QQQ2
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в QQQ2 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
Самые ранние данные для этого графика доступны с 10 дек. 2020 г., начальной даты ABNB
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
S&P 500 | 20.57% | 6.34% | 10.39% | 32.65% | 14.43% | 11.71% |
QQQ2 | 23.44% | 8.06% | 12.31% | 35.81% | N/A | N/A |
Активы портфеля: | ||||||
Apple Inc | 17.71% | 2.24% | 33.40% | 26.78% | 32.44% | 26.08% |
10.89% | 3.24% | -2.36% | 26.68% | N/A | N/A | |
17.86% | 9.06% | 5.04% | 19.07% | N/A | N/A | |
17.97% | 9.06% | 5.23% | 19.05% | N/A | N/A | |
Amazon.com, Inc. | 20.26% | 6.61% | -1.59% | 42.46% | 16.32% | 28.00% |
168.40% | 29.24% | 55.72% | 193.62% | N/A | N/A | |
-1.60% | 16.03% | 38.23% | -5.84% | N/A | N/A | |
68.01% | 18.63% | 14.92% | 86.79% | N/A | N/A | |
Broadcom Inc. | 63.65% | 32.36% | 36.35% | 114.42% | 50.38% | 41.89% |
ASML Holding N.V. | 9.52% | 9.49% | -16.40% | 40.53% | 28.10% | 26.06% |
2.68% | -3.90% | 1.44% | 8.90% | N/A | N/A | |
35.50% | 1.57% | 24.29% | 63.95% | N/A | N/A | |
Adobe Inc | -16.82% | -11.92% | 0.75% | -6.24% | 12.57% | 22.93% |
AstraZeneca PLC | 16.60% | -7.44% | 13.06% | 17.14% | 14.80% | 12.04% |
7.77% | 9.55% | 7.15% | 0.98% | N/A | N/A | |
48.24% | 8.41% | 16.75% | 87.01% | N/A | N/A | |
Advanced Micro Devices, Inc. | 17.22% | 28.62% | 1.18% | 61.54% | 43.68% | 51.61% |
-3.81% | 4.16% | 3.60% | -4.33% | N/A | N/A | |
33.17% | 9.41% | 32.09% | 53.02% | N/A | N/A | |
21.21% | 2.41% | 18.18% | 33.04% | N/A | N/A | |
16.67% | 5.15% | -4.38% | 51.89% | N/A | N/A | |
0.32% | 4.48% | 5.46% | 13.46% | N/A | N/A | |
-1.44% | -0.28% | -4.64% | 15.16% | N/A | N/A | |
-52.97% | 23.45% | -38.53% | -34.25% | N/A | N/A | |
10.30% | -4.99% | 15.40% | 1.48% | N/A | N/A | |
22.60% | 6.95% | 9.53% | 46.97% | N/A | N/A | |
Amgen Inc. | 12.73% | -0.90% | 19.16% | 20.51% | 13.26% | 11.87% |
2.19% | 5.55% | 11.93% | 6.44% | N/A | N/A | |
42.51% | 1.90% | 22.98% | 63.26% | N/A | N/A | |
Applied Materials, Inc. | 24.62% | 14.95% | -4.17% | 44.42% | 32.92% | 27.77% |
Booking Holdings Inc. | 20.20% | 13.45% | 18.74% | 41.66% | 16.84% | 14.93% |
Analog Devices, Inc. | 17.03% | 7.38% | 13.31% | 34.70% | 18.39% | 20.68% |
-0.32% | -5.32% | 5.75% | 13.89% | N/A | N/A | |
-0.99% | 55.26% | 19.62% | 35.43% | N/A | N/A | |
8.57% | 9.26% | 24.48% | 18.24% | N/A | N/A | |
Automatic Data Processing, Inc. | 24.56% | 6.42% | 15.40% | 16.69% | 14.63% | 17.23% |
12.79% | -1.94% | 13.46% | 29.21% | N/A | N/A | |
Airbnb, Inc. | -2.67% | 15.94% | -18.54% | 3.70% | N/A | N/A |
4.16% | 10.73% | -16.36% | 30.33% | N/A | N/A | |
32.16% | 17.81% | 21.13% | 40.03% | N/A | N/A | |
14.46% | -11.16% | 6.50% | 20.85% | N/A | N/A | |
10.01% | 6.67% | 10.05% | 21.82% | N/A | N/A | |
20.51% | 18.84% | -16.22% | 48.22% | N/A | N/A | |
-1.29% | 1.50% | -5.11% | 10.49% | N/A | N/A | |
0.55% | 11.59% | -9.00% | 7.88% | N/A | N/A | |
6.98% | 1.06% | 6.84% | 7.59% | N/A | N/A | |
-0.82% | 9.14% | -13.25% | 9.22% | N/A | N/A | |
35.68% | 11.54% | 12.93% | 69.43% | N/A | N/A | |
3.49% | 21.72% | -5.13% | -6.96% | N/A | N/A | |
22.89% | 4.32% | 6.55% | 27.64% | N/A | N/A | |
32.89% | 3.49% | 14.01% | 30.70% | N/A | N/A | |
-13.25% | -5.94% | -11.67% | 9.97% | N/A | N/A | |
-14.09% | 1.73% | -11.23% | -0.30% | N/A | N/A | |
14.65% | 12.73% | 1.20% | 33.31% | N/A | N/A | |
-15.79% | -0.04% | 20.57% | -26.02% | N/A | N/A | |
28.17% | 1.42% | 34.73% | 62.65% | N/A | N/A | |
54.91% | 67.01% | 63.07% | 53.11% | N/A | N/A | |
3.56% | 4.10% | -5.95% | 20.62% | N/A | N/A | |
21.56% | 10.44% | -0.15% | 35.08% | N/A | N/A | |
38.26% | 5.91% | 22.68% | 66.33% | N/A | N/A | |
-29.36% | 4.16% | -17.20% | -17.06% | N/A | N/A | |
Baidu, Inc. | -10.98% | 30.86% | 2.43% | -20.64% | 0.41% | -6.32% |
-44.05% | 1.20% | -50.57% | -16.44% | N/A | N/A | |
-45.90% | 8.96% | -22.91% | -25.78% | N/A | N/A | |
-12.92% | 4.35% | -14.80% | -0.62% | N/A | N/A | |
-41.29% | -19.89% | -47.68% | -42.66% | N/A | N/A | |
6.18% | 10.24% | -13.22% | 22.95% | N/A | N/A | |
Autodesk, Inc. | 12.98% | 9.87% | 10.95% | 30.64% | 13.75% | 17.79% |
American Electric Power Company, Inc. | 24.62% | -3.77% | 17.61% | 38.97% | 4.88% | 10.05% |
-15.56% | 3.84% | -0.58% | -22.43% | N/A | N/A | |
11.52% | -1.18% | 18.20% | 24.94% | N/A | N/A | |
-2.99% | -3.29% | -4.56% | 11.69% | N/A | N/A | |
11.10% | 10.07% | -3.97% | 20.42% | N/A | N/A | |
-14.33% | 0.67% | -8.52% | 7.53% | N/A | N/A | |
18.74% | 6.79% | 10.91% | 19.62% | N/A | N/A | |
13.79% | 3.69% | 6.72% | 6.54% | N/A | N/A | |
-4.80% | 3.97% | -13.40% | -8.51% | N/A | N/A | |
Biogen Inc. | -29.55% | -9.22% | -11.73% | -31.00% | -3.96% | -4.56% |
3.25% | -5.56% | 1.86% | 26.69% | N/A | N/A | |
