hyield
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
hyield
Последнее обновление 9 нояб. 2024 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
BCE BCE Inc. | Communication Services | 3.33% |
C Citigroup Inc. | Financial Services | 3.33% |
CCI Crown Castle International Corp. | Real Estate | 3.33% |
CVX Chevron Corporation | Energy | 3.33% |
DUK Duke Energy Corporation | Utilities | 3.33% |
EIX Edison International | Utilities | 3.33% |
ENB Enbridge Inc. | Energy | 3.33% |
F Ford Motor Company | Consumer Cyclical | 3.33% |
GILD Gilead Sciences, Inc. | Healthcare | 3.33% |
GLW Corning Incorporated | Technology | 3.33% |
IBM International Business Machines Corporation | Technology | 3.33% |
K Kellogg Company | Consumer Defensive | 3.33% |
KEY KeyCorp | Financial Services | 3.33% |
LAZ Lazard Ltd | Financial Services | 3.33% |
LMT Lockheed Martin Corporation | Industrials | 3.33% |
LYB LyondellBasell Industries N.V. | Basic Materials | 3.33% |
OMC Omnicom Group Inc. | Communication Services | 3.33% |
PFE Pfizer Inc. | Healthcare | 3.33% |
PM Philip Morris International Inc. | Consumer Defensive | 3.33% |
PRU Prudential Financial, Inc. | Financial Services | 3.33% |
PSX | 3.33% | |
QSR | 3.33% | |
SLF | 3.33% | |
SNY | 3.33% | |
SO | 3.33% | |
SPG | 3.33% | |
TFC | 3.33% | |
VLO | 3.33% | |
VZ | 3.33% | |
XOM | 3.33% |
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в hyield 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
hyield
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 13 авг. 2012 г., начальной даты PFE
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| hyield | 20.37% | -0.08% | 12.88% | 35.22% | 10.81% | N/A |
| Активы портфеля: | ||||||
LYB LyondellBasell Industries N.V. | -6.64% | -9.05% | -13.52% | -4.12% | 3.56% | 6.75% |
BCE BCE Inc. | -23.25% | -14.08% | -12.78% | -20.12% | -4.29% | 0.83% |
OMC Omnicom Group Inc. | 23.44% | 1.56% | 10.61% | 42.15% | 9.67% | 7.11% |
VZ | 14.53% | -5.86% | 3.43% | 20.91% | -2.11% | N/A |
F Ford Motor Company | -3.71% | 3.72% | -5.82% | 19.05% | 8.69% | 2.51% |
QSR | -10.88% | -3.98% | -5.61% | 2.03% | 3.80% | N/A |
K Kellogg Company | 48.76% | 0.56% | 33.11% | 62.27% | 11.39% | 5.57% |
PM Philip Morris International Inc. | 39.36% | 5.11% | 29.76% | 48.19% | 14.51% | 9.13% |
CVX Chevron Corporation | 8.63% | 3.64% | -3.34% | 14.54% | 10.16% | 7.34% |
ENB Enbridge Inc. | 24.16% | 3.07% | 15.97% | 36.52% | 9.30% | 5.07% |
XOM | 24.25% | -2.02% | 4.34% | 20.83% | 17.22% | N/A |
PSX | -2.78% | -7.26% | -11.73% | 15.16% | 5.73% | N/A |
