SP1
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
SP1
Последнее обновление 30 окт. 2024 г.
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в SP1 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
SP1
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 2 дек. 2009 г., начальной даты CHTR
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| SP1 | 14.30% | -1.99% | 13.98% | 35.51% | 12.64% | N/A |
| Активы портфеля: | ||||||
DIS The Walt Disney Company | 6.96% | 0.12% | -13.08% | 20.09% | -5.60% | 1.43% |
VZ | 16.93% | -6.49% | 8.03% | 27.34% | -2.08% | N/A |
CMCSA Comcast Corporation | -1.18% | 1.79% | 12.13% | 7.13% | 1.24% | 6.57% |
T | 40.35% | 2.58% | 35.00% | 54.33% | -5.12% | N/A |
TMUS | 42.56% | 10.17% | 38.67% | 62.15% | 22.79% | N/A |
CHTR Charter Communications, Inc. | -15.80% | 0.32% | 27.87% | -16.04% | -6.92% | 7.55% |
EA | 6.87% | 0.67% | 15.14% | 20.69% | 9.11% | N/A |
WBD | -33.66% | -9.90% | 2.58% | -23.35% | -22.53% | N/A |
TTWO | 0.83% | 6.03% | 13.63% | 21.69% | 6.18% | N/A |
OMC | 20.18% | -0.94% | 11.14% | 40.66% | 9.62% | N/A |
IPG | -5.05% | -5.03% | 0.76% | 11.98% | 11.04% | N/A |
LUMN | 260.66% | -9.34% | 454.62% | 342.95% | -8.11% | N/A |
AMZN Amazon.com, Inc. | 25.60% | 1.52% | 9.05% | 43.79% | 16.58% | 28.81% |
HD | 16.18% | -1.12% | 19.75% | 44.00% | 13.77% | N/A |
MCD | 1.30% | -2.86% | 9.38% | 16.15% | 11.03% | N/A |
NKE | -26.91% | -12.34% | -14.30% | -21.79% | -1.55% | N/A |
LOW | 20.41% | -1.14% | 16.39% | 42.75% | 20.92% | N/A |
BKNG Booking Holdings Inc. | 25.72% | 4.22% | 28.85% | 59.94% | 16.89% | 14.00% |
TGT | 6.18% | -4.67% | -6.75% | 40.60% | 9.21% | N/A |
TJX | 22.94% | -2.89% | 22.16% | 31.14% | 16.22% | N/A |
F | -9.85% | -3.43% | -11.93% | 14.21% | 8.28% | N/A |
GM | 44.65% | 10.89% | 16.34% | 90.45% | 7.77% | N/A |
DG Dollar General Corporation | -40.14% | -7.97% | -42.00% | -32.14% | -12.05% | 3.63% |
ORLY | 23.77% | 2.61% | 16.05% | 26.42% | 22.05% | N/A |
CMG Chipotle Mexican Grill, Inc. | 32.25% | 5.49% | -4.28% | 58.41% | 31.31% | 16.88% |
MAR | 17.92% | 4.29% | 12.37% | 41.73% | 16.63% | N/A |
AZO AutoZone, Inc. | 18.38% | -4.25% | 3.53% | 23.94% | 21.82% | 18.70% |
HLT | 31.62% | 2.04% | 21.40% | 58.57% | 20.16% | N/A |
YUM | 4.07% | -4.25% | -4.21% | 13.97% | 7.66% | N/A |
DLTR Dollar Tree, Inc. | -54.59% | -11.79% | -45.45% | -41.28% | -10.22% | 0.63% |
ROST | 1.20% | -8.28% | 7.84% | 22.42% | 5.88% | N/A |
DHI D.R. Horton, Inc. | 10.74% | -12.10% | 17.87% | 65.17% | 27.54% | 23.46% |
TSCO | 26.59% | -6.06% | -0.78% | 43.12% | 25.12% | N/A |
GPC | -13.54% | -16.96% | -24.33% | -5.42% | 5.62% | N/A |
LEN | 15.60% | -8.80% | 12.89% | 64.84% | 25.04% | N/A |
DRI | 2.10% | -2.00% | 7.57% | 17.02% | 10.66% | N/A |
EXPE | 4.66% | 6.55% | 18.00% | 67.31% | 3.22% | N/A |
BBY Best Buy Co., Inc. | 18.65% | -12.02% | 24.61% | 45.84% | 8.54% | 14.06% |
KMX | -3.95% | -4.67% | 8.44% | 21.49% | -4.59% | N/A |
LKQ | -20.20% | -7.43% | -12.09% | -11.54% | 3.28% | N/A |
DPZ Domino's Pizza, Inc. | 1.22% | -3.70% | -21.43% | 23.56% | 9.98% | 17.91% |
POOL | -8.26% | -2.73% | 0.62% | 15.91% | 12.98% | N/A |
VFC | 17.07% | 10.53% | 75.65% | 29.20% | -20.81% | N/A |
ETSY | -41.42% | -16.91% | -30.86% | -22.56% | 1.31% | N/A |
NVR | 30.57% | -6.10% | 22.88% | 69.22% | 20.31% | N/A |
LVS | 9.97% | 4.44% | 21.51% | 13.64% | -1.89% | N/A |
MGM | -6.02% | 5.98% | 6.47% | 20.56% | 8.35% | N/A |
AAP Advance Auto Parts, Inc. | -40.19% | -12.78% | -50.35% | -28.88% | -24.69% | -12.26% |
HAS | 33.18% | -8.98% | 8.21% | 53.36% | -4.15% | N/A |
CCL Carnival Corporation & Plc | 19.20% | 19.20% | 49.12% | 93.86% | -12.05% | -4.24% |
PHM | 26.16% | -9.49% | 16.67% | 80.64% | 28.49% | N/A |
CZR Caesars Entertainment, Inc. | -3.41% | 8.66% | 26.41% | 12.95% | 0.23% | 27.16% |
RCL | 62.63% | 18.34% | 50.82% | 145.27% | 14.53% | N/A |
TPR | 36.44% | 2.27% | 24.87% | 80.93% | 16.70% | N/A |
WHR | -11.15% | -4.62% | 12.20% | 7.16% | -3.51% | N/A |
BWA BorgWarner Inc. | -3.59% | -6.88% | 5.10% | -5.54% | 0.18% | -2.32% |
BBWI Bath & Body Works, Inc. | -32.20% | -10.96% | -35.85% | 0.90% | 23.57% | -0.60% |
NWL | 6.59% | 17.82% | 15.41% | 33.21% | -9.97% | N/A |
WYNN | 9.56% | 1.41% | 8.65% | 13.66% | -3.37% | N/A |
NCLH | 20.31% | 15.08% | 27.43% | 78.33% | -13.88% | N/A |
MHK | 27.93% | -16.62% | 14.82% | 66.62% | -1.58% | N/A |
PENN | -20.10% | 7.83% | 25.70% | 6.29% | -0.50% | N/A |
PVH | -18.97% | -1.56% | -9.07% | 33.47% | 2.70% | N/A |
RL | 43.01% | 3.58% | 25.51% | 84.98% | 18.64% | N/A |
PG | 16.92% | -3.11% | 3.65% | 14.79% | 8.75% | N/A |
KO | 13.79% | -8.68% | 7.69% | 20.37% | 7.08% | N/A |
PEP | 0.92% | -1.47% | -3.30% | 6.43% | 7.10% | N/A |
COST Costco Wholesale Corporation | 34.98% | 0.15% | 22.87% | 64.53% | 26.63% | 23.51% |
WMT | 56.98% | 2.41% | 38.53% | 52.38% | 17.75% | N/A |
PM | 45.25% | 9.08% | 41.96% | 54.98% | 16.31% | N/A |
MDLZ | -2.71% | -6.21% | -2.64% | 7.43% | 8.16% | N/A |
MO | 31.89% | -2.15% | 18.80% | 35.31% | 10.90% | N/A |
CL Colgate-Palmolive Company | 21.45% | -8.17% | 4.09% | 31.04% | 9.23% | 6.00% |
EL | -38.26% | -11.13% | -38.73% | -29.07% | -12.80% | N/A |
ADM Archer-Daniels-Midland Company | -19.96% | -6.13% | -2.38% | -18.56% | 8.91% | 4.72% |
GIS | 8.10% | -7.88% | -1.81% | 8.61% | 9.49% | N/A |
KMB | 13.73% | -5.63% | 0.23% | 16.75% | 3.74% | N/A |
SYY | 4.20% | -3.85% | 1.21% | 16.26% | 1.19% | N/A |
STZ | -1.19% | -8.64% | -6.09% | 2.43% | 5.97% | N/A |
MNST | -8.90% | 0.04% | -1.81% | 3.55% | 13.38% | N/A |
HSY | -1.41% | -6.90% | -5.89% | -0.56% | 6.39% | N/A |
KR | 24.68% | -0.94% | 2.26% | 27.63% | 24.85% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью SP1, 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 | -1.06% | 4.08% | 4.32% | -6.65% | 1.87% | -0.89% | 6.12% | 2.42% | 5.49% | 14.30% | |||
| 2023 | 10.41% | -4.10% | 0.67% | 1.95% | -5.97% | 9.04% | 2.38% | -5.00% | -6.38% | -4.54% | 8.79% | 8.43% | 14.24% |
| 2022 | -5.36% | -1.58% | -2.24% | -4.09% | -2.00% | -9.36% | 8.74% | -2.99% | -9.62% | 11.26% | 7.24% | -5.36% | -16.48% |
| 2021 | -0.98% | 7.40% | 5.39% | 4.74% | -0.01% | -0.43% | 0.14% | 1.27% | -3.57% | 3.98% | -1.96% | 6.56% | 24.17% |
| 2020 | -1.43% | -8.42% | -20.77% | 17.47% | 9.35% | 1.18% | 5.50% | 9.58% | -0.07% | -3.06% | 15.95% | 4.20% | 25.76% |
| 2019 | 9.81% | 2.76% | 1.23% | 5.19% | -5.91% | 6.64% | 0.47% | -1.76% | 3.76% | 0.55% | 3.32% | 2.87% | 31.97% |
| 2018 | 5.10% | -5.46% | -1.25% | 0.85% | 0.38% | 3.03% | 1.80% | 2.91% | 0.35% | -6.09% | 2.33% | -9.12% | -6.05% |
| 2017 | 2.86% | 2.06% | 2.04% | 1.56% | 2.96% | -0.64% | 0.50% | -0.10% | 2.26% | 0.44% | 5.70% | 3.16% | 25.14% |
| 2016 | -3.54% | 1.89% | 7.24% | -1.35% | 1.48% | 0.63% | 4.17% | -0.92% | -1.11% | -2.39% | 3.86% | 0.50% | 10.42% |
| 2015 | -2.72% | 1.54% | 0.00% | 4.99% | -4.98% | -1.44% | 6.39% | -1.44% | -0.44% | 1.39% |
Комиссия
Комиссия SP1 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 SP1 среди портфелей на нашем сайте составляет 27, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
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 | |
|---|---|---|---|---|---|
DIS The Walt Disney Company | 0.85 | 1.35 | 1.19 | 0.37 | 1.40 |
VZ | 1.52 | 2.11 | 1.30 | 0.95 | 8.38 |
CMCSA Comcast Corporation | 0.44 | 0.75 | 1.09 | 0.26 | 0.80 |
T | 3.01 | 4.09 | 1.52 | 1.14 | 17.38 |
TMUS | 4.25 | 5.83 | 1.83 | 8.99 | 31.83 |
CHTR Charter Communications, Inc. | -0.32 | -0.20 | 0.97 | -0.17 | -0.48 |
EA | 1.12 | 1.62 | 1.21 | 1.12 | 3.44 |
WBD | -0.41 | -0.27 | 0.97 | -0.23 | -0.68 |
TTWO | 0.89 | 1.28 | 1.18 | 0.55 | 2.17 |
OMC | 2.09 | 2.76 | 1.36 | 1.77 | 11.59 |
IPG | 0.65 | 1.03 | 1.13 | 0.44 | 2.52 |
LUMN | 2.87 | 3.85 | 1.53 | 4.18 | 17.23 |
AMZN Amazon.com, Inc. | 1.89 | 2.54 | 1.33 | 1.71 | 8.44 |
HD | 2.28 | 3.08 | 1.38 | 1.60 | 5.75 |
MCD | 1.02 | 1.47 | 1.20 | 1.05 | 2.38 |
NKE | -0.55 | -0.50 | 0.91 | -0.32 | -0.75 |
LOW | 2.07 | 2.89 | 1.36 | 1.81 | 5.92 |
BKNG Booking Holdings Inc. | 2.46 | 2.75 | 1.45 | 3.16 | 9.85 |
TGT | 1.23 | 2.27 | 1.27 | 0.73 | 3.90 |
TJX | 1.90 | 2.67 | 1.35 | 3.79 | 10.56 |
F | 0.32 | 0.65 | 1.10 | 0.21 | 0.84 |
GM | 2.85 | 3.65 | 1.50 | 1.55 | 17.43 |
DG Dollar General Corporation | -0.71 | -0.69 | 0.87 | -0.47 | -1.37 |
ORLY | 1.46 | 1.97 | 1.27 | 1.50 | 3.83 |
CMG Chipotle Mexican Grill, Inc. | 2.25 | 2.82 | 1.40 | 2.21 | 5.51 |
MAR | 2.11 | 2.68 | 1.36 | 2.43 | 6.69 |
AZO AutoZone, Inc. | 1.24 | 1.77 | 1.22 | 1.63 | 3.94 |
