nasdaq100
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
nasdaq100
Последнее обновление 25 июл. 2024 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AMAT Applied Materials, Inc. | Technology | 2.86% |
AMD Advanced Micro Devices, Inc. | Technology | 2.86% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2.86% |
ASML ASML Holding N.V. | Technology | 2.86% |
AVGO Broadcom Inc. | Technology | 2.86% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 2.86% |
CCEP Coca-Cola European Partners plc | Consumer Defensive | 2.86% |
CDNS Cadence Design Systems, Inc. | Technology | 2.86% |
CDW CDW Corporation | Technology | 2.86% |
COST Costco Wholesale Corporation | Consumer Defensive | 2.86% |
CPRT Copart, Inc. | Industrials | 2.86% |
CSGP CoStar Group, Inc. | Real Estate | 2.86% |
CTAS Cintas Corporation | Industrials | 2.86% |
FANG Diamondback Energy, Inc. | Energy | 2.86% |
FAST Fastenal Company | Industrials | 2.86% |
GOOG Alphabet Inc. | Communication Services | 2.86% |
GOOGL Alphabet Inc. | Communication Services | 2.86% |
INTU Intuit Inc. | Technology | 2.86% |
ISRG Intuitive Surgical, Inc. | Healthcare | 2.86% |
KLAC KLA Corporation | Technology | 2.86% |
LIN | 2.86% | |
LRCX | 2.86% | |
MAR | 2.86% | |
META | 2.86% | |
MSFT | 2.86% | |
MU | 2.86% | |
NFLX | 2.86% | |
NVDA | 2.86% | |
ORLY | 2.86% | |
PCAR | 2.86% | |
ROP | 2.86% | |
ROST | 2.86% | |
SNPS | 2.86% | |
USD | 2.86% | |
VRTX | 2.86% |
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в nasdaq100 и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
nasdaq100
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 27 мар. 2014 г., начальной даты GOOG
Доходность по периодам
nasdaq100 на 25 июл. 2024 г. показал доходность в 20.74% с начала года и доходность в 28.50% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| nasdaq100 | 19.49% | -6.15% | 12.46% | 38.13% | 28.24% | 28.44% |
| Активы портфеля: | ||||||
MSFT | 11.67% | -7.47% | 3.96% | 27.50% | 25.47% | 27.39% |
NVDA | 126.76% | -11.17% | 84.00% | 144.69% | 91.77% | 74.93% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.13% | 27.43% |
META | 28.36% | -11.64% | 15.27% | 45.76% | 17.89% | 19.99% |
AVGO Broadcom Inc. | 34.71% | -6.24% | 24.80% | 69.98% | 42.16% | 40.16% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.92% | 18.92% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.09% | 19.26% |
COST Costco Wholesale Corporation | 23.99% | -4.77% | 19.16% | 49.55% | 25.92% | 23.87% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.44% | 43.40% |
NFLX | 30.24% | -6.43% | 11.16% | 53.47% | 13.58% | 26.52% |
LIN | 8.54% | 1.05% | 10.33% | 16.64% | 18.94% | 15.38% |
