Dividend Sharpe
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Dividend Sharpe
Последнее обновление 21 сент. 2024 г.
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в Dividend Sharpe 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
Dividend Sharpe
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 10 дек. 2012 г., начальной даты ABBV
Доходность по периодам
Dividend Sharpe на 21 сент. 2024 г. показал доходность в 12.31% с начала года и доходность в 12.25% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Dividend Sharpe | 12.31% | 2.70% | 6.65% | 19.90% | 11.90% | 12.25% |
| Активы портфеля: | ||||||
IBM | 36.84% | 10.39% | 16.21% | 53.58% | 15.27% | 6.22% |
CAT Caterpillar Inc. | 26.29% | 7.54% | 3.79% | 37.97% | 26.44% | 17.10% |
NEE | 39.29% | 4.59% | 35.70% | 27.47% | 10.52% | 16.32% |
ESS | 25.92% | 5.88% | 29.01% | 45.41% | 2.41% | 8.76% |
ALB Albemarle Corporation | -39.77% | -2.45% | -28.23% | -48.34% | 5.76% | 4.62% |
BRO Brown & Brown, Inc. | 42.70% | -2.37% | 17.79% | 40.48% | 23.69% | 21.33% |
CB Chubb Limited | 29.89% | 7.17% | 14.51% | 38.68% | 15.11% | 13.00% |
EXPD | -2.57% | 0.74% | 1.84% | 10.31% | 12.06% | 13.07% |
O | 11.48% | 1.58% | 21.73% | 25.43% | 1.18% | 9.33% |
LIN | 15.95% | 2.50% | 1.40% | 28.26% | 21.26% | 15.78% |
WST | -12.33% | 1.26% | -21.68% | -17.48% | 16.91% | 22.00% |
AOS A. O. Smith Corporation | 1.71% | 1.23% | -6.45% | 29.28% | 13.96% | 14.95% |
ECL | 27.67% | 2.21% | 10.18% | 47.57% | 6.25% | 9.23% |
ROP | 2.79% | 1.19% | 0.57% | 13.22% | 9.82% | 14.98% |
GD | 19.99% | 4.35% | 10.23% | 41.27% | 13.10% | 11.82% |
CVX | 0.85% | 0.25% | -3.79% | -7.99% | 7.92% | 6.14% |
CAH Cardinal Health, Inc. | 12.02% | 2.00% | 1.72% | 28.11% | 22.33% | 7.02% |
TROW | 3.95% | 0.03% | -6.62% | 6.70% | 2.84% | 6.94% |
MKC | 22.69% | 5.33% | 19.87% | 9.77% | 2.51% | 11.59% |
ATO Atmos Energy Corporation | 20.25% | 6.03% | 18.72% | 25.73% | 6.52% | 13.73% |
CTAS Cintas Corporation | 36.35% | 4.30% | 28.23% | 63.32% | 27.75% | 30.18% |
AMCR Amcor plc | 17.39% | 0.85% | 20.92% | 25.90% | 7.10% | 4.77% |
XOM | 18.25% | 1.25% | 3.22% | 3.97% | 15.42% | 6.38% |
APD Air Products and Chemicals, Inc. | 6.68% | 4.52% | 23.40% | 3.03% | 7.90% | 11.58% |
AFL Aflac Incorporated | 33.03% | 2.45% | 29.59% | 44.85% | 18.64% | 16.87% |
BEN Franklin Resources, Inc. | -27.59% | 5.21% | -22.01% | -13.27% | -2.34% | -5.30% |
SHW | 22.15% | 5.74% | 10.87% | 50.11% | 16.64% | 19.07% |
CLX The Clorox Company | 17.48% | 8.44% | 10.18% | 25.67% | 4.42% | 8.53% |
MDT | 10.32% | 2.06% | 8.49% | 13.90% | -1.66% | 5.90% |
MCD | 1.93% | 3.06% | 6.33% | 12.10% | 9.77% | 15.19% |
PNR | 31.57% | 11.77% | 13.59% | 47.56% | 22.85% | 9.74% |
