Дивидендный портфель с 2021 года
Распределение активов
Позиция | Категория/Сектор | Целевая доля |
---|---|---|
AFL Aflac Incorporated | Financial Services | 3.80% |
ALLY Ally Financial Inc. | Financial Services | 4% |
APD Air Products and Chemicals, Inc. | Basic Materials | 3.80% |
BAH Booz Allen Hamilton Holding Corporation | Industrials | 3.80% |
BLK BlackRock, Inc. | Financial Services | 4% |
CNQ Canadian Natural Resources Limited | Energy | 3.80% |
DVN Devon Energy Corporation | Energy | 3.80% |
FAST Fastenal Company | Industrials | 3.80% |
FITB Fifth Third Bancorp | Financial Services | 3.80% |
FNF Fidelity National Financial, Inc. | Financial Services | 3.80% |
GLW Corning Incorporated | Technology | 3.80% |
HD The Home Depot, Inc. | Consumer Cyclical | 3.80% |
HIG The Hartford Financial Services Group, Inc. | Financial Services | 3.80% |
HPQ HP Inc. | Technology | 4% |
JPM JPMorgan Chase & Co. | Financial Services | 4% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 3.80% |
MFC Manulife Financial Corporation | Financial Services | 3.80% |
PKG Packaging Corporation of America | Consumer Cyclical | 3.80% |
PLD Prologis, Inc. | Real Estate | 3.80% |
SNA | 3.80% | |
SWKS | 3.80% | |
TROW | 4% | |
TSCO | 3.80% | |
TXN | 3.80% | |
UPS | 4% | |
WSM | 3.80% |
Доходность
График доходности
Загрузка...
Самые ранние данные для этого графика доступны с 28 янв. 2014 г., начальной даты ALLY
Доходность по периодам
Дивидендный портфель с 2021 года на 11 мая 2025 г. показал доходность в -4.16% с начала года и доходность в 13.62% в годовом выражении за последние 10 лет.
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
Дивидендный портфель с 2021 года | -4.16% | 7.59% | -9.48% | 3.00% | 20.20% | 13.62% |
Активы портфеля: | ||||||
FAST Fastenal Company | 10.53% | 4.27% | -4.62% | 18.36% | 17.69% | 17.06% |
HD The Home Depot, Inc. | -6.16% | 2.57% | -9.60% | 7.30% | 11.61% | 15.27% |
JPM JPMorgan Chase & Co. | 6.78% | 11.43% | 8.01% | 30.28% | 26.54% | 17.71% |
APD Air Products and Chemicals, Inc. | -5.37% | 3.47% | -12.31% | 10.96% | 5.61% | 9.62% |
TXN | -6.66% | 10.94% | -20.55% | -5.20% | 11.56% | 15.31% |
MFC Manulife Financial Corporation | 1.19% | 12.64% | -1.38% | 23.09% | 27.45% | 9.96% |
PKG Packaging Corporation of America | -18.89% | -2.17% | -23.68% | 3.66% | 16.82% | 13.48% |
BAH Booz Allen Hamilton Holding Corporation | -3.36% | 13.77% | -32.00% | -19.49% | 13.16% | 18.27% |
BLK BlackRock, Inc. | -9.43% | 7.53% | -10.22% | 18.59% | 16.24% | 12.58% |
GLW Corning Incorporated | -4.59% | 8.13% | -6.38% | 35.41% | 19.71% | 10.91% |
WSM | -12.76% | 8.92% | 24.46% | 3.07% | 39.11% | 18.41% |
FITB Fifth Third Bancorp | -10.81% | 10.40% | -17.77% | -0.08% | 21.54% | 9.91% |
FNF Fidelity National Financial, Inc. | 3.88% | -3.82% | -2.36% | 16.18% | 24.63% | 11.00% |
TROW | -16.85% | 7.91% | -19.22% | -12.92% | 0.15% | 4.90% |
ALLY Ally Financial Inc. | -2.26% | 9.19% | -6.29% | -9.32% | 21.91% | 7.18% |
SWKS | -22.27% | 26.69% | -22.08% | -23.60% | -7.20% | -1.64% |
MDLZ Mondelez International, Inc. | 11.89% | 0.59% | 1.76% | -4.17% | 8.05% | 7.70% |
PLD Prologis, Inc. | 2.05% | 12.67% | -6.07% | 2.85% | 6.55% | 13.64% |
DVN Devon Energy Corporation | 0.10% | 17.23% | -15.17% | -32.96% | 28.45% | -3.42% |
CNQ Canadian Natural Resources Limited | 0.17% | 16.58% | -8.37% | -16.24% | 37.14% | 11.85% |