VLO | 7.39% | -3.97% | -11.26% | 14.73% | 11.06% | N/A |
C Citigroup Inc. | 38.38% | 5.32% | 10.03% | 69.17% | 2.05% | 5.25% |
KEY KeyCorp | 37.24% | 10.16% | 29.17% | 83.61% | 4.79% | 7.48% |
LAZ Lazard Ltd | 75.77% | 11.84% | 54.12% | 126.12% | 14.58% | 7.59% |
PRU Prudential Financial, Inc. | 21.60% | -1.48% | 4.86% | 38.84% | 11.00% | 8.02% |
SLF | 18.09% | 3.51% | 20.95% | 30.01% | 9.59% | N/A |
TFC | 28.97% | 5.72% | 17.32% | 62.01% | 0.88% | N/A |
GILD Gilead Sciences, Inc. | 23.04% | 13.68% | 49.59% | 32.49% | 13.06% | 2.19% |
PFE Pfizer Inc. | -1.52% | -6.94% | -1.76% | -3.82% | -1.13% | 3.28% |
SNY | 3.20% | -6.62% | 4.14% | 11.76% | 5.33% | N/A |
LMT Lockheed Martin Corporation | 27.03% | -6.56% | 21.89% | 30.34% | 10.84% | 14.76% |
CCI Crown Castle International Corp. | -4.04% | -4.48% | 9.50% | 17.15% | -0.11% | 7.11% |
SPG | 30.43% | 4.82% | 24.34% | 63.68% | 9.25% | N/A |
GLW Corning Incorporated | 63.72% | 4.86% | 44.64% | 81.86% | 13.89% | 11.89% |
IBM International Business Machines Corporation | 34.34% | -8.38% | 28.98% | 47.44% | 15.56% | 7.59% |
DUK Duke Energy Corporation | 20.30% | -0.82% | 12.43% | 33.78% | 9.70% | 7.63% |
EIX Edison International | 19.95% | -0.61% | 13.20% | 36.05% | 9.14% | 6.80% |
SO | 29.99% | -0.36% | 15.43% | 35.19% | 12.32% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью hyield, 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 | 1.35% | 0.06% | 6.15% | -3.96% | 3.51% | -0.75% | 6.81% | 3.99% | 1.47% | -1.62% | 20.37% | ||
| 2023 | 4.85% | -3.99% | -1.23% | -0.45% | -5.73% | 5.75% | 2.74% | -2.86% | -2.64% | -3.50% | 7.97% | 5.76% | 5.66% |
| 2022 | 3.06% | -1.59% | 2.98% | -3.36% | 5.33% | -8.90% | 5.95% | -2.42% | -10.41% | 12.34% | 6.32% | -2.70% | 4.27% |
| 2021 | -0.13% | 7.42% | 6.27% | 3.75% | 3.80% | -1.43% | -1.75% | 1.38% | -1.79% | 3.45% | -1.83% | 6.17% | 27.63% |
| 2020 | -2.99% | -9.64% | -18.51% | 13.81% | 1.95% | -0.48% | 1.80% | 1.49% | -3.28% | -1.94% | 15.69% | 2.70% | -3.96% |
| 2019 | 10.37% | 2.09% | 0.15% | 3.66% | -6.77% | 7.50% | 0.90% | -2.94% | 4.54% | 0.26% | 2.28% | 2.34% | 25.94% |
| 2018 | 2.32% | -5.30% | -1.02% | 0.66% | 0.68% | 1.00% | 4.60% | -1.30% | 0.36% | -4.93% | 2.07% | -9.57% | -10.74% |
| 2017 | 0.53% | 3.31% | -0.66% | -1.04% | 0.21% | 2.24% | 1.31% | 0.02% | 3.21% | 0.31% | 2.90% | 0.73% | 13.73% |
| 2016 | -4.65% | 1.14% | 7.30% | 1.29% | 1.05% | 0.38% | 1.95% | 0.23% | -0.38% | -0.32% | 4.61% | 2.43% | 15.59% |
| 2015 | -1.91% | 4.48% | -1.12% | 1.30% | 0.08% | -1.14% | 1.96% | -5.65% | -1.91% | 7.46% | -0.94% | -1.79% | 0.18% |
| 2014 | 2.62% | 2.62% |
