0-NVSek-HdgETF-Stks
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
0-NVSek-HdgETF-Stks
Последнее обновление 22 февр. 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
AAPL Apple Inc | Technology | 1.54% |
ABBV AbbVie Inc. | Healthcare | 0.83% |
ACM AECOM | Industrials | 0.39% |
ADBE Adobe Inc | Technology | 0.56% |
ADI Analog Devices, Inc. | Technology | 0.24% |
ADP Automatic Data Processing, Inc. | Industrials | 0.68% |
ADRNY Koninklijke Ahold Delhaize NV ADR | Consumer Defensive | 0.26% |
AEE Ameren Corporation | Utilities | 0.30% |
AEP American Electric Power Company, Inc. | Utilities | 0.51% |
AFG American Financial Group, Inc. | Financial Services | 0.20% |
AMAT Applied Materials, Inc. | Technology | 0.23% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 0.73% |
AVGO Broadcom Inc. | Technology | 1.25% |
AZO AutoZone, Inc. | Consumer Cyclical | 0.56% |
BAC Bank of America Corporation | Financial Services | 0.48% |
BAH Booz Allen Hamilton Holding Corporation | Industrials | 0.19% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 40.67% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 0.37% |
CBOE Cboe Global Markets, Inc. | Financial Services | 0.44% |
CI | 0.38% | |
CL | 0.21% | |
CMCSA | 0.48% | |
CMPGY | 0.52% | |
CRM | 0.20% | |
DLB | 0.28% | |
DOX | 0.46% | |
EA | 0.34% | |
EG | 0.42% | |
ETN | 0.27% | |
EXPGY | 0.34% | |
FI | 0.98% | |
FR | 0.15% | |
G | 0.42% | |
GBTC | 1.20% | |
GEN | 0.32% | |
GILD | 0.49% | |
GLD | 19.20% | |
GOOGL | 1.80% | |
INTU | 0.61% | |
JPM | 0.62% | |
KO | 0.53% | |
LDOS | 0.21% | |
LHX | 0.43% | |
LLY | 0.35% | |
LMT | 0.38% | |
LULU | 0.44% | |
MA | 0.46% | |
MCK | 0.67% | |
MDT | 0.32% | |
META | 0.64% | |
MMC | 0.53% | |
MRK | 0.69% | |
MSCI | 0.24% | |
MSFT | 3.13% | |
MTB | 0.24% | |
NICE | 0.11% | |
NOW | 0.47% | |
NTAP | 0.30% | |
NVDA | 0.83% | |
NYT | 0.36% | |
ORCL | 0.90% | |
ORLY | 0.19% | |
PAYX | 0.18% | |
PG | 0.44% | |
PGR | 0.31% | |
PM | 0.72% | |
PSA | 0.29% | |
QQQ | 0.30% | |
RELX | 0.33% | |
RGA | 0.23% | |
SHEL | 0.63% | |
SHW | 0.42% | |
SPGI | 0.16% | |
STN | 0.25% | |
TMO | 0.11% | |
TSM | 0.18% | |
UNH | 0.82% | |
V | 0.75% | |
VRTX | 0.32% | |
VZ | 0.09% | |
WMT | 0.33% | |
XOM | 0.25% | |
YUM | 0.35% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в 0-NVSek-HdgETF-Stks 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
0-NVSek-HdgETF-Stks
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 2 янв. 2013 г., начальной даты ABBV
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.24% | -1.20% | 6.72% | 18.21% | 12.53% | 11.04% |
| 0-NVSek-HdgETF-Stks | 1.26% | -5.57% | 15.34% | 42.14% | 28.15% | N/A |
| Активы портфеля: | ||||||
GOOGL | -5.09% | -9.43% | 8.75% | 25.14% | 19.49% | N/A |
AMZN Amazon.com, Inc. | -1.28% | -7.84% | 22.33% | 24.06% | 15.67% | 27.67% |
AEE Ameren Corporation | 10.55% | 5.56% | 21.95% | 43.95% | 5.93% | 12.06% |
AEP American Electric Power Company, Inc. | 15.27% | 9.05% | 9.26% | 33.40% | 4.48% | 9.79% |
AFG American Financial Group, Inc. | -11.96% | -10.72% | -5.17% | -0.24% | 12.44% | 14.33% |
ADI Analog Devices, Inc. | 12.45% | 6.62% | 5.49% | 26.64% | 16.40% | 17.36% |
META | 16.74% | 9.63% | 29.69% | 41.00% | 26.77% | N/A |
FR | 11.13% | 6.38% | 0.16% | 4.73% | 6.78% | N/A |
FI | 13.10% | 10.93% | 36.82% | 54.78% | 14.26% | N/A |
GILD | 19.03% | 18.17% | 45.87% | 57.25% | 14.15% | N/A |
INTU | -9.88% | -7.55% | -8.47% | -13.52% | 14.43% | N/A |
JPM | 10.80% | 0.53% | 22.41% | 47.64% | 17.60% | N/A |
ORLY | 9.92% | 5.00% | 16.73% | 23.57% | 27.27% | N/A |
ORCL | 0.96% | -8.91% | 21.15% | 52.82% | 27.11% | N/A |
PAYX | 6.61% | 3.25% | 15.75% | 22.62% | 14.02% | N/A |
PM | 28.29% | 25.64% | 31.39% | 77.80% | 17.74% | N/A |
PG | 2.16% | 3.96% | 1.84% | 8.64% | 8.76% | N/A |
PGR | 13.31% | 11.30% | 12.58% | 41.82% | 29.40% | N/A |
AAPL Apple Inc | -1.84% | 9.82% | 8.49% | 33.81% | 26.51% | 23.66% |
AMAT Applied Materials, Inc. | 5.99% | -11.83% | -14.75% | -13.17% | 22.94% | 22.68% |
ADP Automatic Data Processing, Inc. | 6.16% | 4.86% | 16.45% | 24.66% | 14.14% | 15.82% |
AZO AutoZone, Inc. | 5.21% | 1.29% | 7.78% | 22.12% | 25.90% | 18.16% |
BAC Bank of America Corporation | 1.96% | -2.14% | 14.04% | 36.72% | 8.13% | 12.95% |
BKNG Booking Holdings Inc. | 0.45% | 8.04% | 30.80% | 29.03% | 21.21% | 15.27% |
BAH Booz Allen Hamilton Holding Corporation | -12.33% | -21.13% | -26.94% | -22.75% | 10.81% | 16.05% |
AVGO Broadcom Inc. | -5.74% | -9.29% | 32.14% | 69.72% | 52.72% | 38.07% |
CBOE Cboe Global Markets, Inc. | 7.95% | 6.68% | 1.22% | 9.18% | 13.16% | 14.49% |
CI | 8.57% | 3.73% | -14.62% | -10.94% | 8.16% | N/A |
KO | 14.60% | 15.49% | 3.72% | 20.24% | 6.76% | N/A |
CL | -1.03% | 2.19% | -13.23% | 6.30% | 5.70% | N/A |
CMCSA | -2.63% | -2.34% | -7.54% | -10.78% | -2.11% | N/A |
CMPGY | 6.97% | 6.03% | 12.60% | 29.48% | 8.33% | N/A |
DLB | 4.85% | 1.15% | 14.89% | 3.97% | 3.75% | N/A |
EA | -10.49% | -8.01% | -11.08% | -8.28% | 4.42% | N/A |
EXPGY | 12.87% | 2.99% | 0.10% | 11.72% | 6.74% | N/A |
XOM | 3.82% | 1.96% | -3.20% | 9.23% | 18.92% | N/A |
ADRNY Koninklijke Ahold Delhaize NV ADR | 8.28% | 0.28% | 4.59% | 22.95% | 10.87% | 9.78% |
LHX | -5.35% | -9.56% | -12.88% | -4.84% | -0.24% | N/A |
LDOS | -11.97% | -21.28% | -17.71% | 2.75% | 3.02% | N/A |
LLY | 13.37% | 16.08% | -7.99% | 14.26% | 45.71% | N/A |
LMT | -9.31% | -11.74% | -19.65% | 5.45% | 3.33% | N/A |
LULU | -6.13% | -6.23% | 33.67% | -21.15% | 7.02% | N/A |
MTB | 2.94% | -1.06% | 16.36% | 44.87% | 6.29% | N/A |
MSCI | -3.31% | -5.36% | 1.84% | 3.50% | 14.48% | N/A |
MMC | 8.69% | 6.22% | 3.76% | 14.27% | 16.38% | N/A |
MA | 6.04% | 5.75% | 19.86% | 18.90% | 11.07% | N/A |
MCK | 4.88% | 2.28% | 8.51% | 17.68% | 29.45% | N/A |
MRK | -10.03% | -6.46% | -22.11% | -28.87% | 5.84% | N/A |
MSFT | -2.96% | -8.33% | -1.67% | -0.08% | 19.07% | N/A |
NTAP | 7.71% | -1.25% | -5.68% | 47.23% | 22.49% | N/A |
NYT | -7.49% | -9.38% | -12.30% | 12.40% | 5.06% | N/A |
NICE | -8.51% | -5.81% | -12.83% | -36.70% | -2.57% | N/A |
GEN | -0.76% | -1.12% | 6.09% | 26.70% | 8.09% | N/A |
NVDA | 0.10% | -8.59% | 3.93% | 71.20% | 79.22% | N/A |
PSA | 1.59% | 4.62% | -9.18% | 10.84% | 10.77% | N/A |
RGA | -10.95% | -15.02% | -9.81% | 12.00% | 6.98% | N/A |
RELX | 8.52% | 0.06% | 6.60% | 13.15% | 15.49% | N/A |
SHEL | 7.61% | 2.22% | -5.94% | 8.26% | 10.57% | N/A |
SPGI | 7.10% | 4.39% | 6.93% | 23.51% | 13.71% | N/A |
CRM | -7.34% | -6.86% | 17.67% | 6.09% | 10.48% | N/A |
NOW | -11.48% | -16.60% | 13.30% | 22.00% | 22.25% | N/A |
SHW | 1.36% | -3.68% | -3.77% | 8.37% | 13.55% | N/A |
STN | -2.98% | -4.86% | -9.97% | -8.49% | 20.99% | N/A |
TSM | 0.38% | -11.18% | 16.53% | 55.75% | 31.56% | N/A |
TMO | 2.37% | -7.32% | -12.02% | -4.73% | 10.01% | N/A |
UNH | -7.80% | -10.26% | -19.61% | -10.02% | 10.76% | N/A |
VZ | 8.88% | 9.78% | 7.31% | 12.13% | -0.49% | N/A |
VRTX | 20.25% | 13.14% | 0.62% | 13.46% | 14.52% | N/A |
V | 10.47% | 7.90% | 30.79% | 23.75% | 11.61% | N/A |
WMT | 4.90% | 1.66% | 25.48% | 64.04% | 20.97% | N/A |
YUM | 11.40% | 18.41% | 11.37% | 10.44% | 9.57% | N/A |
DOX | 3.36% | 3.31% | 4.16% | -1.13% | 6.00% | N/A |
ETN | -10.40% | -19.90% | -0.60% | 5.79% | 25.82% | N/A |
EG | -6.99% | -7.31% | -12.34% | -7.15% | 5.43% | N/A |
G | 23.98% | 16.24% | 37.16% | 49.32% | 5.35% | N/A |
MDT | 12.59% | 2.39% | 3.49% | 9.35% | -1.76% | N/A |
QQQ | 2.90% | -1.02% | 9.93% | 20.80% | 18.77% | N/A |
ABBV AbbVie Inc. | 14.79% | 19.43% | 4.09% | 18.50% | 21.36% | 17.58% |
ADBE Adobe Inc | -0.08% | 1.60% | -20.42% | -17.35% | 3.57% | 19.10% |
ACM AECOM | -8.48% | -11.83% | -0.20% | 10.34% | 14.13% | 13.09% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.61% | 0.37% | 2.32% | 5.01% | 2.43% | 1.68% |
GLD | 11.82% | 6.41% | 16.69% | 44.35% | 11.87% | N/A |
GBTC | 1.41% | -9.24% | 47.78% | 61.63% | 43.16% | N/A |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью 0-NVSek-HdgETF-Stks, 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 | 0.25% | 1.26% | |||||||||||
| 2024 | 7.79% | 17.86% | 8.33% | -6.97% | 11.73% | 2.73% | -1.65% | -0.72% | 3.24% | 4.92% | 11.04% | -1.39% | 70.20% |
| 2023 | 10.66% | 0.31% | 11.35% | 1.39% | 4.24% | 9.24% | 3.41% | 0.72% | -4.45% | 5.66% | 9.41% | 5.70% | 73.53% |
| 2022 | -10.62% | 1.68% | 4.03% | -11.01% | -5.28% | -12.82% | 8.68% | -6.39% | -7.82% | 5.21% | 2.96% | -4.45% | -32.56% |
| 2021 | 1.34% | 8.14% | 6.50% | 0.66% | -11.59% | 2.59% | 5.94% | 5.31% | -6.03% | 18.63% | 0.03% | -7.57% | 22.52% |
| 2020 | 5.84% | -3.83% | -8.25% | 11.49% | 5.38% | 0.65% | 8.52% | 6.20% | -5.26% | 3.00% | 13.05% | 11.16% | 56.09% |
| 2019 | 4.30% | 2.85% | 2.65% | 5.37% | 4.06% | 10.52% | -0.73% | -2.08% | -1.74% | 3.00% | -0.04% | 0.18% | 31.46% |
| 2018 | -5.34% | 2.25% | -11.37% | 8.72% | -3.55% | -6.22% | 4.33% | 1.04% | -1.96% | -6.13% | -2.97% | -5.36% | -24.84% |
| 2017 | 2.25% | 2.17% | 0.78% | 1.72% | 11.25% | -2.56% | 3.04% | 13.86% | -5.36% | 4.98% | 13.92% | 8.36% | 67.04% |
| 2016 | -1.23% | 2.02% | 2.73% | 0.81% | 0.71% | 2.92% | 1.73% | -0.57% | 0.70% | -0.68% | -0.14% | 1.48% | 10.87% |
| 2015 | 0.18% | -1.10% | 0.19% | -1.43% | -0.72% | 4.12% | -0.14% | 0.30% | 1.31% |
Комиссия
Комиссия 0-NVSek-HdgETF-Stks составляет 0.13%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг 0-NVSek-HdgETF-Stks составляет 98, что ставит его в топ 2% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
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.