INTU Intuit Inc. | 0.64% | -1.61% | -2.07% | 26.90% | 17.91% | 23.51% |
AMAT Applied Materials, Inc. | 25.27% | -12.86% | 21.65% | 39.53% | 33.26% | 27.03% |
ISRG Intuitive Surgical, Inc. | 29.46% | -1.32% | 16.54% | 34.98% | 19.99% | 23.84% |
MU | 26.14% | -24.46% | 22.26% | 51.92% | 18.22% | 13.07% |
LRCX | 13.33% | -16.26% | 5.80% | 27.19% | 35.02% | 31.04% |
BKNG Booking Holdings Inc. | 3.68% | -8.10% | 4.49% | 24.42% | 13.36% | 11.45% |
VRTX | 20.98% | 3.85% | 14.43% | 40.79% | 24.20% | 17.85% |
KLAC KLA Corporation | 31.78% | -6.21% | 27.81% | 59.69% | 42.51% | 32.37% |
SNPS | 4.62% | -9.99% | 2.01% | 20.05% | 31.54% | 30.21% |
CDNS Cadence Design Systems, Inc. | -5.14% | -16.47% | -11.13% | 10.00% | 27.81% | 31.49% |
ASML ASML Holding N.V. | 14.40% | -15.15% | -0.21% | 22.87% | 31.41% | 27.60% |
MAR | 4.15% | -3.21% | -2.78% | 20.60% | 11.50% | 14.69% |
ORLY | 15.03% | 4.00% | 6.89% | 18.84% | 23.32% | 22.00% |
CTAS Cintas Corporation | 25.78% | 6.69% | 26.80% | 51.03% | 24.77% | 29.73% |
PCAR | 0.49% | -6.41% | -3.57% | 19.57% | 19.79% | 12.87% |
ROP | -0.37% | -2.86% | -1.33% | 10.73% | 8.74% | 14.63% |
CPRT Copart, Inc. | 2.92% | -7.69% | 4.93% | 14.10% | 20.52% | 28.10% |
ROST | 2.48% | -5.13% | 0.04% | 25.64% | 6.75% | 17.18% |
FAST Fastenal Company | 7.24% | 8.30% | 1.55% | 21.90% | 19.81% | 14.83% |
CSGP CoStar Group, Inc. | -10.93% | 6.85% | -8.52% | -2.89% | 4.19% | 18.05% |
FANG Diamondback Energy, Inc. | 32.31% | 1.44% | 31.33% | 46.05% | 19.24% | 11.20% |
CDW CDW Corporation | 1.09% | 2.46% | 0.05% | 22.89% | 16.18% | 23.44% |
CCEP Coca-Cola European Partners plc | 10.03% | -2.55% | 6.68% | 17.34% | 7.94% | 12.28% |
USD | 108.58% | -20.29% | 73.78% | 147.53% | 57.48% | 46.10% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью nasdaq100, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.89% | 9.40% | 4.80% | -5.66% | 5.36% | 6.05% | 19.49% | ||||||
| 2023 | 11.10% | -0.23% | 8.17% | 1.49% | 8.18% | 6.09% | 4.06% | 0.39% | -4.81% | -0.77% | 11.48% | 7.45% | 65.06% |
| 2022 | -9.97% | -3.47% | 3.48% | -11.73% | 2.14% | -11.20% | 14.41% | -6.24% | -9.76% | 8.17% | 11.67% | -6.96% | -21.68% |
| 2021 | -1.75% | 6.21% | 3.19% | 5.34% | 0.55% | 4.64% | 3.13% | 2.89% | -4.19% | 8.59% | 3.18% | 4.54% | 42.12% |
| 2020 | -0.09% | -5.10% | -12.62% | 16.18% | 7.41% | 3.58% | 8.38% | 6.42% | -4.16% | -2.72% | 16.13% | 5.96% | 41.68% |
| 2019 | 12.00% | 5.47% | 4.35% | 5.64% | -8.03% | 9.52% | 3.34% | -0.48% | 0.82% | 4.72% | 4.26% | 4.36% | 54.94% |
| 2018 | 10.14% | -1.44% | -1.29% | -0.18% | 6.47% | 0.62% | 4.55% | 4.39% | -0.32% | -10.44% | 2.61% | -8.32% | 5.02% |