59.16% | 14.18% | 31.89% | 36.41% | N/A | N/A | |
0.00% | 0.00% | 0.00% | 6.64% | N/A | N/A | |
-14.01% | -2.97% | -21.47% | -7.87% | N/A | N/A | |
-25.09% | 53.14% | -11.80% | -16.15% | N/A | N/A | |
78.90% | 20.44% | 33.37% | 68.77% | N/A | N/A | |
5.19% | -0.47% | 9.97% | 15.67% | N/A | N/A | |
4.68% | 0.90% | 17.93% | 13.36% | N/A | N/A | |
2.02% | 0.38% | 7.27% | 13.49% | N/A | N/A | |
1.93% | 15.41% | -1.37% | 36.36% | N/A | N/A | |
10.21% | 6.50% | -6.48% | 27.97% | N/A | N/A | |
14.76% | 18.92% | -5.71% | 61.15% | N/A | N/A | |
14.49% | 0.35% | 19.04% | 12.20% | N/A | N/A | |
-51.09% | 4.48% | -45.43% | -33.65% | N/A | N/A | |
-32.16% | 6.93% | -11.16% | -26.69% | N/A | N/A | |
3.11% | 12.28% | 7.49% | 4.20% | N/A | N/A | |
ANSYS, Inc. | -11.58% | 5.19% | -6.86% | 6.63% | 7.80% | 15.69% |
Arch Capital Group Ltd. | 47.99% | -0.49% | 20.49% | 33.92% | 21.78% | 19.69% |
-36.54% | -7.95% | -28.12% | -27.59% | N/A | N/A | |
2.33% | 6.08% | -8.87% | 7.20% | N/A | N/A | |
Align Technology, Inc. | -14.58% | 5.84% | -29.13% | -17.57% | 3.82% | 17.92% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью QQQ2, 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 | 1.75% | 5.26% | 2.23% | -2.14% | 6.63% | 6.53% | -1.06% | 0.01% | 3.29% | 23.44% | |||
2023 | 13.25% | 0.17% | 11.09% | 1.08% | 9.36% | 5.93% | 4.81% | -0.66% | -5.15% | -1.89% | 10.64% | 4.50% | 65.28% |
2022 | -7.62% | -3.48% | 4.51% | -13.63% | -1.38% | -8.00% | 12.61% | -5.45% | -11.02% | 2.27% | 7.18% | -9.13% | -31.09% |
2021 | 1.19% | 1.16% | 1.80% | 7.62% | -0.90% | 6.97% | 3.76% | 5.37% | -5.77% | 9.80% | 2.92% | 1.57% | 40.57% |
2020 | 3.59% | 3.59% |
Комиссия
Комиссия QQQ2 составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг QQQ2 среди портфелей на нашем сайте составляет 29, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
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.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
---|---|---|---|---|---|
Apple Inc | 1.23 | 1.87 | 1.23 | 1.68 | 3.94 |
1.42 | 1.92 | 1.24 | 1.79 | 5.06 | |
0.71 | 1.07 | 1.15 | 0.89 | 2.39 | |
0.71 | 1.08 | 1.15 | 0.89 | 2.38 | |
Amazon.com, Inc. | 1.53 | 2.15 | 1.28 | 1.19 | 7.44 |
3.66 | 3.75 | 1.48 | 7.04 | 21.45 | |
-0.11 | 0.23 | 1.03 | -0.09 | -0.26 | |
2.43 | 3.31 | 1.45 | 3.61 | 14.59 | |
Broadcom Inc. | 2.57 | 3.09 | 1.40 | 4.64 | 14.27 |
ASML Holding N.V. | 0.95 | 1.45 | 1.19 | 1.18 | 3.19 |
0.59 | 0.96 | 1.12 | 0.53 | 2.21 | |
3.29 | 3.88 | 1.58 | 6.27 | 16.25 | |
Adobe Inc | -0.17 | 0.00 | 1.00 | -0.16 | -0.37 |
AstraZeneca PLC | 0.84 | 1.24 | 1.16 | 0.87 | 3.09 |
0.09 | 0.25 | 1.04 | 0.08 | 0.21 | |
2.77 | 3.88 | 1.51 | 1.79 | 20.62 | |
Advanced Micro Devices, Inc. | 1.27 | 1.87 | 1.24 | 1.45 | 3.11 |
-0.13 | -0.02 | 1.00 | -0.08 | -0.25 | |
3.82 | 5.12 | 1.71 | 5.36 | 26.50 | |
1.26 | 1.84 | 1.22 | 1.29 | 7.52 | |
1.44 | 1.94 | 1.26 | 1.26 | 4.17 | |
0.93 | 1.32 | 1.17 | 0.68 | 2.97 | |
0.58 | 0.90 | 1.12 | 0.52 | 2.67 | |
-0.68 | -0.70 | 0.89 | -0.50 | -1.04 | |
0.06 | 0.26 | 1.05 | 0.08 | 0.16 | |
2.21 | 3.16 | 1.43 | 1.24 | 13.59 | |
Amgen Inc. | 0.90 | 1.46 | 1.19 | 1.21 | 2.89 |
0.16 | 0.60 | 1.09 | 0.16 | 0.36 | |
2.29 | 3.21 | 1.42 | 2.14 | 16.66 | |
Applied Materials, Inc. | 1.10 | 1.63 | 1.21 | 1.41 | 3.77 |
Booking Holdings Inc. | 1.51 | 1.86 | 1.29 | 2.02 | 5.97 |
Analog Devices, Inc. | 1.10 | 1.69 | 1.20 | 1.59 | 6.25 |
0.87 | 1.34 | 1.16 | 0.69 | 1.99 | |
0.68 | 1.22 | 1.20 | 0.66 | 2.26 | |
0.78 | 1.18 | 1.16 | 0.71 | 1.29 | |
Automatic Data Processing, Inc. | 1.03 | 1.34 | 1.21 | 0.91 | 3.83 |
1.14 | 1.83 | 1.23 | 2.28 | 4.72 | |
Airbnb, Inc. | 0.14 | 0.44 | 1.06 | 0.10 | 0.34 |
0.75 | 1.22 | 1.16 | 0.86 | 2.17 | |
1.16 | 1.71 | 1.22 | 0.48 | 5.98 | |
1.07 | 1.58 | 1.19 | 1.18 | 4.28 | |
0.91 | 1.58 | 1.18 | 0.96 | 2.22 | |
1.01 | 1.67 | 1.20 | 1.08 | 2.60 | |
0.62 | 0.97 | 1.12 | 0.53 | 1.31 | |
0.29 | 0.62 | 1.08 | 0.37 | 0.95 | |
0.56 | 0.89 | 1.11 | 0.65 | 1.80 | |
0.35 | 0.71 | 1.09 | 0.44 | 1.05 | |
1.71 | 2.20 | 1.30 | 3.14 | 8.88 | |
-0.10 | 0.15 | 1.02 | -0.11 | -0.23 | |
1.48 | 2.01 | 1.28 | 1.63 | 4.11 | |
0.77 | 1.45 | 1.20 | 0.78 | 2.64 | |
0.38 | 0.75 | 1.11 | 0.37 | 0.70 | |
-0.04 | 0.10 | 1.01 | -0.04 | -0.08 | |
1.52 | 2.05 | 1.27 | 1.79 | 4.84 | |
-0.62 | -0.69 | 0.91 | -0.35 | -0.82 | |
1.89 | 2.60 | 1.32 | 1.53 | 6.65 | |
0.98 | 1.84 | 1.20 | 0.65 | 2.87 | |
0.57 | 0.97 | 1.12 | 0.77 | 2.09 | |
0.69 | 1.24 | 1.15 | 0.71 | 2.31 | |
3.80 | 5.91 | 1.75 | 12.72 | 37.99 | |
-0.36 | -0.21 | 0.97 | -0.22 | -0.59 | |
Baidu, Inc. | -0.53 | -0.59 | 0.93 | -0.28 | -0.84 |
-0.29 | 0.03 | 1.01 | -0.27 | -0.68 | |
-0.70 | -0.80 | 0.89 | -0.45 | -0.79 | |
-0.02 | 0.23 | 1.03 | -0.03 | -0.07 | |
-0.73 | -0.92 | 0.89 | -0.50 | -1.50 | |
