nasdaq100
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
nasdaq100
Последнее обновление 9 нояб. 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 3 апр. 2014 г., начальной даты GOOG
Доходность по периодам
nasdaq100 на 9 нояб. 2024 г. показал доходность в 31.06% с начала года и доходность в 28.86% 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 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| nasdaq100 | 31.06% | 2.49% | 11.43% | 43.95% | 29.61% | 28.91% |
| Активы портфеля: | ||||||
MSFT | 12.98% | 1.49% | 2.25% | 15.16% | 24.73% | 25.92% |
NVDA | 198.17% | 9.52% | 64.28% | 205.52% | 95.57% | 78.10% |
AMZN Amazon.com, Inc. | 37.01% | 10.25% | 11.04% | 45.01% | 18.62% | 29.49% |
META | 67.00% | -0.10% | 24.00% | 79.80% | 24.99% | 23.13% |
AVGO Broadcom Inc. | 66.29% | 1.19% | 38.68% | 94.74% | 46.70% | 39.27% |
GOOGL Alphabet Inc. | 27.99% | 9.26% | 6.01% | 34.85% | 22.56% | 20.51% |
GOOG Alphabet Inc. | 27.94% | 9.32% | 5.88% | 34.49% | 22.74% | 20.89% |
COST Costco Wholesale Corporation | 43.82% | 6.30% | 20.23% | 68.23% | 27.96% | 23.79% |
AMD Advanced Micro Devices, Inc. | 0.37% | -11.88% | -2.61% | 24.76% | 32.27% | 49.63% |
NFLX | 63.29% | 10.00% | 30.15% | 77.77% | 22.26% | 30.91% |
LIN | 12.90% | -3.07% | 6.43% | 16.32% | 19.24% | 15.97% |
INTU Intuit Inc. | 10.12% | 10.95% | 8.54% | 30.14% | 22.18% | 23.50% |
AMAT Applied Materials, Inc. | 19.13% | -6.35% | -8.10% | 28.41% | 29.09% | 25.54% |
ISRG Intuitive Surgical, Inc. | 59.01% | 10.66% | 38.73% | 93.32% | 24.07% | 25.13% |
MU | 31.51% | 4.66% | -7.52% | 49.13% | 19.54% | 13.27% |
LRCX | 0.55% | -5.66% | -14.15% | 15.21% | 25.36% | 27.71% |
BKNG Booking Holdings Inc. | 40.36% | 15.37% | 30.49% | 61.95% | 21.63% | 15.65% |
VRTX | 27.00% | 7.27% | 22.22% | 38.30% | 20.52% | 16.50% |
KLAC KLA Corporation | 18.98% | -14.47% | -3.93% | 29.81% | 33.42% | 29.48% |
SNPS | 9.06% | 4.01% | 0.87% | 8.23% | 32.35% | 29.70% |
CDNS Cadence Design Systems, Inc. | 10.60% | 6.68% | 4.79% | 15.17% | 34.97% | 32.36% |
ASML ASML Holding N.V. | -10.84% | -20.18% | -27.74% | 2.05% | 21.29% | 21.98% |
MAR | 25.47% | 6.92% | 17.42% | 43.56% | 17.00% | 14.82% |
ORLY | 28.17% | 2.54% | 19.46% | 23.47% | 22.66% | 21.02% |
CTAS Cintas Corporation | 50.75% | 8.49% | 29.45% | 70.73% | 29.63% | 30.32% |
PCAR | 18.14% | 7.10% | 5.40% | 35.52% | 21.03% | 14.13% |
ROP | 4.70% | 2.91% | 8.72% | 10.37% | 11.24% | 14.45% |