Комиссия
Комиссия hyield 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 hyield среди портфелей на нашем сайте составляет 72, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | -0.08 | 0.02 | 1.00 | -0.08 | -0.21 |
BCE BCE Inc. | -1.10 | -1.40 | 0.81 | -0.47 | -1.45 |
OMC Omnicom Group Inc. | 2.13 | 2.79 | 1.36 | 1.84 | 11.71 |
VZ | 1.00 | 1.47 | 1.20 | 0.65 | 5.14 |
F Ford Motor Company | 0.45 | 0.80 | 1.12 | 0.30 | 1.12 |
QSR | 0.13 | 0.34 | 1.04 | 0.15 | 0.27 |
K Kellogg Company | 2.39 | 4.94 | 1.61 | 2.73 | 16.35 |
PM Philip Morris International Inc. | 2.44 | 3.62 | 1.51 | 3.95 | 14.66 |
CVX Chevron Corporation | 0.80 | 1.19 | 1.15 | 0.67 | 2.48 |
ENB Enbridge Inc. | 2.52 | 3.58 | 1.43 | 1.51 | 11.61 |
XOM | 1.13 | 1.66 | 1.20 | 1.16 | 5.16 |
PSX | 0.66 | 1.05 | 1.14 | 0.57 | 1.10 |
VLO | 0.54 | 0.93 | 1.11 | 0.54 | 1.06 |
C Citigroup Inc. | 2.63 | 3.45 | 1.44 | 1.65 | 12.84 |
KEY KeyCorp | 2.11 | 3.18 | 1.38 | 1.40 | 13.62 |
LAZ Lazard Ltd | 3.28 | 4.49 | 1.53 | 2.64 | 23.70 |
PRU Prudential Financial, Inc. | 1.84 | 2.30 | 1.35 | 2.16 | 9.22 |
SLF | 1.90 | 2.64 | 1.36 | 2.34 | 5.79 |
TFC | 2.12 | 3.15 | 1.36 | 1.14 | 13.46 |
GILD Gilead Sciences, Inc. | 1.19 | 1.72 | 1.24 | 0.98 | 2.02 |
PFE Pfizer Inc. | -0.28 | -0.24 | 0.97 | -0.12 | -0.87 |
SNY | 0.58 | 1.01 | 1.11 | 0.68 | 1.86 |
LMT Lockheed Martin Corporation | 1.92 | 2.67 | 1.40 | 2.04 | 8.03 |
CCI Crown Castle International Corp. | 0.67 | 1.12 | 1.13 | 0.31 | 1.71 |
SPG | 2.88 | 3.88 | 1.49 | 2.36 | 17.37 |
GLW Corning Incorporated | 3.16 | 4.36 | 1.58 | 2.28 | 16.21 |
IBM International Business Machines Corporation | 2.26 | 2.98 | 1.46 | 2.97 | 7.14 |
DUK Duke Energy Corporation | 2.03 | 2.83 | 1.35 | 1.69 | 11.07 |
EIX Edison International | 2.02 | 2.92 | 1.35 | 2.66 | 8.56 |
SO | 1.98 | 2.90 | 1.35 | 2.73 | 9.96 |
hyield
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность hyield за предыдущие двенадцать месяцев составила 4.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 4.27% | 5.00% | 4.55% | 3.96% | 4.57% | 4.37% | 4.44% | 3.31% | 3.36% | 3.26% | 2.67% | 2.47% |
| Активы портфеля: | ||||||||||||
LYB LyondellBasell Industries N.V. | 6.07% | 5.20% | 11.92% | 4.81% | 4.58% | 20.27% | 4.81% | 3.22% | 3.88% | 3.50% | 3.40% | 2.49% |
BCE BCE Inc. | 10.26% | 7.28% | 6.43% | 5.33% | 5.76% | 5.16% | 5.85% | 4.63% | 4.83% | 5.19% | 4.84% | 5.20% |
OMC Omnicom Group Inc. | 2.68% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% | 2.45% | 2.15% |
VZ | 6.60% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