| 2017 | 5.34% | 4.86% | 4.00% | 2.34% | 5.42% | -2.80% | 5.10% | 1.48% | 4.53% | 5.97% | 2.29% | -0.03% | 45.52% |
| 2016 | -6.63% | 1.49% | 8.40% | -0.36% | 7.11% | 0.09% | 6.94% | 3.47% | 1.28% | -1.49% | 5.50% | 2.45% | 30.94% |
| 2015 | -2.64% | 8.55% | -2.99% | 1.78% | 2.29% | -3.16% | 3.03% | -3.85% | -2.65% | 12.65% | 2.72% | -0.74% | 14.49% |
| 2014 | -3.59% | 4.56% | 5.36% | -2.07% | 5.70% | -0.92% | 1.20% | 4.32% | 0.72% | 15.83% |
Комиссия
Комиссия nasdaq100 составляет 0.03%, что ниже среднего уровня по рынку. 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 ранг nasdaq100 среди портфелей на нашем сайте составляет 86, что соответствует топ 14% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
nasdaq100
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
MSFT | 1.25 | 1.73 | 1.22 | 1.91 | 7.50 |
NVDA | 3.16 | 3.61 | 1.45 | 7.43 | 20.09 |
AMZN Amazon.com, Inc. | 1.45 | 2.20 | 1.26 | 1.12 | 8.02 |
META | 1.41 | 2.20 | 1.28 | 2.02 | 7.91 |
AVGO Broadcom Inc. | 1.78 | 2.51 | 1.31 | 3.87 | 10.69 |
GOOGL Alphabet Inc. | 1.07 | 1.52 | 1.22 | 1.60 | 6.22 |
GOOG Alphabet Inc. | 1.12 | 1.56 | 1.22 | 1.69 | 6.52 |
COST Costco Wholesale Corporation | 2.59 | 3.14 | 1.47 | 4.17 | 13.12 |
AMD Advanced Micro Devices, Inc. | 0.54 | 1.07 | 1.13 | 0.61 | 1.67 |
NFLX | 1.51 | 2.38 | 1.30 | 1.00 | 7.56 |
LIN | 0.99 | 1.43 | 1.20 | 1.34 | 3.14 |
INTU Intuit Inc. | 1.04 | 1.47 | 1.20 | 0.89 | 4.77 |
AMAT Applied Materials, Inc. | 1.30 | 1.84 | 1.24 | 2.24 | 7.26 |
ISRG Intuitive Surgical, Inc. | 1.15 | 1.82 | 1.23 | 1.11 | 4.62 |
MU | 1.50 | 2.22 | 1.27 | 1.77 | 7.90 |
LRCX | 1.08 | 1.61 | 1.21 | 1.81 | 5.05 |
BKNG Booking Holdings Inc. | 0.94 | 1.39 | 1.19 | 1.58 | 3.89 |
VRTX | 1.72 | 2.72 | 1.35 | 3.34 | 7.78 |
KLAC KLA Corporation | 1.95 | 2.47 | 1.33 | 4.46 | 12.06 |
SNPS | 0.68 | 1.11 | 1.14 | 1.31 | 3.46 |
CDNS Cadence Design Systems, Inc. | 0.38 | 0.70 | 1.09 | 0.50 | 1.68 |
ASML ASML Holding N.V. | 0.74 | 1.19 | 1.16 | 0.79 | 2.77 |
MAR | 1.05 | 1.55 | 1.19 | 1.91 | 4.16 |
ORLY | 0.64 | 0.97 | 1.13 | 0.73 | 1.84 |
CTAS Cintas Corporation | 2.49 | 3.81 | 1.51 | 5.59 | 18.96 |
PCAR | 0.88 | 1.24 | 1.19 | 0.95 | 2.61 |
ROP | 0.62 | 0.86 | 1.13 | 1.14 | 3.34 |
CPRT Copart, Inc. | 0.61 | 0.98 | 1.11 | 0.96 | 2.50 |
ROST | 1.23 | 2.12 | 1.25 | 1.65 | 4.81 |
FAST Fastenal Company | 0.98 | 1.60 | 1.20 | 0.99 | 2.30 |
CSGP CoStar Group, Inc. | -0.28 | -0.22 | 0.97 | -0.27 | -0.71 |
FANG Diamondback Energy, Inc. | 1.98 | 2.93 | 1.36 | 3.81 | 9.16 |
CDW CDW Corporation | 0.99 | 1.38 | 1.20 | 1.30 | 3.22 |
CCEP Coca-Cola European Partners plc | 0.93 | 1.45 | 1.17 | 1.12 | 3.70 |
