strong - 10 aug 2024
Total non-financial tickers selected for analysis: 432 APH: Current Price = $62.62, Intrinsic Value = $78.77, Sharpe Ratio = 1.68, Implied Growth Rate = 2.33%, P/E Ratio = 37.50, Forward P/E Ratio = 30.40, P/B Ratio = 9.04, EV/EBITDA Ratio = 23.83, Debt/Equity Ratio = 574766597.52, Decision = Buy T: Current Price = $19.49, Intrinsic Value = $125.56, Sharpe Ratio = 1.88, Implied Growth Rate = -16.68%, P/E Ratio = 11.20, Forward P/E Ratio = 8.55, P/B Ratio = 1.35, EV/EBITDA Ratio = 6.20, Debt/Equity Ratio = 8874835328.81, Decision = Buy AVGO: Current Price = $148.26, Intrinsic Value = $166.67, Sharpe Ratio = 1.56, Implied Growth Rate = 3.63%, P/E Ratio = 63.63, Forward P/E Ratio = 24.51, P/B Ratio = 28.77, EV/EBITDA Ratio = 33.51, Debt/Equity Ratio = 7299591934.72, Decision = Buy COR: Current Price = $237.77, Intrinsic Value = $775.13, Sharpe Ratio = 1.53, Implied Growth Rate = -8.63%, P/E Ratio = 25.76, Forward P/E Ratio = 15.98, P/B Ratio = 89.28, EV/EBITDA Ratio = 11.94, Debt/Equity Ratio = 1556832655.95, Decision = Buy CL: Current Price = $102.07, Intrinsic Value = $163.70, Sharpe Ratio = 2.16, Implied Growth Rate = -0.48%, P/E Ratio = 29.76, Forward P/E Ratio = 26.24, P/B Ratio = 136.95, EV/EBITDA Ratio = 18.76, Debt/Equity Ratio = 11027319960.17, Decision = Buy GD: Current Price = $292.99, Intrinsic Value = $609.45, Sharpe Ratio = 1.64, Implied Growth Rate = -3.47%, P/E Ratio = 22.84, Forward P/E Ratio = 17.83, P/B Ratio = 3.78, EV/EBITDA Ratio = 17.02, Debt/Equity Ratio = 112935183.43, Decision = Buy GDDY: Current Price = $157.53, Intrinsic Value = $302.82, Sharpe Ratio = 3.33, Implied Growth Rate = -2.56%, P/E Ratio = 13.13, Forward P/E Ratio = 24.27, P/B Ratio = 357.03, EV/EBITDA Ratio = 27.05, Debt/Equity Ratio = 8609098233.31, Decision = Buy IBM: Current Price = $191.45, Intrinsic Value = $578.98, Sharpe Ratio = 1.61, Implied Growth Rate = -7.77%, P/E Ratio = 21.13, Forward P/E Ratio = 17.91, P/B Ratio = 7.83, EV/EBITDA Ratio = 14.59, Debt/Equity Ratio = 2048944237.87, Decision = Buy IFF: Current Price = $96.21, Intrinsic Value = $161.09, Sharpe Ratio = 1.83, Implied Growth Rate = -0.97%, P/E Ratio = -10.43, Forward P/E Ratio = 21.01, P/B Ratio = 1.68, EV/EBITDA Ratio = 18.17, Debt/Equity Ratio = 160733943.43, Decision = Buy LDOS: Current Price = $144.21, Intrinsic Value = $312.90, Sharpe Ratio = 2.18, Implied Growth Rate = -3.95%, P/E Ratio = 45.21, Forward P/E Ratio = 15.24, P/B Ratio = 4.62, EV/EBITDA Ratio = 12.26, Debt/Equity Ratio = 149561079.74, Decision = Buy META: Current Price = $517.77, Intrinsic Value = $883.07, Sharpe Ratio = 1.58, Implied Growth Rate = -1.18%, P/E Ratio = 26.46, Forward P/E Ratio = 21.50, P/B Ratio = 7.39, EV/EBITDA Ratio = 17.20, Debt/Equity Ratio = 262236649.36, Decision = Buy MSI: Current Price = $410.76, Intrinsic Value = $472.33, Sharpe Ratio = 2.25, Implied Growth Rate = 3.37%, P/E