0.96 | 1.35 | 1.20 | 0.87 | 1.79 | |
Autodesk, Inc. | 1.13 | 1.62 | 1.21 | 0.72 | 3.32 |
American Electric Power Company, Inc. | 2.18 | 3.11 | 1.38 | 1.52 | 12.01 |
-0.43 | -0.31 | 0.96 | -0.51 | -0.98 | |
1.37 | 1.89 | 1.25 | 0.83 | 4.99 | |
0.66 | 0.99 | 1.13 | 0.51 | 1.76 | |
1.03 | 1.48 | 1.19 | 1.40 | 3.03 | |
0.24 | 0.57 | 1.07 | 0.15 | 0.59 | |
1.11 | 1.49 | 1.22 | 1.09 | 4.92 | |
0.39 | 0.66 | 1.09 | 0.29 | 0.90 | |
-0.21 | -0.07 | 0.99 | -0.26 | -0.53 | |
Biogen Inc. | -1.17 | -1.61 | 0.81 | -0.55 | -1.74 |
1.28 | 2.11 | 1.26 | 1.84 | 5.27 | |
0.84 | 1.37 | 1.20 | 0.91 | 3.55 | |
1.53 | 4.12 | 2.05 | 2.77 | 11.97 | |
-0.24 | -0.16 | 0.98 | -0.23 | -0.47 | |
-0.30 | -0.02 | 1.00 | -0.32 | -0.49 | |
2.72 | 3.27 | 1.43 | 3.43 | 12.56 | |
0.97 | 1.44 | 1.18 | 0.99 | 3.06 | |
0.64 | 0.96 | 1.14 | 0.41 | 1.40 | |
0.71 | 1.14 | 1.13 | 0.46 | 1.61 | |
0.68 | 1.38 | 1.18 | 0.52 | 2.91 | |
1.34 | 2.05 | 1.27 | 1.41 | 2.88 | |
1.44 | 1.94 | 1.28 | 1.48 | 4.01 | |
0.73 | 1.08 | 1.16 | 1.09 | 2.66 | |
-0.86 | -0.98 | 0.84 | -0.54 | -1.37 | |
-0.48 | -0.39 | 0.95 | -0.27 | -0.84 | |
0.06 | 0.41 | 1.05 | 0.03 | 0.15 | |
ANSYS, Inc. | 0.28 | 0.72 | 1.09 | 0.24 | 0.88 |
Arch Capital Group Ltd. | 1.48 | 2.01 | 1.26 | 1.83 | 5.09 |
-0.49 | -0.41 | 0.95 | -0.42 | -0.80 | |
0.38 | 0.70 | 1.08 | 0.16 | 1.31 | |
Align Technology, Inc. | -0.39 | -0.24 | 0.97 | -0.24 | -0.86 |
Дивиденды
Дивидендный доход
Дивидендная доходность QQQ2 за предыдущие двенадцать месяцев составила 0.71%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ2 | 0.71% | 0.70% | 0.80% | 0.57% | 0.70% | 0.79% | 1.94% | 0.93% | 1.06% | 1.14% | 1.12% | 1.23% |
Активы портфеля: | ||||||||||||
Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | |
0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
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% |
0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Broadcom Inc. | 1.16% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
ASML Holding N.V. | 0.80% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
3.07% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% | |
2.17% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% | |
Adobe 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% |
AstraZeneca PLC | 1.93% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
3.02% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
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% |
2.98% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% | |
1.23% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% | |
2.57% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% | |
1.98% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% | |
2.09% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.63% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.44% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% | |
2.14% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% | |
3.71% | 3.82% | 4.22% | 3.80% | 3.61% | 3.46% | 4.29% | 3.67% | 4.03% | 3.77% | 4.19% | 3.47% | |
4.53% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% | |
Amgen Inc. | 2.80% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
2.37% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Applied Materials, Inc. | 0.72% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
Booking Holdings Inc. | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Analog Devices, Inc. | 1.58% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
2.46% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
3.59% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% | |
Automatic Data Processing, Inc. | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Airbnb, 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% |
1.02% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.95% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% | 0.00% | |
0.45% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.39% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% | 2.05% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
4.42% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.74% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% | |
2.65% | 1.88% | 2.10% | 0.81% | 0.97% | 3.19% | 0.70% | 1.04% | 1.35% | 0.97% | 2.47% | 1.26% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.90% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.38% | 0.36% | 0.52% | 0.53% | |
1.70% | 2.08% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.73% | 1.77% | 2.14% | 0.99% | 0.94% | 0.98% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.25% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% | 1.67% | |