USD | 2.29 | 2.63 | 1.33 | 3.74 | 11.77 |
nasdaq100
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность nasdaq100 за предыдущие двенадцать месяцев составила 0.85%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| nasdaq100 | 0.85% | 0.87% | 0.98% | 0.59% | 0.75% | 0.84% | 1.08% | 0.84% | 2.26% | 1.03% | 1.53% | 0.82% |
| Активы портфеля: | ||||||||||||
MSFT | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AMZN Amazon.com, 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% |
META | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
GOOGL Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.50% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
AMD Advanced Micro Devices, 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% |
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% |
LIN | 1.20% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
INTU Intuit Inc. | 0.57% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
AMAT Applied Materials, Inc. | 0.67% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
ISRG Intuitive Surgical, 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% |
MU | 0.43% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRCX | 0.90% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
BKNG Booking Holdings Inc. | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRTX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KLAC KLA Corporation | 0.74% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
SNPS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDNS Cadence Design Systems, 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% |
ASML ASML Holding N.V. | 0.76% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
MAR | 0.94% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
ORLY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CTAS Cintas Corporation | 0.72% | 0.83% | 0.93% | 0.77% | 0.20% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% | 1.28% |
PCAR | 4.40% | 4.31% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% | 2.87% |
ROP | 0.54% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% | 0.36% |
CPRT Copart, 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% |
ROST | 1.00% | 0.97% | 1.07% | 1.00% | 0.23% | 0.88% | 1.08% | 0.80% | 0.82% | 0.87% | 0.85% | 0.91% |
FAST Fastenal Company | 2.76% | 2.73% | 2.60% | 1.74% | 2.83% | 2.32% | 2.90% | 2.31% | 2.52% | 2.70% | 2.07% | 1.66% |
CSGP CoStar Group, 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% |
FANG Diamondback Energy, Inc. | 4.63% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDW CDW Corporation | 1.07% | 1.05% | 1.17% | 0.83% | 1.17% | 0.89% | 1.14% | 0.99% | 0.93% | 0.74% | 0.55% | 0.18% |