HLT | 3.32 | 4.20 | 1.53 | 5.26 | 15.82 |
YUM | 0.90 | 1.40 | 1.16 | 0.94 | 3.27 |
DLTR Dollar Tree, Inc. | -1.02 | -1.27 | 0.79 | -0.64 | -1.43 |
ROST | 1.14 | 1.87 | 1.23 | 1.64 | 4.49 |
DHI D.R. Horton, Inc. | 1.95 | 2.59 | 1.35 | 3.01 | 9.04 |
TSCO | 1.85 | 2.44 | 1.33 | 1.98 | 9.28 |
GPC | -0.17 | -0.01 | 1.00 | -0.14 | -0.50 |
LEN | 2.13 | 2.71 | 1.36 | 3.10 | 10.85 |
DRI | 0.82 | 1.33 | 1.16 | 0.88 | 1.82 |
EXPE | 1.65 | 2.18 | 1.37 | 1.25 | 4.47 |
BBY Best Buy Co., Inc. | 1.40 | 2.51 | 1.28 | 0.92 | 7.38 |
KMX | 0.62 | 1.09 | 1.13 | 0.36 | 1.82 |
LKQ | -0.42 | -0.35 | 0.94 | -0.34 | -0.73 |
DPZ Domino's Pizza, Inc. | 0.83 | 1.22 | 1.19 | 0.59 | 1.98 |
POOL | 0.59 | 1.11 | 1.13 | 0.39 | 1.52 |
VFC | 0.48 | 1.23 | 1.15 | 0.36 | 1.33 |
ETSY | -0.55 | -0.55 | 0.93 | -0.29 | -0.89 |
NVR | 2.95 | 3.85 | 1.49 | 4.10 | 18.90 |
LVS | 0.52 | 0.94 | 1.12 | 0.33 | 0.99 |
MGM | 0.68 | 1.07 | 1.15 | 0.69 | 1.76 |
AAP Advance Auto Parts, Inc. | -0.59 | -0.60 | 0.93 | -0.32 | -0.98 |
HAS | 1.72 | 2.59 | 1.32 | 0.84 | 10.74 |
CCL Carnival Corporation & Plc | 2.24 | 2.88 | 1.35 | 1.19 | 6.75 |
PHM | 2.58 | 3.32 | 1.42 | 5.14 | 15.50 |
CZR Caesars Entertainment, Inc. | 0.35 | 0.84 | 1.10 | 0.21 | 0.85 |
RCL | 4.55 | 4.70 | 1.66 | 4.21 | 30.74 |
TPR | 2.54 | 3.57 | 1.40 | 1.94 | 8.25 |
WHR | 0.19 | 0.60 | 1.07 | 0.12 | 0.54 |
BWA BorgWarner Inc. | -0.17 | -0.01 | 1.00 | -0.15 | -0.52 |
BBWI Bath & Body Works, Inc. | 0.10 | 0.43 | 1.05 | 0.06 | 0.18 |
NWL | 0.60 | 1.59 | 1.19 | 0.47 | 2.61 |
WYNN | 0.50 | 0.93 | 1.11 | 0.24 | 1.01 |
NCLH | 1.56 | 2.18 | 1.30 | 1.01 | 5.46 |
MHK | 1.76 | 2.61 | 1.35 | 1.01 | 9.46 |
PENN | 0.23 | 0.78 | 1.09 | 0.14 | 0.47 |
PVH | 0.97 | 1.33 | 1.21 | 0.66 | 1.84 |
RL | 2.79 | 3.90 | 1.48 | 5.21 | 12.28 |
PG | 1.10 | 1.57 | 1.21 | 1.94 | 6.78 |
KO | 1.83 | 2.62 | 1.33 | 1.97 | 10.95 |
PEP | 0.52 | 0.86 | 1.10 | 0.51 | 1.85 |
COST Costco Wholesale Corporation | 3.49 | 4.10 | 1.61 | 6.63 | 17.31 |
WMT | 2.88 | 3.78 | 1.59 | 5.01 | 15.06 |
PM | 3.13 | 4.84 | 1.64 | 4.61 | 18.40 |
MDLZ | 0.55 | 0.90 | 1.10 | 0.59 | 1.21 |
MO | 2.39 | 3.26 | 1.45 | 1.91 | 12.26 |
CL Colgate-Palmolive Company | 2.33 | 3.15 | 1.43 | 2.79 | 11.56 |
EL | -0.61 | -0.67 | 0.91 | -0.36 | -1.07 |
ADM Archer-Daniels-Midland Company | -0.51 | -0.43 | 0.92 | -0.37 | -0.89 |
GIS | 0.42 | 0.71 | 1.09 | 0.26 | 1.63 |
KMB | 1.07 | 1.49 | 1.23 | 1.14 | 7.19 |
SYY | 0.97 | 1.51 | 1.20 | 0.76 | 2.75 |
STZ | 0.23 | 0.45 | 1.06 | 0.32 | 0.72 |
MNST | 0.23 | 0.46 | 1.06 | 0.20 | 0.41 |
HSY | 0.02 | 0.18 | 1.02 | 0.01 | 0.07 |
KR | 1.35 | 2.20 | 1.27 | 1.99 | 5.41 |
SP1
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность SP1 за предыдущие двенадцать месяцев составила 1.88%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SP1 | 1.88% | 1.97% | 2.14% | 1.38% | 1.57% | 1.91% | 2.32% | 1.85% | 1.84% | 1.78% | 1.45% | 1.50% |
| Активы портфеля: | ||||||||||||
DIS The Walt Disney Company | 0.78% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
VZ | 6.47% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
CMCSA Comcast Corporation | 2.90% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
T | 5.00% | 6.62% | 6.66% | 6.39% | 5.46% | 3.94% | 5.29% | 3.81% | 3.41% | 4.13% | 4.14% | 3.87% |
TMUS | 1.15% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
CHTR Charter Communications, 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% |
EA | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WBD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTWO | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OMC | 2.75% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% | 2.45% | 2.15% |
IPG | 4.33% | 3.80% | 3.48% | 2.88% | 4.34% | 4.07% | 4.07% | 3.57% | 2.56% | 2.06% | 1.83% | 1.69% |
LUMN | 0.00% | 0.00% | 14.37% | 7.97% | 10.26% | 7.57% | 14.26% | 12.95% | 9.08% | 8.59% | 5.46% | 6.78% |
AMZN 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% |
HD | 2.24% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
MCD | 2.26% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
NKE | 1.89% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
LOW | 1.71% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
BKNG Booking Holdings Inc. | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TGT | 2.99% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
TJX | 1.24% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
F | 7.47% | 10.20% | 4.03% | 0.45% | 1.60% | 6.05% | 9.18% | 5.20% | 7.01% | 4.26% | 3.23% | 2.35% |
GM | 0.87% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% | 0.00% |
DG Dollar General Corporation | 2.96% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% | 0.00% |
ORLY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CMG Chipotle Mexican Grill, 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% |
MAR | 0.87% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
AZO AutoZone, 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% |
HLT | 0.25% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% | 0.00% |
YUM | 1.95% | 1.85% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% |
DLTR Dollar Tree, 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% |
ROST | 1.03% | 0.97% | 1.07% | 1.00% | 0.23% | 0.88% | 1.08% | 0.80% | 0.82% | 0.87% | 0.85% | 0.91% |
DHI D.R. Horton, Inc. | 0.72% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
TSCO | 1.61% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% | 0.63% |
GPC | 3.37% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% | 2.16% | 2.58% |
LEN | 1.18% | 1.01% | 1.66% | 0.86% | 0.82% | 0.29% | 0.41% | 0.25% | 0.37% | 0.33% | 0.36% | 0.40% |
DRI | 3.35% | 3.07% | 3.34% | 2.29% | 0.99% | 2.99% | 2.76% | 2.48% | 2.92% | 3.10% | 3.75% | 3.86% |
EXPE | 0.00% | 0.00% | 0.00% | 0.00% | 0.26% | 1.22% | 1.10% | 0.97% | 0.88% | 0.68% | 0.77% | 0.80% |
BBY Best Buy Co., Inc. | 4.16% | 4.70% | 4.39% | 2.76% | 2.20% | 2.28% | 3.40% | 1.99% | 3.68% | 4.67% | 1.80% | 1.66% |
KMX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LKQ | 3.21% | 2.35% | 1.92% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DPZ Domino's Pizza, Inc. | 1.39% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% | 1.15% |
POOL | 1.27% | 1.08% | 1.26% | 0.53% | 0.61% | 0.99% | 1.16% | 1.10% | 1.14% | 1.24% | 1.34% | 1.26% |
VFC | 1.66% | 5.27% | 7.28% | 2.69% | 2.26% | 1.91% | 2.65% | 2.33% | 2.87% | 2.14% | 1.48% | 1.47% |
ETSY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVS | 1.50% | 0.81% | 0.00% | 0.00% | 1.33% | 4.46% | 5.76% | 4.20% | 5.39% | 5.93% | 3.44% | 1.78% |
MGM | 0.00% | 0.00% | 0.03% | 0.02% | 0.50% | 1.56% | 1.98% | 1.32% | 0.00% | 0.00% | 0.00% | 0.00% |
AAP Advance Auto Parts, Inc. | 2.79% | 3.28% | 4.08% | 1.35% | 0.63% | 0.15% | 0.15% | 0.24% | 0.14% | 0.16% | 0.15% | 0.22% |
HAS | 4.27% | 5.48% | 4.56% | 2.67% | 2.91% | 2.53% | 3.03% | 2.44% | 2.56% | 2.69% | 3.07% | 2.18% |
CCL Carnival Corporation & Plc | 0.00% | 0.00% | 0.00% | 0.00% | 2.31% | 3.93% | 3.96% | 2.41% | 2.59% | 2.02% | 2.21% | 2.49% |
PHM | 0.62% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% |
CZR Caesars Entertainment, 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% |
RCL | 0.19% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% | 1.56% |
TPR | 2.86% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% | 2.34% |
WHR | 6.82% | 5.75% | 4.95% | 2.32% | 2.69% | 3.22% | 4.26% | 2.55% | 2.15% | 2.35% | 1.48% | 1.51% |
BWA BorgWarner Inc. | 1.29% | 1.45% | 1.69% | 1.51% | 1.76% | 1.57% | 1.96% | 1.15% | 1.34% | 1.20% | 0.93% | 0.45% |
BBWI Bath & Body Works, Inc. | 2.77% | 1.85% | 1.90% | 0.60% | 1.00% | 8.20% | 11.57% | 4.93% | 8.27% | 5.17% | 3.37% | 2.40% |
NWL | 3.11% | 5.07% | 7.03% | 4.21% | 4.33% | 4.79% | 4.95% | 2.85% | 1.70% | 1.72% | 1.73% | 1.85% |
WYNN | 1.01% | 0.82% | 0.00% | 0.00% | 0.89% | 2.70% | 2.78% | 1.19% | 2.31% | 4.34% | 4.20% | 3.60% |
NCLH | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MHK | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PENN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.96% | 0.00% | 0.00% | 0.00% | 0.00% |
PVH | 0.15% | 0.12% | 0.21% | 0.04% | 0.04% | 0.14% | 0.16% | 0.11% | 0.17% | 0.20% | 0.12% | 0.11% |
RL | 1.55% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% | 0.97% | 0.93% |
PG | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
KO | 2.92% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PEP | 3.13% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
