#3
Распределение активов
Позиция | Категория/Сектор | Целевая доля |
---|---|---|
Apple Inc | Technology | 3.33% |
Accenture plc | Technology | 3.33% |
Broadcom Inc. | Technology | 3.33% |
Caterpillar Inc. | Industrials | 3.33% |
Crown Castle International Corp. | Real Estate | 3.33% |
salesforce.com, inc. | Technology | 3.33% |
Chevron Corporation | Energy | 3.33% |
Deckers Outdoor Corporation | Consumer Cyclical | 3.33% |
Dollar General Corporation | Consumer Defensive | 3.33% |
Danaher Corporation | Healthcare | 3.33% |
Halliburton Company | Energy | 3.33% |
HCA Healthcare, Inc. | Healthcare | 3.33% |
The Home Depot, Inc. | Consumer Cyclical | 3.33% |
Hilton Worldwide Holdings Inc. | Consumer Cyclical | 3.33% |
JPMorgan Chase & Co. | Financial Services | 3.33% |
Lowe's Companies, Inc. | Consumer Cyclical | 3.33% |
LPL Financial Holdings Inc. | Financial Services | 3.33% |
Lam Research Corporation | Technology | 3.33% |
Mastercard Inc | Financial Services | 3.33% |
Marriott International, Inc. | Consumer Cyclical | 3.33% |
3.33% | ||
3.33% | ||
3.33% | ||
3.33% | ||
3.33% | ||
3.33% | ||
3.33% | ||
3.33% | ||
3.33% | ||
3.33% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в #3 и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
Самые ранние данные для этого графика доступны с 12 дек. 2013 г., начальной даты HLT
Доходность по периодам
3 на 28 дек. 2024 г. показал доходность в **18.04%** с начала года и доходность в **19.15%** в годовом выражении за последние 10 лет.
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
---|---|---|---|---|---|---|
S&P 500 | 25.18% | -0.47% | 9.35% | 24.83% | 13.03% | 11.14% |
#3 | 34.65% | 7.68% | 14.50% | 34.65% | 22.10% | 20.86% |
Активы портфеля: | ||||||
Apple Inc | 33.40% | 7.69% | 21.63% | 33.40% | 29.24% | 26.46% |
Accenture plc | 3.13% | -1.71% | 18.39% | 3.13% | 12.77% | 16.79% |
Caterpillar Inc. | 25.38% | -10.16% | 10.38% | 25.38% | 22.57% | 17.98% |
Crown Castle International Corp. | -16.58% | -13.39% | -4.56% | -16.58% | -4.68% | 5.62% |
salesforce.com, inc. | 29.34% | 2.68% | 32.20% | 29.34% | 15.97% | 19.14% |
Chevron Corporation | 0.70% | -11.07% | -5.96% | 0.70% | 8.36% | 7.02% |
Dollar General Corporation | -43.07% | -1.79% | -41.94% | -43.07% | -12.45% | 1.87% |
Danaher Corporation | 0.33% | -3.47% | -7.31% | 0.33% | 11.66% | 20.81% |
Halliburton Company | -24.32% | -15.91% | -19.81% | -24.32% | 3.49% | -2.00% |
HCA Healthcare, Inc. | 12.64% | -7.35% | -5.48% | 12.64% | 16.42% | 16.01% |
The Home Depot, Inc. | 16.14% | -8.45% | 15.42% | 16.14% | 15.26% | 16.85% |
Hilton Worldwide Holdings Inc. | 37.64% | -1.38% | 14.69% | 37.64% | 17.98% | 17.33% |
JPMorgan Chase & Co. | 45.17% | -3.42% | 20.63% | 45.17% | 14.91% | 17.69% |
Lowe's Companies, Inc. | 13.71% | -8.84% | 13.67% | 13.71% | 17.86% | 15.79% |
LPL Financial Holdings Inc. | 46.51% | 2.08% | 19.13% | 46.51% | 30.22% | 24.13% |
Lam Research Corporation | -5.34% | -0.34% | -30.65% | -5.34% | 21.78% | 26.83% |
Marriott International, Inc. | 27.04% | -1.88% | 17.93% | 27.04% | 14.12% | 14.94% |
1.43% | -0.21% | 16.59% | 1.43% | 10.81% | 15.03% | |
-33.84% | -14.42% | -35.45% | -33.84% | 3.92% | 12.14% | |
18.57% | -5.43% | 4.02% | 18.57% | 8.99% | 9.47% | |
-6.39% | -7.57% | -12.70% | -6.39% | 4.81% | 9.99% | |
