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Портфели
Ленивые портфелиПользовательские портфели
Обсуждения
sia
Доходность
Риск-скорректированная доходность
Просадки
Волатильность
Диверсификация

Распределение активов


LLY 4.35%ORCL 4.13%MSFT 4.11%MSI 3.61%TXN 3.33%RSG 3%CSCO 2.96%ACN 2.85%WM 2.69%MRK 2.66%WMT 2.56%DUK 2.46%UNH 2.36%PG 2.15%GOOG 2.09%TMUS 2.09%PEP 2.07%PAYX 1.98%JNJ 1.94%ABBV 1.93%GILD 1.93%SO 1.91%VZ 1.87%DHR 1.64%KR 1.63%WCN 1.61%ED 1.6%REGN 1.59%MCD 1.53%ATVI 1.48%HSY 1.48%ODFL 1.34%NEM 1.33%BR 1.32%K 1.3%EXPD 1.29%AMGN 1.24%HZNP 1.2%GIS 1.19%XEL 1.18%WEC 1.13%PSA 1.12%EA 1.05%BDX 1.03%ADP 1.03%АкцииАкции
ПозицияКатегория/СекторВес
ABBV
AbbVie Inc.
Healthcare

1.93%

ACN
Accenture plc
Technology

2.85%

ADP
Automatic Data Processing, Inc.
Industrials

1.03%

AMCR
Amcor plc
Consumer Cyclical

0.53%

AMGN
Amgen Inc.
Healthcare

1.24%

APD
Air Products and Chemicals, Inc.
Basic Materials

0.35%

ATVI
Activision Blizzard, Inc.
Communication Services

1.48%

AZO
AutoZone, Inc.
Consumer Cyclical

0.88%

BDX
Becton, Dickinson and Company
Healthcare

1.03%

BMY
Bristol-Myers Squibb Company
Healthcare

0.87%

BR
Broadridge Financial Solutions, Inc.
Technology

1.32%

CF
CF Industries Holdings, Inc.
Basic Materials

0.47%

CHRW
C.H. Robinson Worldwide, Inc.
Industrials

0.66%

CMCSA
Comcast Corporation
Communication Services

0.51%

CSCO
Cisco Systems, Inc.
Technology

2.96%

CTVA
Corteva, Inc.
Basic Materials

0.54%

DG
Dollar General Corporation
Consumer Defensive

0.71%

DHR
Danaher Corporation
Healthcare

1.64%

DPZ
Domino's Pizza, Inc.
Consumer Cyclical

0.54%

DUK
Duke Energy Corporation
Utilities

2.46%

EA

1.05%

ED

1.60%

EXPD

1.29%

EXR

0.15%

GILD

1.93%

GIS

1.19%

GOOG

2.09%

HD

0.98%

HSY

1.48%

HZNP

1.20%

JNJ

1.94%

K

1.30%

KR

1.63%

LBRDK

0.13%

LLY

4.35%

LNG

0.43%

MCD

1.53%

MRK

2.66%

MSFT

4.11%

MSI

3.61%

NEM

1.33%

ODFL

1.34%

ORCL

4.13%

ORLY

0.78%

PAYX

1.98%

PEP

2.07%

PFE

0.92%

PG

2.15%

PSA

1.12%

REGN

1.59%

RSG

3%

SO

1.91%

TMUS

2.09%

TXN

3.33%

UNH

2.36%

VZ

1.87%

WCN

1.61%

WEC

1.13%

WM

2.69%

WMB

0.20%

WMT

2.56%

XEL

1.18%

S&P 500

Транзакции


ДатаТипИнструментКоличествоЦена
31 мар. 2023 г.Куп.Activision Blizzard, Inc.105$158.50
31 мар. 2023 г.Куп.Comcast Corporation86$283.95
31 мар. 2023 г.Куп.EA50220.65
31 мар. 2023 г.Куп.GOOG7811.22
31 мар. 2023 г.Куп.LBRDK15242.23
31 мар. 2023 г.Куп.TMUS77279.71
31 мар. 2023 г.Куп.VZ30184.82
31 мар. 2023 г.Куп.AutoZone, Inc.2$2,434.22
31 мар. 2023 г.Куп.Domino's Pizza, Inc.9$246.58
31 мар. 2023 г.Куп.HD1868.59

1–10 of 62

Доходность

График доходности

График показывает рост $10,000 инвестированных в sia 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


-40.00%-20.00%0.00%20.00%40.00%FebruaryMarchAprilMayJuneJuly
-33.82%
35.90%
sia
Benchmark (^GSPC)
Активы портфеля