0-NVSek-HdgETF-Stks
^GSPC
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
GOOGL | 0.97 | 1.46 | 1.19 | 1.25 | 3.10 |
AMZN Amazon.com, Inc. | 1.08 | 1.56 | 1.20 | 1.52 | 4.80 |
AEE Ameren Corporation | 2.64 | 3.73 | 1.46 | 1.88 | 16.34 |
AEP American Electric Power Company, Inc. | 1.91 | 2.67 | 1.34 | 1.79 | 6.80 |
AFG American Financial Group, Inc. | 0.10 | 0.29 | 1.04 | 0.11 | 0.32 |
ADI Analog Devices, Inc. | 0.84 | 1.40 | 1.16 | 1.61 | 3.69 |
META | 1.50 | 1.99 | 1.27 | 2.47 | 7.45 |
FR | 0.23 | 0.46 | 1.06 | 0.17 | 0.58 |
FI | 2.93 | 3.93 | 1.52 | 5.79 | 13.36 |
GILD | 2.50 | 3.74 | 1.46 | 1.98 | 8.77 |
INTU | -0.43 | -0.41 | 0.95 | -0.60 | -1.40 |
JPM | 2.09 | 2.77 | 1.42 | 4.97 | 14.09 |
ORLY | 1.39 | 2.03 | 1.25 | 1.43 | 3.63 |
ORCL | 1.50 | 2.23 | 1.32 | 2.85 | 8.22 |
PAYX | 1.20 | 1.80 | 1.23 | 1.87 | 6.66 |
PM | 3.51 | 5.20 | 1.73 | 7.37 | 23.26 |
PG | 0.62 | 0.91 | 1.13 | 0.85 | 2.48 |
PGR | 2.10 | 3.03 | 1.37 | 3.99 | 10.08 |
AAPL Apple Inc | 1.51 | 2.13 | 1.28 | 2.16 | 6.46 |
AMAT Applied Materials, Inc. | -0.19 | 0.02 | 1.00 | -0.22 | -0.38 |
ADP Automatic Data Processing, Inc. | 1.65 | 2.30 | 1.29 | 2.53 | 8.47 |
AZO AutoZone, Inc. | 1.23 | 1.86 | 1.22 | 1.62 | 3.93 |
BAC Bank of America Corporation | 1.58 | 2.42 | 1.29 | 1.25 | 6.32 |
BKNG Booking Holdings Inc. | 1.34 | 1.71 | 1.26 | 1.83 | 5.03 |
BAH Booz Allen Hamilton Holding Corporation | -0.72 | -0.85 | 0.88 | -0.55 | -1.46 |
AVGO Broadcom Inc. | 1.42 | 2.13 | 1.29 | 3.19 | 8.66 |
CBOE Cboe Global Markets, Inc. | 0.53 | 0.89 | 1.10 | 0.78 | 1.55 |
CI | -0.43 | -0.45 | 0.94 | -0.39 | -0.94 |
KO | 1.47 | 2.22 | 1.27 | 1.36 | 3.03 |
CL | 0.49 | 0.76 | 1.10 | 0.39 | 0.86 |
CMCSA | -0.40 | -0.37 | 0.95 | -0.25 | -0.97 |
CMPGY | 1.76 | 2.42 | 1.31 | 3.09 | 8.19 |
DLB | 0.22 | 0.61 | 1.08 | 0.18 | 0.71 |
EA | -0.25 | -0.16 | 0.97 | -0.22 | -0.67 |
EXPGY | 0.62 | 1.08 | 1.12 | 0.67 | 1.85 |
XOM | 0.59 | 0.93 | 1.11 | 0.75 | 1.67 |
ADRNY Koninklijke Ahold Delhaize NV ADR | 1.34 | 1.91 | 1.25 | 1.44 | 6.85 |
LHX | -0.21 | -0.15 | 0.98 | -0.16 | -0.44 |
LDOS | 0.14 | 0.35 | 1.06 | 0.10 | 0.28 |
LLY | 0.53 | 0.94 | 1.12 | 0.67 | 1.55 |
LMT | 0.33 | 0.56 | 1.09 | 0.21 | 0.59 |
LULU | -0.48 | -0.46 | 0.94 | -0.35 | -0.59 |
MTB | 1.73 | 2.67 | 1.32 | 1.79 | 7.66 |
MSCI | 0.20 | 0.42 | 1.06 | 0.16 | 0.63 |
MMC | 1.16 | 1.63 | 1.21 | 1.52 | 4.27 |
MA | 1.48 | 2.09 | 1.27 | 2.04 | 4.99 |
MCK | 0.72 | 1.07 | 1.18 | 0.77 | 1.92 |
MRK | -1.20 | -1.57 | 0.78 | -0.76 | -1.69 |
MSFT | 0.10 | 0.27 | 1.04 | 0.14 | 0.28 |
NTAP | 1.48 | 2.21 | 1.31 | 3.18 | 6.48 |
NYT | 0.53 | 0.79 | 1.13 | 0.52 | 2.76 |
NICE | -0.82 | -1.00 | 0.86 | -0.62 | -1.08 |
GEN | 0.98 | 1.73 | 1.22 | 0.83 | 4.03 |
NVDA | 1.65 | 2.19 | 1.28 | 3.46 | 9.57 |
PSA | 0.49 | 0.82 | 1.10 | 0.36 | 1.26 |
RGA | 0.53 | 0.82 | 1.12 | 0.75 | 2.57 |
RELX | 0.91 | 1.36 | 1.16 | 1.68 | 4.15 |
SHEL | 0.52 | 0.81 | 1.10 | 0.57 | 1.37 |
SPGI | 1.61 | 2.28 | 1.29 | 2.03 | 7.72 |
CRM | 0.24 | 0.56 | 1.09 | 0.28 | 0.63 |
NOW | 0.69 | 1.11 | 1.16 | 1.18 | 3.86 |
SHW | 0.54 | 0.90 | 1.11 | 0.67 | 1.39 |
STN | -0.35 | -0.37 | 0.96 | -0.49 | -1.06 |
TSM | 1.42 | 1.97 | 1.25 | 2.68 | 7.79 |
TMO | -0.12 | -0.03 | 1.00 | -0.11 | -0.30 |
UNH | -0.31 | -0.24 | 0.97 | -0.36 | -1.01 |
VZ | 0.65 | 0.97 | 1.14 | 0.54 | 2.29 |
VRTX | 0.59 | 0.90 | 1.13 | 0.65 | 1.73 |
V | 1.62 | 2.18 | 1.31 | 2.22 | 5.60 |
WMT | 3.30 | 4.35 | 1.62 | 6.51 | 30.44 |
YUM | 0.68 | 1.21 | 1.14 | 1.05 | 2.41 |
DOX | 0.01 | 0.13 | 1.02 | 0.01 | 0.02 |
ETN | 0.28 | 0.56 | 1.09 | 0.43 | 1.09 |
EG | -0.28 | -0.21 | 0.97 | -0.36 | -0.86 |
G | 1.70 | 3.26 | 1.39 | 1.21 | 6.98 |
MDT | 0.42 | 0.69 | 1.09 | 0.22 | 1.37 |
QQQ | 1.30 | 1.78 | 1.24 | 1.76 | 6.08 |
ABBV AbbVie Inc. | 0.78 | 1.12 | 1.17 | 1.01 | 2.33 |
ADBE Adobe Inc | -0.51 | -0.49 | 0.92 | -0.44 | -1.15 |
ACM AECOM | 0.54 | 0.95 | 1.11 | 0.73 | 1.79 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.77 | 262.04 | 152.29 | 462.95 | 4,263.96 |
GLD | 2.90 | 3.67 | 1.49 | 5.47 | 14.93 |
GBTC | 1.08 | 1.74 | 1.20 | 1.76 | 3.94 |
0-NVSek-HdgETF-Stks
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность 0-NVSek-HdgETF-Stks за предыдущие двенадцать месяцев составила 2.54%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.54% | 2.60% | 2.58% | 1.17% | 0.58% | 0.93% | 1.46% | 1.36% | 0.90% | 0.85% | 0.74% | 0.76% |
| Активы портфеля: | ||||||||||||
GOOGL | 0.33% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
AEE Ameren Corporation | 2.72% | 3.01% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 3.27% | 3.83% | 3.49% |
AEP American Electric Power Company, Inc. | 3.44% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% |
AFG American Financial Group, Inc. | 5.86% | 6.89% | 6.81% | 10.42% | 20.43% | 4.39% | 4.51% | 4.92% | 4.41% | 2.44% | 2.82% | 3.15% |
ADI Analog Devices, Inc. | 1.54% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% |
META | 0.22% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FR | 2.66% | 2.95% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.02% | 2.67% | 2.71% | 2.31% | 2.00% |
FI | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.06% | 5.08% | 7.87% | 7.61% |
GILD | 2.80% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
INTU | 0.69% | 0.60% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% |
JPM | 1.82% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
ORLY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ORCL | 0.95% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
PAYX | 2.64% | 2.73% | 2.90% | 2.62% | 1.90% | 2.66% | 2.85% | 3.35% | 2.82% | 2.89% | 3.03% | 3.16% |
PM | 3.43% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
PG | 2.37% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
PGR | 1.84% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
AAPL Apple Inc | 0.41% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
AMAT Applied Materials, Inc. | 0.93% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% |
ADP Automatic Data Processing, Inc. | 1.85% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
AZO AutoZone, 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% |
BAC Bank of America Corporation | 2.23% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
BKNG Booking Holdings Inc. | 0.70% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAH Booz Allen Hamilton Holding Corporation | 1.85% | 1.59% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% |
AVGO Broadcom Inc. | 0.99% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
CBOE Cboe Global Markets, Inc. | 1.12% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% |
CI | 1.87% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% |
KO | 2.72% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
CL | 2.24% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
CMCSA | 3.42% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% |
CMPGY | 1.68% | 1.68% | 1.64% | 1.31% | 0.00% | 1.88% | 1.94% | 2.24% | 5.69% | 2.35% | 2.42% | 8.49% |
DLB | 1.54% | 1.57% | 1.29% | 1.45% | 0.96% | 0.91% | 1.15% | 1.08% | 0.94% | 1.11% | 1.25% | 0.23% |
EA | 0.58% | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXPGY | 0.84% | 1.37% | 1.35% | 1.54% | 0.95% | 1.24% | 1.37% | 1.85% | 1.30% | 2.10% | 2.22% | 2.27% |
XOM | 3.51% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
ADRNY Koninklijke Ahold Delhaize NV ADR | 3.43% | 3.71% | 4.11% | 3.63% | 2.86% | 3.88% | 4.46% | 3.08% | 2.75% | 9.79% | 2.51% | 12.45% |
LHX | 2.33% | 2.21% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% |
LDOS | 1.21% | 1.07% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% |
LLY | 0.62% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
LMT | 2.89% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
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% |
MTB | 2.76% | 2.85% | 3.79% | 3.31% | 2.93% | 3.46% | 2.42% | 2.48% | 1.75% | 1.79% | 2.31% | 2.23% |
MSCI | 1.14% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
MMC | 1.37% | 1.44% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% | 1.85% |
MA | 0.49% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
MCK | 0.45% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
MRK | 3.49% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
MSFT | 0.77% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NTAP | 1.66% | 1.76% | 2.27% | 3.33% | 2.13% | 2.90% | 2.83% | 2.01% | 1.41% | 2.10% | 2.60% | 1.52% |
NYT | 1.08% | 0.96% | 0.86% | 1.05% | 0.56% | 0.44% | 0.59% | 0.72% | 0.86% | 1.20% | 1.19% | 1.21% |
NICE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.93% | 1.12% | 1.26% |
GEN | 1.85% | 1.83% | 2.19% | 2.33% | 1.92% | 60.15% | 1.37% | 1.59% | 1.07% | 18.31% | 2.86% | 2.34% |
NVDA | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
PSA | 3.94% | 4.01% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% |
RGA | 1.86% | 1.63% | 2.04% | 2.15% | 2.61% | 2.42% | 1.59% | 1.57% | 1.17% | 1.24% | 1.64% | 1.44% |
RELX | 1.54% | 1.67% | 1.73% | 2.42% | 2.05% | 2.39% | 2.20% | 2.69% | 1.99% | 2.48% | 3.64% | 3.96% |
SHEL | 4.17% | 4.39% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% |
SPGI | 0.68% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
CRM | 0.52% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHW | 0.83% | 0.84% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% |
STN | 0.61% | 0.59% | 0.73% | 1.14% | 1.23% | 1.42% | 2.06% | 1.91% | 1.38% | 1.34% | 1.31% | 1.21% |
TSM | 1.18% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
TMO | 0.29% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
UNH | 1.75% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
VZ | 6.28% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
VRTX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V | 0.64% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
WMT | 0.88% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
YUM | 1.83% | 2.00% | 1.87% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% |
DOX | 2.18% | 2.25% | 1.98% | 2.17% | 1.92% | 1.85% | 1.58% | 1.71% | 1.34% | 1.34% | 1.25% | 1.33% |
ETN | 1.26% | 1.13% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% |
EG | 2.30% | 2.14% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% | 1.88% |
G | 1.15% | 1.42% | 1.59% | 1.08% | 0.81% | 0.95% | 0.81% | 1.11% | 0.76% | 0.00% | 0.00% | 0.00% |
MDT | 3.10% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% |
QQQ | 0.54% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
ABBV AbbVie Inc. | 3.11% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
ADBE Adobe 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% |
ACM AECOM | 0.94% | 0.82% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.93% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
GLD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GBTC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
0-NVSek-HdgETF-Stks
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
0-NVSek-HdgETF-Stks показал максимальную просадку в 43.35%, зарегистрированную 14 окт. 2022 г.. Полное восстановление заняло 286 торговых сессий.
Текущая просадка 0-NVSek-HdgETF-Stks составляет 0.58%.