CPRT Copart, Inc. | 14.53% | 0.36% | 2.52% | 15.17% | 22.31% | 29.47% |
ROST | 4.40% | 0.03% | 7.97% | 17.44% | 6.29% | 14.40% |
FAST Fastenal Company | 31.55% | 9.04% | 24.10% | 42.88% | 20.92% | 17.32% |
CSGP CoStar Group, Inc. | -11.44% | 1.47% | -13.90% | -2.84% | 6.62% | 17.12% |
FANG Diamondback Energy, Inc. | 21.90% | -6.71% | -8.06% | 22.46% | 23.76% | 13.43% |
CDW CDW Corporation | -11.38% | -9.97% | -9.67% | -4.56% | 9.63% | 21.27% |
CCEP Coca-Cola European Partners plc | 17.99% | -0.09% | 5.50% | 32.20% | 11.91% | 14.28% |
USD | 171.26% | 8.19% | 58.85% | 235.21% | 61.21% | 48.71% |
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% | -3.32% | 0.65% | 0.94% | -1.45% | 31.06% | ||
| 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% | -12.63% | 16.18% | 7.41% | 3.58% | 8.38% | 6.42% | -4.16% | -2.72% | 16.15% | 5.95% | 41.69% |
| 2019 | 12.00% | 5.47% | 4.32% | 5.64% | -8.03% | 9.50% | 3.34% | -0.48% | 0.81% | 4.72% | 4.26% | 4.34% | 54.84% |
| 2018 | 10.14% | -1.44% | -1.31% | -0.18% | 6.47% | 0.60% | 4.55% | 4.39% | -0.34% | -10.44% | 2.61% | -8.35% | 4.92% |
| 2017 | 5.34% | 4.83% | 3.99% | 2.34% | 5.42% | -2.81% | 5.10% | 1.48% | 4.53% | 5.97% | 2.29% | -0.04% | 45.44% |
| 2016 | -6.63% | 1.45% | 8.59% | -0.36% | 7.11% | 0.08% | 6.94% | 3.47% | 1.28% | -1.49% | 5.50% | 2.43% | 31.08% |
| 2015 | -2.64% | 8.50% | -3.01% | 1.78% | 2.29% | -3.16% | 3.03% | -3.85% | -2.65% | 12.65% | 2.72% | -0.76% | 14.40% |
| 2014 | -3.59% | 4.56% | 5.35% | -2.07% | 5.70% | -0.92% | 1.21% | 4.32% | 0.70% | 15.79% |
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 38, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
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 | 0.87 | 1.24 | 1.16 | 1.11 | 2.75 |
NVDA | 4.20 | 4.08 | 1.53 | 8.03 | 25.31 |
AMZN Amazon.com, Inc. | 1.73 | 2.39 | 1.31 | 1.89 | 7.92 |
META | 2.35 | 3.27 | 1.45 | 4.60 | 14.31 |
AVGO Broadcom Inc. | 2.28 | 2.87 | 1.37 | 4.14 | 12.67 |
GOOGL Alphabet Inc. | 1.34 | 1.89 | 1.25 | 1.61 | 4.06 |
GOOG Alphabet Inc. | 1.34 | 1.87 | 1.25 | 1.58 | 4.04 |
COST Costco Wholesale Corporation | 3.61 | 4.23 | 1.63 | 6.92 | 17.90 |
AMD Advanced Micro Devices, Inc. | 0.62 | 1.14 | 1.15 | 0.77 | 1.43 |
NFLX | 2.78 | 3.74 | 1.50 | 2.21 | 19.51 |
LIN | 1.20 | 1.68 | 1.24 | 1.60 | 3.74 |
INTU Intuit Inc. | 1.20 | 1.63 | 1.22 | 1.27 | 5.39 |
AMAT Applied Materials, Inc. | 0.82 | 1.31 | 1.17 | 1.09 | 2.45 |
ISRG Intuitive Surgical, Inc. | 3.42 | 5.07 | 1.63 | 3.65 | 35.29 |
