BMO
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в BMO 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 22 июн. 2007 г., начальной даты BX
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
BMO | 16.60% | -0.84% | 12.01% | 27.66% | 23.32% | N/A |
Активы портфеля: | ||||||
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.92% | 18.82% |
DIS The Walt Disney Company | -0.74% | -12.29% | -6.02% | 5.33% | -8.98% | 1.15% |
NFLX | 30.24% | -6.43% | 11.16% | 53.47% | 13.58% | N/A |
T | 19.89% | 3.82% | 14.49% | 41.30% | 0.67% | N/A |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.13% | 27.42% |
HD The Home Depot, Inc. | 3.27% | 3.36% | 0.72% | 9.97% | 12.98% | 18.62% |
LULU | -51.63% | -18.86% | -48.26% | -33.29% | 5.36% | N/A |
MAR | 4.15% | -3.21% | -2.78% | 20.60% | 11.50% | N/A |
TJX | 19.47% | 0.66% | 16.28% | 30.62% | 16.40% | N/A |
COST Costco Wholesale Corporation | 23.99% | -4.77% | 19.16% | 49.55% | 25.92% | 24.24% |
STZ | 3.94% | -4.48% | 0.71% | -6.47% | 5.65% | N/A |
WMT | 33.70% | 2.53% | 28.31% | 33.39% | 14.95% | N/A |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.71% | 6.10% |
XOM | 19.51% | 2.64% | 16.00% | 15.32% | 15.09% | N/A |
BAC Bank of America Corporation | 25.42% | 6.87% | 26.32% | 34.34% | 8.95% | 12.68% |
BLK BlackRock, Inc. | 4.37% | 6.23% | 7.62% | 17.84% | 14.78% | 13.08% |
BRK-B Berkshire Hathaway Inc. | 21.49% | 5.61% | 12.43% | 24.04% | 15.63% | 12.96% |
BX The Blackstone Group Inc. | 8.50% | 12.77% | 14.03% | 39.80% | 27.65% | 21.43% |
C Citigroup Inc. | 27.43% | 5.09% | 22.13% | 40.29% | 1.47% | 5.22% |
GS The Goldman Sachs Group, Inc. | 29.14% | 7.86% | 31.87% | 42.86% | 20.19% | 13.01% |
MS | 13.18% | 6.88% | 20.30% | 16.25% | 21.62% | N/A |
RF | 19.36% | 19.44% | 20.79% | 19.08% | 11.53% | N/A |
V | -2.18% | -7.26% | -4.95% | 9.07% | 7.43% | N/A |
ABT Abbott Laboratories | -2.27% | 1.57% | -4.43% | -3.98% | 5.66% | 11.59% |
GILD Gilead Sciences, Inc. | -3.42% | 10.39% | -1.61% | 4.21% | 7.03% | 1.42% |
JNJ Johnson & Johnson | 3.45% | 8.73% | 1.66% | -5.21% | 6.99% | 7.49% |
LLY | 41.36% | -8.88% | 28.91% | 81.83% | 52.27% | N/A |
REGN | 21.17% | -0.46% | 13.21% | 42.91% | 28.10% | N/A |
TMO | 12.15% | 6.51% | 8.76% | 6.44% | 15.96% | N/A |
UNH | 7.18% | 15.63% | 12.14% | 12.50% | 19.01% | N/A |
DAL Delta Air Lines, Inc. | 8.52% | -9.78% | 10.16% | -4.31% | -6.48% | 2.52% |
LMT | 16.66% | 11.65% | 22.99% | 19.49% | 10.06% | N/A |
PH | 19.02% | 8.46% | 16.27% | 39.02% | 27.61% | N/A |
UBER | 6.77% | -7.21% | 0.34% | 41.04% | 8.12% | N/A |
UNP | -3.14% | 5.25% | -1.03% | 3.68% | 8.57% | N/A |
WM | 12.44% | -6.00% | 8.38% | 23.88% | 12.95% | N/A |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.18% | 25.86% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.44% | 43.62% |
CRM salesforce.com, inc. | -2.24% | 5.66% | -8.10% | 14.26% | 9.98% | 16.93% |
MSFT | 11.67% | -7.47% | 3.96% | 27.50% | 25.47% | N/A |
NVDA | 126.76% | -11.17% | 84.00% | 144.69% | 91.77% | N/A |
ORCL | 32.02% | -0.02% | 20.95% | 20.02% | 20.63% | N/A |
PANW | 8.56% | -1.58% | -6.52% | 30.52% | 33.50% | N/A |
QCOM | 22.38% | -11.12% | 17.44% | 42.54% | 21.27% | N/A |
SHOP | -23.70% | -9.18% | -27.11% | -7.07% | 12.07% | N/A |
FCX Freeport-McMoRan Inc. | 5.61% | -9.72% | 13.14% | 4.27% | 32.51% | 2.78% |
PLD | -8.20% | 9.08% | -3.55% | -0.74% | 10.76% | N/A |
SPG | 7.43% | 1.17% | 7.95% | 28.52% | 4.73% | N/A |
NEE | 22.81% | 0.10% | 27.55% | 3.34% | 9.54% | N/A |
NI | 19.38% | 7.10% | 22.76% | 15.45% | 4.60% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью BMO, 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 | 3.06% | 5.13% | 3.47% | -4.18% | 5.15% | 4.17% | 16.60% | ||||||
2023 | 10.17% | -2.20% | 5.48% | 1.52% | 3.08% | 6.77% | 3.42% | -1.31% | -5.09% | -1.58% | 11.41% | 5.07% | 41.72% |
2022 | -5.49% | -1.79% | 3.32% | -9.94% | -0.19% | -8.81% | 10.99% | -3.92% | -9.41% | 10.76% | 6.61% | -7.41% | -16.98% |
2021 | 0.01% | 3.11% | 2.73% | 5.95% | 0.79% | 3.70% | 2.83% | 3.77% | -3.99% | 8.45% | 1.76% | 2.74% | 36.27% |
2020 | 1.86% | -6.86% | -9.65% | 14.46% | 5.43% | 4.02% | 5.76% | 9.45% | -4.22% | -3.21% | 13.53% | 4.62% | 37.14% |
2019 | -5.56% | 8.66% | 1.81% | -1.61% | 0.82% | 4.07% | 5.15% | 4.25% | 18.22% |
Комиссия
Комиссия BMO 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 BMO среди портфелей на нашем сайте составляет 84, что соответствует топ 16% 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 | |
---|---|---|---|---|---|
GOOGL Alphabet Inc. | 1.07 | 1.52 | 1.22 | 1.60 | 6.22 |
DIS The Walt Disney Company | 0.18 | 0.46 | 1.06 | 0.08 | 0.45 |
NFLX | 1.51 | 2.38 | 1.30 | 1.00 | 7.56 |
T | 1.77 | 2.68 | 1.32 | 0.94 | 10.42 |
AMZN Amazon.com, Inc. | 1.45 | 2.20 | 1.26 | 1.12 | 8.02 |
HD The Home Depot, Inc. | 0.51 | 0.87 | 1.10 | 0.33 | 1.10 |
LULU | -1.03 | -1.37 | 0.81 | -0.67 | -1.57 |
MAR | 1.05 | 1.55 | 1.19 | 1.91 | 4.16 |
TJX | 1.84 | 2.62 | 1.32 | 3.38 | 8.80 |
COST Costco Wholesale Corporation | 2.59 | 3.14 | 1.47 | 4.17 | 13.12 |
STZ | -0.39 | -0.42 | 0.95 | -0.44 | -0.86 |
WMT | 1.94 | 2.60 | 1.40 | 3.04 | 9.07 |
CVX Chevron Corporation | 0.09 | 0.25 | 1.03 | 0.08 | 0.20 |
XOM | 0.77 | 1.24 | 1.14 | 0.84 | 1.68 |
BAC Bank of America Corporation | 1.40 | 2.20 | 1.25 | 0.70 | 4.47 |
BLK BlackRock, Inc. | 0.80 | 1.27 | 1.15 | 0.45 | 2.19 |
BRK-B Berkshire Hathaway Inc. | 1.91 | 2.78 | 1.33 | 2.28 | 6.79 |
BX The Blackstone Group Inc. | 1.24 | 1.77 | 1.22 | 1.09 | 5.15 |
