Growth and Income #3
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Growth and Income #3
Последнее обновление 25 июл. 2024 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AAPL Apple Inc | Technology | 3.33% |
ACN Accenture plc | Technology | 3.33% |
AVGO Broadcom Inc. | Technology | 3.33% |
CAT Caterpillar Inc. | Industrials | 3.33% |
CCI Crown Castle International Corp. | Real Estate | 3.33% |
COST Costco Wholesale Corporation | Consumer Defensive | 3.33% |
CVX Chevron Corporation | Energy | 3.33% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 3.33% |
DFS Discover Financial Services | Financial Services | 3.33% |
DG Dollar General Corporation | Consumer Defensive | 3.33% |
DHR Danaher Corporation | Healthcare | 3.33% |
HAL Halliburton Company | Energy | 3.33% |
HCA HCA Healthcare, Inc. | Healthcare | 3.33% |
HD The Home Depot, Inc. | Consumer Cyclical | 3.33% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 3.33% |
JPM JPMorgan Chase & Co. | Financial Services | 3.33% |
LPLA LPL Financial Holdings Inc. | Financial Services | 3.33% |
LRCX Lam Research Corporation | Technology | 3.33% |
MA Mastercard Inc | Financial Services | 3.33% |
MAR Marriott International, Inc. | Consumer Cyclical | 3.33% |
MCD | 3.33% | |
MCHP | 3.33% | |
NSC | 3.33% | |
PG | 3.33% | |
STZ | 3.33% | |
TXRH | 3.33% | |
UNH | 3.33% | |
V | 3.33% | |
WMT | 3.33% | |
YUM | 3.33% |
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в Growth and Income #3 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
Growth and Income #3
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 12 дек. 2013 г., начальной даты HLT
Доходность по периодам
Growth and Income #3 на 25 июл. 2024 г. показал доходность в 10.45% с начала года и доходность в 19.32% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Growth and Income #3 | 10.84% | -0.41% | 8.22% | 18.24% | 19.16% | 19.39% |
| Активы портфеля: | ||||||
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.18% | 25.95% |
ACN Accenture plc | -4.80% | 8.85% | -10.30% | 5.22% | 12.55% | 17.21% |
CAT Caterpillar Inc. | 17.89% | 5.81% | 15.87% | 35.64% | 23.80% | 15.77% |
CCI Crown Castle International Corp. | -5.58% | 10.01% | 0.14% | 1.76% | -0.26% | 7.71% |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.71% | 6.16% |
DG Dollar General Corporation | -11.87% | -7.87% | -10.61% | -28.27% | -2.00% | 8.93% |
DHR Danaher Corporation | 17.00% | 6.62% | 16.17% | 19.90% | 16.98% | 24.58% |
HAL Halliburton Company | -4.57% | 0.38% | -8.08% | -8.28% | 10.14% | -5.43% |
HCA HCA Healthcare, Inc. | 30.86% | 3.62% | 24.97% | 28.77% | 20.54% | 19.19% |
HD The Home Depot, Inc. | 3.27% | 3.36% | 0.72% | 9.97% | 12.98% | 18.63% |
HLT Hilton Worldwide Holdings Inc. | 17.25% | 0.06% | 10.83% | 40.14% | 17.35% | 15.96% |
JPM JPMorgan Chase & Co. | 24.84% | 6.28% | 22.50% | 37.11% | 15.79% | 16.76% |
LPLA LPL Financial Holdings Inc. | 5.32% | -12.99% | -1.35% | 1.49% | 23.48% | 18.93% |
LRCX Lam Research Corporation | 13.33% | -16.26% | 5.80% | 27.19% | 35.02% | 31.04% |
MAR Marriott International, Inc. | 4.15% | -3.21% | -2.78% | 20.60% | 11.50% | 14.69% |
MCD | -14.16% | -2.47% | -12.91% | -12.79% | 5.55% | 13.06% |
MCHP | -4.75% | -5.57% | -1.18% | -4.03% | 13.43% | 16.20% |
PG | 16.05% | 0.27% | 8.23% | 12.50% | 10.51% | 10.93% |
STZ | 3.94% | -4.48% | 0.71% | -6.47% | 5.65% | 12.61% |
V | -2.18% | -7.26% | -4.95% | 9.07% | 7.43% | 17.73% |
WMT | 33.70% | 2.53% | 28.31% | 33.39% | 14.95% | 13.09% |