COST Costco Wholesale Corporation | 2.18% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
WMT | 0.99% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
PM | 3.99% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
MDLZ | 2.52% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
MO | 7.93% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
CL Colgate-Palmolive Company | 2.09% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
EL | 2.97% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% | 0.98% |
ADM Archer-Daniels-Midland Company | 3.46% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
GIS | 3.50% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% | 2.85% |
KMB | 3.60% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% | 0.00% |
SYY | 2.72% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% |
STZ | 1.61% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% | 0.00% |
MNST | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSY | 2.95% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
KR | 2.13% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% | 1.56% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
SP1
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
SP1 показал максимальную просадку в 39.76%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 97 торговых сессий.
Текущая просадка SP1 составляет 2.39%.
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 |
|---|---|---|---|---|---|---|
| -39.76% | 21 февр. 2020 г. | 22 | 23 мар. 2020 г. | 97 | 10 авг. 2020 г. | 119 |
| -26.96% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 369 | 21 мар. 2024 г. | 555 |
| -18.25% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 69 | 4 апр. 2019 г. | 133 |
| -12.23% | 19 авг. 2015 г. | 122 | 11 февр. 2016 г. | 23 | 16 мар. 2016 г. | 145 |
| -10.53% | 29 янв. 2018 г. | 39 | 23 мар. 2018 г. | 103 | 20 авг. 2018 г. | 142 |
Волатильность
График волатильности
Текущая волатильность SP1 составляет 3.09%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
SP1
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| KR | GIS | DPZ | HSY | TTWO | CMG | EA | ETSY | KMB | VZ | WMT | DG | CHTR | TMUS | MO | CL | PG | PM | LUMN | AMZN | AZO | WYNN | DLTR | PENN | T | WBD | PEP | TSCO | ORLY | MCD | LVS | STZ | COST | CZR | ADM | KO | NVR | HAS | AAP | MDLZ | BBWI | MNST | NCLH | DRI | RCL | EXPE | CCL | TGT | BKNG | POOL | YUM | SYY | LEN | DHI | BBY | NWL | CMCSA | RL | PHM | GM | EL | BWA | KMX | TPR | DIS | F | MGM | HLT | MAR | PVH | NKE | OMC | WHR | VFC | MHK | IPG | ROST | TJX | LOW | LKQ | HD | GPC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.33 | 0.17 | 0.26 | 0.10 | 0.13 | 0.16 | 0.10 | 0.28 | 0.23 | 0.39 | 0.35 | 0.18 | 0.17 | 0.24 | 0.25 | 0.25 | 0.19 | 0.24 | 0.10 | 0.24 | 0.02 | 0.26 | 0.09 | 0.21 | 0.16 | 0.25 | 0.29 | 0.26 | 0.21 | 0.05 | 0.18 | 0.36 | 0.07 | 0.26 | 0.22 | 0.12 | 0.13 | 0.20 | 0.30 | 0.18 | 0.19 | 0.10 | 0.15 | 0.08 | 0.07 | 0.10 | 0.32 | 0.06 | 0.19 | 0.17 | 0.26 | 0.15 | 0.15 | 0.25 | 0.21 | 0.19 | 0.15 | 0.16 | 0.15 | 0.13 | 0.17 | 0.16 | 0.13 | 0.14 | 0.16 | 0.09 | 0.09 | 0.10 | 0.14 | 0.17 | 0.21 | 0.21 | 0.17 | 0.14 | 0.18 | 0.22 | 0.22 | 0.24 | 0.19 | 0.25 | 0.24 |
| GIS | 0.33 | 1.00 | 0.12 | 0.57 | 0.10 | 0.04 | 0.19 | 0.05 | 0.53 | 0.35 | 0.33 | 0.28 | 0.17 | 0.22 | 0.40 | 0.50 | 0.49 | 0.38 | 0.22 | 0.06 | 0.24 | 0.01 | 0.23 | 0.03 | 0.31 | 0.15 | 0.55 | 0.20 | 0.27 | 0.32 | 0.06 | 0.27 | 0.28 | 0.04 | 0.31 | 0.47 | 0.18 | 0.17 | 0.21 | 0.59 | 0.12 | 0.33 | 0.02 | 0.16 | 0.04 | 0.08 | 0.04 | 0.23 | 0.08 | 0.17 | 0.25 | 0.32 | 0.18 | 0.19 | 0.16 | 0.21 | 0.24 | 0.10 | 0.17 | 0.12 | 0.23 | 0.12 | 0.13 | 0.07 | 0.14 | 0.13 | 0.07 | 0.08 | 0.11 | 0.08 | 0.19 | 0.26 | 0.23 | 0.16 | 0.13 | 0.21 | 0.19 | 0.20 | 0.22 | 0.18 | 0.25 | 0.26 |
| DPZ | 0.17 | 0.12 | 1.00 | 0.14 | 0.27 | 0.29 | 0.27 | 0.26 | 0.18 | 0.15 | 0.23 | 0.24 | 0.24 | 0.24 | 0.12 | 0.18 | 0.18 | 0.13 | 0.13 | 0.33 | 0.26 | 0.18 | 0.21 | 0.24 | 0.14 | 0.15 | 0.21 | 0.28 | 0.25 | 0.28 | 0.18 | 0.22 | 0.29 | 0.22 | 0.18 | 0.18 | 0.24 | 0.24 | 0.22 | 0.21 | 0.21 | 0.28 | 0.18 | 0.27 | 0.18 | 0.19 | 0.19 | 0.26 | 0.24 | 0.36 | 0.35 | 0.20 | 0.25 | 0.27 | 0.23 | 0.18 | 0.23 | 0.20 | 0.26 | 0.19 | 0.26 | 0.20 | 0.25 | 0.21 | 0.23 | 0.19 | 0.22 | 0.25 | 0.22 | 0.21 | 0.29 | 0.20 | 0.24 | 0.22 | 0.26 | 0.22 | 0.26 | 0.27 | 0.30 | 0.24 | 0.33 | 0.25 |
| HSY | 0.26 | 0.57 | 0.14 | 1.00 | 0.15 | 0.14 | 0.18 | 0.08 | 0.50 | 0.35 | 0.32 | 0.27 | 0.21 | 0.27 | 0.39 | 0.51 | 0.52 | 0.39 | 0.19 | 0.13 | 0.28 | 0.05 | 0.24 | 0.04 | 0.31 | 0.14 | 0.57 | 0.22 | 0.30 | 0.40 | 0.09 | 0.32 | 0.33 | 0.07 | 0.34 | 0.53 | 0.22 | 0.19 | 0.22 | 0.60 | 0.15 | 0.38 | 0.08 | 0.21 | 0.09 | 0.14 | 0.07 | 0.22 | 0.16 | 0.22 | 0.33 | 0.37 | 0.20 | 0.22 | 0.16 | 0.21 | 0.28 | 0.14 | 0.21 | 0.13 | 0.31 | 0.13 | 0.19 | 0.14 | 0.19 | 0.13 | 0.11 | 0.13 | 0.16 | 0.11 | 0.20 | 0.26 | 0.21 | 0.18 | 0.17 | 0.22 | 0.24 | 0.24 | 0.25 | 0.23 | 0.27 | 0.30 |
| TTWO | 0.10 | 0.10 | 0.27 | 0.15 | 1.00 | 0.26 | 0.63 | 0.35 | 0.14 | 0.13 | 0.20 | 0.21 | 0.29 | 0.31 | 0.11 | 0.18 | 0.18 | 0.14 | 0.15 | 0.44 | 0.17 | 0.23 | 0.19 | 0.28 | 0.15 | 0.21 | 0.22 | 0.25 | 0.19 | 0.25 | 0.24 | 0.25 | 0.33 | 0.28 | 0.14 | 0.18 | 0.24 | 0.27 | 0.17 | 0.24 | 0.17 | 0.30 | 0.24 | 0.19 | 0.25 | 0.26 | 0.24 | 0.24 | 0.32 | 0.33 | 0.27 | 0.18 | 0.26 | 0.27 | 0.25 | 0.21 | 0.30 | 0.18 | 0.25 | 0.22 | 0.30 | 0.21 | 0.24 | 0.21 | 0.32 | 0.22 | 0.28 | 0.26 | 0.26 | 0.19 | 0.33 | 0.24 | 0.28 | 0.21 | 0.25 | 0.25 | 0.24 | 0.25 | 0.30 | 0.24 | 0.31 | 0.21 |
| CMG | 0.13 | 0.04 | 0.29 | 0.14 | 0.26 | 1.00 | 0.23 | 0.29 | 0.13 | 0.10 | 0.21 | 0.20 | 0.21 | 0.25 | 0.09 | 0.14 | 0.15 | 0.10 | 0.13 | 0.39 | 0.25 | 0.20 | 0.21 | 0.28 | 0.11 | 0.17 | 0.16 | 0.30 | 0.29 | 0.30 | 0.21 | 0.22 | 0.33 | 0.28 | 0.16 | 0.17 | 0.28 | 0.26 | 0.24 | 0.20 | 0.26 | 0.27 | 0.27 | 0.33 | 0.27 | 0.31 | 0.27 | 0.27 | 0.32 | 0.33 | 0.34 | 0.25 | 0.30 | 0.30 | 0.26 | 0.19 | 0.24 | 0.24 | 0.31 | 0.23 | 0.26 | 0.23 | 0.30 | 0.22 | 0.32 | 0.23 | 0.29 | 0.33 | 0.32 | 0.23 | 0.33 | 0.20 | 0.26 | 0.23 | 0.23 | 0.22 | 0.31 | 0.31 | 0.32 | 0.27 | 0.32 | 0.26 |
| EA | 0.16 | 0.19 | 0.27 | 0.18 | 0.63 | 0.23 | 1.00 | 0.30 | 0.22 | 0.17 | 0.23 | 0.20 | 0.29 | 0.34 | 0.16 | 0.24 | 0.24 | 0.21 | 0.17 | 0.43 | 0.17 | 0.20 | 0.20 | 0.26 | 0.21 | 0.22 | 0.29 | 0.25 | 0.20 | 0.26 | 0.23 | 0.27 | 0.32 | 0.24 | 0.18 | 0.23 | 0.25 | 0.26 | 0.17 | 0.30 | 0.16 | 0.32 | 0.19 | 0.18 | 0.22 | 0.25 | 0.19 | 0.23 | 0.31 | 0.30 | 0.29 | 0.19 | 0.24 | 0.26 | 0.25 | 0.22 | 0.30 | 0.18 | 0.24 | 0.19 | 0.30 | 0.23 | 0.22 | 0.21 | 0.29 | 0.19 | 0.26 | 0.26 | 0.25 | 0.19 | 0.32 | 0.27 | 0.26 | 0.21 | 0.25 | 0.27 | 0.25 | 0.24 | 0.30 | 0.24 | 0.30 | 0.23 |
| ETSY | 0.10 | 0.05 | 0.26 | 0.08 | 0.35 | 0.29 | 0.30 | 1.00 | 0.09 | 0.08 | 0.16 | 0.21 | 0.27 | 0.24 | 0.10 | 0.09 | 0.11 | 0.10 | 0.19 | 0.44 | 0.17 | 0.26 | 0.21 | 0.38 | 0.13 | 0.25 | 0.14 | 0.29 | 0.19 | 0.15 | 0.25 | 0.22 | 0.26 | 0.35 | 0.17 | 0.11 | 0.27 | 0.28 | 0.23 | 0.17 | 0.30 | 0.26 | 0.28 | 0.24 | 0.26 | 0.31 | 0.26 | 0.30 | 0.31 | 0.38 | 0.25 | 0.19 | 0.30 | 0.31 | 0.38 | 0.25 | 0.26 | 0.27 | 0.30 | 0.24 | 0.31 | 0.26 | 0.31 | 0.29 | 0.28 | 0.24 | 0.31 | 0.29 | 0.26 | 0.27 | 0.34 | 0.22 | 0.30 | 0.29 | 0.29 | 0.25 | 0.28 | 0.26 | 0.34 | 0.28 | 0.32 | 0.25 |
| KMB | 0.28 | 0.53 | 0.18 | 0.50 | 0.14 | 0.13 | 0.22 | 0.09 | 1.00 | 0.41 | 0.36 | 0.29 | 0.21 | 0.25 | 0.41 | 0.68 | 0.68 | 0.42 | 0.24 | 0.13 | 0.26 | 0.06 | 0.25 | 0.06 | 0.34 | 0.13 | 0.58 | 0.22 | 0.27 | 0.39 | 0.10 | 0.30 | 0.33 | 0.08 | 0.28 | 0.54 | 0.24 | 0.22 | 0.20 | 0.54 | 0.11 | 0.37 | 0.09 | 0.18 | 0.09 | 0.11 | 0.10 | 0.23 | 0.13 | 0.25 | 0.32 | 0.32 | 0.23 | 0.25 | 0.17 | 0.27 | 0.27 | 0.13 | 0.24 | 0.13 | 0.34 | 0.14 | 0.18 | 0.12 | 0.20 | 0.15 | 0.11 | 0.15 | 0.15 | 0.12 | 0.24 | 0.29 | 0.29 | 0.20 | 0.20 | 0.23 | 0.24 | 0.24 | 0.27 | 0.21 | 0.31 | 0.30 |
| VZ | 0.23 | 0.35 | 0.15 | 0.35 | 0.13 | 0.10 | 0.17 | 0.08 | 0.41 | 1.00 | 0.31 | 0.23 | 0.25 | 0.35 | 0.38 | 0.38 | 0.41 | 0.37 | 0.37 | 0.12 | 0.27 | 0.13 | 0.22 | 0.12 | 0.67 | 0.26 | 0.40 | 0.21 | 0.28 | 0.32 | 0.16 | 0.27 | 0.25 | 0.16 | 0.33 | 0.44 | 0.21 | 0.24 | 0.28 | 0.39 | 0.19 | 0.27 | 0.15 | 0.23 | 0.15 | 0.17 | 0.16 | 0.27 | 0.18 | 0.24 | 0.27 | 0.32 | 0.22 | 0.22 | 0.22 | 0.30 | 0.37 | 0.22 | 0.23 | 0.24 | 0.24 | 0.23 | 0.24 | 0.21 | 0.29 | 0.25 | 0.18 | 0.17 | 0.17 | 0.20 | 0.25 | 0.35 | 0.28 | 0.28 | 0.26 | 0.33 | 0.27 | 0.27 | 0.28 | 0.26 | 0.31 | 0.35 |