C Citigroup Inc. | 1.87 | 2.74 | 1.32 | 0.87 | 5.65 |
GS The Goldman Sachs Group, Inc. | 1.97 | 2.92 | 1.35 | 1.50 | 7.28 |
MS | 0.66 | 1.05 | 1.14 | 0.48 | 1.79 |
RF | 0.57 | 0.97 | 1.13 | 0.43 | 1.36 |
V | 0.54 | 0.80 | 1.10 | 0.63 | 1.81 |
ABT Abbott Laboratories | -0.28 | -0.27 | 0.97 | -0.15 | -0.51 |
GILD Gilead Sciences, Inc. | 0.14 | 0.36 | 1.05 | 0.12 | 0.23 |
JNJ Johnson & Johnson | -0.30 | -0.32 | 0.96 | -0.25 | -0.47 |
LLY | 2.68 | 3.69 | 1.50 | 6.06 | 18.96 |
REGN | 2.58 | 3.81 | 1.44 | 3.85 | 12.99 |
TMO | 0.18 | 0.40 | 1.05 | 0.11 | 0.44 |
UNH | 0.54 | 0.93 | 1.12 | 0.59 | 1.59 |
DAL Delta Air Lines, Inc. | -0.19 | -0.07 | 0.99 | -0.11 | -0.40 |
LMT | 1.05 | 1.81 | 1.24 | 0.93 | 4.59 |
PH | 1.62 | 2.36 | 1.31 | 2.98 | 7.67 |
UBER | 1.10 | 1.75 | 1.21 | 1.09 | 3.85 |
UNP | 0.06 | 0.23 | 1.03 | 0.04 | 0.16 |
WM | 1.33 | 1.87 | 1.30 | 1.86 | 8.75 |
AAPL Apple Inc | 0.55 | 0.94 | 1.11 | 0.75 | 1.48 |
AMD Advanced Micro Devices, Inc. | 0.54 | 1.07 | 1.13 | 0.61 | 1.67 |
CRM salesforce.com, inc. | 0.42 | 0.73 | 1.13 | 0.38 | 1.27 |
MSFT | 1.25 | 1.73 | 1.22 | 1.91 | 7.50 |
NVDA | 3.16 | 3.61 | 1.45 | 7.43 | 20.09 |
ORCL | 0.62 | 1.02 | 1.17 | 1.02 | 2.08 |
PANW | 0.66 | 1.06 | 1.19 | 1.01 | 2.14 |
QCOM | 1.33 | 1.80 | 1.25 | 1.06 | 4.75 |
SHOP | -0.16 | 0.14 | 1.02 | -0.11 | -0.41 |
FCX Freeport-McMoRan Inc. | 0.12 | 0.43 | 1.05 | 0.12 | 0.32 |
PLD | -0.16 | -0.05 | 0.99 | -0.10 | -0.34 |
SPG | 1.21 | 1.82 | 1.22 | 0.86 | 4.17 |
NEE | 0.06 | 0.29 | 1.04 | 0.04 | 0.12 |
NI | 0.70 | 1.08 | 1.14 | 0.55 | 2.70 |
Дивиденды
Дивидендный доход
Дивидендная доходность BMO за предыдущие двенадцать месяцев составила 1.40%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BMO | 1.40% | 1.49% | 1.49% | 1.28% | 1.55% | 1.51% | 1.84% | 1.60% | 1.64% | 1.92% | 1.53% | 1.55% |
Активы портфеля: | ||||||||||||
GOOGL Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIS The Walt Disney Company | 0.84% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
T | 5.78% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
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% |
HD The Home Depot, Inc. | 2.46% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
LULU | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAR | 0.94% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
TJX | 1.23% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
COST Costco Wholesale Corporation | 2.50% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
STZ | 1.48% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% | 0.00% |
WMT | 1.14% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
CVX Chevron Corporation | 3.99% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
XOM | 3.20% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
BAC Bank of America Corporation | 2.30% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
BLK BlackRock, Inc. | 2.41% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
BRK-B Berkshire Hathaway 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% |
BX The Blackstone Group Inc. | 2.40% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
C Citigroup Inc. | 3.29% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
GS The Goldman Sachs Group, Inc. | 2.24% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
MS | 3.28% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
RF | 4.26% | 4.54% | 3.43% | 2.98% | 3.85% | 3.44% | 3.44% | 1.82% | 1.78% | 2.40% | 1.70% | 1.01% |
V | 0.79% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
ABT Abbott Laboratories | 2.04% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
GILD Gilead Sciences, Inc. | 3.97% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
JNJ Johnson & Johnson | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
LLY | 0.59% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
REGN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMO | 0.25% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
UNH | 1.38% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
DAL Delta Air Lines, Inc. | 0.69% | 0.50% | 0.00% | 0.00% | 1.00% | 2.57% | 2.63% | 1.81% | 1.37% | 0.89% | 0.61% | 0.44% |
LMT | 2.39% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
PH | 1.11% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
UBER | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNP | 2.21% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
WM | 1.45% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AMD Advanced Micro Devices, 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% |
CRM salesforce.com, 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% |
MSFT | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
ORCL | 1.16% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
PANW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QCOM | 1.85% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
SHOP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FCX Freeport-McMoRan Inc. | 1.35% | 1.40% | 1.56% | 0.53% | 0.19% | 1.49% | 1.43% | 0.00% | 0.00% | 8.27% | 5.21% | 6.75% |
PLD | 3.04% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
SPG | 5.19% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
NEE | 2.68% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
NI | 3.31% | 3.77% | 3.43% | 3.19% | 3.66% | 2.87% | 3.08% | 2.73% | 2.89% | 2.68% | 2.51% | 3.11% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
BMO показал максимальную просадку в 31.71%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 53 торговые сессии.
