03 | 0.31 | 0.30 | 0.20 | 0.31 | 0.28 | 0.41 | 0.44 | 0.44 |
| PM | 0.04 | 0.08 | -0.00 | 0.04 | 0.23 | 0.23 | 0.18 | 0.12 | 0.20 | 0.21 | 0.33 | -0.06 | 0.05 | 0.27 | 0.25 | -0.02 | 0.37 | -0.04 | -0.02 | 0.24 | 0.39 | 1.00 | 0.21 | 0.23 | -0.13 | 0.16 | 0.09 | 0.24 | -0.16 | 0.23 | 0.22 | 0.24 | 0.57 | 0.40 | 0.50 | 0.52 | 0.51 |
| NOC | 0.13 | -0.05 | -0.12 | 0.00 | 0.35 | 0.24 | 0.22 | 0.22 | 0.16 | 0.25 | 0.23 | -0.10 | -0.00 | 0.28 | 0.30 | -0.18 | 0.18 | -0.13 | -0.11 | 0.10 | 0.23 | 0.21 | 1.00 | 0.14 | -0.15 | 0.17 | 0.04 | 0.30 | -0.25 | 0.11 | 0.44 | 0.69 | 0.36 | 0.29 | 0.43 | 0.37 | 0.36 |
| MMM | 0.24 | 0.17 | 0.10 | 0.23 | 0.07 | 0.22 | 0.09 | 0.25 | 0.18 | 0.11 | 0.16 | 0.23 | 0.38 | 0.25 | 0.30 | 0.19 | 0.16 | 0.26 | 0.19 | 0.41 | 0.14 | 0.23 | 0.14 | 1.00 | 0.25 | 0.34 | 0.44 | 0.37 | 0.15 | 0.33 | 0.35 | 0.17 | 0.18 | 0.20 | 0.18 | 0.17 | 0.18 |
| AVGO | 0.06 | 0.33 | 0.30 | 0.34 | -0.22 | -0.03 | -0.10 | -0.03 | 0.14 | -0.12 | -0.01 | 0.45 | 0.45 | -0.06 | 0.01 | 0.50 | -0.17 | 0.52 | 0.49 | 0.15 | 0.03 | -0.13 | -0.15 | 0.25 | 1.00 | 0.14 | 0.44 | 0.04 | 0.68 | 0.30 | 0.08 | -0.13 | -0.21 | -0.26 | -0.19 | -0.27 | -0.25 |
| KMI | 0.42 | 0.01 | 0.11 | 0.31 | 0.08 | 0.14 | 0.10 | 0.43 | 0.19 | 0.12 | 0.14 | 0.18 | 0.37 | 0.24 | 0.23 | 0.12 | 0.19 | 0.34 | 0.21 | 0.22 | 0.33 | 0.16 | 0.17 | 0.34 | 0.14 | 1.00 | 0.39 | 0.32 | 0.21 | 0.37 | 0.38 | 0.18 | 0.17 | 0.12 | 0.19 | 0.25 | 0.31 |
| HWM | 0.21 | 0.27 | 0.24 | 0.32 | -0.07 | -0.01 | 0.10 | 0.18 | 0.22 | 0.03 | 0.13 | 0.32 | 0.51 | 0.16 | 0.19 | 0.37 | 0.08 | 0.44 | 0.45 | 0.30 | 0.20 | 0.09 | 0.04 | 0.44 | 0.44 | 0.39 | 1.00 | 0.22 | 0.46 | 0.43 | 0.50 | 0.13 | -0.04 | -0.12 | -0.01 | -0.02 | -0.03 |
| AON | 0.18 | 0.10 | 0.09 | 0.16 | 0.23 | 0.29 | 0.28 | 0.22 | 0.24 | 0.29 | 0.26 | 0.07 | 0.10 | 0.38 | 0.33 | 0.07 | 0.23 | 0.00 | 0.08 | 0.27 | 0.35 | 0.24 | 0.30 | 0.37 | 0.04 | 0.32 | 0.22 | 1.00 | -0.07 | 0.28 | 0.34 | 0.25 | 0.27 | 0.33 | 0.37 | 0.36 | 0.38 |
| NVDA | 0.04 | 0.30 | 0.35 | 0.35 | -0.22 | -0.15 | -0.04 | 0.03 | 0.07 | -0.10 | 0.01 | 0.41 | 0.49 | -0.11 | -0.03 | 0.47 | -0.18 | 0.52 | 0.53 | 0.08 | -0.03 | -0.16 | -0.25 | 0.15 | 0.68 | 0.21 | 0.46 | -0.07 | 1.00 | 0.30 | 0.02 | -0.19 | -0.23 | -0.34 | -0.24 | -0.28 | -0.28 |