F Ford Motor Company | 7.11% | 10.25% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% | 3.23% | 2.59% |
QSR | 3.37% | 2.82% | 3.34% | 3.49% | 3.40% | 3.14% | 3.44% | 1.27% | 1.30% | 1.18% | 0.00% | 0.00% |
K Kellogg Company | 2.78% | 10.56% | 3.28% | 3.59% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PM Philip Morris International Inc. | 4.16% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
CVX Chevron Corporation | 4.08% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
ENB Enbridge Inc. | 6.27% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.70% | 4.72% | 3.79% | 4.42% | 2.47% | 2.82% |
XOM | 3.14% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
PSX | 3.48% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% | 2.64% | 1.72% |
VLO | 3.09% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.29% |
C Citigroup Inc. | 3.18% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
KEY KeyCorp | 4.32% | 5.69% | 4.54% | 3.24% | 4.51% | 3.51% | 3.82% | 1.88% | 1.81% | 2.20% | 1.80% | 1.60% |
LAZ Lazard Ltd | 3.42% | 5.75% | 5.60% | 4.31% | 4.44% | 4.78% | 8.21% | 5.35% | 6.55% | 5.22% | 2.40% | 2.21% |
PRU Prudential Financial, Inc. | 4.23% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% | 2.40% | 1.88% |
SLF | 3.96% | 4.26% | 4.59% | 3.19% | 3.70% | 3.46% | 4.41% | 3.25% | 3.18% | 3.77% | 3.61% | 3.91% |
TFC | 4.60% | 5.63% | 4.65% | 3.18% | 3.76% | 3.04% | 3.60% | 2.53% | 2.45% | 2.78% | 2.44% | 3.00% |
GILD Gilead Sciences, Inc. | 3.17% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
PFE Pfizer Inc. | 6.29% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
SNY | 3.97% | 3.83% | 4.22% | 3.80% | 3.61% | 3.46% | 4.29% | 3.67% | 4.03% | 3.79% | 4.19% | 3.47% |
LMT Lockheed Martin Corporation | 2.23% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
CCI Crown Castle International Corp. | 5.91% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% | 2.38% | 0.00% |
SPG | 4.41% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
GLW Corning Incorporated | 2.30% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% | 2.19% |
IBM International Business Machines Corporation | 2.34% | 4.05% | 4.68% | 4.74% | 4.94% | 4.59% | 5.46% | 3.68% | 3.31% | 3.47% | 2.65% | 1.97% |
DUK Duke Energy Corporation | 3.64% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
EIX Edison International | 3.75% | 4.19% | 4.46% | 3.94% | 4.10% | 3.28% | 4.28% | 4.39% | 2.75% | 2.93% | 2.26% | 2.96% |
SO | 3.20% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.89% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
hyield