23.33% | 1.14% | 21.89% | 23.33% | 11.97% | 18.00% | |
76.51% | -0.69% | 36.06% | 76.51% | 20.13% | 14.65% | |
5.56% | -2.20% | 3.10% | 5.56% | 8.09% | 11.58% | |
-15.78% | -6.08% | -4.60% | -15.78% | 5.26% | 15.23% | |
Broadcom Inc. | 119.49% | 49.55% | 51.47% | 119.49% | 54.74% | 41.13% |
50.97% | -11.12% | 6.64% | 50.97% | 28.50% | 20.40% | |
10.99% | -13.62% | 15.48% | 10.99% | 13.08% | 15.75% | |
Mastercard Inc | 25.50% | -0.14% | 20.98% | 25.50% | 12.93% | 20.77% |
Deckers Outdoor Corporation | 85.91% | 5.69% | 28.38% | 85.91% | 49.25% | 29.95% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью #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 | 3.21% | 8.00% | 1.70% | -5.24% | 4.22% | 5.03% | 0.20% | 0.51% | 3.82% | -2.08% | 3.86% | 34.65% | |
2023 | 6.93% | -2.05% | 3.30% | 1.33% | 2.79% | 7.36% | 4.15% | -1.07% | -6.69% | -2.91% | 11.14% | 8.48% | 36.15% |
2022 | -8.77% | -3.83% | 2.07% | -5.71% | 0.75% | -10.27% | 11.93% | -5.09% | -7.98% | 10.13% | 7.40% | -5.18% | -16.29% |
2021 | -1.72% | 5.24% | 4.59% | 5.37% | 0.56% | 0.71% | 3.74% | 1.06% | -3.14% | 5.60% | 2.21% | 8.02% | 36.69% |
2020 | 0.64% | -8.10% | -15.44% | 14.14% | 7.50% | 3.59% | 6.87% | 8.03% | -1.55% | -1.69% | 12.05% | 3.62% | 28.95% |
2019 | 7.18% | 5.17% | 2.59% | 5.56% | -7.49% | 8.65% | 2.18% | 0.35% | 1.09% | 2.78% | 3.15% | 3.81% | 39.98% |
2018 | 5.10% | -2.79% | -0.66% | -0.07% | 3.58% | -0.70% | 1.89% | 3.17% | 2.01% | -7.61% | 3.80% | -6.33% | 0.48% |
2017 | 4.32% | 3.33% | 1.98% | 2.92% | 4.55% | -0.74% | 2.23% | 2.14% | 3.00% | 5.42% | 3.52% | 1.76% | 40.22% |
2016 | -4.31% | -0.24% | 9.34% | -0.34% | 2.51% | 0.51% | 5.82% | 0.06% | -0.84% | -1.38% | 4.10% | 1.40% | 17.13% |
2015 | -2.44% | 8.96% | -1.48% | -0.62% | 3.86% | -1.21% | 0.71% | -4.89% | -3.20% | 5.79% | 1.70% | -0.49% | 5.99% |
2014 | -2.85% | 4.96% | 0.38% | -0.09% | 2.38% | 3.40% | -1.52% | 6.14% | -0.30% | 1.85% | 4.69% | 0.54% | 20.95% |
2013 | 4.49% | 4.49% |
Комиссия
Комиссия #3 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 #3 составляет 38, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена 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 | |
---|---|---|---|---|---|
Apple Inc | 1.46 | 2.12 | 1.27 | 1.99 | 5.18 |
Accenture plc | 0.09 | 0.30 | 1.04 | 0.08 | 0.17 |
Caterpillar Inc. | 0.94 | 1.44 | 1.18 | 1.54 | 3.30 |
Crown Castle International Corp. | -0.78 | -1.01 | 0.88 | -0.34 | -1.58 |
salesforce.com, inc. | 0.77 | 1.17 | 1.19 | 0.89 | 2.07 |
Chevron Corporation | -0.06 | 0.05 | 1.01 | -0.05 | -0.17 |
Dollar General Corporation | -0.95 | -1.11 | 0.80 | -0.60 | -1.37 |
Danaher Corporation | -0.01 | 0.15 | 1.02 | -0.01 | -0.03 |
Halliburton Company | -0.92 | -1.21 | 0.86 | -0.44 | -1.30 |
HCA Healthcare, Inc. | 0.51 | 0.81 | 1.11 | 0.44 | 1.35 |
The Home Depot, Inc. | 0.76 | 1.16 | 1.14 | 0.87 | 1.86 |
Hilton Worldwide Holdings Inc. | 2.04 | 2.70 | 1.34 | 3.29 | 9.74 |
JPMorgan Chase & Co. | 1.95 | 2.68 | 1.40 | 4.52 | 13.04 |
Lowe's Companies, Inc. | 0.61 | 1.00 | 1.12 | 0.76 | 1.65 |
LPL Financial Holdings Inc. | 1.47 | 2.06 | 1.31 | 1.40 | 3.70 |
Lam Research Corporation | -0.16 | 0.08 | 1.01 | -0.18 | -0.32 |
Marriott International, Inc. | 1.30 | 1.80 | 1.24 | 1.53 | 4.20 |
0.12 | 0.29 | 1.04 | 0.12 | 0.26 | |
-0.91 | -1.21 | 0.86 | -0.79 | -1.88 | |