0.68% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% | 1.28% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Baidu, 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% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.32% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
4.21% | 4.31% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% | 2.87% | |
Autodesk, 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% |
American Electric Power Company, Inc. | 3.58% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% | 4.17% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.42% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% | 3.12% | |
4.62% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 3.09% | 3.43% | 3.80% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.71% | 2.90% | 2.62% | 1.90% | 2.66% | 2.85% | 3.35% | 2.82% | 2.89% | 3.03% | 3.16% | 1.54% | |
3.79% | 5.01% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.51% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | |
Biogen 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% |
1.01% | 0.97% | 1.07% | 1.00% | 0.23% | 0.88% | 1.08% | 0.80% | 0.82% | 0.87% | 0.85% | 0.91% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.47% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% | |
0.53% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
3.44% | 3.36% | 2.78% | 2.70% | 2.58% | 2.55% | 3.09% | 2.99% | 3.34% | 3.56% | 3.34% | 3.97% | |
1.56% | 1.54% | 1.89% | 1.08% | 1.07% | 1.29% | 1.26% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.70% | 2.73% | 2.60% | 1.74% | 2.83% | 2.32% | 2.90% | 2.31% | 2.52% | 2.70% | 2.07% | 1.66% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.55% | 0.57% | 0.70% | 0.51% | 0.52% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
ANSYS, 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% |
Arch Capital Group Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
4.63% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% | |
Align Technology, 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.
Максимальные просадки
QQQ2 показал максимальную просадку в 35.25%, зарегистрированную 3 нояб. 2022 г.. Полное восстановление заняло 153 торговые сессии.
Текущая просадка QQQ2 составляет 4.30%.
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 |
---|---|---|---|---|---|---|
-35.25% | 28 дек. 2021 г. | 216 | 3 нояб. 2022 г. | 153 | 15 июн. 2023 г. | 369 |
-13.55% | 11 июл. 2024 г. | 18 | 5 авг. 2024 г. | — | — | — |
-9.89% | 16 февр. 2021 г. | 15 | 8 мар. 2021 г. | 21 | 7 апр. 2021 г. | 36 |
-9.61% | 1 авг. 2023 г. | 62 | 26 окт. 2023 г. | 13 | 14 нояб. 2023 г. | 75 |
-7.56% | 8 сент. 2021 г. | 19 | 4 окт. 2021 г. | 16 | 26 окт. 2021 г. | 35 |
Волатильность
График волатильности
Текущая волатильность QQQ2 составляет 4.23%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
KHC | VZ | SNY | AZN | XEL | CME | AEP | SGEN | ACGL | LI | GILD | EXC | DLTR | KDP | NTES | ORLY | AMGN | PDD | VRTX | MRNA | JD | PEP | WBD | MDLZ | REGN | IBKR | BIIB | TMUS | CHTR | BIDU | PCAR | EA | DXCM | TSLA | EQIX | MNST | MAR | ABNB | CSX | CMCSA | BKNG | CRWD | ILMN | ROST | VRSK | COST | ODFL | NFLX | MDB | DDOG | HON | FAST | TEAM | SBUX | MU | ADP | LULU | INTC | MELI | CSGP | CSCO | META | PYPL | CTSH | PAYX | ALGN | WDAY | TTD | AMD | FTNT | NVDA | AMZN | GOOG | GOOGL | AAPL | CTAS | IDXX | ON | LRCX | QCOM | AVGO | ISRG | AMAT | MRVL | CPRT | TROW | ADBE | NXPI | MSFT | KLAC | CDNS | ASML | MCHP | TXN | SNPS | ADI | INTU | ADSK | ANSS | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
KHC | 1.00 | 0.38 | 0.22 | 0.18 | 0.40 | 0.15 | 0.43 | 0.05 | 0.25 | -0.04 | 0.35 | 0.36 | 0.23 | 0.47 | 0.02 | 0.21 | 0.35 | -0.02 | 0.18 | 0.04 | -0.00 | 0.53 | 0.18 | 0.58 | 0.17 | 0.06 | 0.16 | 0.26 | 0.21 | 0.02 | 0.27 | 0.17 | 0.08 | 0.04 | 0.18 | 0.30 | 0.11 | 0.01 | 0.25 | 0.29 | 0.09 | -0.09 | 0.10 | 0.18 | 0.20 | 0.18 | 0.10 | -0.01 | -0.10 | -0.04 | 0.30 | 0.23 | -0.02 | 0.23 | 0.01 | 0.29 | 0.09 | 0.11 | 0.00 | 0.13 | 0.26 | 0.04 | 0.06 | 0.22 | 0.27 | 0.05 | 0.03 | -0.03 | -0.03 | 0.01 | -0.07 | 0.01 | 0.06 | 0.06 | 0.10 | 0.19 | 0.08 | -0.00 | -0.02 | 0.04 | 0.03 | 0.09 | -0.02 | -0.01 | 0.08 | 0.19 | 0.01 | 0.05 | 0.05 | -0.01 | -0.03 | -0.01 | 0.05 | 0.11 | -0.03 | 0.07 | 0.05 | 0.03 | 0.05 |
VZ | 0.38 | 1.00 | 0.21 | 0.23 | 0.41 | 0.22 | 0.41 | 0.08 | 0.20 | 0.00 | 0.31 | 0.34 | 0.17 | 0.29 | 0.01 | 0.20 | 0.31 | -0.00 | 0.22 | 0.06 | 0.02 | 0.34 | 0.23 | 0.37 | 0.20 | 0.08 | 0.22 | 0.35 | 0.28 | 0.04 | 0.20 | 0.18 | 0.07 | 0.03 | 0.25 | 0.21 | 0.11 | 0.01 | 0.30 | 0.34 | 0.11 | -0.02 | 0.10 | 0.19 | 0.18 | 0.13 | 0.18 | 0.07 | -0.04 | -0.01 | 0.28 | 0.23 | 0.03 | 0.19 | 0.02 | 0.26 | 0.07 | 0.15 | 0.08 | 0.14 | 0.31 | 0.09 | 0.09 | 0.24 | 0.26 | 0.09 | 0.01 | 0.01 | -0.01 | 0.06 | -0.00 | 0.07 | 0.10 | 0.10 | 0.11 | 0.19 | 0.13 | 0.02 | -0.01 | 0.07 | 0.05 | 0.13 | 0.00 | 0.02 | 0.11 | 0.25 | 0.06 | 0.05 | 0.08 | 0.01 | 0.01 | 0.06 | 0.08 | 0.14 | 0.01 | 0.09 | 0.07 | 0.11 | 0.07 |
