Donald Trump win - gpt4o: top 10
If Donald Trump were to win another term in office, potential stock gains would likely reflect his policies and priorities, such as lower corporate taxes, deregulation, a focus on energy independence (including oil and gas), defense spending, and traditional manufacturing. Based on his previous term, here are sectors and companies that could benefit:
1. Oil and Gas ExxonMobil (XOM): With Trump's energy policies favoring domestic oil production and deregulation, major oil companies like ExxonMobil could see gains.
Chevron Corporation (CVX): Another oil giant, Chevron could benefit from favorable energy policies and reduced regulations.
2. Defense and Aerospace Lockheed Martin (LMT): As defense spending and military budgets may increase, defense contractors like Lockheed Martin would likely see substantial benefits.
Northrop Grumman (NOC): A key player in defense and aerospace, Northrop could also gain from increased military spending.
3. Financials JPMorgan Chase & Co. (JPM): A Trump administration might pursue deregulation in the financial sector, which would likely benefit major banks like JPMorgan Chase.
Goldman Sachs (GS): Financial deregulation and pro-business policies could bolster investment banks like Goldman Sachs.
4. Industrials and Manufacturing Caterpillar Inc. (CAT): With Trump’s focus on rebuilding American infrastructure and promoting domestic manufacturing, companies like Caterpillar, which provide heavy machinery for construction, could benefit.
Deere & Company (DE): Known for its agricultural and construction machinery, Deere could gain from policies promoting U.S. infrastructure and agriculture.
5. Technology Amazon.com Inc. (AMZN): While Trump has had a complicated relationship with Amazon, the company would still likely benefit from pro-business tax policies and deregulation in tech and e-commerce.
Alphabet Inc. (GOOGL): Despite some tech regulation threats, Alphabet (Google's parent company) could benefit from policies that promote business growth and continued innovation in technology.
6. Pharmaceuticals Pfizer Inc. (PFE): Trump's previous administration favored deregulation in the pharmaceutical sector, and drug companies like Pfizer could benefit from policies encouraging innovation without heavy regulation.
These companies span sectors likely to benefit from policies such as tax cuts, deregulation, and a focus on American energy independence and military strength. However, market dynamics can be unpredictable, so it's essential to stay informed as policies evolve.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
CAT Caterpillar Inc. | Industrials | 10% |
DE Deere & Company | Industrials | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
GS The Goldman Sachs Group, Inc. | Financial Services | 10% |
JPM JPMorgan Chase & Co. | Financial Services | 10% |
LMT Lockheed Martin Corporation | Industrials | 10% |
NOC Northrop Grumman Corporation | Industrials | 10% |
PFE Pfizer Inc. | Healthcare | 10% |
XOM Exxon Mobil Corporation | Energy | 10% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в Donald Trump win - gpt4o: top 10 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 13 авг. 2012 г., начальной даты PFE