Текущая просадка BMO составляет 4.05%.
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 |
---|---|---|---|---|---|---|
-31.71% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 53 | 8 июн. 2020 г. | 76 |
-24.95% | 28 дек. 2021 г. | 200 | 12 окт. 2022 г. | 160 | 2 июн. 2023 г. | 360 |
-10.39% | 3 сент. 2020 г. | 14 | 23 сент. 2020 г. | 35 | 11 нояб. 2020 г. | 49 |
-9.85% | 1 авг. 2023 г. | 63 | 27 окт. 2023 г. | 12 | 14 нояб. 2023 г. | 75 |
-6.93% | 29 июл. 2019 г. | 6 | 5 авг. 2019 г. | 57 | 24 окт. 2019 г. | 63 |
Волатильность
График волатильности
Текущая волатильность BMO составляет 3.42%, 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
LLY | REGN | LMT | GILD | WMT | NI | JNJ | UNH | NEE | XOM | T | NFLX | SHOP | PANW | CVX | UBER | WM | STZ | AMD | DAL | ABT | COST | TMO | FCX | LULU | SPG | AMZN | ORCL | NVDA | CRM | PLD | MAR | TJX | RF | QCOM | UNP | DIS | AAPL | HD | GOOGL | C | BAC | MSFT | BX | V | GS | PH | MS | BRK-B | BLK | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY | 1.00 | 0.35 | 0.20 | 0.29 | 0.25 | 0.26 | 0.43 | 0.34 | 0.26 | 0.15 | 0.19 | 0.21 | 0.15 | 0.19 | 0.16 | 0.12 | 0.34 | 0.19 | 0.20 | 0.09 | 0.35 | 0.29 | 0.28 | 0.13 | 0.21 | 0.16 | 0.24 | 0.31 | 0.23 | 0.25 | 0.29 | 0.10 | 0.20 | 0.09 | 0.19 | 0.19 | 0.15 | 0.28 | 0.24 | 0.27 | 0.15 | 0.13 | 0.34 | 0.21 | 0.29 | 0.19 | 0.21 | 0.16 | 0.28 | 0.24 |
REGN | 0.35 | 1.00 | 0.16 | 0.44 | 0.24 | 0.18 | 0.33 | 0.29 | 0.23 | 0.12 | 0.17 | 0.26 | 0.25 | 0.26 | 0.14 | 0.18 | 0.23 | 0.20 | 0.26 | 0.10 | 0.37 | 0.28 | 0.37 | 0.19 | 0.27 | 0.15 | 0.28 | 0.25 | 0.30 | 0.28 | 0.28 | 0.12 | 0.20 | 0.14 | 0.28 | 0.23 | 0.16 | 0.32 | 0.30 | 0.30 | 0.17 | 0.17 | 0.35 | 0.27 | 0.30 | 0.17 | 0.22 | 0.19 | 0.26 | 0.29 |
LMT | 0.20 | 0.16 | 1.00 | 0.26 | 0.27 | 0.40 | 0.34 | 0.30 | 0.30 | 0.36 | 0.34 | 0.04 | 0.04 | 0.12 | 0.37 | 0.10 | 0.45 | 0.30 | 0.06 | 0.23 | 0.24 | 0.25 | 0.20 | 0.23 | 0.16 | 0.25 | 0.08 | 0.24 | 0.06 | 0.14 | 0.28 | 0.24 | 0.29 | 0.30 | 0.14 | 0.34 | 0.26 | 0.20 | 0.28 | 0.14 | 0.28 | 0.30 | 0.18 | 0.21 | 0.32 | 0.29 | 0.33 | 0.29 | 0.45 | 0.31 |
GILD | 0.29 | 0.44 | 0.26 | 1.00 | 0.28 | 0.26 | 0.44 | 0.28 | 0.26 | 0.20 | 0.33 | 0.18 | 0.13 | 0.12 | 0.21 | 0.12 | 0.31 | 0.30 | 0.15 | 0.15 | 0.41 | 0.26 | 0.34 | 0.18 | 0.20 | 0.21 | 0.20 | 0.25 | 0.14 | 0.20 | 0.28 | 0.15 | 0.26 | 0.23 | 0.22 | 0.25 | 0.20 | 0.26 | 0.30 | 0.23 | 0.23 | 0.26 | 0.25 | 0.26 | 0.25 | 0.26 | 0.24 | 0.28 | 0.33 | 0.31 |
WMT | 0.25 | 0.24 | 0.27 | 0.28 | 1.00 | 0.30 | 0.35 | 0.30 | 0.32 | 0.17 | 0.25 | 0.23 | 0.19 | 0.19 | 0.19 | 0.10 | 0.37 | 0.32 | 0.21 | 0.14 | 0.32 | 0.58 | 0.30 | 0.18 | 0.27 | 0.21 | 0.28 | 0.30 | 0.23 | 0.23 | 0.31 | 0.16 | 0.31 | 0.16 | 0.21 | 0.28 | 0.24 | 0.30 | 0.40 | 0.28 | 0.20 | 0.22 | 0.32 | 0.21 | 0.29 | 0.24 | 0.25 | 0.21 | 0.38 | 0.33 |
NI | 0.26 | 0.18 | 0.40 | 0.26 | 0.30 | 1.00 | 0.37 | 0.33 | 0.61 | 0.24 | 0.41 | 0.04 | 0.07 | 0.11 | 0.25 | 0.11 | 0.47 | 0.38 | 0.05 | 0.23 | 0.30 | 0.26 | 0.27 | 0.18 | 0.16 | 0.37 | 0.11 | 0.24 | 0.06 | 0.14 | 0.48 | 0.21 | 0.28 | 0.31 | 0.12 | 0.39 | 0.29 | 0.18 | 0.35 | 0.19 | 0.28 | 0.29 | 0.18 | 0.29 | 0.28 | 0.28 | 0.28 | 0.28 | 0.40 | 0.34 |