WBA | -64.98% | -16.17% | -56.06% | -56.34% | -27.28% | -14.71% |
ADP Automatic Data Processing, Inc. | 20.63% | 3.72% | 12.84% | 18.43% | 14.07% | 16.86% |
LOW | 18.61% | 7.33% | 1.61% | 26.07% | 20.78% | 19.37% |
ED | 16.61% | 2.92% | 18.62% | 17.83% | 6.10% | 10.18% |
WMT | 51.91% | 5.08% | 30.70% | 48.45% | 17.01% | 14.44% |
ADM Archer-Daniels-Midland Company | -12.79% | 3.61% | 0.63% | -19.66% | 11.40% | 4.81% |
SPGI | 19.59% | 5.14% | 25.43% | 41.81% | 16.71% | 21.26% |
NUE | -15.40% | -0.10% | -24.28% | -2.23% | 25.39% | 12.77% |
VFC | 0.94% | 10.08% | 33.93% | 8.05% | -23.72% | -8.77% |
PEP | 3.14% | -1.56% | 1.06% | 0.64% | 7.95% | 9.43% |
KMB | 19.01% | -1.84% | 14.62% | 16.56% | 4.35% | 6.75% |
ABT Abbott Laboratories | 4.87% | 2.07% | 3.89% | 17.32% | 8.22% | 12.49% |
GWW | 25.34% | 5.30% | 0.93% | 52.55% | 30.51% | 17.19% |
BDX Becton, Dickinson and Company | -3.07% | -0.17% | -4.41% | -10.46% | 0.26% | 9.43% |
ABBV AbbVie Inc. | 28.38% | -1.56% | 10.43% | 30.97% | 27.28% | 17.68% |
ITW | -1.82% | 3.12% | -4.27% | 12.07% | 13.05% | 13.99% |
PPG | -14.11% | 1.24% | -10.32% | 0.63% | 3.02% | 4.20% |
TGT | 11.08% | -2.83% | -6.88% | 36.24% | 10.23% | 12.54% |
SYY | 4.92% | -2.52% | -6.58% | 11.23% | 1.85% | 10.29% |
SWK | 11.94% | 9.29% | 14.94% | 31.28% | -2.85% | 3.95% |
FRT | 12.07% | -0.50% | 14.80% | 24.08% | 0.55% | 3.05% |
HRL | 1.57% | -2.07% | -5.98% | -16.37% | -3.53% | 4.73% |
JNJ | 7.19% | 2.46% | 7.42% | 4.76% | 7.44% | 7.24% |
NDSN | -2.46% | 3.46% | -4.29% | 15.48% | 13.32% | 14.06% |
CL Colgate-Palmolive Company | 31.49% | -0.40% | 16.80% | 44.09% | 10.36% | 7.14% |
KO | 24.34% | 3.68% | 20.17% | 28.36% | 9.20% | 8.93% |
CINF Cincinnati Financial Corporation | 32.74% | 3.35% | 16.16% | 28.76% | 6.22% | 14.29% |
MMM | 51.75% | 4.85% | 52.82% | 72.84% | 3.49% | 4.58% |
EMR | 9.63% | 1.10% | -5.58% | 11.25% | 12.80% | 8.20% |
GPC | 1.02% | -3.92% | -10.84% | -3.25% | 10.07% | 7.56% |
PG | 21.14% | 2.39% | 9.12% | 17.41% | 10.05% | 10.61% |
DOV | 24.04% | 4.07% | 7.81% | 35.26% | 15.54% | 12.23% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Dividend Sharpe , с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.52% | 3.06% | 4.76% | -4.73% | 1.33% | -1.37% | 5.84% | 3.23% | 12.31% | ||||
| 2023 | 3.64% | -2.43% | 0.55% | 1.98% | -6.31% | 8.40% | 2.77% | -2.09% | -5.47% | -3.70% | 7.00% | 5.42% | 8.80% |
| 2022 | -4.39% | -2.71% | 3.86% | -3.52% | 0.35% | -7.08% | 7.23% | -2.78% | -9.16% | 10.45% | 7.07% | -4.02% | -6.59% |
| 2021 | -2.05% | 2.71% | 7.71% | 4.63% | 2.39% | -0.79% | 2.73% | 2.19% | -5.97% | 6.59% | -1.50% | 7.44% | 28.24% |
| 2020 | -1.13% | -8.54% | -12.60% | 10.76% | 6.24% | 0.90% | 5.32% | 3.91% | -1.37% | -2.01% | 11.25% | 1.86% | 12.46% |