Доходность по периодам
Donald Trump win - gpt4o: top 10 на 24 дек. 2024 г. показал доходность в 24.77% с начала года и доходность в 17.89% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
| Donald Trump win - gpt4o: top 10 | 24.77% | -1.28% | 12.31% | 25.49% | 18.10% | 17.89% |
| Активы портфеля: | ||||||
XOM Exxon Mobil Corporation | 9.95% | -12.72% | -5.54% | 7.87% | 14.13% | 5.85% |
LMT Lockheed Martin Corporation | 10.15% | -9.72% | 5.17% | 11.38% | 7.25% | 12.48% |
NOC Northrop Grumman Corporation | 1.48% | -5.57% | 9.93% | 2.58% | 7.85% | 13.78% |
JPM JPMorgan Chase & Co. | 43.49% | -4.09% | 21.76% | 45.81% | 14.70% | 17.56% |
GS The Goldman Sachs Group, Inc. | 51.54% | -4.84% | 26.15% | 53.58% | 22.86% | 13.57% |
CAT Caterpillar Inc. | 25.56% | -8.08% | 12.46% | 27.86% | 22.51% | 17.66% |
DE Deere & Company | 9.34% | -3.19% | 17.90% | 10.59% | 21.60% | 19.19% |
AMZN Amazon.com, Inc. | 48.12% | 14.17% | 20.78% | 46.70% | 19.29% | 30.80% |
GOOGL Alphabet Inc. | 39.84% | 18.26% | 6.02% | 38.06% | 23.53% | 21.91% |
PFE Pfizer Inc. | -1.55% | 4.13% | -1.72% | -0.20% | -2.38% | 2.83% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Donald Trump win - gpt4o: top 10, 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 | -0.60% | 3.10% | 7.38% | -1.21% | 2.47% | 0.64% | 5.46% | 1.35% | 1.83% | -0.56% | 5.38% | 24.77% | |
| 2023 | 2.03% | -3.32% | 0.34% | 0.65% | -1.45% | 5.55% | 4.13% | -0.60% | -3.17% | -2.94% | 5.08% | 5.07% | 11.29% |
| 2022 | -0.26% | 1.11% | 5.37% | -8.07% | 4.70% | -8.47% | 8.07% | -2.26% | -8.44% | 15.61% | 5.40% | -3.30% | 6.69% |
| 2021 | 0.80% | 10.47% | 5.57% | 5.43% | 1.84% | 0.36% | 0.16% | 3.89% | -4.73% | 4.30% | -0.32% | 3.44% | 35.04% |
| 2020 | -0.06% | -9.86% | -11.25% | 13.91% | 2.46% | -1.19% | 6.42% | 5.87% | -3.78% | -1.34% | 12.70% | 3.76% | 15.32% |
| 2019 | 9.19% | 2.30% | -0.62% | 5.36% | -6.51% | 7.92% | 1.41% | -3.53% | 3.20% | 2.16% | 2.45% | 2.25% | 27.51% |
| 2018 | 8.83% | -2.19% | -3.47% | -1.95% | 2.61% | -2.19% | 5.85% | 1.25% | 3.03% | -10.33% | 2.97% | -8.85% | -6.03% |
| 2017 | 0.50% | 4.54% | -1.14% | 2.71% | 2.49% | 0.95% | 2.26% | 0.11% | 4.57% | 4.65% | 4.37% | 2.46% | 32.23% |
| 2016 | -5.17% | -0.01% | 4.27% | 5.28% | 2.17% | 0.24% | 3.43% | 1.03% | 1.16% | 0.75% | 8.67% | 1.32% | 25.01% |
| 2015 | -2.44% | 7.04% | -1.55% | 2.25% | 1.90% | 0.12% | 5.94% | -5.63% | -3.40% | 10.85% | 1.47% | -1.67% | 14.56% |
| 2014 | -2.60% | 3.75% | 0.21% | -1.25% | -0.14% | 1.76% | -1.05% | 3.53% | -0.66% | 1.64% | 0.97% | -0.33% | 5.78% |
| 2013 | 5.92% | 0.26% | 0.89% | 1.42% | 4.81% | -1.04% | 5.85% | -3.33% | 2.84% | 6.59% | 5.35% | 4.07% | 38.61% |
Комиссия
Комиссия Donald Trump win - gpt4o: top 10 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 Donald Trump win - gpt4o: top 10 составляет 79, что ставит его в топ 21% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена 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 | |
|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 0.42 | 0.72 | 1.08 | 0.43 | 1.65 |
LMT Lockheed Martin Corporation | 0.67 | 1.03 | 1.15 | 0.53 | 1.73 |
NOC Northrop Grumman Corporation | 0.19 | 0.40 | 1.05 | 0.17 | 0.55 |