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
sia9.27%2.51%7.63%10.02%N/AN/A
ATVI
Activision Blizzard, Inc.
0.00%0.00%0.00%3.41%N/AN/A
CMCSA
Comcast Corporation
-6.55%9.51%-6.10%-4.54%0.55%6.16%
EA
2.76%1.50%2.08%2.83%N/AN/A
GOOG
27.44%1.67%21.37%50.25%N/AN/A
LBRDK
-29.43%14.15%-27.20%-35.18%N/AN/A
TMUS
14.44%2.50%11.09%31.53%N/AN/A
VZ
15.94%5.54%9.30%32.71%N/AN/A
AZO
AutoZone, Inc.
14.11%-0.62%7.43%19.93%20.31%19.18%
DPZ
Domino's Pizza, Inc.
-1.35%-24.26%-4.71%5.50%10.60%19.47%
HD
6.21%2.68%1.56%16.87%N/AN/A
MCD
-12.17%2.59%-13.35%-11.35%N/AN/A
ORLY
9.77%-1.31%1.44%9.52%N/AN/A
DG
Dollar General Corporation
-8.81%-2.85%-6.64%-26.14%-1.79%9.49%
GIS
1.56%-2.49%3.81%-12.53%N/AN/A
HSY
3.95%4.61%1.76%-20.18%N/AN/A
K
5.69%-1.43%9.57%-5.14%N/AN/A
KR
20.65%4.87%20.05%16.68%N/AN/A
PEP
1.27%1.73%3.75%-7.80%N/AN/A
PG
16.78%0.24%15.24%14.38%N/AN/A
WMT
35.09%4.66%31.16%36.22%N/AN/A
LNG
7.16%12.92%13.58%17.27%N/AN/A
WMB
29.48%5.24%33.19%37.72%N/AN/A
ABBV
AbbVie Inc.
14.35%1.48%6.53%25.87%25.73%17.07%
AMGN
Amgen Inc.
16.75%8.27%9.24%46.48%16.69%13.74%
BDX
Becton, Dickinson and Company
-4.61%-1.28%-1.40%-11.04%0.22%8.78%
BMY
Bristol-Myers Squibb Company
-13.66%6.07%-12.61%-29.83%3.21%1.67%
DHR
Danaher Corporation
5.50%-5.32%5.63%12.93%14.66%22.92%
GILD
-8.40%14.90%-14.99%-5.41%N/AN/A
HZNP
0.00%0.00%0.00%14.04%N/AN/A
JNJ
0.25%6.21%-2.82%-5.25%N/AN/A
LLY
47.61%-3.81%36.89%86.25%N/AN/A
MRK
16.79%-1.73%7.09%19.05%N/AN/A
PFE
7.26%9.34%9.19%-13.94%N/AN/A
REGN
21.10%2.36%13.95%47.11%N/AN/A
UNH
8.26%17.52%13.19%13.86%N/AN/A
ADP
Automatic Data Processing, Inc.
7.24%1.05%4.86%6.55%10.55%15.70%
BR
Broadridge Financial Solutions, Inc.
-1.08%1.33%-0.67%21.31%10.61%19.49%
CHRW
C.H. Robinson Worldwide, Inc.
4.43%3.72%4.60%-7.17%3.71%5.50%
EXPD
-4.93%-3.48%-5.10%-2.29%N/AN/A
ODFL
-3.29%12.79%1.23%-1.41%N/AN/A
PAYX
4.59%-2.22%2.04%2.12%N/AN/A
RSG
24.07%6.35%21.30%33.34%N/AN/A
WCN
21.23%4.22%18.90%26.39%N/AN/A
WM
25.31%7.17%21.67%31.69%N/AN/A
ACN
Accenture plc
-5.07%15.87%-8.79%7.05%12.84%17.22%
CSCO
Cisco Systems, Inc.
-4.02%3.82%-6.15%-6.74%-0.73%9.59%
MSFT
16.67%-2.07%10.04%27.00%N/AN/A
MSI
25.31%1.72%20.24%33.58%N/AN/A
ORCL
32.73%-3.93%27.11%21.20%N/AN/A
TXN
18.57%1.45%16.39%14.16%N/AN/A
AMCR
Amcor plc
7.67%1.40%9.60%7.11%2.31%4.92%
APD
Air Products and Chemicals, Inc.
-2.61%-3.63%2.31%-10.39%5.67%10.83%
CF
CF Industries Holdings, Inc.
-8.56%-2.46%-3.06%-7.07%11.50%6.50%
CTVA
Corteva, Inc.
14.98%5.57%20.83%-2.04%16.47%N/A
NEM
15.14%12.47%37.81%14.56%N/AN/A
EXR
4.55%3.03%14.22%16.02%N/AN/A
PSA
1.03%3.50%5.56%8.97%N/AN/A
DUK
Duke Energy Corporation
12.55%6.89%14.29%19.88%8.25%8.33%
ED
5.24%4.04%6.54%1.68%N/AN/A
SO
18.39%4.44%20.40%19.20%N/AN/A
WEC
-1.10%4.48%4.01%-7.05%N/AN/A
XEL
-7.74%5.31%-3.97%-9.98%N/AN/A

Доходность по месяцам

Ниже представлена таблица с месячной доходностью sia, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
20241.51%1.49%3.21%-3.82%2.46%2.17%9.27%
2023-41.59%1.13%-2.81%3.40%1.33%-1.11%-3.79%-1.21%4.80%2.21%-39.44%

Комиссия

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 sia среди портфелей на нашем сайте составляет 20, что соответствует нижним 20% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.


