nasdaq100
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
nasdaq100
Последнее обновление 3 янв. 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
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% |
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 перебалансируется каждые 3 месяца
nasdaq100
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 3 апр. 2014 г., начальной даты GOOG
Доходность по периодам
nasdaq100 на 3 янв. 2025 г. показал доходность в 1.55% с начала года и доходность в 33.57% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| nasdaq100 | 4.88% | -0.69% | 3.47% | 82.59% | 38.92% | 34.23% |
| Активы портфеля: | ||||||
MSFT | 0.44% | -3.22% | -9.11% | 15.92% | 22.82% | 26.93% |
NVDA | 7.58% | -0.45% | 14.83% | 201.08% | 89.92% | 77.89% |
AMZN Amazon.com, Inc. | 2.19% | 2.76% | 12.10% | 55.07% | 19.08% | 31.33% |
META | 3.27% | -1.41% | 12.18% | 74.85% | 23.85% | 23.12% |
AVGO Broadcom Inc. | 0.31% | 36.71% | 37.34% | 124.67% | 53.62% | 41.19% |
GOOGL Alphabet Inc. | 1.32% | 10.12% | 0.87% | 41.13% | 23.15% | 22.53% |
GOOG Alphabet Inc. | 1.41% | 9.80% | 0.86% | 40.41% | 23.33% | 22.76% |
COST Costco Wholesale Corporation | 0.03% | -7.50% | 3.78% | 42.20% | 27.92% | 23.13% |
AMD Advanced Micro Devices, Inc. | 3.79% | -12.93% | -27.07% | -7.82% | 20.90% | 47.28% |
NFLX | -1.15% | -3.29% | 27.57% | 85.61% | 22.05% | 34.28% |
LIN | -1.23% | -10.00% | -4.53% | 2.44% | 16.75% | 14.88% |
INTU Intuit Inc. | 0.28% | -3.73% | -5.47% | 8.04% | 19.74% | 22.79% |
AMAT Applied Materials, Inc. | 4.57% | -6.13% | -29.60% | 14.79% | 23.87% | 23.63% |
ISRG Intuitive Surgical, Inc. | 2.55% | -2.66% | 20.63% | 65.59% | 22.07% | 25.00% |
MU | 6.78% | -12.80% | -31.48% | 9.12% | 11.00% | 10.84% |
LRCX | 3.99% | -3.73% | -30.53% | 3.78% | 22.12% | 27.46% |
BKNG Booking Holdings Inc. | -1.30% | -6.32% | 25.27% | 44.66% | 19.12% | 16.47% |
VRTX | 1.10% | -12.26% | -14.21% | -2.17% | 13.33% | 13.27% |
KLAC KLA Corporation | 4.27% | -1.38% | -22.82% | 21.30% | 31.40% | 28.35% |
SNPS | 1.72% | -16.04% | -20.54% | 0.72% | 28.40% | 27.96% |
CDNS Cadence Design Systems, Inc. | 1.13% | -6.37% | -5.37% | 18.73% | 34.03% | 32.80% |
ASML ASML Holding N.V. | 3.07% | -0.77% | -33.24% | 2.83% | 20.23% | 22.90% |
MAR | -1.31% | -4.95% | 14.82% | 26.36% | 13.74% | 15.09% |
ORLY | 1.55% | -3.11% | 17.28% | 28.68% | 22.42% | 20.45% |
CTAS Cintas Corporation | 1.72% | -16.88% | 4.85% | 28.68% | 23.67% | 26.82% |
PCAR | 0.85% | -8.87% | 8.30% | 16.36% | 19.20% | 13.40% |
ROP | -0.84% | -10.50% | -8.12% | -1.11% | 7.88% | 13.84% |
CPRT Copart, Inc. | -0.84% | -9.62% | 4.96% | 22.02% | 19.73% | 29.01% |
ROST | 1.97% | 0.09% | 6.49% | 15.16% | 6.74% | 13.76% |
FAST Fastenal Company | -0.31% | -12.74% | 14.74% | 17.87% | 17.50% | 15.18% |
CSGP CoStar Group, Inc. | 0.92% | -9.40% | -1.23% | -11.26% | 2.91% | 15.21% |
FANG Diamondback Energy, Inc. | 4.35% | -0.02% | -14.57% | 14.60% | 17.67% | 14.15% |
CDW CDW Corporation | 0.11% | -2.27% | -18.95% | -18.07% | 5.37% | 19.10% |
CCEP Coca-Cola European Partners plc | -0.86% | -1.56% | 4.93% | 19.65% | 11.54% | 14.06% |