SNY | 0.22 | 0.21 | 1.00 | 0.47 | 0.27 | 0.16 | 0.25 | 0.14 | 0.23 | 0.06 | 0.31 | 0.26 | 0.14 | 0.23 | 0.15 | 0.11 | 0.32 | 0.09 | 0.29 | 0.14 | 0.12 | 0.28 | 0.14 | 0.30 | 0.32 | 0.12 | 0.25 | 0.25 | 0.14 | 0.12 | 0.19 | 0.21 | 0.12 | 0.13 | 0.24 | 0.23 | 0.12 | 0.05 | 0.18 | 0.19 | 0.14 | 0.06 | 0.16 | 0.19 | 0.19 | 0.12 | 0.14 | 0.13 | 0.08 | 0.07 | 0.22 | 0.16 | 0.14 | 0.18 | 0.12 | 0.21 | 0.15 | 0.16 | 0.16 | 0.20 | 0.24 | 0.13 | 0.15 | 0.24 | 0.20 | 0.18 | 0.14 | 0.10 | 0.08 | 0.18 | 0.07 | 0.12 | 0.15 | 0.15 | 0.17 | 0.22 | 0.21 | 0.13 | 0.10 | 0.13 | 0.11 | 0.22 | 0.10 | 0.10 | 0.20 | 0.21 | 0.19 | 0.14 | 0.19 | 0.13 | 0.16 | 0.17 | 0.15 | 0.17 | 0.14 | 0.16 | 0.19 | 0.18 | 0.18 |
AZN | 0.18 | 0.23 | 0.47 | 1.00 | 0.29 | 0.15 | 0.26 | 0.16 | 0.18 | 0.06 | 0.33 | 0.26 | 0.09 | 0.21 | 0.12 | 0.16 | 0.36 | 0.09 | 0.32 | 0.20 | 0.13 | 0.30 | 0.12 | 0.30 | 0.32 | 0.11 | 0.31 | 0.25 | 0.12 | 0.15 | 0.17 | 0.19 | 0.16 | 0.10 | 0.24 | 0.21 | 0.13 | 0.08 | 0.18 | 0.19 | 0.18 | 0.08 | 0.25 | 0.19 | 0.23 | 0.18 | 0.15 | 0.12 | 0.11 | 0.09 | 0.24 | 0.18 | 0.14 | 0.22 | 0.12 | 0.26 | 0.17 | 0.17 | 0.18 | 0.22 | 0.24 | 0.15 | 0.15 | 0.21 | 0.24 | 0.17 | 0.15 | 0.09 | 0.09 | 0.18 | 0.10 | 0.11 | 0.14 | 0.14 | 0.19 | 0.24 | 0.27 | 0.14 | 0.11 | 0.15 | 0.10 | 0.27 | 0.12 | 0.12 | 0.20 | 0.23 | 0.12 | 0.15 | 0.18 | 0.14 | 0.15 | 0.20 | 0.16 | 0.19 | 0.15 | 0.19 | 0.19 | 0.18 | 0.22 |
XEL | 0.40 | 0.41 | 0.27 | 0.29 | 1.00 | 0.26 | 0.82 | 0.11 | 0.22 | -0.05 | 0.37 | 0.68 | 0.17 | 0.43 | 0.01 | 0.24 | 0.38 | -0.05 | 0.23 | 0.13 | 0.00 | 0.56 | 0.16 | 0.50 | 0.24 | 0.06 | 0.24 | 0.31 | 0.28 | -0.03 | 0.17 | 0.19 | 0.15 | 0.06 | 0.38 | 0.31 | 0.07 | -0.02 | 0.31 | 0.32 | 0.07 | -0.02 | 0.18 | 0.16 | 0.38 | 0.28 | 0.17 | 0.09 | -0.02 | 0.03 | 0.34 | 0.32 | 0.12 | 0.27 | -0.00 | 0.38 | 0.11 | 0.13 | 0.08 | 0.27 | 0.30 | 0.10 | 0.13 | 0.26 | 0.36 | 0.14 | 0.08 | 0.03 | -0.01 | 0.14 | -0.02 | 0.12 | 0.16 | 0.16 | 0.21 | 0.35 | 0.21 | 0.04 | -0.00 | 0.07 | 0.06 | 0.24 | -0.00 | 0.01 | 0.17 | 0.21 | 0.13 | 0.06 | 0.18 | 0.01 | 0.09 | 0.06 | 0.09 | 0.16 | 0.08 | 0.13 | 0.15 | 0.13 | 0.16 |
CME | 0.15 | 0.22 | 0.16 | 0.15 | 0.26 | 1.00 | 0.26 | 0.10 | 0.29 | 0.09 | 0.14 | 0.29 | 0.14 | 0.23 | 0.09 | 0.25 | 0.18 | 0.08 | 0.17 | 0.06 | 0.08 | 0.31 | 0.14 | 0.25 | 0.14 | 0.32 | 0.11 | 0.22 | 0.16 | 0.10 | 0.18 | 0.17 | 0.16 | 0.10 | 0.22 | 0.21 | 0.22 | 0.09 | 0.33 | 0.23 | 0.20 | 0.11 | 0.15 | 0.25 | 0.33 | 0.23 | 0.23 | 0.17 | 0.14 | 0.14 | 0.28 | 0.29 | 0.17 | 0.24 | 0.09 | 0.38 | 0.19 | 0.17 | 0.15 | 0.25 | 0.27 | 0.16 | 0.17 | 0.26 | 0.37 | 0.17 | 0.20 | 0.16 | 0.14 | 0.24 | 0.14 | 0.16 | 0.20 | 0.20 | 0.15 | 0.33 | 0.21 | 0.09 | 0.14 | 0.14 | 0.17 | 0.23 | 0.15 | 0.12 | 0.25 | 0.27 | 0.20 | 0.14 | 0.22 | 0.16 | 0.19 | 0.16 | 0.14 | 0.17 | 0.17 | 0.17 | 0.27 | 0.22 | 0.21 |
AEP | 0.43 | 0.41 | 0.25 | 0.26 | 0.82 | 0.26 | 1.00 | 0.10 | 0.23 | -0.01 | 0.37 | 0.72 | 0.21 | 0.45 | 0.02 | 0.24 | 0.37 | -0.04 | 0.23 | 0.12 | 0.02 | 0.57 | 0.20 | 0.52 | 0.24 | 0.10 | 0.23 | 0.35 | 0.28 | -0.02 | 0.22 | 0.21 | 0.15 | 0.07 | 0.38 | 0.33 | 0.11 | 0.02 | 0.34 | 0.31 | 0.09 | -0.01 | 0.22 | 0.18 | 0.38 | 0.29 | 0.21 | 0.08 | 0.01 | 0.03 | 0.40 | 0.32 | 0.09 | 0.28 | 0.02 | 0.41 | 0.11 | 0.16 | 0.10 | 0.27 | 0.32 | 0.11 | 0.12 | 0.27 | 0.39 | 0.13 | 0.10 | 0.04 | 0.02 | 0.15 | -0.01 | 0.12 | 0.16 | 0.16 | 0.20 | 0.33 | 0.22 | 0.06 | 0.02 | 0.08 | 0.08 | 0.21 | 0.02 | 0.03 | 0.17 | 0.24 | 0.13 | 0.09 | 0.18 | 0.03 | 0.08 | 0.08 | 0.10 | 0.19 | 0.09 | 0.14 | 0.16 | 0.15 | 0.16 |
SGEN | 0.05 | 0.08 | 0.14 | 0.16 | 0.11 | 0.10 | 0.10 | 1.00 | 0.14 | 0.14 | 0.18 | 0.15 | 0.11 | 0.10 | 0.16 | 0.10 | 0.21 | 0.16 | 0.31 | 0.23 | 0.15 | 0.10 | 0.08 | 0.14 | 0.27 | 0.10 | 0.27 | 0.19 | 0.20 | 0.20 | 0.11 | 0.18 | 0.27 | 0.22 | 0.22 | 0.17 | 0.14 | 0.22 | 0.11 | 0.21 | 0.18 | 0.26 | 0.25 | 0.17 | 0.21 | 0.15 | 0.14 | 0.24 | 0.28 | 0.28 | 0.18 | 0.18 | 0.28 | 0.18 | 0.19 | 0.19 | 0.23 | 0.15 | 0.30 | 0.20 | 0.18 | 0.27 | 0.24 | 0.20 | 0.21 | 0.27 | 0.25 | 0.29 | 0.24 | 0.27 | 0.23 | 0.25 | 0.21 | 0.22 | 0.21 | 0.19 | 0.31 | 0.21 | 0.20 | 0.22 | 0.24 | 0.28 | 0.21 | 0.24 | 0.24 | 0.22 | 0.29 | 0.21 | 0.22 | 0.22 | 0.28 | 0.22 | 0.22 | 0.22 | 0.28 | 0.24 | 0.28 | 0.29 | 0.30 |
ACGL | 0.25 | 0.20 | 0.23 | 0.18 | 0.22 | 0.29 | 0.23 | 0.14 | 1.00 | 0.05 | 0.23 | 0.28 | 0.21 | 0.25 | 0.09 | 0.36 | 0.22 | 0.07 | 0.26 | 0.06 | 0.06 | 0.26 | 0.18 | 0.27 | 0.18 | 0.36 | 0.18 | 0.30 | 0.21 | 0.08 | 0.36 | 0.17 | 0.18 | 0.11 | 0.15 | 0.27 | 0.35 | 0.13 | 0.34 | 0.28 | 0.31 | 0.11 | 0.10 | 0.32 | 0.31 | 0.22 | 0.26 | 0.13 | 0.06 | 0.10 | 0.39 | 0.27 | 0.06 | 0.29 | 0.17 | 0.35 | 0.22 | 0.16 | 0.19 | 0.23 | 0.31 | 0.20 | 0.13 | 0.32 | 0.33 | 0.19 | 0.14 | 0.16 | 0.16 | 0.21 | 0.15 | 0.12 | 0.19 | 0.18 | 0.20 | 0.38 | 0.19 | 0.18 | 0.17 | 0.18 | 0.18 | 0.24 | 0.18 | 0.15 | 0.32 | 0.28 | 0.19 | 0.22 | 0.20 | 0.18 | 0.21 | 0.16 | 0.21 | 0.21 | 0.21 | 0.19 | 0.19 | 0.20 | 0.21 |