| 2019 | 6.04% | 4.62% | 1.97% | 1.78% | -5.29% | 7.00% | 1.07% | -0.54% | 3.16% | 0.48% | 2.94% | 2.17% | 27.86% |
| 2018 | 3.44% | -5.13% | -0.82% | -0.63% | 1.21% | 0.66% | 5.19% | 1.72% | 1.12% | -5.52% | 5.05% | -7.82% | -2.47% |
| 2017 | 1.34% | 3.91% | 0.22% | 1.55% | 0.93% | 1.10% | 1.39% | -0.48% | 3.37% | 2.17% | 3.88% | 1.51% | 22.89% |
| 2016 | -2.52% | 2.56% | 7.54% | 0.57% | 1.55% | 2.65% | 2.63% | -0.17% | -0.45% | -4.04% | 3.95% | 0.94% | 15.73% |
| 2015 | -3.05% | 4.85% | -0.59% | -0.67% | 1.20% | -2.17% | 1.43% | -5.27% | -2.02% | 8.21% | 0.78% | -1.34% | 0.64% |
| 2014 | -3.55% | 4.31% | 0.66% | 1.70% | 1.63% | 1.49% | -3.20% | 3.94% | -1.11% | 4.35% | 3.48% | 0.45% | 14.67% |
| 2013 | 5.46% | 2.22% | 3.81% | 2.12% | 1.16% | -1.20% | 5.76% | -3.88% | 4.25% | 4.85% | 1.81% | 1.86% | 31.60% |
Комиссия
Комиссия Dividend Sharpe составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Портфель не содержит фондов, взимающих комиссии
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг Dividend Sharpe среди портфелей на нашем сайте составляет 18, что соответствует нижним 18% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Dividend Sharpe
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
IBM | 2.37 | 3.29 | 1.47 | 3.03 | 7.51 |
CAT Caterpillar Inc. | 1.32 | 1.80 | 1.24 | 1.63 | 4.38 |
NEE | 0.87 | 1.27 | 1.18 | 0.59 | 2.40 |
ESS | 1.92 | 2.73 | 1.32 | 1.08 | 11.21 |
ALB Albemarle Corporation | -0.85 | -1.19 | 0.86 | -0.65 | -1.50 |
BRO Brown & Brown, Inc. | 2.02 | 2.86 | 1.37 | 3.77 | 11.85 |
CB Chubb Limited | 2.22 | 3.14 | 1.41 | 3.72 | 13.77 |
EXPD | 0.42 | 0.69 | 1.09 | 0.45 | 1.35 |
O | 1.08 | 1.58 | 1.20 | 0.62 | 3.18 |
LIN | 1.66 | 2.26 | 1.33 | 2.24 | 5.34 |
WST | -0.57 | -0.56 | 0.92 | -0.48 | -1.20 |
AOS A. O. Smith Corporation | 1.11 | 1.54 | 1.22 | 1.22 | 4.40 |
ECL | 2.13 | 3.03 | 1.45 | 1.36 | 16.98 |
ROP | 0.66 | 0.92 | 1.13 | 1.06 | 3.02 |
GD | 2.18 | 3.51 | 1.43 | 2.94 | 20.33 |
CVX | -0.43 | -0.45 | 0.94 | -0.40 | -0.90 |
CAH Cardinal Health, Inc. | 1.30 | 1.83 | 1.24 | 1.53 | 3.32 |
TROW | 0.17 | 0.41 | 1.05 | 0.07 | 0.61 |
MKC | 0.33 | 0.64 | 1.08 | 0.20 | 0.78 |
ATO Atmos Energy Corporation | 1.42 | 2.08 | 1.26 | 1.36 | 8.06 |
CTAS Cintas Corporation | 3.16 | 4.63 | 1.63 | 7.07 | 30.25 |
AMCR Amcor plc | 1.10 | 1.83 | 1.21 | 0.71 | 6.02 |
XOM | 0.12 | 0.32 | 1.04 | 0.13 | 0.26 |
APD Air Products and Chemicals, Inc. | 0.01 | 0.20 | 1.04 | 0.01 | 0.03 |
AFL Aflac Incorporated | 2.19 | 2.65 | 1.43 | 3.87 | 13.95 |
BEN Franklin Resources, Inc. | -0.51 | -0.52 | 0.93 | -0.31 | -0.95 |
SHW | 2.19 | 3.01 | 1.38 | 1.46 | 7.12 |
CLX The Clorox Company | 1.05 | 1.67 | 1.20 | 0.51 | 3.00 |