USD | 10.38% | 5.12% | -1.90% | 194.85% | 56.51% | 47.05% |
*Среднегодовая
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 | 11.13% | 16.66% | 6.87% | -6.18% | 14.49% | 9.92% | -5.63% | 0.75% | 1.80% | 2.16% | 3.84% | -1.19% | 65.94% |
| 2023 | 14.20% | 3.17% | 11.45% | -0.85% | 18.45% | 6.73% | 5.40% | 1.15% | -7.69% | -2.38% | 14.21% | 8.23% | 95.47% |
| 2022 | -14.92% | -2.03% | 3.71% | -18.89% | 3.76% | -14.20% | 17.35% | -9.10% | -12.91% | 6.43% | 15.10% | -8.77% | -35.20% |
| 2021 | -1.77% | 4.87% | 1.09% | 5.22% | 1.51% | 8.54% | 3.04% | 5.49% | -5.61% | 12.31% | 11.30% | -0.47% | 54.09% |
| 2020 | 0.87% | -3.64% | -10.54% | 14.91% | 8.49% | 4.90% | 11.36% | 9.87% | -3.37% | -3.70% | 13.85% | 4.18% | 53.56% |
| 2019 | 12.52% | 5.58% | 5.39% | 5.66% | -9.31% | 10.34% | 2.79% | -0.88% | 0.27% | 5.81% | 5.34% | 5.06% | 58.35% |
| 2018 | 12.53% | -1.12% | -1.99% | -0.45% | 8.11% | -0.31% | 3.14% | 6.62% | -0.08% | -14.36% | 0.12% | -9.24% | 0.07% |
| 2017 | 4.85% | 4.84% | 3.93% | 1.57% | 7.24% | -2.82% | 6.55% | 1.70% | 4.22% | 7.45% | 1.28% | -0.95% | 47.22% |
| 2016 | -7.00% | 0.91% | 8.53% | -1.30% | 7.03% | -0.37% | 7.35% | 3.50% | 1.58% | -0.90% | 5.88% | 3.10% | 30.87% |
| 2015 | -3.16% | 8.70% | -2.99% | 1.60% | 3.10% | -3.46% | 3.45% | -3.65% | -2.67% | 12.05% | 2.76% | -1.00% | 14.20% |
| 2014 | -3.59% | 4.56% | 5.41% | -2.18% | 5.82% | -0.73% | 0.98% | 4.43% | 0.63% | 15.88% |
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 рейтинг nasdaq100 составляет 65, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена 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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
MSFT | 0.76 | 1.08 | 1.14 | 0.97 | 2.19 |
NVDA | 3.88 | 3.90 | 1.49 | 7.53 | 23.10 |
AMZN Amazon.com, Inc. | 1.82 | 2.44 | 1.31 | 2.27 | 8.50 |
META | 2.09 | 2.97 | 1.41 | 4.14 | 12.57 |
AVGO Broadcom Inc. | 2.28 | 3.11 | 1.39 | 4.86 | 14.11 |
GOOGL Alphabet Inc. | 1.38 | 1.92 | 1.26 | 1.74 | 4.22 |
GOOG Alphabet Inc. | 1.37 | 1.91 | 1.26 | 1.71 | 4.20 |
COST Costco Wholesale Corporation | 2.29 | 2.87 | 1.41 | 4.19 | 10.41 |
AMD Advanced Micro Devices, Inc. | -0.15 | 0.11 | 1.01 | -0.17 | -0.29 |
NFLX | 2.96 | 3.88 | 1.51 | 2.78 | 21.05 |
LIN | 0.17 | 0.32 | 1.04 | 0.16 | 0.40 |
INTU Intuit Inc. | 0.26 | 0.52 | 1.07 | 0.41 | 1.10 |
AMAT Applied Materials, Inc. | 0.31 | 0.70 | 1.09 | 0.36 | 0.71 |
ISRG Intuitive Surgical, Inc. | 2.50 | 3.96 | 1.49 | 5.63 | 24.52 |
MU | 0.19 | 0.63 | 1.08 | 0.22 | 0.40 |
LRCX | 0.07 | 0.39 | 1.05 | 0.08 | 0.14 |
BKNG Booking Holdings Inc. | 1.73 | 2.10 | 1.33 | 2.28 | 7.02 |
VRTX | -0.04 | 0.11 | 1.02 | -0.04 | -0.11 |
KLAC KLA Corporation | 0.46 | 0.86 | 1.12 | 0.64 | 1.37 |
SNPS | 0.01 | 0.26 | 1.03 | 0.01 | 0.02 |
CDNS Cadence Design Systems, Inc. | 0.52 | 0.99 | 1.12 | 0.74 | 1.57 |
ASML ASML Holding N.V. | 0.05 | 0.37 | 1.05 | 0.06 | 0.11 |
MAR | 1.27 | 1.76 | 1.23 | 1.49 | 4.07 |
ORLY | 1.43 | 2.04 | 1.26 | 1.53 | 3.91 |
CTAS Cintas Corporation | 1.33 | 1.76 | 1.30 | 1.49 | 6.83 |
PCAR | 0.58 | 0.92 | 1.13 | 0.57 | 1.08 |
ROP | -0.13 | -0.06 | 0.99 | -0.22 | -0.52 |
CPRT Copart, Inc. | 0.94 | 1.52 | 1.19 | 1.41 | 2.94 |