| WMT | 0.39 | 0.33 | 0.23 | 0.32 | 0.20 | 0.21 | 0.23 | 0.16 | 0.36 | 0.31 | 1.00 | 0.42 | 0.23 | 0.27 | 0.28 | 0.38 | 0.43 | 0.28 | 0.22 | 0.26 | 0.30 | 0.10 | 0.35 | 0.13 | 0.28 | 0.13 | 0.43 | 0.32 | 0.36 | 0.33 | 0.13 | 0.28 | 0.55 | 0.13 | 0.25 | 0.37 | 0.22 | 0.22 | 0.25 | 0.39 | 0.22 | 0.33 | 0.14 | 0.22 | 0.14 | 0.15 | 0.15 | 0.44 | 0.20 | 0.27 | 0.28 | 0.31 | 0.19 | 0.22 | 0.30 | 0.22 | 0.28 | 0.20 | 0.21 | 0.19 | 0.26 | 0.19 | 0.24 | 0.20 | 0.25 | 0.22 | 0.15 | 0.17 | 0.18 | 0.22 | 0.27 | 0.27 | 0.25 | 0.25 | 0.21 | 0.24 | 0.34 | 0.34 | 0.34 | 0.25 | 0.39 | 0.31 |
| DG | 0.35 | 0.28 | 0.24 | 0.27 | 0.21 | 0.20 | 0.20 | 0.21 | 0.29 | 0.23 | 0.42 | 1.00 | 0.22 | 0.26 | 0.22 | 0.28 | 0.30 | 0.19 | 0.20 | 0.21 | 0.36 | 0.11 | 0.59 | 0.18 | 0.21 | 0.16 | 0.31 | 0.41 | 0.38 | 0.27 | 0.12 | 0.25 | 0.41 | 0.16 | 0.24 | 0.27 | 0.24 | 0.24 | 0.39 | 0.31 | 0.30 | 0.32 | 0.16 | 0.24 | 0.15 | 0.14 | 0.16 | 0.53 | 0.14 | 0.34 | 0.28 | 0.27 | 0.26 | 0.27 | 0.36 | 0.26 | 0.25 | 0.28 | 0.25 | 0.20 | 0.29 | 0.22 | 0.28 | 0.25 | 0.22 | 0.21 | 0.17 | 0.18 | 0.18 | 0.28 | 0.31 | 0.24 | 0.30 | 0.32 | 0.24 | 0.24 | 0.41 | 0.37 | 0.41 | 0.31 | 0.43 | 0.36 |
| CHTR | 0.18 | 0.17 | 0.24 | 0.21 | 0.29 | 0.21 | 0.29 | 0.27 | 0.21 | 0.25 | 0.23 | 0.22 | 1.00 | 0.33 | 0.20 | 0.26 | 0.25 | 0.27 | 0.26 | 0.33 | 0.22 | 0.23 | 0.23 | 0.28 | 0.29 | 0.33 | 0.28 | 0.26 | 0.24 | 0.28 | 0.23 | 0.27 | 0.30 | 0.29 | 0.23 | 0.26 | 0.27 | 0.28 | 0.27 | 0.31 | 0.24 | 0.30 | 0.26 | 0.23 | 0.26 | 0.26 | 0.26 | 0.26 | 0.28 | 0.32 | 0.28 | 0.23 | 0.31 | 0.32 | 0.26 | 0.29 | 0.59 | 0.23 | 0.30 | 0.26 | 0.28 | 0.25 | 0.32 | 0.24 | 0.37 | 0.26 | 0.29 | 0.29 | 0.27 | 0.25 | 0.33 | 0.30 | 0.33 | 0.27 | 0.33 | 0.32 | 0.28 | 0.27 | 0.35 | 0.29 | 0.36 | 0.27 |
| TMUS | 0.17 | 0.22 | 0.24 | 0.27 | 0.31 | 0.25 | 0.34 | 0.24 | 0.25 | 0.35 | 0.27 | 0.26 | 0.33 | 1.00 | 0.22 | 0.28 | 0.28 | 0.25 | 0.22 | 0.35 | 0.25 | 0.22 | 0.24 | 0.23 | 0.34 | 0.24 | 0.35 | 0.27 | 0.29 | 0.30 | 0.21 | 0.29 | 0.32 | 0.27 | 0.27 | 0.31 | 0.27 | 0.25 | 0.23 | 0.36 | 0.23 | 0.34 | 0.23 | 0.27 | 0.26 | 0.27 | 0.21 | 0.26 | 0.30 | 0.29 | 0.32 | 0.29 | 0.28 | 0.29 | 0.25 | 0.24 | 0.38 | 0.21 | 0.28 | 0.25 | 0.30 | 0.26 | 0.27 | 0.23 | 0.29 | 0.24 | 0.30 | 0.30 | 0.29 | 0.21 | 0.29 | 0.26 | 0.27 | 0.24 | 0.29 | 0.27 | 0.31 | 0.32 | 0.33 | 0.29 | 0.34 | 0.31 |
| MO | 0.24 | 0.40 | 0.12 | 0.39 | 0.11 | 0.09 | 0.16 | 0.10 | 0.41 | 0.38 | 0.28 | 0.22 | 0.20 | 0.22 | 1.00 | 0.43 | 0.43 | 0.64 | 0.31 | 0.13 | 0.27 | 0.18 | 0.22 | 0.17 | 0.40 | 0.25 | 0.45 | 0.19 | 0.27 | 0.32 | 0.22 | 0.36 | 0.26 | 0.19 | 0.41 | 0.48 | 0.23 | 0.25 | 0.25 | 0.42 | 0.25 | 0.31 | 0.23 | 0.26 | 0.22 | 0.22 | 0.25 | 0.25 | 0.24 | 0.20 | 0.28 | 0.40 | 0.23 | 0.23 | 0.23 | 0.32 | 0.31 | 0.25 | 0.23 | 0.27 | 0.31 | 0.27 | 0.23 | 0.25 | 0.27 | 0.31 | 0.23 | 0.23 | 0.24 | 0.26 | 0.27 | 0.36 | 0.30 | 0.27 | 0.30 | 0.35 | 0.28 | 0.31 | 0.29 | 0.29 | 0.29 | 0.38 |
| CL | 0.25 | 0.50 | 0.18 | 0.51 | 0.18 | 0.14 | 0.24 | 0.09 | 0.68 | 0.38 | 0.38 | 0.28 | 0.26 | 0.28 | 0.43 | 1.00 | 0.73 | 0.46 | 0.22 | 0.18 | 0.29 | 0.11 | 0.23 | 0.08 | 0.34 | 0.15 | 0.65 | 0.25 | 0.30 | 0.42 | 0.17 | 0.33 | 0.38 | 0.10 | 0.30 | 0.60 | 0.27 | 0.25 | 0.21 | 0.59 | 0.16 | 0.42 | 0.10 | 0.20 | 0.13 | 0.15 | 0.12 | 0.26 | 0.20 | 0.28 | 0.37 | 0.37 | 0.25 | 0.27 | 0.19 | 0.29 | 0.31 | 0.17 | 0.25 | 0.17 | 0.42 | 0.16 | 0.19 | 0.16 | 0.24 | 0.17 | 0.16 | 0.20 | 0.20 | 0.16 | 0.28 | 0.31 | 0.29 | 0.21 | 0.24 | 0.27 | 0.28 | 0.29 | 0.30 | 0.26 | 0.35 | 0.34 |
| PG | 0.25 | 0.49 | 0.18 | 0.52 | 0.18 | 0.15 | 0.24 | 0.11 | 0.68 | 0.41 | 0.43 | 0.30 | 0.25 | 0.28 | 0.43 | 0.73 | 1.00 | 0.45 | 0.22 | 0.21 | 0.30 | 0.11 | 0.23 | 0.07 | 0.35 | 0.15 | 0.65 | 0.25 | 0.33 | 0.42 | 0.18 | 0.33 | 0.39 | 0.09 | 0.31 | 0.62 | 0.24 | 0.24 | 0.22 | 0.58 | 0.16 | 0.42 | 0.08 | 0.20 | 0.10 | 0.14 | 0.11 | 0.26 | 0.22 | 0.29 | 0.36 | 0.35 | 0.24 | 0.25 | 0.20 | 0.27 | 0.31 | 0.19 | 0.24 | 0.18 | 0.41 | 0.18 | 0.20 | 0.17 | 0.24 | 0.19 | 0.15 | 0.19 | 0.20 | 0.16 | 0.29 | 0.30 | 0.28 | 0.24 | 0.20 | 0.28 | 0.29 | 0.27 | 0.30 | 0.25 | 0.35 | 0.35 |
| PM | 0.19 | 0.38 | 0.13 | 0.39 | 0.14 | 0.10 | 0.21 | 0.10 | 0.42 | 0.37 | 0.28 | 0.19 | 0.27 | 0.25 | 0.64 | 0.46 | 0.45 | 1.00 | 0.30 | 0.16 | 0.25 | 0.20 | 0.21 | 0.17 | 0.40 | 0.27 | 0.49 | 0.17 | 0.25 | 0.37 | 0.24 | 0.38 | 0.27 | 0.20 | 0.39 | 0.53 | 0.25 | 0.25 | 0.25 | 0.47 | 0.22 | 0.34 | 0.20 | 0.22 | 0.20 | 0.24 | 0.23 | 0.23 | 0.27 | 0.23 | 0.32 | 0.38 | 0.23 | 0.24 | 0.22 | 0.32 | 0.34 | 0.23 | 0.23 | 0.25 | 0.34 | 0.27 | 0.23 | 0.25 | 0.29 | 0.28 | 0.24 | 0.24 | 0.25 | 0.27 | 0.27 | 0.37 | 0.31 | 0.29 | 0.31 | 0.35 | 0.28 | 0.31 | 0.28 | 0.31 | 0.29 | 0.35 |
| LUMN | 0.24 | 0.22 | 0.13 | 0.19 | 0.15 | 0.13 | 0.17 | 0.19 | 0.24 | 0.37 | 0.22 | 0.20 | 0.26 | 0.22 | 0.31 | 0.22 | 0.22 | 0.30 | 1.00 | 0.19 | 0.20 | 0.25 | 0.26 | 0.28 | 0.44 | 0.42 | 0.22 | 0.22 | 0.19 | 0.24 | 0.28 | 0.25 | 0.25 | 0.32 | 0.33 | 0.28 | 0.25 | 0.31 | 0.30 | 0.28 | 0.30 | 0.23 | 0.28 | 0.27 | 0.26 | 0.27 | 0.29 | 0.31 | 0.24 | 0.27 | 0.26 | 0.32 | 0.28 | 0.27 | 0.36 | 0.40 | 0.35 | 0.32 | 0.29 | 0.36 | 0.26 | 0.37 | 0.33 | 0.33 | 0.32 | 0.40 | 0.32 | 0.28 | 0.29 | 0.34 | 0.30 | 0.39 | 0.39 | 0.37 | 0.37 | 0.40 | 0.29 | 0.30 | 0.34 | 0.35 | 0.33 | 0.38 |
| AMZN | 0.10 | 0.06 | 0.33 | 0.13 | 0.44 | 0.39 | 0.43 | 0.44 | 0.13 | 0.12 | 0.26 | 0.21 | 0.33 | 0.35 | 0.13 | 0.18 | 0.21 | 0.16 | 0.19 | 1.00 | 0.20 | 0.32 | 0.23 | 0.34 | 0.15 | 0.23 | 0.24 | 0.28 | 0.26 | 0.28 | 0.34 | 0.30 | 0.41 | 0.35 | 0.17 | 0.20 | 0.31 | 0.32 | 0.23 | 0.26 | 0.22 | 0.38 | 0.31 | 0.25 | 0.33 | 0.39 | 0.32 | 0.27 | 0.46 | 0.37 | 0.31 | 0.22 | 0.30 | 0.33 | 0.30 | 0.28 | 0.34 | 0.27 | 0.30 | 0.25 | 0.38 | 0.27 | 0.30 | 0.26 | 0.38 | 0.26 | 0.37 | 0.35 | 0.35 | 0.27 | 0.41 | 0.26 | 0.28 | 0.31 | 0.30 | 0.28 | 0.32 | 0.31 | 0.36 | 0.31 | 0.39 | 0.25 |
| AZO | 0.24 | 0.24 | 0.26 | 0.28 | 0.17 | 0.25 | 0.17 | 0.17 | 0.26 | 0.27 | 0.30 | 0.36 | 0.22 | 0.25 | 0.27 | 0.29 | 0.30 | 0.25 | 0.20 | 0.20 | 1.00 | 0.15 | 0.34 | 0.17 | 0.27 | 0.17 | 0.30 | 0.44 | 0.75 | 0.32 | 0.17 | 0.28 | 0.35 | 0.18 | 0.29 | 0.29 | 0.29 | 0.25 | 0.60 | 0.32 | 0.29 | 0.33 | 0.17 | 0.30 | 0.16 | 0.22 | 0.17 | 0.35 | 0.22 | 0.31 | 0.35 | 0.32 | 0.30 | 0.32 | 0.33 | 0.25 | 0.28 | 0.28 | 0.30 | 0.25 | 0.29 | 0.28 | 0.36 | 0.25 | 0.27 | 0.28 | 0.23 | 0.28 | 0.27 | 0.27 | 0.33 | 0.31 | 0.30 | 0.29 | 0.27 | 0.32 | 0.39 | 0.39 | 0.45 | 0.43 | 0.46 | 0.55 |
| WYNN | 0.02 | 0.01 | 0.18 | 0.05 | 0.23 | 0.20 | 0.20 | 0.26 | 0.06 | 0.13 | 0.10 | 0.11 | 0.23 | 0.22 | 0.18 | 0.11 | 0.11 | 0.20 | 0.25 | 0.32 | 0.15 | 1.00 | 0.19 | 0.49 | 0.24 | 0.37 | 0.12 | 0.18 | 0.16 | 0.20 | 0.81 | 0.26 | 0.15 | 0.49 | 0.31 | 0.18 | 0.24 | 0.30 | 0.23 | 0.16 | 0.30 | 0.25 | 0.44 | 0.30 | 0.44 | 0.43 | 0.45 | 0.22 | 0.43 | 0.23 | 0.29 | 0.29 | 0.29 | 0.27 | 0.32 | 0.34 | 0.33 | 0.42 | 0.29 | 0.40 | 0.37 | 0.44 | 0.33 | 0.42 | 0.39 | 0.40 | 0.69 | 0.45 | 0.47 | 0.45 | 0.35 | 0.36 | 0.32 | 0.38 | 0.39 | 0.40 | 0.32 | 0.31 | 0.29 | 0.39 | 0.29 | 0.32 |
| DLTR | 0.26 | 0.23 | 0.21 | 0.24 | 0.19 | 0.21 | 0.20 | 0.21 | 0.25 | 0.22 | 0.35 | 0.59 | 0.23 | 0.24 | 0.22 | 0.23 | 0.23 | 0.21 | 0.26 | 0.23 | 0.34 | 0.19 | 1.00 | 0.22 | 0.24 | 0.24 | 0.27 | 0.37 | 0.35 | 0.28 | 0.23 | 0.30 | 0.36 | 0.23 | 0.26 | 0.26 | 0.28 | 0.27 | 0.37 | 0.29 | 0.34 | 0.31 | 0.26 | 0.29 | 0.24 | 0.24 | 0.26 | 0.49 | 0.22 | 0.32 | 0.31 | 0.31 | 0.30 | 0.30 | 0.38 | 0.30 | 0.30 | 0.33 | 0.31 | 0.29 | 0.31 | 0.29 | 0.32 | 0.32 | 0.30 | 0.30 | 0.28 | 0.27 | 0.26 | 0.36 | 0.34 | 0.31 | 0.31 | 0.34 | 0.31 | 0.32 | 0.44 | 0.41 | 0.40 | 0.38 | 0.41 | 0.37 |
| PENN | 0.09 | 0.03 | 0.24 | 0.04 | 0.28 | 0.28 | 0.26 | 0.38 | 0.06 | 0.12 | 0.13 | 0.18 | 0.28 | 0.23 | 0.17 | 0.08 | 0.07 | 0.17 | 0.28 | 0.34 | 0.17 | 0.49 | 0.22 | 1.00 | 0.21 | 0.34 | 0.10 | 0.27 | 0.18 | 0.20 | 0.46 | 0.27 | 0.22 | 0.61 | 0.25 | 0.12 | 0.29 | 0.31 | 0.27 | 0.17 | 0.35 | 0.26 | 0.43 | 0.37 | 0.41 | 0.39 | 0.42 | 0.29 | 0.37 | 0.34 | 0.28 | 0.27 | 0.34 | 0.33 | 0.34 | 0.33 | 0.32 | 0.34 | 0.34 | 0.37 | 0.31 | 0.38 | 0.36 | 0.39 | 0.39 | 0.37 | 0.57 | 0.42 | 0.42 | 0.38 | 0.35 | 0.30 | 0.35 | 0.35 | 0.40 | 0.35 | 0.33 | 0.33 | 0.38 | 0.38 | 0.34 | 0.32 |