MU | 1.16 | 1.84 | 1.22 | 1.27 | 2.74 |
LRCX | 0.52 | 0.96 | 1.13 | 0.62 | 1.31 |
BKNG Booking Holdings Inc. | 2.53 | 2.83 | 1.46 | 3.28 | 10.23 |
VRTX | 1.50 | 2.34 | 1.30 | 3.11 | 6.43 |
KLAC KLA Corporation | 0.83 | 1.28 | 1.18 | 1.40 | 3.52 |
SNPS | 0.31 | 0.68 | 1.08 | 0.43 | 1.00 |
CDNS Cadence Design Systems, Inc. | 0.52 | 1.00 | 1.12 | 0.72 | 1.54 |
ASML ASML Holding N.V. | 0.12 | 0.47 | 1.07 | 0.14 | 0.35 |
MAR | 2.19 | 2.84 | 1.39 | 2.62 | 7.20 |
ORLY | 1.28 | 1.83 | 1.24 | 1.39 | 3.51 |
CTAS Cintas Corporation | 3.89 | 6.08 | 1.77 | 13.34 | 39.86 |
PCAR | 1.50 | 1.98 | 1.30 | 1.46 | 2.85 |
ROP | 0.67 | 0.95 | 1.14 | 1.10 | 2.90 |
CPRT Copart, Inc. | 0.97 | 1.44 | 1.18 | 1.33 | 2.75 |
ROST | 0.83 | 1.43 | 1.17 | 1.20 | 3.15 |
FAST Fastenal Company | 1.93 | 3.00 | 1.40 | 2.19 | 4.47 |
CSGP CoStar Group, Inc. | 0.01 | 0.22 | 1.02 | 0.01 | 0.01 |
FANG Diamondback Energy, Inc. | 0.87 | 1.34 | 1.18 | 1.24 | 3.39 |
CDW CDW Corporation | -0.13 | 0.00 | 1.00 | -0.13 | -0.32 |
CCEP Coca-Cola European Partners plc | 1.96 | 2.94 | 1.34 | 3.55 | 10.39 |
USD | 3.27 | 3.05 | 1.41 | 5.44 | 14.47 |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.85% | 0.87% | 0.98% | 0.59% | 0.77% | 0.86% | 1.05% | 0.83% | 2.33% | 1.00% | 1.53% | 0.77% |
| Активы портфеля: | ||||||||||||
MSFT | 0.71% | 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% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
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 | 0.25% | 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. | 1.15% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
GOOGL Alphabet Inc. | 0.22% | 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. | 0.22% | 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 | 2.07% | 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 | 1.19% | 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. | 0.55% | 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. | 0.75% | 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 | 0.41% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRCX | 1.06% | 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. | 0.53% | 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 | 0.84% | 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. | 1.00% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
MAR | 0.82% | 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 | 0.62% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% | 1.29% |