Ранг риск-скорректированной доходности sia, с текущим значением в 2020
sia
Ранг коэф-та Шарпа sia, с текущим значением в 2525Ранг коэф-та Шарпа
Ранг коэф-та Сортино sia, с текущим значением в 2424Ранг коэф-та Сортино
Ранг коэф-та Омега sia, с текущим значением в 2323Ранг коэф-та Омега
Ранг коэф-та Кальмара sia, с текущим значением в 55Ранг коэф-та Кальмара
Ранг коэф-та Мартина sia, с текущим значением в 2525Ранг 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.


sia
Коэффициент Шарпа
Коэффициент Шарпа sia, с текущим значением в 1.24, в сравнении с широким рынком-1.000.001.002.003.004.005.001.24
Коэффициент Сортино
Коэффициент Сортино sia, с текущим значением в 1.79, в сравнении с широким рынком-2.000.002.004.006.001.80
Коэффициент Омега
Коэффициент Омега sia, с текущим значением в 1.21, в сравнении с широким рынком0.801.001.201.401.601.801.21
Коэффициент Кальмара
Коэффициент Кальмара sia, с текущим значением в 0.24, в сравнении с широким рынком0.002.004.006.008.0010.000.24
Коэффициент Мартина
Коэффициент Мартина sia, с текущим значением в 3.89, в сравнении с широким рынком0.0010.0020.0030.0040.003.89
^GSPC
Коэффициент Шарпа
Коэффициент Шарпа ^GSPC, с текущим значением в 1.82, в сравнении с широким рынком-1.000.001.002.003.004.005.001.82
Коэффициент Сортино
Коэффициент Сортино ^GSPC, с текущим значением в 2.59, в сравнении с широким рынком-2.000.002.004.006.002.59
Коэффициент Омега
Коэффициент Омега ^GSPC, с текущим значением в 1.32, в сравнении с широким рынком0.801.001.201.401.601.801.32
Коэффициент Кальмара
Коэффициент Кальмара ^GSPC, с текущим значением в 1.45, в сравнении с широким рынком0.002.004.006.008.0010.001.45
Коэффициент Мартина
Коэффициент Мартина ^GSPC, с текущим значением в 6.82, в сравнении с широким рынком0.0010.0020.0030.0040.006.82

Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
ATVI
Activision Blizzard, Inc.
1.282.681.711.8114.48
CMCSA
Comcast Corporation
-0.15-0.060.99-0.17-0.32
EA
0.170.351.050.200.37
GOOG
1.692.221.323.2210.27
LBRDK
-0.98-1.210.83-0.69-1.12
TMUS
2.543.501.462.9714.09
VZ
1.482.431.291.637.26
AZO
AutoZone, Inc.
0.841.251.161.152.82
DPZ
Domino's Pizza, Inc.
0.150.391.060.180.75
HD
0.851.351.160.941.85
MCD
-0.65-0.820.90-0.61-1.20
ORLY
0.410.671.090.461.14
DG
Dollar General Corporation
-0.71-0.850.89-0.46-1.15
GIS
-0.59-0.720.92-0.36-0.85
HSY
-0.94-1.300.86-0.56-0.98
K
-0.21-0.170.98-0.17-0.37
KR
0.921.511.191.332.54
PEP
-0.37-0.410.95-0.34-0.63
PG
1.111.661.211.714.45
WMT
2.272.981.473.5810.69
LNG
0.831.311.151.061.90
WMB
2.363.231.403.8011.67
ABBV
AbbVie Inc.
1.592.151.302.035.32
AMGN
Amgen Inc.
1.922.981.382.576.19
BDX
Becton, Dickinson and Company
-0.39-0.400.95-0.39-0.59
BMY
Bristol-Myers Squibb Company
-1.22-1.660.79-0.68-1.29
DHR
Danaher Corporation
0.561.001.120.622.01
GILD
-0.18-0.080.99-0.16-0.30
HZNP
1.634.382.510.9926.12
JNJ
0.030.171.020.030.05
LLY
2.994.091.567.3222.16
MRK
1.211.911.241.545.30
PFE
-0.54-0.630.92-0.36-0.67
REGN
2.713.971.463.7113.78
UNH
0.641.061.140.701.87
ADP
Automatic Data Processing, Inc.
0.350.571.090.371.14
BR
Broadridge Financial Solutions, Inc.
1.161.741.221.905.23
CHRW
C.H. Robinson Worldwide, Inc.
-0.25-0.170.98-0.21-0.40
EXPD
-0.12-0.021.00-0.15-0.30
ODFL
-0.020.181.02-0.02-0.05
PAYX
0.130.301.040.180.43
RSG
2.974.141.554.4212.00
WCN
1.672.351.322.466.97
WM
2.233.371.472.887.98
ACN
Accenture plc
0.220.451.060.180.41
CSCO
Cisco Systems, Inc.
-0.37-0.360.95-0.35-0.55
MSFT
1.211.681.211.855.57
MSI
2.042.981.404.109.93
ORCL
0.540.931.150.891.82
TXN
0.510.881.100.511.13
AMCR
Amcor plc
0.310.661.070.280.94
APD
Air Products and Chemicals, Inc.
-0.34-0.240.96-0.33-0.67
CF
CF Industries Holdings, Inc.
-0.22-0.130.98-0.33-0.69
CTVA
Corteva, Inc.
-0.040.171.02-0.04-0.12
NEM
0.220.571.070.190.61
EXR
0.460.921.110.401.10
PSA
0.330.621.070.330.80
DUK
Duke Energy Corporation
1.301.901.231.765.02
ED
0.240.451.060.250.65
SO
1.181.741.211.344.20
WEC
-0.28-0.260.97-0.26-0.55
XEL
-0.37-0.360.95-0.27-0.72