MDT | 0.72 | 1.12 | 1.14 | 0.30 | 2.24 |
MCD | 0.56 | 0.90 | 1.11 | 0.56 | 1.24 |
PNR | 1.64 | 2.26 | 1.28 | 1.74 | 9.16 |
WBA | -1.24 | -1.96 | 0.74 | -0.65 | -1.63 |
ADP Automatic Data Processing, Inc. | 0.88 | 1.17 | 1.18 | 0.78 | 3.30 |
LOW | 1.05 | 1.61 | 1.20 | 0.87 | 2.82 |
ED | 0.98 | 1.43 | 1.18 | 0.98 | 4.20 |
WMT | 2.51 | 3.39 | 1.52 | 4.31 | 12.86 |
ADM Archer-Daniels-Midland Company | -0.61 | -0.57 | 0.89 | -0.44 | -1.03 |
SPGI | 2.06 | 2.73 | 1.39 | 1.34 | 7.94 |
NUE | -0.17 | -0.06 | 0.99 | -0.15 | -0.32 |
VFC | 0.11 | 0.63 | 1.08 | 0.08 | 0.29 |
PEP | -0.06 | 0.03 | 1.00 | -0.06 | -0.21 |
KMB | 0.93 | 1.34 | 1.19 | 0.90 | 6.05 |
ABT Abbott Laboratories | 0.83 | 1.26 | 1.16 | 0.46 | 1.97 |
GWW | 2.47 | 3.24 | 1.43 | 3.52 | 8.87 |
BDX Becton, Dickinson and Company | -0.57 | -0.63 | 0.92 | -0.54 | -1.09 |
ABBV AbbVie Inc. | 1.63 | 2.13 | 1.30 | 1.94 | 5.49 |
ITW | 0.64 | 0.96 | 1.12 | 0.67 | 1.61 |
PPG | -0.07 | 0.03 | 1.00 | -0.04 | -0.13 |
TGT | 0.94 | 1.82 | 1.22 | 0.56 | 3.14 |
SYY | 0.49 | 0.83 | 1.11 | 0.35 | 1.45 |
SWK | 0.88 | 1.47 | 1.17 | 0.46 | 3.00 |
FRT | 1.03 | 1.59 | 1.19 | 0.61 | 5.53 |
HRL | -0.52 | -0.58 | 0.92 | -0.34 | -0.94 |
JNJ | 0.26 | 0.48 | 1.06 | 0.21 | 0.71 |
NDSN | 0.62 | 0.96 | 1.13 | 0.65 | 1.54 |
CL Colgate-Palmolive Company | 2.97 | 4.12 | 1.54 | 2.73 | 22.61 |
KO | 1.94 | 2.67 | 1.36 | 1.53 | 11.43 |
CINF Cincinnati Financial Corporation | 1.28 | 1.79 | 1.23 | 0.94 | 6.08 |
MMM | 2.08 | 3.48 | 1.49 | 1.19 | 10.99 |
EMR | 0.38 | 0.71 | 1.10 | 0.56 | 1.43 |
GPC | -0.22 | -0.13 | 0.98 | -0.18 | -0.57 |
PG | 1.07 | 1.54 | 1.21 | 1.71 | 6.86 |
DOV | 1.59 | 2.45 | 1.29 | 1.19 | 8.33 |
Dividend Sharpe
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Dividend Sharpe за предыдущие двенадцать месяцев составила 2.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend Sharpe | 2.42% | 2.53% | 2.46% | 2.11% | 2.42% | 2.29% | 2.68% | 2.13% | 2.32% | 2.40% | 2.09% | 2.00% |
| Активы портфеля: | ||||||||||||
IBM | 3.06% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
CAT Caterpillar Inc. | 1.44% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
NEE | 2.43% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
ESS | 3.11% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% | 3.37% |
ALB Albemarle Corporation | 1.87% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
BRO Brown & Brown, Inc. | 0.51% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
CB Chubb Limited | 1.22% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
EXPD | 1.15% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% | 1.43% | 1.36% |
O | 5.03% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