| T | 0.21 | 0.31 | 0.14 | 0.31 | 0.15 | 0.11 | 0.21 | 0.13 | 0.34 | 0.67 | 0.28 | 0.21 | 0.29 | 0.34 | 0.40 | 0.34 | 0.35 | 0.40 | 0.44 | 0.15 | 0.27 | 0.24 | 0.24 | 0.21 | 1.00 | 0.38 | 0.36 | 0.22 | 0.25 | 0.32 | 0.26 | 0.30 | 0.23 | 0.25 | 0.36 | 0.42 | 0.25 | 0.29 | 0.30 | 0.37 | 0.26 | 0.27 | 0.26 | 0.28 | 0.25 | 0.24 | 0.26 | 0.30 | 0.25 | 0.23 | 0.30 | 0.38 | 0.26 | 0.25 | 0.28 | 0.36 | 0.44 | 0.29 | 0.27 | 0.33 | 0.28 | 0.34 | 0.30 | 0.31 | 0.38 | 0.36 | 0.27 | 0.26 | 0.28 | 0.31 | 0.31 | 0.43 | 0.35 | 0.36 | 0.34 | 0.41 | 0.31 | 0.30 | 0.31 | 0.35 | 0.33 | 0.37 |
| WBD | 0.16 | 0.15 | 0.15 | 0.14 | 0.21 | 0.17 | 0.22 | 0.25 | 0.13 | 0.26 | 0.13 | 0.16 | 0.33 | 0.24 | 0.25 | 0.15 | 0.15 | 0.27 | 0.42 | 0.23 | 0.17 | 0.37 | 0.24 | 0.34 | 0.38 | 1.00 | 0.16 | 0.21 | 0.17 | 0.20 | 0.37 | 0.25 | 0.18 | 0.37 | 0.31 | 0.23 | 0.28 | 0.34 | 0.29 | 0.23 | 0.34 | 0.20 | 0.38 | 0.30 | 0.36 | 0.35 | 0.37 | 0.31 | 0.33 | 0.27 | 0.25 | 0.29 | 0.33 | 0.30 | 0.36 | 0.39 | 0.45 | 0.37 | 0.32 | 0.40 | 0.30 | 0.39 | 0.36 | 0.42 | 0.47 | 0.42 | 0.42 | 0.36 | 0.37 | 0.41 | 0.34 | 0.46 | 0.40 | 0.39 | 0.41 | 0.47 | 0.33 | 0.32 | 0.30 | 0.39 | 0.30 | 0.36 |
| PEP | 0.25 | 0.55 | 0.21 | 0.57 | 0.22 | 0.16 | 0.29 | 0.14 | 0.58 | 0.40 | 0.43 | 0.31 | 0.28 | 0.35 | 0.45 | 0.65 | 0.65 | 0.49 | 0.22 | 0.24 | 0.30 | 0.12 | 0.27 | 0.10 | 0.36 | 0.16 | 1.00 | 0.26 | 0.34 | 0.46 | 0.17 | 0.42 | 0.42 | 0.13 | 0.35 | 0.72 | 0.29 | 0.25 | 0.25 | 0.66 | 0.18 | 0.54 | 0.12 | 0.24 | 0.14 | 0.18 | 0.14 | 0.28 | 0.22 | 0.29 | 0.40 | 0.40 | 0.26 | 0.27 | 0.19 | 0.27 | 0.37 | 0.18 | 0.26 | 0.19 | 0.37 | 0.18 | 0.22 | 0.16 | 0.27 | 0.20 | 0.17 | 0.20 | 0.22 | 0.16 | 0.30 | 0.32 | 0.28 | 0.25 | 0.24 | 0.29 | 0.31 | 0.31 | 0.34 | 0.27 | 0.38 | 0.35 |
| TSCO | 0.29 | 0.20 | 0.28 | 0.22 | 0.25 | 0.30 | 0.25 | 0.29 | 0.22 | 0.21 | 0.32 | 0.41 | 0.26 | 0.27 | 0.19 | 0.25 | 0.25 | 0.17 | 0.22 | 0.28 | 0.44 | 0.18 | 0.37 | 0.27 | 0.22 | 0.21 | 0.26 | 1.00 | 0.46 | 0.26 | 0.19 | 0.27 | 0.40 | 0.26 | 0.27 | 0.23 | 0.31 | 0.30 | 0.43 | 0.27 | 0.35 | 0.31 | 0.23 | 0.32 | 0.22 | 0.23 | 0.22 | 0.45 | 0.23 | 0.41 | 0.30 | 0.28 | 0.35 | 0.34 | 0.41 | 0.29 | 0.28 | 0.32 | 0.34 | 0.30 | 0.30 | 0.30 | 0.39 | 0.33 | 0.29 | 0.31 | 0.28 | 0.29 | 0.28 | 0.32 | 0.39 | 0.32 | 0.38 | 0.34 | 0.32 | 0.31 | 0.42 | 0.42 | 0.52 | 0.38 | 0.52 | 0.45 |
| ORLY | 0.26 | 0.27 | 0.25 | 0.30 | 0.19 | 0.29 | 0.20 | 0.19 | 0.27 | 0.28 | 0.36 | 0.38 | 0.24 | 0.29 | 0.27 | 0.30 | 0.33 | 0.25 | 0.19 | 0.26 | 0.75 | 0.16 | 0.35 | 0.18 | 0.25 | 0.17 | 0.34 | 0.46 | 1.00 | 0.34 | 0.18 | 0.30 | 0.39 | 0.20 | 0.29 | 0.31 | 0.30 | 0.27 | 0.60 | 0.34 | 0.30 | 0.37 | 0.19 | 0.31 | 0.19 | 0.24 | 0.19 | 0.37 | 0.26 | 0.34 | 0.37 | 0.37 | 0.31 | 0.33 | 0.35 | 0.26 | 0.30 | 0.29 | 0.31 | 0.26 | 0.30 | 0.28 | 0.38 | 0.26 | 0.29 | 0.27 | 0.23 | 0.29 | 0.28 | 0.27 | 0.35 | 0.32 | 0.32 | 0.31 | 0.28 | 0.32 | 0.44 | 0.43 | 0.44 | 0.43 | 0.47 | 0.56 |
| MCD | 0.21 | 0.32 | 0.28 | 0.40 | 0.25 | 0.30 | 0.26 | 0.15 | 0.39 | 0.32 | 0.33 | 0.27 | 0.28 | 0.30 | 0.32 | 0.42 | 0.42 | 0.37 | 0.24 | 0.28 | 0.32 | 0.20 | 0.28 | 0.20 | 0.32 | 0.20 | 0.46 | 0.26 | 0.34 | 1.00 | 0.25 | 0.34 | 0.36 | 0.25 | 0.29 | 0.49 | 0.32 | 0.28 | 0.28 | 0.44 | 0.23 | 0.39 | 0.23 | 0.40 | 0.26 | 0.27 | 0.25 | 0.27 | 0.30 | 0.30 | 0.58 | 0.41 | 0.29 | 0.32 | 0.23 | 0.30 | 0.36 | 0.26 | 0.30 | 0.28 | 0.37 | 0.25 | 0.29 | 0.26 | 0.33 | 0.30 | 0.30 | 0.33 | 0.33 | 0.26 | 0.36 | 0.34 | 0.32 | 0.30 | 0.30 | 0.32 | 0.36 | 0.38 | 0.36 | 0.34 | 0.40 | 0.38 |
| LVS | 0.05 | 0.06 | 0.18 | 0.09 | 0.24 | 0.21 | 0.23 | 0.25 | 0.10 | 0.16 | 0.13 | 0.12 | 0.23 | 0.21 | 0.22 | 0.17 | 0.18 | 0.24 | 0.28 | 0.34 | 0.17 | 0.81 | 0.23 | 0.46 | 0.26 | 0.37 | 0.17 | 0.19 | 0.18 | 0.25 | 1.00 | 0.29 | 0.17 | 0.47 | 0.35 | 0.24 | 0.26 | 0.33 | 0.26 | 0.21 | 0.30 | 0.27 | 0.43 | 0.32 | 0.45 | 0.43 | 0.46 | 0.25 | 0.46 | 0.25 | 0.35 | 0.32 | 0.29 | 0.28 | 0.32 | 0.35 | 0.34 | 0.44 | 0.31 | 0.42 | 0.40 | 0.45 | 0.32 | 0.44 | 0.41 | 0.41 | 0.69 | 0.48 | 0.50 | 0.46 | 0.39 | 0.40 | 0.34 | 0.42 | 0.40 | 0.43 | 0.36 | 0.35 | 0.30 | 0.43 | 0.31 | 0.37 |
| STZ | 0.18 | 0.27 | 0.22 | 0.32 | 0.25 | 0.22 | 0.27 | 0.22 | 0.30 | 0.27 | 0.28 | 0.25 | 0.27 | 0.29 | 0.36 | 0.33 | 0.33 | 0.38 | 0.25 | 0.30 | 0.28 | 0.26 | 0.30 | 0.27 | 0.30 | 0.25 | 0.42 | 0.27 | 0.30 | 0.34 | 0.29 | 1.00 | 0.32 | 0.28 | 0.37 | 0.45 | 0.29 | 0.31 | 0.30 | 0.39 | 0.27 | 0.42 | 0.29 | 0.30 | 0.31 | 0.32 | 0.32 | 0.28 | 0.35 | 0.30 | 0.37 | 0.40 | 0.31 | 0.31 | 0.28 | 0.36 | 0.34 | 0.27 | 0.31 | 0.33 | 0.39 | 0.32 | 0.30 | 0.30 | 0.33 | 0.31 | 0.34 | 0.33 | 0.33 | 0.31 | 0.36 | 0.33 | 0.34 | 0.35 | 0.34 | 0.34 | 0.37 | 0.38 | 0.34 | 0.38 | 0.37 | 0.38 |
| COST | 0.36 | 0.28 | 0.29 | 0.33 | 0.33 | 0.33 | 0.32 | 0.26 | 0.33 | 0.25 | 0.55 | 0.41 | 0.30 | 0.32 | 0.26 | 0.38 | 0.39 | 0.27 | 0.25 | 0.41 | 0.35 | 0.15 | 0.36 | 0.22 | 0.23 | 0.18 | 0.42 | 0.40 | 0.39 | 0.36 | 0.17 | 0.32 | 1.00 | 0.21 | 0.27 | 0.38 | 0.30 | 0.28 | 0.29 | 0.42 | 0.29 | 0.40 | 0.23 | 0.28 | 0.23 | 0.23 | 0.23 | 0.45 | 0.30 | 0.41 | 0.36 | 0.34 | 0.30 | 0.32 | 0.36 | 0.26 | 0.35 | 0.26 | 0.30 | 0.26 | 0.36 | 0.25 | 0.31 | 0.24 | 0.32 | 0.27 | 0.23 | 0.29 | 0.29 | 0.26 | 0.40 | 0.30 | 0.32 | 0.29 | 0.27 | 0.30 | 0.42 | 0.42 | 0.42 | 0.32 | 0.49 | 0.37 |
| CZR | 0.07 | 0.04 | 0.22 | 0.07 | 0.28 | 0.28 | 0.24 | 0.35 | 0.08 | 0.16 | 0.13 | 0.16 | 0.29 | 0.27 | 0.19 | 0.10 | 0.09 | 0.20 | 0.32 | 0.35 | 0.18 | 0.49 | 0.23 | 0.61 | 0.25 | 0.37 | 0.13 | 0.26 | 0.20 | 0.25 | 0.47 | 0.28 | 0.21 | 1.00 | 0.27 | 0.18 | 0.29 | 0.34 | 0.33 | 0.18 | 0.38 | 0.26 | 0.47 | 0.36 | 0.46 | 0.43 | 0.47 | 0.28 | 0.43 | 0.35 | 0.31 | 0.33 | 0.33 | 0.33 | 0.34 | 0.39 | 0.36 | 0.36 | 0.34 | 0.43 | 0.34 | 0.42 | 0.38 | 0.40 | 0.43 | 0.40 | 0.60 | 0.47 | 0.46 | 0.43 | 0.36 | 0.37 | 0.38 | 0.39 | 0.44 | 0.40 | 0.37 | 0.37 | 0.38 | 0.42 | 0.36 | 0.36 |
| ADM | 0.26 | 0.31 | 0.18 | 0.34 | 0.14 | 0.16 | 0.18 | 0.17 | 0.28 | 0.33 | 0.25 | 0.24 | 0.23 | 0.27 | 0.41 | 0.30 | 0.31 | 0.39 | 0.33 | 0.17 | 0.29 | 0.31 | 0.26 | 0.25 | 0.36 | 0.31 | 0.35 | 0.27 | 0.29 | 0.29 | 0.35 | 0.37 | 0.27 | 0.27 | 1.00 | 0.40 | 0.27 | 0.30 | 0.33 | 0.40 | 0.32 | 0.30 | 0.29 | 0.29 | 0.31 | 0.29 | 0.30 | 0.32 | 0.30 | 0.27 | 0.32 | 0.40 | 0.27 | 0.28 | 0.33 | 0.40 | 0.36 | 0.38 | 0.30 | 0.39 | 0.35 | 0.43 | 0.34 | 0.37 | 0.34 | 0.40 | 0.37 | 0.35 | 0.38 | 0.38 | 0.33 | 0.41 | 0.38 | 0.39 | 0.39 | 0.41 | 0.32 | 0.35 | 0.35 | 0.44 | 0.35 | 0.47 |
| KO | 0.22 | 0.47 | 0.18 | 0.53 | 0.18 | 0.17 | 0.23 | 0.11 | 0.54 | 0.44 | 0.37 | 0.27 | 0.26 | 0.31 | 0.48 | 0.60 | 0.62 | 0.53 | 0.28 | 0.20 | 0.29 | 0.18 | 0.26 | 0.12 | 0.42 | 0.23 | 0.72 | 0.23 | 0.31 | 0.49 | 0.24 | 0.45 | 0.38 | 0.18 | 0.40 | 1.00 | 0.29 | 0.29 | 0.26 | 0.60 | 0.21 | 0.51 | 0.18 | 0.28 | 0.20 | 0.26 | 0.20 | 0.28 | 0.30 | 0.28 | 0.41 | 0.44 | 0.26 | 0.27 | 0.21 | 0.33 | 0.37 | 0.25 | 0.27 | 0.26 | 0.40 | 0.25 | 0.25 | 0.24 | 0.32 | 0.27 | 0.23 | 0.27 | 0.28 | 0.24 | 0.33 | 0.38 | 0.31 | 0.32 | 0.30 | 0.35 | 0.34 | 0.34 | 0.31 | 0.33 | 0.35 | 0.39 |
| NVR | 0.12 | 0.18 | 0.24 | 0.22 | 0.24 | 0.28 | 0.25 | 0.27 | 0.24 | 0.21 | 0.22 | 0.24 | 0.27 | 0.27 | 0.23 | 0.27 | 0.24 | 0.25 | 0.25 | 0.31 | 0.29 | 0.24 | 0.28 | 0.29 | 0.25 | 0.28 | 0.29 | 0.31 | 0.30 | 0.32 | 0.26 | 0.29 | 0.30 | 0.29 | 0.27 | 0.29 | 1.00 | 0.31 | 0.30 | 0.31 | 0.30 | 0.32 | 0.30 | 0.33 | 0.32 | 0.29 | 0.29 | 0.31 | 0.31 | 0.45 | 0.36 | 0.33 | 0.73 | 0.73 | 0.37 | 0.35 | 0.32 | 0.33 | 0.72 | 0.31 | 0.35 | 0.35 | 0.38 | 0.35 | 0.31 | 0.35 | 0.32 | 0.35 | 0.34 | 0.33 | 0.37 | 0.34 | 0.46 | 0.35 | 0.47 | 0.34 | 0.35 | 0.34 | 0.47 | 0.40 | 0.46 | 0.39 |
| HAS | 0.13 | 0.17 | 0.24 | 0.19 | 0.27 | 0.26 | 0.26 | 0.28 | 0.22 | 0.24 | 0.22 | 0.24 | 0.28 | 0.25 | 0.25 | 0.25 | 0.24 | 0.25 | 0.31 | 0.32 | 0.25 | 0.30 | 0.27 | 0.31 | 0.29 | 0.34 | 0.25 | 0.30 | 0.27 | 0.28 | 0.33 | 0.31 | 0.28 | 0.34 | 0.30 | 0.29 | 0.31 | 1.00 | 0.34 | 0.28 | 0.35 | 0.31 | 0.33 | 0.35 | 0.32 | 0.35 | 0.35 | 0.36 | 0.33 | 0.38 | 0.35 | 0.33 | 0.33 | 0.33 | 0.39 | 0.42 | 0.37 | 0.40 | 0.35 | 0.41 | 0.36 | 0.39 | 0.40 | 0.40 | 0.41 | 0.41 | 0.38 | 0.36 | 0.36 | 0.41 | 0.45 | 0.40 | 0.43 | 0.45 | 0.42 | 0.40 | 0.36 | 0.36 | 0.39 | 0.45 | 0.42 | 0.42 |
| AAP | 0.20 | 0.21 | 0.22 | 0.22 | 0.17 | 0.24 | 0.17 | 0.23 | 0.20 | 0.28 | 0.25 | 0.39 | 0.27 | 0.23 | 0.25 | 0.21 | 0.22 | 0.25 | 0.30 | 0.23 | 0.60 | 0.23 | 0.37 | 0.27 | 0.30 | 0.29 | 0.25 | 0.43 | 0.60 | 0.28 | 0.26 | 0.30 | 0.29 | 0.33 | 0.33 | 0.26 | 0.30 | 0.34 | 1.00 | 0.27 | 0.36 | 0.31 | 0.28 | 0.36 | 0.26 | 0.29 | 0.28 | 0.43 | 0.26 | 0.35 | 0.33 | 0.36 | 0.35 | 0.35 | 0.41 | 0.39 | 0.33 | 0.35 | 0.37 | 0.35 | 0.32 | 0.40 | 0.45 | 0.36 | 0.33 | 0.38 | 0.32 | 0.32 | 0.31 | 0.37 | 0.36 | 0.37 | 0.39 | 0.43 | 0.39 | 0.37 | 0.41 | 0.41 | 0.46 | 0.47 | 0.46 | 0.58 |