Коэффициент Шарпа

sia на текущий момент имеет коэффициент Шарпа равный 1.45. Это значение рассчитано на основе данных за прошедший период в 1 year и учитывает как изменения цен, так и дивиденды.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 1.62 до 2.47, текущий коэффициент Шарпа данного портфеля попадает в нижние 25%. Это указывает на то, что портфель может показывать худшие результаты с поправкой на риск по сравнению с многими другими портфелями. Пониженная эффективность может быть обусловлена как низкой доходностью, так и высокой волатильностью или их сочетанием. Это может свидетельствовать о необходимости доработки портфеля. Вы можете воспользоваться инструментом оптимизации портфеля для выбора распределения активов, которое максимизирует коэффициент Шарпа.

Используйте график ниже, чтобы сравнить коэффициент Шарпа с бенчмарком для анализа эффективности инвестиции или перейдите к инструменту коэффициента Шарпа для более детального контроля над параметрами расчета.


Скользящий 12-месячный коэффициент Шарпа0.501.001.502.002.50Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14
1.24
1.82
sia
Benchmark (^GSPC)
Активы портфеля

Просадки

График просадок

На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.


-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-33.82%
-2.86%
sia
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

sia показал максимальную просадку в 44.20%, зарегистрированную 27 окт. 2023 г.. Портфель еще не восстановился от этой просадки.

Текущая просадка sia составляет 33.24%.

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

-44.2%31 мар. 2023 г.14627 окт. 2023 г.

Волатильность

График волатильности

Текущая волатильность sia составляет 2.38%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.38%
2.76%
sia
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