ROST | 0.74 | 1.28 | 1.15 | 1.04 | 2.59 |
FAST Fastenal Company | 0.77 | 1.39 | 1.18 | 0.89 | 1.74 |
CSGP CoStar Group, Inc. | -0.43 | -0.46 | 0.95 | -0.42 | -0.70 |
FANG Diamondback Energy, Inc. | 0.41 | 0.75 | 1.09 | 0.44 | 1.16 |
CDW CDW Corporation | -0.69 | -0.76 | 0.89 | -0.56 | -1.20 |
CCEP Coca-Cola European Partners plc | 1.14 | 1.76 | 1.21 | 2.40 | 5.42 |
USD | 2.40 | 2.63 | 1.34 | 4.05 | 10.01 |
nasdaq100
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность nasdaq100 за предыдущие двенадцать месяцев составила 0.82%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.82% | 0.83% | 0.87% | 0.99% | 0.59% | 0.77% | 0.86% | 1.06% | 0.83% | 2.33% | 1.01% | 1.55% |
| Активы портфеля: | ||||||||||||
MSFT | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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 | 0.33% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.93% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
GOOGL Alphabet Inc. | 0.31% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.31% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.49% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
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 | 1.34% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% |
INTU Intuit Inc. | 0.59% | 0.60% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% |
AMAT Applied Materials, Inc. | 0.89% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% |
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 | 0.51% | 0.55% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRCX | 1.14% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% |
BKNG Booking Holdings Inc. | 0.71% | 0.70% | 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 | 0.92% | 0.96% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% |
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. | 0.94% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
MAR | 0.88% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% |
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 | 0.78% | 0.80% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% |
PCAR | 3.98% | 4.01% | 4.34% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% |
ROP | 0.74% | 0.58% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% |
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 | 0.95% | 0.97% | 0.97% | 1.07% | 1.00% | 0.23% | 0.88% | 1.08% | 0.80% | 0.82% | 0.88% | 0.85% |
FAST Fastenal Company | 2.18% | 2.17% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% | 2.10% |
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. | 4.85% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
CDW CDW Corporation | 1.43% | 1.43% | 1.05% | 1.17% | 0.83% | 1.17% | 0.89% | 1.14% | 0.99% | 0.93% | 0.74% | 0.56% |
CCEP Coca-Cola European Partners plc | 2.80% | 2.77% | 2.95% | 3.07% | 2.90% | 2.01% | 2.71% | 2.73% | 2.38% | 49.27% | 2.27% | 2.26% |
USD | 0.09% | 0.10% | 0.05% | 0.59% | 0.00% | 0.18% | 1.08% | 1.66% | 0.41% | 7.11% | 0.79% | 3.49% |
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 46.63%, зарегистрированную 14 окт. 2022 г.. Полное восстановление заняло 164 торговые сессии.