TSCO | -2.93% | -0.04% | -10.40% | -3.98% | 20.58% | 13.17% |
AFL Aflac Incorporated | 3.02% | 1.23% | -1.13% | 25.67% | 27.69% | 15.55% |
SNA | -6.42% | -2.08% | -11.04% | 15.32% | 23.66% | 9.78% |
HIG The Hartford Financial Services Group, Inc. | 17.08% | 11.09% | 9.53% | 27.33% | 32.68% | 14.40% |
UPS | -22.87% | -0.69% | -25.66% | -32.34% | 4.05% | 3.04% |
HPQ HP Inc. | -18.08% | 15.70% | -26.80% | -7.86% | 15.17% | 9.32% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Дивидендный портфель с 2021 года, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 3.58% | -1.69% | -3.42% | -4.37% | 1.91% | -4.16% | |||||||
2024 | -0.15% | 4.33% | 6.46% | -4.90% | 4.42% | -0.58% | 5.65% | 1.84% | 1.51% | -0.37% | 5.85% | -7.31% | 16.88% |
2023 | 8.43% | -3.34% | -2.11% | 1.34% | -4.42% | 6.98% | 5.65% | -3.41% | -3.51% | -3.81% | 10.07% | 7.76% | 19.43% |
2022 | -1.50% | -2.20% | 2.50% | -7.26% | 2.97% | -10.35% | 7.63% | -1.78% | -10.61% | 11.09% | 6.95% | -4.32% | -9.19% |
2021 | 1.07% | 6.54% | 10.83% | 5.01% | 2.70% | -1.66% | -0.65% | 4.03% | -2.62% | 6.66% | -0.63% | 4.31% | 40.84% |
2020 | -2.13% | -10.78% | -17.46% | 15.90% | 6.45% | 3.72% | 6.76% | 5.16% | -2.10% | -0.78% | 15.72% | 4.46% | 21.56% |
2019 | 9.99% | 4.21% | 1.29% | 6.04% | -6.87% | 8.69% | 1.88% | -3.25% | 3.56% | 0.19% | 4.36% | 3.24% | 37.31% |
2018 | 3.23% | -4.59% | -2.06% | 0.75% | 3.29% | -0.19% | 4.79% | 1.34% | -0.82% | -9.05% | 2.13% | -9.36% | -11.16% |
2017 | 1.54% | 2.19% | 0.21% | 0.68% | -0.66% | 1.37% | 3.35% | 0.00% | 5.11% | 3.63% | 4.16% | 1.63% | 25.63% |
2016 | -7.24% | -1.01% | 10.92% | 2.15% | 2.47% | -1.07% | 3.49% | 2.46% | -0.24% | -2.43% | 9.53% | 0.29% | 19.59% |
2015 | -3.63% | 5.49% | -0.84% | 0.11% | 1.59% | -2.34% | 1.73% | -6.16% | -3.33% | 7.42% | 1.74% | -5.08% | -4.15% |
2014 | -0.34% | 7.30% | 3.06% | -0.69% | 1.23% | 2.99% | -2.18% | 4.20% | -2.90% | 3.57% | 4.75% | 1.87% | 24.81% |
Комиссия
Комиссия Дивидендный портфель с 2021 года составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Дивидендный портфель с 2021 года составляет 13, что хуже, чем результаты 87% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
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 | |
---|---|---|---|---|---|
FAST Fastenal Company | 0.74 | 1.48 | 1.18 | 1.03 | 2.99 |
HD The Home Depot, Inc. | 0.31 | 0.72 | 1.08 | 0.42 | 1.10 |
JPM JPMorgan Chase & Co. | 1.09 | 1.77 | 1.26 | 1.43 | 4.82 |
APD Air Products and Chemicals, Inc. | 0.39 | 0.84 | 1.11 | 0.45 | 1.27 |
TXN | -0.11 | 0.16 | 1.02 | -0.09 | -0.23 |
MFC Manulife Financial Corporation | 0.90 | 1.65 | 1.24 | 1.93 | 5.85 |
PKG Packaging Corporation of America | 0.13 | 0.39 | 1.05 | 0.13 | 0.34 |
BAH Booz Allen Hamilton Holding Corporation | -0.55 | -0.50 | 0.93 | -0.38 | -0.73 |
BLK BlackRock, Inc. | 0.77 | 1.25 | 1.18 | 0.88 | 2.83 |
GLW Corning Incorporated | 1.04 | 1.68 | 1.24 | 1.39 | 4.07 |
WSM | 0.04 | 0.62 | 1.08 | 0.22 | 0.53 |
FITB Fifth Third Bancorp | 0.01 | 0.29 | 1.04 | 0.06 | 0.17 |
FNF Fidelity National Financial, Inc. | 0.56 | 0.94 | 1.13 | 1.04 | 2.63 |
TROW | -0.45 | -0.48 | 0.94 | -0.22 | -0.96 |
ALLY Ally Financial Inc. | -0.27 | -0.09 | 0.99 | -0.24 | -0.56 |
SWKS | -0.46 | -0.36 | 0.94 | -0.33 | -0.86 |
MDLZ Mondelez International, Inc. | -0.14 | -0.12 | 0.99 | -0.15 | -0.31 |
PLD Prologis, Inc. | 0.08 | 0.33 | 1.04 | 0.06 | 0.23 |
