Etoro 07/08/2023
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Etoro 07/08/2023
Последнее обновление 30 окт. 2024 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AAPL Apple Inc | Technology | 3.33% |
AFL Aflac Incorporated | Financial Services | 3.33% |
AMP Ameriprise Financial, Inc. | Financial Services | 3.33% |
COP ConocoPhillips Company | Energy | 3.33% |
CSCO Cisco Systems, Inc. | Technology | 3.33% |
EPD Enterprise Products Partners L.P. | Energy | 3.33% |
EPRT Essential Properties Realty Trust, Inc. | Real Estate | 3.33% |
ETR Entergy Corporation | Utilities | 3.33% |
IIPR Innovative Industrial Properties, Inc. | Real Estate | 3.33% |
JNJ Johnson & Johnson | Healthcare | 3.33% |
JPM JPMorgan Chase & Co. | Financial Services | 3.33% |
KO The Coca-Cola Company | Consumer Defensive | 3.33% |
LMT Lockheed Martin Corporation | Industrials | 3.33% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 3.33% |
MAIN Main Street Capital Corporation | Financial Services | 3.33% |
MDC M.D.C. Holdings, Inc. | Consumer Cyclical | 3.33% |
MRK Merck & Co., Inc. | Healthcare | 3.33% |
MSFT Microsoft Corporation | Technology | 3.33% |
O Realty Income Corporation | Real Estate | 3.33% |
PEP PepsiCo, Inc. | Consumer Defensive | 3.33% |
PFE | 3.33% | |
PG | 3.33% | |
SCHD | 3.33% | |
SPGI | 3.33% | |
STAG | 3.33% | |
TROW | 3.33% | |
TXN | 3.33% | |
V | 3.33% | |
WMT | 3.33% | |
WPC | 3.33% |
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в Etoro 07/08/2023 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
Etoro 07/08/2023
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 21 июн. 2018 г., начальной даты EPRT
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% |
| Etoro 07/08/2023 | 17.53% | -0.75% | 13.64% | 33.74% | 14.36% | N/A |
| Активы портфеля: | ||||||
EPRT Essential Properties Realty Trust, Inc. | 30.23% | -4.61% | 24.99% | 57.70% | 9.61% | N/A |
AMP Ameriprise Financial, Inc. | 37.39% | 10.18% | 26.29% | 65.91% | 30.44% | 17.76% |
IIPR Innovative Industrial Properties, Inc. | 39.36% | -0.13% | 33.49% | 103.83% | 18.50% | N/A |
ETR Entergy Corporation | 36.84% | 2.29% | 28.32% | 47.83% | 5.99% | 9.22% |
MRK Merck & Co., Inc. | -3.03% | -8.76% | -18.71% | 3.70% | 7.89% | 9.81% |
PFE | 3.29% | -2.17% | 14.35% | -1.35% | -0.73% | N/A |
TROW | 7.88% | 2.62% | 4.91% | 30.60% | 3.34% | N/A |
WPC | -8.44% | -8.35% | 6.52% | 16.43% | -3.34% | N/A |
O Realty Income Corporation | 9.73% | -3.30% | 15.45% | 38.34% | -0.76% | 7.84% |
TXN | 26.69% | 1.06% | 21.45% | 53.70% | 15.44% | N/A |
SPGI | 11.16% | -5.07% | 17.52% | 42.22% | 14.57% | N/A |
LOW Lowe's Companies, Inc. | 20.41% | -1.14% | 16.39% | 42.75% | 20.92% | 18.63% |
SCHD | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | N/A |
MDC M.D.C. Holdings, Inc. | 15.00% | 0.00% | 0.00% | 72.94% | 16.26% | N/A |
