SP1
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
SP1
Последнее обновление 21 сент. 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| SP1 | 13.18% | 3.04% | 7.09% | 26.83% | 12.74% | N/A |
| Активы портфеля: | ||||||
DIS The Walt Disney Company | 4.31% | 4.26% | -18.72% | 16.29% | -6.44% | 1.52% |
VZ | 23.49% | 8.47% | 13.41% | 42.88% | -0.71% | N/A |
CMCSA Comcast Corporation | -6.48% | 1.78% | -4.69% | -8.88% | -0.40% | 6.10% |
T | 34.58% | 10.40% | 30.86% | 52.20% | 1.06% | N/A |
TMUS | 25.77% | 1.86% | 25.06% | 45.34% | 20.53% | N/A |
CHTR Charter Communications, Inc. | -14.99% | -2.91% | 13.70% | -25.79% | -4.77% | 7.78% |
EA | 2.42% | -5.03% | 6.25% | 17.91% | 7.78% | N/A |
WBD | -27.59% | 9.87% | -2.37% | -25.77% | -20.93% | N/A |
TTWO | -7.56% | -6.25% | -2.41% | 7.62% | 3.43% | N/A |
OMC | 20.89% | 5.84% | 10.45% | 42.99% | 9.59% | N/A |
IPG | -1.63% | -0.71% | -2.98% | 12.43% | 12.38% | N/A |
LUMN | 263.93% | 10.26% | 313.66% | 341.06% | -7.91% | N/A |
AMZN Amazon.com, Inc. | 26.10% | 8.78% | 7.12% | 48.39% | 16.55% | 28.10% |
HD | 14.65% | 7.35% | 1.20% | 30.83% | 14.28% | N/A |
MCD | 1.93% | 3.24% | 6.33% | 11.69% | 9.55% | N/A |
NKE | -19.35% | 4.20% | -7.04% | -3.29% | 0.84% | N/A |
LOW | 18.61% | 8.25% | 1.61% | 26.14% | 20.91% | N/A |
BKNG Booking Holdings Inc. | 15.39% | 8.10% | 12.64% | 33.66% | 15.33% | 13.41% |
TGT | 11.08% | -1.32% | -6.88% | 41.95% | 9.81% | N/A |
TJX | 27.06% | -0.90% | 19.41% | 34.17% | 18.00% | N/A |
F | -5.78% | -0.37% | -13.37% | -6.18% | 8.17% | N/A |
GM | 37.19% | 5.47% | 14.10% | 51.68% | 6.58% | N/A |
DG Dollar General Corporation | -35.93% | -30.21% | -42.45% | -19.01% | -10.61% | 4.45% |
ORLY | 16.73% | -1.65% | -5.01% | 18.49% | 22.82% | N/A |
CMG Chipotle Mexican Grill, Inc. | 25.12% | 7.07% | -0.71% | 52.57% | 27.75% | 15.93% |
MAR | 9.21% | 9.04% | -3.69% | 27.03% | 14.96% | N/A |
AZO AutoZone, Inc. | 16.83% | -4.74% | -6.75% | 17.52% | 21.42% | 19.56% |
HLT | 23.64% | 4.15% | 6.47% | 52.68% | 19.32% | N/A |
YUM | 0.76% | -4.68% | -3.84% | 5.82% | 4.62% | N/A |
DLTR Dollar Tree, Inc. | -49.50% | -26.78% | -42.94% | -31.36% | -8.78% | 2.55% |
ROST | 12.34% | 1.42% | 6.68% | 39.59% | 8.64% | N/A |
DHI D.R. Horton, Inc. | 27.00% | 3.31% | 19.03% | 77.00% | 31.15% | 26.02% |
TSCO | 29.46% | 4.05% | 5.37% | 36.47% | 26.43% | N/A |
GPC | 1.02% | -2.36% | -10.84% | -3.72% | 10.02% | N/A |
LEN | 23.47% | 1.93% | 10.12% | 62.68% | 28.80% | N/A |
DRI | 6.34% | 10.57% | 4.97% | 22.90% | 10.40% | N/A |
EXPE | -5.11% | 8.20% | 5.26% | 42.80% | 1.86% | N/A |
BBY Best Buy Co., Inc. | 28.32% | 14.56% | 21.53% | 46.88% | 11.66% | 15.22% |
KMX | -0.83% | -7.34% | -11.03% | -0.73% | -2.63% | N/A |
LKQ | -14.57% | -4.26% | -23.09% | -16.86% | 6.05% | N/A |
DPZ Domino's Pizza, Inc. | 1.53% | -0.06% | -9.00% | 10.09% | 12.23% | 19.81% |
POOL | -7.75% | 4.68% | -11.90% | 7.37% | 14.08% | N/A |
VFC | 0.94% | 12.93% | 33.93% | 9.17% | -24.08% | N/A |
ETSY | -33.49% | 0.22% | -20.51% | -15.50% | -2.30% | N/A |
NVR | 35.32% | 5.45% | 18.83% | 58.87% | 22.07% | N/A |
LVS | -13.53% | 2.22% | -15.40% | -6.69% | -4.69% | N/A |
MGM | -16.50% | -3.69% | -16.10% | 2.11% | 5.72% | N/A |
AAP Advance Auto Parts, Inc. | -32.07% | -19.78% | -51.86% | -27.67% | -22.61% | -9.97% |
HAS | 44.51% | 6.57% | 32.69% | 14.90% | -6.14% | N/A |
CCL Carnival Corporation & Plc | 2.48% | 22.98% | 11.24% | 35.23% | -16.46% | -5.76% |
PHM | 38.11% | 9.94% | 22.21% | 93.18% | 33.35% | N/A |
CZR Caesars Entertainment, Inc. | -11.58% | 13.53% | 0.34% | -9.89% | -0.55% | 25.61% |
RCL | 34.73% | 10.49% | 28.26% | 91.21% | 10.13% | N/A |
TPR | 18.46% | 6.88% | -7.81% | 52.90% | 14.07% | N/A |
WHR | -11.39% | 6.27% | -4.23% | -16.31% | -3.22% | N/A |
BWA BorgWarner Inc. | -5.90% | 1.89% | 1.25% | -16.97% | 2.21% | -2.44% |
BBWI Bath & Body Works, Inc. | -31.17% | -13.48% | -36.73% | -9.72% | 21.87% | 0.40% |
NWL | -11.79% | 2.91% | -1.00% | -13.85% | -12.32% | N/A |
WYNN | -11.79% | 3.40% | -19.73% | -11.97% | -5.31% | N/A |
NCLH | 4.24% | 28.63% | 0.92% | 33.40% | -17.19% | N/A |
MHK | 52.27% | 5.15% | 25.96% | 81.48% | 5.32% | N/A |
PENN | -22.83% | 3.08% | 16.20% | -10.20% | 0.41% | N/A |
PVH | -20.39% | -4.62% | -27.65% | 29.07% | 2.38% | N/A |
RL | 29.65% | 9.63% | -0.35% | 68.67% | 17.31% | N/A |
PG | 21.14% | 2.39% | 9.12% | 17.85% | 9.89% | N/A |
KO | 24.34% | 4.04% | 20.17% | 28.22% | 9.11% | N/A |
PEP | 3.14% | -1.85% | 1.06% | 0.71% | 7.84% | N/A |
COST Costco Wholesale Corporation | 38.02% | 3.35% | 23.81% | 67.12% | 28.07% | 24.53% |
WMT | 51.91% | 4.60% | 30.70% | 48.06% | 16.89% | N/A |
PM | 31.87% | 0.57% | 34.64% | 34.36% | 17.30% | N/A |
MDLZ | 3.84% | 4.87% | 3.89% | 8.08% | 8.81% | N/A |
MO | 33.06% | -0.87% | 22.16% | 29.80% | 13.14% | N/A |
CL Colgate-Palmolive Company | 31.49% | -0.86% | 16.80% | 45.62% | 10.20% | 7.14% |
EL | -40.86% | -6.35% | -39.86% | -41.10% | -14.15% | N/A |
ADM Archer-Daniels-Midland Company | -12.79% | 3.56% | 0.63% | -17.68% | 11.68% | 4.81% |
GIS | 17.54% | 5.43% | 9.80% | 19.25% | 10.25% | N/A |
KMB | 19.01% | -1.85% | 14.62% | 17.78% | 4.07% | N/A |
SYY | 4.92% | -3.08% | -6.58% | 12.67% | 1.73% | N/A |
STZ | 3.84% | 1.80% | -6.75% | -1.58% | 5.37% | N/A |
MNST | -11.16% | 10.11% | -13.98% | -6.13% | 11.63% | N/A |
HSY | 7.03% | -0.07% | 0.07% | -3.45% | 7.23% | N/A |
KR | 23.35% | 6.07% | -0.93% | 24.30% | 23.49% | 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% | 13.18% | ||||
| 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 | -5.35% | -1.58% | -2.24% | -3.78% | -1.95% | -9.33% | 8.74% | -2.99% | -9.62% | 11.26% | 7.24% | -5.36% | -16.13% |
| 2021 | -0.97% | 7.40% | 5.39% | 4.75% | -0.01% | -0.44% | 0.15% | 1.27% | -3.57% | 3.98% | -1.96% | 6.56% | 24.19% |
| 2020 | -1.43% | -8.42% | -20.77% | 17.47% | 9.35% | 1.18% | 5.51% | 9.58% | -0.07% | -3.05% | 15.95% | 4.20% | 25.78% |
| 2019 | 9.82% | 2.76% | 1.23% | 5.20% | -5.91% | 6.64% | 0.48% | -1.76% | 3.76% | 0.55% | 3.32% | 2.87% | 32.00% |
| 2018 | 5.11% | -5.46% | -1.25% | 0.85% | 0.38% | 3.03% | 1.80% | 2.91% | 0.35% | -6.08% | 2.33% | -9.12% | -6.03% |
| 2017 | 2.86% | 2.06% | 2.04% | 1.56% | 2.96% | -0.64% | 0.51% | -0.10% | 2.26% | 0.45% | 5.70% | 3.16% | 25.16% |
| 2016 | -3.54% | 1.89% | 7.24% | -1.35% | 1.48% | 0.63% | 4.17% | -0.92% | -1.11% | -2.38% | 3.86% | 0.50% | 10.44% |
| 2015 | -2.72% | 1.54% | 0.00% | 4.98% | -4.98% | -1.44% | 6.38% | -1.44% | -0.44% | 1.38% |
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 16, что соответствует нижним 16% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
SP1
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 | 0.55 | 0.97 | 1.13 | 0.24 | 1.03 |
VZ | 1.82 | 2.68 | 1.36 | 1.01 | 10.93 |
CMCSA Comcast Corporation | -0.41 | -0.42 | 0.95 | -0.26 | -0.80 |
T | 2.25 | 3.21 | 1.39 | 1.28 | 13.90 |
TMUS | 2.96 | 4.03 | 1.54 | 4.06 | 20.71 |
CHTR Charter Communications, Inc. | -0.68 | -0.79 | 0.89 | -0.38 | -0.92 |
EA | 0.93 | 1.40 | 1.18 | 0.84 | 3.02 |
WBD | -0.54 | -0.51 | 0.94 | -0.31 | -0.99 |
TTWO | 0.24 | 0.47 | 1.06 | 0.15 | 0.62 |
OMC | 2.03 | 2.69 | 1.34 | 1.60 | 11.42 |
IPG | 0.41 | 0.73 | 1.09 | 0.27 | 1.62 |
LUMN | 2.23 | 3.49 | 1.47 | 3.26 | 13.30 |
AMZN Amazon.com, Inc. | 1.46 | 2.02 | 1.26 | 1.16 | 7.43 |
HD | 1.40 | 2.04 | 1.24 | 0.94 | 3.45 |
MCD | 0.56 | 0.90 | 1.11 | 0.56 | 1.24 |
NKE | -0.19 | -0.02 | 1.00 | -0.11 | -0.29 |
LOW | 1.05 | 1.61 | 1.20 | 0.87 | 2.82 |
BKNG Booking Holdings Inc. | 1.27 | 1.62 | 1.25 | 1.69 | 4.94 |
TGT | 0.94 | 1.82 | 1.22 | 0.56 | 3.14 |
TJX | 1.86 | 2.65 | 1.34 | 3.70 | 11.22 |
F | -0.15 | 0.06 | 1.01 | -0.10 | -0.42 |
GM | 1.58 | 2.24 | 1.29 | 0.83 | 6.93 |
DG Dollar General Corporation | -0.53 | -0.41 | 0.93 | -0.36 | -1.42 |
ORLY | 0.86 | 1.27 | 1.17 | 0.96 | 2.40 |
CMG Chipotle Mexican Grill, Inc. | 1.78 | 2.35 | 1.33 | 1.79 | 4.97 |
MAR | 1.10 | 1.56 | 1.20 | 1.30 | 3.53 |
AZO AutoZone, Inc. | 0.82 | 1.22 | 1.16 | 1.10 | 2.63 |
HLT | 2.42 | 3.19 | 1.39 | 4.11 | 12.12 |
