hyield
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% |
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
Самые ранние данные для этого графика доступны с 28 апр. 2010 г., начальной даты LYB
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
hyield | 17.98% | 6.25% | 15.32% | 25.58% | 11.64% | N/A |
Активы портфеля: | ||||||
LYB LyondellBasell Industries N.V. | 8.03% | 6.01% | -0.22% | 3.08% | 11.94% | 5.59% |
BCE BCE Inc. | -7.27% | 1.95% | 0.76% | -8.78% | -0.11% | 3.06% |
OMC Omnicom Group Inc. | 17.88% | 9.16% | 14.32% | 29.36% | 9.53% | 6.83% |
VZ | 16.39% | 1.98% | 7.05% | 28.56% | -1.21% | N/A |
F Ford Motor Company | -3.10% | 13.30% | -9.72% | -1.20% | 8.69% | 0.49% |
QSR | -9.67% | -0.97% | -9.59% | 2.50% | 1.95% | N/A |
K Kellogg Company | 47.00% | 27.99% | 51.46% | 47.75% | 8.13% | 4.38% |
PM Philip Morris International Inc. | 34.60% | 4.64% | 40.21% | 36.06% | 17.47% | 9.20% |
CVX Chevron Corporation | 2.42% | 0.71% | 1.50% | -6.05% | 9.55% | 5.92% |
ENB Enbridge Inc. | 17.85% | 7.67% | 19.84% | 21.89% | 10.98% | 3.61% |
XOM | 20.99% | 1.72% | 14.85% | 7.54% | 16.90% | N/A |
PSX | 7.88% | 5.77% | -1.15% | 23.71% | 11.70% | N/A |
VLO | 15.28% | -1.23% | 2.78% | 13.10% | 19.53% | N/A |
C Citigroup Inc. | 25.20% | 7.63% | 13.63% | 56.86% | 3.33% | 4.56% |
KEY KeyCorp | 23.42% | 19.51% | 20.15% | 56.41% | 5.88% | 6.16% |
LAZ Lazard Ltd | 49.43% | 14.41% | 28.98% | 50.96% | 13.74% | 4.82% |
PRU Prudential Financial, Inc. | 20.87% | 11.13% | 15.66% | 32.18% | 14.45% | 7.50% |
SLF | 8.70% | 14.75% | 4.79% | 16.30% | 10.07% | N/A |
TFC | 25.37% | 6.88% | 26.12% | 52.40% | 3.34% | N/A |
GILD Gilead Sciences, Inc. | -0.27% | 2.90% | 11.82% | 7.40% | 8.95% | -0.06% |
PFE Pfizer Inc. | 5.29% | -4.67% | 15.35% | -14.14% | 1.03% | 4.43% |
SNY | 13.13% | 6.05% | 19.32% | 5.89% | 7.92% | N/A |
LMT Lockheed Martin Corporation | 27.11% | 3.52% | 32.41% | 29.46% | 10.70% | 15.62% |
CCI Crown Castle International Corp. | 0.22% | -2.77% | 2.35% | 19.20% | -1.70% | 7.63% |
SPG | 20.41% | 10.78% | 12.69% | 54.19% | 8.00% | N/A |
GLW Corning Incorporated | 40.63% | 8.20% | 27.18% | 31.59% | 12.21% | 10.11% |
IBM International Business Machines Corporation | 27.06% | 7.81% | 6.66% | 42.05% | 14.51% | 5.44% |
DUK Duke Energy Corporation | 21.07% | 0.96% | 25.69% | 35.16% | 8.30% | 8.97% |
EIX Edison International | 24.49% | 5.79% | 31.92% | 33.02% | 8.15% | 8.07% |
SO | 26.71% | -1.65% | 28.91% | 33.50% | 11.96% | 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% | 17.98% | |||||
2023 | 4.85% | -4.00% | -1.23% | -0.45% | -5.75% | 5.75% | 2.74% | -2.88% | -2.64% | -3.71% | 7.98% | 5.76% | 5.37% |