| BSX | 0.11 | 0.23 | 0.22 | 0.38 | 0.03 | 0.08 | 0.20 | 0.15 | 0.36 | 0.14 | 0.24 | 0.36 | 0.41 | 0.15 | 0.26 | 0.38 | 0.11 | 0.37 | 0.43 | 0.25 | 0.31 | 0.23 | 0.11 | 0.33 | 0.30 | 0.37 | 0.43 | 0.28 | 0.30 | 1.00 | 0.36 | 0.11 | 0.08 | 0.03 | 0.13 | 0.06 | 0.15 |
| RTX | 0.24 | 0.03 | 0.04 | 0.16 | 0.24 | 0.14 | 0.22 | 0.30 | 0.22 | 0.25 | 0.19 | 0.05 | 0.27 | 0.31 | 0.37 | -0.02 | 0.21 | 0.16 | 0.12 | 0.30 | 0.30 | 0.22 | 0.44 | 0.35 | 0.08 | 0.38 | 0.50 | 0.34 | 0.02 | 0.36 | 1.00 | 0.53 | 0.22 | 0.23 | 0.17 | 0.23 | 0.25 |
| LMT | 0.19 | -0.08 | -0.12 | -0.02 | 0.30 | 0.27 | 0.31 | 0.30 | 0.16 | 0.35 | 0.25 | -0.11 | -0.02 | 0.30 | 0.31 | -0.22 | 0.25 | -0.10 | -0.12 | 0.23 | 0.20 | 0.24 | 0.69 | 0.17 | -0.13 | 0.18 | 0.13 | 0.25 | -0.19 | 0.11 | 0.53 | 1.00 | 0.33 | 0.32 | 0.42 | 0.37 | 0.38 |
| MO | 0.13 | 0.04 | -0.08 | -0.07 | 0.31 | 0.28 | 0.26 | 0.21 | 0.17 | 0.23 | 0.36 | -0.13 | -0.11 | 0.30 | 0.27 | -0.21 | 0.41 | -0.17 | -0.14 | 0.21 | 0.31 | 0.57 | 0.36 | 0.18 | -0.21 | 0.17 | -0.04 | 0.27 | -0.23 | 0.08 | 0.22 | 0.33 | 1.00 | 0.48 | 0.51 | 0.53 | 0.50 |
| JNJ | 0.12 | 0.01 | -0.03 | -0.10 | 0.25 | 0.48 | 0.28 | 0.26 | 0.15 | 0.33 | 0.23 | -0.13 | -0.17 | 0.26 | 0.39 | -0.23 | 0.37 | -0.23 | -0.26 | 0.29 | 0.28 | 0.40 | 0.29 | 0.20 | -0.26 | 0.12 | -0.12 | 0.33 | -0.34 | 0.03 | 0.23 | 0.32 | 0.48 | 1.00 | 0.50 | 0.50 | 0.51 |
| KO | 0.05 | 0.12 | -0.09 | -0.01 | 0.31 | 0.34 | 0.27 | 0.20 | 0.29 | 0.33 | 0.36 | -0.09 | -0.12 | 0.38 | 0.36 | -0.13 | 0.35 | -0.15 | -0.11 | 0.31 | 0.41 | 0.50 | 0.43 | 0.18 | -0.19 | 0.19 | -0.01 | 0.37 | -0.24 | 0.13 | 0.17 | 0.42 | 0.51 | 0.50 | 1.00 | 0.53 | 0.54 |
| AEP | 0.11 | -0.01 | -0.11 | -0.08 | 0.35 | 0.24 | 0.22 | 0.23 | 0.15 | 0.27 | 0.32 | -0.19 | -0.08 | 0.27 | 0.29 | -0.20 | 0.41 | -0.10 | -0.19 | 0.25 | 0.44 | 0.52 | 0.37 | 0.17 | -0.27 | 0.25 | -0.02 | 0.36 | -0.28 | 0.06 | 0.23 | 0.37 | 0.53 | 0.50 | 0.53 | 1.00 | 0.80 |
| DUK | 0.07 | -0.04 | -0.16 | -0.06 | 0.37 | 0.23 | 0.26 | 0.16 | 0.18 | 0.34 | 0.34 | -0.18 | -0.06 | 0.35 | 0.32 | -0.22 | 0.44 | -0.12 | -0.21 | 0.24 | 0.44 | 0.51 | 0.36 | 0.18 | -0.25 | 0.31 | -0.03 | 0.38 | -0.28 | 0.15 | 0.25 | 0.38 | 0.50 | 0.51 | 0.54 | 0.80 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 28 мар. 2024 г.