HZNPATVILLYGOOGLNGMSFTCFORCLDGKRUNHDPZORLYMRKNEMODFLVZACNWMTAZOPFETMUSCHRWABBVGISTXNBMYEXPDDHRKCTVAEAHSYREGNCMCSAJNJGILDWMBCSCOLBRDKMSIEXRRSGAMGNWCNWMPAYXXELHDBDXPGEDMCDADPSOAPDBRPSAAMCRDUKWECPEP
HZNP1.000.100.010.030.100.120.120.100.030.00-0.000.060.07-0.020.050.110.050.10-0.010.110.05-0.020.16-0.01-0.030.150.000.140.07-0.060.140.07-0.020.090.03-0.140.050.150.020.02-0.020.08-0.000.030.08-0.030.07-0.040.080.05-0.03-0.000.050.12-0.020.110.140.020.07-0.02-0.03-0.05
ATVI0.101.000.070.090.110.160.050.110.050.080.110.060.100.010.070.110.050.180.130.110.050.140.080.030.020.200.100.130.050.060.070.240.090.120.130.060.110.020.230.130.070.070.050.090.010.030.150.100.170.160.120.070.050.160.050.110.100.080.110.070.070.12
LLY0.010.071.000.15-0.040.250.010.280.01-0.030.140.130.150.37-0.070.050.000.090.150.130.040.11-0.110.22-0.040.000.07-0.020.030.02-0.030.140.050.28-0.050.120.030.020.05-0.040.19-0.020.270.200.170.180.050.020.070.170.200.030.110.070.070.070.130.01-0.050.02-0.020.10
GOOG0.030.090.151.000.010.610.020.40-0.02-0.03-0.010.140.160.060.090.200.000.290.180.120.070.140.080.00-0.110.290.050.160.13-0.130.030.180.040.130.180.030.110.060.290.180.230.100.010.150.09-0.050.180.060.140.150.08-0.000.110.140.050.150.170.110.130.050.030.13
LNG0.100.11-0.040.011.00-0.070.25-0.000.120.130.240.040.030.070.250.050.16-0.010.050.110.220.090.190.100.130.090.190.210.070.110.260.130.090.130.160.120.120.490.180.220.130.190.110.170.100.110.130.160.160.180.160.130.140.130.230.240.140.220.300.210.210.09
MSFT0.120.160.250.61-0.071.00-0.030.550.010.000.020.210.240.030.040.25-0.020.390.140.190.070.160.05-0.04-0.160.390.020.200.16-0.140.030.300.050.170.08-0.020.10-0.000.300.140.330.160.150.120.230.060.23-0.020.210.070.10-0.060.160.19-0.050.160.280.100.18-0.05-0.060.11
CF0.120.050.010.020.25-0.031.000.080.220.210.130.150.010.090.180.070.140.110.080.090.200.030.240.200.140.120.290.200.200.190.440.090.170.140.190.190.080.300.200.220.070.160.100.180.090.110.180.180.160.180.060.160.130.160.150.230.220.160.310.150.210.11
ORCL0.100.110.280.40-0.000.550.081.000.060.020.060.240.270.140.150.220.030.380.110.270.080.100.100.06-0.100.340.040.250.21-0.030.120.270.110.210.160.050.080.140.280.170.250.150.190.200.180.120.170.010.200.190.09-0.010.190.150.030.230.250.170.180.000.010.13
DG0.030.050.01-0.020.120.010.220.061.000.280.130.210.150.190.220.160.170.090.280.140.160.110.220.130.170.170.180.130.230.230.220.140.220.200.150.180.190.200.070.210.100.190.160.160.140.180.150.190.260.130.210.200.190.100.190.230.150.210.280.170.270.20
KR0.000.08-0.03-0.030.130.000.210.020.281.000.110.110.200.150.080.020.210.010.290.190.180.150.160.160.350.090.190.080.090.420.210.060.340.090.190.140.190.210.180.180.120.110.210.060.210.220.210.180.160.180.310.250.240.180.230.200.150.170.250.230.250.32
UNH-0.000.110.14-0.010.240.020.130.060.130.111.000.010.180.320.070.110.080.100.210.210.210.190.120.240.270.020.240.120.090.220.140.280.290.210.110.270.170.200.140.120.170.110.280.160.190.320.180.220.140.260.330.170.250.290.170.120.130.160.180.210.200.32
DPZ0.060.060.130.140.040.210.150.240.210.110.011.000.160.040.190.270.150.240.170.220.050.150.200.13-0.060.350.090.290.290.140.110.200.110.250.180.070.100.190.240.200.220.220.210.200.220.170.220.030.370.230.210.060.260.200.060.240.340.250.230.070.080.16
ORLY0.070.100.150.160.030.240.010.270.150.200.180.161.000.290.090.280.050.220.230.690.050.180.100.220.100.110.040.210.180.070.100.230.160.270.100.090.140.160.190.050.330.140.340.130.330.320.190.100.310.130.240.090.290.250.120.110.210.180.080.090.100.22
MRK-0.020.010.370.060.070.030.090.140.190.150.320.040.291.000.090.080.150.040.240.210.270.270.060.350.29-0.000.360.070.190.250.120.140.200.310.020.410.290.170.09-0.040.240.080.340.270.280.370.080.170.090.260.310.210.280.190.210.130.190.130.090.220.200.29
NEM0.050.07-0.070.090.250.040.180.150.220.080.070.190.090.091.000.130.270.080.110.180.190.170.130.050.120.270.130.190.240.130.320.130.090.140.130.130.120.360.200.200.080.330.130.280.160.120.110.340.200.280.180.310.140.120.370.340.220.330.380.390.410.16