2022 | 3.06% | -1.61% | 2.99% | -3.36% | 5.31% | -8.90% | 5.95% | -2.44% | -10.41% | 12.34% | 6.30% | -2.70% | 4.19% |
2021 | -0.13% | 7.42% | 6.25% | 3.75% | 3.78% | -1.43% | -1.75% | 1.36% | -1.79% | 3.45% | -1.72% | 6.18% | 27.72% |
2020 | -3.00% | -9.64% | -18.53% | 13.81% | 1.94% | -0.48% | 1.80% | 1.47% | -3.28% | -1.94% | 15.68% | 2.70% | -4.02% |
2019 | 10.37% | 2.09% | 0.16% | 3.65% | -6.76% | 7.50% | 0.89% | -2.93% | 4.54% | 0.25% | 2.29% | 2.20% | 25.81% |
2018 | 2.32% | -5.30% | -1.01% | 0.66% | 0.69% | 1.00% | 4.60% | -1.29% | 0.36% | -4.93% | 2.08% | -9.45% | -10.60% |
2017 | 0.53% | 3.32% | -0.66% | -1.04% | 0.22% | 2.24% | 1.31% | 0.02% | 3.21% | 0.31% | 2.91% | 0.57% | 13.60% |
2016 | -4.65% | 1.15% | 7.30% | 1.29% | 1.06% | 0.38% | 1.95% | 0.24% | -0.38% | -0.32% | 4.62% | 2.58% | 15.80% |
2015 | -1.91% | 4.48% | -1.11% | 1.30% | 0.09% | -1.14% | 1.96% | -5.64% | -1.90% | 7.46% | -0.93% | -1.73% | 0.29% |
2014 | 2.40% | 2.40% |
Комиссия
Комиссия hyield составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг hyield среди портфелей на нашем сайте составляет 63, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
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 | |
---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | 0.28 | 0.53 | 1.06 | 0.35 | 0.84 |
BCE BCE Inc. | -0.65 | -0.80 | 0.90 | -0.30 | -0.87 |
OMC Omnicom Group Inc. | 1.40 | 1.97 | 1.25 | 1.11 | 6.28 |
VZ | 1.33 | 2.07 | 1.27 | 0.71 | 6.65 |
F Ford Motor Company | -0.01 | 0.24 | 1.04 | -0.01 | -0.02 |
QSR | 0.16 | 0.38 | 1.04 | 0.19 | 0.39 |
K Kellogg Company | 1.57 | 2.94 | 1.36 | 1.28 | 7.41 |
PM Philip Morris International Inc. | 2.10 | 2.93 | 1.37 | 2.44 | 9.46 |
CVX Chevron Corporation | -0.18 | -0.10 | 0.99 | -0.16 | -0.39 |
ENB Enbridge Inc. | 1.33 | 1.85 | 1.24 | 0.80 | 5.08 |
XOM | 0.50 | 0.86 | 1.10 | 0.54 | 1.08 |
PSX | 1.10 | 1.60 | 1.20 | 1.19 | 2.34 |
VLO | 0.53 | 0.91 | 1.11 | 0.68 | 1.21 |
C Citigroup Inc. | 2.40 | 3.15 | 1.40 | 1.21 | 11.74 |
KEY KeyCorp | 1.72 | 2.52 | 1.30 | 1.04 | 8.84 |
LAZ Lazard Ltd | 1.58 | 2.35 | 1.28 | 1.17 | 5.56 |
PRU Prudential Financial, Inc. | 1.62 | 2.01 | 1.30 | 1.64 | 7.22 |
SLF | 1.00 | 1.46 | 1.19 | 1.05 | 2.98 |
TFC | 1.94 | 2.75 | 1.32 | 0.99 | 10.61 |
GILD Gilead Sciences, Inc. | 0.25 | 0.50 | 1.07 | 0.20 | 0.41 |
PFE Pfizer Inc. | -0.58 | -0.70 | 0.92 | -0.26 | -0.82 |
SNY | 0.14 | 0.35 | 1.06 | 0.18 | 0.35 |
LMT Lockheed Martin Corporation | 1.67 | 2.72 | 1.37 | 1.48 | 7.53 |
CCI Crown Castle International Corp. | 0.72 | 1.25 | 1.15 | 0.32 | 1.94 |
SPG | 2.43 | 3.34 | 1.41 | 1.67 | 11.89 |
GLW Corning Incorporated | 1.24 | 2.07 | 1.26 | 0.84 | 3.82 |