YUM | -1.73% | -3.66% | -0.54% | -4.86% | 4.09% | 10.70% |
NSC | -4.60% | 4.90% | -3.74% | -2.92% | 5.37% | 10.36% |
MA Mastercard Inc | 1.17% | -4.89% | -1.76% | 9.54% | 9.40% | 19.71% |
UNH | 7.18% | 15.63% | 12.14% | 12.50% | 19.01% | 22.75% |
AVGO Broadcom Inc. | 34.71% | -6.24% | 24.80% | 69.98% | 42.16% | 40.16% |
DFS Discover Financial Services | 27.42% | 12.98% | 33.95% | 39.69% | 11.44% | 10.98% |
DECK Deckers Outdoor Corporation | 25.89% | -14.24% | 9.60% | 56.70% | 39.53% | 25.17% |
COST Costco Wholesale Corporation | 23.99% | -4.77% | 19.16% | 49.55% | 25.92% | 23.87% |
TXRH | 36.88% | -3.49% | 36.22% | 50.62% | 26.42% | 22.76% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Growth and Income #3, 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 | 2.26% | 6.30% | 2.69% | -4.48% | 3.64% | 0.89% | 10.84% | ||||||
| 2023 | 5.89% | -3.18% | 1.07% | 1.65% | -1.37% | 7.23% | 3.49% | -2.82% | -4.00% | -2.12% | 9.21% | 6.08% | 21.94% |
| 2022 | -4.30% | -1.70% | 3.94% | -3.59% | 0.09% | -9.61% | 10.87% | -3.36% | -7.82% | 12.83% | 6.88% | -4.82% | -3.32% |
| 2021 | -2.97% | 7.37% | 5.07% | 5.09% | 0.62% | 0.00% | 3.36% | 0.41% | -2.36% | 5.66% | -0.75% | 8.45% | 33.39% |
| 2020 | -0.26% | -9.26% | -16.49% | 16.04% | 6.54% | 2.38% | 5.57% | 7.51% | -2.61% | 0.03% | 14.66% | 4.71% | 27.00% |
| 2019 | 7.82% | 4.27% | 2.19% | 5.31% | -5.89% | 7.78% | 2.09% | -1.73% | 1.40% | 2.44% | 4.08% | 3.75% | 38.11% |
| 2018 | 5.31% | -3.30% | -1.28% | 1.46% | 2.77% | -0.48% | 2.51% | 3.33% | 1.30% | -5.88% | 3.65% | -7.63% | 0.87% |
| 2017 | 2.98% | 3.33% | 0.63% | 2.40% | 4.23% | -0.61% | 1.75% | 1.91% | 4.03% | 3.81% | 4.75% | 2.94% | 37.15% |
| 2016 | -4.49% | 0.72% | 9.17% | 0.52% | 1.44% | 0.84% | 6.55% | 0.74% | -0.25% | -0.93% | 6.76% | 1.28% | 23.86% |
| 2015 | -3.30% | 8.20% | -1.50% | -0.13% | 1.92% | -0.47% | 0.43% | -5.24% | -2.48% | 5.47% | 1.32% | -1.48% | 2.03% |
| 2014 | -3.27% | 4.87% | 1.38% | -0.07% | 2.58% | 3.02% | -1.35% | 5.57% | -0.06% | 1.64% | 4.21% | 0.10% | 19.86% |
| 2013 | 4.43% | 4.43% |
Комиссия
Комиссия Growth and Income #3 составляет 0.00%. 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 Growth and Income #3 среди портфелей на нашем сайте составляет 53, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Growth and Income #3
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.55 | 0.94 | 1.11 | 0.75 | 1.48 |
ACN Accenture plc | 0.27 | 0.51 | 1.07 | 0.20 | 0.49 |
CAT Caterpillar Inc. | 1.36 | 1.93 | 1.26 | 1.67 | 4.34 |
CCI Crown Castle International Corp. | -0.02 | 0.16 | 1.02 | -0.01 | -0.03 |
CVX Chevron Corporation | 0.09 | 0.25 | 1.03 | 0.08 | 0.20 |
DG Dollar General Corporation | -0.76 | -0.94 | 0.88 | -0.45 | -1.21 |
DHR Danaher Corporation | 0.66 | 1.15 | 1.13 | 0.42 | 2.40 |
HAL Halliburton Company | -0.35 | -0.32 | 0.96 | -0.19 | -0.64 |
HCA HCA Healthcare, Inc. | 1.08 | 1.55 | 1.20 | 0.98 | 3.53 |
HD The Home Depot, Inc. | 0.51 | 0.87 | 1.10 | 0.33 | 1.10 |
HLT Hilton Worldwide Holdings Inc. | 2.18 | 2.96 | 1.36 | 4.48 | 13.01 |
JPM JPMorgan Chase & Co. | 2.05 | 2.54 | 1.38 | 2.21 | 7.80 |
LPLA LPL Financial Holdings Inc. | 0.07 | 0.26 | 1.04 | 0.07 | 0.26 |
LRCX Lam Research Corporation | 1.08 | 1.61 | 1.21 | 1.81 | 5.05 |
MAR Marriott International, Inc. | 1.05 | 1.55 | 1.19 | 1.91 | 4.16 |
MCD | -0.73 | -0.93 | 0.89 | -0.68 | -1.35 |
MCHP | -0.05 | 0.15 | 1.02 | -0.07 | -0.16 |
PG | 0.81 | 1.25 | 1.15 | 1.16 | 3.24 |
STZ | -0.39 | -0.42 | 0.95 | -0.44 | -0.86 |
V | 0.54 | 0.80 | 1.10 | 0.63 | 1.81 |