ODFL0.110.110.050.200.050.250.070.220.160.020.110.270.280.080.131.000.120.360.150.240.070.120.330.15-0.120.370.060.470.30-0.020.200.270.040.200.210.060.130.220.300.230.300.350.210.190.250.170.360.040.430.190.100.110.160.340.070.260.450.300.180.070.070.11
VZ0.050.050.000.000.16-0.020.140.030.170.210.080.150.050.150.270.121.000.060.110.150.290.310.200.170.220.150.220.180.300.300.220.170.230.160.300.280.210.300.240.290.140.200.130.220.120.190.110.340.240.270.220.330.190.140.320.210.230.210.320.360.340.24
ACN0.100.180.090.29-0.010.390.110.380.090.010.100.240.220.040.080.360.061.000.070.220.130.070.180.14-0.100.440.110.300.300.060.190.340.070.220.280.090.230.140.410.290.350.300.160.190.200.140.360.120.330.220.120.060.230.370.040.280.390.300.210.090.120.13
WMT-0.010.130.150.180.050.140.080.110.280.290.210.170.230.240.110.150.110.071.000.200.170.230.100.250.220.100.180.170.110.230.080.200.260.200.190.210.230.190.150.180.240.120.260.240.260.300.220.230.240.180.450.240.280.160.270.210.180.200.180.240.230.45
AZO0.110.110.130.120.110.190.090.270.140.190.210.220.690.210.180.240.150.220.201.000.080.190.180.200.160.160.140.250.210.120.160.240.170.260.140.120.170.210.170.100.280.240.350.160.310.360.220.160.380.200.220.140.290.280.150.260.220.270.170.170.160.21
PFE0.050.050.040.070.220.070.200.080.160.180.210.050.050.270.190.070.290.130.170.081.000.280.190.230.140.180.420.160.310.160.290.210.160.260.230.370.310.310.300.210.160.280.100.350.170.190.230.240.190.280.140.220.220.250.290.240.210.310.350.290.300.20
TMUS-0.020.140.110.140.090.160.030.100.110.150.190.150.180.270.170.120.310.070.230.190.281.000.060.240.260.210.240.070.090.210.130.280.240.230.240.230.350.180.150.190.310.200.250.290.270.290.170.310.190.210.280.370.250.190.300.220.150.260.270.380.310.35
CHRW0.160.08-0.110.080.190.050.240.100.220.160.120.200.100.060.130.330.200.180.100.180.190.061.000.160.140.310.220.550.280.240.360.180.180.230.370.180.180.320.260.350.170.290.150.200.190.160.340.140.350.200.120.210.220.310.240.320.310.270.360.180.230.22
ABBV-0.010.030.220.000.10-0.040.200.060.130.160.240.130.220.350.050.150.170.140.250.200.230.240.161.000.250.010.320.150.250.220.190.170.250.400.180.380.320.200.140.130.230.140.300.360.320.340.240.260.250.310.360.280.300.320.270.180.190.190.140.310.310.32
GIS-0.030.02-0.04-0.110.13-0.160.14-0.100.170.350.27-0.060.100.290.12-0.120.22-0.100.220.160.140.260.140.251.00-0.050.32-0.010.070.640.180.130.560.130.160.300.290.160.050.130.180.100.290.200.220.360.200.430.040.240.440.440.320.210.400.190.110.210.210.430.440.58
TXN0.150.200.000.290.090.390.120.340.170.090.020.350.11-0.000.270.370.150.440.100.160.180.210.310.01-0.051.000.150.410.330.070.270.330.120.270.320.070.220.230.400.340.340.440.100.190.240.090.340.110.430.160.100.110.180.310.090.430.360.360.410.090.120.12
BMY0.000.100.070.050.190.020.290.040.180.190.240.090.040.360.130.060.220.110.180.140.420.240.220.320.320.151.000.140.210.250.270.180.250.270.230.410.400.200.240.220.210.190.180.340.220.240.230.330.200.280.260.300.280.230.290.210.160.240.360.320.330.26
EXPD0.140.13-0.020.160.210.200.200.250.130.080.120.290.210.070.190.470.180.300.170.250.160.070.550.15-0.010.410.141.000.340.110.290.300.060.240.290.100.120.370.320.280.260.360.180.150.250.170.290.140.490.200.140.150.230.300.200.400.420.300.360.160.170.16
DHR0.070.050.030.130.070.160.200.210.230.090.090.290.180.190.240.300.300.300.110.210.310.090.280.250.070.330.210.341.000.170.330.240.170.250.180.210.220.280.280.260.190.320.210.230.240.180.340.180.380.320.220.160.270.370.210.300.370.290.330.190.210.21
K-0.060.060.02-0.130.11-0.140.19-0.030.230.420.220.140.070.250.13-0.020.300.060.230.120.160.210.240.220.640.070.250.110.171.000.230.220.580.160.260.290.200.200.120.220.230.160.290.230.250.330.160.400.120.280.440.380.340.190.350.260.160.240.290.370.410.56
CTVA0.140.07-0.030.030.260.030.440.120.220.210.140.110.100.120.320.200.220.190.080.160.290.130.360.190.180.270.270.290.330.231.000.150.190.220.320.230.180.370.240.420.150.290.220.220.260.200.250.310.340.260.200.260.290.270.250.350.280.310.470.260.320.20