YUM | 0.26 | 0.47 | 1.05 | 0.23 | 0.96 |
DLTR Dollar Tree, Inc. | -0.89 | -1.04 | 0.83 | -0.56 | -1.61 |
ROST | 1.67 | 2.72 | 1.33 | 2.28 | 6.96 |
DHI D.R. Horton, Inc. | 2.14 | 2.82 | 1.38 | 3.08 | 9.85 |
TSCO | 1.41 | 1.95 | 1.26 | 1.44 | 7.01 |
GPC | -0.22 | -0.13 | 0.98 | -0.18 | -0.57 |
LEN | 1.89 | 2.46 | 1.33 | 2.61 | 9.67 |
DRI | 0.82 | 1.34 | 1.17 | 0.84 | 1.87 |
EXPE | 0.88 | 1.41 | 1.22 | 0.68 | 2.41 |
BBY Best Buy Co., Inc. | 1.33 | 2.43 | 1.27 | 0.87 | 7.03 |
KMX | -0.17 | 0.02 | 1.00 | -0.11 | -0.47 |
LKQ | -0.63 | -0.65 | 0.90 | -0.56 | -1.26 |
DPZ Domino's Pizza, Inc. | 0.32 | 0.60 | 1.09 | 0.24 | 0.93 |
POOL | 0.20 | 0.53 | 1.06 | 0.13 | 0.52 |
VFC | 0.11 | 0.63 | 1.08 | 0.08 | 0.29 |
ETSY | -0.38 | -0.27 | 0.97 | -0.20 | -0.71 |
NVR | 2.23 | 2.95 | 1.38 | 3.13 | 12.44 |
LVS | -0.39 | -0.37 | 0.96 | -0.23 | -0.70 |
MGM | -0.11 | 0.08 | 1.01 | -0.11 | -0.32 |
AAP Advance Auto Parts, Inc. | -0.68 | -0.76 | 0.91 | -0.37 | -1.46 |
HAS | 0.38 | 0.76 | 1.10 | 0.21 | 0.72 |
CCL Carnival Corporation & Plc | 0.67 | 1.21 | 1.14 | 0.36 | 1.90 |
PHM | 2.80 | 3.61 | 1.45 | 4.61 | 17.00 |
CZR Caesars Entertainment, Inc. | -0.38 | -0.28 | 0.97 | -0.24 | -0.94 |
RCL | 2.36 | 2.88 | 1.39 | 2.03 | 14.02 |
TPR | 1.55 | 2.29 | 1.25 | 1.09 | 4.60 |
WHR | -0.47 | -0.44 | 0.94 | -0.32 | -1.03 |
BWA BorgWarner Inc. | -0.54 | -0.57 | 0.93 | -0.49 | -1.00 |
BBWI Bath & Body Works, Inc. | -0.34 | -0.22 | 0.97 | -0.23 | -0.77 |
NWL | -0.29 | -0.03 | 1.00 | -0.22 | -1.10 |
WYNN | -0.51 | -0.57 | 0.93 | -0.23 | -0.98 |
NCLH | 0.42 | 0.94 | 1.12 | 0.27 | 1.35 |
MHK | 1.82 | 2.96 | 1.35 | 0.99 | 8.92 |
PENN | -0.25 | 0.03 | 1.00 | -0.16 | -0.54 |
PVH | 0.66 | 1.03 | 1.16 | 0.44 | 1.49 |
RL | 2.02 | 3.00 | 1.37 | 3.78 | 8.85 |
PG | 1.07 | 1.54 | 1.21 | 1.71 | 6.86 |
KO | 1.94 | 2.67 | 1.36 | 1.53 | 11.43 |
PEP | -0.06 | 0.03 | 1.00 | -0.06 | -0.21 |
COST Costco Wholesale Corporation | 3.34 | 3.93 | 1.59 | 6.38 | 16.79 |
WMT | 2.51 | 3.39 | 1.52 | 4.31 | 12.86 |
PM | 1.82 | 2.56 | 1.32 | 2.15 | 9.46 |
MDLZ | 0.35 | 0.60 | 1.07 | 0.29 | 0.81 |
MO | 1.52 | 1.95 | 1.31 | 1.29 | 8.44 |
CL Colgate-Palmolive Company | 2.97 | 4.12 | 1.54 | 2.73 | 22.61 |
EL | -0.97 | -1.35 | 0.82 | -0.55 | -1.89 |
ADM Archer-Daniels-Midland Company | -0.61 | -0.57 | 0.89 | -0.44 | -1.03 |
GIS | 0.90 | 1.34 | 1.17 | 0.56 | 3.78 |
KMB | 0.93 | 1.34 | 1.19 | 0.90 | 6.05 |
SYY | 0.49 | 0.83 | 1.11 | 0.35 | 1.45 |
STZ | -0.20 | -0.14 | 0.98 | -0.24 | -0.59 |
MNST | -0.35 | -0.33 | 0.96 | -0.32 | -0.69 |
HSY | -0.24 | -0.21 | 0.98 | -0.15 | -0.67 |
KR | 1.06 | 1.79 | 1.22 | 1.57 | 4.19 |
SP1
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность SP1 за предыдущие двенадцать месяцев составила 1.85%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SP1 | 1.85% | 1.97% | 2.14% | 1.40% | 1.59% | 1.93% | 2.34% | 1.87% | 1.86% | 1.76% | 1.42% | 1.47% |
| Активы портфеля: | ||||||||||||
DIS The Walt Disney Company | 0.80% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
VZ | 6.00% | 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 | 2.99% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
T | 5.15% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
TMUS | 1.30% | 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 | 0.54% | 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 | 2.74% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% | 2.45% | 2.15% |
IPG | 4.18% | 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 | 2.27% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
MCD | 2.25% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
NKE | 1.71% | 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. | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TGT | 2.86% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
TJX | 1.20% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
F | 7.15% | 10.20% | 4.03% | 0.45% | 1.60% | 6.05% | 9.18% | 5.20% | 7.01% | 4.26% | 3.23% | 2.35% |
GM | 0.92% | 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 | 2.74% | 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 | 0.94% | 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 | 0.27% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% | 0.00% |
YUM | 2.02% | 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 | 0.93% | 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. | 0.63% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
TSCO | 1.58% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% | 0.63% |
GPC | 2.88% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% | 2.16% | 2.58% |
LEN | 1.03% | 1.01% | 1.66% | 0.86% | 0.82% | 0.29% | 0.41% | 0.25% | 0.37% | 0.33% | 0.36% | 0.40% |
DRI | 3.13% | 3.07% | 3.34% | 2.29% | 0.99% | 2.99% | 2.76% | 2.48% | 2.92% | 0.00% | 0.00% | 0.00% |
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. | 3.84% | 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 | 3.00% | 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 | 1.26% | 1.08% | 1.26% | 0.53% | 0.61% | 0.99% | 1.16% | 1.10% | 1.14% | 1.24% | 1.34% | 1.26% |
VFC | 1.93% | 5.27% | 7.28% | 2.69% | 2.26% | 1.91% | 2.65% | 2.32% | 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 | 1.91% | 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. | 2.44% | 3.28% | 4.08% | 1.35% | 0.63% | 0.15% | 0.15% | 0.24% | 0.14% | 0.16% | 0.15% | 0.22% |
HAS | 3.93% | 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 | 0.56% | 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 | 0.23% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% | 1.56% |
TPR | 3.29% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% | 2.34% |
WHR | 6.84% | 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. | 1.32% | 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. | 2.73% | 1.85% | 1.90% | 0.60% | 1.00% | 8.20% | 11.57% | 4.93% | 8.27% | 5.12% | 3.37% | 2.40% |
NWL | 3.76% | 5.07% | 7.03% | 4.21% | 4.33% | 4.79% | 4.95% | 2.85% | 1.70% | 1.72% | 1.73% | 1.85% |
WYNN | 1.25% | 0.82% | 0.00% | 0.00% | 0.89% | 2.70% | 2.78% | 1.19% | 2.31% | 4.34% | 4.19% | 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 | 1.66% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% | 0.97% | 0.93% |
PG | 2.24% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
KO | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PEP | 3.06% | 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 | 2.13% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
WMT | 1.03% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
PM | 4.30% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
MDLZ | 2.29% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
MO | 7.86% | 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 | 1.90% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
EL | 3.11% | 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 | 3.18% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
GIS | 3.18% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% | 2.85% |
KMB | 3.44% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.82% | 0.13% |
SYY | 2.67% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% |
STZ | 1.53% | 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 | 2.71% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
KR | 2.15% | 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 0.41%.
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 |
| -26.66% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 368 | 20 мар. 2024 г. | 554 |