PCAR | 3.79% | 4.34% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% | 2.87% |
ROP | 0.53% | 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% | 0.88% | 0.85% | 0.91% |
FAST Fastenal Company | 2.33% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% | 2.10% | 1.68% |
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. | 5.92% | 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 | 1.24% | 1.05% | 1.17% | 0.83% | 1.17% | 0.89% | 1.14% | 0.99% | 0.93% | 0.74% | 0.56% | 0.18% |
CCEP Coca-Cola European Partners plc | 2.59% | 2.95% | 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% | 0.28% | 1.29% | 1.25% | 0.55% | 7.11% | 0.39% | 2.71% | 0.94% |
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.
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 |
| -14.67% | 30 дек. 2015 г. | 30 | 11 февр. 2016 г. | 31 | 29 мар. 2016 г. | 61 |
| -13.87% | 11 июл. 2024 г. | 20 | 7 авг. 2024 г. | 65 | 7 нояб. 2024 г. | 85 |
Волатильность
График волатильности
Текущая волатильность nasdaq100 составляет 6.01%, 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 | ROP | META | MU | CDW | AMZN | ISRG | CPRT | CTAS | NVDA | AVGO | GOOG | GOOGL | INTU | ASML | CDNS | MSFT | AMAT | LRCX | KLAC | SNPS | USD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FANG | 1.00 | 0.18 | 0.17 | 0.16 | 0.25 | 0.12 | 0.16 | 0.36 | 0.32 | 0.20 | 0.26 | 0.29 | 0.28 | 0.19 | 0.24 | 0.19 | 0.29 | 0.28 | 0.19 | 0.20 | 0.23 | 0.25 | 0.21 | 0.25 | 0.24 | 0.23 | 0.18 | 0.24 | 0.19 | 0.19 | 0.28 | 0.27 | 0.25 | 0.19 | 0.28 |
| CCEP | 0.18 | 1.00 | 0.22 | 0.26 | 0.34 | 0.29 | 0.19 | 0.33 | 0.36 | 0.17 | 0.29 | 0.36 | 0.38 | 0.30 | 0.33 | 0.26 | 0.23 | 0.34 | 0.25 | 0.31 | 0.33 | 0.36 | 0.22 | 0.30 | 0.30 | 0.30 | 0.31 | 0.31 | 0.28 | 0.31 | 0.28 | 0.28 | 0.28 | 0.30 | 0.30 |
| VRTX | 0.17 | 0.22 | 1.00 | 0.23 | 0.24 | 0.25 | 0.30 | 0.26 | 0.24 | 0.25 | 0.29 | 0.28 | 0.28 | 0.34 | 0.34 | 0.36 | 0.29 | 0.30 | 0.33 | 0.38 | 0.31 | 0.30 | 0.30 | 0.31 | 0.35 | 0.36 | 0.36 | 0.30 | 0.35 | 0.37 | 0.30 | 0.30 | 0.31 | 0.37 | 0.35 |
| ORLY | 0.16 | 0.26 | 0.23 | 1.00 | 0.44 | 0.40 | 0.24 | 0.36 | 0.29 | 0.19 | 0.40 | 0.27 | 0.35 | 0.33 | 0.37 | 0.26 | 0.21 | 0.36 | 0.27 | 0.30 | 0.39 | 0.43 | 0.25 | 0.28 | 0.29 | 0.29 | 0.33 | 0.27 | 0.32 | 0.34 | 0.28 | 0.29 | 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 | 0.41 | 0.39 | 0.37 | 0.35 | 0.39 | 0.31 | 0.32 | 0.42 | 0.32 | 0.36 | 0.43 | 0.45 | 0.32 | 0.34 | 0.35 | 0.35 | 0.39 | 0.34 | 0.33 | 0.36 | 0.36 | 0.35 | 0.36 | 0.36 | 0.38 |