1.27 | 1.82 | 1.25 | 2.13 | 6.93 | |
-0.30 | -0.28 | 0.96 | -0.34 | -0.73 | |
1.42 | 1.93 | 1.27 | 1.93 | 4.90 | |
4.33 | 6.33 | 1.82 | 10.37 | 46.80 | |
0.34 | 0.59 | 1.07 | 0.47 | 1.14 | |
-0.62 | -0.74 | 0.91 | -0.39 | -1.36 | |
Broadcom Inc. | 2.18 | 3.03 | 1.38 | 4.66 | 13.52 |
1.94 | 2.93 | 1.34 | 3.93 | 14.53 | |
0.49 | 0.84 | 1.10 | 0.67 | 1.48 | |
Mastercard Inc | 1.65 | 2.24 | 1.30 | 2.21 | 5.48 |
Deckers Outdoor Corporation | 2.05 | 2.99 | 1.37 | 3.50 | 7.70 |
Дивиденды
Дивидендный доход
Дивидендная доходность #3 за предыдущие двенадцать месяцев составила 1.62%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 1.62% | 1.47% | 1.49% | 1.15% | 1.38% | 1.57% | 1.80% | 1.41% | 2.85% | 1.72% | 1.38% | 1.21% |
Активы портфеля: | ||||||||||||
Apple Inc | 0.39% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Accenture plc | 1.50% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
Caterpillar Inc. | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
Crown Castle International Corp. | 6.91% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% | 2.38% | 0.00% |
salesforce.com, inc. | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Chevron Corporation | 4.53% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
Dollar General Corporation | 3.11% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% | 0.00% |
Danaher Corporation | 0.47% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% | 0.13% |
Halliburton Company | 2.54% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% |
HCA Healthcare, Inc. | 0.87% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
The Home Depot, Inc. | 2.29% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
Hilton Worldwide Holdings Inc. | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% | 0.00% |
JPMorgan Chase & Co. | 1.91% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Lowe's Companies, Inc. | 1.81% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
LPL Financial Holdings Inc. | 0.36% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% | 2.15% | 1.38% |
Lam Research Corporation | 1.17% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
Marriott International, Inc. | 0.85% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
2.31% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% | |
3.10% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.08% | 3.16% | 3.16% | |
2.34% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% | |
1.76% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% | 0.00% | |
0.67% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% | |
0.91% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% | |
1.98% | 1.87% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.05% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% | |
Broadcom Inc. | 0.90% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
1.34% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% | |
0.83% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% | |
Mastercard Inc | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
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% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
#3 показал максимальную просадку в 37.28%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 92 торговые сессии.