WMT | 1.94 | 2.60 | 1.40 | 3.04 | 9.07 |
YUM | -0.35 | -0.39 | 0.96 | -0.31 | -0.86 |
NSC | -0.15 | -0.05 | 0.99 | -0.10 | -0.32 |
MA Mastercard Inc | 0.48 | 0.71 | 1.10 | 0.59 | 1.44 |
UNH | 0.54 | 0.93 | 1.12 | 0.59 | 1.59 |
AVGO Broadcom Inc. | 1.78 | 2.51 | 1.31 | 3.87 | 10.69 |
DFS Discover Financial Services | 1.15 | 1.68 | 1.25 | 0.98 | 3.74 |
DECK Deckers Outdoor Corporation | 1.31 | 2.38 | 1.29 | 2.20 | 6.24 |
COST Costco Wholesale Corporation | 2.59 | 3.14 | 1.47 | 4.17 | 13.12 |
TXRH | 2.18 | 3.29 | 1.39 | 2.31 | 8.39 |
Growth and Income #3
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Growth and Income #3 за предыдущие двенадцать месяцев составила 1.66%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Growth and Income #3 | 1.66% | 1.66% | 1.58% | 1.23% | 1.57% | 1.68% | 1.97% | 1.65% | 2.97% | 2.01% | 1.53% | 1.37% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ACN Accenture plc | 1.56% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
CAT Caterpillar Inc. | 1.54% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
CCI Crown Castle International Corp. | 5.93% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% | 2.38% | 0.00% |
CVX Chevron Corporation | 3.99% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
DG Dollar General Corporation | 1.99% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% | 0.00% |
DHR Danaher Corporation | 0.39% | 0.43% | 0.38% | 0.29% | 0.37% | 0.50% | 0.70% | 0.68% | 36.54% | 0.87% | 0.47% | 0.13% |
HAL Halliburton Company | 1.93% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% |
HCA HCA Healthcare, Inc. | 0.71% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD The Home Depot, Inc. | 2.46% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
HLT Hilton Worldwide Holdings Inc. | 0.28% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 2.11% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
LPLA LPL Financial Holdings Inc. | 0.50% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% | 2.15% | 1.38% |
LRCX Lam Research Corporation | 0.90% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
MAR Marriott International, Inc. | 0.94% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
MCD | 2.60% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
MCHP | 2.06% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% |
PG | 2.33% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
STZ | 1.48% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% | 0.00% |
V | 0.79% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
WMT | 1.14% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
YUM | 2.01% | 1.85% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.21% | 0.23% | 0.21% | 0.18% |
NSC | 2.42% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% | 2.20% |
MA Mastercard Inc | 0.59% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
UNH | 1.38% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
AVGO Broadcom Inc. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
DFS Discover Financial Services | 1.98% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% | 1.07% |
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.50% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
TXRH | 1.40% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Growth and Income #3
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Growth and Income #3 показал максимальную просадку в 38.36%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 97 торговых сессий.