LIN | 1.15% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
WST | 0.26% | 0.22% | 0.31% | 0.15% | 0.23% | 0.41% | 0.58% | 0.54% | 0.58% | 0.75% | 0.77% | 0.78% |
AOS A. O. Smith Corporation | 1.54% | 1.84% | 1.99% | 1.23% | 1.79% | 1.89% | 1.78% | 0.91% | 1.01% | 0.99% | 1.06% | 0.85% |
ECL | 0.91% | 1.09% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.51% | 1.17% | 1.11% | 0.93% |
ROP | 0.53% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% | 0.36% |
GD | 1.79% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
CVX | 4.39% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
CAH Cardinal Health, Inc. | 1.79% | 1.98% | 2.57% | 3.80% | 3.62% | 3.80% | 4.24% | 3.00% | 2.41% | 1.68% | 1.65% | 1.77% |
TROW | 4.56% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
MKC | 1.99% | 2.32% | 1.81% | 1.44% | 1.33% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% | 2.03% | 2.02% |
ATO Atmos Energy Corporation | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% | 2.69% | 3.13% |
CTAS Cintas Corporation | 0.69% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% | 1.28% |
AMCR Amcor plc | 4.59% | 5.11% | 4.05% | 3.93% | 3.93% | 5.20% | 4.74% | 3.69% | 3.89% | 2.04% | 3.53% | 0.00% |
XOM | 3.30% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
APD Air Products and Chemicals, Inc. | 2.44% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.13% | 2.54% |
AFL Aflac Incorporated | 1.78% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
BEN Franklin Resources, Inc. | 5.91% | 3.02% | 4.44% | 3.37% | 4.36% | 4.04% | 13.32% | 1.92% | 1.87% | 1.71% | 1.82% | 0.67% |
SHW | 0.73% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
CLX The Clorox Company | 2.95% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% | 2.91% |
MDT | 2.33% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
MCD | 2.25% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
PNR | 0.96% | 1.21% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% | 1.24% |
WBA | 14.12% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
ADP Automatic Data Processing, Inc. | 2.03% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
LOW | 1.71% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
ED | 3.19% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% |
WMT | 1.03% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
ADM Archer-Daniels-Midland Company | 3.18% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
SPGI | 0.69% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
NUE | 1.46% | 1.19% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.52% | 3.70% | 3.02% | 2.76% |
VFC | 1.93% | 5.27% | 7.28% | 2.69% | 2.26% | 1.91% | 2.65% | 2.32% | 2.87% | 2.14% | 1.48% | 1.47% |