Текущая просадка #3 составляет 2.82%.
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 |
---|---|---|---|---|---|---|
-37.28% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 92 | 3 авг. 2020 г. | 115 |
-25.64% | 30 дек. 2021 г. | 190 | 30 сент. 2022 г. | 187 | 30 июн. 2023 г. | 377 |
-16.75% | 21 сент. 2018 г. | 65 | 24 дек. 2018 г. | 36 | 15 февр. 2019 г. | 101 |
-14.78% | 23 июн. 2015 г. | 162 | 11 февр. 2016 г. | 31 | 29 мар. 2016 г. | 193 |
-12.51% | 2 авг. 2023 г. | 61 | 26 окт. 2023 г. | 25 | 1 дек. 2023 г. | 86 |
Волатильность
График волатильности
Текущая волатильность #3 составляет 8.60%, 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
DG | CCI | WMT | PG | HAL | TXRH | CVX | DECK | STZ | HCA | LPLA | MCD | CRM | ZTS | AAPL | AVGO | HLT | YUM | DHR | LRCX | CAT | SHW | MAR | JPM | LOW | MCHP | HD | V | ACN | MA | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
DG | 1.00 | 0.24 | 0.40 | 0.29 | 0.11 | 0.24 | 0.14 | 0.25 | 0.26 | 0.25 | 0.18 | 0.27 | 0.22 | 0.28 | 0.21 | 0.20 | 0.18 | 0.29 | 0.28 | 0.21 | 0.20 | 0.31 | 0.19 | 0.20 | 0.42 | 0.21 | 0.42 | 0.24 | 0.28 | 0.25 |
CCI | 0.24 | 1.00 | 0.28 | 0.38 | 0.11 | 0.15 | 0.16 | 0.17 | 0.32 | 0.25 | 0.11 | 0.36 | 0.27 | 0.37 | 0.27 | 0.21 | 0.18 | 0.34 | 0.37 | 0.21 | 0.19 | 0.36 | 0.16 | 0.20 | 0.31 | 0.22 | 0.35 | 0.31 | 0.36 | 0.31 |
WMT | 0.40 | 0.28 | 1.00 | 0.44 | 0.13 | 0.22 | 0.20 | 0.21 | 0.29 | 0.22 | 0.18 | 0.34 | 0.20 | 0.28 | 0.26 | 0.21 | 0.19 | 0.29 | 0.29 | 0.21 | 0.23 | 0.32 | 0.20 | 0.25 | 0.34 | 0.21 | 0.39 | 0.28 | 0.33 | 0.29 |
PG | 0.29 | 0.38 | 0.44 | 1.00 | 0.11 | 0.18 | 0.21 | 0.15 | 0.33 | 0.24 | 0.12 | 0.42 | 0.21 | 0.33 | 0.26 | 0.19 | 0.20 | 0.37 | 0.36 | 0.20 | 0.22 | 0.36 | 0.21 | 0.25 | 0.31 | 0.22 | 0.36 | 0.35 | 0.37 | 0.35 |