CCEP Coca-Cola European Partners plc | 2.79% | 2.94% | 3.07% | 2.90% | 2.01% | 2.71% | 2.73% | 2.38% | 49.27% | 2.27% | 2.26% | 1.81% |
USD | 0.02% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 3.71% | 0.39% | 1.80% | 0.63% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
nasdaq100
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
nasdaq100 показал максимальную просадку в 34.60%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 52 торговые сессии.
Текущая просадка nasdaq100 составляет 7.77%.
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 |
|---|---|---|---|---|---|---|
| -34.6% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 52 | 5 июн. 2020 г. | 75 |
| -32.94% | 28 дек. 2021 г. | 202 | 14 окт. 2022 г. | 153 | 25 мая 2023 г. | 355 |
| -22.5% | 5 сент. 2018 г. | 77 | 24 дек. 2018 г. | 53 | 13 мар. 2019 г. | 130 |
| -14.64% | 30 дек. 2015 г. | 30 | 11 февр. 2016 г. | 31 | 29 мар. 2016 г. | 61 |
| -11.96% | 11 авг. 2015 г. | 11 | 25 авг. 2015 г. | 41 | 22 окт. 2015 г. | 52 |
Волатильность
График волатильности
Текущая волатильность nasdaq100 составляет 6.23%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
nasdaq100
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| FANG | CCEP | VRTX | ORLY | ROST | COST | NFLX | PCAR | MAR | AMD | FAST | LIN | BKNG | CSGP | ROP | META | MU | CDW | AMZN | ISRG | CPRT | CTAS | NVDA | AVGO | GOOG | GOOGL | INTU | ASML | CDNS | AMAT | MSFT | LRCX | KLAC | SNPS | USD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FANG | 1.00 | 0.19 | 0.17 | 0.17 | 0.25 | 0.12 | 0.16 | 0.35 | 0.32 | 0.21 | 0.26 | 0.29 | 0.30 | 0.19 | 0.25 | 0.19 | 0.29 | 0.28 | 0.19 | 0.20 | 0.24 | 0.25 | 0.21 | 0.25 | 0.24 | 0.23 | 0.18 | 0.25 | 0.19 | 0.29 | 0.20 | 0.28 | 0.25 | 0.19 | 0.28 |
| CCEP | 0.19 | 1.00 | 0.22 | 0.26 | 0.34 | 0.29 | 0.19 | 0.34 | 0.36 | 0.17 | 0.29 | 0.38 | 0.37 | 0.29 | 0.33 | 0.26 | 0.24 | 0.35 | 0.25 | 0.31 | 0.34 | 0.36 | 0.22 | 0.30 | 0.30 | 0.30 | 0.31 | 0.31 | 0.27 | 0.28 | 0.31 | 0.28 | 0.28 | 0.30 | 0.30 |
| VRTX | 0.17 | 0.22 | 1.00 | 0.23 | 0.23 | 0.25 | 0.30 | 0.26 | 0.24 | 0.26 | 0.29 | 0.28 | 0.28 | 0.33 | 0.34 | 0.36 | 0.29 | 0.30 | 0.33 | 0.39 | 0.31 | 0.30 | 0.30 | 0.31 | 0.36 | 0.36 | 0.36 | 0.31 | 0.35 | 0.30 | 0.37 | 0.31 | 0.32 | 0.38 | 0.35 |
| ORLY | 0.17 | 0.26 | 0.23 | 1.00 | 0.45 | 0.41 | 0.24 | 0.36 | 0.30 | 0.19 | 0.41 | 0.35 | 0.27 | 0.33 | 0.38 | 0.27 | 0.21 | 0.36 | 0.28 | 0.30 | 0.40 | 0.43 | 0.25 | 0.28 | 0.30 | 0.30 | 0.34 | 0.27 | 0.33 | 0.29 | 0.34 | 0.30 | 0.31 | 0.34 | 0.29 |