JNJ | 0.43 | 0.33 | 0.34 | 0.44 | 0.35 | 0.37 | 1.00 | 0.43 | 0.35 | 0.19 | 0.36 | 0.14 | 0.08 | 0.09 | 0.23 | 0.09 | 0.41 | 0.29 | 0.11 | 0.11 | 0.49 | 0.30 | 0.37 | 0.18 | 0.17 | 0.21 | 0.15 | 0.28 | 0.10 | 0.17 | 0.34 | 0.16 | 0.25 | 0.21 | 0.17 | 0.35 | 0.22 | 0.25 | 0.32 | 0.24 | 0.22 | 0.25 | 0.26 | 0.23 | 0.33 | 0.27 | 0.24 | 0.26 | 0.44 | 0.34 |
UNH | 0.34 | 0.29 | 0.30 | 0.28 | 0.30 | 0.33 | 0.43 | 1.00 | 0.28 | 0.25 | 0.29 | 0.18 | 0.10 | 0.19 | 0.29 | 0.13 | 0.43 | 0.30 | 0.17 | 0.18 | 0.38 | 0.31 | 0.33 | 0.24 | 0.22 | 0.22 | 0.18 | 0.28 | 0.18 | 0.19 | 0.31 | 0.25 | 0.34 | 0.27 | 0.22 | 0.36 | 0.24 | 0.29 | 0.33 | 0.28 | 0.28 | 0.32 | 0.31 | 0.28 | 0.35 | 0.31 | 0.32 | 0.32 | 0.42 | 0.35 |
NEE | 0.26 | 0.23 | 0.30 | 0.26 | 0.32 | 0.61 | 0.35 | 0.28 | 1.00 | 0.16 | 0.30 | 0.19 | 0.24 | 0.23 | 0.19 | 0.18 | 0.46 | 0.35 | 0.19 | 0.18 | 0.39 | 0.34 | 0.37 | 0.19 | 0.26 | 0.30 | 0.25 | 0.22 | 0.19 | 0.26 | 0.51 | 0.15 | 0.25 | 0.21 | 0.20 | 0.34 | 0.29 | 0.31 | 0.37 | 0.29 | 0.21 | 0.21 | 0.33 | 0.35 | 0.32 | 0.23 | 0.25 | 0.24 | 0.35 | 0.36 |
XOM | 0.15 | 0.12 | 0.36 | 0.20 | 0.17 | 0.24 | 0.19 | 0.25 | 0.16 | 1.00 | 0.37 | 0.08 | 0.04 | 0.11 | 0.88 | 0.19 | 0.24 | 0.30 | 0.14 | 0.35 | 0.12 | 0.13 | 0.12 | 0.53 | 0.19 | 0.41 | 0.12 | 0.22 | 0.14 | 0.16 | 0.19 | 0.40 | 0.34 | 0.53 | 0.27 | 0.42 | 0.35 | 0.20 | 0.24 | 0.22 | 0.53 | 0.53 | 0.14 | 0.30 | 0.31 | 0.49 | 0.49 | 0.51 | 0.51 | 0.37 |
T | 0.19 | 0.17 | 0.34 | 0.33 | 0.25 | 0.41 | 0.36 | 0.29 | 0.30 | 0.37 | 1.00 | 0.12 | 0.11 | 0.12 | 0.37 | 0.18 | 0.35 | 0.35 | 0.10 | 0.35 | 0.29 | 0.21 | 0.25 | 0.33 | 0.17 | 0.39 | 0.14 | 0.28 | 0.08 | 0.18 | 0.32 | 0.32 | 0.32 | 0.44 | 0.20 | 0.37 | 0.41 | 0.22 | 0.33 | 0.22 | 0.46 | 0.47 | 0.17 | 0.30 | 0.33 | 0.43 | 0.37 | 0.42 | 0.49 | 0.38 |
NFLX | 0.21 | 0.26 | 0.04 | 0.18 | 0.23 | 0.04 | 0.14 | 0.18 | 0.19 | 0.08 | 0.12 | 1.00 | 0.52 | 0.42 | 0.10 | 0.39 | 0.14 | 0.17 | 0.48 | 0.22 | 0.28 | 0.38 | 0.34 | 0.25 | 0.44 | 0.19 | 0.58 | 0.37 | 0.53 | 0.52 | 0.28 | 0.25 | 0.28 | 0.15 | 0.44 | 0.20 | 0.39 | 0.51 | 0.32 | 0.50 | 0.21 | 0.19 | 0.54 | 0.37 | 0.38 | 0.25 | 0.26 | 0.25 | 0.24 | 0.38 |
SHOP | 0.15 | 0.25 | 0.04 | 0.13 | 0.19 | 0.07 | 0.08 | 0.10 | 0.24 | 0.04 | 0.11 | 0.52 | 1.00 | 0.52 | 0.07 | 0.49 | 0.13 | 0.18 | 0.54 | 0.24 | 0.34 | 0.34 | 0.38 | 0.27 | 0.48 | 0.23 | 0.59 | 0.31 | 0.55 | 0.59 | 0.33 | 0.25 | 0.25 | 0.19 | 0.45 | 0.18 | 0.37 | 0.48 | 0.36 | 0.49 | 0.23 | 0.21 | 0.53 | 0.46 | 0.39 | 0.27 | 0.28 | 0.29 | 0.19 | 0.41 |
PANW | 0.19 | 0.26 | 0.12 | 0.12 | 0.19 | 0.11 | 0.09 | 0.19 | 0.23 | 0.11 | 0.12 | 0.42 | 0.52 | 1.00 | 0.14 | 0.39 | 0.17 | 0.22 | 0.44 | 0.23 | 0.31 | 0.37 | 0.35 | 0.25 | 0.46 | 0.21 | 0.50 | 0.38 | 0.51 | 0.54 | 0.30 | 0.30 | 0.27 | 0.20 | 0.43 | 0.25 | 0.38 | 0.47 | 0.32 | 0.48 | 0.24 | 0.22 | 0.52 | 0.44 | 0.38 | 0.28 | 0.30 | 0.28 | 0.24 | 0.38 |
CVX | 0.16 | 0.14 | 0.37 | 0.21 | 0.19 | 0.25 | 0.23 | 0.29 | 0.19 | 0.88 | 0.37 | 0.10 | 0.07 | 0.14 | 1.00 | 0.21 | 0.28 | 0.31 | 0.19 | 0.35 | 0.17 | 0.17 | 0.16 | 0.53 | 0.22 | 0.42 | 0.13 | 0.25 | 0.18 | 0.17 | 0.22 | 0.41 | 0.35 | 0.53 | 0.28 | 0.45 | 0.36 | 0.23 | 0.26 | 0.26 | 0.54 | 0.54 | 0.18 | 0.33 | 0.33 | 0.50 | 0.50 | 0.52 | 0.51 | 0.39 |