Текущая просадка Growth and Income #3 составляет 3.59%.
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 |
|---|---|---|---|---|---|---|
| -38.36% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 97 | 10 авг. 2020 г. | 120 |
| -17.56% | 21 апр. 2022 г. | 40 | 16 июн. 2022 г. | 115 | 30 нояб. 2022 г. | 155 |
| -16.25% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 34 | 13 февр. 2019 г. | 98 |
| -14.49% | 23 июн. 2015 г. | 162 | 11 февр. 2016 г. | 32 | 30 мар. 2016 г. | 194 |
| -11.07% | 5 янв. 2022 г. | 42 | 7 мар. 2022 г. | 31 | 20 апр. 2022 г. | 73 |
Волатильность
График волатильности
Текущая волатильность Growth and Income #3 составляет 2.98%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Growth and Income #3
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| DG | CCI | WMT | PG | HAL | TXRH | DECK | UNH | CVX | STZ | HCA | MCD | COST | LPLA | AAPL | DHR | AVGO | YUM | LRCX | HLT | NSC | MAR | CAT | MCHP | HD | DFS | JPM | V | ACN | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DG | 1.00 | 0.25 | 0.42 | 0.30 | 0.11 | 0.25 | 0.26 | 0.28 | 0.14 | 0.26 | 0.26 | 0.27 | 0.42 | 0.19 | 0.22 | 0.29 | 0.21 | 0.29 | 0.22 | 0.19 | 0.24 | 0.20 | 0.21 | 0.22 | 0.43 | 0.22 | 0.21 | 0.25 | 0.29 | 0.26 |
| CCI | 0.25 | 1.00 | 0.28 | 0.37 | 0.12 | 0.15 | 0.17 | 0.28 | 0.17 | 0.32 | 0.25 | 0.36 | 0.32 | 0.13 | 0.28 | 0.37 | 0.23 | 0.34 | 0.23 | 0.20 | 0.26 | 0.18 | 0.20 | 0.23 | 0.34 | 0.20 | 0.21 | 0.32 | 0.37 | 0.31 |
| WMT | 0.42 | 0.28 | 1.00 | 0.44 | 0.13 | 0.22 | 0.21 | 0.30 | 0.21 | 0.30 | 0.23 | 0.34 | 0.56 | 0.17 | 0.27 | 0.30 | 0.21 | 0.31 | 0.23 | 0.19 | 0.28 | 0.20 | 0.24 | 0.22 | 0.40 | 0.26 | 0.26 | 0.29 | 0.33 | 0.29 |
| PG | 0.30 | 0.37 | 0.44 | 1.00 | 0.12 | 0.19 | 0.15 | 0.35 | 0.22 | 0.34 | 0.25 | 0.42 | 0.41 | 0.13 | 0.27 | 0.37 | 0.20 | 0.37 | 0.22 | 0.21 | 0.31 | 0.22 | 0.24 | 0.23 | 0.36 | 0.23 | 0.26 | 0.35 | 0.38 | 0.36 |