IBM International Business Machines Corporation | 2.02 | 2.88 | 1.42 | 2.56 | 6.22 |
DUK Duke Energy Corporation | 1.93 | 2.72 | 1.33 | 1.50 | 7.94 |
EIX Edison International | 1.49 | 2.20 | 1.27 | 1.84 | 5.02 |
SO | 1.72 | 2.50 | 1.30 | 1.66 | 7.52 |
Дивиденды
Дивидендный доход
Дивидендная доходность hyield за предыдущие двенадцать месяцев составила 4.21%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
hyield | 4.21% | 4.69% | 4.44% | 3.85% | 4.48% | 4.38% | 4.44% | 3.33% | 3.37% | 3.28% | 2.68% | 2.48% |
Активы портфеля: | ||||||||||||
LYB LyondellBasell Industries N.V. | 5.25% | 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. | 8.23% | 7.30% | 6.37% | 5.32% | 5.78% | 5.15% | 5.81% | 4.63% | 4.81% | 5.18% | 4.83% | 5.20% |
OMC Omnicom Group Inc. | 2.79% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% | 2.45% | 2.15% |
VZ | 6.37% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
F Ford Motor Company | 6.95% | 10.20% | 4.03% | 0.45% | 1.60% | 6.05% | 9.18% | 5.20% | 7.01% | 4.26% | 3.23% | 2.35% |
QSR | 3.25% | 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 | 2.08% | 1.33% | 0.36% | 0.40% | 0.40% | 0.36% | 0.43% | 0.34% | 0.31% | 0.30% | 0.32% | 0.32% |
PM Philip Morris International Inc. | 4.22% | 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 | 4.33% | 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. | 6.64% | 7.29% | 6.78% | 6.86% | 7.54% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% | 2.82% |
XOM | 3.22% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
PSX | 3.14% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% | 2.64% | 1.72% |
VLO | 2.88% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.30% |
C Citigroup Inc. | 3.43% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
KEY KeyCorp | 4.81% | 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 | 3.99% | 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. | 4.25% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% | 2.40% | 1.88% |
SLF | 4.30% | 4.26% | 4.60% | 3.17% | 3.70% | 3.46% | 4.41% | 3.25% | 3.18% | 3.76% | 3.61% | 3.91% |
TFC | 4.68% | 5.63% | 4.65% | 3.18% | 3.76% | 3.04% | 3.60% | 2.53% | 2.44% | 2.77% | 2.44% | 3.00% |
GILD Gilead Sciences, Inc. | 3.85% | 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. | 5.76% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
SNY | 3.62% | 3.82% | 4.22% | 3.80% | 3.61% | 3.46% | 4.29% | 3.67% | 4.03% | 3.77% | 4.19% | 3.47% |
LMT Lockheed Martin Corporation | 1.66% | 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. | 5.59% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% | 2.38% | 0.00% |