DVN Devon Energy Corporation | -0.85 | -1.12 | 0.85 | -0.56 | -1.43 |
CNQ Canadian Natural Resources Limited | -0.55 | -0.54 | 0.93 | -0.45 | -1.11 |
TSCO | -0.12 | 0.03 | 1.00 | -0.17 | -0.39 |
AFL Aflac Incorporated | 1.20 | 1.66 | 1.26 | 2.21 | 5.06 |
SNA | 0.62 | 1.16 | 1.15 | 0.82 | 2.43 |
HIG The Hartford Financial Services Group, Inc. | 1.20 | 1.78 | 1.26 | 2.23 | 5.58 |
UPS | -1.02 | -1.24 | 0.81 | -0.57 | -1.86 |
HPQ HP Inc. | -0.20 | 0.14 | 1.02 | -0.08 | -0.22 |
Загрузка...
Дивиденды
Дивидендный доход
Дивидендная доходность Дивидендный портфель с 2021 года за предыдущие двенадцать месяцев составила 3.07%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 3.07% | 2.87% | 3.07% | 3.57% | 2.35% | 2.62% | 2.31% | 2.74% | 1.95% | 2.09% | 2.27% | 2.03% |
Активы портфеля: | ||||||||||||
FAST Fastenal Company | 2.10% | 2.17% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% | 2.10% |
HD The Home Depot, Inc. | 2.50% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
JPM JPMorgan Chase & Co. | 2.00% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
APD Air Products and Chemicals, Inc. | 2.62% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
TXN | 3.12% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
MFC Manulife Financial Corporation | 3.83% | 4.15% | 4.87% | 5.68% | 4.90% | 6.26% | 3.71% | 4.97% | 3.01% | 3.13% | 3.48% | 3.36% |
PKG Packaging Corporation of America | 2.76% | 2.22% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% |
BAH Booz Allen Hamilton Holding Corporation | 1.68% | 1.59% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% |
BLK BlackRock, Inc. | 2.22% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
GLW Corning Incorporated | 2.48% | 2.36% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% |
WSM | 1.48% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% |
FITB Fifth Third Bancorp | 3.91% | 3.41% | 3.94% | 3.84% | 2.62% | 3.92% | 3.06% | 3.14% | 1.98% | 1.97% | 2.59% | 2.50% |
FNF Fidelity National Financial, Inc. | 3.39% | 3.46% | 3.59% | 8.72% | 2.99% | 1.79% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TROW | 5.38% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
ALLY Ally Financial Inc. | 3.47% | 3.33% | 3.44% | 4.91% | 1.85% | 2.13% | 2.23% | 2.47% | 1.37% | 0.84% | 0.00% | 0.00% |
SWKS | 4.08% | 3.11% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% |
MDLZ Mondelez International, Inc. | 2.76% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
PLD Prologis, Inc. | 3.64% | 3.63% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% |
DVN Devon Energy Corporation | 3.84% | 4.43% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% |
CNQ Canadian Natural Resources Limited | 5.14% | 5.02% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.20% | 3.22% | 2.61% |
TSCO | 1.73% | 1.66% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% |
AFL Aflac Incorporated | 1.96% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% |
SNA | 2.53% | 2.27% | 2.33% | 2.57% | 2.37% | 2.61% | 2.32% | 2.35% | 1.69% | 1.48% | 1.28% | 1.35% |
HIG The Hartford Financial Services Group, Inc. | 1.55% | 1.76% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% |
UPS | 5.11% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
HPQ HP Inc. | 4.27% | 3.42% | 3.54% | 3.77% | 2.21% | 2.94% | 3.19% | 2.82% | 2.56% | 4.24% | 3.01% | 1.56% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Загрузка...