| -18.24% | 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 4.03%, 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 | ETSY | EA | KMB | VZ | WMT | DG | CHTR | TMUS | MO | CL | PG | PM | LUMN | AMZN | DLTR | AZO | WYNN | PENN | WBD | T | PEP | TSCO | ORLY | MCD | STZ | LVS | COST | CZR | KO | ADM | NVR | MNST | MDLZ | HAS | BBWI | NCLH | AAP | DRI | RCL | EXPE | CCL | TGT | POOL | BKNG | YUM | SYY | LEN | DHI | BBY | CMCSA | NWL | RL | PHM | BWA | GM | KMX | EL | TPR | DIS | F | MGM | HLT | MAR | PVH | OMC | NKE | WHR | VFC | IPG | MHK | TJX | ROST | LOW | LKQ | HD | GPC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.33 | 0.17 | 0.26 | 0.10 | 0.13 | 0.10 | 0.16 | 0.28 | 0.23 | 0.39 | 0.35 | 0.17 | 0.17 | 0.24 | 0.25 | 0.25 | 0.19 | 0.23 | 0.10 | 0.27 | 0.24 | 0.03 | 0.09 | 0.16 | 0.21 | 0.26 | 0.30 | 0.27 | 0.21 | 0.18 | 0.05 | 0.36 | 0.07 | 0.22 | 0.26 | 0.12 | 0.19 | 0.30 | 0.13 | 0.17 | 0.10 | 0.21 | 0.15 | 0.08 | 0.08 | 0.10 | 0.32 | 0.19 | 0.07 | 0.17 | 0.26 | 0.15 | 0.15 | 0.25 | 0.19 | 0.21 | 0.16 | 0.16 | 0.17 | 0.15 | 0.17 | 0.14 | 0.13 | 0.14 | 0.17 | 0.10 | 0.09 | 0.11 | 0.14 | 0.21 | 0.17 | 0.21 | 0.17 | 0.18 | 0.14 | 0.22 | 0.22 | 0.24 | 0.19 | 0.26 | 0.24 |
| GIS | 0.33 | 1.00 | 0.12 | 0.58 | 0.10 | 0.04 | 0.04 | 0.19 | 0.53 | 0.35 | 0.33 | 0.28 | 0.17 | 0.23 | 0.40 | 0.51 | 0.49 | 0.38 | 0.22 | 0.06 | 0.22 | 0.24 | 0.01 | 0.03 | 0.15 | 0.31 | 0.56 | 0.20 | 0.27 | 0.32 | 0.27 | 0.06 | 0.29 | 0.04 | 0.48 | 0.31 | 0.18 | 0.33 | 0.60 | 0.17 | 0.12 | 0.02 | 0.21 | 0.16 | 0.04 | 0.08 | 0.04 | 0.23 | 0.17 | 0.08 | 0.25 | 0.32 | 0.18 | 0.19 | 0.16 | 0.24 | 0.21 | 0.10 | 0.17 | 0.12 | 0.11 | 0.13 | 0.23 | 0.07 | 0.14 | 0.13 | 0.07 | 0.08 | 0.11 | 0.08 | 0.26 | 0.18 | 0.23 | 0.16 | 0.21 | 0.13 | 0.20 | 0.19 | 0.23 | 0.18 | 0.25 | 0.26 |
| DPZ | 0.17 | 0.12 | 1.00 | 0.14 | 0.28 | 0.29 | 0.26 | 0.27 | 0.17 | 0.15 | 0.22 | 0.24 | 0.25 | 0.24 | 0.12 | 0.18 | 0.18 | 0.13 | 0.13 | 0.33 | 0.21 | 0.26 | 0.18 | 0.24 | 0.15 | 0.14 | 0.20 | 0.28 | 0.25 | 0.28 | 0.22 | 0.18 | 0.29 | 0.23 | 0.18 | 0.18 | 0.24 | 0.28 | 0.21 | 0.24 | 0.21 | 0.18 | 0.22 | 0.27 | 0.17 | 0.19 | 0.19 | 0.25 | 0.36 | 0.24 | 0.35 | 0.19 | 0.26 | 0.28 | 0.23 | 0.23 | 0.18 | 0.20 | 0.26 | 0.19 | 0.19 | 0.25 | 0.26 | 0.21 | 0.23 | 0.19 | 0.22 | 0.25 | 0.22 | 0.21 | 0.20 | 0.28 | 0.23 | 0.21 | 0.22 | 0.26 | 0.27 | 0.26 | 0.30 | 0.24 | 0.33 | 0.24 |
| HSY | 0.26 | 0.58 | 0.14 | 1.00 | 0.15 | 0.14 | 0.08 | 0.18 | 0.50 | 0.35 | 0.33 | 0.27 | 0.21 | 0.27 | 0.39 | 0.52 | 0.52 | 0.39 | 0.19 | 0.13 | 0.24 | 0.29 | 0.04 | 0.04 | 0.14 | 0.31 | 0.58 | 0.22 | 0.31 | 0.40 | 0.32 | 0.09 | 0.33 | 0.07 | 0.53 | 0.34 | 0.22 | 0.38 | 0.60 | 0.19 | 0.15 | 0.08 | 0.23 | 0.21 | 0.09 | 0.14 | 0.07 | 0.22 | 0.22 | 0.16 | 0.33 | 0.37 | 0.20 | 0.21 | 0.15 | 0.28 | 0.21 | 0.13 | 0.20 | 0.13 | 0.12 | 0.19 | 0.31 | 0.14 | 0.19 | 0.13 | 0.11 | 0.13 | 0.16 | 0.11 | 0.26 | 0.20 | 0.21 | 0.19 | 0.22 | 0.17 | 0.24 | 0.24 | 0.25 | 0.23 | 0.27 | 0.30 |
| TTWO | 0.10 | 0.10 | 0.28 | 0.15 | 1.00 | 0.26 | 0.35 | 0.63 | 0.14 | 0.13 | 0.20 | 0.22 | 0.29 | 0.31 | 0.11 | 0.18 | 0.18 | 0.14 | 0.15 | 0.44 | 0.20 | 0.17 | 0.23 | 0.28 | 0.21 | 0.15 | 0.22 | 0.25 | 0.19 | 0.25 | 0.25 | 0.24 | 0.33 | 0.28 | 0.19 | 0.14 | 0.24 | 0.30 | 0.24 | 0.27 | 0.17 | 0.24 | 0.18 | 0.19 | 0.25 | 0.26 | 0.24 | 0.24 | 0.33 | 0.32 | 0.27 | 0.18 | 0.26 | 0.28 | 0.25 | 0.30 | 0.21 | 0.18 | 0.25 | 0.21 | 0.23 | 0.25 | 0.30 | 0.21 | 0.32 | 0.22 | 0.29 | 0.26 | 0.26 | 0.19 | 0.24 | 0.34 | 0.28 | 0.21 | 0.25 | 0.25 | 0.25 | 0.25 | 0.30 | 0.24 | 0.31 | 0.21 |
| CMG | 0.13 | 0.04 | 0.29 | 0.14 | 0.26 | 1.00 | 0.29 | 0.23 | 0.13 | 0.10 | 0.21 | 0.20 | 0.22 | 0.25 | 0.09 | 0.14 | 0.15 | 0.10 | 0.13 | 0.39 | 0.21 | 0.26 | 0.21 | 0.28 | 0.17 | 0.11 | 0.16 | 0.30 | 0.29 | 0.30 | 0.22 | 0.22 | 0.33 | 0.28 | 0.17 | 0.16 | 0.28 | 0.27 | 0.20 | 0.27 | 0.26 | 0.27 | 0.24 | 0.33 | 0.27 | 0.31 | 0.27 | 0.27 | 0.33 | 0.32 | 0.34 | 0.25 | 0.30 | 0.30 | 0.26 | 0.24 | 0.19 | 0.25 | 0.31 | 0.23 | 0.24 | 0.31 | 0.26 | 0.22 | 0.32 | 0.23 | 0.29 | 0.33 | 0.32 | 0.23 | 0.20 | 0.34 | 0.27 | 0.24 | 0.22 | 0.23 | 0.31 | 0.31 | 0.32 | 0.27 | 0.33 | 0.26 |
| ETSY | 0.10 | 0.04 | 0.26 | 0.08 | 0.35 | 0.29 | 1.00 | 0.30 | 0.08 | 0.08 | 0.16 | 0.21 | 0.28 | 0.24 | 0.10 | 0.08 | 0.11 | 0.10 | 0.19 | 0.44 | 0.20 | 0.17 | 0.27 | 0.38 | 0.25 | 0.13 | 0.14 | 0.29 | 0.19 | 0.15 | 0.22 | 0.25 | 0.26 | 0.36 | 0.11 | 0.17 | 0.27 | 0.26 | 0.16 | 0.28 | 0.30 | 0.28 | 0.23 | 0.24 | 0.26 | 0.31 | 0.26 | 0.30 | 0.38 | 0.31 | 0.24 | 0.19 | 0.30 | 0.31 | 0.37 | 0.26 | 0.25 | 0.27 | 0.30 | 0.26 | 0.24 | 0.31 | 0.31 | 0.29 | 0.28 | 0.24 | 0.32 | 0.29 | 0.26 | 0.27 | 0.21 | 0.34 | 0.30 | 0.30 | 0.25 | 0.29 | 0.26 | 0.28 | 0.34 | 0.27 | 0.32 | 0.24 |
| EA | 0.16 | 0.19 | 0.27 | 0.18 | 0.63 | 0.23 | 0.30 | 1.00 | 0.21 | 0.17 | 0.23 | 0.20 | 0.29 | 0.34 | 0.16 | 0.24 | 0.24 | 0.21 | 0.17 | 0.43 | 0.20 | 0.18 | 0.20 | 0.26 | 0.21 | 0.21 | 0.29 | 0.25 | 0.20 | 0.26 | 0.27 | 0.23 | 0.32 | 0.24 | 0.24 | 0.18 | 0.25 | 0.32 | 0.31 | 0.26 | 0.16 | 0.19 | 0.17 | 0.18 | 0.21 | 0.25 | 0.19 | 0.23 | 0.30 | 0.31 | 0.29 | 0.19 | 0.25 | 0.27 | 0.25 | 0.30 | 0.22 | 0.18 | 0.25 | 0.23 | 0.19 | 0.22 | 0.30 | 0.21 | 0.29 | 0.19 | 0.26 | 0.26 | 0.25 | 0.19 | 0.27 | 0.32 | 0.27 | 0.21 | 0.27 | 0.25 | 0.24 | 0.25 | 0.30 | 0.24 | 0.31 | 0.23 |
| KMB | 0.28 | 0.53 | 0.17 | 0.50 | 0.14 | 0.13 | 0.08 | 0.21 | 1.00 | 0.41 | 0.36 | 0.29 | 0.21 | 0.25 | 0.41 | 0.68 | 0.68 | 0.42 | 0.24 | 0.13 | 0.24 | 0.25 | 0.06 | 0.06 | 0.13 | 0.34 | 0.59 | 0.22 | 0.27 | 0.38 | 0.30 | 0.10 | 0.33 | 0.08 | 0.54 | 0.28 | 0.24 | 0.37 | 0.54 | 0.22 | 0.11 | 0.08 | 0.20 | 0.18 | 0.09 | 0.11 | 0.10 | 0.23 | 0.25 | 0.13 | 0.33 | 0.31 | 0.23 | 0.25 | 0.16 | 0.27 | 0.27 | 0.13 | 0.23 | 0.13 | 0.13 | 0.18 | 0.35 | 0.11 | 0.20 | 0.15 | 0.11 | 0.14 | 0.15 | 0.12 | 0.28 | 0.24 | 0.29 | 0.20 | 0.23 | 0.19 | 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 | 0.08 | 0.17 | 0.41 | 1.00 | 0.31 | 0.23 | 0.25 | 0.35 | 0.38 | 0.38 | 0.41 | 0.38 | 0.37 | 0.12 | 0.22 | 0.27 | 0.14 | 0.12 | 0.26 | 0.67 | 0.40 | 0.21 | 0.28 | 0.32 | 0.27 | 0.16 | 0.25 | 0.16 | 0.44 | 0.34 | 0.20 | 0.27 | 0.39 | 0.24 | 0.20 | 0.15 | 0.28 | 0.22 | 0.15 | 0.17 | 0.16 | 0.27 | 0.24 | 0.18 | 0.27 | 0.32 | 0.22 | 0.21 | 0.22 | 0.37 | 0.30 | 0.22 | 0.23 | 0.22 | 0.24 | 0.24 | 0.24 | 0.21 | 0.29 | 0.25 | 0.18 | 0.17 | 0.18 | 0.20 | 0.35 | 0.24 | 0.28 | 0.28 | 0.33 | 0.25 | 0.27 | 0.27 | 0.28 | 0.26 | 0.31 | 0.34 |
| WMT | 0.39 | 0.33 | 0.22 | 0.33 | 0.20 | 0.21 | 0.16 | 0.23 | 0.36 | 0.31 | 1.00 | 0.42 | 0.23 | 0.27 | 0.28 | 0.38 | 0.43 | 0.28 | 0.22 | 0.26 | 0.36 | 0.30 | 0.11 | 0.14 | 0.13 | 0.28 | 0.43 | 0.32 | 0.36 | 0.33 | 0.28 | 0.14 | 0.55 | 0.13 | 0.37 | 0.26 | 0.22 | 0.33 | 0.39 | 0.23 | 0.22 | 0.14 | 0.26 | 0.22 | 0.14 | 0.16 | 0.15 | 0.44 | 0.28 | 0.20 | 0.29 | 0.31 | 0.20 | 0.22 | 0.30 | 0.28 | 0.22 | 0.21 | 0.21 | 0.19 | 0.20 | 0.24 | 0.27 | 0.20 | 0.26 | 0.22 | 0.16 | 0.18 | 0.19 | 0.22 | 0.28 | 0.27 | 0.26 | 0.26 | 0.24 | 0.21 | 0.34 | 0.34 | 0.34 | 0.26 | 0.39 | 0.31 |
| DG | 0.35 | 0.28 | 0.24 | 0.27 | 0.22 | 0.20 | 0.21 | 0.20 | 0.29 | 0.23 | 0.42 | 1.00 | 0.22 | 0.27 | 0.21 | 0.29 | 0.30 | 0.19 | 0.20 | 0.21 | 0.59 | 0.36 | 0.11 | 0.18 | 0.16 | 0.21 | 0.31 | 0.42 | 0.39 | 0.27 | 0.25 | 0.12 | 0.41 | 0.16 | 0.28 | 0.23 | 0.24 | 0.32 | 0.31 | 0.24 | 0.30 | 0.16 | 0.39 | 0.24 | 0.15 | 0.14 | 0.15 | 0.54 | 0.34 | 0.14 | 0.28 | 0.27 | 0.26 | 0.27 | 0.36 | 0.25 | 0.26 | 0.28 | 0.26 | 0.22 | 0.20 | 0.28 | 0.29 | 0.25 | 0.22 | 0.21 | 0.17 | 0.18 | 0.18 | 0.27 | 0.24 | 0.31 | 0.30 | 0.32 | 0.24 | 0.24 | 0.37 | 0.41 | 0.42 | 0.31 | 0.44 | 0.36 |
| CHTR | 0.17 | 0.17 | 0.25 | 0.21 | 0.29 | 0.22 | 0.28 | 0.29 | 0.21 | 0.25 | 0.23 | 0.22 | 1.00 | 0.33 | 0.20 | 0.26 | 0.25 | 0.27 | 0.26 | 0.33 | 0.23 | 0.22 | 0.23 | 0.27 | 0.33 | 0.29 | 0.28 | 0.26 | 0.24 | 0.28 | 0.27 | 0.23 | 0.30 | 0.29 | 0.25 | 0.24 | 0.26 | 0.31 | 0.31 | 0.28 | 0.25 | 0.26 | 0.28 | 0.23 | 0.27 | 0.27 | 0.26 | 0.26 | 0.32 | 0.28 | 0.28 | 0.23 | 0.31 | 0.32 | 0.26 | 0.59 | 0.29 | 0.23 | 0.30 | 0.25 | 0.26 | 0.32 | 0.29 | 0.24 | 0.37 | 0.26 | 0.29 | 0.29 | 0.27 | 0.25 | 0.30 | 0.33 | 0.34 | 0.28 | 0.32 | 0.33 | 0.28 | 0.28 | 0.35 | 0.29 | 0.36 | 0.27 |
| TMUS | 0.17 | 0.23 | 0.24 | 0.27 | 0.31 | 0.25 | 0.24 | 0.34 | 0.25 | 0.35 | 0.27 | 0.27 | 0.33 | 1.00 | 0.22 | 0.28 | 0.28 | 0.25 | 0.21 | 0.36 | 0.25 | 0.25 | 0.22 | 0.23 | 0.24 | 0.34 | 0.35 | 0.27 | 0.29 | 0.30 | 0.29 | 0.21 | 0.32 | 0.27 | 0.31 | 0.27 | 0.27 | 0.34 | 0.36 | 0.25 | 0.23 | 0.23 | 0.23 | 0.27 | 0.26 | 0.27 | 0.21 | 0.26 | 0.29 | 0.30 | 0.32 | 0.29 | 0.27 | 0.29 | 0.26 | 0.38 | 0.25 | 0.22 | 0.28 | 0.26 | 0.25 | 0.27 | 0.30 | 0.24 | 0.30 | 0.24 | 0.30 | 0.30 | 0.29 | 0.21 | 0.26 | 0.30 | 0.27 | 0.25 | 0.27 | 0.28 | 0.32 | 0.31 | 0.32 | 0.29 | 0.34 | 0.31 |