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 |
|---|---|---|---|---|---|---|
| -43.35% | 10 нояб. 2021 г. | 234 | 14 окт. 2022 г. | 286 | 5 дек. 2023 г. | 520 |
| -39.49% | 19 дек. 2017 г. | 255 | 24 дек. 2018 г. | 407 | 6 авг. 2020 г. | 662 |
| -18.49% | 14 апр. 2021 г. | 68 | 20 июл. 2021 г. | 62 | 15 окт. 2021 г. | 130 |
| -15.92% | 20 июн. 2024 г. | 32 | 5 авг. 2024 г. | 49 | 14 окт. 2024 г. | 81 |
| -13.94% | 22 февр. 2021 г. | 9 | 4 мар. 2021 г. | 27 | 13 апр. 2021 г. | 36 |
Волатильность
График волатильности
Текущая волатильность 0-NVSek-HdgETF-Stks составляет 8.92%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
0-NVSek-HdgETF-Stks
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| BIL | GLD | GBTC | ADRNY | CBOE | AEP | AEE | PSA | VZ | CMPGY | LLY | SHEL | WMT | XOM | MCK | CI | AZO | MRK | GILD | PM | VRTX | ABBV | LMT | NYT | EG | CL | LULU | EA | ORLY | PG | STN | LHX | UNH | PGR | NICE | BAH | MTB | TSM | GEN | NVDA | KO | RGA | META | AMZN | EXPGY | BKNG | CMCSA | FR | LDOS | NOW | RELX | NTAP | AFG | YUM | BAC | AVGO | AMAT | CRM | ACM | AAPL | MDT | DLB | SHW | TMO | ORCL | JPM | DOX | GOOGL | ADI | ETN | G | ADBE | MSCI | INTU | MMC | FI | MSFT | SPGI | PAYX | V | ADP | MA | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.04 | 0.01 | 0.00 | -0.00 | 0.01 | -0.00 | -0.03 | 0.02 | 0.02 | -0.00 | 0.02 | 0.04 | -0.00 | 0.02 | 0.00 | -0.01 | -0.00 | -0.02 | -0.02 | 0.00 | -0.02 | 0.02 | -0.01 | 0.02 | 0.02 | -0.01 | -0.04 | -0.01 | 0.01 | -0.01 | 0.02 | -0.00 | 0.01 | -0.02 | 0.02 | 0.01 | 0.03 | -0.02 | 0.01 | -0.01 | 0.01 | 0.01 | -0.02 | 0.02 | 0.01 | -0.01 | -0.02 | 0.00 | 0.02 | 0.01 | 0.02 | -0.00 | 0.02 | -0.03 | 0.01 | 0.01 | 0.01 | 0.01 | -0.00 | -0.01 | 0.00 | 0.01 | -0.02 | 0.03 | 0.02 | 0.01 | -0.00 | 0.00 | 0.02 | -0.00 | -0.02 | -0.01 | 0.01 | 0.03 | 0.01 | 0.00 | 0.03 | -0.00 | -0.00 | 0.01 | 0.00 | -0.00 |
| GLD | 0.04 | 1.00 | 0.09 | 0.09 | -0.04 | 0.12 | 0.11 | 0.11 | 0.05 | 0.09 | 0.00 | 0.12 | 0.04 | 0.05 | -0.02 | -0.01 | -0.02 | 0.00 | 0.01 | 0.09 | 0.01 | -0.02 | 0.02 | -0.00 | -0.01 | 0.06 | 0.00 | 0.02 | -0.02 | 0.07 | 0.09 | 0.03 | -0.02 | -0.04 | 0.02 | 0.01 | -0.12 | 0.04 | 0.04 | 0.02 | 0.07 | -0.08 | 0.04 | 0.02 | 0.11 | 0.01 | -0.00 | 0.10 | -0.01 | 0.03 | 0.11 | 0.00 | -0.07 | 0.01 | -0.12 | 0.02 | 0.02 | 0.04 | 0.02 | 0.01 | 0.04 | 0.02 | 0.01 | 0.04 | 0.02 | -0.10 | 0.04 | 0.04 | 0.01 | -0.01 | 0.04 | 0.03 | 0.04 | 0.01 | -0.00 | -0.00 | 0.01 | 0.03 | 0.00 | -0.01 | -0.01 | -0.01 | 0.03 |
| GBTC | 0.01 | 0.09 | 1.00 | 0.06 | 0.04 | 0.04 | 0.04 | 0.04 | 0.06 | 0.10 | 0.06 | 0.14 | 0.08 | 0.10 | 0.05 | 0.04 | 0.06 | 0.06 | 0.07 | 0.07 | 0.07 | 0.04 | 0.07 | 0.12 | 0.09 | 0.03 | 0.15 | 0.14 | 0.05 | 0.04 | 0.11 | 0.08 | 0.07 | 0.05 | 0.18 | 0.08 | 0.11 | 0.17 | 0.15 | 0.22 | 0.03 | 0.12 | 0.16 | 0.19 | 0.17 | 0.18 | 0.13 | 0.11 | 0.09 | 0.18 | 0.14 | 0.15 | 0.12 | 0.10 | 0.14 | 0.17 | 0.18 | 0.19 | 0.16 | 0.17 | 0.10 | 0.17 | 0.09 | 0.16 | 0.12 | 0.14 | 0.11 | 0.18 | 0.17 | 0.14 | 0.16 | 0.19 | 0.17 | 0.21 | 0.13 | 0.15 | 0.20 | 0.15 | 0.14 | 0.15 | 0.12 | 0.15 | 0.24 |
| ADRNY | 0.00 | 0.09 | 0.06 | 1.00 | 0.13 | 0.18 | 0.18 | 0.16 | 0.23 | 0.25 | 0.16 | 0.25 | 0.24 | 0.16 | 0.18 | 0.15 | 0.21 | 0.18 | 0.20 | 0.21 | 0.14 | 0.19 | 0.17 | 0.20 | 0.16 | 0.25 | 0.18 | 0.17 | 0.23 | 0.25 | 0.23 | 0.18 | 0.20 | 0.21 | 0.17 | 0.17 | 0.20 | 0.16 | 0.19 | 0.16 | 0.25 | 0.18 | 0.19 | 0.18 | 0.29 | 0.17 | 0.20 | 0.22 | 0.19 | 0.15 | 0.35 | 0.17 | 0.21 | 0.19 | 0.21 | 0.18 | 0.18 | 0.17 | 0.19 | 0.20 | 0.23 | 0.20 | 0.24 | 0.22 | 0.20 | 0.22 | 0.23 | 0.20 | 0.18 | 0.21 | 0.23 | 0.20 | 0.21 | 0.18 | 0.24 | 0.22 | 0.22 | 0.21 | 0.25 | 0.23 | 0.25 | 0.22 | 0.26 |
| CBOE | -0.00 | -0.04 | 0.04 | 0.13 | 1.00 | 0.20 | 0.20 | 0.19 | 0.17 | 0.15 | 0.17 | 0.12 | 0.20 | 0.16 | 0.20 | 0.19 | 0.21 | 0.21 | 0.19 | 0.16 | 0.17 | 0.15 | 0.21 | 0.17 | 0.26 | 0.25 | 0.15 | 0.15 | 0.24 | 0.25 | 0.17 | 0.22 | 0.23 | 0.26 | 0.18 | 0.22 | 0.23 | 0.08 | 0.18 | 0.11 | 0.27 | 0.24 | 0.14 | 0.13 | 0.18 | 0.17 | 0.20 | 0.20 | 0.24 | 0.15 | 0.21 | 0.15 | 0.28 | 0.23 | 0.22 | 0.13 | 0.15 | 0.18 | 0.21 | 0.16 | 0.23 | 0.19 | 0.22 | 0.21 | 0.20 | 0.26 | 0.23 | 0.18 | 0.16 | 0.17 | 0.25 | 0.18 | 0.28 | 0.23 | 0.33 | 0.27 | 0.21 | 0.33 | 0.30 | 0.27 | 0.31 | 0.27 | 0.21 |
| AEP | 0.01 | 0.12 | 0.04 | 0.18 | 0.20 | 1.00 | 0.78 | 0.46 | 0.41 | 0.18 | 0.20 | 0.12 | 0.29 | 0.16 | 0.18 | 0.19 | 0.20 | 0.28 | 0.20 | 0.37 | 0.14 | 0.19 | 0.30 | 0.11 | 0.24 | 0.46 | 0.08 | 0.16 | 0.20 | 0.46 | 0.13 | 0.31 | 0.23 | 0.28 | 0.10 | 0.24 | 0.13 | 0.06 | 0.17 | 0.04 | 0.49 | 0.18 | 0.10 | 0.09 | 0.21 | 0.12 | 0.25 | 0.44 | 0.29 | 0.07 | 0.27 | 0.07 | 0.24 | 0.29 | 0.08 | 0.09 | 0.06 | 0.10 | 0.16 | 0.15 | 0.30 | 0.17 | 0.26 | 0.22 | 0.18 | 0.12 | 0.27 | 0.14 | 0.10 | 0.15 | 0.26 | 0.14 | 0.22 | 0.19 | 0.32 | 0.30 | 0.17 | 0.26 | 0.34 | 0.23 | 0.35 | 0.22 | 0.16 |
| AEE | -0.00 | 0.11 | 0.04 | 0.18 | 0.20 | 0.78 | 1.00 | 0.46 | 0.40 | 0.16 | 0.22 | 0.12 | 0.30 | 0.17 | 0.19 | 0.21 | 0.22 | 0.27 | 0.20 | 0.35 | 0.15 | 0.21 | 0.32 | 0.12 | 0.27 | 0.44 | 0.09 | 0.15 | 0.22 | 0.45 | 0.16 | 0.32 | 0.26 | 0.31 | 0.13 | 0.27 | 0.15 | 0.06 | 0.18 | 0.06 | 0.47 | 0.21 | 0.10 | 0.10 | 0.21 | 0.13 | 0.25 | 0.46 | 0.31 | 0.09 | 0.28 | 0.11 | 0.28 | 0.29 | 0.11 | 0.10 | 0.06 | 0.12 | 0.18 | 0.15 | 0.32 | 0.21 | 0.28 | 0.22 | 0.22 | 0.16 | 0.27 | 0.16 | 0.12 | 0.17 | 0.29 | 0.15 | 0.25 | 0.20 | 0.33 | 0.32 | 0.18 | 0.27 | 0.37 | 0.25 | 0.37 | 0.24 | 0.17 |
| PSA | -0.03 | 0.11 | 0.04 | 0.16 | 0.19 | 0.46 | 0.46 | 1.00 | 0.28 | 0.18 | 0.19 | 0.08 | 0.24 | 0.12 | 0.17 | 0.20 | 0.25 | 0.23 | 0.20 | 0.30 | 0.17 | 0.19 | 0.26 | 0.17 | 0.20 | 0.38 | 0.18 | 0.19 | 0.25 | 0.36 | 0.17 | 0.27 | 0.24 | 0.28 | 0.21 | 0.28 | 0.17 | 0.13 | 0.20 | 0.13 | 0.37 | 0.18 | 0.17 | 0.15 | 0.23 | 0.15 | 0.23 | 0.58 | 0.27 | 0.18 | 0.26 | 0.14 | 0.24 | 0.30 | 0.13 | 0.17 | 0.14 | 0.19 | 0.20 | 0.21 | 0.28 | 0.21 | 0.33 | 0.27 | 0.23 | 0.16 | 0.28 | 0.21 | 0.20 | 0.20 | 0.29 | 0.23 | 0.27 | 0.27 | 0.34 | 0.31 | 0.25 | 0.31 | 0.38 | 0.28 | 0.36 | 0.26 | 0.26 |
| VZ | 0.02 | 0.05 | 0.06 | 0.23 | 0.17 | 0.41 | 0.40 | 0.28 | 1.00 | 0.21 | 0.24 | 0.22 | 0.30 | 0.27 | 0.25 | 0.26 | 0.27 | 0.35 | 0.27 | 0.38 | 0.18 | 0.28 | 0.28 | 0.18 | 0.28 | 0.39 | 0.12 | 0.16 | 0.28 | 0.42 | 0.18 | 0.26 | 0.28 | 0.31 | 0.13 | 0.24 | 0.30 | 0.10 | 0.20 | 0.07 | 0.44 | 0.30 | 0.11 | 0.11 | 0.22 | 0.17 | 0.37 | 0.33 | 0.30 | 0.10 | 0.23 | 0.20 | 0.31 | 0.27 | 0.29 | 0.13 | 0.11 | 0.13 | 0.25 | 0.17 | 0.32 | 0.20 | 0.29 | 0.26 | 0.24 | 0.31 | 0.30 | 0.16 | 0.17 | 0.23 | 0.28 | 0.13 | 0.19 | 0.20 | 0.35 | 0.32 | 0.20 | 0.25 | 0.34 | 0.26 | 0.33 | 0.25 | 0.20 |
| CMPGY | 0.02 | 0.09 | 0.10 | 0.25 | 0.15 | 0.18 | 0.16 | 0.18 | 0.21 | 1.00 | 0.16 | 0.31 | 0.16 | 0.21 | 0.18 | 0.20 | 0.19 | 0.19 | 0.17 | 0.28 | 0.19 | 0.21 | 0.22 | 0.19 | 0.23 | 0.25 | 0.20 | 0.20 | 0.20 | 0.24 | 0.28 | 0.21 | 0.19 | 0.20 | 0.21 | 0.21 | 0.26 | 0.27 | 0.21 | 0.20 | 0.32 | 0.26 | 0.22 | 0.21 | 0.42 | 0.33 | 0.25 | 0.28 | 0.24 | 0.19 | 0.49 | 0.24 | 0.29 | 0.33 | 0.27 | 0.27 | 0.26 | 0.22 | 0.30 | 0.24 | 0.31 | 0.26 | 0.25 | 0.23 | 0.29 | 0.29 | 0.28 | 0.25 | 0.29 | 0.30 | 0.33 | 0.24 | 0.25 | 0.25 | 0.28 | 0.32 | 0.27 | 0.28 | 0.27 | 0.32 | 0.29 | 0.31 | 0.32 |
| LLY | -0.00 | 0.00 | 0.06 | 0.16 | 0.17 | 0.20 | 0.22 | 0.19 | 0.24 | 0.16 | 1.00 | 0.14 | 0.24 | 0.18 | 0.34 | 0.29 | 0.20 | 0.47 | 0.31 | 0.23 | 0.37 | 0.42 | 0.23 | 0.19 | 0.18 | 0.29 | 0.18 | 0.21 | 0.24 | 0.30 | 0.20 | 0.24 | 0.34 | 0.29 | 0.24 | 0.27 | 0.13 | 0.18 | 0.19 | 0.22 | 0.27 | 0.19 | 0.26 | 0.24 | 0.22 | 0.16 | 0.23 | 0.24 | 0.28 | 0.25 | 0.27 | 0.23 | 0.21 | 0.23 | 0.17 | 0.24 | 0.21 | 0.25 | 0.20 | 0.26 | 0.32 | 0.19 | 0.28 | 0.34 | 0.31 | 0.22 | 0.26 | 0.27 | 0.20 | 0.26 | 0.25 | 0.27 | 0.26 | 0.30 | 0.34 | 0.28 | 0.32 | 0.31 | 0.31 | 0.28 | 0.32 | 0.27 | 0.35 |
| SHEL | 0.02 | 0.12 | 0.14 | 0.25 | 0.12 | 0.12 | 0.12 | 0.08 | 0.22 | 0.31 | 0.14 | 1.00 | 0.14 | 0.71 | 0.23 | 0.27 | 0.18 | 0.22 | 0.16 | 0.28 | 0.16 | 0.22 | 0.28 | 0.23 | 0.29 | 0.15 | 0.17 | 0.14 | 0.17 | 0.15 | 0.31 | 0.30 | 0.22 | 0.23 | 0.17 | 0.17 | 0.37 | 0.31 | 0.22 | 0.20 | 0.24 | 0.35 | 0.17 | 0.19 | 0.28 | 0.33 | 0.27 | 0.21 | 0.26 | 0.15 | 0.28 | 0.32 | 0.34 | 0.26 | 0.43 | 0.26 | 0.28 | 0.19 | 0.41 | 0.24 | 0.24 | 0.29 | 0.16 | 0.20 | 0.27 | 0.44 | 0.28 | 0.25 | 0.29 | 0.41 | 0.29 | 0.19 | 0.21 | 0.20 | 0.28 | 0.26 | 0.23 | 0.23 | 0.25 | 0.30 | 0.28 | 0.31 | 0.29 |