Текущая просадка nasdaq100 составляет 5.40%.
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 |
|---|---|---|---|---|---|---|
| -46.63% | 30 нояб. 2021 г. | 221 | 14 окт. 2022 г. | 164 | 12 июн. 2023 г. | 385 |
| -34.4% | 20 февр. 2020 г. | 22 | 20 мар. 2020 г. | 55 | 9 июн. 2020 г. | 77 |
| -28.75% | 5 сент. 2018 г. | 77 | 24 дек. 2018 г. | 68 | 3 апр. 2019 г. | 145 |
| -24.12% | 11 июл. 2024 г. | 20 | 7 авг. 2024 г. | 65 | 7 нояб. 2024 г. | 85 |
| -15.68% | 2 дек. 2015 г. | 46 | 8 февр. 2016 г. | 37 | 1 апр. 2016 г. | 83 |
Волатильность
График волатильности
Текущая волатильность nasdaq100 составляет 8.48%, 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 | BKNG | LIN | CSGP | META | ROP | MU | CDW | AMZN | ISRG | CPRT | CTAS | NVDA | AVGO | GOOG | GOOGL | INTU | ASML | MSFT | CDNS | AMAT | LRCX | KLAC | SNPS | USD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FANG | 1.00 | 0.19 | 0.17 | 0.16 | 0.25 | 0.12 | 0.16 | 0.35 | 0.32 | 0.20 | 0.26 | 0.29 | 0.28 | 0.19 | 0.19 | 0.24 | 0.29 | 0.27 | 0.19 | 0.20 | 0.23 | 0.25 | 0.21 | 0.24 | 0.23 | 0.22 | 0.18 | 0.24 | 0.19 | 0.19 | 0.28 | 0.27 | 0.25 | 0.19 | 0.28 |
| CCEP | 0.19 | 1.00 | 0.22 | 0.26 | 0.34 | 0.29 | 0.19 | 0.33 | 0.35 | 0.17 | 0.29 | 0.36 | 0.38 | 0.30 | 0.26 | 0.32 | 0.23 | 0.34 | 0.25 | 0.31 | 0.33 | 0.36 | 0.22 | 0.29 | 0.29 | 0.29 | 0.30 | 0.31 | 0.31 | 0.27 | 0.28 | 0.27 | 0.28 | 0.29 | 0.29 |
| VRTX | 0.17 | 0.22 | 1.00 | 0.23 | 0.24 | 0.25 | 0.29 | 0.26 | 0.24 | 0.25 | 0.29 | 0.28 | 0.28 | 0.34 | 0.35 | 0.34 | 0.29 | 0.30 | 0.32 | 0.38 | 0.31 | 0.30 | 0.29 | 0.31 | 0.35 | 0.36 | 0.36 | 0.30 | 0.37 | 0.35 | 0.30 | 0.31 | 0.31 | 0.37 | 0.34 |
| ORLY | 0.16 | 0.26 | 0.23 | 1.00 | 0.44 | 0.40 | 0.23 | 0.36 | 0.30 | 0.19 | 0.40 | 0.27 | 0.35 | 0.33 | 0.26 | 0.37 | 0.21 | 0.36 | 0.27 | 0.30 | 0.40 | 0.43 | 0.24 | 0.28 | 0.29 | 0.29 | 0.33 | 0.27 | 0.34 | 0.32 | 0.28 | 0.28 | 0.30 | 0.33 | 0.29 |