EPD Enterprise Products Partners L.P. | 16.65% | -0.27% | 5.51% | 16.25% | 10.30% | 4.47% |
JPM JPMorgan Chase & Co. | 34.17% | 6.54% | 17.61% | 66.08% | 15.62% | 17.17% |
STAG | -2.73% | -5.23% | 9.57% | 17.74% | 8.08% | N/A |
JNJ Johnson & Johnson | 4.53% | -0.81% | 12.46% | 12.33% | 6.85% | 6.95% |
CSCO Cisco Systems, Inc. | 13.80% | 5.82% | 20.45% | 11.48% | 6.51% | 12.05% |
PG | 16.92% | -3.11% | 3.65% | 14.79% | 8.75% | N/A |
MAIN Main Street Capital Corporation | 27.23% | 2.70% | 7.86% | 47.38% | 11.94% | 13.45% |
KO The Coca-Cola Company | 13.79% | -8.68% | 7.69% | 20.37% | 7.08% | 7.97% |
WMT | 56.98% | 2.41% | 38.53% | 52.38% | 17.75% | N/A |
LMT Lockheed Martin Corporation | 23.03% | -6.11% | 19.06% | 25.96% | 10.69% | 14.19% |
PEP PepsiCo, Inc. | 0.92% | -1.47% | -3.30% | 6.43% | 7.10% | 8.83% |
COP ConocoPhillips Company | -10.01% | -2.29% | -17.44% | -11.13% | 17.28% | 6.87% |
AFL Aflac Incorporated | 35.59% | -0.53% | 32.89% | 45.28% | 18.59% | 16.74% |
V | 8.89% | 2.44% | 5.35% | 21.89% | 10.33% | N/A |
MSFT Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Etoro 07/08/2023, 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 | 0.50% | 1.47% | 4.26% | -2.73% | 3.25% | 0.80% | 4.66% | 3.77% | 1.64% | 17.53% | |||
| 2023 | 3.32% | -2.42% | 1.01% | 1.40% | -2.47% | 5.41% | 3.00% | -1.51% | -5.21% | -2.16% | 7.07% | 5.30% | 12.61% |
| 2022 | -2.89% | -3.00% | 3.46% | -4.78% | 0.12% | -6.57% | 6.42% | -3.23% | -8.32% | 11.37% | 6.65% | -3.43% | -6.00% |
| 2021 | -1.57% | 3.58% | 6.51% | 4.39% | 1.17% | 1.20% | 3.60% | 2.97% | -4.57% | 6.86% | -1.65% | 6.66% | 32.46% |
| 2020 | 2.43% | -9.83% | -16.66% | 14.13% | 5.35% | 1.64% | 6.18% | 4.27% | -2.27% | -3.82% | 12.60% | 3.07% | 13.60% |
| 2019 | 8.21% | 4.80% | 3.19% | 3.98% | -2.81% | 6.81% | 1.52% | 0.23% | 2.64% | 1.01% | 1.92% | 2.29% | 38.90% |
| 2018 | -0.18% | 3.62% | 4.65% | 0.63% | -4.23% | 3.46% | -6.45% | 0.97% |
Комиссия
Комиссия Etoro 07/08/2023 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 Etoro 07/08/2023 среди портфелей на нашем сайте составляет 83, что соответствует топ 17% 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 | |
|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 2.97 | 3.79 | 1.47 | 2.15 | 17.33 |
AMP Ameriprise Financial, Inc. | 3.72 | 4.57 | 1.62 | 5.75 | 23.21 |
IIPR Innovative Industrial Properties, Inc. | 3.60 | 4.52 | 1.57 | 1.45 | 20.25 |
ETR Entergy Corporation | 3.02 | 4.24 | 1.57 | 2.65 | 16.26 |
MRK Merck & Co., Inc. | 0.18 | 0.37 | 1.06 | 0.17 | 0.45 |
PFE | 0.00 | 0.18 | 1.02 | 0.00 | 0.01 |
TROW | 1.41 | 2.00 | 1.25 | 0.59 | 5.22 |
WPC | 0.70 | 1.13 | 1.14 | 0.43 | 1.38 |
O Realty Income Corporation | 1.57 | 2.20 | 1.29 | 0.88 | 4.64 |
TXN | 1.97 | 2.65 | 1.32 | 2.05 | 12.65 |
SPGI | 2.49 | 3.30 | 1.47 | 1.62 | 9.50 |
LOW Lowe's Companies, Inc. | 2.07 | 2.89 | 1.36 | 1.81 | 5.92 |