| MO | 0.24 | 0.40 | 0.12 | 0.39 | 0.11 | 0.09 | 0.10 | 0.16 | 0.41 | 0.38 | 0.28 | 0.21 | 0.20 | 0.22 | 1.00 | 0.43 | 0.43 | 0.64 | 0.31 | 0.13 | 0.22 | 0.27 | 0.18 | 0.17 | 0.25 | 0.40 | 0.46 | 0.20 | 0.28 | 0.32 | 0.36 | 0.22 | 0.26 | 0.19 | 0.48 | 0.41 | 0.23 | 0.31 | 0.42 | 0.26 | 0.25 | 0.23 | 0.26 | 0.26 | 0.22 | 0.22 | 0.25 | 0.25 | 0.20 | 0.24 | 0.28 | 0.40 | 0.23 | 0.22 | 0.23 | 0.30 | 0.32 | 0.25 | 0.23 | 0.27 | 0.27 | 0.22 | 0.31 | 0.25 | 0.27 | 0.30 | 0.23 | 0.23 | 0.24 | 0.26 | 0.36 | 0.26 | 0.30 | 0.27 | 0.35 | 0.30 | 0.31 | 0.28 | 0.29 | 0.29 | 0.29 | 0.38 |
| CL | 0.25 | 0.51 | 0.18 | 0.52 | 0.18 | 0.14 | 0.08 | 0.24 | 0.68 | 0.38 | 0.38 | 0.29 | 0.26 | 0.28 | 0.43 | 1.00 | 0.73 | 0.46 | 0.22 | 0.18 | 0.23 | 0.29 | 0.12 | 0.09 | 0.14 | 0.34 | 0.65 | 0.25 | 0.30 | 0.42 | 0.33 | 0.17 | 0.38 | 0.10 | 0.60 | 0.31 | 0.26 | 0.42 | 0.59 | 0.26 | 0.16 | 0.10 | 0.21 | 0.20 | 0.13 | 0.15 | 0.12 | 0.25 | 0.28 | 0.20 | 0.37 | 0.37 | 0.25 | 0.26 | 0.19 | 0.30 | 0.29 | 0.17 | 0.24 | 0.16 | 0.17 | 0.19 | 0.42 | 0.16 | 0.23 | 0.17 | 0.16 | 0.20 | 0.20 | 0.16 | 0.31 | 0.28 | 0.29 | 0.22 | 0.27 | 0.24 | 0.28 | 0.28 | 0.30 | 0.26 | 0.35 | 0.34 |
| PG | 0.25 | 0.49 | 0.18 | 0.52 | 0.18 | 0.15 | 0.11 | 0.24 | 0.68 | 0.41 | 0.43 | 0.30 | 0.25 | 0.28 | 0.43 | 0.73 | 1.00 | 0.45 | 0.22 | 0.21 | 0.23 | 0.30 | 0.11 | 0.07 | 0.15 | 0.35 | 0.65 | 0.25 | 0.33 | 0.41 | 0.33 | 0.18 | 0.39 | 0.09 | 0.62 | 0.31 | 0.24 | 0.42 | 0.59 | 0.24 | 0.16 | 0.08 | 0.22 | 0.19 | 0.10 | 0.14 | 0.10 | 0.26 | 0.29 | 0.22 | 0.36 | 0.35 | 0.24 | 0.25 | 0.20 | 0.31 | 0.27 | 0.19 | 0.24 | 0.18 | 0.18 | 0.19 | 0.42 | 0.17 | 0.24 | 0.18 | 0.15 | 0.19 | 0.20 | 0.16 | 0.30 | 0.29 | 0.28 | 0.24 | 0.28 | 0.20 | 0.27 | 0.28 | 0.30 | 0.25 | 0.35 | 0.35 |
| PM | 0.19 | 0.38 | 0.13 | 0.39 | 0.14 | 0.10 | 0.10 | 0.21 | 0.42 | 0.38 | 0.28 | 0.19 | 0.27 | 0.25 | 0.64 | 0.46 | 0.45 | 1.00 | 0.31 | 0.16 | 0.21 | 0.26 | 0.20 | 0.17 | 0.27 | 0.41 | 0.49 | 0.17 | 0.25 | 0.37 | 0.38 | 0.24 | 0.27 | 0.20 | 0.54 | 0.39 | 0.25 | 0.34 | 0.47 | 0.26 | 0.22 | 0.20 | 0.26 | 0.22 | 0.19 | 0.24 | 0.22 | 0.23 | 0.23 | 0.27 | 0.32 | 0.38 | 0.24 | 0.24 | 0.21 | 0.34 | 0.33 | 0.23 | 0.23 | 0.28 | 0.25 | 0.23 | 0.34 | 0.25 | 0.29 | 0.28 | 0.24 | 0.24 | 0.25 | 0.27 | 0.37 | 0.27 | 0.31 | 0.29 | 0.35 | 0.31 | 0.31 | 0.28 | 0.28 | 0.31 | 0.29 | 0.35 |
| LUMN | 0.23 | 0.22 | 0.13 | 0.19 | 0.15 | 0.13 | 0.19 | 0.17 | 0.24 | 0.37 | 0.22 | 0.20 | 0.26 | 0.21 | 0.31 | 0.22 | 0.22 | 0.31 | 1.00 | 0.19 | 0.26 | 0.20 | 0.26 | 0.28 | 0.42 | 0.45 | 0.23 | 0.23 | 0.19 | 0.24 | 0.25 | 0.29 | 0.25 | 0.32 | 0.29 | 0.34 | 0.24 | 0.23 | 0.29 | 0.31 | 0.30 | 0.28 | 0.31 | 0.27 | 0.26 | 0.27 | 0.29 | 0.31 | 0.28 | 0.24 | 0.26 | 0.32 | 0.28 | 0.27 | 0.36 | 0.35 | 0.40 | 0.32 | 0.29 | 0.37 | 0.37 | 0.33 | 0.27 | 0.33 | 0.32 | 0.41 | 0.33 | 0.28 | 0.29 | 0.34 | 0.39 | 0.31 | 0.39 | 0.37 | 0.40 | 0.37 | 0.30 | 0.29 | 0.35 | 0.36 | 0.34 | 0.38 |
| AMZN | 0.10 | 0.06 | 0.33 | 0.13 | 0.44 | 0.39 | 0.44 | 0.43 | 0.13 | 0.12 | 0.26 | 0.21 | 0.33 | 0.36 | 0.13 | 0.18 | 0.21 | 0.16 | 0.19 | 1.00 | 0.23 | 0.21 | 0.33 | 0.34 | 0.23 | 0.16 | 0.24 | 0.29 | 0.26 | 0.28 | 0.31 | 0.34 | 0.41 | 0.35 | 0.20 | 0.17 | 0.31 | 0.38 | 0.26 | 0.32 | 0.23 | 0.31 | 0.24 | 0.25 | 0.33 | 0.39 | 0.32 | 0.27 | 0.38 | 0.46 | 0.32 | 0.22 | 0.31 | 0.34 | 0.30 | 0.34 | 0.28 | 0.27 | 0.30 | 0.28 | 0.26 | 0.30 | 0.38 | 0.26 | 0.38 | 0.26 | 0.37 | 0.35 | 0.35 | 0.27 | 0.26 | 0.41 | 0.28 | 0.31 | 0.28 | 0.30 | 0.31 | 0.32 | 0.36 | 0.31 | 0.39 | 0.25 |
| DLTR | 0.27 | 0.22 | 0.21 | 0.24 | 0.20 | 0.21 | 0.20 | 0.20 | 0.24 | 0.22 | 0.36 | 0.59 | 0.23 | 0.25 | 0.22 | 0.23 | 0.23 | 0.21 | 0.26 | 0.23 | 1.00 | 0.34 | 0.20 | 0.21 | 0.24 | 0.25 | 0.27 | 0.38 | 0.35 | 0.27 | 0.30 | 0.23 | 0.36 | 0.24 | 0.26 | 0.26 | 0.28 | 0.31 | 0.28 | 0.27 | 0.34 | 0.26 | 0.37 | 0.29 | 0.24 | 0.24 | 0.25 | 0.49 | 0.32 | 0.22 | 0.31 | 0.31 | 0.29 | 0.30 | 0.38 | 0.31 | 0.30 | 0.33 | 0.31 | 0.29 | 0.29 | 0.32 | 0.31 | 0.32 | 0.30 | 0.29 | 0.28 | 0.27 | 0.26 | 0.36 | 0.31 | 0.33 | 0.31 | 0.34 | 0.32 | 0.31 | 0.41 | 0.44 | 0.40 | 0.38 | 0.42 | 0.37 |
| AZO | 0.24 | 0.24 | 0.26 | 0.29 | 0.17 | 0.26 | 0.17 | 0.18 | 0.25 | 0.27 | 0.30 | 0.36 | 0.22 | 0.25 | 0.27 | 0.29 | 0.30 | 0.26 | 0.20 | 0.21 | 0.34 | 1.00 | 0.15 | 0.17 | 0.17 | 0.26 | 0.30 | 0.44 | 0.75 | 0.33 | 0.28 | 0.17 | 0.35 | 0.18 | 0.29 | 0.29 | 0.29 | 0.33 | 0.33 | 0.25 | 0.29 | 0.17 | 0.61 | 0.30 | 0.17 | 0.22 | 0.18 | 0.35 | 0.31 | 0.22 | 0.35 | 0.33 | 0.30 | 0.32 | 0.33 | 0.28 | 0.26 | 0.28 | 0.30 | 0.28 | 0.25 | 0.36 | 0.29 | 0.25 | 0.27 | 0.28 | 0.23 | 0.28 | 0.28 | 0.27 | 0.31 | 0.33 | 0.30 | 0.30 | 0.32 | 0.27 | 0.40 | 0.40 | 0.45 | 0.43 | 0.46 | 0.56 |
| WYNN | 0.03 | 0.01 | 0.18 | 0.04 | 0.23 | 0.21 | 0.27 | 0.20 | 0.06 | 0.14 | 0.11 | 0.11 | 0.23 | 0.22 | 0.18 | 0.12 | 0.11 | 0.20 | 0.26 | 0.33 | 0.20 | 0.15 | 1.00 | 0.49 | 0.37 | 0.24 | 0.13 | 0.18 | 0.16 | 0.20 | 0.26 | 0.81 | 0.16 | 0.49 | 0.18 | 0.31 | 0.24 | 0.25 | 0.16 | 0.30 | 0.31 | 0.45 | 0.24 | 0.30 | 0.45 | 0.43 | 0.45 | 0.23 | 0.24 | 0.44 | 0.29 | 0.29 | 0.29 | 0.27 | 0.33 | 0.33 | 0.34 | 0.42 | 0.29 | 0.44 | 0.40 | 0.33 | 0.37 | 0.42 | 0.39 | 0.40 | 0.69 | 0.45 | 0.47 | 0.45 | 0.37 | 0.35 | 0.32 | 0.39 | 0.41 | 0.39 | 0.32 | 0.32 | 0.29 | 0.39 | 0.29 | 0.33 |
| PENN | 0.09 | 0.03 | 0.24 | 0.04 | 0.28 | 0.28 | 0.38 | 0.26 | 0.06 | 0.12 | 0.14 | 0.18 | 0.27 | 0.23 | 0.17 | 0.09 | 0.07 | 0.17 | 0.28 | 0.34 | 0.21 | 0.17 | 0.49 | 1.00 | 0.34 | 0.21 | 0.10 | 0.28 | 0.18 | 0.21 | 0.27 | 0.46 | 0.22 | 0.61 | 0.12 | 0.25 | 0.29 | 0.26 | 0.17 | 0.31 | 0.35 | 0.43 | 0.28 | 0.37 | 0.41 | 0.40 | 0.42 | 0.29 | 0.34 | 0.37 | 0.28 | 0.27 | 0.34 | 0.34 | 0.34 | 0.32 | 0.33 | 0.34 | 0.34 | 0.38 | 0.37 | 0.36 | 0.32 | 0.39 | 0.39 | 0.37 | 0.57 | 0.42 | 0.42 | 0.38 | 0.31 | 0.35 | 0.36 | 0.35 | 0.35 | 0.40 | 0.33 | 0.33 | 0.38 | 0.38 | 0.35 | 0.32 |
| WBD | 0.16 | 0.15 | 0.15 | 0.14 | 0.21 | 0.17 | 0.25 | 0.21 | 0.13 | 0.26 | 0.13 | 0.16 | 0.33 | 0.24 | 0.25 | 0.14 | 0.15 | 0.27 | 0.42 | 0.23 | 0.24 | 0.17 | 0.37 | 0.34 | 1.00 | 0.38 | 0.16 | 0.22 | 0.17 | 0.20 | 0.25 | 0.37 | 0.19 | 0.38 | 0.23 | 0.31 | 0.28 | 0.20 | 0.23 | 0.34 | 0.34 | 0.38 | 0.29 | 0.30 | 0.36 | 0.35 | 0.37 | 0.30 | 0.27 | 0.33 | 0.25 | 0.29 | 0.33 | 0.30 | 0.36 | 0.45 | 0.39 | 0.37 | 0.32 | 0.39 | 0.40 | 0.36 | 0.30 | 0.41 | 0.47 | 0.42 | 0.42 | 0.36 | 0.36 | 0.41 | 0.46 | 0.33 | 0.39 | 0.40 | 0.47 | 0.41 | 0.32 | 0.33 | 0.30 | 0.39 | 0.30 | 0.36 |
| T | 0.21 | 0.31 | 0.14 | 0.31 | 0.15 | 0.11 | 0.13 | 0.21 | 0.34 | 0.67 | 0.28 | 0.21 | 0.29 | 0.34 | 0.40 | 0.34 | 0.35 | 0.41 | 0.45 | 0.16 | 0.25 | 0.26 | 0.24 | 0.21 | 0.38 | 1.00 | 0.36 | 0.22 | 0.25 | 0.32 | 0.31 | 0.26 | 0.23 | 0.25 | 0.42 | 0.36 | 0.24 | 0.28 | 0.37 | 0.30 | 0.27 | 0.26 | 0.30 | 0.28 | 0.25 | 0.24 | 0.27 | 0.30 | 0.23 | 0.25 | 0.30 | 0.38 | 0.26 | 0.26 | 0.28 | 0.44 | 0.36 | 0.30 | 0.28 | 0.34 | 0.34 | 0.30 | 0.28 | 0.31 | 0.38 | 0.37 | 0.27 | 0.26 | 0.28 | 0.32 | 0.43 | 0.30 | 0.35 | 0.36 | 0.41 | 0.34 | 0.30 | 0.31 | 0.31 | 0.35 | 0.33 | 0.37 |
| PEP | 0.26 | 0.56 | 0.20 | 0.58 | 0.22 | 0.16 | 0.14 | 0.29 | 0.59 | 0.40 | 0.43 | 0.31 | 0.28 | 0.35 | 0.46 | 0.65 | 0.65 | 0.49 | 0.23 | 0.24 | 0.27 | 0.30 | 0.13 | 0.10 | 0.16 | 0.36 | 1.00 | 0.26 | 0.34 | 0.47 | 0.42 | 0.18 | 0.42 | 0.13 | 0.72 | 0.35 | 0.29 | 0.54 | 0.66 | 0.25 | 0.18 | 0.12 | 0.25 | 0.25 | 0.15 | 0.19 | 0.14 | 0.27 | 0.29 | 0.23 | 0.40 | 0.40 | 0.26 | 0.27 | 0.19 | 0.37 | 0.27 | 0.18 | 0.26 | 0.18 | 0.19 | 0.22 | 0.38 | 0.16 | 0.27 | 0.20 | 0.18 | 0.21 | 0.22 | 0.16 | 0.32 | 0.30 | 0.28 | 0.25 | 0.29 | 0.24 | 0.31 | 0.31 | 0.33 | 0.27 | 0.38 | 0.35 |