| ROST | 0.25 | 0.34 | 0.23 | 0.45 | 1.00 | 0.42 | 0.27 | 0.41 | 0.46 | 0.25 | 0.41 | 0.37 | 0.39 | 0.34 | 0.39 | 0.31 | 0.32 | 0.43 | 0.32 | 0.36 | 0.43 | 0.45 | 0.32 | 0.34 | 0.35 | 0.35 | 0.40 | 0.34 | 0.34 | 0.36 | 0.36 | 0.35 | 0.37 | 0.37 | 0.38 |
| COST | 0.12 | 0.29 | 0.25 | 0.41 | 0.42 | 1.00 | 0.31 | 0.33 | 0.30 | 0.28 | 0.41 | 0.36 | 0.29 | 0.34 | 0.40 | 0.35 | 0.31 | 0.40 | 0.41 | 0.40 | 0.42 | 0.44 | 0.37 | 0.36 | 0.42 | 0.42 | 0.45 | 0.37 | 0.42 | 0.37 | 0.47 | 0.37 | 0.38 | 0.42 | 0.42 |
| NFLX | 0.16 | 0.19 | 0.30 | 0.24 | 0.27 | 0.31 | 1.00 | 0.24 | 0.28 | 0.39 | 0.28 | 0.30 | 0.37 | 0.38 | 0.34 | 0.51 | 0.36 | 0.33 | 0.54 | 0.39 | 0.38 | 0.34 | 0.46 | 0.40 | 0.48 | 0.48 | 0.46 | 0.42 | 0.46 | 0.40 | 0.49 | 0.39 | 0.40 | 0.46 | 0.48 |
| PCAR | 0.35 | 0.34 | 0.26 | 0.36 | 0.41 | 0.33 | 0.24 | 1.00 | 0.47 | 0.29 | 0.54 | 0.49 | 0.40 | 0.35 | 0.50 | 0.30 | 0.38 | 0.45 | 0.26 | 0.35 | 0.44 | 0.47 | 0.32 | 0.41 | 0.34 | 0.34 | 0.36 | 0.41 | 0.37 | 0.43 | 0.36 | 0.43 | 0.43 | 0.36 | 0.45 |
| MAR | 0.32 | 0.36 | 0.24 | 0.30 | 0.46 | 0.30 | 0.28 | 0.47 | 1.00 | 0.31 | 0.39 | 0.43 | 0.55 | 0.38 | 0.42 | 0.35 | 0.41 | 0.46 | 0.35 | 0.38 | 0.43 | 0.47 | 0.35 | 0.42 | 0.40 | 0.40 | 0.41 | 0.44 | 0.39 | 0.44 | 0.39 | 0.44 | 0.43 | 0.40 | 0.47 |
| AMD | 0.21 | 0.17 | 0.26 | 0.19 | 0.25 | 0.28 | 0.39 | 0.29 | 0.31 | 1.00 | 0.30 | 0.30 | 0.32 | 0.37 | 0.33 | 0.41 | 0.50 | 0.39 | 0.45 | 0.41 | 0.39 | 0.35 | 0.64 | 0.49 | 0.43 | 0.43 | 0.44 | 0.52 | 0.50 | 0.53 | 0.47 | 0.53 | 0.53 | 0.51 | 0.65 |
| FAST | 0.26 | 0.29 | 0.29 | 0.41 | 0.41 | 0.41 | 0.28 | 0.54 | 0.39 | 0.30 | 1.00 | 0.49 | 0.35 | 0.40 | 0.55 | 0.35 | 0.35 | 0.44 | 0.35 | 0.40 | 0.49 | 0.53 | 0.36 | 0.41 | 0.39 | 0.39 | 0.44 | 0.43 | 0.43 | 0.43 | 0.44 | 0.43 | 0.44 | 0.44 | 0.45 |
| LIN | 0.29 | 0.38 | 0.28 | 0.35 | 0.37 | 0.36 | 0.30 | 0.49 | 0.43 | 0.30 | 0.49 | 1.00 | 0.42 | 0.41 | 0.53 | 0.35 | 0.36 | 0.45 | 0.33 | 0.45 | 0.45 | 0.52 | 0.35 | 0.41 | 0.42 | 0.42 | 0.45 | 0.48 | 0.44 | 0.44 | 0.46 | 0.43 | 0.44 | 0.44 | 0.47 |
| BKNG | 0.30 | 0.37 | 0.28 | 0.27 | 0.39 | 0.29 | 0.37 | 0.40 | 0.55 | 0.32 | 0.35 | 0.42 | 1.00 | 0.39 | 0.38 | 0.46 | 0.42 | 0.44 | 0.47 | 0.42 | 0.44 | 0.41 | 0.42 | 0.43 | 0.50 | 0.51 | 0.45 | 0.44 | 0.43 | 0.43 | 0.43 | 0.43 | 0.44 | 0.45 | 0.48 |
| CSGP | 0.19 | 0.29 | 0.33 | 0.33 | 0.34 | 0.34 | 0.38 | 0.35 | 0.38 | 0.37 | 0.40 | 0.41 | 0.39 | 1.00 | 0.48 | 0.43 | 0.37 | 0.45 | 0.47 | 0.49 | 0.49 | 0.48 | 0.42 | 0.41 | 0.46 | 0.45 | 0.55 | 0.43 | 0.50 | 0.41 | 0.47 | 0.41 | 0.42 | 0.52 | 0.46 |
| ROP | 0.25 | 0.33 | 0.34 | 0.38 | 0.39 | 0.40 | 0.34 | 0.50 | 0.42 | 0.33 | 0.55 | 0.53 | 0.38 | 0.48 | 1.00 | 0.38 | 0.37 | 0.46 | 0.40 | 0.48 | 0.51 | 0.59 | 0.39 | 0.42 | 0.45 | 0.45 | 0.51 | 0.45 | 0.49 | 0.43 | 0.52 | 0.43 | 0.44 | 0.52 | 0.48 |