Максимальные просадки
Дивидендный портфель с 2021 года показал максимальную просадку в 40.66%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 96 торговых сессий.
Текущая просадка Дивидендный портфель с 2021 года составляет 11.65%.
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 |
---|---|---|---|---|---|---|
-40.66% | 21 янв. 2020 г. | 44 | 23 мар. 2020 г. | 96 | 7 авг. 2020 г. | 140 |
-22.76% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 75 | 12 апр. 2019 г. | 139 |
-21.7% | 26 нояб. 2024 г. | 90 | 8 апр. 2025 г. | — | — | — |
-21.54% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 207 | 31 июл. 2023 г. | 393 |
-20.95% | 21 мая 2015 г. | 184 | 11 февр. 2016 г. | 104 | 12 июл. 2016 г. | 288 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
Загрузка...
Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 26, при этом эффективное количество активов равно 25.99, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
^GSPC | BAH | MDLZ | CNQ | TSCO | DVN | WSM | PLD | FNF | SWKS | UPS | PKG | HD | FAST | HIG | APD | ALLY | HPQ | TXN | MFC | AFL | GLW | FITB | SNA | JPM | BLK | TROW | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.45 | 0.48 | 0.43 | 0.47 | 0.44 | 0.48 | 0.53 | 0.50 | 0.65 | 0.59 | 0.54 | 0.62 | 0.61 | 0.53 | 0.62 | 0.56 | 0.63 | 0.71 | 0.61 | 0.59 | 0.68 | 0.58 | 0.61 | 0.65 | 0.75 | 0.74 | 0.87 |
BAH | 0.45 | 1.00 | 0.30 | 0.17 | 0.28 | 0.17 | 0.23 | 0.34 | 0.29 | 0.25 | 0.29 | 0.30 | 0.34 | 0.34 | 0.32 | 0.33 | 0.25 | 0.30 | 0.32 | 0.26 | 0.35 | 0.30 | 0.27 | 0.33 | 0.29 | 0.36 | 0.37 | 0.46 |
MDLZ | 0.48 | 0.30 | 1.00 | 0.17 | 0.29 | 0.17 | 0.20 | 0.42 | 0.32 | 0.26 | 0.38 | 0.32 | 0.38 | 0.34 | 0.37 | 0.41 | 0.23 | 0.28 | 0.32 | 0.26 | 0.40 | 0.32 | 0.26 | 0.35 | 0.31 | 0.38 | 0.38 | 0.45 |
CNQ | 0.43 | 0.17 | 0.17 | 1.00 | 0.20 | 0.72 | 0.25 | 0.21 | 0.26 | 0.27 | 0.27 | 0.33 | 0.23 | 0.28 | 0.31 | 0.32 | 0.39 | 0.37 | 0.31 | 0.51 | 0.36 | 0.36 | 0.38 | 0.34 | 0.40 | 0.36 | 0.36 | 0.56 |
TSCO | 0.47 | 0.28 | 0.29 | 0.20 | 1.00 | 0.23 | 0.44 | 0.29 | 0.25 | 0.34 | 0.35 | 0.32 | 0.53 | 0.43 | 0.30 | 0.34 | 0.27 | 0.34 | 0.36 | 0.29 | 0.30 | 0.34 | 0.30 | 0.38 | 0.31 | 0.36 | 0.39 | 0.52 |
DVN | 0.44 | 0.17 | 0.17 | 0.72 | 0.23 | 1.00 | 0.26 | 0.19 | 0.27 | 0.30 | 0.30 | 0.35 | 0.24 | 0.30 | 0.36 | 0.32 | 0.43 | 0.38 | 0.32 | 0.46 | 0.39 | 0.38 | 0.43 | 0.37 | 0.44 | 0.37 | 0.37 | 0.59 |