| TSCO | 0.30 | 0.20 | 0.28 | 0.22 | 0.25 | 0.30 | 0.29 | 0.25 | 0.22 | 0.21 | 0.32 | 0.42 | 0.26 | 0.27 | 0.20 | 0.25 | 0.25 | 0.17 | 0.23 | 0.29 | 0.38 | 0.44 | 0.18 | 0.28 | 0.22 | 0.22 | 0.26 | 1.00 | 0.46 | 0.27 | 0.27 | 0.19 | 0.40 | 0.27 | 0.22 | 0.27 | 0.31 | 0.31 | 0.28 | 0.30 | 0.35 | 0.23 | 0.43 | 0.32 | 0.23 | 0.23 | 0.23 | 0.45 | 0.41 | 0.23 | 0.30 | 0.28 | 0.35 | 0.35 | 0.41 | 0.28 | 0.29 | 0.33 | 0.35 | 0.30 | 0.30 | 0.39 | 0.30 | 0.33 | 0.29 | 0.31 | 0.28 | 0.29 | 0.28 | 0.32 | 0.32 | 0.39 | 0.38 | 0.34 | 0.31 | 0.32 | 0.42 | 0.42 | 0.52 | 0.38 | 0.52 | 0.45 |
| ORLY | 0.27 | 0.27 | 0.25 | 0.31 | 0.19 | 0.29 | 0.19 | 0.20 | 0.27 | 0.28 | 0.36 | 0.39 | 0.24 | 0.29 | 0.28 | 0.30 | 0.33 | 0.25 | 0.19 | 0.26 | 0.35 | 0.75 | 0.16 | 0.18 | 0.17 | 0.25 | 0.34 | 0.46 | 1.00 | 0.34 | 0.30 | 0.18 | 0.39 | 0.20 | 0.31 | 0.29 | 0.30 | 0.37 | 0.34 | 0.27 | 0.31 | 0.19 | 0.61 | 0.32 | 0.19 | 0.24 | 0.19 | 0.37 | 0.33 | 0.26 | 0.37 | 0.37 | 0.31 | 0.33 | 0.35 | 0.30 | 0.27 | 0.28 | 0.32 | 0.28 | 0.26 | 0.38 | 0.30 | 0.26 | 0.29 | 0.27 | 0.24 | 0.29 | 0.28 | 0.27 | 0.32 | 0.35 | 0.31 | 0.31 | 0.32 | 0.28 | 0.43 | 0.44 | 0.44 | 0.43 | 0.47 | 0.56 |
| MCD | 0.21 | 0.32 | 0.28 | 0.40 | 0.25 | 0.30 | 0.15 | 0.26 | 0.38 | 0.32 | 0.33 | 0.27 | 0.28 | 0.30 | 0.32 | 0.42 | 0.41 | 0.37 | 0.24 | 0.28 | 0.27 | 0.33 | 0.20 | 0.21 | 0.20 | 0.32 | 0.47 | 0.27 | 0.34 | 1.00 | 0.34 | 0.26 | 0.36 | 0.25 | 0.49 | 0.29 | 0.32 | 0.39 | 0.44 | 0.28 | 0.23 | 0.23 | 0.28 | 0.40 | 0.25 | 0.27 | 0.25 | 0.27 | 0.30 | 0.30 | 0.58 | 0.41 | 0.29 | 0.32 | 0.23 | 0.36 | 0.30 | 0.26 | 0.30 | 0.25 | 0.28 | 0.28 | 0.37 | 0.26 | 0.33 | 0.30 | 0.30 | 0.33 | 0.33 | 0.26 | 0.34 | 0.36 | 0.31 | 0.31 | 0.32 | 0.29 | 0.38 | 0.37 | 0.36 | 0.34 | 0.40 | 0.39 |
| STZ | 0.18 | 0.27 | 0.22 | 0.32 | 0.25 | 0.22 | 0.22 | 0.27 | 0.30 | 0.27 | 0.28 | 0.25 | 0.27 | 0.29 | 0.36 | 0.33 | 0.33 | 0.38 | 0.25 | 0.31 | 0.30 | 0.28 | 0.26 | 0.27 | 0.25 | 0.31 | 0.42 | 0.27 | 0.30 | 0.34 | 1.00 | 0.29 | 0.32 | 0.28 | 0.45 | 0.37 | 0.29 | 0.41 | 0.39 | 0.31 | 0.27 | 0.29 | 0.31 | 0.30 | 0.31 | 0.32 | 0.32 | 0.28 | 0.30 | 0.35 | 0.37 | 0.40 | 0.30 | 0.31 | 0.28 | 0.34 | 0.36 | 0.27 | 0.31 | 0.32 | 0.33 | 0.30 | 0.39 | 0.29 | 0.33 | 0.31 | 0.34 | 0.33 | 0.33 | 0.31 | 0.33 | 0.36 | 0.34 | 0.36 | 0.35 | 0.34 | 0.38 | 0.38 | 0.34 | 0.38 | 0.37 | 0.38 |
| LVS | 0.05 | 0.06 | 0.18 | 0.09 | 0.24 | 0.22 | 0.25 | 0.23 | 0.10 | 0.16 | 0.14 | 0.12 | 0.23 | 0.21 | 0.22 | 0.17 | 0.18 | 0.24 | 0.29 | 0.34 | 0.23 | 0.17 | 0.81 | 0.46 | 0.37 | 0.26 | 0.18 | 0.19 | 0.18 | 0.26 | 0.29 | 1.00 | 0.17 | 0.47 | 0.24 | 0.35 | 0.26 | 0.27 | 0.22 | 0.33 | 0.30 | 0.44 | 0.26 | 0.33 | 0.46 | 0.44 | 0.46 | 0.25 | 0.25 | 0.46 | 0.35 | 0.33 | 0.29 | 0.29 | 0.32 | 0.34 | 0.35 | 0.44 | 0.31 | 0.45 | 0.42 | 0.33 | 0.40 | 0.44 | 0.41 | 0.41 | 0.69 | 0.48 | 0.50 | 0.46 | 0.41 | 0.39 | 0.34 | 0.42 | 0.44 | 0.40 | 0.35 | 0.36 | 0.30 | 0.43 | 0.31 | 0.37 |
| COST | 0.36 | 0.29 | 0.29 | 0.33 | 0.33 | 0.33 | 0.26 | 0.32 | 0.33 | 0.25 | 0.55 | 0.41 | 0.30 | 0.32 | 0.26 | 0.38 | 0.39 | 0.27 | 0.25 | 0.41 | 0.36 | 0.35 | 0.16 | 0.22 | 0.19 | 0.23 | 0.42 | 0.40 | 0.39 | 0.36 | 0.32 | 0.17 | 1.00 | 0.21 | 0.38 | 0.27 | 0.30 | 0.40 | 0.42 | 0.28 | 0.29 | 0.22 | 0.29 | 0.28 | 0.23 | 0.23 | 0.22 | 0.45 | 0.41 | 0.30 | 0.37 | 0.34 | 0.31 | 0.32 | 0.36 | 0.35 | 0.26 | 0.27 | 0.31 | 0.25 | 0.26 | 0.31 | 0.37 | 0.25 | 0.32 | 0.28 | 0.23 | 0.29 | 0.30 | 0.26 | 0.30 | 0.40 | 0.32 | 0.30 | 0.30 | 0.27 | 0.43 | 0.42 | 0.42 | 0.33 | 0.50 | 0.38 |
| CZR | 0.07 | 0.04 | 0.23 | 0.07 | 0.28 | 0.28 | 0.36 | 0.24 | 0.08 | 0.16 | 0.13 | 0.16 | 0.29 | 0.27 | 0.19 | 0.10 | 0.09 | 0.20 | 0.32 | 0.35 | 0.24 | 0.18 | 0.49 | 0.61 | 0.38 | 0.25 | 0.13 | 0.27 | 0.20 | 0.25 | 0.28 | 0.47 | 0.21 | 1.00 | 0.18 | 0.27 | 0.29 | 0.27 | 0.19 | 0.35 | 0.38 | 0.47 | 0.33 | 0.37 | 0.46 | 0.43 | 0.47 | 0.28 | 0.35 | 0.43 | 0.31 | 0.33 | 0.34 | 0.33 | 0.34 | 0.36 | 0.39 | 0.36 | 0.34 | 0.42 | 0.43 | 0.38 | 0.35 | 0.40 | 0.43 | 0.41 | 0.60 | 0.47 | 0.46 | 0.43 | 0.37 | 0.37 | 0.39 | 0.40 | 0.40 | 0.44 | 0.37 | 0.37 | 0.38 | 0.42 | 0.36 | 0.36 |
| KO | 0.22 | 0.48 | 0.18 | 0.53 | 0.19 | 0.17 | 0.11 | 0.24 | 0.54 | 0.44 | 0.37 | 0.28 | 0.25 | 0.31 | 0.48 | 0.60 | 0.62 | 0.54 | 0.29 | 0.20 | 0.26 | 0.29 | 0.18 | 0.12 | 0.23 | 0.42 | 0.72 | 0.22 | 0.31 | 0.49 | 0.45 | 0.24 | 0.38 | 0.18 | 1.00 | 0.40 | 0.28 | 0.51 | 0.60 | 0.29 | 0.21 | 0.18 | 0.26 | 0.28 | 0.20 | 0.27 | 0.20 | 0.28 | 0.27 | 0.30 | 0.41 | 0.44 | 0.26 | 0.27 | 0.21 | 0.37 | 0.33 | 0.25 | 0.27 | 0.25 | 0.26 | 0.25 | 0.41 | 0.24 | 0.32 | 0.27 | 0.24 | 0.27 | 0.28 | 0.24 | 0.38 | 0.33 | 0.31 | 0.32 | 0.35 | 0.30 | 0.34 | 0.34 | 0.31 | 0.33 | 0.35 | 0.40 |
| ADM | 0.26 | 0.31 | 0.18 | 0.34 | 0.14 | 0.16 | 0.17 | 0.18 | 0.28 | 0.34 | 0.26 | 0.23 | 0.24 | 0.27 | 0.41 | 0.31 | 0.31 | 0.39 | 0.34 | 0.17 | 0.26 | 0.29 | 0.31 | 0.25 | 0.31 | 0.36 | 0.35 | 0.27 | 0.29 | 0.29 | 0.37 | 0.35 | 0.27 | 0.27 | 0.40 | 1.00 | 0.28 | 0.30 | 0.40 | 0.30 | 0.32 | 0.29 | 0.33 | 0.29 | 0.31 | 0.29 | 0.30 | 0.32 | 0.27 | 0.30 | 0.32 | 0.40 | 0.27 | 0.28 | 0.33 | 0.37 | 0.40 | 0.38 | 0.30 | 0.43 | 0.39 | 0.33 | 0.34 | 0.37 | 0.34 | 0.40 | 0.37 | 0.35 | 0.38 | 0.38 | 0.41 | 0.34 | 0.38 | 0.39 | 0.41 | 0.39 | 0.36 | 0.32 | 0.36 | 0.43 | 0.35 | 0.47 |
| NVR | 0.12 | 0.18 | 0.24 | 0.22 | 0.24 | 0.28 | 0.27 | 0.25 | 0.24 | 0.20 | 0.22 | 0.24 | 0.26 | 0.27 | 0.23 | 0.26 | 0.24 | 0.25 | 0.24 | 0.31 | 0.28 | 0.29 | 0.24 | 0.29 | 0.28 | 0.24 | 0.29 | 0.31 | 0.30 | 0.32 | 0.29 | 0.26 | 0.30 | 0.29 | 0.28 | 0.28 | 1.00 | 0.32 | 0.31 | 0.31 | 0.30 | 0.30 | 0.30 | 0.32 | 0.32 | 0.29 | 0.30 | 0.31 | 0.45 | 0.32 | 0.36 | 0.33 | 0.72 | 0.73 | 0.37 | 0.32 | 0.35 | 0.33 | 0.72 | 0.35 | 0.32 | 0.38 | 0.35 | 0.35 | 0.31 | 0.35 | 0.33 | 0.35 | 0.35 | 0.34 | 0.34 | 0.37 | 0.46 | 0.36 | 0.34 | 0.46 | 0.34 | 0.35 | 0.46 | 0.40 | 0.46 | 0.39 |
| MNST | 0.19 | 0.33 | 0.28 | 0.38 | 0.30 | 0.27 | 0.26 | 0.32 | 0.37 | 0.27 | 0.33 | 0.32 | 0.31 | 0.34 | 0.31 | 0.42 | 0.42 | 0.34 | 0.23 | 0.38 | 0.31 | 0.33 | 0.25 | 0.26 | 0.20 | 0.28 | 0.54 | 0.31 | 0.37 | 0.39 | 0.41 | 0.27 | 0.40 | 0.27 | 0.51 | 0.30 | 0.32 | 1.00 | 0.48 | 0.31 | 0.25 | 0.25 | 0.31 | 0.33 | 0.26 | 0.30 | 0.26 | 0.31 | 0.35 | 0.35 | 0.38 | 0.36 | 0.33 | 0.35 | 0.31 | 0.35 | 0.31 | 0.28 | 0.34 | 0.27 | 0.27 | 0.30 | 0.42 | 0.29 | 0.35 | 0.27 | 0.31 | 0.31 | 0.32 | 0.28 | 0.32 | 0.39 | 0.34 | 0.33 | 0.32 | 0.32 | 0.37 | 0.37 | 0.39 | 0.35 | 0.42 | 0.38 |
| MDLZ | 0.30 | 0.60 | 0.21 | 0.60 | 0.24 | 0.20 | 0.16 | 0.31 | 0.54 | 0.39 | 0.39 | 0.31 | 0.31 | 0.36 | 0.42 | 0.59 | 0.59 | 0.47 | 0.29 | 0.26 | 0.28 | 0.33 | 0.16 | 0.17 | 0.23 | 0.37 | 0.66 | 0.28 | 0.34 | 0.44 | 0.39 | 0.22 | 0.42 | 0.19 | 0.60 | 0.40 | 0.31 | 0.48 | 1.00 | 0.28 | 0.23 | 0.18 | 0.28 | 0.27 | 0.21 | 0.25 | 0.19 | 0.28 | 0.31 | 0.28 | 0.41 | 0.42 | 0.32 | 0.34 | 0.25 | 0.40 | 0.33 | 0.23 | 0.31 | 0.25 | 0.24 | 0.27 | 0.39 | 0.22 | 0.30 | 0.25 | 0.25 | 0.25 | 0.27 | 0.23 | 0.34 | 0.34 | 0.33 | 0.31 | 0.32 | 0.30 | 0.33 | 0.34 | 0.35 | 0.34 | 0.39 | 0.37 |
| HAS | 0.13 | 0.17 | 0.24 | 0.19 | 0.27 | 0.27 | 0.28 | 0.26 | 0.22 | 0.24 | 0.23 | 0.24 | 0.28 | 0.25 | 0.26 | 0.26 | 0.24 | 0.26 | 0.31 | 0.32 | 0.27 | 0.25 | 0.30 | 0.31 | 0.34 | 0.30 | 0.25 | 0.30 | 0.27 | 0.28 | 0.31 | 0.33 | 0.28 | 0.35 | 0.29 | 0.30 | 0.31 | 0.31 | 0.28 | 1.00 | 0.35 | 0.34 | 0.34 | 0.36 | 0.33 | 0.35 | 0.36 | 0.36 | 0.38 | 0.33 | 0.35 | 0.33 | 0.33 | 0.33 | 0.39 | 0.37 | 0.43 | 0.40 | 0.35 | 0.39 | 0.41 | 0.40 | 0.36 | 0.41 | 0.42 | 0.41 | 0.38 | 0.36 | 0.37 | 0.41 | 0.40 | 0.45 | 0.43 | 0.45 | 0.40 | 0.42 | 0.37 | 0.36 | 0.39 | 0.45 | 0.42 | 0.42 |
| BBWI | 0.17 | 0.12 | 0.21 | 0.15 | 0.17 | 0.26 | 0.30 | 0.16 | 0.11 | 0.20 | 0.22 | 0.30 | 0.25 | 0.23 | 0.25 | 0.16 | 0.16 | 0.22 | 0.30 | 0.23 | 0.34 | 0.29 | 0.31 | 0.35 | 0.34 | 0.27 | 0.18 | 0.35 | 0.31 | 0.23 | 0.27 | 0.30 | 0.29 | 0.38 | 0.21 | 0.32 | 0.30 | 0.25 | 0.23 | 0.35 | 1.00 | 0.37 | 0.37 | 0.39 | 0.38 | 0.38 | 0.38 | 0.44 | 0.33 | 0.33 | 0.30 | 0.32 | 0.36 | 0.35 | 0.44 | 0.33 | 0.37 | 0.51 | 0.37 | 0.40 | 0.42 | 0.42 | 0.35 | 0.52 | 0.36 | 0.44 | 0.39 | 0.41 | 0.41 | 0.51 | 0.37 | 0.43 | 0.39 | 0.46 | 0.41 | 0.43 | 0.49 | 0.50 | 0.43 | 0.47 | 0.44 | 0.43 |