| ROST | 0.25 | 0.34 | 0.24 | 0.44 | 1.00 | 0.42 | 0.27 | 0.40 | 0.45 | 0.25 | 0.40 | 0.39 | 0.37 | 0.35 | 0.30 | 0.39 | 0.32 | 0.42 | 0.32 | 0.36 | 0.43 | 0.45 | 0.31 | 0.34 | 0.34 | 0.34 | 0.39 | 0.34 | 0.36 | 0.33 | 0.36 | 0.34 | 0.36 | 0.36 | 0.38 |
| COST | 0.12 | 0.29 | 0.25 | 0.40 | 0.42 | 1.00 | 0.32 | 0.32 | 0.30 | 0.28 | 0.40 | 0.29 | 0.36 | 0.33 | 0.35 | 0.40 | 0.30 | 0.39 | 0.41 | 0.41 | 0.42 | 0.45 | 0.37 | 0.37 | 0.41 | 0.41 | 0.45 | 0.36 | 0.47 | 0.43 | 0.37 | 0.37 | 0.38 | 0.43 | 0.42 |
| NFLX | 0.16 | 0.19 | 0.29 | 0.23 | 0.27 | 0.32 | 1.00 | 0.25 | 0.28 | 0.38 | 0.28 | 0.37 | 0.30 | 0.37 | 0.51 | 0.34 | 0.36 | 0.33 | 0.54 | 0.40 | 0.38 | 0.34 | 0.46 | 0.40 | 0.48 | 0.48 | 0.46 | 0.42 | 0.49 | 0.46 | 0.40 | 0.39 | 0.39 | 0.47 | 0.48 |
| PCAR | 0.35 | 0.33 | 0.26 | 0.36 | 0.40 | 0.32 | 0.25 | 1.00 | 0.47 | 0.29 | 0.54 | 0.40 | 0.48 | 0.35 | 0.29 | 0.50 | 0.38 | 0.45 | 0.27 | 0.35 | 0.45 | 0.47 | 0.33 | 0.41 | 0.34 | 0.33 | 0.36 | 0.41 | 0.36 | 0.37 | 0.43 | 0.43 | 0.43 | 0.37 | 0.45 |
| MAR | 0.32 | 0.35 | 0.24 | 0.30 | 0.45 | 0.30 | 0.28 | 0.47 | 1.00 | 0.31 | 0.40 | 0.55 | 0.43 | 0.38 | 0.35 | 0.42 | 0.41 | 0.46 | 0.36 | 0.37 | 0.43 | 0.47 | 0.35 | 0.42 | 0.40 | 0.40 | 0.42 | 0.43 | 0.39 | 0.39 | 0.44 | 0.43 | 0.43 | 0.41 | 0.46 |
| AMD | 0.20 | 0.17 | 0.25 | 0.19 | 0.25 | 0.28 | 0.38 | 0.29 | 0.31 | 1.00 | 0.31 | 0.32 | 0.30 | 0.36 | 0.41 | 0.33 | 0.51 | 0.39 | 0.45 | 0.41 | 0.39 | 0.36 | 0.63 | 0.50 | 0.42 | 0.42 | 0.43 | 0.52 | 0.47 | 0.50 | 0.54 | 0.54 | 0.54 | 0.51 | 0.65 |
| FAST | 0.26 | 0.29 | 0.29 | 0.40 | 0.40 | 0.40 | 0.28 | 0.54 | 0.40 | 0.31 | 1.00 | 0.35 | 0.49 | 0.40 | 0.34 | 0.55 | 0.34 | 0.44 | 0.35 | 0.40 | 0.49 | 0.52 | 0.36 | 0.40 | 0.39 | 0.39 | 0.44 | 0.42 | 0.43 | 0.43 | 0.42 | 0.42 | 0.43 | 0.44 | 0.44 |
| BKNG | 0.29 | 0.36 | 0.28 | 0.27 | 0.39 | 0.29 | 0.37 | 0.40 | 0.55 | 0.32 | 0.35 | 1.00 | 0.42 | 0.38 | 0.45 | 0.37 | 0.41 | 0.44 | 0.46 | 0.42 | 0.43 | 0.41 | 0.41 | 0.43 | 0.49 | 0.49 | 0.45 | 0.43 | 0.42 | 0.42 | 0.42 | 0.43 | 0.43 | 0.44 | 0.48 |