| WMT | 0.04 | 0.04 | 0.08 | 0.24 | 0.20 | 0.29 | 0.30 | 0.24 | 0.30 | 0.16 | 0.24 | 0.14 | 1.00 | 0.19 | 0.26 | 0.21 | 0.30 | 0.26 | 0.26 | 0.28 | 0.21 | 0.23 | 0.26 | 0.21 | 0.22 | 0.37 | 0.24 | 0.22 | 0.36 | 0.42 | 0.18 | 0.26 | 0.27 | 0.29 | 0.20 | 0.25 | 0.18 | 0.18 | 0.22 | 0.21 | 0.36 | 0.22 | 0.21 | 0.26 | 0.22 | 0.19 | 0.27 | 0.28 | 0.26 | 0.17 | 0.27 | 0.21 | 0.25 | 0.28 | 0.21 | 0.21 | 0.22 | 0.20 | 0.21 | 0.26 | 0.29 | 0.24 | 0.31 | 0.28 | 0.30 | 0.24 | 0.27 | 0.26 | 0.22 | 0.26 | 0.25 | 0.24 | 0.28 | 0.28 | 0.34 | 0.30 | 0.30 | 0.30 | 0.35 | 0.28 | 0.32 | 0.28 | 0.33 |
| XOM | -0.00 | 0.05 | 0.10 | 0.16 | 0.16 | 0.16 | 0.17 | 0.12 | 0.27 | 0.21 | 0.18 | 0.71 | 0.19 | 1.00 | 0.26 | 0.31 | 0.20 | 0.26 | 0.22 | 0.29 | 0.18 | 0.27 | 0.33 | 0.24 | 0.30 | 0.18 | 0.17 | 0.16 | 0.20 | 0.19 | 0.29 | 0.31 | 0.26 | 0.29 | 0.15 | 0.20 | 0.43 | 0.24 | 0.24 | 0.17 | 0.27 | 0.40 | 0.17 | 0.16 | 0.19 | 0.31 | 0.31 | 0.24 | 0.31 | 0.14 | 0.18 | 0.32 | 0.40 | 0.27 | 0.47 | 0.24 | 0.27 | 0.20 | 0.41 | 0.24 | 0.29 | 0.28 | 0.20 | 0.20 | 0.27 | 0.48 | 0.31 | 0.23 | 0.30 | 0.40 | 0.31 | 0.18 | 0.21 | 0.20 | 0.32 | 0.29 | 0.20 | 0.25 | 0.30 | 0.32 | 0.32 | 0.33 | 0.27 |
| MCK | 0.02 | -0.02 | 0.05 | 0.18 | 0.20 | 0.18 | 0.19 | 0.17 | 0.25 | 0.18 | 0.34 | 0.23 | 0.26 | 0.26 | 1.00 | 0.44 | 0.26 | 0.39 | 0.34 | 0.27 | 0.34 | 0.38 | 0.29 | 0.22 | 0.30 | 0.30 | 0.19 | 0.20 | 0.29 | 0.29 | 0.24 | 0.29 | 0.42 | 0.30 | 0.15 | 0.28 | 0.27 | 0.14 | 0.24 | 0.16 | 0.29 | 0.33 | 0.19 | 0.18 | 0.21 | 0.24 | 0.27 | 0.23 | 0.35 | 0.20 | 0.24 | 0.26 | 0.31 | 0.27 | 0.31 | 0.21 | 0.21 | 0.20 | 0.32 | 0.22 | 0.35 | 0.25 | 0.27 | 0.29 | 0.29 | 0.33 | 0.32 | 0.24 | 0.22 | 0.32 | 0.30 | 0.21 | 0.24 | 0.23 | 0.36 | 0.27 | 0.25 | 0.30 | 0.34 | 0.31 | 0.34 | 0.29 | 0.29 |
| CI | 0.00 | -0.01 | 0.04 | 0.15 | 0.19 | 0.19 | 0.21 | 0.20 | 0.26 | 0.20 | 0.29 | 0.27 | 0.21 | 0.31 | 0.44 | 1.00 | 0.25 | 0.33 | 0.29 | 0.28 | 0.31 | 0.35 | 0.32 | 0.20 | 0.29 | 0.23 | 0.19 | 0.19 | 0.25 | 0.23 | 0.22 | 0.30 | 0.59 | 0.29 | 0.17 | 0.25 | 0.34 | 0.18 | 0.26 | 0.17 | 0.28 | 0.33 | 0.18 | 0.16 | 0.18 | 0.24 | 0.29 | 0.26 | 0.31 | 0.18 | 0.21 | 0.25 | 0.36 | 0.30 | 0.35 | 0.22 | 0.23 | 0.19 | 0.33 | 0.23 | 0.36 | 0.27 | 0.28 | 0.28 | 0.26 | 0.38 | 0.31 | 0.23 | 0.26 | 0.33 | 0.29 | 0.21 | 0.23 | 0.20 | 0.33 | 0.30 | 0.24 | 0.30 | 0.32 | 0.31 | 0.34 | 0.30 | 0.28 |
| AZO | -0.01 | -0.02 | 0.06 | 0.21 | 0.21 | 0.20 | 0.22 | 0.25 | 0.27 | 0.19 | 0.20 | 0.18 | 0.30 | 0.20 | 0.26 | 0.25 | 1.00 | 0.24 | 0.24 | 0.25 | 0.20 | 0.24 | 0.26 | 0.22 | 0.26 | 0.28 | 0.28 | 0.17 | 0.75 | 0.29 | 0.22 | 0.25 | 0.31 | 0.28 | 0.21 | 0.27 | 0.26 | 0.19 | 0.23 | 0.20 | 0.28 | 0.27 | 0.20 | 0.20 | 0.25 | 0.22 | 0.28 | 0.27 | 0.28 | 0.20 | 0.27 | 0.25 | 0.30 | 0.35 | 0.27 | 0.24 | 0.24 | 0.21 | 0.30 | 0.25 | 0.27 | 0.26 | 0.35 | 0.27 | 0.30 | 0.30 | 0.33 | 0.23 | 0.27 | 0.32 | 0.32 | 0.24 | 0.29 | 0.26 | 0.38 | 0.32 | 0.27 | 0.32 | 0.37 | 0.31 | 0.38 | 0.31 | 0.31 |
| MRK | -0.00 | 0.00 | 0.06 | 0.18 | 0.21 | 0.28 | 0.27 | 0.23 | 0.35 | 0.19 | 0.47 | 0.22 | 0.26 | 0.26 | 0.39 | 0.33 | 0.24 | 1.00 | 0.41 | 0.31 | 0.40 | 0.44 | 0.29 | 0.18 | 0.26 | 0.37 | 0.18 | 0.20 | 0.27 | 0.38 | 0.19 | 0.29 | 0.37 | 0.35 | 0.16 | 0.29 | 0.19 | 0.11 | 0.23 | 0.10 | 0.37 | 0.26 | 0.18 | 0.15 | 0.25 | 0.19 | 0.27 | 0.28 | 0.33 | 0.20 | 0.27 | 0.20 | 0.28 | 0.29 | 0.24 | 0.16 | 0.14 | 0.19 | 0.21 | 0.21 | 0.38 | 0.22 | 0.29 | 0.40 | 0.27 | 0.27 | 0.31 | 0.22 | 0.17 | 0.27 | 0.30 | 0.20 | 0.27 | 0.25 | 0.37 | 0.32 | 0.27 | 0.33 | 0.35 | 0.32 | 0.35 | 0.30 | 0.26 |
| GILD | -0.02 | 0.01 | 0.07 | 0.20 | 0.19 | 0.20 | 0.20 | 0.20 | 0.27 | 0.17 | 0.31 | 0.16 | 0.26 | 0.22 | 0.34 | 0.29 | 0.24 | 0.41 | 1.00 | 0.27 | 0.45 | 0.43 | 0.27 | 0.22 | 0.23 | 0.27 | 0.21 | 0.27 | 0.26 | 0.29 | 0.21 | 0.25 | 0.31 | 0.27 | 0.18 | 0.24 | 0.26 | 0.19 | 0.26 | 0.19 | 0.30 | 0.24 | 0.23 | 0.23 | 0.23 | 0.24 | 0.33 | 0.24 | 0.29 | 0.23 | 0.23 | 0.24 | 0.25 | 0.26 | 0.28 | 0.24 | 0.23 | 0.24 | 0.26 | 0.27 | 0.36 | 0.27 | 0.31 | 0.38 | 0.28 | 0.30 | 0.31 | 0.27 | 0.29 | 0.27 | 0.30 | 0.27 | 0.27 | 0.28 | 0.33 | 0.29 | 0.29 | 0.29 | 0.34 | 0.30 | 0.35 | 0.29 | 0.36 |
| PM | -0.02 | 0.09 | 0.07 | 0.21 | 0.16 | 0.37 | 0.35 | 0.30 | 0.38 | 0.28 | 0.23 | 0.28 | 0.28 | 0.29 | 0.27 | 0.28 | 0.25 | 0.31 | 0.27 | 1.00 | 0.19 | 0.31 | 0.32 | 0.22 | 0.29 | 0.46 | 0.13 | 0.21 | 0.25 | 0.45 | 0.22 | 0.28 | 0.28 | 0.30 | 0.15 | 0.22 | 0.30 | 0.18 | 0.24 | 0.13 | 0.53 | 0.28 | 0.18 | 0.15 | 0.26 | 0.27 | 0.34 | 0.35 | 0.28 | 0.14 | 0.30 | 0.23 | 0.34 | 0.32 | 0.28 | 0.19 | 0.20 | 0.17 | 0.26 | 0.23 | 0.38 | 0.26 | 0.29 | 0.26 | 0.28 | 0.31 | 0.33 | 0.24 | 0.21 | 0.30 | 0.31 | 0.21 | 0.24 | 0.22 | 0.34 | 0.34 | 0.23 | 0.27 | 0.34 | 0.30 | 0.34 | 0.29 | 0.27 |
| VRTX | 0.00 | 0.01 | 0.07 | 0.14 | 0.17 | 0.14 | 0.15 | 0.17 | 0.18 | 0.19 | 0.37 | 0.16 | 0.21 | 0.18 | 0.34 | 0.31 | 0.20 | 0.40 | 0.45 | 0.19 | 1.00 | 0.42 | 0.21 | 0.24 | 0.18 | 0.23 | 0.23 | 0.29 | 0.22 | 0.24 | 0.20 | 0.24 | 0.34 | 0.25 | 0.27 | 0.27 | 0.17 | 0.25 | 0.29 | 0.29 | 0.19 | 0.21 | 0.34 | 0.32 | 0.24 | 0.26 | 0.29 | 0.22 | 0.27 | 0.35 | 0.25 | 0.28 | 0.22 | 0.26 | 0.22 | 0.30 | 0.29 | 0.31 | 0.24 | 0.32 | 0.34 | 0.29 | 0.30 | 0.40 | 0.27 | 0.23 | 0.30 | 0.34 | 0.31 | 0.25 | 0.27 | 0.36 | 0.35 | 0.34 | 0.31 | 0.32 | 0.37 | 0.34 | 0.30 | 0.36 | 0.32 | 0.35 | 0.45 |
| ABBV | -0.02 | -0.02 | 0.04 | 0.19 | 0.15 | 0.19 | 0.21 | 0.19 | 0.28 | 0.21 | 0.42 | 0.22 | 0.23 | 0.27 | 0.38 | 0.35 | 0.24 | 0.44 | 0.43 | 0.31 | 0.42 | 1.00 | 0.28 | 0.21 | 0.26 | 0.31 | 0.19 | 0.25 | 0.25 | 0.32 | 0.21 | 0.26 | 0.37 | 0.31 | 0.21 | 0.24 | 0.24 | 0.17 | 0.25 | 0.18 | 0.32 | 0.27 | 0.21 | 0.20 | 0.24 | 0.21 | 0.29 | 0.29 | 0.27 | 0.24 | 0.27 | 0.23 | 0.29 | 0.26 | 0.27 | 0.22 | 0.24 | 0.24 | 0.26 | 0.24 | 0.41 | 0.26 | 0.32 | 0.39 | 0.26 | 0.31 | 0.32 | 0.28 | 0.25 | 0.29 | 0.29 | 0.26 | 0.29 | 0.28 | 0.36 | 0.32 | 0.28 | 0.29 | 0.35 | 0.33 | 0.34 | 0.33 | 0.33 |
| LMT | 0.02 | 0.02 | 0.07 | 0.17 | 0.21 | 0.30 | 0.32 | 0.26 | 0.28 | 0.22 | 0.23 | 0.28 | 0.26 | 0.33 | 0.29 | 0.32 | 0.26 | 0.29 | 0.27 | 0.32 | 0.21 | 0.28 | 1.00 | 0.19 | 0.32 | 0.32 | 0.16 | 0.21 | 0.26 | 0.32 | 0.22 | 0.64 | 0.32 | 0.39 | 0.16 | 0.40 | 0.30 | 0.15 | 0.23 | 0.14 | 0.40 | 0.33 | 0.14 | 0.14 | 0.22 | 0.23 | 0.29 | 0.29 | 0.49 | 0.17 | 0.26 | 0.23 | 0.38 | 0.32 | 0.28 | 0.18 | 0.18 | 0.19 | 0.34 | 0.22 | 0.31 | 0.25 | 0.31 | 0.27 | 0.27 | 0.34 | 0.35 | 0.20 | 0.20 | 0.34 | 0.32 | 0.23 | 0.24 | 0.23 | 0.39 | 0.34 | 0.23 | 0.30 | 0.37 | 0.36 | 0.41 | 0.36 | 0.25 |
| NYT | -0.01 | -0.00 | 0.12 | 0.20 | 0.17 | 0.11 | 0.12 | 0.17 | 0.18 | 0.19 | 0.19 | 0.23 | 0.21 | 0.24 | 0.22 | 0.20 | 0.22 | 0.18 | 0.22 | 0.22 | 0.24 | 0.21 | 0.19 | 1.00 | 0.23 | 0.18 | 0.34 | 0.27 | 0.26 | 0.19 | 0.31 | 0.25 | 0.23 | 0.23 | 0.31 | 0.26 | 0.30 | 0.28 | 0.29 | 0.32 | 0.19 | 0.30 | 0.33 | 0.30 | 0.28 | 0.29 | 0.36 | 0.30 | 0.32 | 0.33 | 0.25 | 0.35 | 0.30 | 0.28 | 0.35 | 0.32 | 0.34 | 0.33 | 0.37 | 0.33 | 0.28 | 0.37 | 0.33 | 0.31 | 0.30 | 0.35 | 0.31 | 0.33 | 0.36 | 0.37 | 0.32 | 0.34 | 0.36 | 0.34 | 0.31 | 0.35 | 0.34 | 0.34 | 0.34 | 0.33 | 0.32 | 0.34 | 0.43 |
| EG | 0.02 | -0.01 | 0.09 | 0.16 | 0.26 | 0.24 | 0.27 | 0.20 | 0.28 | 0.23 | 0.18 | 0.29 | 0.22 | 0.30 | 0.30 | 0.29 | 0.26 | 0.26 | 0.23 | 0.29 | 0.18 | 0.26 | 0.32 | 0.23 | 1.00 | 0.27 | 0.20 | 0.18 | 0.27 | 0.27 | 0.25 | 0.31 | 0.26 | 0.46 | 0.16 | 0.28 | 0.43 | 0.17 | 0.22 | 0.18 | 0.34 | 0.55 | 0.19 | 0.16 | 0.24 | 0.30 | 0.34 | 0.31 | 0.36 | 0.15 | 0.26 | 0.28 | 0.59 | 0.32 | 0.41 | 0.21 | 0.23 | 0.22 | 0.36 | 0.22 | 0.33 | 0.28 | 0.28 | 0.23 | 0.30 | 0.46 | 0.36 | 0.22 | 0.25 | 0.38 | 0.33 | 0.20 | 0.26 | 0.24 | 0.46 | 0.35 | 0.24 | 0.30 | 0.37 | 0.34 | 0.36 | 0.33 | 0.28 |
| CL | 0.02 | 0.06 | 0.03 | 0.25 | 0.25 | 0.46 | 0.44 | 0.38 | 0.39 | 0.25 | 0.29 | 0.15 | 0.37 | 0.18 | 0.30 | 0.23 | 0.28 | 0.37 | 0.27 | 0.46 | 0.23 | 0.31 | 0.32 | 0.18 | 0.27 | 1.00 | 0.18 | 0.23 | 0.30 | 0.74 | 0.22 | 0.31 | 0.32 | 0.38 | 0.18 | 0.30 | 0.17 | 0.11 | 0.22 | 0.12 | 0.60 | 0.24 | 0.17 | 0.16 | 0.27 | 0.19 | 0.30 | 0.39 | 0.33 | 0.16 | 0.36 | 0.17 | 0.29 | 0.37 | 0.18 | 0.16 | 0.15 | 0.19 | 0.23 | 0.22 | 0.36 | 0.25 | 0.37 | 0.34 | 0.30 | 0.23 | 0.34 | 0.22 | 0.18 | 0.26 | 0.32 | 0.23 | 0.28 | 0.26 | 0.43 | 0.37 | 0.28 | 0.35 | 0.40 | 0.34 | 0.41 | 0.33 | 0.27 |