| NCLH | 0.10 | 0.02 | 0.18 | 0.08 | 0.24 | 0.27 | 0.28 | 0.19 | 0.08 | 0.15 | 0.14 | 0.16 | 0.26 | 0.23 | 0.23 | 0.10 | 0.08 | 0.20 | 0.28 | 0.31 | 0.26 | 0.17 | 0.45 | 0.43 | 0.38 | 0.26 | 0.12 | 0.23 | 0.19 | 0.23 | 0.29 | 0.44 | 0.22 | 0.47 | 0.18 | 0.29 | 0.30 | 0.25 | 0.18 | 0.34 | 0.37 | 1.00 | 0.29 | 0.40 | 0.84 | 0.54 | 0.86 | 0.26 | 0.29 | 0.49 | 0.31 | 0.37 | 0.33 | 0.32 | 0.37 | 0.35 | 0.39 | 0.43 | 0.34 | 0.43 | 0.47 | 0.40 | 0.34 | 0.45 | 0.44 | 0.45 | 0.54 | 0.56 | 0.58 | 0.47 | 0.43 | 0.37 | 0.37 | 0.41 | 0.46 | 0.45 | 0.38 | 0.39 | 0.35 | 0.43 | 0.34 | 0.39 |
| AAP | 0.21 | 0.21 | 0.22 | 0.23 | 0.18 | 0.24 | 0.23 | 0.17 | 0.20 | 0.28 | 0.26 | 0.39 | 0.28 | 0.23 | 0.26 | 0.21 | 0.22 | 0.26 | 0.31 | 0.24 | 0.37 | 0.61 | 0.24 | 0.28 | 0.29 | 0.30 | 0.25 | 0.43 | 0.61 | 0.28 | 0.31 | 0.26 | 0.29 | 0.33 | 0.26 | 0.33 | 0.30 | 0.31 | 0.28 | 0.34 | 0.37 | 0.29 | 1.00 | 0.37 | 0.27 | 0.29 | 0.28 | 0.44 | 0.36 | 0.26 | 0.32 | 0.36 | 0.35 | 0.35 | 0.42 | 0.34 | 0.40 | 0.35 | 0.37 | 0.40 | 0.35 | 0.45 | 0.32 | 0.36 | 0.34 | 0.39 | 0.32 | 0.32 | 0.31 | 0.37 | 0.37 | 0.37 | 0.39 | 0.43 | 0.38 | 0.39 | 0.41 | 0.42 | 0.47 | 0.48 | 0.46 | 0.58 |
| DRI | 0.15 | 0.16 | 0.27 | 0.21 | 0.19 | 0.33 | 0.24 | 0.18 | 0.18 | 0.22 | 0.22 | 0.24 | 0.23 | 0.27 | 0.26 | 0.20 | 0.19 | 0.22 | 0.27 | 0.25 | 0.29 | 0.30 | 0.30 | 0.37 | 0.30 | 0.28 | 0.25 | 0.32 | 0.32 | 0.40 | 0.30 | 0.33 | 0.28 | 0.37 | 0.28 | 0.29 | 0.32 | 0.33 | 0.27 | 0.36 | 0.39 | 0.40 | 0.37 | 1.00 | 0.40 | 0.39 | 0.41 | 0.33 | 0.33 | 0.36 | 0.45 | 0.45 | 0.36 | 0.33 | 0.37 | 0.35 | 0.35 | 0.40 | 0.36 | 0.35 | 0.39 | 0.38 | 0.36 | 0.40 | 0.40 | 0.37 | 0.41 | 0.43 | 0.45 | 0.43 | 0.38 | 0.38 | 0.37 | 0.40 | 0.41 | 0.41 | 0.45 | 0.46 | 0.37 | 0.44 | 0.37 | 0.43 |
| RCL | 0.08 | 0.04 | 0.17 | 0.09 | 0.25 | 0.27 | 0.26 | 0.21 | 0.09 | 0.15 | 0.14 | 0.15 | 0.27 | 0.26 | 0.22 | 0.13 | 0.10 | 0.19 | 0.26 | 0.33 | 0.24 | 0.17 | 0.45 | 0.41 | 0.36 | 0.25 | 0.15 | 0.23 | 0.19 | 0.25 | 0.31 | 0.46 | 0.23 | 0.46 | 0.20 | 0.31 | 0.32 | 0.26 | 0.21 | 0.33 | 0.38 | 0.84 | 0.27 | 0.40 | 1.00 | 0.54 | 0.85 | 0.25 | 0.29 | 0.51 | 0.33 | 0.36 | 0.35 | 0.33 | 0.36 | 0.36 | 0.37 | 0.43 | 0.35 | 0.44 | 0.47 | 0.40 | 0.34 | 0.44 | 0.44 | 0.45 | 0.54 | 0.59 | 0.60 | 0.47 | 0.44 | 0.37 | 0.36 | 0.41 | 0.46 | 0.44 | 0.39 | 0.38 | 0.35 | 0.42 | 0.34 | 0.38 |
| EXPE | 0.08 | 0.08 | 0.19 | 0.14 | 0.26 | 0.31 | 0.31 | 0.25 | 0.11 | 0.17 | 0.16 | 0.14 | 0.27 | 0.27 | 0.22 | 0.15 | 0.14 | 0.24 | 0.27 | 0.39 | 0.24 | 0.22 | 0.43 | 0.40 | 0.35 | 0.24 | 0.19 | 0.23 | 0.24 | 0.27 | 0.32 | 0.44 | 0.23 | 0.43 | 0.27 | 0.29 | 0.29 | 0.30 | 0.25 | 0.35 | 0.38 | 0.54 | 0.29 | 0.39 | 0.54 | 1.00 | 0.55 | 0.27 | 0.32 | 0.66 | 0.36 | 0.36 | 0.33 | 0.32 | 0.34 | 0.37 | 0.39 | 0.41 | 0.33 | 0.41 | 0.43 | 0.40 | 0.40 | 0.40 | 0.48 | 0.42 | 0.53 | 0.55 | 0.57 | 0.44 | 0.42 | 0.39 | 0.36 | 0.42 | 0.46 | 0.43 | 0.39 | 0.39 | 0.36 | 0.43 | 0.35 | 0.36 |
| CCL | 0.10 | 0.04 | 0.19 | 0.07 | 0.24 | 0.27 | 0.26 | 0.19 | 0.10 | 0.16 | 0.15 | 0.15 | 0.26 | 0.21 | 0.25 | 0.12 | 0.10 | 0.22 | 0.29 | 0.32 | 0.25 | 0.18 | 0.45 | 0.42 | 0.37 | 0.27 | 0.14 | 0.23 | 0.19 | 0.25 | 0.32 | 0.46 | 0.22 | 0.47 | 0.20 | 0.30 | 0.30 | 0.26 | 0.19 | 0.36 | 0.38 | 0.86 | 0.28 | 0.41 | 0.85 | 0.55 | 1.00 | 0.26 | 0.29 | 0.51 | 0.32 | 0.37 | 0.34 | 0.33 | 0.36 | 0.36 | 0.40 | 0.44 | 0.34 | 0.45 | 0.48 | 0.39 | 0.35 | 0.45 | 0.44 | 0.46 | 0.55 | 0.57 | 0.58 | 0.48 | 0.45 | 0.38 | 0.39 | 0.43 | 0.48 | 0.46 | 0.39 | 0.38 | 0.35 | 0.43 | 0.34 | 0.39 |
| TGT | 0.32 | 0.23 | 0.25 | 0.22 | 0.24 | 0.27 | 0.30 | 0.23 | 0.23 | 0.27 | 0.44 | 0.54 | 0.26 | 0.26 | 0.25 | 0.25 | 0.26 | 0.23 | 0.31 | 0.27 | 0.49 | 0.35 | 0.23 | 0.29 | 0.30 | 0.30 | 0.27 | 0.45 | 0.37 | 0.27 | 0.28 | 0.25 | 0.45 | 0.28 | 0.28 | 0.32 | 0.31 | 0.31 | 0.28 | 0.36 | 0.44 | 0.26 | 0.44 | 0.33 | 0.25 | 0.27 | 0.26 | 1.00 | 0.41 | 0.25 | 0.31 | 0.32 | 0.33 | 0.33 | 0.51 | 0.33 | 0.37 | 0.42 | 0.34 | 0.35 | 0.36 | 0.40 | 0.35 | 0.42 | 0.33 | 0.37 | 0.31 | 0.30 | 0.30 | 0.42 | 0.35 | 0.43 | 0.41 | 0.45 | 0.37 | 0.37 | 0.46 | 0.48 | 0.48 | 0.43 | 0.51 | 0.45 |
| POOL | 0.19 | 0.17 | 0.36 | 0.22 | 0.33 | 0.33 | 0.38 | 0.30 | 0.25 | 0.24 | 0.28 | 0.34 | 0.32 | 0.29 | 0.20 | 0.28 | 0.29 | 0.23 | 0.28 | 0.38 | 0.32 | 0.31 | 0.24 | 0.34 | 0.27 | 0.23 | 0.29 | 0.41 | 0.33 | 0.30 | 0.30 | 0.25 | 0.41 | 0.35 | 0.27 | 0.27 | 0.45 | 0.35 | 0.31 | 0.38 | 0.33 | 0.29 | 0.36 | 0.33 | 0.29 | 0.32 | 0.29 | 0.41 | 1.00 | 0.30 | 0.38 | 0.30 | 0.48 | 0.50 | 0.40 | 0.35 | 0.37 | 0.33 | 0.48 | 0.34 | 0.33 | 0.43 | 0.40 | 0.34 | 0.36 | 0.34 | 0.33 | 0.33 | 0.33 | 0.34 | 0.32 | 0.42 | 0.46 | 0.38 | 0.34 | 0.44 | 0.38 | 0.39 | 0.52 | 0.44 | 0.54 | 0.44 |
| BKNG | 0.07 | 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 | 0.22 | 0.44 | 0.37 | 0.33 | 0.25 | 0.23 | 0.23 | 0.26 | 0.30 | 0.35 | 0.46 | 0.30 | 0.43 | 0.30 | 0.30 | 0.32 | 0.35 | 0.28 | 0.33 | 0.33 | 0.49 | 0.26 | 0.36 | 0.51 | 0.66 | 0.51 | 0.25 | 0.30 | 1.00 | 0.39 | 0.35 | 0.32 | 0.33 | 0.30 | 0.38 | 0.35 | 0.39 | 0.32 | 0.43 | 0.40 | 0.37 | 0.42 | 0.39 | 0.48 | 0.40 | 0.51 | 0.55 | 0.55 | 0.43 | 0.43 | 0.41 | 0.35 | 0.39 | 0.45 | 0.42 | 0.41 | 0.40 | 0.34 | 0.42 | 0.34 | 0.37 |
| YUM | 0.17 | 0.25 | 0.35 | 0.33 | 0.27 | 0.34 | 0.24 | 0.29 | 0.33 | 0.27 | 0.29 | 0.28 | 0.28 | 0.32 | 0.28 | 0.37 | 0.36 | 0.32 | 0.26 | 0.32 | 0.31 | 0.35 | 0.29 | 0.28 | 0.25 | 0.30 | 0.40 | 0.30 | 0.37 | 0.58 | 0.37 | 0.35 | 0.37 | 0.31 | 0.41 | 0.32 | 0.36 | 0.38 | 0.41 | 0.35 | 0.30 | 0.31 | 0.32 | 0.45 | 0.33 | 0.36 | 0.32 | 0.31 | 0.38 | 0.39 | 1.00 | 0.39 | 0.36 | 0.39 | 0.31 | 0.37 | 0.32 | 0.33 | 0.37 | 0.33 | 0.35 | 0.37 | 0.43 | 0.33 | 0.39 | 0.35 | 0.39 | 0.41 | 0.40 | 0.35 | 0.38 | 0.43 | 0.35 | 0.39 | 0.39 | 0.37 | 0.45 | 0.45 | 0.40 | 0.42 | 0.42 | 0.45 |
| SYY | 0.26 | 0.32 | 0.19 | 0.37 | 0.18 | 0.25 | 0.19 | 0.19 | 0.31 | 0.32 | 0.31 | 0.27 | 0.23 | 0.29 | 0.40 | 0.37 | 0.35 | 0.38 | 0.32 | 0.22 | 0.31 | 0.33 | 0.29 | 0.27 | 0.29 | 0.38 | 0.40 | 0.28 | 0.37 | 0.41 | 0.40 | 0.33 | 0.34 | 0.33 | 0.44 | 0.40 | 0.33 | 0.36 | 0.42 | 0.33 | 0.32 | 0.37 | 0.36 | 0.45 | 0.36 | 0.36 | 0.37 | 0.32 | 0.30 | 0.35 | 0.39 | 1.00 | 0.31 | 0.32 | 0.34 | 0.36 | 0.38 | 0.39 | 0.34 | 0.38 | 0.38 | 0.35 | 0.38 | 0.37 | 0.40 | 0.38 | 0.39 | 0.42 | 0.43 | 0.40 | 0.42 | 0.36 | 0.35 | 0.41 | 0.43 | 0.41 | 0.43 | 0.43 | 0.38 | 0.44 | 0.39 | 0.46 |
| LEN | 0.15 | 0.18 | 0.26 | 0.20 | 0.26 | 0.30 | 0.30 | 0.25 | 0.23 | 0.22 | 0.20 | 0.26 | 0.31 | 0.27 | 0.23 | 0.25 | 0.24 | 0.24 | 0.28 | 0.31 | 0.29 | 0.30 | 0.29 | 0.34 | 0.33 | 0.26 | 0.26 | 0.35 | 0.31 | 0.29 | 0.30 | 0.29 | 0.31 | 0.34 | 0.26 | 0.27 | 0.72 | 0.33 | 0.32 | 0.33 | 0.36 | 0.33 | 0.35 | 0.36 | 0.35 | 0.33 | 0.34 | 0.33 | 0.48 | 0.32 | 0.36 | 0.31 | 1.00 | 0.88 | 0.40 | 0.36 | 0.40 | 0.38 | 0.85 | 0.41 | 0.39 | 0.43 | 0.37 | 0.39 | 0.35 | 0.40 | 0.37 | 0.38 | 0.37 | 0.40 | 0.36 | 0.40 | 0.52 | 0.38 | 0.38 | 0.53 | 0.38 | 0.38 | 0.51 | 0.44 | 0.51 | 0.44 |
| DHI | 0.15 | 0.19 | 0.28 | 0.21 | 0.28 | 0.30 | 0.31 | 0.27 | 0.25 | 0.21 | 0.22 | 0.27 | 0.32 | 0.29 | 0.22 | 0.26 | 0.25 | 0.24 | 0.27 | 0.34 | 0.30 | 0.32 | 0.27 | 0.34 | 0.30 | 0.26 | 0.27 | 0.35 | 0.33 | 0.32 | 0.31 | 0.29 | 0.32 | 0.33 | 0.27 | 0.28 | 0.73 | 0.35 | 0.34 | 0.33 | 0.35 | 0.32 | 0.35 | 0.33 | 0.33 | 0.32 | 0.33 | 0.33 | 0.50 | 0.33 | 0.39 | 0.32 | 0.88 | 1.00 | 0.40 | 0.36 | 0.39 | 0.37 | 0.86 | 0.39 | 0.38 | 0.42 | 0.37 | 0.38 | 0.34 | 0.39 | 0.36 | 0.37 | 0.36 | 0.38 | 0.35 | 0.40 | 0.52 | 0.37 | 0.37 | 0.53 | 0.38 | 0.37 | 0.53 | 0.42 | 0.52 | 0.42 |
| BBY | 0.25 | 0.16 | 0.23 | 0.15 | 0.25 | 0.26 | 0.37 | 0.25 | 0.16 | 0.22 | 0.30 | 0.36 | 0.26 | 0.26 | 0.23 | 0.19 | 0.20 | 0.21 | 0.36 | 0.30 | 0.38 | 0.33 | 0.33 | 0.34 | 0.36 | 0.28 | 0.19 | 0.41 | 0.35 | 0.23 | 0.28 | 0.32 | 0.36 | 0.34 | 0.21 | 0.33 | 0.37 | 0.31 | 0.25 | 0.39 | 0.44 | 0.37 | 0.42 | 0.37 | 0.36 | 0.34 | 0.36 | 0.51 | 0.40 | 0.30 | 0.31 | 0.34 | 0.40 | 0.40 | 1.00 | 0.34 | 0.42 | 0.48 | 0.43 | 0.43 | 0.44 | 0.47 | 0.38 | 0.51 | 0.37 | 0.44 | 0.38 | 0.37 | 0.36 | 0.50 | 0.38 | 0.45 | 0.48 | 0.51 | 0.39 | 0.44 | 0.47 | 0.47 | 0.53 | 0.48 | 0.53 | 0.47 |