| LIN | 0.28 | 0.38 | 0.28 | 0.35 | 0.37 | 0.36 | 0.30 | 0.48 | 0.43 | 0.30 | 0.49 | 0.42 | 1.00 | 0.40 | 0.35 | 0.53 | 0.36 | 0.44 | 0.33 | 0.44 | 0.45 | 0.52 | 0.35 | 0.41 | 0.41 | 0.41 | 0.45 | 0.47 | 0.46 | 0.44 | 0.44 | 0.43 | 0.44 | 0.44 | 0.46 |
| CSGP | 0.19 | 0.30 | 0.34 | 0.33 | 0.35 | 0.33 | 0.37 | 0.35 | 0.38 | 0.36 | 0.40 | 0.38 | 0.40 | 1.00 | 0.43 | 0.48 | 0.36 | 0.45 | 0.46 | 0.48 | 0.49 | 0.48 | 0.40 | 0.40 | 0.45 | 0.44 | 0.54 | 0.42 | 0.47 | 0.50 | 0.41 | 0.41 | 0.42 | 0.51 | 0.45 |
| META | 0.19 | 0.26 | 0.35 | 0.26 | 0.30 | 0.35 | 0.51 | 0.29 | 0.35 | 0.41 | 0.34 | 0.45 | 0.35 | 0.43 | 1.00 | 0.38 | 0.41 | 0.38 | 0.61 | 0.47 | 0.42 | 0.41 | 0.50 | 0.48 | 0.65 | 0.66 | 0.50 | 0.47 | 0.58 | 0.51 | 0.45 | 0.47 | 0.46 | 0.54 | 0.54 |
| ROP | 0.24 | 0.32 | 0.34 | 0.37 | 0.39 | 0.40 | 0.34 | 0.50 | 0.42 | 0.33 | 0.55 | 0.37 | 0.53 | 0.48 | 0.38 | 1.00 | 0.37 | 0.46 | 0.39 | 0.47 | 0.51 | 0.59 | 0.39 | 0.42 | 0.44 | 0.44 | 0.51 | 0.45 | 0.52 | 0.50 | 0.43 | 0.43 | 0.44 | 0.52 | 0.47 |
| MU | 0.29 | 0.23 | 0.29 | 0.21 | 0.32 | 0.30 | 0.36 | 0.38 | 0.41 | 0.51 | 0.34 | 0.41 | 0.36 | 0.36 | 0.41 | 0.37 | 1.00 | 0.44 | 0.40 | 0.40 | 0.41 | 0.38 | 0.59 | 0.58 | 0.43 | 0.43 | 0.42 | 0.57 | 0.45 | 0.48 | 0.67 | 0.67 | 0.63 | 0.49 | 0.73 |
| CDW | 0.27 | 0.34 | 0.30 | 0.36 | 0.42 | 0.39 | 0.33 | 0.45 | 0.46 | 0.39 | 0.44 | 0.44 | 0.44 | 0.45 | 0.38 | 0.46 | 0.44 | 1.00 | 0.40 | 0.45 | 0.49 | 0.52 | 0.43 | 0.48 | 0.43 | 0.43 | 0.51 | 0.48 | 0.48 | 0.50 | 0.51 | 0.50 | 0.52 | 0.51 | 0.54 |
| AMZN | 0.19 | 0.25 | 0.32 | 0.27 | 0.32 | 0.41 | 0.54 | 0.27 | 0.36 | 0.45 | 0.35 | 0.46 | 0.33 | 0.46 | 0.61 | 0.39 | 0.40 | 0.40 | 1.00 | 0.49 | 0.45 | 0.42 | 0.53 | 0.47 | 0.67 | 0.67 | 0.55 | 0.48 | 0.64 | 0.55 | 0.46 | 0.47 | 0.46 | 0.57 | 0.55 |
| ISRG | 0.20 | 0.31 | 0.38 | 0.30 | 0.36 | 0.41 | 0.40 | 0.35 | 0.37 | 0.41 | 0.40 | 0.42 | 0.44 | 0.48 | 0.47 | 0.47 | 0.40 | 0.45 | 0.49 | 1.00 | 0.49 | 0.52 | 0.48 | 0.47 | 0.51 | 0.51 | 0.56 | 0.52 | 0.57 | 0.55 | 0.48 | 0.48 | 0.50 | 0.57 | 0.54 |