| LULU | -0.01 | 0.00 | 0.15 | 0.18 | 0.15 | 0.08 | 0.09 | 0.18 | 0.12 | 0.20 | 0.18 | 0.17 | 0.24 | 0.17 | 0.19 | 0.19 | 0.28 | 0.18 | 0.21 | 0.13 | 0.23 | 0.19 | 0.16 | 0.34 | 0.20 | 0.18 | 1.00 | 0.28 | 0.31 | 0.18 | 0.28 | 0.22 | 0.21 | 0.21 | 0.38 | 0.24 | 0.22 | 0.34 | 0.29 | 0.39 | 0.20 | 0.22 | 0.38 | 0.40 | 0.33 | 0.32 | 0.30 | 0.29 | 0.24 | 0.41 | 0.31 | 0.31 | 0.25 | 0.33 | 0.27 | 0.37 | 0.38 | 0.43 | 0.36 | 0.38 | 0.26 | 0.40 | 0.35 | 0.35 | 0.34 | 0.27 | 0.31 | 0.38 | 0.36 | 0.34 | 0.35 | 0.45 | 0.43 | 0.45 | 0.31 | 0.35 | 0.42 | 0.38 | 0.34 | 0.39 | 0.34 | 0.40 | 0.51 |
| EA | -0.04 | 0.02 | 0.14 | 0.17 | 0.15 | 0.16 | 0.15 | 0.19 | 0.16 | 0.20 | 0.21 | 0.14 | 0.22 | 0.16 | 0.20 | 0.19 | 0.17 | 0.20 | 0.27 | 0.21 | 0.29 | 0.25 | 0.21 | 0.27 | 0.18 | 0.23 | 0.28 | 1.00 | 0.20 | 0.23 | 0.23 | 0.24 | 0.24 | 0.24 | 0.34 | 0.28 | 0.16 | 0.33 | 0.34 | 0.38 | 0.23 | 0.19 | 0.41 | 0.42 | 0.30 | 0.30 | 0.30 | 0.26 | 0.29 | 0.43 | 0.30 | 0.29 | 0.19 | 0.28 | 0.21 | 0.37 | 0.37 | 0.41 | 0.24 | 0.39 | 0.30 | 0.35 | 0.31 | 0.36 | 0.35 | 0.22 | 0.32 | 0.42 | 0.37 | 0.25 | 0.33 | 0.47 | 0.40 | 0.41 | 0.31 | 0.37 | 0.46 | 0.40 | 0.34 | 0.40 | 0.35 | 0.41 | 0.52 |
| ORLY | -0.01 | -0.02 | 0.05 | 0.23 | 0.24 | 0.20 | 0.22 | 0.25 | 0.28 | 0.20 | 0.24 | 0.17 | 0.36 | 0.20 | 0.29 | 0.25 | 0.75 | 0.27 | 0.26 | 0.25 | 0.22 | 0.25 | 0.26 | 0.26 | 0.27 | 0.30 | 0.31 | 0.20 | 1.00 | 0.32 | 0.25 | 0.27 | 0.31 | 0.29 | 0.24 | 0.28 | 0.28 | 0.21 | 0.24 | 0.23 | 0.31 | 0.30 | 0.25 | 0.26 | 0.28 | 0.26 | 0.30 | 0.30 | 0.30 | 0.23 | 0.30 | 0.28 | 0.32 | 0.36 | 0.27 | 0.26 | 0.27 | 0.25 | 0.31 | 0.28 | 0.28 | 0.30 | 0.37 | 0.27 | 0.32 | 0.31 | 0.35 | 0.28 | 0.27 | 0.31 | 0.35 | 0.29 | 0.32 | 0.31 | 0.39 | 0.36 | 0.33 | 0.35 | 0.41 | 0.35 | 0.40 | 0.34 | 0.36 |
| PG | 0.01 | 0.07 | 0.04 | 0.25 | 0.25 | 0.46 | 0.45 | 0.36 | 0.42 | 0.24 | 0.30 | 0.15 | 0.42 | 0.19 | 0.29 | 0.23 | 0.29 | 0.38 | 0.29 | 0.45 | 0.24 | 0.32 | 0.32 | 0.19 | 0.27 | 0.74 | 0.18 | 0.23 | 0.32 | 1.00 | 0.21 | 0.28 | 0.33 | 0.37 | 0.17 | 0.28 | 0.17 | 0.14 | 0.23 | 0.14 | 0.61 | 0.24 | 0.19 | 0.20 | 0.28 | 0.21 | 0.30 | 0.38 | 0.29 | 0.16 | 0.37 | 0.19 | 0.29 | 0.36 | 0.19 | 0.18 | 0.20 | 0.21 | 0.21 | 0.26 | 0.36 | 0.24 | 0.36 | 0.33 | 0.30 | 0.24 | 0.31 | 0.24 | 0.22 | 0.28 | 0.29 | 0.25 | 0.28 | 0.27 | 0.42 | 0.35 | 0.32 | 0.36 | 0.41 | 0.35 | 0.41 | 0.34 | 0.30 |
| STN | -0.01 | 0.09 | 0.11 | 0.23 | 0.17 | 0.13 | 0.16 | 0.17 | 0.18 | 0.28 | 0.20 | 0.31 | 0.18 | 0.29 | 0.24 | 0.22 | 0.22 | 0.19 | 0.21 | 0.22 | 0.20 | 0.21 | 0.22 | 0.31 | 0.25 | 0.22 | 0.28 | 0.23 | 0.25 | 0.21 | 1.00 | 0.26 | 0.24 | 0.23 | 0.30 | 0.26 | 0.30 | 0.31 | 0.30 | 0.31 | 0.26 | 0.29 | 0.30 | 0.31 | 0.36 | 0.33 | 0.29 | 0.31 | 0.30 | 0.32 | 0.36 | 0.36 | 0.31 | 0.31 | 0.33 | 0.33 | 0.34 | 0.33 | 0.43 | 0.34 | 0.30 | 0.35 | 0.34 | 0.29 | 0.35 | 0.36 | 0.33 | 0.33 | 0.36 | 0.43 | 0.35 | 0.34 | 0.36 | 0.35 | 0.34 | 0.33 | 0.37 | 0.39 | 0.34 | 0.34 | 0.35 | 0.35 | 0.44 |
| LHX | 0.02 | 0.03 | 0.08 | 0.18 | 0.22 | 0.31 | 0.32 | 0.27 | 0.26 | 0.21 | 0.24 | 0.30 | 0.26 | 0.31 | 0.29 | 0.30 | 0.25 | 0.29 | 0.25 | 0.28 | 0.24 | 0.26 | 0.64 | 0.25 | 0.31 | 0.31 | 0.22 | 0.24 | 0.27 | 0.28 | 0.26 | 1.00 | 0.30 | 0.37 | 0.22 | 0.45 | 0.34 | 0.19 | 0.29 | 0.18 | 0.36 | 0.35 | 0.15 | 0.17 | 0.27 | 0.25 | 0.31 | 0.32 | 0.52 | 0.23 | 0.29 | 0.26 | 0.39 | 0.34 | 0.34 | 0.25 | 0.24 | 0.24 | 0.39 | 0.22 | 0.36 | 0.28 | 0.35 | 0.30 | 0.29 | 0.36 | 0.37 | 0.22 | 0.27 | 0.37 | 0.35 | 0.26 | 0.29 | 0.31 | 0.39 | 0.36 | 0.26 | 0.38 | 0.39 | 0.35 | 0.42 | 0.36 | 0.30 |
| UNH | -0.00 | -0.02 | 0.07 | 0.20 | 0.23 | 0.23 | 0.26 | 0.24 | 0.28 | 0.19 | 0.34 | 0.22 | 0.27 | 0.26 | 0.42 | 0.59 | 0.31 | 0.37 | 0.31 | 0.28 | 0.34 | 0.37 | 0.32 | 0.23 | 0.26 | 0.32 | 0.21 | 0.24 | 0.31 | 0.33 | 0.24 | 0.30 | 1.00 | 0.34 | 0.24 | 0.29 | 0.29 | 0.19 | 0.27 | 0.21 | 0.33 | 0.30 | 0.22 | 0.23 | 0.24 | 0.25 | 0.29 | 0.30 | 0.33 | 0.25 | 0.27 | 0.25 | 0.33 | 0.33 | 0.32 | 0.24 | 0.24 | 0.25 | 0.30 | 0.30 | 0.39 | 0.30 | 0.34 | 0.38 | 0.30 | 0.35 | 0.33 | 0.31 | 0.28 | 0.32 | 0.34 | 0.28 | 0.32 | 0.30 | 0.40 | 0.35 | 0.32 | 0.39 | 0.39 | 0.37 | 0.40 | 0.36 | 0.35 |
| PGR | 0.01 | -0.04 | 0.05 | 0.21 | 0.26 | 0.28 | 0.31 | 0.28 | 0.31 | 0.20 | 0.29 | 0.23 | 0.29 | 0.29 | 0.30 | 0.29 | 0.28 | 0.35 | 0.27 | 0.30 | 0.25 | 0.31 | 0.39 | 0.23 | 0.46 | 0.38 | 0.21 | 0.24 | 0.29 | 0.37 | 0.23 | 0.37 | 0.34 | 1.00 | 0.19 | 0.34 | 0.37 | 0.18 | 0.24 | 0.18 | 0.38 | 0.43 | 0.21 | 0.20 | 0.22 | 0.23 | 0.31 | 0.31 | 0.38 | 0.23 | 0.26 | 0.29 | 0.48 | 0.32 | 0.36 | 0.23 | 0.23 | 0.25 | 0.33 | 0.25 | 0.33 | 0.26 | 0.35 | 0.31 | 0.33 | 0.43 | 0.34 | 0.24 | 0.24 | 0.35 | 0.34 | 0.27 | 0.33 | 0.31 | 0.50 | 0.39 | 0.30 | 0.37 | 0.41 | 0.38 | 0.42 | 0.38 | 0.31 |
| NICE | -0.02 | 0.02 | 0.18 | 0.17 | 0.18 | 0.10 | 0.13 | 0.21 | 0.13 | 0.21 | 0.24 | 0.17 | 0.20 | 0.15 | 0.15 | 0.17 | 0.21 | 0.16 | 0.18 | 0.15 | 0.27 | 0.21 | 0.16 | 0.31 | 0.16 | 0.18 | 0.38 | 0.34 | 0.24 | 0.17 | 0.30 | 0.22 | 0.24 | 0.19 | 1.00 | 0.26 | 0.21 | 0.37 | 0.34 | 0.43 | 0.19 | 0.20 | 0.40 | 0.45 | 0.39 | 0.33 | 0.29 | 0.29 | 0.27 | 0.50 | 0.35 | 0.34 | 0.22 | 0.34 | 0.27 | 0.41 | 0.41 | 0.50 | 0.31 | 0.42 | 0.29 | 0.40 | 0.38 | 0.36 | 0.36 | 0.26 | 0.36 | 0.45 | 0.42 | 0.31 | 0.40 | 0.51 | 0.47 | 0.52 | 0.32 | 0.39 | 0.49 | 0.45 | 0.38 | 0.39 | 0.36 | 0.41 | 0.56 |
| BAH | 0.02 | 0.01 | 0.08 | 0.17 | 0.22 | 0.24 | 0.27 | 0.28 | 0.24 | 0.21 | 0.27 | 0.17 | 0.25 | 0.20 | 0.28 | 0.25 | 0.27 | 0.29 | 0.24 | 0.22 | 0.27 | 0.24 | 0.40 | 0.26 | 0.28 | 0.30 | 0.24 | 0.28 | 0.28 | 0.28 | 0.26 | 0.45 | 0.29 | 0.34 | 0.26 | 1.00 | 0.28 | 0.22 | 0.32 | 0.27 | 0.29 | 0.32 | 0.26 | 0.24 | 0.29 | 0.24 | 0.31 | 0.35 | 0.64 | 0.31 | 0.31 | 0.32 | 0.34 | 0.30 | 0.27 | 0.26 | 0.28 | 0.31 | 0.37 | 0.28 | 0.32 | 0.33 | 0.34 | 0.31 | 0.35 | 0.30 | 0.39 | 0.29 | 0.31 | 0.34 | 0.40 | 0.33 | 0.36 | 0.37 | 0.40 | 0.41 | 0.34 | 0.40 | 0.44 | 0.36 | 0.46 | 0.39 | 0.39 |
| MTB | 0.01 | -0.12 | 0.11 | 0.20 | 0.23 | 0.13 | 0.15 | 0.17 | 0.30 | 0.26 | 0.13 | 0.37 | 0.18 | 0.43 | 0.27 | 0.34 | 0.26 | 0.19 | 0.26 | 0.30 | 0.17 | 0.24 | 0.30 | 0.30 | 0.43 | 0.17 | 0.22 | 0.16 | 0.28 | 0.17 | 0.30 | 0.34 | 0.29 | 0.37 | 0.21 | 0.28 | 1.00 | 0.30 | 0.28 | 0.23 | 0.28 | 0.58 | 0.21 | 0.19 | 0.26 | 0.38 | 0.39 | 0.30 | 0.38 | 0.20 | 0.24 | 0.40 | 0.60 | 0.31 | 0.78 | 0.29 | 0.33 | 0.23 | 0.50 | 0.25 | 0.33 | 0.34 | 0.33 | 0.27 | 0.32 | 0.75 | 0.38 | 0.25 | 0.37 | 0.49 | 0.39 | 0.20 | 0.29 | 0.28 | 0.40 | 0.37 | 0.24 | 0.32 | 0.40 | 0.36 | 0.39 | 0.38 | 0.34 |
| TSM | 0.03 | 0.04 | 0.17 | 0.16 | 0.08 | 0.06 | 0.06 | 0.13 | 0.10 | 0.27 | 0.18 | 0.31 | 0.18 | 0.24 | 0.14 | 0.18 | 0.19 | 0.11 | 0.19 | 0.18 | 0.25 | 0.17 | 0.15 | 0.28 | 0.17 | 0.11 | 0.34 | 0.33 | 0.21 | 0.14 | 0.31 | 0.19 | 0.19 | 0.18 | 0.37 | 0.22 | 0.30 | 1.00 | 0.32 | 0.61 | 0.15 | 0.28 | 0.43 | 0.45 | 0.39 | 0.43 | 0.28 | 0.28 | 0.24 | 0.43 | 0.34 | 0.46 | 0.24 | 0.31 | 0.34 | 0.60 | 0.65 | 0.44 | 0.36 | 0.49 | 0.27 | 0.41 | 0.32 | 0.39 | 0.42 | 0.35 | 0.33 | 0.47 | 0.60 | 0.44 | 0.33 | 0.48 | 0.39 | 0.47 | 0.31 | 0.33 | 0.51 | 0.40 | 0.33 | 0.41 | 0.32 | 0.42 | 0.65 |
| GEN | -0.02 | 0.04 | 0.15 | 0.19 | 0.18 | 0.17 | 0.18 | 0.20 | 0.20 | 0.21 | 0.19 | 0.22 | 0.22 | 0.24 | 0.24 | 0.26 | 0.23 | 0.23 | 0.26 | 0.24 | 0.29 | 0.25 | 0.23 | 0.29 | 0.22 | 0.22 | 0.29 | 0.34 | 0.24 | 0.23 | 0.30 | 0.29 | 0.27 | 0.24 | 0.34 | 0.32 | 0.28 | 0.32 | 1.00 | 0.36 | 0.23 | 0.28 | 0.36 | 0.37 | 0.32 | 0.34 | 0.33 | 0.32 | 0.33 | 0.40 | 0.31 | 0.37 | 0.27 | 0.30 | 0.32 | 0.38 | 0.37 | 0.40 | 0.35 | 0.38 | 0.33 | 0.38 | 0.34 | 0.36 | 0.43 | 0.32 | 0.39 | 0.38 | 0.40 | 0.37 | 0.37 | 0.44 | 0.41 | 0.42 | 0.34 | 0.38 | 0.44 | 0.41 | 0.39 | 0.38 | 0.39 | 0.40 | 0.50 |
| NVDA | 0.01 | 0.02 | 0.22 | 0.16 | 0.11 | 0.04 | 0.06 | 0.13 | 0.07 | 0.20 | 0.22 | 0.20 | 0.21 | 0.17 | 0.16 | 0.17 | 0.20 | 0.10 | 0.19 | 0.13 | 0.29 | 0.18 | 0.14 | 0.32 | 0.18 | 0.12 | 0.39 | 0.38 | 0.23 | 0.14 | 0.31 | 0.18 | 0.21 | 0.18 | 0.43 | 0.27 | 0.23 | 0.61 | 0.36 | 1.00 | 0.12 | 0.22 | 0.51 | 0.55 | 0.35 | 0.41 | 0.29 | 0.26 | 0.25 | 0.55 | 0.31 | 0.47 | 0.20 | 0.29 | 0.30 | 0.61 | 0.65 | 0.53 | 0.34 | 0.53 | 0.27 | 0.42 | 0.34 | 0.38 | 0.44 | 0.31 | 0.32 | 0.53 | 0.60 | 0.41 | 0.31 | 0.57 | 0.47 | 0.54 | 0.29 | 0.36 | 0.60 | 0.44 | 0.34 | 0.43 | 0.34 | 0.45 | 0.74 |