PEP | 3.06% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
KMB | 3.44% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.82% | 0.13% |
ABT Abbott Laboratories | 1.90% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
GWW | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% | 1.41% |
BDX Becton, Dickinson and Company | 1.63% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.60% | 1.84% |
ABBV AbbVie Inc. | 3.17% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
ITW | 2.20% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
PPG | 2.08% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% | 1.28% |
TGT | 2.86% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
SYY | 2.67% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% |
SWK | 3.04% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
FRT | 2.89% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
HRL | 3.53% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 2.50% | 1.26% | 1.54% | 1.51% |
JNJ | 2.96% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
NDSN | 1.10% | 1.01% | 0.98% | 0.71% | 0.77% | 0.90% | 1.09% | 0.78% | 0.91% | 1.43% | 1.03% | 0.89% |
CL Colgate-Palmolive Company | 1.90% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
KO | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
CINF Cincinnati Financial Corporation | 2.36% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.32% | 2.52% | 3.84% | 3.35% | 3.12% |
MMM | 2.91% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
EMR | 2.00% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
GPC | 2.88% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% | 2.16% | 2.58% |
PG | 2.24% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
DOV | 1.08% | 1.32% | 1.48% | 1.10% | 1.56% | 1.68% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Dividend Sharpe
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Dividend Sharpe показал максимальную просадку в 35.00%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 99 торговых сессий.
Текущая просадка Dividend Sharpe составляет 0.36%.
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 |
|---|---|---|---|---|---|---|
| -35% | 18 февр. 2020 г. | 25 | 23 мар. 2020 г. | 99 | 12 авг. 2020 г. | 124 |
| -18% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 200 | 20 июл. 2023 г. | 386 |
| -15.04% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 40 | 22 февр. 2019 г. | 104 |
| -12.54% | 27 июл. 2023 г. | 66 | 27 окт. 2023 г. | 40 | 26 дек. 2023 г. | 106 |
| -10.93% | 19 мая 2015 г. | 69 | 25 авг. 2015 г. | 131 | 3 мар. 2016 г. | 200 |
Волатильность
График волатильности
Текущая волатильность Dividend Sharpe составляет 2.57%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Dividend Sharpe