| MDLZ | 0.30 | 0.59 | 0.21 | 0.60 | 0.24 | 0.20 | 0.30 | 0.17 | 0.54 | 0.39 | 0.39 | 0.31 | 0.31 | 0.36 | 0.42 | 0.59 | 0.58 | 0.47 | 0.28 | 0.26 | 0.32 | 0.16 | 0.29 | 0.17 | 0.37 | 0.23 | 0.66 | 0.27 | 0.34 | 0.44 | 0.21 | 0.39 | 0.42 | 0.18 | 0.40 | 0.60 | 0.31 | 0.28 | 0.27 | 1.00 | 0.23 | 0.48 | 0.19 | 0.27 | 0.21 | 0.24 | 0.19 | 0.28 | 0.28 | 0.31 | 0.41 | 0.42 | 0.32 | 0.34 | 0.25 | 0.33 | 0.40 | 0.22 | 0.31 | 0.24 | 0.38 | 0.25 | 0.27 | 0.22 | 0.30 | 0.25 | 0.25 | 0.24 | 0.27 | 0.23 | 0.34 | 0.34 | 0.33 | 0.31 | 0.30 | 0.32 | 0.34 | 0.33 | 0.35 | 0.34 | 0.39 | 0.37 |
| BBWI | 0.18 | 0.12 | 0.21 | 0.15 | 0.17 | 0.26 | 0.16 | 0.30 | 0.11 | 0.19 | 0.22 | 0.30 | 0.24 | 0.23 | 0.25 | 0.16 | 0.16 | 0.22 | 0.30 | 0.22 | 0.29 | 0.30 | 0.34 | 0.35 | 0.26 | 0.34 | 0.18 | 0.35 | 0.30 | 0.23 | 0.30 | 0.27 | 0.29 | 0.38 | 0.32 | 0.21 | 0.30 | 0.35 | 0.36 | 0.23 | 1.00 | 0.26 | 0.37 | 0.39 | 0.37 | 0.37 | 0.38 | 0.44 | 0.33 | 0.33 | 0.30 | 0.32 | 0.36 | 0.35 | 0.44 | 0.37 | 0.32 | 0.50 | 0.37 | 0.42 | 0.35 | 0.40 | 0.41 | 0.52 | 0.35 | 0.43 | 0.39 | 0.40 | 0.41 | 0.51 | 0.43 | 0.37 | 0.39 | 0.45 | 0.42 | 0.41 | 0.50 | 0.48 | 0.43 | 0.47 | 0.43 | 0.43 |
| MNST | 0.19 | 0.33 | 0.28 | 0.38 | 0.30 | 0.27 | 0.32 | 0.26 | 0.37 | 0.27 | 0.33 | 0.32 | 0.30 | 0.34 | 0.31 | 0.42 | 0.42 | 0.34 | 0.23 | 0.38 | 0.33 | 0.25 | 0.31 | 0.26 | 0.27 | 0.20 | 0.54 | 0.31 | 0.37 | 0.39 | 0.27 | 0.42 | 0.40 | 0.26 | 0.30 | 0.51 | 0.32 | 0.31 | 0.31 | 0.48 | 0.26 | 1.00 | 0.25 | 0.33 | 0.27 | 0.30 | 0.26 | 0.31 | 0.35 | 0.35 | 0.38 | 0.36 | 0.33 | 0.35 | 0.31 | 0.31 | 0.36 | 0.28 | 0.34 | 0.27 | 0.42 | 0.27 | 0.30 | 0.29 | 0.35 | 0.27 | 0.31 | 0.31 | 0.32 | 0.28 | 0.39 | 0.32 | 0.34 | 0.33 | 0.32 | 0.32 | 0.37 | 0.37 | 0.38 | 0.35 | 0.41 | 0.38 |
| NCLH | 0.10 | 0.02 | 0.18 | 0.08 | 0.24 | 0.27 | 0.19 | 0.28 | 0.09 | 0.15 | 0.14 | 0.16 | 0.26 | 0.23 | 0.23 | 0.10 | 0.08 | 0.20 | 0.28 | 0.31 | 0.17 | 0.44 | 0.26 | 0.43 | 0.26 | 0.38 | 0.12 | 0.23 | 0.19 | 0.23 | 0.43 | 0.29 | 0.23 | 0.47 | 0.29 | 0.18 | 0.30 | 0.33 | 0.28 | 0.19 | 0.37 | 0.25 | 1.00 | 0.40 | 0.84 | 0.53 | 0.86 | 0.27 | 0.50 | 0.29 | 0.30 | 0.37 | 0.32 | 0.31 | 0.37 | 0.39 | 0.35 | 0.43 | 0.33 | 0.47 | 0.34 | 0.43 | 0.40 | 0.45 | 0.44 | 0.45 | 0.53 | 0.56 | 0.57 | 0.47 | 0.37 | 0.43 | 0.37 | 0.41 | 0.44 | 0.46 | 0.39 | 0.38 | 0.35 | 0.42 | 0.33 | 0.39 |
| DRI | 0.15 | 0.16 | 0.27 | 0.21 | 0.19 | 0.33 | 0.18 | 0.24 | 0.18 | 0.23 | 0.22 | 0.24 | 0.23 | 0.27 | 0.26 | 0.20 | 0.20 | 0.22 | 0.27 | 0.25 | 0.30 | 0.30 | 0.29 | 0.37 | 0.28 | 0.30 | 0.24 | 0.32 | 0.31 | 0.40 | 0.32 | 0.30 | 0.28 | 0.36 | 0.29 | 0.28 | 0.33 | 0.35 | 0.36 | 0.27 | 0.39 | 0.33 | 0.40 | 1.00 | 0.40 | 0.39 | 0.41 | 0.33 | 0.36 | 0.33 | 0.45 | 0.45 | 0.36 | 0.34 | 0.37 | 0.35 | 0.35 | 0.40 | 0.36 | 0.39 | 0.36 | 0.35 | 0.38 | 0.40 | 0.39 | 0.37 | 0.40 | 0.43 | 0.44 | 0.43 | 0.37 | 0.39 | 0.37 | 0.39 | 0.41 | 0.41 | 0.46 | 0.44 | 0.37 | 0.44 | 0.37 | 0.43 |
| RCL | 0.08 | 0.04 | 0.18 | 0.09 | 0.25 | 0.27 | 0.22 | 0.26 | 0.09 | 0.15 | 0.14 | 0.15 | 0.26 | 0.26 | 0.22 | 0.13 | 0.10 | 0.20 | 0.26 | 0.33 | 0.16 | 0.44 | 0.24 | 0.41 | 0.25 | 0.36 | 0.14 | 0.22 | 0.19 | 0.26 | 0.45 | 0.31 | 0.23 | 0.46 | 0.31 | 0.20 | 0.32 | 0.32 | 0.26 | 0.21 | 0.37 | 0.27 | 0.84 | 0.40 | 1.00 | 0.54 | 0.84 | 0.26 | 0.52 | 0.28 | 0.32 | 0.36 | 0.34 | 0.33 | 0.35 | 0.37 | 0.36 | 0.43 | 0.35 | 0.46 | 0.34 | 0.44 | 0.39 | 0.44 | 0.43 | 0.45 | 0.54 | 0.59 | 0.60 | 0.47 | 0.37 | 0.44 | 0.36 | 0.41 | 0.44 | 0.46 | 0.38 | 0.38 | 0.34 | 0.42 | 0.33 | 0.38 |
| EXPE | 0.07 | 0.08 | 0.19 | 0.14 | 0.26 | 0.31 | 0.25 | 0.31 | 0.11 | 0.17 | 0.15 | 0.14 | 0.26 | 0.27 | 0.22 | 0.15 | 0.14 | 0.24 | 0.27 | 0.39 | 0.22 | 0.43 | 0.24 | 0.39 | 0.24 | 0.35 | 0.18 | 0.23 | 0.24 | 0.27 | 0.43 | 0.32 | 0.23 | 0.43 | 0.29 | 0.26 | 0.29 | 0.35 | 0.29 | 0.24 | 0.37 | 0.30 | 0.53 | 0.39 | 0.54 | 1.00 | 0.54 | 0.27 | 0.66 | 0.32 | 0.36 | 0.36 | 0.33 | 0.32 | 0.34 | 0.38 | 0.37 | 0.41 | 0.32 | 0.43 | 0.39 | 0.41 | 0.40 | 0.40 | 0.47 | 0.42 | 0.52 | 0.55 | 0.57 | 0.44 | 0.39 | 0.42 | 0.36 | 0.42 | 0.43 | 0.45 | 0.39 | 0.39 | 0.36 | 0.42 | 0.35 | 0.36 |
| CCL | 0.10 | 0.04 | 0.19 | 0.07 | 0.24 | 0.27 | 0.19 | 0.26 | 0.10 | 0.16 | 0.15 | 0.16 | 0.26 | 0.21 | 0.25 | 0.12 | 0.11 | 0.23 | 0.29 | 0.32 | 0.17 | 0.45 | 0.26 | 0.42 | 0.26 | 0.37 | 0.14 | 0.22 | 0.19 | 0.25 | 0.46 | 0.32 | 0.23 | 0.47 | 0.30 | 0.20 | 0.29 | 0.35 | 0.28 | 0.19 | 0.38 | 0.26 | 0.86 | 0.41 | 0.84 | 0.54 | 1.00 | 0.26 | 0.51 | 0.28 | 0.31 | 0.37 | 0.34 | 0.32 | 0.36 | 0.40 | 0.36 | 0.44 | 0.34 | 0.48 | 0.35 | 0.45 | 0.39 | 0.45 | 0.44 | 0.46 | 0.54 | 0.56 | 0.57 | 0.48 | 0.38 | 0.45 | 0.38 | 0.43 | 0.46 | 0.48 | 0.38 | 0.39 | 0.34 | 0.43 | 0.34 | 0.38 |
| TGT | 0.32 | 0.23 | 0.26 | 0.22 | 0.24 | 0.27 | 0.23 | 0.30 | 0.23 | 0.27 | 0.44 | 0.53 | 0.26 | 0.26 | 0.25 | 0.26 | 0.26 | 0.23 | 0.31 | 0.27 | 0.35 | 0.22 | 0.49 | 0.29 | 0.30 | 0.31 | 0.28 | 0.45 | 0.37 | 0.27 | 0.25 | 0.28 | 0.45 | 0.28 | 0.32 | 0.28 | 0.31 | 0.36 | 0.43 | 0.28 | 0.44 | 0.31 | 0.27 | 0.33 | 0.26 | 0.27 | 0.26 | 1.00 | 0.25 | 0.41 | 0.30 | 0.31 | 0.33 | 0.33 | 0.51 | 0.37 | 0.33 | 0.42 | 0.34 | 0.35 | 0.35 | 0.35 | 0.40 | 0.42 | 0.33 | 0.36 | 0.31 | 0.30 | 0.30 | 0.42 | 0.43 | 0.35 | 0.41 | 0.45 | 0.37 | 0.37 | 0.48 | 0.46 | 0.48 | 0.42 | 0.51 | 0.44 |
| BKNG | 0.06 | 0.08 | 0.24 | 0.16 | 0.32 | 0.32 | 0.31 | 0.31 | 0.13 | 0.18 | 0.20 | 0.14 | 0.28 | 0.30 | 0.24 | 0.20 | 0.22 | 0.27 | 0.24 | 0.46 | 0.22 | 0.43 | 0.22 | 0.37 | 0.25 | 0.33 | 0.22 | 0.23 | 0.26 | 0.30 | 0.46 | 0.35 | 0.30 | 0.43 | 0.30 | 0.30 | 0.31 | 0.33 | 0.26 | 0.28 | 0.33 | 0.35 | 0.50 | 0.36 | 0.52 | 0.66 | 0.51 | 0.25 | 1.00 | 0.30 | 0.39 | 0.35 | 0.32 | 0.33 | 0.30 | 0.34 | 0.38 | 0.39 | 0.32 | 0.40 | 0.42 | 0.42 | 0.37 | 0.39 | 0.48 | 0.40 | 0.51 | 0.55 | 0.55 | 0.43 | 0.41 | 0.43 | 0.35 | 0.39 | 0.42 | 0.45 | 0.40 | 0.41 | 0.33 | 0.42 | 0.34 | 0.37 |
| POOL | 0.19 | 0.17 | 0.36 | 0.22 | 0.33 | 0.33 | 0.30 | 0.38 | 0.25 | 0.24 | 0.27 | 0.34 | 0.32 | 0.29 | 0.20 | 0.28 | 0.29 | 0.23 | 0.27 | 0.37 | 0.31 | 0.23 | 0.32 | 0.34 | 0.23 | 0.27 | 0.29 | 0.41 | 0.34 | 0.30 | 0.25 | 0.30 | 0.41 | 0.35 | 0.27 | 0.28 | 0.45 | 0.38 | 0.35 | 0.31 | 0.33 | 0.35 | 0.29 | 0.33 | 0.28 | 0.32 | 0.28 | 0.41 | 0.30 | 1.00 | 0.38 | 0.31 | 0.48 | 0.51 | 0.40 | 0.37 | 0.35 | 0.33 | 0.48 | 0.33 | 0.40 | 0.34 | 0.43 | 0.34 | 0.36 | 0.34 | 0.33 | 0.33 | 0.32 | 0.34 | 0.42 | 0.33 | 0.46 | 0.37 | 0.44 | 0.34 | 0.39 | 0.38 | 0.52 | 0.44 | 0.55 | 0.44 |
| YUM | 0.17 | 0.25 | 0.35 | 0.33 | 0.27 | 0.34 | 0.29 | 0.25 | 0.32 | 0.27 | 0.28 | 0.28 | 0.28 | 0.32 | 0.28 | 0.37 | 0.36 | 0.32 | 0.26 | 0.31 | 0.35 | 0.29 | 0.31 | 0.28 | 0.30 | 0.25 | 0.40 | 0.30 | 0.37 | 0.58 | 0.35 | 0.37 | 0.36 | 0.31 | 0.32 | 0.41 | 0.36 | 0.35 | 0.33 | 0.41 | 0.30 | 0.38 | 0.30 | 0.45 | 0.32 | 0.36 | 0.31 | 0.30 | 0.39 | 0.38 | 1.00 | 0.39 | 0.36 | 0.39 | 0.31 | 0.32 | 0.37 | 0.33 | 0.36 | 0.35 | 0.43 | 0.34 | 0.37 | 0.33 | 0.39 | 0.35 | 0.39 | 0.41 | 0.40 | 0.35 | 0.43 | 0.38 | 0.35 | 0.39 | 0.37 | 0.39 | 0.45 | 0.45 | 0.40 | 0.42 | 0.42 | 0.45 |
| SYY | 0.26 | 0.32 | 0.20 | 0.37 | 0.18 | 0.25 | 0.19 | 0.19 | 0.32 | 0.32 | 0.31 | 0.27 | 0.23 | 0.29 | 0.40 | 0.37 | 0.35 | 0.38 | 0.32 | 0.22 | 0.32 | 0.29 | 0.31 | 0.27 | 0.38 | 0.29 | 0.40 | 0.28 | 0.37 | 0.41 | 0.32 | 0.40 | 0.34 | 0.33 | 0.40 | 0.44 | 0.33 | 0.33 | 0.36 | 0.42 | 0.32 | 0.36 | 0.37 | 0.45 | 0.36 | 0.36 | 0.37 | 0.31 | 0.35 | 0.31 | 0.39 | 1.00 | 0.31 | 0.32 | 0.34 | 0.37 | 0.36 | 0.39 | 0.34 | 0.37 | 0.38 | 0.38 | 0.35 | 0.37 | 0.40 | 0.38 | 0.38 | 0.42 | 0.43 | 0.39 | 0.36 | 0.42 | 0.35 | 0.41 | 0.41 | 0.43 | 0.43 | 0.44 | 0.38 | 0.44 | 0.39 | 0.46 |
| LEN | 0.15 | 0.18 | 0.25 | 0.20 | 0.26 | 0.30 | 0.24 | 0.30 | 0.23 | 0.22 | 0.19 | 0.26 | 0.31 | 0.28 | 0.23 | 0.25 | 0.24 | 0.23 | 0.28 | 0.30 | 0.30 | 0.29 | 0.30 | 0.34 | 0.26 | 0.33 | 0.26 | 0.35 | 0.31 | 0.29 | 0.29 | 0.31 | 0.30 | 0.33 | 0.27 | 0.26 | 0.73 | 0.33 | 0.35 | 0.32 | 0.36 | 0.33 | 0.32 | 0.36 | 0.34 | 0.33 | 0.34 | 0.33 | 0.32 | 0.48 | 0.36 | 0.31 | 1.00 | 0.88 | 0.40 | 0.40 | 0.35 | 0.38 | 0.85 | 0.39 | 0.36 | 0.41 | 0.43 | 0.39 | 0.35 | 0.40 | 0.36 | 0.38 | 0.36 | 0.39 | 0.40 | 0.36 | 0.52 | 0.38 | 0.53 | 0.38 | 0.38 | 0.38 | 0.51 | 0.44 | 0.51 | 0.44 |