LI | -0.04 | 0.00 | 0.06 | 0.06 | -0.05 | 0.09 | -0.01 | 0.14 | 0.05 | 1.00 | 0.04 | 0.03 | 0.11 | 0.04 | 0.45 | 0.05 | 0.03 | 0.47 | 0.09 | 0.22 | 0.52 | -0.03 | 0.20 | 0.01 | 0.06 | 0.23 | 0.14 | 0.12 | 0.11 | 0.54 | 0.17 | 0.19 | 0.20 | 0.37 | 0.16 | 0.14 | 0.20 | 0.32 | 0.14 | 0.18 | 0.22 | 0.26 | 0.28 | 0.15 | 0.10 | 0.13 | 0.17 | 0.25 | 0.30 | 0.30 | 0.15 | 0.13 | 0.28 | 0.24 | 0.31 | 0.13 | 0.27 | 0.28 | 0.29 | 0.23 | 0.13 | 0.25 | 0.30 | 0.19 | 0.15 | 0.31 | 0.26 | 0.35 | 0.32 | 0.23 | 0.29 | 0.27 | 0.23 | 0.23 | 0.24 | 0.14 | 0.24 | 0.32 | 0.29 | 0.26 | 0.24 | 0.23 | 0.29 | 0.32 | 0.24 | 0.27 | 0.23 | 0.30 | 0.23 | 0.28 | 0.22 | 0.30 | 0.29 | 0.27 | 0.24 | 0.29 | 0.24 | 0.28 | 0.29 |
GILD | 0.35 | 0.31 | 0.31 | 0.33 | 0.37 | 0.14 | 0.37 | 0.18 | 0.23 | 0.04 | 1.00 | 0.30 | 0.20 | 0.32 | 0.12 | 0.26 | 0.53 | 0.06 | 0.40 | 0.24 | 0.11 | 0.42 | 0.23 | 0.41 | 0.45 | 0.11 | 0.41 | 0.31 | 0.28 | 0.12 | 0.25 | 0.24 | 0.20 | 0.10 | 0.26 | 0.29 | 0.15 | 0.07 | 0.24 | 0.34 | 0.17 | 0.03 | 0.27 | 0.26 | 0.31 | 0.21 | 0.18 | 0.15 | 0.05 | 0.08 | 0.32 | 0.28 | 0.14 | 0.27 | 0.10 | 0.34 | 0.19 | 0.19 | 0.15 | 0.26 | 0.35 | 0.15 | 0.19 | 0.32 | 0.31 | 0.18 | 0.17 | 0.10 | 0.08 | 0.17 | 0.04 | 0.15 | 0.16 | 0.16 | 0.20 | 0.26 | 0.26 | 0.13 | 0.09 | 0.15 | 0.15 | 0.23 | 0.09 | 0.10 | 0.24 | 0.29 | 0.21 | 0.18 | 0.18 | 0.11 | 0.13 | 0.13 | 0.20 | 0.24 | 0.12 | 0.20 | 0.19 | 0.20 | 0.19 |
EXC | 0.36 | 0.34 | 0.26 | 0.26 | 0.68 | 0.29 | 0.72 | 0.15 | 0.28 | 0.03 | 0.30 | 1.00 | 0.22 | 0.40 | 0.05 | 0.26 | 0.32 | 0.02 | 0.22 | 0.16 | 0.08 | 0.47 | 0.17 | 0.45 | 0.25 | 0.14 | 0.23 | 0.35 | 0.26 | 0.07 | 0.26 | 0.22 | 0.19 | 0.14 | 0.39 | 0.32 | 0.17 | 0.09 | 0.33 | 0.32 | 0.15 | 0.04 | 0.25 | 0.23 | 0.36 | 0.29 | 0.28 | 0.09 | 0.05 | 0.08 | 0.37 | 0.34 | 0.14 | 0.31 | 0.08 | 0.39 | 0.16 | 0.20 | 0.15 | 0.27 | 0.37 | 0.12 | 0.18 | 0.30 | 0.41 | 0.23 | 0.13 | 0.11 | 0.08 | 0.20 | 0.07 | 0.15 | 0.20 | 0.19 | 0.22 | 0.38 | 0.26 | 0.13 | 0.08 | 0.14 | 0.15 | 0.27 | 0.09 | 0.11 | 0.24 | 0.28 | 0.19 | 0.15 | 0.21 | 0.10 | 0.16 | 0.14 | 0.18 | 0.23 | 0.15 | 0.20 | 0.24 | 0.20 | 0.22 |
DLTR | 0.23 | 0.17 | 0.14 | 0.09 | 0.17 | 0.14 | 0.21 | 0.11 | 0.21 | 0.11 | 0.20 | 0.22 | 1.00 | 0.25 | 0.11 | 0.30 | 0.23 | 0.11 | 0.18 | 0.15 | 0.09 | 0.24 | 0.25 | 0.26 | 0.20 | 0.21 | 0.20 | 0.21 | 0.24 | 0.14 | 0.33 | 0.20 | 0.20 | 0.18 | 0.20 | 0.32 | 0.28 | 0.23 | 0.32 | 0.30 | 0.21 | 0.15 | 0.25 | 0.41 | 0.29 | 0.34 | 0.31 | 0.18 | 0.19 | 0.22 | 0.32 | 0.33 | 0.23 | 0.29 | 0.21 | 0.28 | 0.33 | 0.26 | 0.24 | 0.29 | 0.27 | 0.22 | 0.23 | 0.31 | 0.31 | 0.29 | 0.24 | 0.24 | 0.20 | 0.22 | 0.20 | 0.23 | 0.20 | 0.20 | 0.22 | 0.29 | 0.28 | 0.26 | 0.23 | 0.25 | 0.22 | 0.23 | 0.24 | 0.24 | 0.30 | 0.37 | 0.20 | 0.26 | 0.21 | 0.23 | 0.21 | 0.24 | 0.28 | 0.27 | 0.24 | 0.25 | 0.25 | 0.29 | 0.27 |
KDP | 0.47 | 0.29 | 0.23 | 0.21 | 0.43 | 0.23 | 0.45 | 0.10 | 0.25 | 0.04 | 0.32 | 0.40 | 0.25 | 1.00 | 0.08 | 0.29 | 0.35 | 0.05 | 0.22 | 0.12 | 0.09 | 0.62 | 0.22 | 0.54 | 0.25 | 0.18 | 0.20 | 0.34 | 0.24 | 0.07 | 0.31 | 0.26 | 0.25 | 0.14 | 0.31 | 0.46 | 0.22 | 0.13 | 0.31 | 0.33 | 0.19 | 0.06 | 0.23 | 0.29 | 0.35 | 0.33 | 0.24 | 0.14 | 0.04 | 0.11 | 0.34 | 0.35 | 0.11 | 0.35 | 0.13 | 0.40 | 0.23 | 0.19 | 0.15 | 0.26 | 0.38 | 0.16 | 0.20 | 0.27 | 0.38 | 0.23 | 0.21 | 0.12 | 0.10 | 0.19 | 0.08 | 0.19 | 0.21 | 0.22 | 0.28 | 0.34 | 0.26 | 0.17 | 0.14 | 0.18 | 0.18 | 0.27 | 0.14 | 0.14 | 0.27 | 0.30 | 0.20 | 0.19 | 0.25 | 0.15 | 0.18 | 0.17 | 0.20 | 0.23 | 0.18 | 0.22 | 0.23 | 0.23 | 0.26 |
NTES | 0.02 | 0.01 | 0.15 | 0.12 | 0.01 | 0.09 | 0.02 | 0.16 | 0.09 | 0.45 | 0.12 | 0.05 | 0.11 | 0.08 | 1.00 | 0.03 | 0.10 | 0.57 | 0.14 | 0.20 | 0.63 | 0.07 | 0.24 | 0.07 | 0.14 | 0.27 | 0.14 | 0.14 | 0.19 | 0.61 | 0.15 | 0.30 | 0.21 | 0.30 | 0.20 | 0.20 | 0.23 | 0.29 | 0.16 | 0.25 | 0.25 | 0.25 | 0.24 | 0.21 | 0.15 | 0.14 | 0.20 | 0.29 | 0.28 | 0.25 | 0.21 | 0.13 | 0.28 | 0.23 | 0.29 | 0.16 | 0.28 | 0.30 | 0.30 | 0.28 | 0.19 | 0.33 | 0.31 | 0.26 | 0.17 | 0.31 | 0.30 | 0.35 | 0.32 | 0.23 | 0.27 | 0.28 | 0.30 | 0.30 | 0.28 | 0.19 | 0.24 | 0.33 | 0.32 | 0.32 | 0.30 | 0.24 | 0.31 | 0.34 | 0.25 | 0.27 | 0.31 | 0.34 | 0.27 | 0.33 | 0.26 | 0.33 | 0.34 | 0.28 | 0.27 | 0.31 | 0.26 | 0.30 | 0.30 |