SPG | 4.63% | 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 | 2.68% | 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 | 3.29% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
DUK Duke Energy Corporation | 3.62% | 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 | 3.54% | 4.19% | 4.46% | 3.94% | 4.10% | 3.28% | 4.28% | 4.39% | 2.75% | 2.93% | 2.26% | 2.95% |
SO | 3.29% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.90% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
hyield показал максимальную просадку в 41.04%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 224 торговые сессии.
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 |
---|---|---|---|---|---|---|
-41.04% | 21 янв. 2020 г. | 44 | 23 мар. 2020 г. | 224 | 10 февр. 2021 г. | 268 |
-18.44% | 29 янв. 2018 г. | 229 | 24 дек. 2018 г. | 86 | 30 апр. 2019 г. | 315 |
-16.97% | 8 июн. 2022 г. | 80 | 30 сент. 2022 г. | 70 | 11 янв. 2023 г. | 150 |
-14.23% | 14 февр. 2023 г. | 178 | 27 окт. 2023 г. | 41 | 27 дек. 2023 г. | 219 |
-13.16% | 18 мая 2015 г. | 171 | 20 янв. 2016 г. | 58 | 13 апр. 2016 г. | 229 |
Волатильность
График волатильности
Текущая волатильность hyield составляет 3.77%, 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
K | SNY | GILD | CCI | SO | DUK | QSR | PFE | EIX | LMT | VZ | PM | VLO | SPG | BCE | LAZ | F | ENB | PSX | OMC | XOM | CVX | GLW | LYB | IBM | KEY | SLF | TFC | C | PRU | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
K | 1.00 | 0.23 | 0.21 | 0.33 | 0.40 | 0.41 | 0.21 | 0.24 | 0.35 | 0.27 | 0.38 | 0.42 | 0.12 | 0.24 | 0.31 | 0.15 | 0.15 | 0.22 | 0.12 | 0.28 | 0.19 | 0.18 | 0.20 | 0.15 | 0.27 | 0.13 | 0.18 | 0.16 | 0.15 | 0.18 |
SNY | 0.23 | 1.00 | 0.34 | 0.26 | 0.20 | 0.22 | 0.23 | 0.38 | 0.21 | 0.25 | 0.25 | 0.28 | 0.17 | 0.19 | 0.34 | 0.24 | 0.22 | 0.27 | 0.20 | 0.24 | 0.21 | 0.22 | 0.29 | 0.22 | 0.28 | 0.20 | 0.31 | 0.22 | 0.25 | 0.26 |
GILD | 0.21 | 0.34 | 1.00 | 0.24 | 0.19 | 0.21 | 0.20 | 0.43 | 0.19 | 0.28 | 0.27 | 0.28 | 0.21 | 0.22 | 0.26 | 0.26 | 0.24 | 0.21 | 0.22 | 0.29 | 0.22 | 0.22 | 0.31 | 0.24 | 0.35 | 0.25 | 0.27 | 0.26 | 0.28 | 0.31 |
CCI | 0.33 | 0.26 | 0.24 | 1.00 | 0.47 | 0.47 | 0.25 | 0.30 | 0.40 | 0.26 | 0.34 | 0.33 | 0.10 | 0.37 | 0.37 | 0.21 | 0.19 | 0.29 | 0.15 | 0.23 | 0.15 | 0.16 | 0.25 | 0.15 | 0.27 | 0.18 | 0.26 | 0.21 | 0.19 | 0.21 |
SO | 0.40 | 0.20 | 0.19 | 0.47 | 1.00 | 0.80 | 0.22 | 0.27 | 0.64 | 0.28 | 0.39 | 0.36 | 0.13 | 0.31 | 0.35 | 0.12 | 0.16 | 0.27 | 0.14 | 0.22 | 0.19 | 0.18 | 0.18 | 0.14 | 0.26 | 0.11 | 0.18 | 0.15 | 0.11 | 0.17 |