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
hyield показал максимальную просадку в 41.02%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 223 торговые сессии.
Текущая просадка hyield составляет 1.06%.
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 |
|---|---|---|---|---|---|---|
| -41.02% | 21 янв. 2020 г. | 44 | 23 мар. 2020 г. | 223 | 9 февр. 2021 г. | 267 |
| -18.58% | 29 янв. 2018 г. | 229 | 24 дек. 2018 г. | 123 | 21 июн. 2019 г. | 352 |
| -16.96% | 8 июн. 2022 г. | 80 | 30 сент. 2022 г. | 70 | 11 янв. 2023 г. | 150 |
| -13.99% | 14 февр. 2023 г. | 178 | 27 окт. 2023 г. | 40 | 26 дек. 2023 г. | 218 |
| -13.24% | 18 мая 2015 г. | 171 | 20 янв. 2016 г. | 58 | 13 апр. 2016 г. | 229 |
Волатильность
График волатильности
Текущая волатильность hyield составляет 3.60%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
hyield
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| K | SNY | GILD | CCI | SO | DUK | QSR | PFE | LMT | EIX | VZ | PM | VLO | BCE | SPG | LAZ | F | ENB | PSX | OMC | XOM | GLW | CVX | LYB | IBM | KEY | SLF | TFC | C | PRU | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| K | 1.00 | 0.22 | 0.21 | 0.32 | 0.39 | 0.41 | 0.20 | 0.23 | 0.27 | 0.35 | 0.37 | 0.41 | 0.11 | 0.30 | 0.23 | 0.15 | 0.14 | 0.21 | 0.12 | 0.28 | 0.18 | 0.19 | 0.18 | 0.15 | 0.26 | 0.13 | 0.17 | 0.16 | 0.15 | 0.18 |
| SNY | 0.22 | 1.00 | 0.33 | 0.25 | 0.20 | 0.22 | 0.23 | 0.38 | 0.24 | 0.21 | 0.24 | 0.28 | 0.17 | 0.34 | 0.19 | 0.24 | 0.21 | 0.26 | 0.20 | 0.24 | 0.20 | 0.29 | 0.22 | 0.22 | 0.28 | 0.20 | 0.30 | 0.22 | 0.25 | 0.26 |
| GILD | 0.21 | 0.33 | 1.00 | 0.24 | 0.19 | 0.20 | 0.20 | 0.43 | 0.27 | 0.19 | 0.27 | 0.27 | 0.20 | 0.26 | 0.21 | 0.26 | 0.24 | 0.21 | 0.22 | 0.29 | 0.22 | 0.30 | 0.22 | 0.24 | 0.35 | 0.25 | 0.27 | 0.25 | 0.28 | 0.31 |
| CCI | 0.32 | 0.25 | 0.24 | 1.00 | 0.47 | 0.47 | 0.25 | 0.30 | 0.26 | 0.41 | 0.34 | 0.33 | 0.10 | 0.36 | 0.37 | 0.20 | 0.19 | 0.29 | 0.14 | 0.23 | 0.14 | 0.24 | 0.15 | 0.14 | 0.26 | 0.17 | 0.25 | 0.21 | 0.18 | 0.20 |
| SO | 0.39 | 0.20 | 0.19 | 0.47 | 1.00 | 0.80 | 0.21 | 0.27 | 0.28 | 0.64 | 0.40 | 0.36 | 0.12 | 0.36 | 0.31 | 0.12 | 0.16 | 0.27 | 0.13 | 0.22 | 0.18 | 0.18 | 0.18 | 0.14 | 0.25 | 0.11 | 0.18 | 0.15 | 0.11 | 0.16 |
| DUK | 0.41 | 0.22 | 0.20 | 0.47 | 0.80 | 1.00 | 0.19 | 0.29 | 0.30 | 0.66 | 0.43 | 0.39 | 0.11 | 0.37 | 0.33 | 0.13 | 0.14 | 0.29 | 0.13 | 0.24 | 0.19 | 0.19 | 0.18 | 0.13 | 0.28 | 0.10 | 0.17 | 0.16 | 0.11 | 0.16 |
| QSR | 0.20 | 0.23 | 0.20 | 0.25 | 0.21 | 0.19 | 1.00 | 0.22 | 0.26 | 0.25 | 0.23 | 0.26 | 0.23 | 0.34 | 0.34 | 0.34 | 0.33 | 0.35 | 0.26 | 0.33 | 0.24 | 0.37 | 0.26 | 0.29 | 0.33 | 0.32 | 0.40 | 0.33 | 0.35 | 0.35 |