| DHI | 0.15 | 0.19 | 0.27 | 0.22 | 0.27 | 0.30 | 0.26 | 0.31 | 0.25 | 0.22 | 0.22 | 0.27 | 0.32 | 0.29 | 0.23 | 0.27 | 0.25 | 0.24 | 0.27 | 0.33 | 0.32 | 0.27 | 0.30 | 0.33 | 0.25 | 0.30 | 0.27 | 0.34 | 0.33 | 0.32 | 0.28 | 0.31 | 0.32 | 0.33 | 0.28 | 0.27 | 0.73 | 0.33 | 0.35 | 0.34 | 0.35 | 0.35 | 0.31 | 0.34 | 0.33 | 0.32 | 0.32 | 0.33 | 0.33 | 0.51 | 0.39 | 0.32 | 0.88 | 1.00 | 0.40 | 0.39 | 0.36 | 0.37 | 0.87 | 0.38 | 0.37 | 0.38 | 0.42 | 0.38 | 0.34 | 0.39 | 0.36 | 0.37 | 0.36 | 0.38 | 0.40 | 0.35 | 0.52 | 0.37 | 0.53 | 0.37 | 0.37 | 0.38 | 0.53 | 0.42 | 0.53 | 0.42 |
| BBY | 0.25 | 0.16 | 0.23 | 0.16 | 0.25 | 0.26 | 0.25 | 0.38 | 0.17 | 0.22 | 0.30 | 0.36 | 0.26 | 0.25 | 0.23 | 0.19 | 0.20 | 0.22 | 0.36 | 0.30 | 0.33 | 0.32 | 0.38 | 0.34 | 0.28 | 0.36 | 0.19 | 0.41 | 0.35 | 0.23 | 0.32 | 0.28 | 0.36 | 0.34 | 0.33 | 0.21 | 0.37 | 0.39 | 0.41 | 0.25 | 0.44 | 0.31 | 0.37 | 0.37 | 0.35 | 0.34 | 0.36 | 0.51 | 0.30 | 0.40 | 0.31 | 0.34 | 0.40 | 0.40 | 1.00 | 0.42 | 0.34 | 0.47 | 0.43 | 0.44 | 0.38 | 0.43 | 0.47 | 0.51 | 0.37 | 0.43 | 0.38 | 0.37 | 0.36 | 0.50 | 0.45 | 0.38 | 0.48 | 0.50 | 0.44 | 0.39 | 0.47 | 0.47 | 0.53 | 0.48 | 0.53 | 0.47 |
| NWL | 0.21 | 0.21 | 0.18 | 0.21 | 0.21 | 0.19 | 0.22 | 0.25 | 0.27 | 0.30 | 0.22 | 0.26 | 0.29 | 0.24 | 0.32 | 0.29 | 0.27 | 0.32 | 0.40 | 0.28 | 0.25 | 0.34 | 0.30 | 0.33 | 0.36 | 0.39 | 0.27 | 0.29 | 0.26 | 0.30 | 0.35 | 0.36 | 0.26 | 0.39 | 0.40 | 0.33 | 0.35 | 0.42 | 0.39 | 0.33 | 0.37 | 0.31 | 0.39 | 0.35 | 0.37 | 0.38 | 0.40 | 0.37 | 0.34 | 0.37 | 0.32 | 0.37 | 0.40 | 0.39 | 0.42 | 1.00 | 0.37 | 0.41 | 0.41 | 0.44 | 0.40 | 0.45 | 0.43 | 0.47 | 0.39 | 0.44 | 0.41 | 0.37 | 0.37 | 0.48 | 0.41 | 0.46 | 0.53 | 0.51 | 0.54 | 0.47 | 0.40 | 0.37 | 0.42 | 0.48 | 0.43 | 0.46 |
| CMCSA | 0.19 | 0.24 | 0.23 | 0.28 | 0.30 | 0.24 | 0.30 | 0.26 | 0.27 | 0.37 | 0.28 | 0.25 | 0.59 | 0.38 | 0.31 | 0.31 | 0.31 | 0.34 | 0.35 | 0.34 | 0.28 | 0.33 | 0.30 | 0.32 | 0.44 | 0.45 | 0.37 | 0.28 | 0.30 | 0.36 | 0.34 | 0.34 | 0.35 | 0.36 | 0.36 | 0.37 | 0.32 | 0.37 | 0.33 | 0.40 | 0.32 | 0.36 | 0.35 | 0.35 | 0.36 | 0.37 | 0.36 | 0.33 | 0.38 | 0.35 | 0.37 | 0.36 | 0.35 | 0.36 | 0.34 | 0.37 | 1.00 | 0.34 | 0.37 | 0.37 | 0.37 | 0.36 | 0.39 | 0.34 | 0.52 | 0.37 | 0.40 | 0.41 | 0.40 | 0.35 | 0.39 | 0.48 | 0.41 | 0.38 | 0.42 | 0.50 | 0.39 | 0.37 | 0.40 | 0.40 | 0.43 | 0.41 |
| RL | 0.15 | 0.10 | 0.20 | 0.14 | 0.18 | 0.24 | 0.18 | 0.27 | 0.13 | 0.22 | 0.20 | 0.28 | 0.23 | 0.21 | 0.25 | 0.17 | 0.19 | 0.23 | 0.32 | 0.27 | 0.28 | 0.42 | 0.33 | 0.34 | 0.29 | 0.37 | 0.18 | 0.32 | 0.29 | 0.26 | 0.44 | 0.27 | 0.26 | 0.36 | 0.38 | 0.25 | 0.33 | 0.40 | 0.35 | 0.22 | 0.50 | 0.28 | 0.43 | 0.40 | 0.43 | 0.41 | 0.44 | 0.42 | 0.39 | 0.33 | 0.33 | 0.39 | 0.38 | 0.37 | 0.47 | 0.41 | 0.34 | 1.00 | 0.41 | 0.48 | 0.42 | 0.50 | 0.43 | 0.66 | 0.40 | 0.50 | 0.47 | 0.46 | 0.46 | 0.72 | 0.51 | 0.45 | 0.44 | 0.61 | 0.47 | 0.47 | 0.48 | 0.49 | 0.41 | 0.49 | 0.42 | 0.47 |
| PHM | 0.16 | 0.17 | 0.26 | 0.21 | 0.25 | 0.31 | 0.24 | 0.30 | 0.24 | 0.23 | 0.21 | 0.25 | 0.30 | 0.28 | 0.23 | 0.25 | 0.24 | 0.23 | 0.29 | 0.30 | 0.30 | 0.29 | 0.31 | 0.34 | 0.27 | 0.32 | 0.26 | 0.34 | 0.31 | 0.30 | 0.31 | 0.31 | 0.30 | 0.34 | 0.30 | 0.27 | 0.72 | 0.35 | 0.37 | 0.31 | 0.37 | 0.34 | 0.33 | 0.36 | 0.35 | 0.32 | 0.34 | 0.34 | 0.32 | 0.48 | 0.36 | 0.34 | 0.85 | 0.87 | 0.43 | 0.41 | 0.37 | 0.41 | 1.00 | 0.40 | 0.36 | 0.42 | 0.45 | 0.42 | 0.35 | 0.43 | 0.37 | 0.39 | 0.38 | 0.41 | 0.37 | 0.38 | 0.53 | 0.39 | 0.55 | 0.40 | 0.39 | 0.39 | 0.53 | 0.44 | 0.52 | 0.46 |
| GM | 0.15 | 0.12 | 0.19 | 0.13 | 0.22 | 0.23 | 0.19 | 0.24 | 0.13 | 0.24 | 0.19 | 0.20 | 0.26 | 0.25 | 0.27 | 0.17 | 0.18 | 0.25 | 0.36 | 0.25 | 0.25 | 0.40 | 0.29 | 0.37 | 0.33 | 0.40 | 0.19 | 0.30 | 0.26 | 0.28 | 0.42 | 0.33 | 0.26 | 0.43 | 0.39 | 0.26 | 0.31 | 0.41 | 0.35 | 0.24 | 0.42 | 0.27 | 0.47 | 0.39 | 0.46 | 0.43 | 0.48 | 0.35 | 0.40 | 0.33 | 0.35 | 0.37 | 0.39 | 0.38 | 0.44 | 0.44 | 0.37 | 0.48 | 0.40 | 1.00 | 0.37 | 0.62 | 0.49 | 0.48 | 0.46 | 0.78 | 0.47 | 0.48 | 0.47 | 0.52 | 0.41 | 0.45 | 0.48 | 0.47 | 0.52 | 0.48 | 0.42 | 0.43 | 0.44 | 0.54 | 0.42 | 0.47 |
| EL | 0.13 | 0.23 | 0.26 | 0.31 | 0.30 | 0.26 | 0.30 | 0.31 | 0.34 | 0.24 | 0.26 | 0.29 | 0.28 | 0.30 | 0.31 | 0.42 | 0.41 | 0.34 | 0.26 | 0.38 | 0.29 | 0.37 | 0.31 | 0.31 | 0.28 | 0.30 | 0.37 | 0.30 | 0.30 | 0.37 | 0.40 | 0.39 | 0.36 | 0.34 | 0.35 | 0.40 | 0.35 | 0.36 | 0.32 | 0.38 | 0.35 | 0.42 | 0.34 | 0.36 | 0.34 | 0.39 | 0.35 | 0.35 | 0.42 | 0.40 | 0.43 | 0.38 | 0.36 | 0.37 | 0.38 | 0.40 | 0.37 | 0.42 | 0.36 | 0.37 | 1.00 | 0.38 | 0.36 | 0.44 | 0.42 | 0.35 | 0.41 | 0.40 | 0.42 | 0.43 | 0.49 | 0.38 | 0.41 | 0.46 | 0.40 | 0.42 | 0.42 | 0.41 | 0.42 | 0.41 | 0.43 | 0.43 |
| BWA | 0.17 | 0.12 | 0.20 | 0.13 | 0.21 | 0.23 | 0.23 | 0.26 | 0.14 | 0.23 | 0.19 | 0.22 | 0.25 | 0.26 | 0.27 | 0.16 | 0.18 | 0.27 | 0.37 | 0.27 | 0.28 | 0.44 | 0.29 | 0.38 | 0.34 | 0.39 | 0.18 | 0.30 | 0.28 | 0.25 | 0.45 | 0.32 | 0.25 | 0.42 | 0.43 | 0.25 | 0.35 | 0.39 | 0.40 | 0.25 | 0.40 | 0.27 | 0.43 | 0.35 | 0.44 | 0.41 | 0.45 | 0.35 | 0.42 | 0.34 | 0.34 | 0.38 | 0.41 | 0.38 | 0.43 | 0.45 | 0.36 | 0.50 | 0.42 | 0.62 | 0.38 | 1.00 | 0.48 | 0.48 | 0.41 | 0.62 | 0.49 | 0.48 | 0.48 | 0.53 | 0.39 | 0.46 | 0.49 | 0.49 | 0.54 | 0.49 | 0.40 | 0.40 | 0.42 | 0.56 | 0.39 | 0.53 |
| KMX | 0.16 | 0.13 | 0.25 | 0.19 | 0.24 | 0.30 | 0.22 | 0.31 | 0.18 | 0.24 | 0.24 | 0.28 | 0.32 | 0.27 | 0.23 | 0.19 | 0.20 | 0.23 | 0.33 | 0.30 | 0.36 | 0.33 | 0.32 | 0.36 | 0.30 | 0.36 | 0.22 | 0.39 | 0.38 | 0.29 | 0.32 | 0.30 | 0.31 | 0.38 | 0.34 | 0.25 | 0.38 | 0.40 | 0.45 | 0.27 | 0.41 | 0.30 | 0.40 | 0.38 | 0.39 | 0.40 | 0.39 | 0.40 | 0.37 | 0.43 | 0.37 | 0.35 | 0.43 | 0.42 | 0.47 | 0.43 | 0.39 | 0.43 | 0.45 | 0.49 | 0.36 | 0.48 | 1.00 | 0.43 | 0.42 | 0.51 | 0.42 | 0.44 | 0.43 | 0.45 | 0.41 | 0.41 | 0.47 | 0.46 | 0.48 | 0.43 | 0.42 | 0.44 | 0.50 | 0.52 | 0.48 | 0.50 |
| TPR | 0.13 | 0.07 | 0.21 | 0.14 | 0.21 | 0.22 | 0.21 | 0.29 | 0.12 | 0.21 | 0.20 | 0.25 | 0.24 | 0.23 | 0.25 | 0.16 | 0.17 | 0.25 | 0.33 | 0.26 | 0.25 | 0.42 | 0.32 | 0.39 | 0.31 | 0.42 | 0.16 | 0.33 | 0.26 | 0.26 | 0.44 | 0.30 | 0.24 | 0.40 | 0.37 | 0.24 | 0.35 | 0.40 | 0.36 | 0.22 | 0.52 | 0.29 | 0.45 | 0.40 | 0.44 | 0.40 | 0.45 | 0.42 | 0.39 | 0.34 | 0.33 | 0.37 | 0.39 | 0.38 | 0.51 | 0.47 | 0.34 | 0.66 | 0.42 | 0.48 | 0.44 | 0.48 | 0.43 | 1.00 | 0.41 | 0.49 | 0.48 | 0.45 | 0.46 | 0.67 | 0.51 | 0.45 | 0.46 | 0.59 | 0.51 | 0.48 | 0.51 | 0.50 | 0.43 | 0.51 | 0.43 | 0.47 |
| DIS | 0.14 | 0.14 | 0.23 | 0.19 | 0.32 | 0.32 | 0.29 | 0.28 | 0.20 | 0.29 | 0.25 | 0.22 | 0.37 | 0.29 | 0.27 | 0.24 | 0.24 | 0.29 | 0.32 | 0.38 | 0.27 | 0.39 | 0.30 | 0.39 | 0.38 | 0.47 | 0.27 | 0.29 | 0.29 | 0.33 | 0.41 | 0.33 | 0.32 | 0.43 | 0.34 | 0.32 | 0.31 | 0.41 | 0.33 | 0.30 | 0.35 | 0.35 | 0.44 | 0.39 | 0.43 | 0.47 | 0.44 | 0.33 | 0.48 | 0.36 | 0.39 | 0.40 | 0.35 | 0.34 | 0.37 | 0.39 | 0.52 | 0.40 | 0.35 | 0.46 | 0.42 | 0.41 | 0.42 | 0.41 | 1.00 | 0.46 | 0.48 | 0.48 | 0.50 | 0.43 | 0.46 | 0.47 | 0.39 | 0.43 | 0.42 | 0.49 | 0.43 | 0.44 | 0.39 | 0.47 | 0.41 | 0.41 |
| F | 0.16 | 0.13 | 0.19 | 0.13 | 0.22 | 0.23 | 0.19 | 0.24 | 0.15 | 0.25 | 0.22 | 0.21 | 0.26 | 0.24 | 0.31 | 0.17 | 0.19 | 0.28 | 0.40 | 0.26 | 0.28 | 0.40 | 0.30 | 0.37 | 0.36 | 0.42 | 0.20 | 0.31 | 0.27 | 0.30 | 0.41 | 0.31 | 0.27 | 0.40 | 0.40 | 0.27 | 0.35 | 0.41 | 0.38 | 0.25 | 0.43 | 0.27 | 0.45 | 0.37 | 0.45 | 0.42 | 0.46 | 0.36 | 0.40 | 0.34 | 0.35 | 0.38 | 0.40 | 0.39 | 0.43 | 0.44 | 0.37 | 0.50 | 0.43 | 0.78 | 0.35 | 0.62 | 0.51 | 0.49 | 0.46 | 1.00 | 0.47 | 0.45 | 0.47 | 0.51 | 0.41 | 0.46 | 0.49 | 0.48 | 0.51 | 0.48 | 0.42 | 0.44 | 0.44 | 0.55 | 0.41 | 0.50 |
| MGM | 0.09 | 0.07 | 0.22 | 0.11 | 0.28 | 0.29 | 0.26 | 0.31 | 0.11 | 0.18 | 0.15 | 0.17 | 0.29 | 0.30 | 0.23 | 0.16 | 0.15 | 0.24 | 0.32 | 0.37 | 0.23 | 0.69 | 0.28 | 0.57 | 0.27 | 0.42 | 0.17 | 0.28 | 0.23 | 0.30 | 0.69 | 0.34 | 0.23 | 0.60 | 0.37 | 0.23 | 0.32 | 0.38 | 0.32 | 0.25 | 0.39 | 0.31 | 0.53 | 0.40 | 0.54 | 0.52 | 0.54 | 0.31 | 0.51 | 0.33 | 0.39 | 0.38 | 0.36 | 0.36 | 0.38 | 0.41 | 0.40 | 0.47 | 0.37 | 0.47 | 0.41 | 0.49 | 0.42 | 0.48 | 0.48 | 0.47 | 1.00 | 0.57 | 0.59 | 0.51 | 0.41 | 0.43 | 0.42 | 0.46 | 0.49 | 0.47 | 0.42 | 0.43 | 0.39 | 0.48 | 0.39 | 0.42 |
| HLT | 0.09 | 0.08 | 0.25 | 0.13 | 0.26 | 0.33 | 0.26 | 0.29 | 0.15 | 0.17 | 0.17 | 0.18 | 0.29 | 0.30 | 0.23 | 0.20 | 0.19 | 0.24 | 0.28 | 0.35 | 0.28 | 0.45 | 0.27 | 0.42 | 0.26 | 0.36 | 0.20 | 0.29 | 0.29 | 0.33 | 0.48 | 0.33 | 0.29 | 0.47 | 0.35 | 0.27 | 0.35 | 0.36 | 0.32 | 0.24 | 0.40 | 0.31 | 0.56 | 0.43 | 0.59 | 0.55 | 0.56 | 0.30 | 0.55 | 0.33 | 0.41 | 0.42 | 0.38 | 0.37 | 0.37 | 0.37 | 0.41 | 0.46 | 0.39 | 0.48 | 0.40 | 0.48 | 0.44 | 0.45 | 0.48 | 0.45 | 0.57 | 1.00 | 0.84 | 0.48 | 0.42 | 0.47 | 0.41 | 0.43 | 0.47 | 0.46 | 0.45 | 0.46 | 0.39 | 0.51 | 0.39 | 0.46 |