WSM | 0.48 | 0.23 | 0.20 | 0.25 | 0.44 | 0.26 | 1.00 | 0.28 | 0.30 | 0.37 | 0.37 | 0.32 | 0.48 | 0.39 | 0.29 | 0.32 | 0.36 | 0.38 | 0.37 | 0.34 | 0.29 | 0.38 | 0.36 | 0.41 | 0.34 | 0.41 | 0.44 | 0.56 |
PLD | 0.53 | 0.34 | 0.42 | 0.21 | 0.29 | 0.19 | 0.28 | 1.00 | 0.39 | 0.32 | 0.42 | 0.36 | 0.45 | 0.38 | 0.35 | 0.41 | 0.31 | 0.31 | 0.38 | 0.29 | 0.36 | 0.37 | 0.29 | 0.37 | 0.30 | 0.43 | 0.41 | 0.51 |
FNF | 0.50 | 0.29 | 0.32 | 0.26 | 0.25 | 0.27 | 0.30 | 0.39 | 1.00 | 0.33 | 0.36 | 0.40 | 0.39 | 0.35 | 0.48 | 0.40 | 0.44 | 0.39 | 0.37 | 0.42 | 0.48 | 0.41 | 0.44 | 0.44 | 0.42 | 0.45 | 0.45 | 0.58 |
SWKS | 0.65 | 0.25 | 0.26 | 0.27 | 0.34 | 0.30 | 0.37 | 0.32 | 0.33 | 1.00 | 0.40 | 0.37 | 0.41 | 0.42 | 0.32 | 0.41 | 0.41 | 0.48 | 0.72 | 0.41 | 0.34 | 0.53 | 0.40 | 0.44 | 0.41 | 0.50 | 0.51 | 0.63 |
UPS | 0.59 | 0.29 | 0.38 | 0.27 | 0.35 | 0.30 | 0.37 | 0.42 | 0.36 | 0.40 | 1.00 | 0.46 | 0.50 | 0.50 | 0.41 | 0.47 | 0.38 | 0.43 | 0.46 | 0.40 | 0.42 | 0.48 | 0.45 | 0.48 | 0.46 | 0.53 | 0.55 | 0.63 |
PKG | 0.54 | 0.30 | 0.32 | 0.33 | 0.32 | 0.35 | 0.32 | 0.36 | 0.40 | 0.37 | 0.46 | 1.00 | 0.40 | 0.44 | 0.47 | 0.49 | 0.46 | 0.43 | 0.41 | 0.46 | 0.49 | 0.51 | 0.49 | 0.54 | 0.49 | 0.49 | 0.50 | 0.65 |
HD | 0.62 | 0.34 | 0.38 | 0.23 | 0.53 | 0.24 | 0.48 | 0.45 | 0.39 | 0.41 | 0.50 | 0.40 | 1.00 | 0.50 | 0.39 | 0.46 | 0.38 | 0.42 | 0.47 | 0.38 | 0.40 | 0.45 | 0.40 | 0.50 | 0.42 | 0.52 | 0.52 | 0.64 |
FAST | 0.61 | 0.34 | 0.34 | 0.28 | 0.43 | 0.30 | 0.39 | 0.38 | 0.35 | 0.42 | 0.50 | 0.44 | 0.50 | 1.00 | 0.39 | 0.47 | 0.37 | 0.42 | 0.48 | 0.41 | 0.43 | 0.48 | 0.42 | 0.55 | 0.45 | 0.53 | 0.54 | 0.64 |
HIG | 0.53 | 0.32 | 0.37 | 0.31 | 0.30 | 0.36 | 0.29 | 0.35 | 0.48 | 0.32 | 0.41 | 0.47 | 0.39 | 0.39 | 1.00 | 0.45 | 0.48 | 0.40 | 0.35 | 0.54 | 0.70 | 0.43 | 0.60 | 0.49 | 0.63 | 0.51 | 0.51 | 0.66 |
APD | 0.62 | 0.33 | 0.41 | 0.32 | 0.34 | 0.32 | 0.32 | 0.41 | 0.40 | 0.41 | 0.47 | 0.49 | 0.46 | 0.47 | 0.45 | 1.00 | 0.39 | 0.44 | 0.48 | 0.46 | 0.48 | 0.48 | 0.42 | 0.50 | 0.47 | 0.55 | 0.52 | 0.65 |
ALLY | 0.56 | 0.25 | 0.23 | 0.39 | 0.27 | 0.43 | 0.36 | 0.31 | 0.44 | 0.41 | 0.38 | 0.46 | 0.38 | 0.37 | 0.48 | 0.39 | 1.00 | 0.47 | 0.43 | 0.54 | 0.48 | 0.50 | 0.65 | 0.49 | 0.60 | 0.55 | 0.56 | 0.69 |