| HAL | 0.11 | 0.12 | 0.13 | 0.12 | 1.00 | 0.25 | 0.25 | 0.21 | 0.71 | 0.27 | 0.30 | 0.17 | 0.15 | 0.41 | 0.24 | 0.21 | 0.30 | 0.25 | 0.30 | 0.36 | 0.41 | 0.38 | 0.57 | 0.34 | 0.26 | 0.45 | 0.46 | 0.27 | 0.30 | 0.30 |
| TXRH | 0.25 | 0.15 | 0.22 | 0.19 | 0.25 | 1.00 | 0.35 | 0.23 | 0.22 | 0.28 | 0.30 | 0.34 | 0.28 | 0.33 | 0.25 | 0.24 | 0.26 | 0.40 | 0.28 | 0.39 | 0.30 | 0.42 | 0.29 | 0.31 | 0.36 | 0.39 | 0.35 | 0.31 | 0.34 | 0.34 |
| DECK | 0.26 | 0.17 | 0.21 | 0.15 | 0.25 | 0.35 | 1.00 | 0.21 | 0.23 | 0.24 | 0.31 | 0.25 | 0.31 | 0.36 | 0.30 | 0.32 | 0.33 | 0.32 | 0.35 | 0.39 | 0.31 | 0.37 | 0.35 | 0.38 | 0.41 | 0.38 | 0.36 | 0.34 | 0.36 | 0.36 |
| UNH | 0.28 | 0.28 | 0.30 | 0.35 | 0.21 | 0.23 | 0.21 | 1.00 | 0.29 | 0.31 | 0.38 | 0.32 | 0.32 | 0.29 | 0.31 | 0.39 | 0.27 | 0.35 | 0.27 | 0.29 | 0.35 | 0.30 | 0.30 | 0.27 | 0.35 | 0.32 | 0.38 | 0.38 | 0.39 | 0.38 |
| CVX | 0.14 | 0.17 | 0.21 | 0.22 | 0.71 | 0.22 | 0.23 | 0.29 | 1.00 | 0.28 | 0.31 | 0.26 | 0.22 | 0.41 | 0.25 | 0.26 | 0.29 | 0.29 | 0.28 | 0.34 | 0.43 | 0.36 | 0.56 | 0.33 | 0.29 | 0.45 | 0.50 | 0.35 | 0.35 | 0.35 |
| STZ | 0.26 | 0.32 | 0.30 | 0.34 | 0.27 | 0.28 | 0.24 | 0.31 | 0.28 | 1.00 | 0.33 | 0.35 | 0.33 | 0.31 | 0.31 | 0.34 | 0.29 | 0.38 | 0.31 | 0.33 | 0.31 | 0.35 | 0.31 | 0.30 | 0.38 | 0.36 | 0.35 | 0.40 | 0.40 | 0.39 |
| HCA | 0.26 | 0.25 | 0.23 | 0.25 | 0.30 | 0.30 | 0.31 | 0.38 | 0.31 | 0.33 | 1.00 | 0.32 | 0.29 | 0.33 | 0.30 | 0.36 | 0.33 | 0.38 | 0.31 | 0.36 | 0.38 | 0.37 | 0.38 | 0.35 | 0.38 | 0.38 | 0.41 | 0.35 | 0.39 | 0.37 |
| MCD | 0.27 | 0.36 | 0.34 | 0.42 | 0.17 | 0.34 | 0.25 | 0.32 | 0.26 | 0.35 | 0.32 | 1.00 | 0.36 | 0.25 | 0.31 | 0.37 | 0.29 | 0.57 | 0.26 | 0.32 | 0.35 | 0.34 | 0.29 | 0.29 | 0.40 | 0.32 | 0.35 | 0.43 | 0.41 | 0.43 |
| COST | 0.42 | 0.32 | 0.56 | 0.41 | 0.15 | 0.28 | 0.31 | 0.32 | 0.22 | 0.33 | 0.29 | 0.36 | 1.00 | 0.23 | 0.42 | 0.40 | 0.36 | 0.37 | 0.37 | 0.29 | 0.31 | 0.30 | 0.27 | 0.35 | 0.50 | 0.29 | 0.29 | 0.41 | 0.45 | 0.40 |