| CMCSA | 0.19 | 0.24 | 0.23 | 0.28 | 0.30 | 0.24 | 0.26 | 0.30 | 0.27 | 0.37 | 0.28 | 0.25 | 0.59 | 0.38 | 0.30 | 0.30 | 0.31 | 0.34 | 0.35 | 0.34 | 0.31 | 0.28 | 0.33 | 0.32 | 0.45 | 0.44 | 0.37 | 0.28 | 0.30 | 0.36 | 0.34 | 0.34 | 0.35 | 0.36 | 0.37 | 0.37 | 0.32 | 0.35 | 0.40 | 0.37 | 0.33 | 0.35 | 0.34 | 0.35 | 0.36 | 0.37 | 0.36 | 0.33 | 0.35 | 0.38 | 0.37 | 0.36 | 0.36 | 0.36 | 0.34 | 1.00 | 0.37 | 0.34 | 0.37 | 0.36 | 0.37 | 0.39 | 0.37 | 0.34 | 0.52 | 0.37 | 0.41 | 0.41 | 0.40 | 0.35 | 0.48 | 0.39 | 0.41 | 0.38 | 0.50 | 0.42 | 0.37 | 0.39 | 0.40 | 0.41 | 0.43 | 0.41 |
| NWL | 0.21 | 0.21 | 0.18 | 0.21 | 0.21 | 0.19 | 0.25 | 0.22 | 0.27 | 0.30 | 0.22 | 0.26 | 0.29 | 0.25 | 0.32 | 0.29 | 0.27 | 0.33 | 0.40 | 0.28 | 0.30 | 0.26 | 0.34 | 0.33 | 0.39 | 0.36 | 0.27 | 0.29 | 0.27 | 0.30 | 0.36 | 0.35 | 0.26 | 0.39 | 0.33 | 0.40 | 0.35 | 0.31 | 0.33 | 0.43 | 0.37 | 0.39 | 0.40 | 0.35 | 0.37 | 0.39 | 0.40 | 0.37 | 0.37 | 0.35 | 0.32 | 0.38 | 0.40 | 0.39 | 0.42 | 0.37 | 1.00 | 0.41 | 0.41 | 0.45 | 0.44 | 0.43 | 0.40 | 0.48 | 0.38 | 0.44 | 0.41 | 0.37 | 0.37 | 0.48 | 0.46 | 0.41 | 0.53 | 0.51 | 0.47 | 0.54 | 0.37 | 0.40 | 0.43 | 0.48 | 0.44 | 0.46 |
| RL | 0.16 | 0.10 | 0.20 | 0.13 | 0.18 | 0.25 | 0.27 | 0.18 | 0.13 | 0.22 | 0.21 | 0.28 | 0.23 | 0.22 | 0.25 | 0.17 | 0.19 | 0.23 | 0.32 | 0.27 | 0.33 | 0.28 | 0.42 | 0.34 | 0.37 | 0.30 | 0.18 | 0.33 | 0.28 | 0.26 | 0.27 | 0.44 | 0.27 | 0.36 | 0.25 | 0.38 | 0.33 | 0.28 | 0.23 | 0.40 | 0.51 | 0.43 | 0.35 | 0.40 | 0.43 | 0.41 | 0.44 | 0.42 | 0.33 | 0.39 | 0.33 | 0.39 | 0.38 | 0.37 | 0.48 | 0.34 | 0.41 | 1.00 | 0.41 | 0.50 | 0.48 | 0.43 | 0.41 | 0.66 | 0.40 | 0.50 | 0.46 | 0.45 | 0.46 | 0.72 | 0.45 | 0.52 | 0.44 | 0.62 | 0.47 | 0.47 | 0.49 | 0.49 | 0.41 | 0.49 | 0.43 | 0.47 |
| PHM | 0.16 | 0.17 | 0.26 | 0.20 | 0.25 | 0.31 | 0.30 | 0.25 | 0.23 | 0.23 | 0.21 | 0.26 | 0.30 | 0.28 | 0.23 | 0.24 | 0.24 | 0.23 | 0.29 | 0.30 | 0.31 | 0.30 | 0.29 | 0.34 | 0.32 | 0.28 | 0.26 | 0.35 | 0.32 | 0.30 | 0.31 | 0.31 | 0.31 | 0.34 | 0.27 | 0.30 | 0.72 | 0.34 | 0.31 | 0.35 | 0.37 | 0.34 | 0.37 | 0.36 | 0.35 | 0.33 | 0.34 | 0.34 | 0.48 | 0.32 | 0.37 | 0.34 | 0.85 | 0.86 | 0.43 | 0.37 | 0.41 | 0.41 | 1.00 | 0.42 | 0.41 | 0.45 | 0.37 | 0.42 | 0.36 | 0.43 | 0.37 | 0.39 | 0.39 | 0.41 | 0.38 | 0.38 | 0.53 | 0.40 | 0.40 | 0.55 | 0.39 | 0.39 | 0.53 | 0.44 | 0.52 | 0.47 |
| BWA | 0.17 | 0.12 | 0.19 | 0.13 | 0.21 | 0.23 | 0.26 | 0.23 | 0.13 | 0.22 | 0.19 | 0.22 | 0.25 | 0.26 | 0.27 | 0.16 | 0.18 | 0.28 | 0.37 | 0.28 | 0.29 | 0.28 | 0.44 | 0.38 | 0.39 | 0.34 | 0.18 | 0.30 | 0.28 | 0.25 | 0.32 | 0.45 | 0.25 | 0.42 | 0.25 | 0.43 | 0.35 | 0.27 | 0.25 | 0.39 | 0.40 | 0.43 | 0.40 | 0.35 | 0.44 | 0.41 | 0.45 | 0.35 | 0.34 | 0.43 | 0.33 | 0.38 | 0.41 | 0.39 | 0.43 | 0.36 | 0.45 | 0.50 | 0.42 | 1.00 | 0.62 | 0.48 | 0.38 | 0.48 | 0.41 | 0.62 | 0.49 | 0.48 | 0.48 | 0.54 | 0.46 | 0.39 | 0.49 | 0.49 | 0.49 | 0.54 | 0.40 | 0.40 | 0.43 | 0.56 | 0.39 | 0.53 |
| GM | 0.15 | 0.11 | 0.19 | 0.12 | 0.23 | 0.24 | 0.24 | 0.19 | 0.13 | 0.24 | 0.20 | 0.20 | 0.26 | 0.25 | 0.27 | 0.17 | 0.18 | 0.25 | 0.37 | 0.26 | 0.29 | 0.25 | 0.40 | 0.37 | 0.40 | 0.34 | 0.19 | 0.30 | 0.26 | 0.28 | 0.33 | 0.42 | 0.26 | 0.43 | 0.26 | 0.39 | 0.32 | 0.27 | 0.24 | 0.41 | 0.42 | 0.47 | 0.35 | 0.39 | 0.47 | 0.43 | 0.48 | 0.36 | 0.33 | 0.40 | 0.35 | 0.38 | 0.39 | 0.38 | 0.44 | 0.37 | 0.44 | 0.48 | 0.41 | 0.62 | 1.00 | 0.49 | 0.38 | 0.49 | 0.46 | 0.78 | 0.47 | 0.48 | 0.47 | 0.52 | 0.46 | 0.41 | 0.48 | 0.47 | 0.49 | 0.53 | 0.44 | 0.42 | 0.44 | 0.54 | 0.42 | 0.47 |
| KMX | 0.17 | 0.13 | 0.25 | 0.19 | 0.25 | 0.31 | 0.31 | 0.22 | 0.18 | 0.24 | 0.24 | 0.28 | 0.32 | 0.27 | 0.22 | 0.19 | 0.19 | 0.23 | 0.33 | 0.30 | 0.32 | 0.36 | 0.33 | 0.36 | 0.36 | 0.30 | 0.22 | 0.39 | 0.38 | 0.28 | 0.30 | 0.33 | 0.31 | 0.38 | 0.25 | 0.33 | 0.38 | 0.30 | 0.27 | 0.40 | 0.42 | 0.40 | 0.45 | 0.38 | 0.40 | 0.40 | 0.39 | 0.40 | 0.43 | 0.37 | 0.37 | 0.35 | 0.43 | 0.42 | 0.47 | 0.39 | 0.43 | 0.43 | 0.45 | 0.48 | 0.49 | 1.00 | 0.36 | 0.43 | 0.43 | 0.51 | 0.42 | 0.44 | 0.43 | 0.46 | 0.41 | 0.41 | 0.47 | 0.46 | 0.43 | 0.48 | 0.44 | 0.42 | 0.50 | 0.52 | 0.48 | 0.50 |
| EL | 0.14 | 0.23 | 0.26 | 0.31 | 0.30 | 0.26 | 0.31 | 0.30 | 0.35 | 0.24 | 0.27 | 0.29 | 0.29 | 0.30 | 0.31 | 0.42 | 0.42 | 0.34 | 0.27 | 0.38 | 0.31 | 0.29 | 0.37 | 0.32 | 0.30 | 0.28 | 0.38 | 0.30 | 0.30 | 0.37 | 0.39 | 0.40 | 0.37 | 0.35 | 0.41 | 0.34 | 0.35 | 0.42 | 0.39 | 0.36 | 0.35 | 0.34 | 0.32 | 0.36 | 0.34 | 0.40 | 0.35 | 0.35 | 0.40 | 0.42 | 0.43 | 0.38 | 0.37 | 0.37 | 0.38 | 0.37 | 0.40 | 0.41 | 0.37 | 0.38 | 0.38 | 0.36 | 1.00 | 0.44 | 0.42 | 0.36 | 0.42 | 0.40 | 0.42 | 0.44 | 0.38 | 0.50 | 0.41 | 0.47 | 0.42 | 0.41 | 0.42 | 0.43 | 0.42 | 0.41 | 0.43 | 0.43 |
| TPR | 0.13 | 0.07 | 0.21 | 0.14 | 0.21 | 0.22 | 0.29 | 0.21 | 0.11 | 0.21 | 0.20 | 0.25 | 0.24 | 0.24 | 0.25 | 0.16 | 0.17 | 0.25 | 0.33 | 0.26 | 0.32 | 0.25 | 0.42 | 0.39 | 0.41 | 0.31 | 0.16 | 0.33 | 0.26 | 0.26 | 0.29 | 0.44 | 0.25 | 0.40 | 0.24 | 0.37 | 0.35 | 0.29 | 0.22 | 0.41 | 0.52 | 0.45 | 0.36 | 0.40 | 0.44 | 0.40 | 0.45 | 0.42 | 0.34 | 0.39 | 0.33 | 0.37 | 0.39 | 0.38 | 0.51 | 0.34 | 0.48 | 0.66 | 0.42 | 0.48 | 0.49 | 0.43 | 0.44 | 1.00 | 0.41 | 0.50 | 0.48 | 0.45 | 0.46 | 0.67 | 0.45 | 0.51 | 0.46 | 0.60 | 0.48 | 0.51 | 0.50 | 0.51 | 0.43 | 0.51 | 0.43 | 0.47 |
| DIS | 0.14 | 0.14 | 0.23 | 0.19 | 0.32 | 0.32 | 0.28 | 0.29 | 0.20 | 0.29 | 0.26 | 0.22 | 0.37 | 0.30 | 0.27 | 0.23 | 0.24 | 0.29 | 0.32 | 0.38 | 0.30 | 0.27 | 0.39 | 0.39 | 0.47 | 0.38 | 0.27 | 0.29 | 0.29 | 0.33 | 0.33 | 0.41 | 0.32 | 0.43 | 0.32 | 0.34 | 0.31 | 0.35 | 0.30 | 0.42 | 0.36 | 0.44 | 0.34 | 0.40 | 0.44 | 0.48 | 0.44 | 0.33 | 0.36 | 0.48 | 0.39 | 0.40 | 0.35 | 0.34 | 0.37 | 0.52 | 0.38 | 0.40 | 0.36 | 0.41 | 0.46 | 0.43 | 0.42 | 0.41 | 1.00 | 0.46 | 0.48 | 0.48 | 0.50 | 0.43 | 0.47 | 0.46 | 0.39 | 0.43 | 0.49 | 0.42 | 0.44 | 0.43 | 0.39 | 0.47 | 0.41 | 0.41 |
| F | 0.17 | 0.13 | 0.19 | 0.13 | 0.22 | 0.23 | 0.24 | 0.19 | 0.15 | 0.25 | 0.22 | 0.21 | 0.26 | 0.24 | 0.30 | 0.17 | 0.18 | 0.28 | 0.41 | 0.26 | 0.29 | 0.28 | 0.40 | 0.37 | 0.42 | 0.37 | 0.20 | 0.31 | 0.27 | 0.30 | 0.31 | 0.41 | 0.28 | 0.41 | 0.27 | 0.40 | 0.35 | 0.27 | 0.25 | 0.41 | 0.44 | 0.45 | 0.39 | 0.37 | 0.45 | 0.42 | 0.46 | 0.37 | 0.34 | 0.40 | 0.35 | 0.38 | 0.40 | 0.39 | 0.44 | 0.37 | 0.44 | 0.50 | 0.43 | 0.62 | 0.78 | 0.51 | 0.36 | 0.50 | 0.46 | 1.00 | 0.47 | 0.45 | 0.47 | 0.51 | 0.46 | 0.41 | 0.49 | 0.48 | 0.48 | 0.52 | 0.45 | 0.43 | 0.44 | 0.55 | 0.42 | 0.51 |
| MGM | 0.10 | 0.07 | 0.22 | 0.11 | 0.29 | 0.29 | 0.32 | 0.26 | 0.11 | 0.18 | 0.16 | 0.17 | 0.29 | 0.30 | 0.23 | 0.16 | 0.15 | 0.24 | 0.33 | 0.37 | 0.28 | 0.23 | 0.69 | 0.57 | 0.42 | 0.27 | 0.18 | 0.28 | 0.24 | 0.30 | 0.34 | 0.69 | 0.23 | 0.60 | 0.24 | 0.37 | 0.33 | 0.31 | 0.25 | 0.38 | 0.39 | 0.54 | 0.32 | 0.41 | 0.54 | 0.53 | 0.55 | 0.31 | 0.33 | 0.51 | 0.39 | 0.39 | 0.37 | 0.36 | 0.38 | 0.41 | 0.41 | 0.46 | 0.37 | 0.49 | 0.47 | 0.42 | 0.42 | 0.48 | 0.48 | 0.47 | 1.00 | 0.57 | 0.59 | 0.51 | 0.43 | 0.42 | 0.42 | 0.46 | 0.47 | 0.49 | 0.43 | 0.43 | 0.39 | 0.48 | 0.39 | 0.42 |
| HLT | 0.09 | 0.08 | 0.25 | 0.13 | 0.26 | 0.33 | 0.29 | 0.26 | 0.14 | 0.17 | 0.18 | 0.18 | 0.29 | 0.30 | 0.23 | 0.20 | 0.19 | 0.24 | 0.28 | 0.35 | 0.27 | 0.28 | 0.45 | 0.42 | 0.36 | 0.26 | 0.21 | 0.29 | 0.29 | 0.33 | 0.33 | 0.48 | 0.29 | 0.47 | 0.27 | 0.35 | 0.35 | 0.31 | 0.25 | 0.36 | 0.41 | 0.56 | 0.32 | 0.43 | 0.59 | 0.55 | 0.57 | 0.30 | 0.33 | 0.55 | 0.41 | 0.42 | 0.38 | 0.37 | 0.37 | 0.41 | 0.37 | 0.45 | 0.39 | 0.48 | 0.48 | 0.44 | 0.40 | 0.45 | 0.48 | 0.45 | 0.57 | 1.00 | 0.83 | 0.48 | 0.47 | 0.42 | 0.41 | 0.43 | 0.46 | 0.47 | 0.46 | 0.45 | 0.40 | 0.51 | 0.39 | 0.47 |