Ratio = 48.10, Forward P/E Ratio = 28.33, P/B Ratio = 94.66, EV/EBITDA Ratio = 23.31, Debt/Equity Ratio = 1084236004.64, Decision = Buy NTAP: Current Price = $122.49, Intrinsic Value = $327.49, Sharpe Ratio = 1.72, Implied Growth Rate = -6.35%, P/E Ratio = 26.46, Forward P/E Ratio = 16.55, P/B Ratio = 21.97, EV/EBITDA Ratio = 16.97, Debt/Equity Ratio = 357317158.87, Decision = Buy OKE: Current Price = $85.00, Intrinsic Value = $212.89, Sharpe Ratio = 1.72, Implied Growth Rate = -5.60%, P/E Ratio = 18.81, Forward P/E Ratio = 15.15, P/B Ratio = 3.01, EV/EBITDA Ratio = 13.45, Debt/Equity Ratio = 750572628.19, Decision = Buy RTX: Current Price = $116.15, Intrinsic Value = $156.02, Sharpe Ratio = 1.62, Implied Growth Rate = 1.57%, P/E Ratio = 67.53, Forward P/E Ratio = 18.86, P/B Ratio = 2.58, EV/EBITDA Ratio = 20.64, Debt/Equity Ratio = 942210696.01, Decision = Buy REGN: Current Price = $1131.24, Intrinsic Value = $1488.46, Sharpe Ratio = 2.08, Implied Growth Rate = 1.81%, P/E Ratio = 29.94, Forward P/E Ratio = 23.20, P/B Ratio = 4.72, EV/EBITDA Ratio = 27.43, Debt/Equity Ratio = 8277027.74, Decision = Buy RSG: Current Price = $201.22, Intrinsic Value = $278.33, Sharpe Ratio = 2.32, Implied Growth Rate = 1.23%, P/E Ratio = 33.65, Forward P/E Ratio = 29.20, P/B Ratio = 5.99, EV/EBITDA Ratio = 16.13, Debt/Equity Ratio = 354131235.39, Decision = Buy SPG: Current Price = $158.67, Intrinsic Value = $423.42, Sharpe Ratio = 1.59, Implied Growth Rate = -6.33%, P/E Ratio = 20.16, Forward P/E Ratio = 23.68, P/B Ratio = 17.11, EV/EBITDA Ratio = 19.73, Debt/Equity Ratio = 2801361631.09, Decision = Buy TMUS: Current Price = $194.20, Intrinsic Value = $292.18, Sharpe Ratio = 2.53, Implied Growth Rate = 0.26%, P/E Ratio = 24.34, Forward P/E Ratio = 17.23, P/B Ratio = 3.50, EV/EBITDA Ratio = 9.77, Debt/Equity Ratio = 1287289307.03, Decision = Buy TRGP: Current Price = $135.69, Intrinsic Value = $165.93, Sharpe Ratio = 2.33, Implied Growth Rate = 2.66%, P/E Ratio = 28.57, Forward P/E Ratio = 17.83, P/B Ratio = 10.85, EV/EBITDA Ratio = 11.04, Debt/Equity Ratio = 966704393.91, Decision = Buy TT: Current Price = $332.68, Intrinsic Value = $407.28, Sharpe Ratio = 2.03, Implied Growth Rate = 2.64%, P/E Ratio = 32.58, Forward P/E Ratio = 27.03, P/B Ratio = 10.73, EV/EBITDA Ratio = 22.10, Debt/Equity Ratio = 128329810.87, Decision = Buy UHS: Current Price = $215.22, Intrinsic Value = $388.30, Sharpe Ratio = 2.05, Implied Growth Rate = -1.83%, P/E Ratio = 15.83, Forward P/E Ratio = 12.26, P/B Ratio = 2.08, EV/EBITDA Ratio = 9.45, Debt/Equity Ratio = 46279113.38, Decision = Buy VLTO: Current Price = $106.10, Intrinsic Value = $161.86, Sharpe Ratio = 1.54, Implied Growth Rate = 0.10%, P/E Ratio = 33.16, Forward P/E Ratio = 28.60, P/B Ratio = 18.96, EV/EBITDA Ratio = 22.63, Debt/Equity Ratio = 469733676.07, Decision = Buy VST: Current Price = $78.64, Intrinsic Value = $483.10, Sharpe Ratio = 2.38, Implied Growth Rate = -16.10%, P/E Ratio = 47.66, Forward P/E Ratio = 12.06, P/B Ratio = 5.10, EV/EBITDA Ratio = 8.85, Debt/Equity Ratio = 785359713.59, Decision = Buy GWW: Current Price = $979.31, Intrinsic Value = $1429.25, Sharpe Ratio = 1.64, Implied Growth Rate = 0.61%, P/E Ratio = 26.88, Forward P/E Ratio = 23.20, P/B Ratio = 15.35, EV/EBITDA Ratio = 17.56, Debt/Equity Ratio = 35518149.66, Decision = Buy WAB: Current Price = $155.07, Intrinsic Value = $254.93, Sharpe Ratio = 1.56, Implied Growth Rate = -0.76%, P/E Ratio = 27.16, Forward P/E Ratio = 18.44, P/B Ratio = 2.59, EV/EBITDA Ratio = 14.57, Debt/Equity Ratio = 54925310.41, Decision = Buy WMB: Current Price = $43.26, Intrinsic Value = $121.68, Sharpe Ratio = 1.51, Implied Growth Rate = -6.93%, P/E Ratio = 18.65, Forward P/E Ratio = 20.70, P/B Ratio = 4.25, EV/EBITDA Ratio = 12.68, Debt/Equity Ratio = 2297509176.10, Decision = Buy
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
OKE ONEOK, Inc. | Energy | 25% |
REGN Regeneron Pharmaceuticals, Inc. | Healthcare | 25% |
TRGP Targa Resources Corp. | Energy | 25% |
TT Trane Technologies plc | Industrials | 25% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в strong - 10 aug 2024 и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
Самые ранние данные для этого графика доступны с 7 дек. 2010 г., начальной даты TRGP
Доходность по периодам
strong - 10 aug 2024 на 20 апр. 2025 г. показал доходность в -11.13% с начала года и доходность в 20.25% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| strong - 10 aug 2024 | -12.62% | -10.83% | -23.67% | -5.24% | 18.41% | 8.15% |
| Активы портфеля: | ||||||
OKE ONEOK, Inc. | -13.19% | -13.20% | -9.44% | 13.29% | 35.45% | 12.67% |
REGN Regeneron Pharmaceuticals, Inc. | -20.84% | -14.48% | -43.08% | -37.12% | 0.71% | 1.63% |
TT Trane Technologies plc | -9.55% | -4.03% | -16.84% | 16.72% | 34.96% | 22.21% |
TRGP Targa Resources Corp. | -1.84% | -11.57% | 8.14% | 57.75% | 90.30% | 10.46% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью strong - 10 aug 2024, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.70% | 1.92% | -4.83% | -9.27% | -12.62% | ||||||||
| 2024 | 4.43% | 6.84% | 3.70% | -2.27% | 6.57% | 5.20% | 2.82% | 9.48% | -4.18% | -8.28% | 5.44% | -9.35% | 19.89% |
| 2023 | 5.13% | 0.06% | 4.05% | -0.28% | -9.76% | 4.24% | 4.92% | 7.24% | -0.84% | -3.97% | 8.49% | 5.01% | 25.31% |
| 2022 | -3.53% | 0.69% | 10.15% | -6.09% | 0.50% | -11.58% | 4.58% | 0.98% | 5.19% | 10.48% | 4.74% | -3.67% | 10.58% |
| 2021 | 3.13% | -2.78% | 6.74% | 3.60% | 5.31% | 7.60% | 3.11% | 9.23% | -6.90% | 6.73% | -0.92% | 1.38% | 41.23% |
| 2020 | -6.01% | 11.47% | -14.94% | 11.28% | 15.69% | 0.94% | 3.17% | -0.80% | -7.49% | 1.41% | 2.48% | -2.69% | 10.89% |
| 2019 | 15.77% | 0.25% | -0.68% | -7.72% | -8.52% | 5.09% | -1.24% | -3.03% | 0.39% | 4.05% | 10.34% | 3.69% | 17.06% |