SCHD | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
MDC M.D.C. Holdings, Inc. | 2.95 | 9.05 | 3.04 | 2.28 | 71.00 |
EPD Enterprise Products Partners L.P. | 1.33 | 1.96 | 1.24 | 2.85 | 7.56 |
JPM JPMorgan Chase & Co. | 3.49 | 3.93 | 1.63 | 4.54 | 20.78 |
STAG | 0.97 | 1.53 | 1.17 | 0.75 | 3.38 |
JNJ Johnson & Johnson | 0.89 | 1.38 | 1.17 | 0.76 | 2.68 |
CSCO Cisco Systems, Inc. | 0.57 | 0.86 | 1.13 | 0.48 | 1.53 |
PG | 1.10 | 1.57 | 1.21 | 1.94 | 6.78 |
MAIN Main Street Capital Corporation | 3.40 | 4.33 | 1.67 | 4.99 | 19.55 |
KO The Coca-Cola Company | 1.83 | 2.62 | 1.33 | 1.97 | 10.95 |
WMT | 2.88 | 3.78 | 1.59 | 5.01 | 15.06 |
LMT Lockheed Martin Corporation | 1.67 | 2.36 | 1.34 | 1.79 | 7.93 |
PEP PepsiCo, Inc. | 0.52 | 0.86 | 1.10 | 0.51 | 1.85 |
COP ConocoPhillips Company | -0.51 | -0.59 | 0.93 | -0.49 | -0.90 |
AFL Aflac Incorporated | 2.38 | 2.84 | 1.48 | 4.23 | 15.50 |
V | 1.51 | 1.96 | 1.28 | 1.92 | 4.88 |
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
Etoro 07/08/2023
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Etoro 07/08/2023 за предыдущие двенадцать месяцев составила 3.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Etoro 07/08/2023 | 3.02% | 3.43% | 3.39% | 2.72% | 3.11% | 2.85% | 3.28% | 2.80% | 3.05% | 3.43% | 2.86% | 2.85% |
| Активы портфеля: | ||||||||||||
EPRT Essential Properties Realty Trust, Inc. | 3.56% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMP Ameriprise Financial, Inc. | 1.10% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% |
IIPR Innovative Industrial Properties, Inc. | 5.56% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
ETR Entergy Corporation | 3.37% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% | 3.80% | 5.25% |
MRK Merck & Co., Inc. | 2.97% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
PFE | 5.87% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
TROW | 4.40% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
WPC | 6.12% | 6.17% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.48% | 5.26% | 5.70% |
O Realty Income Corporation | 5.15% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
TXN | 1.85% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
SPGI | 0.75% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
LOW Lowe's Companies, Inc. | 1.71% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
SCHD | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
MDC M.D.C. Holdings, Inc. | 1.75% | 3.80% | 6.33% | 2.99% | 2.86% | 3.09% | 4.27% | 2.91% | 3.71% | 3.92% | 3.78% | 0.00% |
EPD Enterprise Products Partners L.P. | 5.34% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
JPM JPMorgan Chase & Co. | 2.06% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
STAG | 3.66% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
JNJ Johnson & Johnson | 3.04% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