| LPLA | 0.19 | 0.13 | 0.17 | 0.13 | 0.41 | 0.33 | 0.36 | 0.29 | 0.41 | 0.31 | 0.33 | 0.25 | 0.23 | 1.00 | 0.30 | 0.30 | 0.35 | 0.33 | 0.37 | 0.42 | 0.42 | 0.43 | 0.48 | 0.40 | 0.33 | 0.55 | 0.60 | 0.40 | 0.40 | 0.42 |
| AAPL | 0.22 | 0.28 | 0.27 | 0.27 | 0.24 | 0.25 | 0.30 | 0.31 | 0.25 | 0.31 | 0.30 | 0.31 | 0.42 | 0.30 | 1.00 | 0.42 | 0.55 | 0.33 | 0.51 | 0.36 | 0.35 | 0.37 | 0.35 | 0.50 | 0.39 | 0.34 | 0.36 | 0.49 | 0.48 | 0.49 |
| DHR | 0.29 | 0.37 | 0.30 | 0.37 | 0.21 | 0.24 | 0.32 | 0.39 | 0.26 | 0.34 | 0.36 | 0.37 | 0.40 | 0.30 | 0.42 | 1.00 | 0.41 | 0.40 | 0.42 | 0.31 | 0.40 | 0.32 | 0.37 | 0.44 | 0.46 | 0.34 | 0.36 | 0.48 | 0.54 | 0.49 |
| AVGO | 0.21 | 0.23 | 0.21 | 0.20 | 0.30 | 0.26 | 0.33 | 0.27 | 0.29 | 0.29 | 0.33 | 0.29 | 0.36 | 0.35 | 0.55 | 0.41 | 1.00 | 0.35 | 0.65 | 0.40 | 0.39 | 0.42 | 0.41 | 0.68 | 0.38 | 0.38 | 0.39 | 0.46 | 0.49 | 0.47 |
| YUM | 0.29 | 0.34 | 0.31 | 0.37 | 0.25 | 0.40 | 0.32 | 0.35 | 0.29 | 0.38 | 0.38 | 0.57 | 0.37 | 0.33 | 0.33 | 0.40 | 0.35 | 1.00 | 0.36 | 0.41 | 0.39 | 0.42 | 0.37 | 0.37 | 0.44 | 0.39 | 0.39 | 0.47 | 0.44 | 0.48 |
| LRCX | 0.22 | 0.23 | 0.23 | 0.22 | 0.30 | 0.28 | 0.35 | 0.27 | 0.28 | 0.31 | 0.31 | 0.26 | 0.37 | 0.37 | 0.51 | 0.42 | 0.65 | 0.36 | 1.00 | 0.41 | 0.41 | 0.44 | 0.43 | 0.72 | 0.40 | 0.42 | 0.42 | 0.47 | 0.48 | 0.50 |
| HLT | 0.19 | 0.20 | 0.19 | 0.21 | 0.36 | 0.39 | 0.39 | 0.29 | 0.34 | 0.33 | 0.36 | 0.32 | 0.29 | 0.42 | 0.36 | 0.31 | 0.40 | 0.41 | 0.41 | 1.00 | 0.43 | 0.80 | 0.46 | 0.45 | 0.39 | 0.49 | 0.47 | 0.47 | 0.40 | 0.48 |
| NSC | 0.24 | 0.26 | 0.28 | 0.31 | 0.41 | 0.30 | 0.31 | 0.35 | 0.43 | 0.31 | 0.38 | 0.35 | 0.31 | 0.42 | 0.35 | 0.40 | 0.39 | 0.39 | 0.41 | 0.43 | 1.00 | 0.44 | 0.56 | 0.44 | 0.44 | 0.50 | 0.52 | 0.44 | 0.48 | 0.46 |
| MAR | 0.20 | 0.18 | 0.20 | 0.22 | 0.38 | 0.42 | 0.37 | 0.30 | 0.36 | 0.35 | 0.37 | 0.34 | 0.30 | 0.43 | 0.37 | 0.32 | 0.42 | 0.42 | 0.44 | 0.80 | 0.44 | 1.00 | 0.49 | 0.47 | 0.41 | 0.51 | 0.50 | 0.47 | 0.44 | 0.48 |