DUK | 0.41 | 0.22 | 0.21 | 0.47 | 0.80 | 1.00 | 0.19 | 0.29 | 0.66 | 0.29 | 0.43 | 0.39 | 0.11 | 0.34 | 0.37 | 0.12 | 0.14 | 0.29 | 0.13 | 0.24 | 0.19 | 0.18 | 0.20 | 0.14 | 0.29 | 0.10 | 0.17 | 0.16 | 0.11 | 0.17 |
QSR | 0.21 | 0.23 | 0.20 | 0.25 | 0.22 | 0.19 | 1.00 | 0.22 | 0.25 | 0.26 | 0.23 | 0.26 | 0.24 | 0.34 | 0.35 | 0.34 | 0.33 | 0.35 | 0.27 | 0.33 | 0.24 | 0.26 | 0.37 | 0.29 | 0.34 | 0.32 | 0.40 | 0.33 | 0.35 | 0.35 |
PFE | 0.24 | 0.38 | 0.43 | 0.30 | 0.27 | 0.29 | 0.22 | 1.00 | 0.25 | 0.32 | 0.34 | 0.31 | 0.22 | 0.25 | 0.31 | 0.27 | 0.24 | 0.26 | 0.24 | 0.29 | 0.26 | 0.27 | 0.34 | 0.26 | 0.37 | 0.27 | 0.29 | 0.28 | 0.31 | 0.32 |
EIX | 0.35 | 0.21 | 0.19 | 0.40 | 0.64 | 0.66 | 0.25 | 0.25 | 1.00 | 0.31 | 0.37 | 0.36 | 0.18 | 0.39 | 0.35 | 0.21 | 0.23 | 0.33 | 0.21 | 0.29 | 0.25 | 0.24 | 0.26 | 0.23 | 0.31 | 0.20 | 0.24 | 0.23 | 0.20 | 0.26 |
LMT | 0.27 | 0.25 | 0.28 | 0.26 | 0.28 | 0.29 | 0.26 | 0.32 | 0.31 | 1.00 | 0.29 | 0.33 | 0.27 | 0.23 | 0.31 | 0.27 | 0.26 | 0.28 | 0.31 | 0.33 | 0.33 | 0.33 | 0.31 | 0.30 | 0.38 | 0.29 | 0.31 | 0.30 | 0.30 | 0.37 |
VZ | 0.38 | 0.25 | 0.27 | 0.34 | 0.39 | 0.43 | 0.23 | 0.34 | 0.37 | 0.29 | 1.00 | 0.38 | 0.20 | 0.30 | 0.41 | 0.23 | 0.26 | 0.28 | 0.24 | 0.36 | 0.29 | 0.30 | 0.28 | 0.27 | 0.41 | 0.28 | 0.29 | 0.31 | 0.30 | 0.34 |
PM | 0.42 | 0.28 | 0.28 | 0.33 | 0.36 | 0.39 | 0.26 | 0.31 | 0.36 | 0.33 | 0.38 | 1.00 | 0.22 | 0.35 | 0.38 | 0.29 | 0.29 | 0.33 | 0.25 | 0.38 | 0.31 | 0.31 | 0.32 | 0.30 | 0.38 | 0.29 | 0.33 | 0.31 | 0.32 | 0.33 |
VLO | 0.12 | 0.17 | 0.21 | 0.10 | 0.13 | 0.11 | 0.24 | 0.22 | 0.18 | 0.27 | 0.20 | 0.22 | 1.00 | 0.31 | 0.24 | 0.38 | 0.36 | 0.40 | 0.78 | 0.34 | 0.60 | 0.59 | 0.39 | 0.48 | 0.38 | 0.43 | 0.38 | 0.42 | 0.47 | 0.48 |
SPG | 0.24 | 0.19 | 0.22 | 0.37 | 0.31 | 0.34 | 0.34 | 0.25 | 0.39 | 0.23 | 0.30 | 0.35 | 0.31 | 1.00 | 0.34 | 0.38 | 0.45 | 0.36 | 0.35 | 0.43 | 0.34 | 0.35 | 0.40 | 0.37 | 0.39 | 0.41 | 0.37 | 0.43 | 0.42 | 0.43 |
BCE | 0.31 | 0.34 | 0.26 | 0.37 | 0.35 | 0.37 | 0.35 | 0.31 | 0.35 | 0.31 | 0.41 | 0.38 | 0.24 | 0.34 | 1.00 | 0.31 | 0.31 | 0.53 | 0.30 | 0.36 | 0.35 | 0.36 | 0.35 | 0.36 | 0.39 | 0.29 | 0.50 | 0.31 | 0.33 | 0.36 |
LAZ | 0.15 | 0.24 | 0.26 | 0.21 | 0.12 | 0.12 | 0.34 | 0.27 | 0.21 | 0.27 | 0.23 | 0.29 | 0.38 | 0.38 | 0.31 | 1.00 | 0.48 | 0.37 | 0.41 | 0.43 | 0.38 | 0.40 | 0.50 | 0.48 | 0.42 | 0.57 | 0.50 | 0.56 | 0.60 | 0.59 |
F | 0.15 | 0.22 | 0.24 | 0.19 | 0.16 | 0.14 | 0.33 | 0.24 | 0.23 | 0.26 | 0.26 | 0.29 | 0.36 | 0.45 | 0.31 | 0.48 | 1.00 | 0.37 | 0.40 | 0.47 | 0.41 | 0.42 | 0.50 | 0.49 | 0.44 | 0.55 | 0.50 | 0.53 | 0.56 | 0.59 |
ENB | 0.22 | 0.27 | 0.21 | 0.29 | 0.27 | 0.29 | 0.35 | 0.26 | 0.33 | 0.28 | 0.28 | 0.33 | 0.40 | 0.36 | 0.53 | 0.37 | 0.37 | 1.00 | 0.49 | 0.35 | 0.51 | 0.55 | 0.38 | 0.47 | 0.40 | 0.36 | 0.52 | 0.36 | 0.41 | 0.40 |