| CPRT | 0.23 | 0.33 | 0.31 | 0.40 | 0.43 | 0.42 | 0.38 | 0.45 | 0.43 | 0.39 | 0.49 | 0.43 | 0.45 | 0.49 | 0.42 | 0.51 | 0.41 | 0.49 | 0.45 | 0.49 | 1.00 | 0.57 | 0.44 | 0.45 | 0.46 | 0.46 | 0.54 | 0.48 | 0.49 | 0.55 | 0.46 | 0.47 | 0.48 | 0.56 | 0.51 |
| CTAS | 0.25 | 0.36 | 0.30 | 0.43 | 0.45 | 0.45 | 0.34 | 0.47 | 0.47 | 0.36 | 0.52 | 0.41 | 0.52 | 0.48 | 0.41 | 0.59 | 0.38 | 0.52 | 0.42 | 0.52 | 0.57 | 1.00 | 0.41 | 0.47 | 0.46 | 0.46 | 0.54 | 0.46 | 0.53 | 0.53 | 0.46 | 0.47 | 0.49 | 0.54 | 0.51 |
| NVDA | 0.21 | 0.22 | 0.29 | 0.24 | 0.31 | 0.37 | 0.46 | 0.33 | 0.35 | 0.63 | 0.36 | 0.41 | 0.35 | 0.40 | 0.50 | 0.39 | 0.59 | 0.43 | 0.53 | 0.48 | 0.44 | 0.41 | 1.00 | 0.61 | 0.51 | 0.52 | 0.53 | 0.62 | 0.58 | 0.60 | 0.64 | 0.62 | 0.63 | 0.61 | 0.84 |
| AVGO | 0.24 | 0.29 | 0.31 | 0.28 | 0.34 | 0.37 | 0.40 | 0.41 | 0.42 | 0.50 | 0.40 | 0.43 | 0.41 | 0.40 | 0.48 | 0.42 | 0.58 | 0.48 | 0.47 | 0.47 | 0.45 | 0.47 | 0.61 | 1.00 | 0.48 | 0.48 | 0.50 | 0.63 | 0.54 | 0.58 | 0.66 | 0.66 | 0.66 | 0.58 | 0.79 |
| GOOG | 0.23 | 0.29 | 0.35 | 0.29 | 0.34 | 0.41 | 0.48 | 0.34 | 0.40 | 0.42 | 0.39 | 0.49 | 0.41 | 0.45 | 0.65 | 0.44 | 0.43 | 0.43 | 0.67 | 0.51 | 0.46 | 0.46 | 0.51 | 0.48 | 1.00 | 0.99 | 0.57 | 0.50 | 0.68 | 0.54 | 0.49 | 0.50 | 0.49 | 0.56 | 0.56 |
| GOOGL | 0.22 | 0.29 | 0.36 | 0.29 | 0.34 | 0.41 | 0.48 | 0.33 | 0.40 | 0.42 | 0.39 | 0.49 | 0.41 | 0.44 | 0.66 | 0.44 | 0.43 | 0.43 | 0.67 | 0.51 | 0.46 | 0.46 | 0.52 | 0.48 | 0.99 | 1.00 | 0.57 | 0.50 | 0.68 | 0.54 | 0.49 | 0.50 | 0.49 | 0.56 | 0.56 |
| INTU | 0.18 | 0.30 | 0.36 | 0.33 | 0.39 | 0.45 | 0.46 | 0.36 | 0.42 | 0.43 | 0.44 | 0.45 | 0.45 | 0.54 | 0.50 | 0.51 | 0.42 | 0.51 | 0.55 | 0.56 | 0.54 | 0.54 | 0.53 | 0.50 | 0.57 | 0.57 | 1.00 | 0.54 | 0.66 | 0.65 | 0.52 | 0.52 | 0.55 | 0.69 | 0.60 |