| KO | -0.01 | 0.07 | 0.03 | 0.25 | 0.27 | 0.49 | 0.47 | 0.37 | 0.44 | 0.32 | 0.27 | 0.24 | 0.36 | 0.27 | 0.29 | 0.28 | 0.28 | 0.37 | 0.30 | 0.53 | 0.19 | 0.32 | 0.40 | 0.19 | 0.34 | 0.60 | 0.20 | 0.23 | 0.31 | 0.61 | 0.26 | 0.36 | 0.33 | 0.38 | 0.19 | 0.29 | 0.28 | 0.15 | 0.23 | 0.12 | 1.00 | 0.33 | 0.18 | 0.18 | 0.32 | 0.30 | 0.37 | 0.43 | 0.35 | 0.18 | 0.40 | 0.22 | 0.39 | 0.40 | 0.27 | 0.21 | 0.19 | 0.22 | 0.30 | 0.26 | 0.43 | 0.29 | 0.37 | 0.33 | 0.30 | 0.32 | 0.38 | 0.27 | 0.24 | 0.32 | 0.39 | 0.26 | 0.31 | 0.28 | 0.46 | 0.42 | 0.31 | 0.38 | 0.46 | 0.40 | 0.48 | 0.40 | 0.30 |
| RGA | 0.01 | -0.08 | 0.12 | 0.18 | 0.24 | 0.18 | 0.21 | 0.18 | 0.30 | 0.26 | 0.19 | 0.35 | 0.22 | 0.40 | 0.33 | 0.33 | 0.27 | 0.26 | 0.24 | 0.28 | 0.21 | 0.27 | 0.33 | 0.30 | 0.55 | 0.24 | 0.22 | 0.19 | 0.30 | 0.24 | 0.29 | 0.35 | 0.30 | 0.43 | 0.20 | 0.32 | 0.58 | 0.28 | 0.28 | 0.22 | 0.33 | 1.00 | 0.23 | 0.19 | 0.27 | 0.37 | 0.36 | 0.32 | 0.40 | 0.22 | 0.29 | 0.38 | 0.63 | 0.33 | 0.59 | 0.28 | 0.32 | 0.25 | 0.49 | 0.25 | 0.34 | 0.36 | 0.33 | 0.27 | 0.33 | 0.62 | 0.41 | 0.26 | 0.33 | 0.48 | 0.40 | 0.23 | 0.31 | 0.28 | 0.47 | 0.41 | 0.26 | 0.36 | 0.41 | 0.39 | 0.41 | 0.41 | 0.33 |
| META | 0.01 | 0.04 | 0.16 | 0.19 | 0.14 | 0.10 | 0.10 | 0.17 | 0.11 | 0.22 | 0.26 | 0.17 | 0.21 | 0.17 | 0.19 | 0.18 | 0.20 | 0.18 | 0.23 | 0.18 | 0.34 | 0.21 | 0.14 | 0.33 | 0.19 | 0.17 | 0.38 | 0.41 | 0.25 | 0.19 | 0.30 | 0.15 | 0.22 | 0.21 | 0.40 | 0.26 | 0.21 | 0.43 | 0.36 | 0.51 | 0.18 | 0.23 | 1.00 | 0.62 | 0.34 | 0.43 | 0.35 | 0.28 | 0.25 | 0.51 | 0.35 | 0.38 | 0.20 | 0.30 | 0.30 | 0.47 | 0.46 | 0.51 | 0.30 | 0.52 | 0.31 | 0.41 | 0.35 | 0.36 | 0.41 | 0.30 | 0.33 | 0.67 | 0.44 | 0.34 | 0.35 | 0.57 | 0.46 | 0.50 | 0.32 | 0.40 | 0.59 | 0.43 | 0.36 | 0.47 | 0.35 | 0.47 | 0.71 |
| AMZN | -0.02 | 0.02 | 0.19 | 0.18 | 0.13 | 0.09 | 0.10 | 0.15 | 0.11 | 0.21 | 0.24 | 0.19 | 0.26 | 0.16 | 0.18 | 0.16 | 0.20 | 0.15 | 0.23 | 0.15 | 0.32 | 0.20 | 0.14 | 0.30 | 0.16 | 0.16 | 0.40 | 0.42 | 0.26 | 0.20 | 0.31 | 0.17 | 0.23 | 0.20 | 0.45 | 0.24 | 0.19 | 0.45 | 0.37 | 0.55 | 0.18 | 0.19 | 0.62 | 1.00 | 0.35 | 0.45 | 0.33 | 0.28 | 0.22 | 0.57 | 0.33 | 0.38 | 0.20 | 0.31 | 0.28 | 0.48 | 0.47 | 0.57 | 0.28 | 0.57 | 0.30 | 0.41 | 0.35 | 0.39 | 0.43 | 0.29 | 0.31 | 0.68 | 0.45 | 0.33 | 0.34 | 0.62 | 0.47 | 0.56 | 0.30 | 0.37 | 0.67 | 0.44 | 0.36 | 0.48 | 0.35 | 0.49 | 0.76 |
| EXPGY | 0.02 | 0.11 | 0.17 | 0.29 | 0.18 | 0.21 | 0.21 | 0.23 | 0.22 | 0.42 | 0.22 | 0.28 | 0.22 | 0.19 | 0.21 | 0.18 | 0.25 | 0.25 | 0.23 | 0.26 | 0.24 | 0.24 | 0.22 | 0.28 | 0.24 | 0.27 | 0.33 | 0.30 | 0.28 | 0.28 | 0.36 | 0.27 | 0.24 | 0.22 | 0.39 | 0.29 | 0.26 | 0.39 | 0.32 | 0.35 | 0.32 | 0.27 | 0.34 | 0.35 | 1.00 | 0.34 | 0.29 | 0.36 | 0.30 | 0.38 | 0.65 | 0.31 | 0.29 | 0.38 | 0.30 | 0.39 | 0.38 | 0.38 | 0.34 | 0.37 | 0.36 | 0.36 | 0.40 | 0.42 | 0.38 | 0.30 | 0.38 | 0.37 | 0.39 | 0.38 | 0.40 | 0.43 | 0.46 | 0.43 | 0.39 | 0.41 | 0.45 | 0.48 | 0.42 | 0.44 | 0.41 | 0.44 | 0.50 |
| BKNG | 0.01 | 0.01 | 0.18 | 0.17 | 0.17 | 0.12 | 0.13 | 0.15 | 0.17 | 0.33 | 0.16 | 0.33 | 0.19 | 0.31 | 0.24 | 0.24 | 0.22 | 0.19 | 0.24 | 0.27 | 0.26 | 0.21 | 0.23 | 0.29 | 0.30 | 0.19 | 0.32 | 0.30 | 0.26 | 0.21 | 0.33 | 0.25 | 0.25 | 0.23 | 0.33 | 0.24 | 0.38 | 0.43 | 0.34 | 0.41 | 0.30 | 0.37 | 0.43 | 0.45 | 0.34 | 1.00 | 0.38 | 0.29 | 0.30 | 0.38 | 0.33 | 0.41 | 0.36 | 0.38 | 0.42 | 0.43 | 0.43 | 0.42 | 0.41 | 0.39 | 0.37 | 0.42 | 0.34 | 0.31 | 0.39 | 0.44 | 0.36 | 0.48 | 0.44 | 0.45 | 0.40 | 0.40 | 0.40 | 0.44 | 0.35 | 0.43 | 0.43 | 0.39 | 0.40 | 0.48 | 0.39 | 0.50 | 0.56 |
| CMCSA | -0.01 | -0.00 | 0.13 | 0.20 | 0.20 | 0.25 | 0.25 | 0.23 | 0.37 | 0.25 | 0.23 | 0.27 | 0.27 | 0.31 | 0.27 | 0.29 | 0.28 | 0.27 | 0.33 | 0.34 | 0.29 | 0.29 | 0.29 | 0.36 | 0.34 | 0.30 | 0.30 | 0.30 | 0.30 | 0.30 | 0.29 | 0.31 | 0.29 | 0.31 | 0.29 | 0.31 | 0.39 | 0.28 | 0.33 | 0.29 | 0.37 | 0.36 | 0.35 | 0.33 | 0.29 | 0.38 | 1.00 | 0.36 | 0.35 | 0.31 | 0.30 | 0.36 | 0.39 | 0.37 | 0.40 | 0.33 | 0.35 | 0.35 | 0.36 | 0.37 | 0.42 | 0.39 | 0.37 | 0.32 | 0.35 | 0.44 | 0.40 | 0.38 | 0.40 | 0.38 | 0.40 | 0.36 | 0.37 | 0.40 | 0.40 | 0.44 | 0.39 | 0.40 | 0.47 | 0.42 | 0.45 | 0.42 | 0.48 |
| FR | -0.02 | 0.10 | 0.11 | 0.22 | 0.20 | 0.44 | 0.46 | 0.58 | 0.33 | 0.28 | 0.24 | 0.21 | 0.28 | 0.24 | 0.23 | 0.26 | 0.27 | 0.28 | 0.24 | 0.35 | 0.22 | 0.29 | 0.29 | 0.30 | 0.31 | 0.39 | 0.29 | 0.26 | 0.30 | 0.38 | 0.31 | 0.32 | 0.30 | 0.31 | 0.29 | 0.35 | 0.30 | 0.28 | 0.32 | 0.26 | 0.43 | 0.32 | 0.28 | 0.28 | 0.36 | 0.29 | 0.36 | 1.00 | 0.37 | 0.31 | 0.38 | 0.29 | 0.37 | 0.39 | 0.29 | 0.30 | 0.30 | 0.32 | 0.38 | 0.33 | 0.40 | 0.38 | 0.43 | 0.37 | 0.34 | 0.31 | 0.39 | 0.33 | 0.34 | 0.36 | 0.44 | 0.34 | 0.41 | 0.39 | 0.42 | 0.44 | 0.37 | 0.44 | 0.47 | 0.43 | 0.44 | 0.42 | 0.42 |
| LDOS | 0.00 | -0.01 | 0.09 | 0.19 | 0.24 | 0.29 | 0.31 | 0.27 | 0.30 | 0.24 | 0.28 | 0.26 | 0.26 | 0.31 | 0.35 | 0.31 | 0.28 | 0.33 | 0.29 | 0.28 | 0.27 | 0.27 | 0.49 | 0.32 | 0.36 | 0.33 | 0.24 | 0.29 | 0.30 | 0.29 | 0.30 | 0.52 | 0.33 | 0.38 | 0.27 | 0.64 | 0.38 | 0.24 | 0.33 | 0.25 | 0.35 | 0.40 | 0.25 | 0.22 | 0.30 | 0.30 | 0.35 | 0.37 | 1.00 | 0.28 | 0.31 | 0.35 | 0.43 | 0.36 | 0.38 | 0.28 | 0.30 | 0.29 | 0.44 | 0.28 | 0.37 | 0.35 | 0.38 | 0.36 | 0.36 | 0.40 | 0.43 | 0.29 | 0.34 | 0.42 | 0.45 | 0.30 | 0.36 | 0.36 | 0.44 | 0.46 | 0.34 | 0.41 | 0.47 | 0.41 | 0.49 | 0.42 | 0.39 |
| NOW | 0.02 | 0.03 | 0.18 | 0.15 | 0.15 | 0.07 | 0.09 | 0.18 | 0.10 | 0.19 | 0.25 | 0.15 | 0.17 | 0.14 | 0.20 | 0.18 | 0.20 | 0.20 | 0.23 | 0.14 | 0.35 | 0.24 | 0.17 | 0.33 | 0.15 | 0.16 | 0.41 | 0.43 | 0.23 | 0.16 | 0.32 | 0.23 | 0.25 | 0.23 | 0.50 | 0.31 | 0.20 | 0.43 | 0.40 | 0.55 | 0.18 | 0.22 | 0.51 | 0.57 | 0.38 | 0.38 | 0.31 | 0.31 | 0.28 | 1.00 | 0.37 | 0.41 | 0.20 | 0.32 | 0.25 | 0.48 | 0.48 | 0.69 | 0.32 | 0.49 | 0.33 | 0.42 | 0.39 | 0.46 | 0.47 | 0.25 | 0.36 | 0.53 | 0.47 | 0.34 | 0.39 | 0.67 | 0.55 | 0.62 | 0.35 | 0.42 | 0.62 | 0.51 | 0.41 | 0.51 | 0.41 | 0.52 | 0.68 |
| RELX | 0.01 | 0.11 | 0.14 | 0.35 | 0.21 | 0.27 | 0.28 | 0.26 | 0.23 | 0.49 | 0.27 | 0.28 | 0.27 | 0.18 | 0.24 | 0.21 | 0.27 | 0.27 | 0.23 | 0.30 | 0.25 | 0.27 | 0.26 | 0.25 | 0.26 | 0.36 | 0.31 | 0.30 | 0.30 | 0.37 | 0.36 | 0.29 | 0.27 | 0.26 | 0.35 | 0.31 | 0.24 | 0.34 | 0.31 | 0.31 | 0.40 | 0.29 | 0.35 | 0.33 | 0.65 | 0.33 | 0.30 | 0.38 | 0.31 | 0.37 | 1.00 | 0.28 | 0.31 | 0.39 | 0.27 | 0.34 | 0.34 | 0.37 | 0.33 | 0.38 | 0.38 | 0.34 | 0.39 | 0.39 | 0.38 | 0.30 | 0.38 | 0.38 | 0.36 | 0.36 | 0.41 | 0.42 | 0.43 | 0.43 | 0.42 | 0.42 | 0.44 | 0.46 | 0.44 | 0.43 | 0.43 | 0.44 | 0.48 |
| NTAP | 0.02 | 0.00 | 0.15 | 0.17 | 0.15 | 0.07 | 0.11 | 0.14 | 0.20 | 0.24 | 0.23 | 0.32 | 0.21 | 0.32 | 0.26 | 0.25 | 0.25 | 0.20 | 0.24 | 0.23 | 0.28 | 0.23 | 0.23 | 0.35 | 0.28 | 0.17 | 0.31 | 0.29 | 0.28 | 0.19 | 0.36 | 0.26 | 0.25 | 0.29 | 0.34 | 0.32 | 0.40 | 0.46 | 0.37 | 0.47 | 0.22 | 0.38 | 0.38 | 0.38 | 0.31 | 0.41 | 0.36 | 0.29 | 0.35 | 0.41 | 0.28 | 1.00 | 0.35 | 0.32 | 0.45 | 0.48 | 0.54 | 0.40 | 0.47 | 0.44 | 0.33 | 0.45 | 0.36 | 0.36 | 0.48 | 0.45 | 0.40 | 0.42 | 0.53 | 0.50 | 0.40 | 0.42 | 0.41 | 0.44 | 0.37 | 0.37 | 0.46 | 0.42 | 0.43 | 0.42 | 0.42 | 0.44 | 0.57 |
| AFG | -0.00 | -0.07 | 0.12 | 0.21 | 0.28 | 0.24 | 0.28 | 0.24 | 0.31 | 0.29 | 0.21 | 0.34 | 0.25 | 0.40 | 0.31 | 0.36 | 0.30 | 0.28 | 0.25 | 0.34 | 0.22 | 0.29 | 0.38 | 0.30 | 0.59 | 0.29 | 0.25 | 0.19 | 0.32 | 0.29 | 0.31 | 0.39 | 0.33 | 0.48 | 0.22 | 0.34 | 0.60 | 0.24 | 0.27 | 0.20 | 0.39 | 0.63 | 0.20 | 0.20 | 0.29 | 0.36 | 0.39 | 0.37 | 0.43 | 0.20 | 0.31 | 0.35 | 1.00 | 0.39 | 0.58 | 0.28 | 0.31 | 0.24 | 0.49 | 0.28 | 0.36 | 0.36 | 0.37 | 0.31 | 0.32 | 0.61 | 0.44 | 0.26 | 0.34 | 0.50 | 0.43 | 0.24 | 0.33 | 0.30 | 0.51 | 0.42 | 0.27 | 0.38 | 0.46 | 0.39 | 0.46 | 0.40 | 0.34 |
| YUM | 0.02 | 0.01 | 0.10 | 0.19 | 0.23 | 0.29 | 0.29 | 0.30 | 0.27 | 0.33 | 0.23 | 0.26 | 0.28 | 0.27 | 0.27 | 0.30 | 0.35 | 0.29 | 0.26 | 0.32 | 0.26 | 0.26 | 0.32 | 0.28 | 0.32 | 0.37 | 0.33 | 0.28 | 0.36 | 0.36 | 0.31 | 0.34 | 0.33 | 0.32 | 0.34 | 0.30 | 0.31 | 0.31 | 0.30 | 0.29 | 0.40 | 0.33 | 0.30 | 0.31 | 0.38 | 0.38 | 0.37 | 0.39 | 0.36 | 0.32 | 0.39 | 0.32 | 0.39 | 1.00 | 0.33 | 0.33 | 0.35 | 0.33 | 0.38 | 0.32 | 0.41 | 0.38 | 0.41 | 0.37 | 0.37 | 0.38 | 0.39 | 0.35 | 0.37 | 0.40 | 0.42 | 0.35 | 0.39 | 0.40 | 0.45 | 0.42 | 0.38 | 0.46 | 0.44 | 0.47 | 0.44 | 0.47 | 0.44 |
| BAC | -0.03 | -0.12 | 0.14 | 0.21 | 0.22 | 0.08 | 0.11 | 0.13 | 0.29 | 0.27 | 0.17 | 0.43 | 0.21 | 0.47 | 0.31 | 0.35 | 0.27 | 0.24 | 0.28 | 0.28 | 0.22 | 0.27 | 0.28 | 0.35 | 0.41 | 0.18 | 0.27 | 0.21 | 0.27 | 0.19 | 0.33 | 0.34 | 0.32 | 0.36 | 0.27 | 0.27 | 0.78 | 0.34 | 0.32 | 0.30 | 0.27 | 0.59 | 0.30 | 0.28 | 0.30 | 0.42 | 0.40 | 0.29 | 0.38 | 0.25 | 0.27 | 0.45 | 0.58 | 0.33 | 1.00 | 0.35 | 0.39 | 0.30 | 0.53 | 0.33 | 0.38 | 0.39 | 0.35 | 0.32 | 0.37 | 0.86 | 0.39 | 0.34 | 0.43 | 0.53 | 0.40 | 0.28 | 0.34 | 0.34 | 0.43 | 0.40 | 0.33 | 0.41 | 0.42 | 0.44 | 0.41 | 0.44 | 0.43 |