HAL | 0.11 | 0.11 | 0.13 | 0.11 | 1.00 | 0.24 | 0.70 | 0.25 | 0.26 | 0.30 | 0.40 | 0.16 | 0.20 | 0.19 | 0.24 | 0.29 | 0.36 | 0.24 | 0.21 | 0.29 | 0.56 | 0.20 | 0.37 | 0.46 | 0.29 | 0.33 | 0.26 | 0.27 | 0.29 | 0.29 |
TXRH | 0.24 | 0.15 | 0.22 | 0.18 | 0.24 | 1.00 | 0.21 | 0.35 | 0.27 | 0.30 | 0.33 | 0.33 | 0.29 | 0.25 | 0.25 | 0.27 | 0.39 | 0.39 | 0.24 | 0.28 | 0.29 | 0.29 | 0.42 | 0.35 | 0.36 | 0.32 | 0.35 | 0.31 | 0.34 | 0.34 |
CVX | 0.14 | 0.16 | 0.20 | 0.21 | 0.70 | 0.21 | 1.00 | 0.23 | 0.28 | 0.31 | 0.40 | 0.25 | 0.22 | 0.22 | 0.24 | 0.28 | 0.34 | 0.29 | 0.25 | 0.27 | 0.56 | 0.22 | 0.35 | 0.49 | 0.29 | 0.32 | 0.29 | 0.34 | 0.34 | 0.34 |
DECK | 0.25 | 0.17 | 0.21 | 0.15 | 0.25 | 0.35 | 0.23 | 1.00 | 0.24 | 0.31 | 0.35 | 0.25 | 0.33 | 0.29 | 0.30 | 0.34 | 0.39 | 0.32 | 0.32 | 0.35 | 0.35 | 0.33 | 0.38 | 0.35 | 0.40 | 0.39 | 0.41 | 0.34 | 0.36 | 0.35 |
STZ | 0.26 | 0.32 | 0.29 | 0.33 | 0.26 | 0.27 | 0.28 | 0.24 | 1.00 | 0.33 | 0.29 | 0.35 | 0.29 | 0.33 | 0.30 | 0.28 | 0.32 | 0.38 | 0.33 | 0.30 | 0.31 | 0.35 | 0.34 | 0.34 | 0.35 | 0.30 | 0.38 | 0.40 | 0.38 | 0.39 |
HCA | 0.25 | 0.25 | 0.22 | 0.24 | 0.30 | 0.30 | 0.31 | 0.31 | 0.33 | 1.00 | 0.33 | 0.32 | 0.28 | 0.38 | 0.29 | 0.33 | 0.36 | 0.37 | 0.36 | 0.31 | 0.37 | 0.38 | 0.36 | 0.40 | 0.38 | 0.34 | 0.38 | 0.35 | 0.38 | 0.36 |
LPLA | 0.18 | 0.11 | 0.18 | 0.12 | 0.40 | 0.33 | 0.40 | 0.35 | 0.29 | 0.33 | 1.00 | 0.25 | 0.34 | 0.25 | 0.30 | 0.34 | 0.42 | 0.32 | 0.29 | 0.37 | 0.47 | 0.29 | 0.43 | 0.59 | 0.34 | 0.39 | 0.32 | 0.39 | 0.39 | 0.41 |
MCD | 0.27 | 0.36 | 0.34 | 0.42 | 0.16 | 0.33 | 0.25 | 0.25 | 0.35 | 0.32 | 0.25 | 1.00 | 0.30 | 0.34 | 0.31 | 0.29 | 0.32 | 0.56 | 0.37 | 0.25 | 0.29 | 0.37 | 0.34 | 0.35 | 0.37 | 0.29 | 0.40 | 0.42 | 0.40 | 0.42 |
CRM | 0.22 | 0.27 | 0.20 | 0.21 | 0.20 | 0.29 | 0.22 | 0.33 | 0.29 | 0.28 | 0.34 | 0.30 | 1.00 | 0.41 | 0.48 | 0.47 | 0.36 | 0.34 | 0.43 | 0.46 | 0.30 | 0.38 | 0.37 | 0.32 | 0.38 | 0.46 | 0.38 | 0.52 | 0.52 | 0.53 |