UBER | 0.12 | 0.18 | 0.10 | 0.12 | 0.10 | 0.11 | 0.09 | 0.13 | 0.18 | 0.19 | 0.18 | 0.39 | 0.49 | 0.39 | 0.21 | 1.00 | 0.12 | 0.25 | 0.40 | 0.44 | 0.26 | 0.24 | 0.28 | 0.35 | 0.39 | 0.34 | 0.43 | 0.30 | 0.43 | 0.46 | 0.26 | 0.43 | 0.36 | 0.34 | 0.38 | 0.29 | 0.45 | 0.36 | 0.32 | 0.41 | 0.38 | 0.34 | 0.39 | 0.41 | 0.40 | 0.38 | 0.37 | 0.38 | 0.31 | 0.39 |
WM | 0.34 | 0.23 | 0.45 | 0.31 | 0.37 | 0.47 | 0.41 | 0.43 | 0.46 | 0.24 | 0.35 | 0.14 | 0.13 | 0.17 | 0.28 | 0.12 | 1.00 | 0.38 | 0.15 | 0.22 | 0.42 | 0.39 | 0.38 | 0.21 | 0.27 | 0.31 | 0.18 | 0.33 | 0.15 | 0.25 | 0.47 | 0.27 | 0.37 | 0.28 | 0.21 | 0.44 | 0.31 | 0.30 | 0.42 | 0.26 | 0.27 | 0.30 | 0.32 | 0.31 | 0.42 | 0.31 | 0.37 | 0.32 | 0.47 | 0.39 |
STZ | 0.19 | 0.20 | 0.30 | 0.30 | 0.32 | 0.38 | 0.29 | 0.30 | 0.35 | 0.30 | 0.35 | 0.17 | 0.18 | 0.22 | 0.31 | 0.25 | 0.38 | 1.00 | 0.22 | 0.37 | 0.30 | 0.32 | 0.29 | 0.31 | 0.28 | 0.42 | 0.27 | 0.32 | 0.25 | 0.25 | 0.40 | 0.36 | 0.43 | 0.39 | 0.29 | 0.39 | 0.37 | 0.32 | 0.37 | 0.29 | 0.38 | 0.40 | 0.31 | 0.36 | 0.39 | 0.40 | 0.42 | 0.40 | 0.47 | 0.42 |
AMD | 0.20 | 0.26 | 0.06 | 0.15 | 0.21 | 0.05 | 0.11 | 0.17 | 0.19 | 0.14 | 0.10 | 0.48 | 0.54 | 0.44 | 0.19 | 0.40 | 0.15 | 0.22 | 1.00 | 0.27 | 0.31 | 0.41 | 0.38 | 0.34 | 0.45 | 0.25 | 0.57 | 0.40 | 0.74 | 0.52 | 0.32 | 0.34 | 0.28 | 0.27 | 0.63 | 0.26 | 0.36 | 0.54 | 0.36 | 0.54 | 0.30 | 0.28 | 0.60 | 0.43 | 0.43 | 0.34 | 0.37 | 0.35 | 0.30 | 0.43 |
DAL | 0.09 | 0.10 | 0.23 | 0.15 | 0.14 | 0.23 | 0.11 | 0.18 | 0.18 | 0.35 | 0.35 | 0.22 | 0.24 | 0.23 | 0.35 | 0.44 | 0.22 | 0.37 | 0.27 | 1.00 | 0.20 | 0.20 | 0.18 | 0.44 | 0.31 | 0.59 | 0.28 | 0.28 | 0.28 | 0.29 | 0.28 | 0.64 | 0.50 | 0.58 | 0.35 | 0.41 | 0.54 | 0.30 | 0.34 | 0.30 | 0.60 | 0.57 | 0.26 | 0.44 | 0.39 | 0.54 | 0.54 | 0.56 | 0.49 | 0.48 |
ABT | 0.35 | 0.37 | 0.24 | 0.41 | 0.32 | 0.30 | 0.49 | 0.38 | 0.39 | 0.12 | 0.29 | 0.28 | 0.34 | 0.31 | 0.17 | 0.26 | 0.42 | 0.30 | 0.31 | 0.20 | 1.00 | 0.40 | 0.63 | 0.23 | 0.36 | 0.23 | 0.34 | 0.35 | 0.33 | 0.42 | 0.48 | 0.24 | 0.30 | 0.24 | 0.36 | 0.37 | 0.31 | 0.40 | 0.41 | 0.39 | 0.26 | 0.29 | 0.46 | 0.39 | 0.45 | 0.31 | 0.32 | 0.34 | 0.41 | 0.46 |
COST | 0.29 | 0.28 | 0.25 | 0.26 | 0.58 | 0.26 | 0.30 | 0.31 | 0.34 | 0.13 | 0.21 | 0.38 | 0.34 | 0.37 | 0.17 | 0.24 | 0.39 | 0.32 | 0.41 | 0.20 | 0.40 | 1.00 | 0.43 | 0.22 | 0.44 | 0.26 | 0.47 | 0.41 | 0.46 | 0.41 | 0.44 | 0.27 | 0.40 | 0.19 | 0.44 | 0.34 | 0.30 | 0.49 | 0.51 | 0.47 | 0.24 | 0.25 | 0.54 | 0.41 | 0.44 | 0.30 | 0.33 | 0.30 | 0.39 | 0.44 |
TMO | 0.28 | 0.37 | 0.20 | 0.34 | 0.30 | 0.27 | 0.37 | 0.33 | 0.37 | 0.12 | 0.25 | 0.34 | 0.38 | 0.35 | 0.16 | 0.28 | 0.38 | 0.29 | 0.38 | 0.18 | 0.63 | 0.43 | 1.00 | 0.31 | 0.43 | 0.20 | 0.38 | 0.39 | 0.41 | 0.44 | 0.47 | 0.23 | 0.26 | 0.24 | 0.41 | 0.38 | 0.33 | 0.45 | 0.44 | 0.43 | 0.29 | 0.28 | 0.50 | 0.42 | 0.44 | 0.32 | 0.36 | 0.35 | 0.38 | 0.50 |
FCX | 0.13 | 0.19 | 0.23 | 0.18 | 0.18 | 0.18 | 0.18 | 0.24 | 0.19 | 0.53 | 0.33 | 0.25 | 0.27 | 0.25 | 0.53 | 0.35 | 0.21 | 0.31 | 0.34 | 0.44 | 0.23 | 0.22 | 0.31 | 1.00 | 0.33 | 0.41 | 0.32 | 0.31 | 0.36 | 0.31 | 0.27 | 0.48 | 0.39 | 0.52 | 0.43 | 0.47 | 0.43 | 0.35 | 0.34 | 0.39 | 0.54 | 0.53 | 0.33 | 0.41 | 0.39 | 0.54 | 0.56 | 0.55 | 0.49 | 0.49 |