EA0.070.240.140.180.130.300.090.270.140.060.280.200.230.140.130.270.170.340.200.240.210.280.180.170.130.330.180.300.240.220.151.000.230.300.220.230.310.170.310.210.360.300.280.290.290.260.300.190.290.280.240.180.250.330.120.340.300.280.310.170.150.29
HSY-0.020.090.050.040.090.050.170.110.220.340.290.110.160.200.090.040.230.070.260.170.160.240.180.250.560.120.250.060.170.580.190.231.000.170.230.260.310.160.180.260.260.140.350.250.310.380.200.390.140.270.490.380.380.230.350.230.160.230.280.400.430.60
REGN0.090.120.280.130.130.170.140.210.200.090.210.250.270.310.140.200.160.220.200.260.260.230.230.400.130.270.270.240.250.160.220.300.171.000.200.310.350.220.290.210.290.240.250.440.230.210.250.200.300.290.240.210.270.290.230.230.320.300.240.230.250.21
CMCSA0.030.13-0.050.180.160.080.190.160.150.190.110.180.100.020.130.210.300.280.190.140.230.240.370.180.160.320.230.290.180.260.320.220.230.201.000.280.330.300.450.700.240.240.060.340.170.130.300.290.390.310.160.270.300.280.270.300.230.240.380.300.290.27
JNJ-0.140.060.120.030.12-0.020.190.050.180.140.270.070.090.410.130.060.280.090.210.120.370.230.180.380.300.070.410.100.210.290.230.230.260.310.281.000.390.240.230.270.220.180.300.430.270.340.220.320.180.430.360.340.390.300.320.260.250.270.250.370.380.40
GILD0.050.110.030.110.120.100.080.080.190.190.170.100.140.290.120.130.210.230.230.170.310.350.180.320.290.220.400.120.220.200.180.310.310.350.330.391.000.220.250.290.200.210.210.400.270.270.270.350.220.310.310.330.330.310.310.280.230.270.270.350.330.36
WMB0.150.020.020.060.49-0.000.300.140.200.210.200.190.160.170.360.220.300.140.190.210.310.180.320.200.160.230.200.370.280.200.370.170.160.220.300.240.221.000.230.340.250.310.180.290.250.250.250.320.370.240.180.310.190.250.390.330.290.350.380.350.370.18
CSCO0.020.230.050.290.180.300.200.280.070.180.140.240.190.090.200.300.240.410.150.170.300.150.260.140.050.400.240.320.280.120.240.310.180.290.450.230.250.231.000.400.400.300.170.350.210.170.420.160.330.310.180.160.320.390.170.280.350.320.360.180.190.28
LBRDK0.020.13-0.040.180.220.140.220.170.210.180.120.200.05-0.040.200.230.290.290.180.100.210.190.350.130.130.340.220.280.260.220.420.210.260.210.700.270.290.340.401.000.240.280.110.340.210.180.370.330.370.270.180.280.310.330.270.340.310.300.440.310.330.28
MSI-0.020.070.190.230.130.330.070.250.100.120.170.220.330.240.080.300.140.350.240.280.160.310.170.230.180.340.210.260.190.230.150.360.260.290.240.220.200.250.400.241.000.280.440.320.370.390.380.220.320.240.300.230.360.410.230.310.410.300.290.240.210.33
EXR0.080.07-0.020.100.190.160.160.150.190.110.110.220.140.080.330.350.200.300.120.240.280.200.290.140.100.440.190.360.320.160.290.300.140.240.240.180.210.310.300.280.281.000.190.300.230.210.400.300.450.290.160.350.240.380.340.400.430.810.420.380.380.19
RSG-0.000.050.270.010.110.150.100.190.160.210.280.210.340.340.130.210.130.160.260.350.100.250.150.300.290.100.180.180.210.290.220.280.350.250.060.300.210.180.170.110.440.191.000.180.680.810.300.290.230.340.420.310.430.390.340.340.400.290.190.300.280.48
AMGN0.030.090.200.150.170.120.180.200.160.060.160.200.130.270.280.190.220.190.240.160.350.290.200.360.200.190.340.150.230.230.220.290.250.440.340.430.400.290.350.340.320.300.181.000.200.180.260.350.280.330.280.320.270.280.340.270.240.360.360.360.380.34
WCN0.080.010.170.090.100.230.090.180.140.210.190.220.330.280.160.250.120.200.260.310.170.270.190.320.220.240.220.250.240.250.260.290.310.230.170.270.270.250.210.210.370.230.680.201.000.670.290.270.310.310.390.310.410.340.290.330.400.320.280.290.300.38
WM-0.030.030.18-0.050.110.060.110.120.180.220.320.170.320.370.120.170.190.140.300.360.190.290.160.340.360.090.240.170.180.330.200.260.380.210.130.340.270.250.170.180.390.210.810.180.671.000.290.310.250.330.430.330.410.340.350.310.340.280.250.330.310.48