HPQ | 0.63 | 0.30 | 0.28 | 0.37 | 0.34 | 0.38 | 0.38 | 0.31 | 0.39 | 0.48 | 0.43 | 0.43 | 0.42 | 0.42 | 0.40 | 0.44 | 0.47 | 1.00 | 0.55 | 0.48 | 0.44 | 0.55 | 0.48 | 0.50 | 0.49 | 0.52 | 0.52 | 0.69 |
TXN | 0.71 | 0.32 | 0.32 | 0.31 | 0.36 | 0.32 | 0.37 | 0.38 | 0.37 | 0.72 | 0.46 | 0.41 | 0.47 | 0.48 | 0.35 | 0.48 | 0.43 | 0.55 | 1.00 | 0.44 | 0.40 | 0.58 | 0.43 | 0.47 | 0.45 | 0.55 | 0.56 | 0.68 |
MFC | 0.61 | 0.26 | 0.26 | 0.51 | 0.29 | 0.46 | 0.34 | 0.29 | 0.42 | 0.41 | 0.40 | 0.46 | 0.38 | 0.41 | 0.54 | 0.46 | 0.54 | 0.48 | 0.44 | 1.00 | 0.58 | 0.52 | 0.61 | 0.51 | 0.62 | 0.57 | 0.55 | 0.71 |
AFL | 0.59 | 0.35 | 0.40 | 0.36 | 0.30 | 0.39 | 0.29 | 0.36 | 0.48 | 0.34 | 0.42 | 0.49 | 0.40 | 0.43 | 0.70 | 0.48 | 0.48 | 0.44 | 0.40 | 0.58 | 1.00 | 0.47 | 0.60 | 0.54 | 0.65 | 0.56 | 0.55 | 0.70 |
GLW | 0.68 | 0.30 | 0.32 | 0.36 | 0.34 | 0.38 | 0.38 | 0.37 | 0.41 | 0.53 | 0.48 | 0.51 | 0.45 | 0.48 | 0.43 | 0.48 | 0.50 | 0.55 | 0.58 | 0.52 | 0.47 | 1.00 | 0.52 | 0.53 | 0.54 | 0.58 | 0.58 | 0.72 |
FITB | 0.58 | 0.27 | 0.26 | 0.38 | 0.30 | 0.43 | 0.36 | 0.29 | 0.44 | 0.40 | 0.45 | 0.49 | 0.40 | 0.42 | 0.60 | 0.42 | 0.65 | 0.48 | 0.43 | 0.61 | 0.60 | 0.52 | 1.00 | 0.54 | 0.77 | 0.59 | 0.60 | 0.73 |
SNA | 0.61 | 0.33 | 0.35 | 0.34 | 0.38 | 0.37 | 0.41 | 0.37 | 0.44 | 0.44 | 0.48 | 0.54 | 0.50 | 0.55 | 0.49 | 0.50 | 0.49 | 0.50 | 0.47 | 0.51 | 0.54 | 0.53 | 0.54 | 1.00 | 0.54 | 0.54 | 0.56 | 0.72 |
JPM | 0.65 | 0.29 | 0.31 | 0.40 | 0.31 | 0.44 | 0.34 | 0.30 | 0.42 | 0.41 | 0.46 | 0.49 | 0.42 | 0.45 | 0.63 | 0.47 | 0.60 | 0.49 | 0.45 | 0.62 | 0.65 | 0.54 | 0.77 | 0.54 | 1.00 | 0.64 | 0.61 | 0.75 |
BLK | 0.75 | 0.36 | 0.38 | 0.36 | 0.36 | 0.37 | 0.41 | 0.43 | 0.45 | 0.50 | 0.53 | 0.49 | 0.52 | 0.53 | 0.51 | 0.55 | 0.55 | 0.52 | 0.55 | 0.57 | 0.56 | 0.58 | 0.59 | 0.54 | 0.64 | 1.00 | 0.76 | 0.77 |
TROW | 0.74 | 0.37 | 0.38 | 0.36 | 0.39 | 0.37 | 0.44 | 0.41 | 0.45 | 0.51 | 0.55 | 0.50 | 0.52 | 0.54 | 0.51 | 0.52 | 0.56 | 0.52 | 0.56 | 0.55 | 0.55 | 0.58 | 0.60 | 0.56 | 0.61 | 0.76 | 1.00 | 0.78 |
Portfolio | 0.87 | 0.46 | 0.45 | 0.56 | 0.52 | 0.59 | 0.56 | 0.51 | 0.58 | 0.63 | 0.63 | 0.65 | 0.64 | 0.64 | 0.66 | 0.65 | 0.69 | 0.69 | 0.68 | 0.71 | 0.70 | 0.72 | 0.73 | 0.72 | 0.75 | 0.77 | 0.78 | 1.00 |