| PFE | 0.23 | 0.38 | 0.43 | 0.30 | 0.27 | 0.29 | 0.22 | 1.00 | 0.31 | 0.25 | 0.34 | 0.31 | 0.21 | 0.31 | 0.25 | 0.27 | 0.24 | 0.26 | 0.23 | 0.29 | 0.26 | 0.34 | 0.26 | 0.26 | 0.37 | 0.27 | 0.29 | 0.28 | 0.31 | 0.32 |
| LMT | 0.27 | 0.24 | 0.27 | 0.26 | 0.28 | 0.30 | 0.26 | 0.31 | 1.00 | 0.31 | 0.29 | 0.32 | 0.27 | 0.31 | 0.23 | 0.26 | 0.25 | 0.28 | 0.31 | 0.33 | 0.33 | 0.31 | 0.33 | 0.29 | 0.39 | 0.29 | 0.31 | 0.29 | 0.29 | 0.37 |
| EIX | 0.35 | 0.21 | 0.19 | 0.41 | 0.64 | 0.66 | 0.25 | 0.25 | 0.31 | 1.00 | 0.37 | 0.36 | 0.17 | 0.35 | 0.39 | 0.21 | 0.24 | 0.33 | 0.20 | 0.29 | 0.25 | 0.25 | 0.23 | 0.23 | 0.31 | 0.20 | 0.24 | 0.23 | 0.20 | 0.26 |
| VZ | 0.37 | 0.24 | 0.27 | 0.34 | 0.40 | 0.43 | 0.23 | 0.34 | 0.29 | 0.37 | 1.00 | 0.38 | 0.20 | 0.41 | 0.30 | 0.22 | 0.26 | 0.28 | 0.24 | 0.35 | 0.28 | 0.27 | 0.29 | 0.27 | 0.41 | 0.28 | 0.29 | 0.31 | 0.29 | 0.33 |
| PM | 0.41 | 0.28 | 0.27 | 0.33 | 0.36 | 0.39 | 0.26 | 0.31 | 0.32 | 0.36 | 0.38 | 1.00 | 0.21 | 0.38 | 0.35 | 0.28 | 0.28 | 0.33 | 0.25 | 0.37 | 0.30 | 0.31 | 0.30 | 0.29 | 0.38 | 0.29 | 0.32 | 0.31 | 0.32 | 0.33 |
| VLO | 0.11 | 0.17 | 0.20 | 0.10 | 0.12 | 0.11 | 0.23 | 0.21 | 0.27 | 0.17 | 0.20 | 0.21 | 1.00 | 0.23 | 0.31 | 0.38 | 0.36 | 0.40 | 0.78 | 0.34 | 0.59 | 0.38 | 0.59 | 0.47 | 0.37 | 0.43 | 0.38 | 0.41 | 0.46 | 0.47 |
| BCE | 0.30 | 0.34 | 0.26 | 0.36 | 0.36 | 0.37 | 0.34 | 0.31 | 0.31 | 0.35 | 0.41 | 0.38 | 0.23 | 1.00 | 0.34 | 0.31 | 0.30 | 0.52 | 0.29 | 0.36 | 0.34 | 0.34 | 0.36 | 0.35 | 0.37 | 0.29 | 0.49 | 0.30 | 0.32 | 0.35 |
| SPG | 0.23 | 0.19 | 0.21 | 0.37 | 0.31 | 0.33 | 0.34 | 0.25 | 0.23 | 0.39 | 0.30 | 0.35 | 0.31 | 0.34 | 1.00 | 0.38 | 0.44 | 0.36 | 0.35 | 0.43 | 0.34 | 0.40 | 0.34 | 0.37 | 0.38 | 0.41 | 0.37 | 0.43 | 0.41 | 0.43 |
| LAZ | 0.15 | 0.24 | 0.26 | 0.20 | 0.12 | 0.13 | 0.34 | 0.27 | 0.26 | 0.21 | 0.22 | 0.28 | 0.38 | 0.31 | 0.38 | 1.00 | 0.47 | 0.37 | 0.41 | 0.43 | 0.38 | 0.50 | 0.40 | 0.48 | 0.42 | 0.57 | 0.49 | 0.56 | 0.60 | 0.59 |
| F | 0.14 | 0.21 | 0.24 | 0.19 | 0.16 | 0.14 | 0.33 | 0.24 | 0.25 | 0.24 | 0.26 | 0.28 | 0.36 | 0.30 | 0.44 | 0.47 | 1.00 | 0.37 | 0.40 | 0.47 | 0.41 | 0.49 | 0.42 | 0.49 | 0.44 | 0.55 | 0.50 | 0.53 | 0.56 | 0.59 |
| ENB | 0.21 | 0.26 | 0.21 | 0.29 | 0.27 | 0.29 | 0.35 | 0.26 | 0.28 | 0.33 | 0.28 | 0.33 | 0.40 | 0.52 | 0.36 | 0.37 | 0.37 | 1.00 | 0.48 | 0.35 | 0.51 | 0.37 | 0.54 | 0.46 | 0.40 | 0.36 | 0.52 | 0.36 | 0.41 | 0.40 |