| ASML | 0.24 | 0.31 | 0.30 | 0.27 | 0.34 | 0.36 | 0.42 | 0.41 | 0.43 | 0.52 | 0.42 | 0.43 | 0.47 | 0.42 | 0.47 | 0.45 | 0.57 | 0.48 | 0.48 | 0.52 | 0.48 | 0.46 | 0.62 | 0.63 | 0.50 | 0.50 | 0.54 | 1.00 | 0.57 | 0.62 | 0.74 | 0.73 | 0.73 | 0.61 | 0.74 |
| MSFT | 0.19 | 0.31 | 0.37 | 0.34 | 0.36 | 0.47 | 0.49 | 0.36 | 0.39 | 0.47 | 0.43 | 0.42 | 0.46 | 0.47 | 0.58 | 0.52 | 0.45 | 0.48 | 0.64 | 0.57 | 0.49 | 0.53 | 0.58 | 0.54 | 0.68 | 0.68 | 0.66 | 0.57 | 1.00 | 0.64 | 0.54 | 0.55 | 0.56 | 0.66 | 0.64 |
| CDNS | 0.19 | 0.27 | 0.35 | 0.32 | 0.33 | 0.43 | 0.46 | 0.37 | 0.39 | 0.50 | 0.43 | 0.42 | 0.44 | 0.50 | 0.51 | 0.50 | 0.48 | 0.50 | 0.55 | 0.55 | 0.55 | 0.53 | 0.60 | 0.58 | 0.54 | 0.54 | 0.65 | 0.62 | 0.64 | 1.00 | 0.60 | 0.61 | 0.63 | 0.84 | 0.67 |
| AMAT | 0.28 | 0.28 | 0.30 | 0.28 | 0.36 | 0.37 | 0.40 | 0.43 | 0.44 | 0.54 | 0.42 | 0.42 | 0.44 | 0.41 | 0.45 | 0.43 | 0.67 | 0.51 | 0.46 | 0.48 | 0.46 | 0.46 | 0.64 | 0.66 | 0.49 | 0.49 | 0.52 | 0.74 | 0.54 | 0.60 | 1.00 | 0.87 | 0.84 | 0.61 | 0.80 |
| LRCX | 0.27 | 0.27 | 0.31 | 0.28 | 0.34 | 0.37 | 0.39 | 0.43 | 0.43 | 0.54 | 0.42 | 0.43 | 0.43 | 0.41 | 0.47 | 0.43 | 0.67 | 0.50 | 0.47 | 0.48 | 0.47 | 0.47 | 0.62 | 0.66 | 0.50 | 0.50 | 0.52 | 0.73 | 0.55 | 0.61 | 0.87 | 1.00 | 0.85 | 0.62 | 0.79 |
| KLAC | 0.25 | 0.28 | 0.31 | 0.30 | 0.36 | 0.38 | 0.39 | 0.43 | 0.43 | 0.54 | 0.43 | 0.43 | 0.44 | 0.42 | 0.46 | 0.44 | 0.63 | 0.52 | 0.46 | 0.50 | 0.48 | 0.49 | 0.63 | 0.66 | 0.49 | 0.49 | 0.55 | 0.73 | 0.56 | 0.63 | 0.84 | 0.85 | 1.00 | 0.63 | 0.79 |
| SNPS | 0.19 | 0.29 | 0.37 | 0.33 | 0.36 | 0.43 | 0.47 | 0.37 | 0.41 | 0.51 | 0.44 | 0.44 | 0.44 | 0.51 | 0.54 | 0.52 | 0.49 | 0.51 | 0.57 | 0.57 | 0.56 | 0.54 | 0.61 | 0.58 | 0.56 | 0.56 | 0.69 | 0.61 | 0.66 | 0.84 | 0.61 | 0.62 | 0.63 | 1.00 | 0.69 |
| USD | 0.28 | 0.29 | 0.34 | 0.29 | 0.38 | 0.42 | 0.48 | 0.45 | 0.46 | 0.65 | 0.44 | 0.48 | 0.46 | 0.45 | 0.54 | 0.47 | 0.73 | 0.54 | 0.55 | 0.54 | 0.51 | 0.51 | 0.84 | 0.79 | 0.56 | 0.56 | 0.60 | 0.74 | 0.64 | 0.67 | 0.80 | 0.79 | 0.79 | 0.69 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 4 апр. 2014 г.