| COST | 0.12 | 0.29 | 0.25 | 0.40 | 0.42 | 1.00 | 0.31 | 0.32 | 0.30 | 0.28 | 0.40 | 0.29 | 0.36 | 0.34 | 0.39 | 0.35 | 0.30 | 0.39 | 0.41 | 0.41 | 0.42 | 0.44 | 0.37 | 0.37 | 0.41 | 0.41 | 0.45 | 0.36 | 0.42 | 0.47 | 0.37 | 0.37 | 0.38 | 0.42 | 0.42 |
| NFLX | 0.16 | 0.19 | 0.30 | 0.24 | 0.27 | 0.31 | 1.00 | 0.25 | 0.28 | 0.39 | 0.28 | 0.37 | 0.30 | 0.37 | 0.34 | 0.51 | 0.36 | 0.34 | 0.54 | 0.39 | 0.38 | 0.34 | 0.46 | 0.40 | 0.48 | 0.48 | 0.46 | 0.42 | 0.46 | 0.49 | 0.40 | 0.39 | 0.40 | 0.47 | 0.48 |
| PCAR | 0.36 | 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 | 0.49 | 0.30 | 0.38 | 0.45 | 0.27 | 0.35 | 0.44 | 0.47 | 0.33 | 0.41 | 0.34 | 0.33 | 0.36 | 0.41 | 0.37 | 0.36 | 0.44 | 0.43 | 0.43 | 0.37 | 0.45 |
| MAR | 0.32 | 0.36 | 0.24 | 0.29 | 0.45 | 0.30 | 0.28 | 0.47 | 1.00 | 0.31 | 0.39 | 0.55 | 0.43 | 0.38 | 0.42 | 0.35 | 0.41 | 0.46 | 0.36 | 0.37 | 0.43 | 0.47 | 0.35 | 0.42 | 0.40 | 0.40 | 0.41 | 0.44 | 0.39 | 0.39 | 0.44 | 0.44 | 0.43 | 0.41 | 0.47 |
| AMD | 0.20 | 0.17 | 0.25 | 0.19 | 0.25 | 0.28 | 0.39 | 0.29 | 0.31 | 1.00 | 0.31 | 0.32 | 0.30 | 0.36 | 0.33 | 0.41 | 0.51 | 0.39 | 0.45 | 0.41 | 0.39 | 0.36 | 0.64 | 0.49 | 0.42 | 0.42 | 0.44 | 0.52 | 0.50 | 0.47 | 0.53 | 0.54 | 0.53 | 0.51 | 0.65 |
| FAST | 0.26 | 0.29 | 0.29 | 0.40 | 0.41 | 0.40 | 0.28 | 0.54 | 0.39 | 0.31 | 1.00 | 0.35 | 0.49 | 0.40 | 0.55 | 0.34 | 0.34 | 0.44 | 0.36 | 0.40 | 0.49 | 0.52 | 0.36 | 0.40 | 0.39 | 0.39 | 0.44 | 0.42 | 0.43 | 0.44 | 0.43 | 0.43 | 0.44 | 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 | 0.37 | 0.45 | 0.41 | 0.44 | 0.47 | 0.42 | 0.44 | 0.41 | 0.42 | 0.43 | 0.50 | 0.50 | 0.45 | 0.43 | 0.43 | 0.43 | 0.43 | 0.43 | 0.44 | 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 | 0.53 | 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 | 0.46 | 0.44 | 0.43 | 0.44 | 0.44 | 0.46 |
| CSGP | 0.19 | 0.30 | 0.34 | 0.33 | 0.35 | 0.34 | 0.37 | 0.35 | 0.38 | 0.36 | 0.40 | 0.38 | 0.40 | 1.00 | 0.48 | 0.43 | 0.36 | 0.44 | 0.47 | 0.49 | 0.49 | 0.48 | 0.41 | 0.40 | 0.45 | 0.45 | 0.54 | 0.43 | 0.50 | 0.47 | 0.41 | 0.41 | 0.42 | 0.51 | 0.45 |
| ROP | 0.24 | 0.33 | 0.34 | 0.37 | 0.39 | 0.39 | 0.34 | 0.49 | 0.42 | 0.33 | 0.55 | 0.37 | 0.53 | 0.48 | 1.00 | 0.38 | 0.37 | 0.46 | 0.40 | 0.47 | 0.51 | 0.59 | 0.39 | 0.43 | 0.44 | 0.44 | 0.51 | 0.45 | 0.50 | 0.52 | 0.43 | 0.43 | 0.44 | 0.52 | 0.48 |