ZTS | 0.28 | 0.37 | 0.28 | 0.33 | 0.19 | 0.25 | 0.22 | 0.29 | 0.33 | 0.38 | 0.25 | 0.34 | 0.41 | 1.00 | 0.40 | 0.37 | 0.31 | 0.41 | 0.53 | 0.38 | 0.31 | 0.43 | 0.31 | 0.32 | 0.40 | 0.39 | 0.44 | 0.45 | 0.49 | 0.46 |
AAPL | 0.21 | 0.27 | 0.26 | 0.26 | 0.24 | 0.25 | 0.24 | 0.30 | 0.30 | 0.29 | 0.30 | 0.31 | 0.48 | 0.40 | 1.00 | 0.54 | 0.35 | 0.33 | 0.41 | 0.51 | 0.34 | 0.37 | 0.37 | 0.35 | 0.36 | 0.50 | 0.39 | 0.47 | 0.47 | 0.48 |
AVGO | 0.20 | 0.21 | 0.21 | 0.19 | 0.29 | 0.27 | 0.28 | 0.34 | 0.28 | 0.33 | 0.34 | 0.29 | 0.47 | 0.37 | 0.54 | 1.00 | 0.40 | 0.34 | 0.41 | 0.65 | 0.41 | 0.39 | 0.42 | 0.38 | 0.37 | 0.67 | 0.38 | 0.44 | 0.49 | 0.46 |
HLT | 0.18 | 0.18 | 0.19 | 0.20 | 0.36 | 0.39 | 0.34 | 0.39 | 0.32 | 0.36 | 0.42 | 0.32 | 0.36 | 0.31 | 0.35 | 0.40 | 1.00 | 0.40 | 0.31 | 0.41 | 0.46 | 0.37 | 0.80 | 0.48 | 0.39 | 0.45 | 0.39 | 0.47 | 0.40 | 0.47 |
YUM | 0.29 | 0.34 | 0.29 | 0.37 | 0.24 | 0.39 | 0.29 | 0.32 | 0.38 | 0.37 | 0.32 | 0.56 | 0.34 | 0.41 | 0.33 | 0.34 | 0.40 | 1.00 | 0.40 | 0.35 | 0.36 | 0.41 | 0.41 | 0.38 | 0.40 | 0.37 | 0.44 | 0.46 | 0.43 | 0.47 |
DHR | 0.28 | 0.37 | 0.29 | 0.36 | 0.21 | 0.24 | 0.25 | 0.32 | 0.33 | 0.36 | 0.29 | 0.37 | 0.43 | 0.53 | 0.41 | 0.41 | 0.31 | 0.40 | 1.00 | 0.41 | 0.37 | 0.48 | 0.32 | 0.35 | 0.43 | 0.45 | 0.46 | 0.47 | 0.53 | 0.48 |
LRCX | 0.21 | 0.21 | 0.21 | 0.20 | 0.29 | 0.28 | 0.27 | 0.35 | 0.30 | 0.31 | 0.37 | 0.25 | 0.46 | 0.38 | 0.51 | 0.65 | 0.41 | 0.35 | 0.41 | 1.00 | 0.43 | 0.40 | 0.43 | 0.41 | 0.38 | 0.72 | 0.39 | 0.45 | 0.47 | 0.48 |
CAT | 0.20 | 0.19 | 0.23 | 0.22 | 0.56 | 0.29 | 0.56 | 0.35 | 0.31 | 0.37 | 0.47 | 0.29 | 0.30 | 0.31 | 0.34 | 0.41 | 0.46 | 0.36 | 0.37 | 0.43 | 1.00 | 0.38 | 0.49 | 0.58 | 0.41 | 0.48 | 0.40 | 0.41 | 0.43 | 0.44 |