CSCO Cisco Systems, Inc. | 2.86% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
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% |
MAIN Main Street Capital Corporation | 7.99% | 8.61% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
KO The Coca-Cola Company | 2.92% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
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% |
LMT Lockheed Martin Corporation | 2.30% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
PEP PepsiCo, Inc. | 3.13% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
COP ConocoPhillips Company | 2.85% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
AFL Aflac Incorporated | 1.75% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
V | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Etoro 07/08/2023
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Etoro 07/08/2023 показал максимальную просадку в 38.13%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 114 торговых сессий.
Текущая просадка Etoro 07/08/2023 составляет 2.76%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -38.13% | 18 февр. 2020 г. | 25 | 23 мар. 2020 г. | 114 | 2 сент. 2020 г. | 139 |
| -18.21% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 194 | 12 июл. 2023 г. | 380 |
| -13.81% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 27 | 4 февр. 2019 г. | 91 |
| -11.22% | 26 июл. 2023 г. | 67 | 27 окт. 2023 г. | 33 | 14 дек. 2023 г. | 100 |
| -8.61% | 13 окт. 2020 г. | 14 | 30 окт. 2020 г. | 7 | 10 нояб. 2020 г. | 21 |
Волатильность
График волатильности
Текущая волатильность Etoro 07/08/2023 составляет 2.35%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Etoro 07/08/2023
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| COP | MRK | WMT | EPD | PFE | LMT | IIPR | MDC | JNJ | ETR | PG | AAPL | MAIN | EPRT | MSFT | O | PEP | WPC | TXN | LOW | JPM | KO | SPGI | V | CSCO | AFL | STAG | AMP | TROW | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| COP | 1.00 | 0.19 | 0.13 | 0.56 | 0.21 | 0.34 | 0.21 | 0.22 | 0.16 | 0.14 | 0.08 | 0.21 | 0.34 | 0.24 | 0.18 | 0.16 | 0.12 | 0.22 | 0.29 | 0.24 | 0.46 | 0.20 | 0.22 | 0.29 | 0.33 | 0.45 | 0.21 | 0.47 | 0.36 | 0.53 |
| MRK | 0.19 | 1.00 | 0.26 | 0.17 | 0.48 | 0.27 | 0.13 | 0.11 | 0.50 | 0.28 | 0.39 | 0.19 | 0.19 | 0.20 | 0.23 | 0.27 | 0.38 | 0.26 | 0.18 | 0.20 | 0.23 | 0.38 | 0.31 | 0.30 | 0.29 | 0.29 | 0.26 | 0.24 | 0.22 | 0.38 |
| WMT | 0.13 | 0.26 | 1.00 | 0.16 | 0.23 | 0.27 | 0.20 | 0.20 | 0.34 | 0.32 | 0.44 | 0.27 | 0.20 | 0.22 | 0.31 | 0.22 | 0.46 | 0.22 | 0.25 | 0.33 | 0.24 | 0.37 | 0.31 | 0.28 | 0.32 | 0.30 | 0.30 | 0.26 | 0.30 | 0.41 |
| EPD | 0.56 | 0.17 | 0.16 | 1.00 | 0.19 | 0.27 | 0.26 | 0.26 | 0.16 | 0.21 | 0.12 | 0.26 | 0.37 | 0.29 | 0.21 | 0.25 | 0.13 | 0.30 | 0.30 | 0.29 | 0.42 | 0.21 | 0.26 | 0.29 | 0.35 | 0.40 | 0.29 | 0.44 | 0.36 | 0.49 |