JPM JPMorgan Chase & Co. | 1.95 | 2.68 | 1.40 | 4.51 | 13.09 |
GS The Goldman Sachs Group, Inc. | 2.09 | 3.04 | 1.40 | 5.46 | 19.25 |
CAT Caterpillar Inc. | 1.07 | 1.61 | 1.20 | 1.77 | 3.84 |
DE Deere & Company | 0.49 | 0.85 | 1.11 | 0.54 | 1.70 |
AMZN Amazon.com, Inc. | 1.66 | 2.27 | 1.29 | 2.06 | 7.74 |
GOOGL Alphabet Inc. | 1.40 | 1.95 | 1.26 | 1.77 | 4.28 |
PFE Pfizer Inc. | 0.00 | 0.18 | 1.02 | 0.00 | 0.01 |
Дивиденды
Дивидендный доход
Дивидендная доходность Donald Trump win - gpt4o: top 10 за предыдущие двенадцать месяцев составила 2.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.13% | 2.18% | 1.85% | 2.02% | 2.51% | 2.09% | 2.18% | 1.73% | 2.01% | 2.31% | 2.01% | 1.85% |
| Активы портфеля: | ||||||||||||
XOM Exxon Mobil Corporation | 3.61% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
LMT Lockheed Martin Corporation | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
NOC Northrop Grumman Corporation | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% | 2.08% |
JPM JPMorgan Chase & Co. | 1.93% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
GS The Goldman Sachs Group, Inc. | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
CAT Caterpillar Inc. | 1.48% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
DE Deere & Company | 1.36% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
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% |
GOOGL Alphabet Inc. | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Donald Trump win - gpt4o: top 10 показал максимальную просадку в 33.51%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 110 торговых сессий.
Текущая просадка Donald Trump win - gpt4o: top 10 составляет 2.70%.
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 |
|---|---|---|---|---|---|---|
| -33.51% | 21 янв. 2020 г. | 44 | 23 мар. 2020 г. | 110 | 27 авг. 2020 г. | 154 |
| -22.76% | 4 окт. 2018 г. | 56 | 24 дек. 2018 г. | 137 | 12 июл. 2019 г. | 193 |
| -16.95% | 28 мар. 2022 г. | 130 | 30 сент. 2022 г. | 38 | 23 нояб. 2022 г. | 168 |
| -12.11% | 2 дек. 2015 г. | 49 | 11 февр. 2016 г. | 45 | 18 апр. 2016 г. | 94 |
| -11.23% | 18 авг. 2015 г. | 6 | 25 авг. 2015 г. | 45 | 28 окт. 2015 г. | 51 |
Волатильность
График волатильности
Текущая волатильность Donald Trump win - gpt4o: top 10 составляет 4.01%, 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
| PFE | AMZN | GOOGL | NOC | LMT | XOM | DE | CAT | GS | JPM | |
|---|---|---|---|---|---|---|---|---|---|---|
| PFE | 1.00 | 0.22 | 0.27 | 0.29 | 0.31 | 0.27 | 0.27 | 0.27 | 0.31 | 0.34 |
| AMZN | 0.22 | 1.00 | 0.65 | 0.18 | 0.18 | 0.20 | 0.24 | 0.30 | 0.36 | 0.31 |
| GOOGL | 0.27 | 0.65 | 1.00 | 0.23 | 0.24 | 0.26 | 0.28 | 0.34 | 0.41 | 0.37 |
| NOC | 0.29 | 0.18 | 0.23 | 1.00 | 0.75 | 0.30 | 0.34 | 0.33 | 0.32 | 0.34 |
| LMT | 0.31 | 0.18 | 0.24 | 0.75 | 1.00 | 0.33 | 0.34 | 0.34 | 0.33 | 0.35 |
| XOM | 0.27 | 0.20 | 0.26 | 0.30 | 0.33 | 1.00 | 0.45 | 0.55 | 0.46 | 0.48 |
| DE | 0.27 | 0.24 | 0.28 | 0.34 | 0.34 | 0.45 | 1.00 | 0.69 | 0.51 | 0.50 |
| CAT | 0.27 | 0.30 | 0.34 | 0.33 | 0.34 | 0.55 | 0.69 | 1.00 | 0.56 | 0.56 |
| GS | 0.31 | 0.36 | 0.41 | 0.32 | 0.33 | 0.46 | 0.51 | 0.56 | 1.00 | 0.78 |
| JPM | 0.34 | 0.31 | 0.37 | 0.34 | 0.35 | 0.48 | 0.50 | 0.56 | 0.78 | 1.00 |