ORLY | 0.21 | 0.20 | 0.11 | 0.16 | 0.24 | 0.25 | 0.24 | 0.10 | 0.36 | 0.05 | 0.26 | 0.26 | 0.30 | 0.29 | 0.03 | 1.00 | 0.25 | 0.04 | 0.24 | 0.11 | 0.04 | 0.36 | 0.13 | 0.30 | 0.23 | 0.24 | 0.20 | 0.31 | 0.22 | 0.06 | 0.31 | 0.18 | 0.19 | 0.09 | 0.22 | 0.38 | 0.26 | 0.14 | 0.34 | 0.26 | 0.24 | 0.15 | 0.18 | 0.40 | 0.40 | 0.38 | 0.34 | 0.20 | 0.13 | 0.17 | 0.36 | 0.42 | 0.18 | 0.34 | 0.18 | 0.41 | 0.32 | 0.17 | 0.23 | 0.32 | 0.33 | 0.22 | 0.18 | 0.29 | 0.37 | 0.20 | 0.22 | 0.19 | 0.20 | 0.31 | 0.19 | 0.23 | 0.23 | 0.23 | 0.26 | 0.45 | 0.29 | 0.18 | 0.24 | 0.17 | 0.24 | 0.30 | 0.25 | 0.18 | 0.43 | 0.30 | 0.26 | 0.21 | 0.29 | 0.24 | 0.30 | 0.23 | 0.20 | 0.25 | 0.28 | 0.23 | 0.27 | 0.29 | 0.29 |
AMGN | 0.35 | 0.31 | 0.32 | 0.36 | 0.38 | 0.18 | 0.37 | 0.21 | 0.22 | 0.03 | 0.53 | 0.32 | 0.23 | 0.35 | 0.10 | 0.25 | 1.00 | 0.06 | 0.44 | 0.24 | 0.11 | 0.40 | 0.18 | 0.40 | 0.48 | 0.12 | 0.42 | 0.30 | 0.32 | 0.12 | 0.30 | 0.26 | 0.19 | 0.13 | 0.30 | 0.27 | 0.17 | 0.07 | 0.29 | 0.38 | 0.20 | 0.06 | 0.27 | 0.25 | 0.29 | 0.27 | 0.20 | 0.18 | 0.06 | 0.07 | 0.35 | 0.29 | 0.13 | 0.26 | 0.17 | 0.36 | 0.22 | 0.27 | 0.17 | 0.27 | 0.38 | 0.23 | 0.21 | 0.34 | 0.34 | 0.20 | 0.19 | 0.09 | 0.14 | 0.19 | 0.11 | 0.19 | 0.22 | 0.22 | 0.26 | 0.31 | 0.28 | 0.19 | 0.19 | 0.21 | 0.20 | 0.30 | 0.20 | 0.16 | 0.23 | 0.35 | 0.21 | 0.22 | 0.24 | 0.21 | 0.20 | 0.21 | 0.23 | 0.29 | 0.20 | 0.25 | 0.24 | 0.24 | 0.24 |
PDD | -0.02 | -0.00 | 0.09 | 0.09 | -0.05 | 0.08 | -0.04 | 0.16 | 0.07 | 0.47 | 0.06 | 0.02 | 0.11 | 0.05 | 0.57 | 0.04 | 0.06 | 1.00 | 0.12 | 0.24 | 0.69 | 0.03 | 0.21 | 0.03 | 0.08 | 0.28 | 0.14 | 0.16 | 0.16 | 0.66 | 0.17 | 0.23 | 0.25 | 0.30 | 0.17 | 0.17 | 0.24 | 0.37 | 0.11 | 0.22 | 0.29 | 0.32 | 0.27 | 0.22 | 0.11 | 0.11 | 0.17 | 0.33 | 0.33 | 0.32 | 0.16 | 0.10 | 0.33 | 0.25 | 0.31 | 0.13 | 0.27 | 0.29 | 0.41 | 0.27 | 0.18 | 0.34 | 0.35 | 0.23 | 0.16 | 0.32 | 0.34 | 0.39 | 0.34 | 0.25 | 0.32 | 0.32 | 0.31 | 0.31 | 0.27 | 0.16 | 0.26 | 0.32 | 0.33 | 0.34 | 0.31 | 0.28 | 0.34 | 0.37 | 0.22 | 0.28 | 0.29 | 0.32 | 0.29 | 0.33 | 0.28 | 0.34 | 0.34 | 0.27 | 0.31 | 0.31 | 0.31 | 0.34 | 0.35 |
VRTX | 0.18 | 0.22 | 0.29 | 0.32 | 0.23 | 0.17 | 0.23 | 0.31 | 0.26 | 0.09 | 0.40 | 0.22 | 0.18 | 0.22 | 0.14 | 0.24 | 0.44 | 0.12 | 1.00 | 0.23 | 0.11 | 0.30 | 0.16 | 0.26 | 0.48 | 0.15 | 0.40 | 0.28 | 0.22 | 0.15 | 0.23 | 0.24 | 0.26 | 0.17 | 0.28 | 0.27 | 0.19 | 0.14 | 0.21 | 0.28 | 0.24 | 0.20 | 0.30 | 0.24 | 0.32 | 0.24 | 0.20 | 0.24 | 0.21 | 0.19 | 0.30 | 0.26 | 0.24 | 0.23 | 0.18 | 0.31 | 0.22 | 0.19 | 0.22 | 0.27 | 0.27 | 0.28 | 0.21 | 0.26 | 0.29 | 0.22 | 0.24 | 0.20 | 0.17 | 0.29 | 0.19 | 0.22 | 0.25 | 0.25 | 0.27 | 0.30 | 0.35 | 0.20 | 0.18 | 0.23 | 0.24 | 0.34 | 0.20 | 0.20 | 0.31 | 0.26 | 0.29 | 0.20 | 0.30 | 0.23 | 0.31 | 0.24 | 0.23 | 0.26 | 0.32 | 0.23 | 0.29 | 0.28 | 0.29 |
MRNA | 0.04 | 0.06 | 0.14 | 0.20 | 0.13 | 0.06 | 0.12 | 0.23 | 0.06 | 0.22 | 0.24 | 0.16 | 0.15 | 0.12 | 0.20 | 0.11 | 0.24 | 0.24 | 0.23 | 1.00 | 0.27 | 0.13 | 0.22 | 0.15 | 0.30 | 0.14 | 0.29 | 0.14 | 0.26 | 0.27 | 0.21 | 0.15 | 0.30 | 0.29 | 0.25 | 0.20 | 0.17 | 0.30 | 0.16 | 0.24 | 0.15 | 0.27 | 0.39 | 0.20 | 0.19 | 0.20 | 0.21 | 0.26 | 0.32 | 0.31 | 0.22 | 0.21 | 0.34 | 0.23 | 0.28 | 0.19 | 0.28 | 0.27 | 0.28 | 0.33 | 0.26 | 0.27 | 0.32 | 0.26 | 0.20 | 0.32 | 0.28 | 0.35 | 0.30 | 0.32 | 0.29 | 0.24 | 0.28 | 0.28 | 0.28 | 0.24 | 0.35 | 0.33 | 0.29 | 0.30 | 0.25 | 0.31 | 0.29 | 0.31 | 0.26 | 0.35 | 0.30 | 0.33 | 0.28 | 0.30 | 0.28 | 0.33 | 0.34 | 0.33 | 0.27 | 0.34 | 0.31 | 0.33 | 0.36 |
JD | -0.00 | 0.02 | 0.12 | 0.13 | 0.00 | 0.08 | 0.02 | 0.15 | 0.06 | 0.52 | 0.11 | 0.08 | 0.09 | 0.09 | 0.63 | 0.04 | 0.11 | 0.69 | 0.11 | 0.27 | 1.00 | 0.07 | 0.26 | 0.08 | 0.12 | 0.29 | 0.19 | 0.17 | 0.17 | 0.74 | 0.19 | 0.25 | 0.22 | 0.31 | 0.19 | 0.17 | 0.26 | 0.33 | 0.18 | 0.26 | 0.28 | 0.28 | 0.31 | 0.19 | 0.12 | 0.12 | 0.20 | 0.31 | 0.31 | 0.30 | 0.20 | 0.10 | 0.32 | 0.30 | 0.31 | 0.13 | 0.29 | 0.30 | 0.37 | 0.29 | 0.18 | 0.31 | 0.38 | 0.26 | 0.16 | 0.35 | 0.31 | 0.40 | 0.31 | 0.25 | 0.30 | 0.31 | 0.31 | 0.31 | 0.29 | 0.17 | 0.28 | 0.36 | 0.31 | 0.34 | 0.25 | 0.26 | 0.32 | 0.34 | 0.24 | 0.29 | 0.28 | 0.34 | 0.27 | 0.33 | 0.24 | 0.35 | 0.35 | 0.30 | 0.26 | 0.34 | 0.29 | 0.31 | 0.32 |
PEP | 0.53 | 0.34 | 0.28 | 0.30 | 0.56 | 0.31 | 0.57 | 0.10 | 0.26 | -0.03 | 0.42 | 0.47 | 0.24 | 0.62 | 0.07 | 0.36 | 0.40 | 0.03 | 0.30 | 0.13 | 0.07 | 1.00 | 0.13 | 0.72 | 0.31 | 0.08 | 0.27 | 0.38 | 0.29 | 0.05 | 0.25 | 0.27 | 0.24 | 0.11 | 0.37 | 0.55 | 0.16 | 0.05 | 0.34 | 0.38 | 0.15 | 0.01 | 0.20 | 0.28 | 0.49 | 0.39 | 0.23 | 0.16 | 0.04 | 0.07 | 0.39 | 0.37 | 0.11 | 0.38 | 0.08 | 0.46 | 0.23 | 0.17 | 0.14 | 0.29 | 0.40 | 0.17 | 0.19 | 0.29 | 0.43 | 0.19 | 0.19 | 0.08 | 0.06 | 0.21 | 0.07 | 0.19 | 0.24 | 0.24 | 0.28 | 0.45 | 0.28 | 0.11 | 0.10 | 0.15 | 0.17 | 0.32 | 0.10 | 0.10 | 0.31 | 0.28 | 0.25 | 0.14 | 0.30 | 0.12 | 0.23 | 0.15 | 0.15 | 0.23 | 0.21 | 0.20 | 0.28 | 0.23 | 0.27 |