| PFE | 0.21 | 0.48 | 0.23 | 0.19 | 1.00 | 0.26 | 0.19 | 0.12 | 0.48 | 0.31 | 0.33 | 0.23 | 0.21 | 0.21 | 0.25 | 0.29 | 0.34 | 0.27 | 0.25 | 0.24 | 0.28 | 0.35 | 0.31 | 0.29 | 0.36 | 0.28 | 0.33 | 0.28 | 0.29 | 0.46 |
| LMT | 0.34 | 0.27 | 0.27 | 0.27 | 0.26 | 1.00 | 0.14 | 0.22 | 0.32 | 0.33 | 0.33 | 0.20 | 0.29 | 0.24 | 0.19 | 0.29 | 0.37 | 0.29 | 0.22 | 0.26 | 0.33 | 0.43 | 0.28 | 0.33 | 0.30 | 0.43 | 0.27 | 0.35 | 0.30 | 0.48 |
| IIPR | 0.21 | 0.13 | 0.20 | 0.26 | 0.19 | 0.14 | 1.00 | 0.36 | 0.17 | 0.22 | 0.18 | 0.34 | 0.37 | 0.42 | 0.37 | 0.35 | 0.21 | 0.36 | 0.38 | 0.40 | 0.30 | 0.21 | 0.38 | 0.34 | 0.32 | 0.28 | 0.47 | 0.37 | 0.44 | 0.43 |
| MDC | 0.22 | 0.11 | 0.20 | 0.26 | 0.12 | 0.22 | 0.36 | 1.00 | 0.15 | 0.22 | 0.21 | 0.32 | 0.37 | 0.38 | 0.30 | 0.32 | 0.23 | 0.32 | 0.38 | 0.51 | 0.32 | 0.25 | 0.37 | 0.34 | 0.32 | 0.35 | 0.39 | 0.41 | 0.44 | 0.47 |
| JNJ | 0.16 | 0.50 | 0.34 | 0.16 | 0.48 | 0.32 | 0.17 | 0.15 | 1.00 | 0.36 | 0.48 | 0.24 | 0.20 | 0.21 | 0.25 | 0.31 | 0.48 | 0.29 | 0.25 | 0.29 | 0.28 | 0.47 | 0.32 | 0.32 | 0.38 | 0.34 | 0.33 | 0.27 | 0.31 | 0.48 |
| ETR | 0.14 | 0.28 | 0.32 | 0.21 | 0.31 | 0.33 | 0.22 | 0.22 | 0.36 | 1.00 | 0.49 | 0.17 | 0.26 | 0.39 | 0.20 | 0.52 | 0.52 | 0.50 | 0.17 | 0.26 | 0.22 | 0.53 | 0.31 | 0.28 | 0.29 | 0.35 | 0.47 | 0.25 | 0.25 | 0.41 |
| PG | 0.08 | 0.39 | 0.44 | 0.12 | 0.33 | 0.33 | 0.18 | 0.21 | 0.48 | 0.49 | 1.00 | 0.26 | 0.21 | 0.27 | 0.31 | 0.37 | 0.67 | 0.35 | 0.26 | 0.31 | 0.23 | 0.63 | 0.35 | 0.35 | 0.36 | 0.31 | 0.38 | 0.24 | 0.27 | 0.46 |
| AAPL | 0.21 | 0.19 | 0.27 | 0.26 | 0.23 | 0.20 | 0.34 | 0.32 | 0.24 | 0.17 | 0.26 | 1.00 | 0.35 | 0.26 | 0.68 | 0.24 | 0.31 | 0.24 | 0.57 | 0.41 | 0.34 | 0.27 | 0.49 | 0.50 | 0.52 | 0.27 | 0.38 | 0.43 | 0.49 | 0.49 |
| MAIN | 0.34 | 0.19 | 0.20 | 0.37 | 0.21 | 0.29 | 0.37 | 0.37 | 0.20 | 0.26 | 0.21 | 0.35 | 1.00 | 0.43 | 0.35 | 0.38 | 0.25 | 0.37 | 0.36 | 0.38 | 0.47 | 0.31 | 0.36 | 0.37 | 0.35 | 0.45 | 0.41 | 0.51 | 0.49 | 0.53 |
| EPRT | 0.24 | 0.20 | 0.22 | 0.29 | 0.21 | 0.24 | 0.42 | 0.38 | 0.21 | 0.39 | 0.27 | 0.26 | 0.43 | 1.00 | 0.26 | 0.65 | 0.32 | 0.61 | 0.31 | 0.34 | 0.35 | 0.38 | 0.36 | 0.35 | 0.33 | 0.41 | 0.60 | 0.39 | 0.40 | 0.49 |
| MSFT | 0.18 | 0.23 | 0.31 | 0.21 | 0.25 | 0.19 | 0.37 | 0.30 | 0.25 | 0.20 | 0.31 | 0.68 | 0.35 | 0.26 | 1.00 | 0.25 | 0.35 | 0.23 | 0.59 | 0.44 | 0.31 | 0.30 | 0.59 | 0.59 | 0.53 | 0.28 | 0.37 | 0.42 | 0.52 | 0.48 |
| O | 0.16 | 0.27 | 0.22 | 0.25 | 0.29 | 0.29 | 0.35 | 0.32 | 0.31 | 0.52 | 0.37 | 0.24 | 0.38 | 0.65 | 0.25 | 1.00 | 0.42 | 0.75 | 0.26 | 0.33 | 0.28 | 0.49 | 0.37 | 0.36 | 0.30 | 0.38 | 0.65 | 0.31 | 0.35 | 0.46 |
| PEP | 0.12 | 0.38 | 0.46 | 0.13 | 0.34 | 0.37 | 0.21 | 0.23 | 0.48 | 0.52 | 0.67 | 0.31 | 0.25 | 0.32 | 0.35 | 0.42 | 1.00 | 0.40 | 0.28 | 0.35 | 0.23 | 0.71 | 0.40 | 0.37 | 0.39 | 0.35 | 0.43 | 0.28 | 0.32 | 0.50 |