PAYX0.070.150.050.180.130.230.180.170.150.210.180.220.190.080.110.360.110.360.220.220.230.170.340.240.200.340.230.290.340.160.250.300.200.250.300.220.270.250.420.370.380.400.300.260.290.291.000.240.400.290.260.240.300.780.260.310.580.410.360.260.260.30
XEL-0.040.100.020.060.16-0.020.180.010.190.180.220.030.100.170.340.040.340.120.230.160.240.310.140.260.430.110.330.140.180.400.310.190.390.200.290.320.350.320.160.330.220.300.290.350.270.310.241.000.160.370.420.730.280.270.710.280.160.360.310.750.780.50
HD0.080.170.070.140.160.210.160.200.260.160.140.370.310.090.200.430.240.330.240.380.190.190.350.250.040.430.200.490.380.120.340.290.140.300.390.180.220.370.330.370.320.450.230.280.310.250.400.161.000.250.250.210.330.350.240.360.440.500.390.220.220.21
BDX0.050.160.170.150.180.070.180.190.130.180.260.230.130.260.280.190.270.220.180.200.280.210.200.310.240.160.280.200.320.280.260.280.270.290.310.430.310.240.310.270.240.290.340.330.310.330.290.370.251.000.420.390.380.340.350.420.320.330.320.390.400.41
PG-0.030.120.200.080.160.100.060.090.210.310.330.210.240.310.180.100.220.120.450.220.140.280.120.360.440.100.260.140.220.440.200.240.490.240.160.360.310.180.180.180.300.160.420.280.390.430.260.420.250.421.000.440.470.310.410.330.300.260.310.450.430.64
ED-0.000.070.03-0.000.13-0.060.16-0.010.200.250.170.060.090.210.310.110.330.060.240.140.220.370.210.280.440.110.300.150.160.380.260.180.380.210.270.340.330.310.160.280.230.350.310.320.310.330.240.730.210.390.441.000.320.240.740.330.240.390.350.800.820.49
MCD0.050.050.110.110.140.160.130.190.190.240.250.260.290.280.140.160.190.230.280.290.220.250.220.300.320.180.280.230.270.340.290.250.380.270.300.390.330.190.320.310.360.240.430.270.410.410.300.280.330.380.470.321.000.350.330.320.360.310.290.330.340.49
ADP0.120.160.070.140.130.190.160.150.100.180.290.200.250.190.120.340.140.370.160.280.250.190.310.320.210.310.230.300.370.190.270.330.230.290.280.300.310.250.390.330.410.380.390.280.340.340.780.270.350.340.310.240.351.000.250.330.510.380.320.280.250.34
SO-0.020.050.070.050.23-0.050.150.030.190.230.170.060.120.210.370.070.320.040.270.150.290.300.240.270.400.090.290.200.210.350.250.120.350.230.270.320.310.390.170.270.230.340.340.340.290.350.260.710.240.350.410.740.330.251.000.360.280.420.390.790.780.43
APD0.110.110.070.150.240.160.230.230.230.200.120.240.110.130.340.260.210.280.210.260.240.220.320.180.190.430.210.400.300.260.350.340.230.230.300.260.280.330.280.340.310.400.340.270.330.310.310.280.360.420.330.330.320.330.361.000.390.400.490.370.340.32
BR0.140.100.130.170.140.280.220.250.150.150.130.340.210.190.220.450.230.390.180.220.210.150.310.190.110.360.160.420.370.160.280.300.160.320.230.250.230.290.350.310.410.430.400.240.400.340.580.160.440.320.300.240.360.510.280.391.000.460.350.280.260.29
PSA0.020.080.010.110.220.100.160.170.210.170.160.250.180.130.330.300.210.300.200.270.310.260.270.190.210.360.240.300.290.240.310.280.230.300.240.270.270.350.320.300.300.810.290.360.320.280.410.360.500.330.260.390.310.380.420.400.461.000.370.450.460.32
AMCR0.070.11-0.050.130.300.180.310.180.280.250.180.230.080.090.380.180.320.210.180.170.350.270.360.140.210.410.360.360.330.290.470.310.280.240.380.250.270.380.360.440.290.420.190.360.280.250.360.310.390.320.310.350.290.320.390.490.350.371.000.410.400.32
DUK-0.020.070.020.050.21-0.050.150.000.170.230.210.070.090.220.390.070.360.090.240.170.290.380.180.310.430.090.320.160.190.370.260.170.400.230.300.370.350.350.180.310.240.380.300.360.290.330.260.750.220.390.450.800.330.280.790.370.280.450.411.000.820.50
WEC-0.030.07-0.020.030.21-0.060.210.010.270.250.200.080.100.200.410.070.340.120.230.160.300.310.230.310.440.120.330.170.210.410.320.150.430.250.290.380.330.370.190.330.210.380.280.380.300.310.260.780.220.400.430.820.340.250.780.340.260.460.400.821.000.49
PEP-0.050.120.100.130.090.110.110.130.200.320.320.160.220.290.160.110.240.130.450.210.200.350.220.320.580.120.260.160.210.560.200.290.600.210.270.400.360.180.280.280.330.190.480.340.380.480.300.500.210.410.640.490.490.340.430.320.290.320.320.500.491.00
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 31 мар. 2023 г.