WBD | 0.18 | 0.23 | 0.14 | 0.12 | 0.16 | 0.14 | 0.20 | 0.08 | 0.18 | 0.20 | 0.23 | 0.17 | 0.25 | 0.22 | 0.24 | 0.13 | 0.18 | 0.21 | 0.16 | 0.22 | 0.26 | 0.13 | 1.00 | 0.20 | 0.12 | 0.26 | 0.25 | 0.21 | 0.37 | 0.27 | 0.27 | 0.27 | 0.17 | 0.28 | 0.20 | 0.20 | 0.35 | 0.37 | 0.27 | 0.46 | 0.32 | 0.23 | 0.30 | 0.31 | 0.14 | 0.15 | 0.25 | 0.26 | 0.23 | 0.24 | 0.33 | 0.21 | 0.28 | 0.30 | 0.28 | 0.24 | 0.28 | 0.34 | 0.33 | 0.28 | 0.28 | 0.28 | 0.33 | 0.34 | 0.25 | 0.35 | 0.26 | 0.33 | 0.27 | 0.23 | 0.21 | 0.28 | 0.25 | 0.25 | 0.27 | 0.20 | 0.25 | 0.34 | 0.27 | 0.31 | 0.23 | 0.22 | 0.25 | 0.30 | 0.27 | 0.39 | 0.20 | 0.34 | 0.21 | 0.25 | 0.18 | 0.25 | 0.34 | 0.32 | 0.19 | 0.31 | 0.24 | 0.29 | 0.26 |
MDLZ | 0.58 | 0.37 | 0.30 | 0.30 | 0.50 | 0.25 | 0.52 | 0.14 | 0.27 | 0.01 | 0.41 | 0.45 | 0.26 | 0.54 | 0.07 | 0.30 | 0.40 | 0.03 | 0.26 | 0.15 | 0.08 | 0.72 | 0.20 | 1.00 | 0.28 | 0.09 | 0.28 | 0.37 | 0.31 | 0.09 | 0.31 | 0.29 | 0.23 | 0.12 | 0.37 | 0.49 | 0.21 | 0.11 | 0.33 | 0.40 | 0.18 | 0.03 | 0.25 | 0.30 | 0.42 | 0.37 | 0.23 | 0.19 | 0.06 | 0.10 | 0.41 | 0.35 | 0.10 | 0.38 | 0.11 | 0.41 | 0.25 | 0.20 | 0.18 | 0.27 | 0.37 | 0.19 | 0.22 | 0.32 | 0.40 | 0.21 | 0.19 | 0.11 | 0.12 | 0.19 | 0.08 | 0.18 | 0.23 | 0.23 | 0.27 | 0.37 | 0.29 | 0.14 | 0.14 | 0.15 | 0.17 | 0.33 | 0.14 | 0.13 | 0.28 | 0.32 | 0.21 | 0.17 | 0.26 | 0.15 | 0.19 | 0.18 | 0.18 | 0.23 | 0.18 | 0.23 | 0.26 | 0.22 | 0.28 |
REGN | 0.17 | 0.20 | 0.32 | 0.32 | 0.24 | 0.14 | 0.24 | 0.27 | 0.18 | 0.06 | 0.45 | 0.25 | 0.20 | 0.25 | 0.14 | 0.23 | 0.48 | 0.08 | 0.48 | 0.30 | 0.12 | 0.31 | 0.12 | 0.28 | 1.00 | 0.19 | 0.38 | 0.28 | 0.25 | 0.14 | 0.25 | 0.27 | 0.23 | 0.20 | 0.28 | 0.26 | 0.15 | 0.14 | 0.24 | 0.26 | 0.16 | 0.19 | 0.28 | 0.26 | 0.34 | 0.29 | 0.23 | 0.24 | 0.18 | 0.16 | 0.28 | 0.30 | 0.23 | 0.23 | 0.21 | 0.34 | 0.28 | 0.25 | 0.27 | 0.27 | 0.33 | 0.30 | 0.25 | 0.27 | 0.32 | 0.23 | 0.27 | 0.21 | 0.22 | 0.29 | 0.25 | 0.25 | 0.26 | 0.27 | 0.31 | 0.30 | 0.33 | 0.24 | 0.23 | 0.26 | 0.24 | 0.35 | 0.25 | 0.24 | 0.33 | 0.31 | 0.32 | 0.27 | 0.32 | 0.27 | 0.31 | 0.29 | 0.27 | 0.29 | 0.30 | 0.28 | 0.33 | 0.30 | 0.30 |
IBKR | 0.06 | 0.08 | 0.12 | 0.11 | 0.06 | 0.32 | 0.10 | 0.10 | 0.36 | 0.23 | 0.11 | 0.14 | 0.21 | 0.18 | 0.27 | 0.24 | 0.12 | 0.28 | 0.15 | 0.14 | 0.29 | 0.08 | 0.26 | 0.09 | 0.19 | 1.00 | 0.15 | 0.26 | 0.20 | 0.31 | 0.37 | 0.22 | 0.25 | 0.31 | 0.16 | 0.23 | 0.42 | 0.37 | 0.34 | 0.25 | 0.39 | 0.30 | 0.25 | 0.37 | 0.26 | 0.25 | 0.33 | 0.30 | 0.26 | 0.28 | 0.32 | 0.27 | 0.24 | 0.29 | 0.34 | 0.33 | 0.30 | 0.28 | 0.31 | 0.29 | 0.31 | 0.34 | 0.36 | 0.32 | 0.33 | 0.30 | 0.28 | 0.35 | 0.31 | 0.34 | 0.33 | 0.30 | 0.32 | 0.32 | 0.30 | 0.33 | 0.26 | 0.37 | 0.36 | 0.35 | 0.31 | 0.30 | 0.36 | 0.37 | 0.37 | 0.37 | 0.31 | 0.38 | 0.28 | 0.37 | 0.30 | 0.35 | 0.39 | 0.36 | 0.33 | 0.35 | 0.35 | 0.35 | 0.35 |
BIIB | 0.16 | 0.22 | 0.25 | 0.31 | 0.24 | 0.11 | 0.23 | 0.27 | 0.18 | 0.14 | 0.41 | 0.23 | 0.20 | 0.20 | 0.14 | 0.20 | 0.42 | 0.14 | 0.40 | 0.29 | 0.19 | 0.27 | 0.25 | 0.28 | 0.38 | 0.15 | 1.00 | 0.27 | 0.29 | 0.21 | 0.27 | 0.26 | 0.26 | 0.27 | 0.33 | 0.29 | 0.24 | 0.22 | 0.28 | 0.33 | 0.23 | 0.24 | 0.36 | 0.27 | 0.25 | 0.24 | 0.27 | 0.25 | 0.27 | 0.25 | 0.34 | 0.27 | 0.27 | 0.28 | 0.26 | 0.30 | 0.28 | 0.30 | 0.29 | 0.33 | 0.35 | 0.26 | 0.32 | 0.31 | 0.31 | 0.34 | 0.28 | 0.28 | 0.28 | 0.29 | 0.25 | 0.26 | 0.26 | 0.26 | 0.32 | 0.32 | 0.36 | 0.35 | 0.30 | 0.33 | 0.30 | 0.34 | 0.30 | 0.31 | 0.29 | 0.35 | 0.32 | 0.34 | 0.30 | 0.31 | 0.33 | 0.31 | 0.36 | 0.37 | 0.33 | 0.34 | 0.32 | 0.36 | 0.36 |
TMUS | 0.26 | 0.35 | 0.25 | 0.25 | 0.31 | 0.22 | 0.35 | 0.19 | 0.30 | 0.12 | 0.31 | 0.35 | 0.21 | 0.34 | 0.14 | 0.31 | 0.30 | 0.16 | 0.28 | 0.14 | 0.17 | 0.38 | 0.21 | 0.37 | 0.28 | 0.26 | 0.27 | 1.00 | 0.30 | 0.19 | 0.27 | 0.32 | 0.28 | 0.18 | 0.31 | 0.37 | 0.27 | 0.18 | 0.31 | 0.37 | 0.26 | 0.24 | 0.24 | 0.35 | 0.36 | 0.33 | 0.26 | 0.26 | 0.19 | 0.22 | 0.37 | 0.31 | 0.23 | 0.39 | 0.19 | 0.40 | 0.31 | 0.25 | 0.31 | 0.32 | 0.37 | 0.27 | 0.31 | 0.29 | 0.38 | 0.27 | 0.27 | 0.25 | 0.23 | 0.31 | 0.24 | 0.31 | 0.31 | 0.30 | 0.31 | 0.39 | 0.30 | 0.24 | 0.23 | 0.28 | 0.26 | 0.36 | 0.24 | 0.24 | 0.36 | 0.32 | 0.31 | 0.27 | 0.34 | 0.25 | 0.30 | 0.27 | 0.27 | 0.31 | 0.31 | 0.27 | 0.32 | 0.32 | 0.32 |
CHTR | 0.21 | 0.28 | 0.14 | 0.12 | 0.28 | 0.16 | 0.28 | 0.20 | 0.21 | 0.11 | 0.28 | 0.26 | 0.24 | 0.24 | 0.19 | 0.22 | 0.32 | 0.16 | 0.22 | 0.26 | 0.17 | 0.29 | 0.37 | 0.31 | 0.25 | 0.20 | 0.29 | 0.30 | 1.00 | 0.19 | 0.23 | 0.27 | 0.25 | 0.23 | 0.33 | 0.31 | 0.27 | 0.25 | 0.29 | 0.67 | 0.27 | 0.24 | 0.32 | 0.31 | 0.32 | 0.30 | 0.27 | 0.33 | 0.22 | 0.26 | 0.36 | 0.30 | 0.32 | 0.37 | 0.23 | 0.33 | 0.32 | 0.31 | 0.34 | 0.31 | 0.35 | 0.31 | 0.35 | 0.39 | 0.38 | 0.36 | 0.30 | 0.29 | 0.23 | 0.29 | 0.23 | 0.31 | 0.33 | 0.33 | 0.29 | 0.29 | 0.32 |