| MAR | 0.10 | 0.11 | 0.22 | 0.16 | 0.26 | 0.32 | 0.25 | 0.26 | 0.15 | 0.17 | 0.18 | 0.18 | 0.27 | 0.29 | 0.24 | 0.20 | 0.20 | 0.25 | 0.29 | 0.35 | 0.27 | 0.47 | 0.26 | 0.42 | 0.28 | 0.37 | 0.22 | 0.28 | 0.28 | 0.33 | 0.50 | 0.33 | 0.29 | 0.46 | 0.38 | 0.28 | 0.34 | 0.36 | 0.31 | 0.27 | 0.41 | 0.32 | 0.57 | 0.44 | 0.60 | 0.57 | 0.57 | 0.30 | 0.55 | 0.32 | 0.40 | 0.43 | 0.36 | 0.36 | 0.36 | 0.37 | 0.40 | 0.46 | 0.38 | 0.47 | 0.42 | 0.48 | 0.43 | 0.46 | 0.50 | 0.47 | 0.59 | 0.84 | 1.00 | 0.47 | 0.42 | 0.48 | 0.41 | 0.45 | 0.47 | 0.48 | 0.45 | 0.45 | 0.40 | 0.51 | 0.40 | 0.47 |
| PVH | 0.14 | 0.08 | 0.21 | 0.11 | 0.19 | 0.23 | 0.19 | 0.27 | 0.12 | 0.20 | 0.22 | 0.28 | 0.25 | 0.21 | 0.26 | 0.16 | 0.16 | 0.27 | 0.34 | 0.27 | 0.27 | 0.45 | 0.36 | 0.38 | 0.31 | 0.41 | 0.16 | 0.32 | 0.27 | 0.26 | 0.46 | 0.31 | 0.26 | 0.43 | 0.38 | 0.24 | 0.33 | 0.41 | 0.37 | 0.23 | 0.51 | 0.28 | 0.47 | 0.43 | 0.47 | 0.44 | 0.48 | 0.42 | 0.43 | 0.34 | 0.35 | 0.39 | 0.39 | 0.38 | 0.50 | 0.48 | 0.35 | 0.72 | 0.41 | 0.52 | 0.43 | 0.53 | 0.45 | 0.67 | 0.43 | 0.51 | 0.51 | 0.48 | 0.47 | 1.00 | 0.53 | 0.46 | 0.46 | 0.65 | 0.52 | 0.50 | 0.53 | 0.52 | 0.43 | 0.55 | 0.42 | 0.48 |
| NKE | 0.17 | 0.19 | 0.29 | 0.20 | 0.33 | 0.33 | 0.32 | 0.34 | 0.24 | 0.25 | 0.27 | 0.31 | 0.33 | 0.29 | 0.27 | 0.28 | 0.29 | 0.27 | 0.30 | 0.41 | 0.33 | 0.35 | 0.34 | 0.35 | 0.31 | 0.34 | 0.30 | 0.39 | 0.35 | 0.36 | 0.39 | 0.36 | 0.40 | 0.36 | 0.33 | 0.33 | 0.37 | 0.45 | 0.36 | 0.34 | 0.43 | 0.39 | 0.37 | 0.37 | 0.37 | 0.39 | 0.38 | 0.43 | 0.41 | 0.42 | 0.43 | 0.36 | 0.40 | 0.40 | 0.45 | 0.41 | 0.39 | 0.51 | 0.37 | 0.41 | 0.49 | 0.39 | 0.41 | 0.51 | 0.46 | 0.41 | 0.41 | 0.42 | 0.42 | 0.53 | 1.00 | 0.41 | 0.43 | 0.59 | 0.42 | 0.42 | 0.48 | 0.48 | 0.47 | 0.47 | 0.50 | 0.45 |
| OMC | 0.21 | 0.26 | 0.20 | 0.26 | 0.24 | 0.20 | 0.27 | 0.22 | 0.29 | 0.35 | 0.27 | 0.24 | 0.30 | 0.26 | 0.36 | 0.31 | 0.30 | 0.37 | 0.39 | 0.26 | 0.31 | 0.36 | 0.31 | 0.30 | 0.43 | 0.46 | 0.32 | 0.32 | 0.32 | 0.34 | 0.40 | 0.33 | 0.30 | 0.37 | 0.41 | 0.38 | 0.34 | 0.40 | 0.37 | 0.34 | 0.37 | 0.32 | 0.43 | 0.39 | 0.44 | 0.42 | 0.45 | 0.35 | 0.43 | 0.33 | 0.38 | 0.42 | 0.36 | 0.35 | 0.38 | 0.46 | 0.48 | 0.45 | 0.38 | 0.45 | 0.38 | 0.46 | 0.41 | 0.45 | 0.47 | 0.46 | 0.43 | 0.47 | 0.48 | 0.46 | 0.41 | 1.00 | 0.48 | 0.45 | 0.47 | 0.79 | 0.42 | 0.44 | 0.41 | 0.49 | 0.41 | 0.52 |
| WHR | 0.21 | 0.23 | 0.24 | 0.21 | 0.28 | 0.26 | 0.26 | 0.30 | 0.29 | 0.28 | 0.25 | 0.30 | 0.33 | 0.27 | 0.30 | 0.29 | 0.28 | 0.31 | 0.39 | 0.28 | 0.30 | 0.32 | 0.31 | 0.35 | 0.35 | 0.40 | 0.28 | 0.38 | 0.32 | 0.32 | 0.34 | 0.34 | 0.32 | 0.38 | 0.38 | 0.31 | 0.46 | 0.43 | 0.39 | 0.33 | 0.39 | 0.34 | 0.37 | 0.37 | 0.36 | 0.36 | 0.38 | 0.41 | 0.35 | 0.46 | 0.35 | 0.35 | 0.52 | 0.52 | 0.48 | 0.53 | 0.41 | 0.44 | 0.53 | 0.48 | 0.41 | 0.49 | 0.47 | 0.46 | 0.39 | 0.49 | 0.42 | 0.41 | 0.41 | 0.46 | 0.43 | 0.48 | 1.00 | 0.50 | 0.60 | 0.47 | 0.39 | 0.40 | 0.52 | 0.50 | 0.52 | 0.49 |
| VFC | 0.17 | 0.16 | 0.22 | 0.18 | 0.21 | 0.23 | 0.21 | 0.29 | 0.20 | 0.28 | 0.25 | 0.32 | 0.27 | 0.24 | 0.27 | 0.21 | 0.24 | 0.29 | 0.37 | 0.31 | 0.29 | 0.38 | 0.34 | 0.35 | 0.36 | 0.39 | 0.25 | 0.34 | 0.31 | 0.30 | 0.42 | 0.35 | 0.29 | 0.39 | 0.39 | 0.32 | 0.35 | 0.45 | 0.43 | 0.31 | 0.45 | 0.33 | 0.41 | 0.39 | 0.41 | 0.42 | 0.43 | 0.45 | 0.39 | 0.37 | 0.39 | 0.41 | 0.38 | 0.37 | 0.50 | 0.51 | 0.38 | 0.61 | 0.39 | 0.47 | 0.46 | 0.49 | 0.46 | 0.59 | 0.43 | 0.48 | 0.46 | 0.43 | 0.45 | 0.65 | 0.59 | 0.45 | 0.50 | 1.00 | 0.51 | 0.47 | 0.50 | 0.49 | 0.45 | 0.51 | 0.45 | 0.50 |
| MHK | 0.14 | 0.13 | 0.26 | 0.17 | 0.25 | 0.23 | 0.25 | 0.29 | 0.20 | 0.26 | 0.21 | 0.24 | 0.33 | 0.29 | 0.30 | 0.24 | 0.20 | 0.31 | 0.37 | 0.30 | 0.27 | 0.39 | 0.31 | 0.40 | 0.34 | 0.41 | 0.24 | 0.32 | 0.28 | 0.30 | 0.40 | 0.34 | 0.27 | 0.44 | 0.39 | 0.30 | 0.47 | 0.42 | 0.39 | 0.30 | 0.42 | 0.32 | 0.44 | 0.41 | 0.44 | 0.43 | 0.46 | 0.37 | 0.42 | 0.44 | 0.37 | 0.41 | 0.53 | 0.53 | 0.44 | 0.54 | 0.42 | 0.47 | 0.55 | 0.52 | 0.40 | 0.54 | 0.48 | 0.51 | 0.42 | 0.51 | 0.49 | 0.47 | 0.47 | 0.52 | 0.42 | 0.47 | 0.60 | 0.51 | 1.00 | 0.50 | 0.42 | 0.43 | 0.51 | 0.53 | 0.51 | 0.50 |
| IPG | 0.18 | 0.21 | 0.22 | 0.22 | 0.25 | 0.22 | 0.27 | 0.25 | 0.23 | 0.33 | 0.24 | 0.24 | 0.32 | 0.27 | 0.35 | 0.27 | 0.28 | 0.35 | 0.40 | 0.28 | 0.32 | 0.40 | 0.32 | 0.35 | 0.41 | 0.47 | 0.29 | 0.31 | 0.32 | 0.32 | 0.43 | 0.34 | 0.30 | 0.40 | 0.41 | 0.35 | 0.34 | 0.40 | 0.37 | 0.32 | 0.41 | 0.32 | 0.46 | 0.41 | 0.46 | 0.45 | 0.48 | 0.37 | 0.45 | 0.34 | 0.39 | 0.43 | 0.38 | 0.37 | 0.39 | 0.47 | 0.50 | 0.47 | 0.40 | 0.48 | 0.42 | 0.49 | 0.43 | 0.48 | 0.49 | 0.48 | 0.47 | 0.46 | 0.48 | 0.50 | 0.42 | 0.79 | 0.47 | 0.47 | 0.50 | 1.00 | 0.44 | 0.44 | 0.41 | 0.52 | 0.41 | 0.52 |
| ROST | 0.22 | 0.19 | 0.26 | 0.24 | 0.24 | 0.31 | 0.25 | 0.28 | 0.24 | 0.27 | 0.34 | 0.41 | 0.28 | 0.31 | 0.28 | 0.28 | 0.29 | 0.28 | 0.29 | 0.32 | 0.39 | 0.32 | 0.44 | 0.33 | 0.31 | 0.33 | 0.31 | 0.42 | 0.44 | 0.36 | 0.36 | 0.37 | 0.42 | 0.37 | 0.32 | 0.34 | 0.35 | 0.36 | 0.41 | 0.34 | 0.50 | 0.37 | 0.39 | 0.46 | 0.38 | 0.39 | 0.38 | 0.48 | 0.40 | 0.39 | 0.45 | 0.43 | 0.38 | 0.37 | 0.47 | 0.40 | 0.39 | 0.48 | 0.39 | 0.42 | 0.42 | 0.40 | 0.42 | 0.51 | 0.43 | 0.42 | 0.42 | 0.45 | 0.45 | 0.53 | 0.48 | 0.42 | 0.39 | 0.50 | 0.42 | 0.44 | 1.00 | 0.77 | 0.50 | 0.51 | 0.52 | 0.51 |
| TJX | 0.22 | 0.20 | 0.27 | 0.24 | 0.25 | 0.31 | 0.24 | 0.26 | 0.24 | 0.27 | 0.34 | 0.37 | 0.27 | 0.32 | 0.31 | 0.29 | 0.27 | 0.31 | 0.30 | 0.31 | 0.39 | 0.31 | 0.41 | 0.33 | 0.30 | 0.32 | 0.31 | 0.42 | 0.43 | 0.38 | 0.35 | 0.38 | 0.42 | 0.37 | 0.35 | 0.34 | 0.34 | 0.36 | 0.41 | 0.33 | 0.48 | 0.37 | 0.38 | 0.44 | 0.38 | 0.39 | 0.39 | 0.46 | 0.41 | 0.38 | 0.45 | 0.44 | 0.38 | 0.38 | 0.47 | 0.37 | 0.37 | 0.49 | 0.39 | 0.43 | 0.41 | 0.40 | 0.44 | 0.50 | 0.44 | 0.44 | 0.43 | 0.46 | 0.45 | 0.52 | 0.48 | 0.44 | 0.40 | 0.49 | 0.43 | 0.44 | 0.77 | 1.00 | 0.51 | 0.52 | 0.52 | 0.53 |
| LOW | 0.24 | 0.22 | 0.30 | 0.25 | 0.30 | 0.32 | 0.30 | 0.34 | 0.27 | 0.28 | 0.34 | 0.41 | 0.35 | 0.33 | 0.29 | 0.30 | 0.30 | 0.28 | 0.34 | 0.36 | 0.45 | 0.29 | 0.40 | 0.38 | 0.31 | 0.30 | 0.34 | 0.52 | 0.44 | 0.36 | 0.30 | 0.34 | 0.42 | 0.38 | 0.35 | 0.31 | 0.47 | 0.39 | 0.46 | 0.35 | 0.43 | 0.38 | 0.35 | 0.37 | 0.34 | 0.36 | 0.34 | 0.48 | 0.33 | 0.52 | 0.40 | 0.38 | 0.51 | 0.53 | 0.53 | 0.42 | 0.40 | 0.41 | 0.53 | 0.44 | 0.42 | 0.42 | 0.50 | 0.43 | 0.39 | 0.44 | 0.39 | 0.39 | 0.40 | 0.43 | 0.47 | 0.41 | 0.52 | 0.45 | 0.51 | 0.41 | 0.50 | 0.51 | 1.00 | 0.50 | 0.80 | 0.54 |
| LKQ | 0.19 | 0.18 | 0.24 | 0.23 | 0.24 | 0.27 | 0.24 | 0.28 | 0.21 | 0.26 | 0.25 | 0.31 | 0.29 | 0.29 | 0.29 | 0.26 | 0.25 | 0.31 | 0.35 | 0.31 | 0.43 | 0.39 | 0.38 | 0.38 | 0.35 | 0.39 | 0.27 | 0.38 | 0.43 | 0.34 | 0.43 | 0.38 | 0.32 | 0.42 | 0.44 | 0.33 | 0.40 | 0.45 | 0.47 | 0.34 | 0.47 | 0.35 | 0.42 | 0.44 | 0.42 | 0.42 | 0.43 | 0.42 | 0.42 | 0.44 | 0.42 | 0.44 | 0.44 | 0.42 | 0.48 | 0.48 | 0.40 | 0.49 | 0.44 | 0.54 | 0.41 | 0.56 | 0.52 | 0.51 | 0.47 | 0.55 | 0.48 | 0.51 | 0.51 | 0.55 | 0.47 | 0.49 | 0.50 | 0.51 | 0.53 | 0.52 | 0.51 | 0.52 | 0.50 | 1.00 | 0.51 | 0.65 |
| HD | 0.25 | 0.25 | 0.33 | 0.27 | 0.31 | 0.32 | 0.30 | 0.32 | 0.31 | 0.31 | 0.39 | 0.43 | 0.36 | 0.34 | 0.29 | 0.35 | 0.35 | 0.29 | 0.33 | 0.39 | 0.46 | 0.29 | 0.41 | 0.34 | 0.33 | 0.30 | 0.38 | 0.52 | 0.47 | 0.40 | 0.31 | 0.37 | 0.49 | 0.36 | 0.35 | 0.35 | 0.46 | 0.42 | 0.46 | 0.39 | 0.43 | 0.41 | 0.33 | 0.37 | 0.33 | 0.35 | 0.34 | 0.51 | 0.34 | 0.55 | 0.42 | 0.39 | 0.51 | 0.53 | 0.53 | 0.43 | 0.43 | 0.42 | 0.52 | 0.42 | 0.43 | 0.39 | 0.48 | 0.43 | 0.41 | 0.41 | 0.39 | 0.39 | 0.40 | 0.42 | 0.50 | 0.41 | 0.52 | 0.45 | 0.51 | 0.41 | 0.52 | 0.52 | 0.80 | 0.51 | 1.00 | 0.54 |
| GPC | 0.24 | 0.26 | 0.25 | 0.30 | 0.21 | 0.26 | 0.23 | 0.25 | 0.30 | 0.35 | 0.31 | 0.36 | 0.27 | 0.31 | 0.38 | 0.34 | 0.35 | 0.35 | 0.38 | 0.25 | 0.55 | 0.32 | 0.37 | 0.32 | 0.37 | 0.36 | 0.35 | 0.45 | 0.56 | 0.38 | 0.37 | 0.38 | 0.37 | 0.36 | 0.47 | 0.39 | 0.39 | 0.42 | 0.58 | 0.37 | 0.43 | 0.38 | 0.39 | 0.43 | 0.38 | 0.36 | 0.38 | 0.44 | 0.37 | 0.44 | 0.45 | 0.46 | 0.44 | 0.42 | 0.47 | 0.46 | 0.41 | 0.47 | 0.46 | 0.47 | 0.43 | 0.53 | 0.50 | 0.47 | 0.41 | 0.50 | 0.42 | 0.46 | 0.47 | 0.48 | 0.45 | 0.52 | 0.49 | 0.50 | 0.50 | 0.52 | 0.51 | 0.53 | 0.54 | 0.65 | 0.54 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 17 апр. 2015 г.