PSX | 0.12 | 0.20 | 0.22 | 0.15 | 0.14 | 0.13 | 0.27 | 0.24 | 0.21 | 0.31 | 0.24 | 0.25 | 0.78 | 0.35 | 0.30 | 0.41 | 0.40 | 0.49 | 1.00 | 0.38 | 0.67 | 0.68 | 0.42 | 0.55 | 0.42 | 0.48 | 0.45 | 0.46 | 0.52 | 0.53 |
OMC | 0.28 | 0.24 | 0.29 | 0.23 | 0.22 | 0.24 | 0.33 | 0.29 | 0.29 | 0.33 | 0.36 | 0.38 | 0.34 | 0.43 | 0.36 | 0.43 | 0.47 | 0.35 | 0.38 | 1.00 | 0.38 | 0.37 | 0.49 | 0.46 | 0.49 | 0.50 | 0.46 | 0.50 | 0.51 | 0.54 |
XOM | 0.19 | 0.21 | 0.22 | 0.15 | 0.19 | 0.19 | 0.24 | 0.26 | 0.25 | 0.33 | 0.29 | 0.31 | 0.60 | 0.34 | 0.35 | 0.38 | 0.41 | 0.51 | 0.67 | 0.38 | 1.00 | 0.83 | 0.41 | 0.57 | 0.42 | 0.45 | 0.45 | 0.45 | 0.50 | 0.51 |
CVX | 0.18 | 0.22 | 0.22 | 0.16 | 0.18 | 0.18 | 0.26 | 0.27 | 0.24 | 0.33 | 0.30 | 0.31 | 0.59 | 0.35 | 0.36 | 0.40 | 0.42 | 0.55 | 0.68 | 0.37 | 0.83 | 1.00 | 0.42 | 0.56 | 0.43 | 0.47 | 0.48 | 0.45 | 0.51 | 0.53 |
GLW | 0.20 | 0.29 | 0.31 | 0.25 | 0.18 | 0.20 | 0.37 | 0.34 | 0.26 | 0.31 | 0.28 | 0.32 | 0.39 | 0.40 | 0.35 | 0.50 | 0.50 | 0.38 | 0.42 | 0.49 | 0.41 | 0.42 | 1.00 | 0.53 | 0.51 | 0.52 | 0.50 | 0.52 | 0.55 | 0.57 |
LYB | 0.15 | 0.22 | 0.24 | 0.15 | 0.14 | 0.14 | 0.29 | 0.26 | 0.23 | 0.30 | 0.27 | 0.30 | 0.48 | 0.37 | 0.36 | 0.48 | 0.49 | 0.47 | 0.55 | 0.46 | 0.57 | 0.56 | 0.53 | 1.00 | 0.48 | 0.55 | 0.53 | 0.53 | 0.56 | 0.61 |
IBM | 0.27 | 0.28 | 0.35 | 0.27 | 0.26 | 0.29 | 0.34 | 0.37 | 0.31 | 0.38 | 0.41 | 0.38 | 0.38 | 0.39 | 0.39 | 0.42 | 0.44 | 0.40 | 0.42 | 0.49 | 0.42 | 0.43 | 0.51 | 0.48 | 1.00 | 0.46 | 0.49 | 0.48 | 0.49 | 0.53 |
KEY | 0.13 | 0.20 | 0.25 | 0.18 | 0.11 | 0.10 | 0.32 | 0.27 | 0.20 | 0.29 | 0.28 | 0.29 | 0.43 | 0.41 | 0.29 | 0.57 | 0.55 | 0.36 | 0.48 | 0.50 | 0.45 | 0.47 | 0.52 | 0.55 | 0.46 | 1.00 | 0.57 | 0.85 | 0.77 | 0.78 |
SLF | 0.18 | 0.31 | 0.27 | 0.26 | 0.18 | 0.17 | 0.40 | 0.29 | 0.24 | 0.31 | 0.29 | 0.33 | 0.38 | 0.37 | 0.50 | 0.50 | 0.50 | 0.52 | 0.45 | 0.46 | 0.45 | 0.48 | 0.50 | 0.53 | 0.49 | 0.57 | 1.00 | 0.57 | 0.61 | 0.66 |
TFC | 0.16 | 0.22 | 0.26 | 0.21 | 0.15 | 0.16 | 0.33 | 0.28 | 0.23 | 0.30 | 0.31 | 0.31 | 0.42 | 0.43 | 0.31 | 0.56 | 0.53 | 0.36 | 0.46 | 0.50 | 0.45 | 0.45 | 0.52 | 0.53 | 0.48 | 0.85 | 0.57 | 1.00 | 0.75 | 0.77 |
C | 0.15 | 0.25 | 0.28 | 0.19 | 0.11 | 0.11 | 0.35 | 0.31 | 0.20 | 0.30 | 0.30 | 0.32 | 0.47 | 0.42 | 0.33 | 0.60 | 0.56 | 0.41 | 0.52 | 0.51 | 0.50 | 0.51 | 0.55 | 0.56 | 0.49 | 0.77 | 0.61 | 0.75 | 1.00 | 0.77 |
PRU | 0.18 | 0.26 | 0.31 | 0.21 | 0.17 | 0.17 | 0.35 | 0.32 | 0.26 | 0.37 | 0.34 | 0.33 | 0.48 | 0.43 | 0.36 | 0.59 | 0.59 | 0.40 | 0.53 | 0.54 | 0.51 | 0.53 | 0.57 | 0.61 | 0.53 | 0.78 | 0.66 | 0.77 | 0.77 | 1.00 |