| CAT | 0.21 | 0.20 | 0.24 | 0.24 | 0.57 | 0.29 | 0.35 | 0.30 | 0.56 | 0.31 | 0.38 | 0.29 | 0.27 | 0.48 | 0.35 | 0.37 | 0.41 | 0.37 | 0.43 | 0.46 | 0.56 | 0.49 | 1.00 | 0.48 | 0.40 | 0.54 | 0.58 | 0.42 | 0.44 | 0.44 |
| MCHP | 0.22 | 0.23 | 0.22 | 0.23 | 0.34 | 0.31 | 0.38 | 0.27 | 0.33 | 0.30 | 0.35 | 0.29 | 0.35 | 0.40 | 0.50 | 0.44 | 0.68 | 0.37 | 0.72 | 0.45 | 0.44 | 0.47 | 0.48 | 1.00 | 0.43 | 0.47 | 0.45 | 0.47 | 0.53 | 0.49 |
| HD | 0.43 | 0.34 | 0.40 | 0.36 | 0.26 | 0.36 | 0.41 | 0.35 | 0.29 | 0.38 | 0.38 | 0.40 | 0.50 | 0.33 | 0.39 | 0.46 | 0.38 | 0.44 | 0.40 | 0.39 | 0.44 | 0.41 | 0.40 | 0.43 | 1.00 | 0.43 | 0.42 | 0.46 | 0.51 | 0.46 |
| DFS | 0.22 | 0.20 | 0.26 | 0.23 | 0.45 | 0.39 | 0.38 | 0.32 | 0.45 | 0.36 | 0.38 | 0.32 | 0.29 | 0.55 | 0.34 | 0.34 | 0.38 | 0.39 | 0.42 | 0.49 | 0.50 | 0.51 | 0.54 | 0.47 | 0.43 | 1.00 | 0.70 | 0.47 | 0.44 | 0.48 |
| JPM | 0.21 | 0.21 | 0.26 | 0.26 | 0.46 | 0.35 | 0.36 | 0.38 | 0.50 | 0.35 | 0.41 | 0.35 | 0.29 | 0.60 | 0.36 | 0.36 | 0.39 | 0.39 | 0.42 | 0.47 | 0.52 | 0.50 | 0.58 | 0.45 | 0.42 | 0.70 | 1.00 | 0.48 | 0.45 | 0.48 |
| V | 0.25 | 0.32 | 0.29 | 0.35 | 0.27 | 0.31 | 0.34 | 0.38 | 0.35 | 0.40 | 0.35 | 0.43 | 0.41 | 0.40 | 0.49 | 0.48 | 0.46 | 0.47 | 0.47 | 0.47 | 0.44 | 0.47 | 0.42 | 0.47 | 0.46 | 0.47 | 0.48 | 1.00 | 0.60 | 0.85 |
| ACN | 0.29 | 0.37 | 0.33 | 0.38 | 0.30 | 0.34 | 0.36 | 0.39 | 0.35 | 0.40 | 0.39 | 0.41 | 0.45 | 0.40 | 0.48 | 0.54 | 0.49 | 0.44 | 0.48 | 0.40 | 0.48 | 0.44 | 0.44 | 0.53 | 0.51 | 0.44 | 0.45 | 0.60 | 1.00 | 0.61 |
| MA | 0.26 | 0.31 | 0.29 | 0.36 | 0.30 | 0.34 | 0.36 | 0.38 | 0.35 | 0.39 | 0.37 | 0.43 | 0.40 | 0.42 | 0.49 | 0.49 | 0.47 | 0.48 | 0.50 | 0.48 | 0.46 | 0.48 | 0.44 | 0.49 | 0.46 | 0.48 | 0.48 | 0.85 | 0.61 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 13 дек. 2013 г.