| WPC | 0.22 | 0.26 | 0.22 | 0.30 | 0.27 | 0.29 | 0.36 | 0.32 | 0.29 | 0.50 | 0.35 | 0.24 | 0.37 | 0.61 | 0.23 | 0.75 | 0.40 | 1.00 | 0.29 | 0.32 | 0.29 | 0.46 | 0.36 | 0.34 | 0.34 | 0.37 | 0.66 | 0.34 | 0.36 | 0.49 |
| TXN | 0.29 | 0.18 | 0.25 | 0.30 | 0.25 | 0.22 | 0.38 | 0.38 | 0.25 | 0.17 | 0.26 | 0.57 | 0.36 | 0.31 | 0.59 | 0.26 | 0.28 | 0.29 | 1.00 | 0.47 | 0.43 | 0.27 | 0.50 | 0.52 | 0.56 | 0.37 | 0.37 | 0.54 | 0.58 | 0.64 |
| LOW | 0.24 | 0.20 | 0.33 | 0.29 | 0.24 | 0.26 | 0.40 | 0.51 | 0.29 | 0.26 | 0.31 | 0.41 | 0.38 | 0.34 | 0.44 | 0.33 | 0.35 | 0.32 | 0.47 | 1.00 | 0.40 | 0.32 | 0.49 | 0.44 | 0.45 | 0.38 | 0.44 | 0.48 | 0.54 | 0.61 |
| JPM | 0.46 | 0.23 | 0.24 | 0.42 | 0.28 | 0.33 | 0.30 | 0.32 | 0.28 | 0.22 | 0.23 | 0.34 | 0.47 | 0.35 | 0.31 | 0.28 | 0.23 | 0.29 | 0.43 | 0.40 | 1.00 | 0.35 | 0.39 | 0.45 | 0.45 | 0.67 | 0.37 | 0.74 | 0.59 | 0.72 |
| KO | 0.20 | 0.38 | 0.37 | 0.21 | 0.35 | 0.43 | 0.21 | 0.25 | 0.47 | 0.53 | 0.63 | 0.27 | 0.31 | 0.38 | 0.30 | 0.49 | 0.71 | 0.46 | 0.27 | 0.32 | 0.35 | 1.00 | 0.40 | 0.42 | 0.38 | 0.46 | 0.45 | 0.37 | 0.34 | 0.57 |
| SPGI | 0.22 | 0.31 | 0.31 | 0.26 | 0.31 | 0.28 | 0.38 | 0.37 | 0.32 | 0.31 | 0.35 | 0.49 | 0.36 | 0.36 | 0.59 | 0.37 | 0.40 | 0.36 | 0.50 | 0.49 | 0.39 | 0.40 | 1.00 | 0.59 | 0.47 | 0.40 | 0.47 | 0.48 | 0.56 | 0.54 |
| V | 0.29 | 0.30 | 0.28 | 0.29 | 0.29 | 0.33 | 0.34 | 0.34 | 0.32 | 0.28 | 0.35 | 0.50 | 0.37 | 0.35 | 0.59 | 0.36 | 0.37 | 0.34 | 0.52 | 0.44 | 0.45 | 0.42 | 0.59 | 1.00 | 0.51 | 0.44 | 0.41 | 0.52 | 0.51 | 0.58 |
| CSCO | 0.33 | 0.29 | 0.32 | 0.35 | 0.36 | 0.30 | 0.32 | 0.32 | 0.38 | 0.29 | 0.36 | 0.52 | 0.35 | 0.33 | 0.53 | 0.30 | 0.39 | 0.34 | 0.56 | 0.45 | 0.45 | 0.38 | 0.47 | 0.51 | 1.00 | 0.41 | 0.41 | 0.52 | 0.53 | 0.67 |
| AFL | 0.45 | 0.29 | 0.30 | 0.40 | 0.28 | 0.43 | 0.28 | 0.35 | 0.34 | 0.35 | 0.31 | 0.27 | 0.45 | 0.41 | 0.28 | 0.38 | 0.35 | 0.37 | 0.37 | 0.38 | 0.67 | 0.46 | 0.40 | 0.44 | 0.41 | 1.00 | 0.41 | 0.69 | 0.53 | 0.69 |
| STAG | 0.21 | 0.26 | 0.30 | 0.29 | 0.33 | 0.27 | 0.47 | 0.39 | 0.33 | 0.47 | 0.38 | 0.38 | 0.41 | 0.60 | 0.37 | 0.65 | 0.43 | 0.66 | 0.37 | 0.44 | 0.37 | 0.45 | 0.47 | 0.41 | 0.41 | 0.41 | 1.00 | 0.43 | 0.47 | 0.56 |
| AMP | 0.47 | 0.24 | 0.26 | 0.44 | 0.28 | 0.35 | 0.37 | 0.41 | 0.27 | 0.25 | 0.24 | 0.43 | 0.51 | 0.39 | 0.42 | 0.31 | 0.28 | 0.34 | 0.54 | 0.48 | 0.74 | 0.37 | 0.48 | 0.52 | 0.52 | 0.69 | 0.43 | 1.00 | 0.68 | 0.76 |
| TROW | 0.36 | 0.22 | 0.30 | 0.36 | 0.29 | 0.30 | 0.44 | 0.44 | 0.31 | 0.25 | 0.27 | 0.49 | 0.49 | 0.40 | 0.52 | 0.35 | 0.32 | 0.36 | 0.58 | 0.54 | 0.59 | 0.34 | 0.56 | 0.51 | 0.53 | 0.53 | 0.47 | 0.68 | 1.00 | 0.73 |
| SCHD | 0.53 | 0.38 | 0.41 | 0.49 | 0.46 | 0.48 | 0.43 | 0.47 | 0.48 | 0.41 | 0.46 | 0.49 | 0.53 | 0.49 | 0.48 | 0.46 | 0.50 | 0.49 | 0.64 | 0.61 | 0.72 | 0.57 | 0.54 | 0.58 | 0.67 | 0.69 | 0.56 | 0.76 | 0.73 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 22 июн. 2018 г.