| PSX | 0.12 | 0.20 | 0.22 | 0.14 | 0.13 | 0.13 | 0.26 | 0.23 | 0.31 | 0.20 | 0.24 | 0.25 | 0.78 | 0.29 | 0.35 | 0.41 | 0.40 | 0.48 | 1.00 | 0.38 | 0.67 | 0.41 | 0.68 | 0.55 | 0.41 | 0.47 | 0.44 | 0.46 | 0.52 | 0.53 |
| OMC | 0.28 | 0.24 | 0.29 | 0.23 | 0.22 | 0.24 | 0.33 | 0.29 | 0.33 | 0.29 | 0.35 | 0.37 | 0.34 | 0.36 | 0.43 | 0.43 | 0.47 | 0.35 | 0.38 | 1.00 | 0.38 | 0.49 | 0.37 | 0.45 | 0.48 | 0.50 | 0.45 | 0.50 | 0.52 | 0.54 |
| XOM | 0.18 | 0.20 | 0.22 | 0.14 | 0.18 | 0.19 | 0.24 | 0.26 | 0.33 | 0.25 | 0.28 | 0.30 | 0.59 | 0.34 | 0.34 | 0.38 | 0.41 | 0.51 | 0.67 | 0.38 | 1.00 | 0.40 | 0.83 | 0.56 | 0.41 | 0.45 | 0.44 | 0.44 | 0.50 | 0.51 |
| GLW | 0.19 | 0.29 | 0.30 | 0.24 | 0.18 | 0.19 | 0.37 | 0.34 | 0.31 | 0.25 | 0.27 | 0.31 | 0.38 | 0.34 | 0.40 | 0.50 | 0.49 | 0.37 | 0.41 | 0.49 | 0.40 | 1.00 | 0.41 | 0.53 | 0.51 | 0.51 | 0.50 | 0.51 | 0.55 | 0.56 |
| CVX | 0.18 | 0.22 | 0.22 | 0.15 | 0.18 | 0.18 | 0.26 | 0.26 | 0.33 | 0.23 | 0.29 | 0.30 | 0.59 | 0.36 | 0.34 | 0.40 | 0.42 | 0.54 | 0.68 | 0.37 | 0.83 | 0.41 | 1.00 | 0.55 | 0.42 | 0.46 | 0.47 | 0.44 | 0.51 | 0.52 |
| LYB | 0.15 | 0.22 | 0.24 | 0.14 | 0.14 | 0.13 | 0.29 | 0.26 | 0.29 | 0.23 | 0.27 | 0.29 | 0.47 | 0.35 | 0.37 | 0.48 | 0.49 | 0.46 | 0.55 | 0.45 | 0.56 | 0.53 | 0.55 | 1.00 | 0.47 | 0.55 | 0.53 | 0.53 | 0.56 | 0.60 |
| IBM | 0.26 | 0.28 | 0.35 | 0.26 | 0.25 | 0.28 | 0.33 | 0.37 | 0.39 | 0.31 | 0.41 | 0.38 | 0.37 | 0.37 | 0.38 | 0.42 | 0.44 | 0.40 | 0.41 | 0.48 | 0.41 | 0.51 | 0.42 | 0.47 | 1.00 | 0.45 | 0.48 | 0.48 | 0.49 | 0.53 |
| KEY | 0.13 | 0.20 | 0.25 | 0.17 | 0.11 | 0.10 | 0.32 | 0.27 | 0.29 | 0.20 | 0.28 | 0.29 | 0.43 | 0.29 | 0.41 | 0.57 | 0.55 | 0.36 | 0.47 | 0.50 | 0.45 | 0.51 | 0.46 | 0.55 | 0.45 | 1.00 | 0.57 | 0.85 | 0.77 | 0.78 |
| SLF | 0.17 | 0.30 | 0.27 | 0.25 | 0.18 | 0.17 | 0.40 | 0.29 | 0.31 | 0.24 | 0.29 | 0.32 | 0.38 | 0.49 | 0.37 | 0.49 | 0.50 | 0.52 | 0.44 | 0.45 | 0.44 | 0.50 | 0.47 | 0.53 | 0.48 | 0.57 | 1.00 | 0.57 | 0.60 | 0.66 |
| TFC | 0.16 | 0.22 | 0.25 | 0.21 | 0.15 | 0.16 | 0.33 | 0.28 | 0.29 | 0.23 | 0.31 | 0.31 | 0.41 | 0.30 | 0.43 | 0.56 | 0.53 | 0.36 | 0.46 | 0.50 | 0.44 | 0.51 | 0.44 | 0.53 | 0.48 | 0.85 | 0.57 | 1.00 | 0.75 | 0.77 |
| C | 0.15 | 0.25 | 0.28 | 0.18 | 0.11 | 0.11 | 0.35 | 0.31 | 0.29 | 0.20 | 0.29 | 0.32 | 0.46 | 0.32 | 0.41 | 0.60 | 0.56 | 0.41 | 0.52 | 0.52 | 0.50 | 0.55 | 0.51 | 0.56 | 0.49 | 0.77 | 0.60 | 0.75 | 1.00 | 0.77 |
| PRU | 0.18 | 0.26 | 0.31 | 0.20 | 0.16 | 0.16 | 0.35 | 0.32 | 0.37 | 0.26 | 0.33 | 0.33 | 0.47 | 0.35 | 0.43 | 0.59 | 0.59 | 0.40 | 0.53 | 0.54 | 0.51 | 0.56 | 0.52 | 0.60 | 0.53 | 0.78 | 0.66 | 0.77 | 0.77 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 11 дек. 2014 г.