| 2018 | 1.10% | -9.67% | 3.62% | -4.77% | 2.90% | 8.77% | 5.81% | 6.28% | 0.59% | -11.27% | 2.36% | -4.99% | -1.53% |
| 2017 | -0.38% | 1.74% | 3.83% | -0.25% | 7.93% | 5.27% | 1.03% | -0.39% | -5.26% | -7.84% | -6.34% | 4.49% | 2.58% |
| 2016 | -19.46% | -5.01% | -0.78% | 9.29% | 6.81% | -7.93% | 12.49% | -2.74% | 4.24% | -10.92% | 11.95% | -0.48% | -7.64% |
| 2015 | -3.41% | 2.42% | 5.77% | 2.58% | 4.21% | -1.40% | 4.84% | -10.13% | -11.03% | 17.87% | -6.12% | -4.17% | -1.95% |
| 2014 | 4.18% | 9.98% | -5.35% | 3.13% | 3.65% | 2.73% | 1.71% | 9.47% | -0.60% | 3.12% | -0.52% | -3.18% | 30.89% |
Комиссия
Комиссия strong - 10 aug 2024 составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг strong - 10 aug 2024 составляет 47, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена разбивка по ключевым показателям эффективности.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
OKE ONEOK, Inc. | 0.58 | 0.88 | 1.14 | 0.53 | 1.67 |
REGN Regeneron Pharmaceuticals, Inc. | -1.32 | -1.86 | 0.77 | -0.68 | -1.28 |
TT Trane Technologies plc | 0.50 | 0.84 | 1.11 | 0.57 | 1.56 |
TRGP Targa Resources Corp. | 1.67 | 1.98 | 1.30 | 2.18 | 7.56 |
Дивиденды
Дивидендный доход
Дивидендная доходность strong - 10 aug 2024 за предыдущие двенадцать месяцев составила 1.89%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.89% | 1.60% | 2.21% | 2.31% | 2.08% | 3.96% | 3.79% | 4.57% | 3.63% | 3.15% | 6.12% | 2.09% |
| Активы портфеля: | ||||||||||||
OKE ONEOK, Inc. | 4.64% | 3.94% | 5.47% | 5.72% | 6.40% | 9.78% | 4.66% | 6.01% | 5.09% | 4.28% | 9.85% | 4.27% |
REGN Regeneron Pharmaceuticals, Inc. | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TT Trane Technologies plc | 1.04% | 0.91% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% |
TRGP Targa Resources Corp. | 1.72% | 1.54% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
strong - 10 aug 2024 показал максимальную просадку в 42.44%, зарегистрированную 11 февр. 2016 г.. Полное восстановление заняло 1021 торговую сессию.
Текущая просадка strong - 10 aug 2024 составляет 21.50%.
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 |
|---|---|---|---|---|---|---|
| -42.44% | 6 авг. 2015 г. | 131 | 11 февр. 2016 г. | 1021 | 4 мар. 2020 г. | 1152 |
| -30.65% | 23 сент. 2024 г. | 136 | 8 апр. 2025 г. | — | — | — |
| -30.32% | 5 мар. 2020 г. | 12 | 20 мар. 2020 г. | 50 | 2 июн. 2020 г. | 62 |
| -28.61% | 28 апр. 2011 г. | 71 | 8 авг. 2011 г. | 105 | 6 янв. 2012 г. | 176 |
| -22.43% | 11 апр. 2022 г. | 47 | 16 июн. 2022 г. | 95 | 1 нояб. 2022 г. | 142 |
Волатильность
График волатильности
Текущая волатильность strong - 10 aug 2024 составляет 13.87%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
| REGN | TT | TRGP | OKE | |
|---|---|---|---|---|
| REGN | 1.00 | 0.26 | 0.17 | 0.18 |
| TT | 0.26 | 1.00 | 0.34 | 0.39 |
| TRGP | 0.17 | 0.34 | 1.00 | 0.71 |
| OKE | 0.18 | 0.39 | 0.71 | 1.00 |