| META | 0.19 | 0.26 | 0.36 | 0.27 | 0.31 | 0.35 | 0.51 | 0.30 | 0.35 | 0.41 | 0.35 | 0.35 | 0.46 | 0.43 | 0.38 | 1.00 | 0.42 | 0.39 | 0.61 | 0.47 | 0.42 | 0.41 | 0.51 | 0.47 | 0.66 | 0.66 | 0.50 | 0.47 | 0.51 | 0.45 | 0.58 | 0.47 | 0.46 | 0.54 | 0.54 |
| MU | 0.29 | 0.24 | 0.29 | 0.21 | 0.32 | 0.31 | 0.36 | 0.38 | 0.41 | 0.50 | 0.35 | 0.36 | 0.42 | 0.37 | 0.37 | 0.42 | 1.00 | 0.44 | 0.40 | 0.41 | 0.42 | 0.38 | 0.59 | 0.58 | 0.44 | 0.44 | 0.42 | 0.57 | 0.48 | 0.67 | 0.46 | 0.67 | 0.63 | 0.49 | 0.73 |
| CDW | 0.28 | 0.35 | 0.30 | 0.36 | 0.43 | 0.40 | 0.33 | 0.45 | 0.46 | 0.39 | 0.44 | 0.45 | 0.44 | 0.45 | 0.46 | 0.39 | 0.44 | 1.00 | 0.40 | 0.46 | 0.50 | 0.52 | 0.44 | 0.48 | 0.44 | 0.44 | 0.51 | 0.48 | 0.50 | 0.51 | 0.48 | 0.50 | 0.52 | 0.51 | 0.55 |
| AMZN | 0.19 | 0.25 | 0.33 | 0.28 | 0.32 | 0.41 | 0.54 | 0.26 | 0.35 | 0.45 | 0.35 | 0.33 | 0.47 | 0.47 | 0.40 | 0.61 | 0.40 | 0.40 | 1.00 | 0.49 | 0.45 | 0.42 | 0.53 | 0.47 | 0.67 | 0.68 | 0.55 | 0.49 | 0.54 | 0.46 | 0.64 | 0.47 | 0.46 | 0.56 | 0.55 |
| ISRG | 0.20 | 0.31 | 0.39 | 0.30 | 0.36 | 0.40 | 0.39 | 0.35 | 0.38 | 0.41 | 0.40 | 0.45 | 0.42 | 0.49 | 0.48 | 0.47 | 0.41 | 0.46 | 0.49 | 1.00 | 0.49 | 0.51 | 0.48 | 0.47 | 0.52 | 0.52 | 0.55 | 0.52 | 0.55 | 0.48 | 0.57 | 0.49 | 0.50 | 0.57 | 0.54 |
| CPRT | 0.24 | 0.34 | 0.31 | 0.40 | 0.43 | 0.42 | 0.38 | 0.44 | 0.43 | 0.39 | 0.49 | 0.45 | 0.44 | 0.49 | 0.51 | 0.42 | 0.42 | 0.50 | 0.45 | 0.49 | 1.00 | 0.57 | 0.45 | 0.45 | 0.47 | 0.47 | 0.54 | 0.49 | 0.56 | 0.47 | 0.49 | 0.48 | 0.49 | 0.57 | 0.52 |
| CTAS | 0.25 | 0.36 | 0.30 | 0.43 | 0.45 | 0.44 | 0.34 | 0.47 | 0.47 | 0.35 | 0.53 | 0.52 | 0.41 | 0.48 | 0.59 | 0.41 | 0.38 | 0.52 | 0.42 | 0.51 | 0.57 | 1.00 | 0.41 | 0.46 | 0.46 | 0.47 | 0.54 | 0.47 | 0.54 | 0.47 | 0.53 | 0.47 | 0.49 | 0.54 | 0.51 |
| NVDA | 0.21 | 0.22 | 0.30 | 0.25 | 0.32 | 0.37 | 0.46 | 0.32 | 0.35 | 0.64 | 0.36 | 0.35 | 0.42 | 0.42 | 0.39 | 0.51 | 0.59 | 0.44 | 0.53 | 0.48 | 0.45 | 0.41 | 1.00 | 0.60 | 0.52 | 0.52 | 0.54 | 0.63 | 0.60 | 0.64 | 0.58 | 0.63 | 0.64 | 0.61 | 0.83 |
| AVGO | 0.25 | 0.30 | 0.31 | 0.28 | 0.34 | 0.36 | 0.40 | 0.41 | 0.42 | 0.49 | 0.41 | 0.41 | 0.43 | 0.41 | 0.42 | 0.47 | 0.58 | 0.48 | 0.47 | 0.47 | 0.45 | 0.46 | 0.60 | 1.00 | 0.48 | 0.48 | 0.50 | 0.63 | 0.57 | 0.66 | 0.54 | 0.65 | 0.66 | 0.58 | 0.79 |
| GOOG | 0.24 | 0.30 | 0.36 | 0.30 | 0.35 | 0.42 | 0.48 | 0.34 | 0.40 | 0.43 | 0.39 | 0.42 | 0.50 | 0.46 | 0.45 | 0.66 | 0.44 | 0.44 | 0.67 | 0.52 | 0.47 | 0.46 | 0.52 | 0.48 | 1.00 | 0.99 | 0.58 | 0.52 | 0.55 | 0.50 | 0.69 | 0.51 | 0.50 | 0.57 | 0.57 |