| META | 0.19 | 0.26 | 0.36 | 0.26 | 0.31 | 0.35 | 0.51 | 0.30 | 0.35 | 0.41 | 0.34 | 0.45 | 0.35 | 0.43 | 0.38 | 1.00 | 0.41 | 0.38 | 0.61 | 0.47 | 0.42 | 0.41 | 0.50 | 0.47 | 0.65 | 0.66 | 0.50 | 0.47 | 0.51 | 0.58 | 0.45 | 0.47 | 0.46 | 0.54 | 0.53 |
| 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 | 0.37 | 0.41 | 1.00 | 0.44 | 0.40 | 0.40 | 0.41 | 0.38 | 0.59 | 0.58 | 0.43 | 0.43 | 0.42 | 0.57 | 0.48 | 0.46 | 0.67 | 0.67 | 0.63 | 0.49 | 0.73 |
| CDW | 0.28 | 0.34 | 0.30 | 0.36 | 0.42 | 0.39 | 0.34 | 0.45 | 0.46 | 0.39 | 0.44 | 0.44 | 0.45 | 0.44 | 0.46 | 0.38 | 0.44 | 1.00 | 0.40 | 0.46 | 0.49 | 0.52 | 0.44 | 0.48 | 0.44 | 0.44 | 0.51 | 0.48 | 0.50 | 0.48 | 0.51 | 0.50 | 0.51 | 0.51 | 0.55 |
| AMZN | 0.19 | 0.25 | 0.33 | 0.27 | 0.32 | 0.41 | 0.54 | 0.27 | 0.36 | 0.45 | 0.36 | 0.47 | 0.33 | 0.47 | 0.40 | 0.61 | 0.40 | 0.40 | 1.00 | 0.49 | 0.45 | 0.42 | 0.53 | 0.47 | 0.67 | 0.67 | 0.55 | 0.49 | 0.55 | 0.64 | 0.46 | 0.47 | 0.47 | 0.57 | 0.55 |
| ISRG | 0.20 | 0.31 | 0.38 | 0.30 | 0.36 | 0.41 | 0.39 | 0.35 | 0.37 | 0.41 | 0.40 | 0.42 | 0.45 | 0.49 | 0.47 | 0.47 | 0.40 | 0.46 | 0.49 | 1.00 | 0.49 | 0.52 | 0.48 | 0.47 | 0.51 | 0.51 | 0.56 | 0.53 | 0.55 | 0.57 | 0.48 | 0.48 | 0.50 | 0.57 | 0.54 |
| CPRT | 0.23 | 0.33 | 0.31 | 0.39 | 0.43 | 0.42 | 0.38 | 0.44 | 0.43 | 0.39 | 0.49 | 0.44 | 0.45 | 0.49 | 0.51 | 0.42 | 0.41 | 0.49 | 0.45 | 0.49 | 1.00 | 0.57 | 0.44 | 0.45 | 0.46 | 0.46 | 0.54 | 0.49 | 0.55 | 0.49 | 0.47 | 0.48 | 0.48 | 0.57 | 0.51 |
| CTAS | 0.25 | 0.36 | 0.30 | 0.43 | 0.45 | 0.44 | 0.34 | 0.47 | 0.47 | 0.36 | 0.52 | 0.41 | 0.52 | 0.48 | 0.59 | 0.41 | 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 | 0.30 | 0.25 | 0.32 | 0.37 | 0.46 | 0.33 | 0.35 | 0.64 | 0.36 | 0.42 | 0.35 | 0.41 | 0.39 | 0.50 | 0.59 | 0.44 | 0.53 | 0.48 | 0.44 | 0.41 | 1.00 | 0.61 | 0.52 | 0.52 | 0.54 | 0.62 | 0.60 | 0.58 | 0.64 | 0.63 | 0.64 | 0.61 | 0.84 |
| AVGO | 0.25 | 0.30 | 0.31 | 0.28 | 0.34 | 0.37 | 0.40 | 0.41 | 0.42 | 0.49 | 0.40 | 0.43 | 0.41 | 0.40 | 0.43 | 0.47 | 0.58 | 0.48 | 0.47 | 0.47 | 0.45 | 0.47 | 0.61 | 1.00 | 0.48 | 0.48 | 0.51 | 0.63 | 0.57 | 0.54 | 0.67 | 0.65 | 0.66 | 0.58 | 0.79 |
| GOOG | 0.24 | 0.30 | 0.35 | 0.29 | 0.35 | 0.41 | 0.48 | 0.34 | 0.40 | 0.42 | 0.39 | 0.50 | 0.42 | 0.45 | 0.44 | 0.65 | 0.43 | 0.44 | 0.67 | 0.51 | 0.46 | 0.46 | 0.52 | 0.48 | 1.00 | 0.99 | 0.57 | 0.51 | 0.54 | 0.68 | 0.49 | 0.50 | 0.49 | 0.56 | 0.56 |