LULU | 0.21 | 0.27 | 0.16 | 0.20 | 0.27 | 0.16 | 0.17 | 0.22 | 0.26 | 0.19 | 0.17 | 0.44 | 0.48 | 0.46 | 0.22 | 0.39 | 0.27 | 0.28 | 0.45 | 0.31 | 0.36 | 0.44 | 0.43 | 0.33 | 1.00 | 0.31 | 0.51 | 0.38 | 0.50 | 0.52 | 0.38 | 0.35 | 0.43 | 0.28 | 0.44 | 0.34 | 0.43 | 0.48 | 0.49 | 0.46 | 0.30 | 0.29 | 0.52 | 0.47 | 0.47 | 0.36 | 0.40 | 0.37 | 0.33 | 0.46 |
SPG | 0.16 | 0.15 | 0.25 | 0.21 | 0.21 | 0.37 | 0.21 | 0.22 | 0.30 | 0.41 | 0.39 | 0.19 | 0.23 | 0.21 | 0.42 | 0.34 | 0.31 | 0.42 | 0.25 | 0.59 | 0.23 | 0.26 | 0.20 | 0.41 | 0.31 | 1.00 | 0.24 | 0.31 | 0.25 | 0.28 | 0.49 | 0.53 | 0.51 | 0.59 | 0.34 | 0.45 | 0.46 | 0.31 | 0.43 | 0.30 | 0.56 | 0.55 | 0.26 | 0.47 | 0.37 | 0.54 | 0.53 | 0.53 | 0.50 | 0.48 |
AMZN | 0.24 | 0.28 | 0.08 | 0.20 | 0.28 | 0.11 | 0.15 | 0.18 | 0.25 | 0.12 | 0.14 | 0.58 | 0.59 | 0.50 | 0.13 | 0.43 | 0.18 | 0.27 | 0.57 | 0.28 | 0.34 | 0.47 | 0.38 | 0.32 | 0.51 | 0.24 | 1.00 | 0.44 | 0.61 | 0.60 | 0.34 | 0.33 | 0.33 | 0.22 | 0.53 | 0.26 | 0.43 | 0.62 | 0.41 | 0.68 | 0.28 | 0.26 | 0.70 | 0.47 | 0.45 | 0.32 | 0.33 | 0.33 | 0.31 | 0.45 |
ORCL | 0.31 | 0.25 | 0.24 | 0.25 | 0.30 | 0.24 | 0.28 | 0.28 | 0.22 | 0.22 | 0.28 | 0.37 | 0.31 | 0.38 | 0.25 | 0.30 | 0.33 | 0.32 | 0.40 | 0.28 | 0.35 | 0.41 | 0.39 | 0.31 | 0.38 | 0.31 | 0.44 | 1.00 | 0.45 | 0.45 | 0.37 | 0.37 | 0.38 | 0.33 | 0.44 | 0.37 | 0.38 | 0.48 | 0.40 | 0.47 | 0.36 | 0.37 | 0.56 | 0.41 | 0.46 | 0.41 | 0.41 | 0.41 | 0.46 | 0.47 |
NVDA | 0.23 | 0.30 | 0.06 | 0.14 | 0.23 | 0.06 | 0.10 | 0.18 | 0.19 | 0.14 | 0.08 | 0.53 | 0.55 | 0.51 | 0.18 | 0.43 | 0.15 | 0.25 | 0.74 | 0.28 | 0.33 | 0.46 | 0.41 | 0.36 | 0.50 | 0.25 | 0.61 | 0.45 | 1.00 | 0.56 | 0.32 | 0.34 | 0.33 | 0.27 | 0.66 | 0.30 | 0.39 | 0.60 | 0.40 | 0.59 | 0.33 | 0.30 | 0.67 | 0.47 | 0.45 | 0.38 | 0.41 | 0.39 | 0.33 | 0.50 |
CRM | 0.25 | 0.28 | 0.14 | 0.20 | 0.23 | 0.14 | 0.17 | 0.19 | 0.26 | 0.16 | 0.18 | 0.52 | 0.59 | 0.54 | 0.17 | 0.46 | 0.25 | 0.25 | 0.52 | 0.29 | 0.42 | 0.41 | 0.44 | 0.31 | 0.52 | 0.28 | 0.60 | 0.45 | 0.56 | 1.00 | 0.38 | 0.31 | 0.32 | 0.25 | 0.50 | 0.31 | 0.42 | 0.53 | 0.38 | 0.56 | 0.30 | 0.27 | 0.65 | 0.48 | 0.51 | 0.33 | 0.37 | 0.34 | 0.33 | 0.49 |
PLD | 0.29 | 0.28 | 0.28 | 0.28 | 0.31 | 0.48 | 0.34 | 0.31 | 0.51 | 0.19 | 0.32 | 0.28 | 0.33 | 0.30 | 0.22 | 0.26 | 0.47 | 0.40 | 0.32 | 0.28 | 0.48 | 0.44 | 0.47 | 0.27 | 0.38 | 0.49 | 0.34 | 0.37 | 0.32 | 0.38 | 1.00 | 0.30 | 0.35 | 0.34 | 0.34 | 0.45 | 0.35 | 0.42 | 0.51 | 0.38 | 0.32 | 0.33 | 0.43 | 0.47 | 0.45 | 0.37 | 0.40 | 0.38 | 0.41 | 0.49 |
MAR | 0.10 | 0.12 | 0.24 | 0.15 | 0.16 | 0.21 | 0.16 | 0.25 | 0.15 | 0.40 | 0.32 | 0.25 | 0.25 | 0.30 | 0.41 | 0.43 | 0.27 | 0.36 | 0.34 | 0.64 | 0.24 | 0.27 | 0.23 | 0.48 | 0.35 | 0.53 | 0.33 | 0.37 | 0.34 | 0.31 | 0.30 | 1.00 | 0.53 | 0.55 | 0.43 | 0.47 | 0.56 | 0.37 | 0.38 | 0.40 | 0.56 | 0.54 | 0.37 | 0.46 | 0.48 | 0.54 | 0.57 | 0.55 | 0.52 | 0.49 |