| AVGO | 0.01 | 0.02 | 0.17 | 0.18 | 0.13 | 0.09 | 0.10 | 0.17 | 0.13 | 0.27 | 0.24 | 0.26 | 0.21 | 0.24 | 0.21 | 0.22 | 0.24 | 0.16 | 0.24 | 0.19 | 0.30 | 0.22 | 0.18 | 0.32 | 0.21 | 0.16 | 0.37 | 0.37 | 0.26 | 0.18 | 0.33 | 0.25 | 0.24 | 0.23 | 0.41 | 0.26 | 0.29 | 0.60 | 0.38 | 0.61 | 0.21 | 0.28 | 0.47 | 0.48 | 0.39 | 0.43 | 0.33 | 0.30 | 0.28 | 0.48 | 0.34 | 0.48 | 0.28 | 0.33 | 0.35 | 1.00 | 0.67 | 0.47 | 0.40 | 0.56 | 0.32 | 0.44 | 0.39 | 0.40 | 0.45 | 0.37 | 0.37 | 0.49 | 0.68 | 0.46 | 0.37 | 0.52 | 0.46 | 0.50 | 0.35 | 0.38 | 0.56 | 0.44 | 0.39 | 0.43 | 0.40 | 0.45 | 0.72 |
| AMAT | 0.01 | 0.02 | 0.18 | 0.18 | 0.15 | 0.06 | 0.06 | 0.14 | 0.11 | 0.26 | 0.21 | 0.28 | 0.22 | 0.27 | 0.21 | 0.23 | 0.24 | 0.14 | 0.23 | 0.20 | 0.29 | 0.24 | 0.18 | 0.34 | 0.23 | 0.15 | 0.38 | 0.37 | 0.27 | 0.20 | 0.34 | 0.24 | 0.24 | 0.23 | 0.41 | 0.28 | 0.33 | 0.65 | 0.37 | 0.65 | 0.19 | 0.32 | 0.46 | 0.47 | 0.38 | 0.43 | 0.35 | 0.30 | 0.30 | 0.48 | 0.34 | 0.54 | 0.31 | 0.35 | 0.39 | 0.67 | 1.00 | 0.47 | 0.42 | 0.52 | 0.32 | 0.48 | 0.38 | 0.41 | 0.43 | 0.40 | 0.36 | 0.50 | 0.72 | 0.50 | 0.38 | 0.52 | 0.45 | 0.52 | 0.34 | 0.40 | 0.56 | 0.44 | 0.41 | 0.45 | 0.41 | 0.48 | 0.70 |
| CRM | 0.01 | 0.04 | 0.19 | 0.17 | 0.18 | 0.10 | 0.12 | 0.19 | 0.13 | 0.22 | 0.25 | 0.19 | 0.20 | 0.20 | 0.20 | 0.19 | 0.21 | 0.19 | 0.24 | 0.17 | 0.31 | 0.24 | 0.19 | 0.33 | 0.22 | 0.19 | 0.43 | 0.41 | 0.25 | 0.21 | 0.33 | 0.24 | 0.25 | 0.25 | 0.50 | 0.31 | 0.23 | 0.44 | 0.40 | 0.53 | 0.22 | 0.25 | 0.51 | 0.57 | 0.38 | 0.42 | 0.35 | 0.32 | 0.29 | 0.69 | 0.37 | 0.40 | 0.24 | 0.33 | 0.30 | 0.47 | 0.47 | 1.00 | 0.33 | 0.50 | 0.36 | 0.45 | 0.38 | 0.44 | 0.47 | 0.31 | 0.39 | 0.54 | 0.47 | 0.34 | 0.41 | 0.67 | 0.54 | 0.64 | 0.39 | 0.45 | 0.62 | 0.51 | 0.43 | 0.52 | 0.43 | 0.54 | 0.68 |
| ACM | 0.01 | 0.02 | 0.16 | 0.19 | 0.21 | 0.16 | 0.18 | 0.20 | 0.25 | 0.30 | 0.20 | 0.41 | 0.21 | 0.41 | 0.32 | 0.33 | 0.30 | 0.21 | 0.26 | 0.26 | 0.24 | 0.26 | 0.34 | 0.37 | 0.36 | 0.23 | 0.36 | 0.24 | 0.31 | 0.21 | 0.43 | 0.39 | 0.30 | 0.33 | 0.31 | 0.37 | 0.50 | 0.36 | 0.35 | 0.34 | 0.30 | 0.49 | 0.30 | 0.28 | 0.34 | 0.41 | 0.36 | 0.38 | 0.44 | 0.32 | 0.33 | 0.47 | 0.49 | 0.38 | 0.53 | 0.40 | 0.42 | 0.33 | 1.00 | 0.32 | 0.37 | 0.45 | 0.41 | 0.36 | 0.36 | 0.53 | 0.41 | 0.33 | 0.46 | 0.60 | 0.46 | 0.33 | 0.38 | 0.37 | 0.43 | 0.42 | 0.36 | 0.42 | 0.43 | 0.41 | 0.44 | 0.44 | 0.45 |
| AAPL | -0.00 | 0.01 | 0.17 | 0.20 | 0.16 | 0.15 | 0.15 | 0.21 | 0.17 | 0.24 | 0.26 | 0.24 | 0.26 | 0.24 | 0.22 | 0.23 | 0.25 | 0.21 | 0.27 | 0.23 | 0.32 | 0.24 | 0.22 | 0.33 | 0.22 | 0.22 | 0.38 | 0.39 | 0.28 | 0.26 | 0.34 | 0.22 | 0.30 | 0.25 | 0.42 | 0.28 | 0.25 | 0.49 | 0.38 | 0.53 | 0.26 | 0.25 | 0.52 | 0.57 | 0.37 | 0.39 | 0.37 | 0.33 | 0.28 | 0.49 | 0.38 | 0.44 | 0.28 | 0.32 | 0.33 | 0.56 | 0.52 | 0.50 | 0.32 | 1.00 | 0.34 | 0.46 | 0.38 | 0.42 | 0.45 | 0.35 | 0.35 | 0.59 | 0.53 | 0.40 | 0.37 | 0.55 | 0.49 | 0.53 | 0.37 | 0.38 | 0.64 | 0.47 | 0.40 | 0.49 | 0.42 | 0.50 | 0.77 |
| MDT | -0.01 | 0.04 | 0.10 | 0.23 | 0.23 | 0.30 | 0.32 | 0.28 | 0.32 | 0.31 | 0.32 | 0.24 | 0.29 | 0.29 | 0.35 | 0.36 | 0.27 | 0.38 | 0.36 | 0.38 | 0.34 | 0.41 | 0.31 | 0.28 | 0.33 | 0.36 | 0.26 | 0.30 | 0.28 | 0.36 | 0.30 | 0.36 | 0.39 | 0.33 | 0.29 | 0.32 | 0.33 | 0.27 | 0.33 | 0.27 | 0.43 | 0.34 | 0.31 | 0.30 | 0.36 | 0.37 | 0.42 | 0.40 | 0.37 | 0.33 | 0.38 | 0.33 | 0.36 | 0.41 | 0.38 | 0.32 | 0.32 | 0.36 | 0.37 | 0.34 | 1.00 | 0.36 | 0.41 | 0.49 | 0.36 | 0.40 | 0.39 | 0.38 | 0.38 | 0.39 | 0.44 | 0.38 | 0.41 | 0.40 | 0.45 | 0.48 | 0.39 | 0.47 | 0.49 | 0.47 | 0.48 | 0.50 | 0.46 |
| DLB | 0.00 | 0.02 | 0.17 | 0.20 | 0.19 | 0.17 | 0.21 | 0.21 | 0.20 | 0.26 | 0.19 | 0.29 | 0.24 | 0.28 | 0.25 | 0.27 | 0.26 | 0.22 | 0.27 | 0.26 | 0.29 | 0.26 | 0.25 | 0.37 | 0.28 | 0.25 | 0.40 | 0.35 | 0.30 | 0.24 | 0.35 | 0.28 | 0.30 | 0.26 | 0.40 | 0.33 | 0.34 | 0.41 | 0.38 | 0.42 | 0.29 | 0.36 | 0.41 | 0.41 | 0.36 | 0.42 | 0.39 | 0.38 | 0.35 | 0.42 | 0.34 | 0.45 | 0.36 | 0.38 | 0.39 | 0.44 | 0.48 | 0.45 | 0.45 | 0.46 | 0.36 | 1.00 | 0.42 | 0.40 | 0.41 | 0.40 | 0.45 | 0.44 | 0.50 | 0.46 | 0.45 | 0.47 | 0.45 | 0.47 | 0.40 | 0.44 | 0.46 | 0.45 | 0.44 | 0.46 | 0.44 | 0.48 | 0.57 |
| SHW | 0.01 | 0.01 | 0.09 | 0.24 | 0.22 | 0.26 | 0.28 | 0.33 | 0.29 | 0.25 | 0.28 | 0.16 | 0.31 | 0.20 | 0.27 | 0.28 | 0.35 | 0.29 | 0.31 | 0.29 | 0.30 | 0.32 | 0.31 | 0.33 | 0.28 | 0.37 | 0.35 | 0.31 | 0.37 | 0.36 | 0.34 | 0.35 | 0.34 | 0.35 | 0.38 | 0.34 | 0.33 | 0.32 | 0.34 | 0.34 | 0.37 | 0.33 | 0.35 | 0.35 | 0.40 | 0.34 | 0.37 | 0.43 | 0.38 | 0.39 | 0.39 | 0.36 | 0.37 | 0.41 | 0.35 | 0.39 | 0.38 | 0.38 | 0.41 | 0.38 | 0.41 | 0.42 | 1.00 | 0.47 | 0.40 | 0.37 | 0.40 | 0.37 | 0.41 | 0.48 | 0.43 | 0.41 | 0.47 | 0.45 | 0.46 | 0.43 | 0.43 | 0.53 | 0.48 | 0.45 | 0.48 | 0.46 | 0.51 |
| TMO | -0.02 | 0.04 | 0.16 | 0.22 | 0.21 | 0.22 | 0.22 | 0.27 | 0.26 | 0.23 | 0.34 | 0.20 | 0.28 | 0.20 | 0.29 | 0.28 | 0.27 | 0.40 | 0.38 | 0.26 | 0.40 | 0.39 | 0.27 | 0.31 | 0.23 | 0.34 | 0.35 | 0.36 | 0.27 | 0.33 | 0.29 | 0.30 | 0.38 | 0.31 | 0.36 | 0.31 | 0.27 | 0.39 | 0.36 | 0.38 | 0.33 | 0.27 | 0.36 | 0.39 | 0.42 | 0.31 | 0.32 | 0.37 | 0.36 | 0.46 | 0.39 | 0.36 | 0.31 | 0.37 | 0.32 | 0.40 | 0.41 | 0.44 | 0.36 | 0.42 | 0.49 | 0.40 | 0.47 | 1.00 | 0.41 | 0.34 | 0.39 | 0.43 | 0.45 | 0.42 | 0.41 | 0.48 | 0.52 | 0.48 | 0.46 | 0.43 | 0.49 | 0.52 | 0.47 | 0.47 | 0.46 | 0.47 | 0.56 |
| ORCL | 0.03 | 0.02 | 0.12 | 0.20 | 0.20 | 0.18 | 0.22 | 0.23 | 0.24 | 0.29 | 0.31 | 0.27 | 0.30 | 0.27 | 0.29 | 0.26 | 0.30 | 0.27 | 0.28 | 0.28 | 0.27 | 0.26 | 0.27 | 0.30 | 0.30 | 0.30 | 0.34 | 0.35 | 0.32 | 0.30 | 0.35 | 0.29 | 0.30 | 0.33 | 0.36 | 0.35 | 0.32 | 0.42 | 0.43 | 0.44 | 0.30 | 0.33 | 0.41 | 0.43 | 0.38 | 0.39 | 0.35 | 0.34 | 0.36 | 0.47 | 0.38 | 0.48 | 0.32 | 0.37 | 0.37 | 0.45 | 0.43 | 0.47 | 0.36 | 0.45 | 0.36 | 0.41 | 0.40 | 0.41 | 1.00 | 0.41 | 0.42 | 0.47 | 0.44 | 0.47 | 0.42 | 0.52 | 0.47 | 0.50 | 0.45 | 0.44 | 0.56 | 0.50 | 0.46 | 0.48 | 0.47 | 0.50 | 0.60 |
| JPM | 0.02 | -0.10 | 0.14 | 0.22 | 0.26 | 0.12 | 0.16 | 0.16 | 0.31 | 0.29 | 0.22 | 0.44 | 0.24 | 0.48 | 0.33 | 0.38 | 0.30 | 0.27 | 0.30 | 0.31 | 0.23 | 0.31 | 0.34 | 0.35 | 0.46 | 0.23 | 0.27 | 0.22 | 0.31 | 0.24 | 0.36 | 0.36 | 0.35 | 0.43 | 0.26 | 0.30 | 0.75 | 0.35 | 0.32 | 0.31 | 0.32 | 0.62 | 0.30 | 0.29 | 0.30 | 0.44 | 0.44 | 0.31 | 0.40 | 0.25 | 0.30 | 0.45 | 0.61 | 0.38 | 0.86 | 0.37 | 0.40 | 0.31 | 0.53 | 0.35 | 0.40 | 0.40 | 0.37 | 0.34 | 0.41 | 1.00 | 0.40 | 0.35 | 0.44 | 0.56 | 0.42 | 0.29 | 0.37 | 0.34 | 0.49 | 0.42 | 0.35 | 0.43 | 0.45 | 0.47 | 0.45 | 0.48 | 0.45 |
| DOX | 0.01 | 0.04 | 0.11 | 0.23 | 0.23 | 0.27 | 0.27 | 0.28 | 0.30 | 0.28 | 0.26 | 0.28 | 0.27 | 0.31 | 0.32 | 0.31 | 0.33 | 0.31 | 0.31 | 0.33 | 0.30 | 0.32 | 0.35 | 0.31 | 0.36 | 0.34 | 0.31 | 0.32 | 0.35 | 0.31 | 0.33 | 0.37 | 0.33 | 0.34 | 0.36 | 0.39 | 0.38 | 0.33 | 0.39 | 0.32 | 0.38 | 0.41 | 0.33 | 0.31 | 0.38 | 0.36 | 0.40 | 0.39 | 0.43 | 0.36 | 0.38 | 0.40 | 0.44 | 0.39 | 0.39 | 0.37 | 0.36 | 0.39 | 0.41 | 0.35 | 0.39 | 0.45 | 0.40 | 0.39 | 0.42 | 0.40 | 1.00 | 0.37 | 0.41 | 0.42 | 0.53 | 0.41 | 0.40 | 0.43 | 0.46 | 0.51 | 0.43 | 0.46 | 0.51 | 0.46 | 0.51 | 0.47 | 0.48 |
| GOOGL | -0.00 | 0.04 | 0.18 | 0.20 | 0.18 | 0.14 | 0.16 | 0.21 | 0.16 | 0.25 | 0.27 | 0.25 | 0.26 | 0.23 | 0.24 | 0.23 | 0.23 | 0.22 | 0.27 | 0.24 | 0.34 | 0.28 | 0.20 | 0.33 | 0.22 | 0.22 | 0.38 | 0.42 | 0.28 | 0.24 | 0.33 | 0.22 | 0.31 | 0.24 | 0.45 | 0.29 | 0.25 | 0.47 | 0.38 | 0.53 | 0.27 | 0.26 | 0.67 | 0.68 | 0.37 | 0.48 | 0.38 | 0.33 | 0.29 | 0.53 | 0.38 | 0.42 | 0.26 | 0.35 | 0.34 | 0.49 | 0.50 | 0.54 | 0.33 | 0.59 | 0.38 | 0.44 | 0.37 | 0.43 | 0.47 | 0.35 | 0.37 | 1.00 | 0.50 | 0.38 | 0.40 | 0.62 | 0.50 | 0.57 | 0.38 | 0.44 | 0.70 | 0.48 | 0.44 | 0.54 | 0.44 | 0.54 | 0.78 |
| ADI | 0.00 | 0.01 | 0.17 | 0.18 | 0.16 | 0.10 | 0.12 | 0.20 | 0.17 | 0.29 | 0.20 | 0.29 | 0.22 | 0.30 | 0.22 | 0.26 | 0.27 | 0.17 | 0.29 | 0.21 | 0.31 | 0.25 | 0.20 | 0.36 | 0.25 | 0.18 | 0.36 | 0.37 | 0.27 | 0.22 | 0.36 | 0.27 | 0.28 | 0.24 | 0.42 | 0.31 | 0.37 | 0.60 | 0.40 | 0.60 | 0.24 | 0.33 | 0.44 | 0.45 | 0.39 | 0.44 | 0.40 | 0.34 | 0.34 | 0.47 | 0.36 | 0.53 | 0.34 | 0.37 | 0.43 | 0.68 | 0.72 | 0.47 | 0.46 | 0.53 | 0.38 | 0.50 | 0.41 | 0.45 | 0.44 | 0.44 | 0.41 | 0.50 | 1.00 | 0.51 | 0.42 | 0.52 | 0.46 | 0.54 | 0.39 | 0.44 | 0.54 | 0.47 | 0.46 | 0.48 | 0.46 | 0.50 | 0.69 |