| GOOGL | 0.23 | 0.30 | 0.36 | 0.30 | 0.35 | 0.42 | 0.48 | 0.34 | 0.40 | 0.43 | 0.39 | 0.42 | 0.51 | 0.45 | 0.45 | 0.66 | 0.44 | 0.44 | 0.68 | 0.52 | 0.47 | 0.47 | 0.52 | 0.48 | 0.99 | 1.00 | 0.58 | 0.52 | 0.55 | 0.50 | 0.69 | 0.51 | 0.50 | 0.57 | 0.57 |
| INTU | 0.18 | 0.31 | 0.36 | 0.34 | 0.40 | 0.45 | 0.46 | 0.36 | 0.41 | 0.44 | 0.44 | 0.45 | 0.45 | 0.55 | 0.51 | 0.50 | 0.42 | 0.51 | 0.55 | 0.55 | 0.54 | 0.54 | 0.54 | 0.50 | 0.58 | 0.58 | 1.00 | 0.54 | 0.65 | 0.52 | 0.66 | 0.52 | 0.56 | 0.69 | 0.60 |
| ASML | 0.25 | 0.31 | 0.31 | 0.27 | 0.34 | 0.37 | 0.42 | 0.41 | 0.44 | 0.52 | 0.43 | 0.48 | 0.44 | 0.43 | 0.45 | 0.47 | 0.57 | 0.48 | 0.49 | 0.52 | 0.49 | 0.47 | 0.63 | 0.63 | 0.52 | 0.52 | 0.54 | 1.00 | 0.62 | 0.73 | 0.58 | 0.73 | 0.73 | 0.62 | 0.75 |
| CDNS | 0.19 | 0.27 | 0.35 | 0.33 | 0.34 | 0.42 | 0.46 | 0.37 | 0.39 | 0.50 | 0.43 | 0.44 | 0.43 | 0.50 | 0.49 | 0.51 | 0.48 | 0.50 | 0.54 | 0.55 | 0.56 | 0.54 | 0.60 | 0.57 | 0.55 | 0.55 | 0.65 | 0.62 | 1.00 | 0.60 | 0.64 | 0.60 | 0.63 | 0.84 | 0.68 |
| AMAT | 0.29 | 0.28 | 0.30 | 0.29 | 0.36 | 0.37 | 0.40 | 0.43 | 0.44 | 0.53 | 0.43 | 0.44 | 0.43 | 0.41 | 0.43 | 0.45 | 0.67 | 0.51 | 0.46 | 0.48 | 0.47 | 0.47 | 0.64 | 0.66 | 0.50 | 0.50 | 0.52 | 0.73 | 0.60 | 1.00 | 0.54 | 0.87 | 0.83 | 0.60 | 0.81 |
| MSFT | 0.20 | 0.31 | 0.37 | 0.34 | 0.36 | 0.47 | 0.49 | 0.36 | 0.39 | 0.47 | 0.44 | 0.46 | 0.43 | 0.47 | 0.52 | 0.58 | 0.46 | 0.48 | 0.64 | 0.57 | 0.49 | 0.53 | 0.58 | 0.54 | 0.69 | 0.69 | 0.66 | 0.58 | 0.64 | 0.54 | 1.00 | 0.55 | 0.57 | 0.66 | 0.64 |
| LRCX | 0.28 | 0.28 | 0.31 | 0.30 | 0.35 | 0.37 | 0.39 | 0.43 | 0.44 | 0.53 | 0.43 | 0.43 | 0.43 | 0.41 | 0.43 | 0.47 | 0.67 | 0.50 | 0.47 | 0.49 | 0.48 | 0.47 | 0.63 | 0.65 | 0.51 | 0.51 | 0.52 | 0.73 | 0.60 | 0.87 | 0.55 | 1.00 | 0.85 | 0.62 | 0.80 |
| KLAC | 0.25 | 0.28 | 0.32 | 0.31 | 0.37 | 0.38 | 0.40 | 0.43 | 0.43 | 0.53 | 0.44 | 0.44 | 0.44 | 0.42 | 0.44 | 0.46 | 0.63 | 0.52 | 0.46 | 0.50 | 0.49 | 0.49 | 0.64 | 0.66 | 0.50 | 0.50 | 0.56 | 0.73 | 0.63 | 0.83 | 0.57 | 0.85 | 1.00 | 0.63 | 0.80 |
| SNPS | 0.19 | 0.30 | 0.38 | 0.34 | 0.37 | 0.42 | 0.46 | 0.36 | 0.40 | 0.51 | 0.44 | 0.44 | 0.45 | 0.52 | 0.52 | 0.54 | 0.49 | 0.51 | 0.56 | 0.57 | 0.57 | 0.54 | 0.61 | 0.58 | 0.57 | 0.57 | 0.69 | 0.62 | 0.84 | 0.60 | 0.66 | 0.62 | 0.63 | 1.00 | 0.69 |
| USD | 0.28 | 0.30 | 0.35 | 0.29 | 0.38 | 0.42 | 0.48 | 0.45 | 0.47 | 0.65 | 0.45 | 0.47 | 0.48 | 0.46 | 0.48 | 0.54 | 0.73 | 0.55 | 0.55 | 0.54 | 0.52 | 0.51 | 0.83 | 0.79 | 0.57 | 0.57 | 0.60 | 0.75 | 0.68 | 0.81 | 0.64 | 0.80 | 0.80 | 0.69 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 4 апр. 2014 г.