TJX | 0.20 | 0.20 | 0.29 | 0.26 | 0.31 | 0.28 | 0.25 | 0.34 | 0.25 | 0.34 | 0.32 | 0.28 | 0.25 | 0.27 | 0.35 | 0.36 | 0.37 | 0.43 | 0.28 | 0.50 | 0.30 | 0.40 | 0.26 | 0.39 | 0.43 | 0.51 | 0.33 | 0.38 | 0.33 | 0.32 | 0.35 | 0.53 | 1.00 | 0.49 | 0.38 | 0.45 | 0.50 | 0.37 | 0.52 | 0.38 | 0.46 | 0.48 | 0.37 | 0.43 | 0.48 | 0.51 | 0.53 | 0.50 | 0.51 | 0.51 |
RF | 0.09 | 0.14 | 0.30 | 0.23 | 0.16 | 0.31 | 0.21 | 0.27 | 0.21 | 0.53 | 0.44 | 0.15 | 0.19 | 0.20 | 0.53 | 0.34 | 0.28 | 0.39 | 0.27 | 0.58 | 0.24 | 0.19 | 0.24 | 0.52 | 0.28 | 0.59 | 0.22 | 0.33 | 0.27 | 0.25 | 0.34 | 0.55 | 0.49 | 1.00 | 0.40 | 0.55 | 0.48 | 0.29 | 0.41 | 0.28 | 0.78 | 0.84 | 0.25 | 0.49 | 0.38 | 0.73 | 0.65 | 0.74 | 0.64 | 0.58 |
QCOM | 0.19 | 0.28 | 0.14 | 0.22 | 0.21 | 0.12 | 0.17 | 0.22 | 0.20 | 0.27 | 0.20 | 0.44 | 0.45 | 0.43 | 0.28 | 0.38 | 0.21 | 0.29 | 0.63 | 0.35 | 0.36 | 0.44 | 0.41 | 0.43 | 0.44 | 0.34 | 0.53 | 0.44 | 0.66 | 0.50 | 0.34 | 0.43 | 0.38 | 0.40 | 1.00 | 0.36 | 0.44 | 0.61 | 0.44 | 0.55 | 0.42 | 0.39 | 0.60 | 0.48 | 0.46 | 0.45 | 0.48 | 0.46 | 0.39 | 0.52 |
UNP | 0.19 | 0.23 | 0.34 | 0.25 | 0.28 | 0.39 | 0.35 | 0.36 | 0.34 | 0.42 | 0.37 | 0.20 | 0.18 | 0.25 | 0.45 | 0.29 | 0.44 | 0.39 | 0.26 | 0.41 | 0.37 | 0.34 | 0.38 | 0.47 | 0.34 | 0.45 | 0.26 | 0.37 | 0.30 | 0.31 | 0.45 | 0.47 | 0.45 | 0.55 | 0.36 | 1.00 | 0.43 | 0.38 | 0.48 | 0.36 | 0.52 | 0.55 | 0.38 | 0.46 | 0.48 | 0.54 | 0.62 | 0.57 | 0.60 | 0.59 |
DIS | 0.15 | 0.16 | 0.26 | 0.20 | 0.24 | 0.29 | 0.22 | 0.24 | 0.29 | 0.35 | 0.41 | 0.39 | 0.37 | 0.38 | 0.36 | 0.45 | 0.31 | 0.37 | 0.36 | 0.54 | 0.31 | 0.30 | 0.33 | 0.43 | 0.43 | 0.46 | 0.43 | 0.38 | 0.39 | 0.42 | 0.35 | 0.56 | 0.50 | 0.48 | 0.44 | 0.43 | 1.00 | 0.41 | 0.43 | 0.46 | 0.53 | 0.51 | 0.43 | 0.51 | 0.51 | 0.54 | 0.52 | 0.53 | 0.51 | 0.52 |
AAPL | 0.28 | 0.32 | 0.20 | 0.26 | 0.30 | 0.18 | 0.25 | 0.29 | 0.31 | 0.20 | 0.22 | 0.51 | 0.48 | 0.47 | 0.23 | 0.36 | 0.30 | 0.32 | 0.54 | 0.30 | 0.40 | 0.49 | 0.45 | 0.35 | 0.48 | 0.31 | 0.62 | 0.48 | 0.60 | 0.53 | 0.42 | 0.37 | 0.37 | 0.29 | 0.61 | 0.38 | 0.41 | 1.00 | 0.45 | 0.64 | 0.33 | 0.31 | 0.70 | 0.47 | 0.51 | 0.39 | 0.43 | 0.40 | 0.43 | 0.50 |
HD | 0.24 | 0.30 | 0.28 | 0.30 | 0.40 | 0.35 | 0.32 | 0.33 | 0.37 | 0.24 | 0.33 | 0.32 | 0.36 | 0.32 | 0.26 | 0.32 | 0.42 | 0.37 | 0.36 | 0.34 | 0.41 | 0.51 | 0.44 | 0.34 | 0.49 | 0.43 | 0.41 | 0.40 | 0.40 | 0.38 | 0.51 | 0.38 | 0.52 | 0.41 | 0.44 | 0.48 | 0.43 | 0.45 | 1.00 | 0.41 | 0.39 | 0.40 | 0.48 | 0.51 | 0.47 | 0.46 | 0.51 | 0.45 | 0.47 | 0.55 |
GOOGL | 0.27 | 0.30 | 0.14 | 0.23 | 0.28 | 0.19 | 0.24 | 0.28 | 0.29 | 0.22 | 0.22 | 0.50 | 0.49 | 0.48 | 0.26 | 0.41 | 0.26 | 0.29 | 0.54 | 0.30 | 0.39 | 0.47 | 0.43 | 0.39 | 0.46 | 0.30 | 0.68 | 0.47 | 0.59 | 0.56 | 0.38 | 0.40 | 0.38 | 0.28 | 0.55 | 0.36 | 0.46 | 0.64 | 0.41 | 1.00 | 0.36 | 0.35 | 0.75 | 0.50 | 0.55 | 0.40 | 0.41 | 0.41 | 0.43 | 0.52 |
C | 0.15 | 0.17 | 0.28 | 0.23 | 0.20 | 0.28 | 0.22 | 0.28 | 0.21 | 0.53 | 0.46 | 0.21 | 0.23 | 0.24 | 0.54 | 0.38 | 0.27 | 0.38 | 0.30 | 0.60 | 0.26 | 0.24 | 0.29 | 0.54 | 0.30 | 0.56 | 0.28 | 0.36 | 0.33 | 0.30 | 0.32 | 0.56 | 0.46 | 0.78 | 0.42 | 0.52 | 0.53 | 0.33 | 0.39 | 0.36 | 1.00 | 0.85 | 0.31 | 0.49 | 0.44 | 0.78 | 0.64 | 0.78 | 0.66 | 0.61 |