| ETN | 0.02 | -0.01 | 0.14 | 0.21 | 0.17 | 0.15 | 0.17 | 0.20 | 0.23 | 0.30 | 0.26 | 0.41 | 0.26 | 0.40 | 0.32 | 0.33 | 0.32 | 0.27 | 0.27 | 0.30 | 0.25 | 0.29 | 0.34 | 0.37 | 0.38 | 0.26 | 0.34 | 0.25 | 0.31 | 0.28 | 0.43 | 0.37 | 0.32 | 0.35 | 0.31 | 0.34 | 0.49 | 0.44 | 0.37 | 0.41 | 0.32 | 0.48 | 0.34 | 0.33 | 0.38 | 0.45 | 0.38 | 0.36 | 0.42 | 0.34 | 0.36 | 0.50 | 0.50 | 0.40 | 0.53 | 0.46 | 0.50 | 0.34 | 0.60 | 0.40 | 0.39 | 0.46 | 0.48 | 0.42 | 0.47 | 0.56 | 0.42 | 0.38 | 0.51 | 1.00 | 0.43 | 0.37 | 0.41 | 0.40 | 0.47 | 0.44 | 0.43 | 0.46 | 0.48 | 0.46 | 0.47 | 0.48 | 0.53 |
| G | -0.00 | 0.04 | 0.16 | 0.23 | 0.25 | 0.26 | 0.29 | 0.29 | 0.28 | 0.33 | 0.25 | 0.29 | 0.25 | 0.31 | 0.30 | 0.29 | 0.32 | 0.30 | 0.30 | 0.31 | 0.27 | 0.29 | 0.32 | 0.32 | 0.33 | 0.32 | 0.35 | 0.33 | 0.35 | 0.29 | 0.35 | 0.35 | 0.34 | 0.34 | 0.40 | 0.40 | 0.39 | 0.33 | 0.37 | 0.31 | 0.39 | 0.40 | 0.35 | 0.34 | 0.40 | 0.40 | 0.40 | 0.44 | 0.45 | 0.39 | 0.41 | 0.40 | 0.43 | 0.42 | 0.40 | 0.37 | 0.38 | 0.41 | 0.46 | 0.37 | 0.44 | 0.45 | 0.43 | 0.41 | 0.42 | 0.42 | 0.53 | 0.40 | 0.42 | 0.43 | 1.00 | 0.44 | 0.47 | 0.48 | 0.48 | 0.54 | 0.43 | 0.51 | 0.54 | 0.50 | 0.54 | 0.51 | 0.49 |
| ADBE | -0.02 | 0.03 | 0.19 | 0.20 | 0.18 | 0.14 | 0.15 | 0.23 | 0.13 | 0.24 | 0.27 | 0.19 | 0.24 | 0.18 | 0.21 | 0.21 | 0.24 | 0.20 | 0.27 | 0.21 | 0.36 | 0.26 | 0.23 | 0.34 | 0.20 | 0.23 | 0.45 | 0.47 | 0.29 | 0.25 | 0.34 | 0.26 | 0.28 | 0.27 | 0.51 | 0.33 | 0.20 | 0.48 | 0.44 | 0.57 | 0.26 | 0.23 | 0.57 | 0.62 | 0.43 | 0.40 | 0.36 | 0.34 | 0.30 | 0.67 | 0.42 | 0.42 | 0.24 | 0.35 | 0.28 | 0.52 | 0.52 | 0.67 | 0.33 | 0.55 | 0.38 | 0.47 | 0.41 | 0.48 | 0.52 | 0.29 | 0.41 | 0.62 | 0.52 | 0.37 | 0.44 | 1.00 | 0.59 | 0.69 | 0.42 | 0.49 | 0.71 | 0.56 | 0.47 | 0.59 | 0.48 | 0.58 | 0.76 |
| MSCI | -0.01 | 0.04 | 0.17 | 0.21 | 0.28 | 0.22 | 0.25 | 0.27 | 0.19 | 0.25 | 0.26 | 0.21 | 0.28 | 0.21 | 0.24 | 0.23 | 0.29 | 0.27 | 0.27 | 0.24 | 0.35 | 0.29 | 0.24 | 0.36 | 0.26 | 0.28 | 0.43 | 0.40 | 0.32 | 0.28 | 0.36 | 0.29 | 0.32 | 0.33 | 0.47 | 0.36 | 0.29 | 0.39 | 0.41 | 0.47 | 0.31 | 0.31 | 0.46 | 0.47 | 0.46 | 0.40 | 0.37 | 0.41 | 0.36 | 0.55 | 0.43 | 0.41 | 0.33 | 0.39 | 0.34 | 0.46 | 0.45 | 0.54 | 0.38 | 0.49 | 0.41 | 0.45 | 0.47 | 0.52 | 0.47 | 0.37 | 0.40 | 0.50 | 0.46 | 0.41 | 0.47 | 0.59 | 1.00 | 0.59 | 0.50 | 0.50 | 0.57 | 0.66 | 0.51 | 0.55 | 0.51 | 0.57 | 0.63 |
| INTU | 0.01 | 0.01 | 0.21 | 0.18 | 0.23 | 0.19 | 0.20 | 0.27 | 0.20 | 0.25 | 0.30 | 0.20 | 0.28 | 0.20 | 0.23 | 0.20 | 0.26 | 0.25 | 0.28 | 0.22 | 0.34 | 0.28 | 0.23 | 0.34 | 0.24 | 0.26 | 0.45 | 0.41 | 0.31 | 0.27 | 0.35 | 0.31 | 0.30 | 0.31 | 0.52 | 0.37 | 0.28 | 0.47 | 0.42 | 0.54 | 0.28 | 0.28 | 0.50 | 0.56 | 0.43 | 0.44 | 0.40 | 0.39 | 0.36 | 0.62 | 0.43 | 0.44 | 0.30 | 0.40 | 0.34 | 0.50 | 0.52 | 0.64 | 0.37 | 0.53 | 0.40 | 0.47 | 0.45 | 0.48 | 0.50 | 0.34 | 0.43 | 0.57 | 0.54 | 0.40 | 0.48 | 0.69 | 0.59 | 1.00 | 0.46 | 0.54 | 0.66 | 0.58 | 0.56 | 0.56 | 0.56 | 0.59 | 0.73 |
| MMC | 0.03 | -0.00 | 0.13 | 0.24 | 0.33 | 0.32 | 0.33 | 0.34 | 0.35 | 0.28 | 0.34 | 0.28 | 0.34 | 0.32 | 0.36 | 0.33 | 0.38 | 0.37 | 0.33 | 0.34 | 0.31 | 0.36 | 0.39 | 0.31 | 0.46 | 0.43 | 0.31 | 0.31 | 0.39 | 0.42 | 0.34 | 0.39 | 0.40 | 0.50 | 0.32 | 0.40 | 0.40 | 0.31 | 0.34 | 0.29 | 0.46 | 0.47 | 0.32 | 0.30 | 0.39 | 0.35 | 0.40 | 0.42 | 0.44 | 0.35 | 0.42 | 0.37 | 0.51 | 0.45 | 0.43 | 0.35 | 0.34 | 0.39 | 0.43 | 0.37 | 0.45 | 0.40 | 0.46 | 0.46 | 0.45 | 0.49 | 0.46 | 0.38 | 0.39 | 0.47 | 0.48 | 0.42 | 0.50 | 0.46 | 1.00 | 0.50 | 0.45 | 0.56 | 0.55 | 0.52 | 0.57 | 0.53 | 0.48 |
| FI | 0.01 | -0.00 | 0.15 | 0.22 | 0.27 | 0.30 | 0.32 | 0.31 | 0.32 | 0.32 | 0.28 | 0.26 | 0.30 | 0.29 | 0.27 | 0.30 | 0.32 | 0.32 | 0.29 | 0.34 | 0.32 | 0.32 | 0.34 | 0.35 | 0.35 | 0.37 | 0.35 | 0.37 | 0.36 | 0.35 | 0.33 | 0.36 | 0.35 | 0.39 | 0.39 | 0.41 | 0.37 | 0.33 | 0.38 | 0.36 | 0.42 | 0.41 | 0.40 | 0.37 | 0.41 | 0.43 | 0.44 | 0.44 | 0.46 | 0.42 | 0.42 | 0.37 | 0.42 | 0.42 | 0.40 | 0.38 | 0.40 | 0.45 | 0.42 | 0.38 | 0.48 | 0.44 | 0.43 | 0.43 | 0.44 | 0.42 | 0.51 | 0.44 | 0.44 | 0.44 | 0.54 | 0.49 | 0.50 | 0.54 | 0.50 | 1.00 | 0.49 | 0.53 | 0.58 | 0.61 | 0.60 | 0.64 | 0.55 |
| MSFT | 0.00 | 0.01 | 0.20 | 0.22 | 0.21 | 0.17 | 0.18 | 0.25 | 0.20 | 0.27 | 0.32 | 0.23 | 0.30 | 0.20 | 0.25 | 0.24 | 0.27 | 0.27 | 0.29 | 0.23 | 0.37 | 0.28 | 0.23 | 0.34 | 0.24 | 0.28 | 0.42 | 0.46 | 0.33 | 0.32 | 0.37 | 0.26 | 0.32 | 0.30 | 0.49 | 0.34 | 0.24 | 0.51 | 0.44 | 0.60 | 0.31 | 0.26 | 0.59 | 0.67 | 0.45 | 0.43 | 0.39 | 0.37 | 0.34 | 0.62 | 0.44 | 0.46 | 0.27 | 0.38 | 0.33 | 0.56 | 0.56 | 0.62 | 0.36 | 0.64 | 0.39 | 0.46 | 0.43 | 0.49 | 0.56 | 0.35 | 0.43 | 0.70 | 0.54 | 0.43 | 0.43 | 0.71 | 0.57 | 0.66 | 0.45 | 0.49 | 1.00 | 0.57 | 0.51 | 0.58 | 0.52 | 0.60 | 0.83 |
| SPGI | 0.03 | 0.03 | 0.15 | 0.21 | 0.33 | 0.26 | 0.27 | 0.31 | 0.25 | 0.28 | 0.31 | 0.23 | 0.30 | 0.25 | 0.30 | 0.30 | 0.32 | 0.33 | 0.29 | 0.27 | 0.34 | 0.29 | 0.30 | 0.34 | 0.30 | 0.35 | 0.38 | 0.40 | 0.35 | 0.36 | 0.39 | 0.38 | 0.39 | 0.37 | 0.45 | 0.40 | 0.32 | 0.40 | 0.41 | 0.44 | 0.38 | 0.36 | 0.43 | 0.44 | 0.48 | 0.39 | 0.40 | 0.44 | 0.41 | 0.51 | 0.46 | 0.42 | 0.38 | 0.46 | 0.41 | 0.44 | 0.44 | 0.51 | 0.42 | 0.47 | 0.47 | 0.45 | 0.53 | 0.52 | 0.50 | 0.43 | 0.46 | 0.48 | 0.47 | 0.46 | 0.51 | 0.56 | 0.66 | 0.58 | 0.56 | 0.53 | 0.57 | 1.00 | 0.54 | 0.59 | 0.56 | 0.60 | 0.62 |
| PAYX | -0.00 | 0.00 | 0.14 | 0.25 | 0.30 | 0.34 | 0.37 | 0.38 | 0.34 | 0.27 | 0.31 | 0.25 | 0.35 | 0.30 | 0.34 | 0.32 | 0.37 | 0.35 | 0.34 | 0.34 | 0.30 | 0.35 | 0.37 | 0.34 | 0.37 | 0.40 | 0.34 | 0.34 | 0.41 | 0.41 | 0.34 | 0.39 | 0.39 | 0.41 | 0.38 | 0.44 | 0.40 | 0.33 | 0.39 | 0.34 | 0.46 | 0.41 | 0.36 | 0.36 | 0.42 | 0.40 | 0.47 | 0.47 | 0.47 | 0.41 | 0.44 | 0.43 | 0.46 | 0.44 | 0.42 | 0.39 | 0.41 | 0.43 | 0.43 | 0.40 | 0.49 | 0.44 | 0.48 | 0.47 | 0.46 | 0.45 | 0.51 | 0.44 | 0.46 | 0.48 | 0.54 | 0.47 | 0.51 | 0.56 | 0.55 | 0.58 | 0.51 | 0.54 | 1.00 | 0.54 | 0.79 | 0.56 | 0.55 |
| V | -0.00 | -0.01 | 0.15 | 0.23 | 0.27 | 0.23 | 0.25 | 0.28 | 0.26 | 0.32 | 0.28 | 0.30 | 0.28 | 0.32 | 0.31 | 0.31 | 0.31 | 0.32 | 0.30 | 0.30 | 0.36 | 0.33 | 0.36 | 0.33 | 0.34 | 0.34 | 0.39 | 0.40 | 0.35 | 0.35 | 0.34 | 0.35 | 0.37 | 0.38 | 0.39 | 0.36 | 0.36 | 0.41 | 0.38 | 0.43 | 0.40 | 0.39 | 0.47 | 0.48 | 0.44 | 0.48 | 0.42 | 0.43 | 0.41 | 0.51 | 0.43 | 0.42 | 0.39 | 0.47 | 0.44 | 0.43 | 0.45 | 0.52 | 0.41 | 0.49 | 0.47 | 0.46 | 0.45 | 0.47 | 0.48 | 0.47 | 0.46 | 0.54 | 0.48 | 0.46 | 0.50 | 0.59 | 0.55 | 0.56 | 0.52 | 0.61 | 0.58 | 0.59 | 0.54 | 1.00 | 0.56 | 0.86 | 0.63 |
| ADP | 0.01 | -0.01 | 0.12 | 0.25 | 0.31 | 0.35 | 0.37 | 0.36 | 0.33 | 0.29 | 0.32 | 0.28 | 0.32 | 0.32 | 0.34 | 0.34 | 0.38 | 0.35 | 0.35 | 0.34 | 0.32 | 0.34 | 0.41 | 0.32 | 0.36 | 0.41 | 0.34 | 0.35 | 0.40 | 0.41 | 0.35 | 0.42 | 0.40 | 0.42 | 0.36 | 0.46 | 0.39 | 0.32 | 0.39 | 0.34 | 0.48 | 0.41 | 0.35 | 0.35 | 0.41 | 0.39 | 0.45 | 0.44 | 0.49 | 0.41 | 0.43 | 0.42 | 0.46 | 0.44 | 0.41 | 0.40 | 0.41 | 0.43 | 0.44 | 0.42 | 0.48 | 0.44 | 0.48 | 0.46 | 0.47 | 0.45 | 0.51 | 0.44 | 0.46 | 0.47 | 0.54 | 0.48 | 0.51 | 0.56 | 0.57 | 0.60 | 0.52 | 0.56 | 0.79 | 0.56 | 1.00 | 0.58 | 0.55 |
| MA | 0.00 | -0.01 | 0.15 | 0.22 | 0.27 | 0.22 | 0.24 | 0.26 | 0.25 | 0.31 | 0.27 | 0.31 | 0.28 | 0.33 | 0.29 | 0.30 | 0.31 | 0.30 | 0.29 | 0.29 | 0.35 | 0.33 | 0.36 | 0.34 | 0.33 | 0.33 | 0.40 | 0.41 | 0.34 | 0.34 | 0.35 | 0.36 | 0.36 | 0.38 | 0.41 | 0.39 | 0.38 | 0.42 | 0.40 | 0.45 | 0.40 | 0.41 | 0.47 | 0.49 | 0.44 | 0.50 | 0.42 | 0.42 | 0.42 | 0.52 | 0.44 | 0.44 | 0.40 | 0.47 | 0.44 | 0.45 | 0.48 | 0.54 | 0.44 | 0.50 | 0.50 | 0.48 | 0.46 | 0.47 | 0.50 | 0.48 | 0.47 | 0.54 | 0.50 | 0.48 | 0.51 | 0.58 | 0.57 | 0.59 | 0.53 | 0.64 | 0.60 | 0.60 | 0.56 | 0.86 | 0.58 | 1.00 | 0.65 |
| QQQ | -0.00 | 0.03 | 0.24 | 0.26 | 0.21 | 0.16 | 0.17 | 0.26 | 0.20 | 0.32 | 0.35 | 0.29 | 0.33 | 0.27 | 0.29 | 0.28 | 0.31 | 0.26 | 0.36 | 0.27 | 0.45 | 0.33 | 0.25 | 0.43 | 0.28 | 0.27 | 0.51 | 0.52 | 0.36 | 0.30 | 0.44 | 0.30 | 0.35 | 0.31 | 0.56 | 0.39 | 0.34 | 0.65 | 0.50 | 0.74 | 0.30 | 0.33 | 0.71 | 0.76 | 0.50 | 0.56 | 0.48 | 0.42 | 0.39 | 0.68 | 0.48 | 0.57 | 0.34 | 0.44 | 0.43 | 0.72 | 0.70 | 0.68 | 0.45 | 0.77 | 0.46 | 0.57 | 0.51 | 0.56 | 0.60 | 0.45 | 0.48 | 0.78 | 0.69 | 0.53 | 0.49 | 0.76 | 0.63 | 0.73 | 0.48 | 0.55 | 0.83 | 0.62 | 0.55 | 0.63 | 0.55 | 0.65 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 5 мая 2015 г.