| MAR | 0.11 | 0.11 | 0.22 | 0.16 | 0.26 | 0.32 | 0.26 | 0.25 | 0.15 | 0.18 | 0.19 | 0.18 | 0.27 | 0.29 | 0.24 | 0.20 | 0.20 | 0.25 | 0.29 | 0.35 | 0.26 | 0.28 | 0.47 | 0.42 | 0.36 | 0.28 | 0.22 | 0.28 | 0.28 | 0.33 | 0.33 | 0.50 | 0.30 | 0.46 | 0.28 | 0.38 | 0.35 | 0.32 | 0.27 | 0.37 | 0.41 | 0.58 | 0.31 | 0.45 | 0.60 | 0.57 | 0.58 | 0.30 | 0.33 | 0.55 | 0.40 | 0.43 | 0.37 | 0.36 | 0.36 | 0.40 | 0.37 | 0.46 | 0.39 | 0.48 | 0.47 | 0.43 | 0.42 | 0.46 | 0.50 | 0.47 | 0.59 | 0.83 | 1.00 | 0.47 | 0.49 | 0.42 | 0.41 | 0.45 | 0.49 | 0.47 | 0.45 | 0.46 | 0.40 | 0.51 | 0.40 | 0.48 |
| PVH | 0.14 | 0.08 | 0.21 | 0.11 | 0.19 | 0.23 | 0.27 | 0.19 | 0.12 | 0.20 | 0.22 | 0.27 | 0.25 | 0.21 | 0.26 | 0.16 | 0.16 | 0.27 | 0.34 | 0.27 | 0.36 | 0.27 | 0.45 | 0.38 | 0.41 | 0.32 | 0.16 | 0.32 | 0.27 | 0.26 | 0.31 | 0.46 | 0.26 | 0.43 | 0.24 | 0.38 | 0.34 | 0.28 | 0.23 | 0.41 | 0.51 | 0.47 | 0.37 | 0.43 | 0.47 | 0.44 | 0.48 | 0.42 | 0.34 | 0.43 | 0.35 | 0.40 | 0.40 | 0.38 | 0.50 | 0.35 | 0.48 | 0.72 | 0.41 | 0.54 | 0.52 | 0.46 | 0.44 | 0.67 | 0.43 | 0.51 | 0.51 | 0.48 | 0.47 | 1.00 | 0.46 | 0.53 | 0.46 | 0.65 | 0.50 | 0.53 | 0.52 | 0.53 | 0.43 | 0.55 | 0.42 | 0.49 |
| OMC | 0.21 | 0.26 | 0.20 | 0.26 | 0.24 | 0.20 | 0.21 | 0.27 | 0.28 | 0.35 | 0.28 | 0.24 | 0.30 | 0.26 | 0.36 | 0.31 | 0.30 | 0.37 | 0.39 | 0.26 | 0.31 | 0.31 | 0.37 | 0.31 | 0.46 | 0.43 | 0.32 | 0.32 | 0.32 | 0.34 | 0.33 | 0.41 | 0.30 | 0.37 | 0.38 | 0.41 | 0.34 | 0.32 | 0.34 | 0.40 | 0.37 | 0.43 | 0.37 | 0.38 | 0.44 | 0.42 | 0.45 | 0.35 | 0.32 | 0.43 | 0.38 | 0.42 | 0.36 | 0.35 | 0.38 | 0.48 | 0.46 | 0.45 | 0.38 | 0.46 | 0.46 | 0.41 | 0.38 | 0.45 | 0.47 | 0.46 | 0.43 | 0.47 | 0.49 | 0.46 | 1.00 | 0.41 | 0.48 | 0.45 | 0.79 | 0.47 | 0.44 | 0.42 | 0.40 | 0.49 | 0.41 | 0.52 |
| NKE | 0.17 | 0.18 | 0.28 | 0.20 | 0.34 | 0.34 | 0.34 | 0.32 | 0.24 | 0.24 | 0.27 | 0.31 | 0.33 | 0.30 | 0.26 | 0.28 | 0.29 | 0.27 | 0.31 | 0.41 | 0.33 | 0.33 | 0.35 | 0.35 | 0.33 | 0.30 | 0.30 | 0.39 | 0.35 | 0.36 | 0.36 | 0.39 | 0.40 | 0.37 | 0.33 | 0.34 | 0.37 | 0.39 | 0.34 | 0.45 | 0.43 | 0.37 | 0.37 | 0.38 | 0.37 | 0.39 | 0.38 | 0.43 | 0.42 | 0.41 | 0.43 | 0.36 | 0.40 | 0.40 | 0.45 | 0.39 | 0.41 | 0.52 | 0.38 | 0.39 | 0.41 | 0.41 | 0.50 | 0.51 | 0.46 | 0.41 | 0.42 | 0.42 | 0.42 | 0.53 | 0.41 | 1.00 | 0.43 | 0.59 | 0.42 | 0.42 | 0.48 | 0.48 | 0.47 | 0.47 | 0.50 | 0.45 |
| WHR | 0.21 | 0.23 | 0.23 | 0.21 | 0.28 | 0.27 | 0.30 | 0.27 | 0.29 | 0.28 | 0.26 | 0.30 | 0.34 | 0.27 | 0.30 | 0.29 | 0.28 | 0.31 | 0.39 | 0.28 | 0.31 | 0.30 | 0.32 | 0.36 | 0.39 | 0.35 | 0.28 | 0.38 | 0.31 | 0.31 | 0.34 | 0.34 | 0.32 | 0.39 | 0.31 | 0.38 | 0.46 | 0.34 | 0.33 | 0.43 | 0.39 | 0.37 | 0.39 | 0.37 | 0.36 | 0.36 | 0.39 | 0.41 | 0.46 | 0.35 | 0.35 | 0.35 | 0.52 | 0.52 | 0.48 | 0.41 | 0.53 | 0.44 | 0.53 | 0.49 | 0.48 | 0.47 | 0.41 | 0.46 | 0.39 | 0.49 | 0.42 | 0.41 | 0.41 | 0.46 | 0.48 | 0.43 | 1.00 | 0.50 | 0.48 | 0.60 | 0.40 | 0.39 | 0.52 | 0.50 | 0.52 | 0.49 |
| VFC | 0.17 | 0.16 | 0.21 | 0.19 | 0.21 | 0.24 | 0.30 | 0.21 | 0.20 | 0.28 | 0.26 | 0.32 | 0.28 | 0.25 | 0.27 | 0.22 | 0.24 | 0.29 | 0.37 | 0.31 | 0.34 | 0.30 | 0.39 | 0.35 | 0.40 | 0.36 | 0.25 | 0.34 | 0.31 | 0.31 | 0.36 | 0.42 | 0.30 | 0.40 | 0.32 | 0.39 | 0.36 | 0.33 | 0.31 | 0.45 | 0.46 | 0.41 | 0.43 | 0.40 | 0.41 | 0.42 | 0.43 | 0.45 | 0.38 | 0.39 | 0.39 | 0.41 | 0.38 | 0.37 | 0.51 | 0.38 | 0.51 | 0.62 | 0.40 | 0.49 | 0.47 | 0.46 | 0.47 | 0.60 | 0.43 | 0.48 | 0.46 | 0.43 | 0.45 | 0.65 | 0.45 | 0.59 | 0.50 | 1.00 | 0.47 | 0.52 | 0.49 | 0.50 | 0.45 | 0.51 | 0.46 | 0.50 |
| IPG | 0.18 | 0.21 | 0.22 | 0.22 | 0.25 | 0.22 | 0.25 | 0.27 | 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 | 0.32 | 0.41 | 0.35 | 0.47 | 0.41 | 0.29 | 0.31 | 0.32 | 0.32 | 0.35 | 0.44 | 0.30 | 0.40 | 0.35 | 0.41 | 0.34 | 0.32 | 0.32 | 0.40 | 0.41 | 0.46 | 0.38 | 0.41 | 0.46 | 0.46 | 0.48 | 0.37 | 0.34 | 0.45 | 0.39 | 0.43 | 0.38 | 0.37 | 0.39 | 0.50 | 0.47 | 0.47 | 0.40 | 0.49 | 0.49 | 0.43 | 0.42 | 0.48 | 0.49 | 0.48 | 0.47 | 0.46 | 0.49 | 0.50 | 0.79 | 0.42 | 0.48 | 0.47 | 1.00 | 0.50 | 0.44 | 0.44 | 0.41 | 0.51 | 0.41 | 0.52 |
| MHK | 0.14 | 0.13 | 0.26 | 0.17 | 0.25 | 0.23 | 0.29 | 0.25 | 0.19 | 0.25 | 0.21 | 0.24 | 0.33 | 0.28 | 0.30 | 0.24 | 0.20 | 0.31 | 0.37 | 0.30 | 0.31 | 0.27 | 0.39 | 0.40 | 0.41 | 0.34 | 0.24 | 0.32 | 0.28 | 0.29 | 0.34 | 0.40 | 0.27 | 0.44 | 0.30 | 0.39 | 0.46 | 0.32 | 0.30 | 0.42 | 0.43 | 0.45 | 0.39 | 0.41 | 0.44 | 0.43 | 0.46 | 0.37 | 0.44 | 0.42 | 0.37 | 0.41 | 0.53 | 0.53 | 0.44 | 0.42 | 0.54 | 0.47 | 0.55 | 0.54 | 0.53 | 0.48 | 0.41 | 0.51 | 0.42 | 0.52 | 0.49 | 0.47 | 0.47 | 0.53 | 0.47 | 0.42 | 0.60 | 0.52 | 0.50 | 1.00 | 0.43 | 0.43 | 0.51 | 0.53 | 0.51 | 0.50 |
| TJX | 0.22 | 0.20 | 0.27 | 0.24 | 0.25 | 0.31 | 0.26 | 0.24 | 0.24 | 0.27 | 0.34 | 0.37 | 0.28 | 0.32 | 0.31 | 0.28 | 0.27 | 0.31 | 0.30 | 0.31 | 0.41 | 0.40 | 0.32 | 0.33 | 0.32 | 0.30 | 0.31 | 0.42 | 0.43 | 0.38 | 0.38 | 0.35 | 0.43 | 0.37 | 0.34 | 0.36 | 0.34 | 0.37 | 0.33 | 0.37 | 0.49 | 0.38 | 0.41 | 0.45 | 0.39 | 0.39 | 0.39 | 0.46 | 0.38 | 0.41 | 0.45 | 0.43 | 0.38 | 0.38 | 0.47 | 0.37 | 0.37 | 0.49 | 0.39 | 0.40 | 0.44 | 0.44 | 0.42 | 0.50 | 0.44 | 0.45 | 0.43 | 0.46 | 0.45 | 0.52 | 0.44 | 0.48 | 0.40 | 0.49 | 0.44 | 0.43 | 1.00 | 0.77 | 0.51 | 0.52 | 0.52 | 0.54 |
| ROST | 0.22 | 0.19 | 0.26 | 0.24 | 0.25 | 0.31 | 0.28 | 0.25 | 0.24 | 0.27 | 0.34 | 0.41 | 0.28 | 0.31 | 0.28 | 0.28 | 0.28 | 0.28 | 0.29 | 0.32 | 0.44 | 0.40 | 0.32 | 0.33 | 0.33 | 0.31 | 0.31 | 0.42 | 0.44 | 0.37 | 0.38 | 0.36 | 0.42 | 0.37 | 0.34 | 0.32 | 0.35 | 0.37 | 0.34 | 0.36 | 0.50 | 0.39 | 0.42 | 0.46 | 0.38 | 0.39 | 0.38 | 0.48 | 0.39 | 0.40 | 0.45 | 0.43 | 0.38 | 0.37 | 0.47 | 0.39 | 0.40 | 0.49 | 0.39 | 0.40 | 0.42 | 0.42 | 0.43 | 0.51 | 0.43 | 0.43 | 0.43 | 0.45 | 0.46 | 0.53 | 0.42 | 0.48 | 0.39 | 0.50 | 0.44 | 0.43 | 0.77 | 1.00 | 0.50 | 0.51 | 0.52 | 0.52 |
| LOW | 0.24 | 0.23 | 0.30 | 0.25 | 0.30 | 0.32 | 0.34 | 0.30 | 0.27 | 0.28 | 0.34 | 0.42 | 0.35 | 0.32 | 0.29 | 0.30 | 0.30 | 0.28 | 0.35 | 0.36 | 0.40 | 0.45 | 0.29 | 0.38 | 0.30 | 0.31 | 0.33 | 0.52 | 0.44 | 0.36 | 0.34 | 0.30 | 0.42 | 0.38 | 0.31 | 0.36 | 0.46 | 0.39 | 0.35 | 0.39 | 0.43 | 0.35 | 0.47 | 0.37 | 0.35 | 0.36 | 0.35 | 0.48 | 0.52 | 0.34 | 0.40 | 0.38 | 0.51 | 0.53 | 0.53 | 0.40 | 0.43 | 0.41 | 0.53 | 0.43 | 0.44 | 0.50 | 0.42 | 0.43 | 0.39 | 0.44 | 0.39 | 0.40 | 0.40 | 0.43 | 0.40 | 0.47 | 0.52 | 0.45 | 0.41 | 0.51 | 0.51 | 0.50 | 1.00 | 0.50 | 0.80 | 0.54 |
| LKQ | 0.19 | 0.18 | 0.24 | 0.23 | 0.24 | 0.27 | 0.27 | 0.24 | 0.21 | 0.26 | 0.26 | 0.31 | 0.29 | 0.29 | 0.29 | 0.26 | 0.25 | 0.31 | 0.36 | 0.31 | 0.38 | 0.43 | 0.39 | 0.38 | 0.39 | 0.35 | 0.27 | 0.38 | 0.43 | 0.34 | 0.38 | 0.43 | 0.33 | 0.42 | 0.33 | 0.43 | 0.40 | 0.35 | 0.34 | 0.45 | 0.47 | 0.43 | 0.48 | 0.44 | 0.42 | 0.43 | 0.43 | 0.43 | 0.44 | 0.42 | 0.42 | 0.44 | 0.44 | 0.42 | 0.48 | 0.41 | 0.48 | 0.49 | 0.44 | 0.56 | 0.54 | 0.52 | 0.41 | 0.51 | 0.47 | 0.55 | 0.48 | 0.51 | 0.51 | 0.55 | 0.49 | 0.47 | 0.50 | 0.51 | 0.51 | 0.53 | 0.52 | 0.51 | 0.50 | 1.00 | 0.51 | 0.65 |
| HD | 0.26 | 0.25 | 0.33 | 0.27 | 0.31 | 0.33 | 0.32 | 0.31 | 0.31 | 0.31 | 0.39 | 0.44 | 0.36 | 0.34 | 0.29 | 0.35 | 0.35 | 0.29 | 0.34 | 0.39 | 0.42 | 0.46 | 0.29 | 0.35 | 0.30 | 0.33 | 0.38 | 0.52 | 0.47 | 0.40 | 0.37 | 0.31 | 0.50 | 0.36 | 0.35 | 0.35 | 0.46 | 0.42 | 0.39 | 0.42 | 0.44 | 0.34 | 0.46 | 0.37 | 0.34 | 0.35 | 0.34 | 0.51 | 0.54 | 0.34 | 0.42 | 0.39 | 0.51 | 0.52 | 0.53 | 0.43 | 0.44 | 0.43 | 0.52 | 0.39 | 0.42 | 0.48 | 0.43 | 0.43 | 0.41 | 0.42 | 0.39 | 0.39 | 0.40 | 0.42 | 0.41 | 0.50 | 0.52 | 0.46 | 0.41 | 0.51 | 0.52 | 0.52 | 0.80 | 0.51 | 1.00 | 0.54 |
| GPC | 0.24 | 0.26 | 0.24 | 0.30 | 0.21 | 0.26 | 0.24 | 0.23 | 0.30 | 0.34 | 0.31 | 0.36 | 0.27 | 0.31 | 0.38 | 0.34 | 0.35 | 0.35 | 0.38 | 0.25 | 0.37 | 0.56 | 0.33 | 0.32 | 0.36 | 0.37 | 0.35 | 0.45 | 0.56 | 0.39 | 0.38 | 0.37 | 0.38 | 0.36 | 0.40 | 0.47 | 0.39 | 0.38 | 0.37 | 0.42 | 0.43 | 0.39 | 0.58 | 0.43 | 0.38 | 0.36 | 0.39 | 0.45 | 0.44 | 0.37 | 0.45 | 0.46 | 0.44 | 0.42 | 0.47 | 0.41 | 0.46 | 0.47 | 0.47 | 0.53 | 0.47 | 0.50 | 0.43 | 0.47 | 0.41 | 0.51 | 0.42 | 0.47 | 0.48 | 0.49 | 0.52 | 0.45 | 0.49 | 0.50 | 0.52 | 0.50 | 0.54 | 0.52 | 0.54 | 0.65 | 0.54 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 17 апр. 2015 г.