BAC | 0.13 | 0.17 | 0.30 | 0.26 | 0.22 | 0.29 | 0.25 | 0.32 | 0.21 | 0.53 | 0.47 | 0.19 | 0.21 | 0.22 | 0.54 | 0.34 | 0.30 | 0.40 | 0.28 | 0.57 | 0.29 | 0.25 | 0.28 | 0.53 | 0.29 | 0.55 | 0.26 | 0.37 | 0.30 | 0.27 | 0.33 | 0.54 | 0.48 | 0.84 | 0.39 | 0.55 | 0.51 | 0.31 | 0.40 | 0.35 | 0.85 | 1.00 | 0.28 | 0.49 | 0.43 | 0.79 | 0.64 | 0.79 | 0.69 | 0.63 |
MSFT | 0.34 | 0.35 | 0.18 | 0.25 | 0.32 | 0.18 | 0.26 | 0.31 | 0.33 | 0.14 | 0.17 | 0.54 | 0.53 | 0.52 | 0.18 | 0.39 | 0.32 | 0.31 | 0.60 | 0.26 | 0.46 | 0.54 | 0.50 | 0.33 | 0.52 | 0.26 | 0.70 | 0.56 | 0.67 | 0.65 | 0.43 | 0.37 | 0.37 | 0.25 | 0.60 | 0.38 | 0.43 | 0.70 | 0.48 | 0.75 | 0.31 | 0.28 | 1.00 | 0.51 | 0.58 | 0.35 | 0.40 | 0.38 | 0.40 | 0.54 |
BX | 0.21 | 0.27 | 0.21 | 0.26 | 0.21 | 0.29 | 0.23 | 0.28 | 0.35 | 0.30 | 0.30 | 0.37 | 0.46 | 0.44 | 0.33 | 0.41 | 0.31 | 0.36 | 0.43 | 0.44 | 0.39 | 0.41 | 0.42 | 0.41 | 0.47 | 0.47 | 0.47 | 0.41 | 0.47 | 0.48 | 0.47 | 0.46 | 0.43 | 0.49 | 0.48 | 0.46 | 0.51 | 0.47 | 0.51 | 0.50 | 0.49 | 0.49 | 0.51 | 1.00 | 0.50 | 0.53 | 0.53 | 0.56 | 0.47 | 0.65 |
V | 0.29 | 0.30 | 0.32 | 0.25 | 0.29 | 0.28 | 0.33 | 0.35 | 0.32 | 0.31 | 0.33 | 0.38 | 0.39 | 0.38 | 0.33 | 0.40 | 0.42 | 0.39 | 0.43 | 0.39 | 0.45 | 0.44 | 0.44 | 0.39 | 0.47 | 0.37 | 0.45 | 0.46 | 0.45 | 0.51 | 0.45 | 0.48 | 0.48 | 0.38 | 0.46 | 0.48 | 0.51 | 0.51 | 0.47 | 0.55 | 0.44 | 0.43 | 0.58 | 0.50 | 1.00 | 0.46 | 0.49 | 0.48 | 0.54 | 0.56 |
GS | 0.19 | 0.17 | 0.29 | 0.26 | 0.24 | 0.28 | 0.27 | 0.31 | 0.23 | 0.49 | 0.43 | 0.25 | 0.27 | 0.28 | 0.50 | 0.38 | 0.31 | 0.40 | 0.34 | 0.54 | 0.31 | 0.30 | 0.32 | 0.54 | 0.36 | 0.54 | 0.32 | 0.41 | 0.38 | 0.33 | 0.37 | 0.54 | 0.51 | 0.73 | 0.45 | 0.54 | 0.54 | 0.39 | 0.46 | 0.40 | 0.78 | 0.79 | 0.35 | 0.53 | 0.46 | 1.00 | 0.64 | 0.85 | 0.65 | 0.65 |
PH | 0.21 | 0.22 | 0.33 | 0.24 | 0.25 | 0.28 | 0.24 | 0.32 | 0.25 | 0.49 | 0.37 | 0.26 | 0.28 | 0.30 | 0.50 | 0.37 | 0.37 | 0.42 | 0.37 | 0.54 | 0.32 | 0.33 | 0.36 | 0.56 | 0.40 | 0.53 | 0.33 | 0.41 | 0.41 | 0.37 | 0.40 | 0.57 | 0.53 | 0.65 | 0.48 | 0.62 | 0.52 | 0.43 | 0.51 | 0.41 | 0.64 | 0.64 | 0.40 | 0.53 | 0.49 | 0.64 | 1.00 | 0.65 | 0.62 | 0.62 |
MS | 0.16 | 0.19 | 0.29 | 0.28 | 0.21 | 0.28 | 0.26 | 0.32 | 0.24 | 0.51 | 0.42 | 0.25 | 0.29 | 0.28 | 0.52 | 0.38 | 0.32 | 0.40 | 0.35 | 0.56 | 0.34 | 0.30 | 0.35 | 0.55 | 0.37 | 0.53 | 0.33 | 0.41 | 0.39 | 0.34 | 0.38 | 0.55 | 0.50 | 0.74 | 0.46 | 0.57 | 0.53 | 0.40 | 0.45 | 0.41 | 0.78 | 0.79 | 0.38 | 0.56 | 0.48 | 0.85 | 0.65 | 1.00 | 0.66 | 0.69 |
BRK-B | 0.28 | 0.26 | 0.45 | 0.33 | 0.38 | 0.40 | 0.44 | 0.42 | 0.35 | 0.51 | 0.49 | 0.24 | 0.19 | 0.24 | 0.51 | 0.31 | 0.47 | 0.47 | 0.30 | 0.49 | 0.41 | 0.39 | 0.38 | 0.49 | 0.33 | 0.50 | 0.31 | 0.46 | 0.33 | 0.33 | 0.41 | 0.52 | 0.51 | 0.64 | 0.39 | 0.60 | 0.51 | 0.43 | 0.47 | 0.43 | 0.66 | 0.69 | 0.40 | 0.47 | 0.54 | 0.65 | 0.62 | 0.66 | 1.00 | 0.64 |
BLK | 0.24 | 0.29 | 0.31 | 0.31 | 0.33 | 0.34 | 0.34 | 0.35 | 0.36 | 0.37 | 0.38 | 0.38 | 0.41 | 0.38 | 0.39 | 0.39 | 0.39 | 0.42 | 0.43 | 0.48 | 0.46 | 0.44 | 0.50 | 0.49 | 0.46 | 0.48 | 0.45 | 0.47 | 0.50 | 0.49 | 0.49 | 0.49 | 0.51 | 0.58 | 0.52 | 0.59 | 0.52 | 0.50 | 0.55 | 0.52 | 0.61 | 0.63 | 0.54 | 0.65 | 0.56 | 0.65 | 0.62 | 0.69 | 0.64 | 1.00 |