| GOOGL | 0.23 | 0.30 | 0.36 | 0.29 | 0.35 | 0.41 | 0.48 | 0.33 | 0.40 | 0.42 | 0.39 | 0.50 | 0.42 | 0.45 | 0.44 | 0.66 | 0.43 | 0.44 | 0.67 | 0.51 | 0.46 | 0.46 | 0.52 | 0.48 | 0.99 | 1.00 | 0.58 | 0.51 | 0.55 | 0.69 | 0.49 | 0.50 | 0.49 | 0.56 | 0.56 |
| INTU | 0.18 | 0.31 | 0.36 | 0.33 | 0.39 | 0.45 | 0.46 | 0.36 | 0.41 | 0.44 | 0.44 | 0.45 | 0.45 | 0.54 | 0.51 | 0.50 | 0.42 | 0.51 | 0.55 | 0.56 | 0.54 | 0.54 | 0.54 | 0.51 | 0.57 | 0.58 | 1.00 | 0.54 | 0.65 | 0.66 | 0.52 | 0.53 | 0.56 | 0.69 | 0.60 |
| ASML | 0.24 | 0.31 | 0.30 | 0.27 | 0.34 | 0.36 | 0.42 | 0.41 | 0.44 | 0.52 | 0.42 | 0.43 | 0.48 | 0.43 | 0.45 | 0.47 | 0.57 | 0.48 | 0.49 | 0.53 | 0.49 | 0.46 | 0.62 | 0.63 | 0.51 | 0.51 | 0.54 | 1.00 | 0.62 | 0.57 | 0.74 | 0.73 | 0.74 | 0.62 | 0.74 |
| CDNS | 0.19 | 0.28 | 0.35 | 0.32 | 0.33 | 0.42 | 0.46 | 0.37 | 0.39 | 0.50 | 0.43 | 0.43 | 0.44 | 0.50 | 0.50 | 0.51 | 0.48 | 0.50 | 0.55 | 0.55 | 0.55 | 0.53 | 0.60 | 0.57 | 0.54 | 0.55 | 0.65 | 0.62 | 1.00 | 0.64 | 0.60 | 0.61 | 0.63 | 0.84 | 0.68 |
| MSFT | 0.19 | 0.31 | 0.37 | 0.34 | 0.36 | 0.47 | 0.49 | 0.36 | 0.39 | 0.47 | 0.44 | 0.43 | 0.46 | 0.47 | 0.52 | 0.58 | 0.46 | 0.48 | 0.64 | 0.57 | 0.49 | 0.53 | 0.58 | 0.54 | 0.68 | 0.69 | 0.66 | 0.57 | 0.64 | 1.00 | 0.54 | 0.55 | 0.56 | 0.66 | 0.64 |
| AMAT | 0.28 | 0.28 | 0.30 | 0.28 | 0.36 | 0.37 | 0.40 | 0.44 | 0.44 | 0.53 | 0.43 | 0.43 | 0.44 | 0.41 | 0.43 | 0.45 | 0.67 | 0.51 | 0.46 | 0.48 | 0.47 | 0.46 | 0.64 | 0.67 | 0.49 | 0.49 | 0.52 | 0.74 | 0.60 | 0.54 | 1.00 | 0.87 | 0.84 | 0.61 | 0.81 |
| LRCX | 0.27 | 0.28 | 0.30 | 0.29 | 0.35 | 0.37 | 0.39 | 0.43 | 0.44 | 0.54 | 0.43 | 0.43 | 0.43 | 0.41 | 0.43 | 0.47 | 0.67 | 0.50 | 0.47 | 0.48 | 0.48 | 0.47 | 0.63 | 0.65 | 0.50 | 0.50 | 0.53 | 0.73 | 0.61 | 0.55 | 0.87 | 1.00 | 0.85 | 0.62 | 0.79 |
| KLAC | 0.25 | 0.28 | 0.31 | 0.30 | 0.36 | 0.38 | 0.40 | 0.43 | 0.43 | 0.53 | 0.44 | 0.44 | 0.44 | 0.42 | 0.44 | 0.46 | 0.63 | 0.51 | 0.47 | 0.50 | 0.48 | 0.49 | 0.64 | 0.66 | 0.49 | 0.49 | 0.56 | 0.74 | 0.63 | 0.56 | 0.84 | 0.85 | 1.00 | 0.63 | 0.80 |
| SNPS | 0.19 | 0.30 | 0.37 | 0.33 | 0.36 | 0.42 | 0.47 | 0.37 | 0.41 | 0.51 | 0.44 | 0.44 | 0.44 | 0.51 | 0.52 | 0.54 | 0.49 | 0.51 | 0.57 | 0.57 | 0.57 | 0.54 | 0.61 | 0.58 | 0.56 | 0.56 | 0.69 | 0.62 | 0.84 | 0.66 | 0.61 | 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 | 0.44 | 0.48 | 0.46 | 0.45 | 0.48 | 0.53 | 0.73 | 0.55 | 0.55 | 0.54 | 0.51 | 0.51 | 0.84 | 0.79 | 0.56 | 0.56 | 0.60 | 0.74 | 0.68 | 0.64 | 0.81 | 0.79 | 0.80 | 0.69 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 4 апр. 2014 г.