SHW | 0.31 | 0.36 | 0.32 | 0.36 | 0.20 | 0.29 | 0.22 | 0.33 | 0.35 | 0.38 | 0.29 | 0.37 | 0.38 | 0.43 | 0.37 | 0.39 | 0.37 | 0.41 | 0.48 | 0.40 | 0.38 | 1.00 | 0.38 | 0.37 | 0.53 | 0.41 | 0.55 | 0.44 | 0.50 | 0.45 |
MAR | 0.19 | 0.16 | 0.20 | 0.21 | 0.37 | 0.42 | 0.35 | 0.38 | 0.34 | 0.36 | 0.43 | 0.34 | 0.37 | 0.31 | 0.37 | 0.42 | 0.80 | 0.41 | 0.32 | 0.43 | 0.49 | 0.38 | 1.00 | 0.50 | 0.40 | 0.47 | 0.40 | 0.46 | 0.43 | 0.48 |
JPM | 0.20 | 0.20 | 0.25 | 0.25 | 0.46 | 0.35 | 0.49 | 0.35 | 0.34 | 0.40 | 0.59 | 0.35 | 0.32 | 0.32 | 0.35 | 0.38 | 0.48 | 0.38 | 0.35 | 0.41 | 0.58 | 0.37 | 0.50 | 1.00 | 0.41 | 0.44 | 0.41 | 0.47 | 0.44 | 0.48 |
LOW | 0.42 | 0.31 | 0.34 | 0.31 | 0.29 | 0.36 | 0.29 | 0.40 | 0.35 | 0.38 | 0.34 | 0.37 | 0.38 | 0.40 | 0.36 | 0.37 | 0.39 | 0.40 | 0.43 | 0.38 | 0.41 | 0.53 | 0.40 | 0.41 | 1.00 | 0.42 | 0.80 | 0.42 | 0.46 | 0.43 |
MCHP | 0.21 | 0.22 | 0.21 | 0.22 | 0.33 | 0.32 | 0.32 | 0.39 | 0.30 | 0.34 | 0.39 | 0.29 | 0.46 | 0.39 | 0.50 | 0.67 | 0.45 | 0.37 | 0.45 | 0.72 | 0.48 | 0.41 | 0.47 | 0.44 | 0.42 | 1.00 | 0.42 | 0.46 | 0.52 | 0.48 |
HD | 0.42 | 0.35 | 0.39 | 0.36 | 0.26 | 0.35 | 0.29 | 0.41 | 0.38 | 0.38 | 0.32 | 0.40 | 0.38 | 0.44 | 0.39 | 0.38 | 0.39 | 0.44 | 0.46 | 0.39 | 0.40 | 0.55 | 0.40 | 0.41 | 0.80 | 0.42 | 1.00 | 0.46 | 0.50 | 0.46 |
V | 0.24 | 0.31 | 0.28 | 0.35 | 0.27 | 0.31 | 0.34 | 0.34 | 0.40 | 0.35 | 0.39 | 0.42 | 0.52 | 0.45 | 0.47 | 0.44 | 0.47 | 0.46 | 0.47 | 0.45 | 0.41 | 0.44 | 0.46 | 0.47 | 0.42 | 0.46 | 0.46 | 1.00 | 0.59 | 0.85 |
ACN | 0.28 | 0.36 | 0.33 | 0.37 | 0.29 | 0.34 | 0.34 | 0.36 | 0.38 | 0.38 | 0.39 | 0.40 | 0.52 | 0.49 | 0.47 | 0.49 | 0.40 | 0.43 | 0.53 | 0.47 | 0.43 | 0.50 | 0.43 | 0.44 | 0.46 | 0.52 | 0.50 | 0.59 | 1.00 | 0.60 |
MA | 0.25 | 0.31 | 0.29 | 0.35 | 0.29 | 0.34 | 0.34 | 0.35 | 0.39 | 0.36 | 0.41 | 0.42 | 0.53 | 0.46 | 0.48 | 0.46 | 0.47 | 0.47 | 0.48 | 0.48 | 0.44 | 0.45 | 0.48 | 0.48 | 0.43 | 0.48 | 0.46 | 0.85 | 0.60 | 1.00 |