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| AMCR | CLX | ED | ABBV | HRL | NEE | WMT | O | TGT | WST | ALB | XOM | ATO | ESS | CVX | CAH | KMB | MKC | WBA | MCD | BDX | VFC | FRT | JNJ | PG | SYY | NUE | CL | ADM | ABT | PEP | EXPD | LOW | GWW | KO | MDT | CAT | SPGI | IBM | CB | SHW | GD | AOS | BRO | LIN | AFL | CTAS | PNR | APD | CINF | ROP | NDSN | BEN | SWK | GPC | EMR | ADP | MMM | PPG | TROW | DOV | ECL | ITW | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMCR | 1.00 | 0.14 | 0.19 | 0.15 | 0.15 | 0.21 | 0.17 | 0.21 | 0.23 | 0.21 | 0.27 | 0.19 | 0.21 | 0.22 | 0.21 | 0.19 | 0.19 | 0.19 | 0.25 | 0.23 | 0.22 | 0.28 | 0.24 | 0.19 | 0.19 | 0.25 | 0.27 | 0.18 | 0.24 | 0.21 | 0.22 | 0.25 | 0.25 | 0.24 | 0.27 | 0.26 | 0.29 | 0.23 | 0.26 | 0.25 | 0.28 | 0.24 | 0.31 | 0.25 | 0.32 | 0.27 | 0.26 | 0.30 | 0.30 | 0.27 | 0.24 | 0.32 | 0.32 | 0.35 | 0.30 | 0.31 | 0.27 | 0.34 | 0.35 | 0.29 | 0.32 | 0.33 | 0.32 |
| CLX | 0.14 | 1.00 | 0.36 | 0.21 | 0.47 | 0.34 | 0.34 | 0.32 | 0.22 | 0.22 | 0.09 | 0.09 | 0.33 | 0.25 | 0.09 | 0.21 | 0.65 | 0.47 | 0.21 | 0.30 | 0.27 | 0.18 | 0.27 | 0.32 | 0.55 | 0.29 | 0.11 | 0.57 | 0.19 | 0.27 | 0.50 | 0.21 | 0.23 | 0.19 | 0.43 | 0.23 | 0.10 | 0.21 | 0.20 | 0.24 | 0.29 | 0.19 | 0.19 | 0.26 | 0.21 | 0.20 | 0.23 | 0.17 | 0.26 | 0.26 | 0.25 | 0.19 | 0.21 | 0.18 | 0.24 | 0.15 | 0.29 | 0.27 | 0.22 | 0.20 | 0.18 | 0.29 | 0.23 |
| ED | 0.19 | 0.36 | 1.00 | 0.20 | 0.39 | 0.67 | 0.29 | 0.48 | 0.16 | 0.15 | 0.09 | 0.16 | 0.70 | 0.42 | 0.16 | 0.20 | 0.44 | 0.41 | 0.23 | 0.33 | 0.28 | 0.15 | 0.41 | 0.35 | 0.44 | 0.30 | 0.11 | 0.44 | 0.25 | 0.25 | 0.47 | 0.18 | 0.17 | 0.19 | 0.45 | 0.28 | 0.12 | 0.20 | 0.23 | 0.28 | 0.23 | 0.26 | 0.15 | 0.26 | 0.21 | 0.25 | 0.26 | 0.15 | 0.25 | 0.32 | 0.22 | 0.14 | 0.18 | 0.15 | 0.24 | 0.16 | 0.30 | 0.25 | 0.21 | 0.17 | 0.18 | 0.25 | 0.24 |
| ABBV | 0.15 | 0.21 | 0.20 | 1.00 | 0.22 | 0.22 | 0.24 | 0.22 | 0.25 | 0.33 | 0.20 | 0.28 | 0.24 | 0.25 | 0.27 | 0.40 | 0.30 | 0.28 | 0.33 | 0.28 | 0.41 | 0.23 | 0.25 | 0.45 | 0.32 | 0.27 | 0.25 | 0.32 | 0.30 | 0.44 | 0.32 | 0.26 | 0.27 | 0.26 | 0.32 | 0.41 | 0.28 | 0.31 | 0.34 | 0.32 | 0.33 | 0.31 | 0.29 | 0.31 | 0.32 | 0.34 | 0.32 | 0.28 | 0.32 | 0.31 | 0.35 | 0.30 | 0.30 | 0.28 | 0.31 | 0.32 | 0.36 | 0.34 | 0.32 | 0.32 | 0.28 | 0.32 | 0.35 |
| HRL | 0.15 | 0.47 | 0.39 | 0.22 | 1.00 | 0.33 | 0.34 | 0.31 | 0.26 | 0.23 | 0.16 | 0.19 | 0.40 | 0.29 | 0.19 | 0.28 | 0.49 | 0.59 | 0.32 | 0.32 | 0.33 | 0.23 | 0.31 | 0.36 | 0.45 | 0.36 | 0.18 | 0.49 | 0.34 | 0.29 | 0.50 | 0.23 | 0.27 | 0.25 | 0.43 | 0.29 | 0.19 | 0.27 | 0.28 | 0.30 | 0.30 | 0.30 | 0.23 | 0.28 | 0.26 | 0.29 | 0.28 | 0.22 | 0.30 | 0.34 | 0.29 | 0.25 | 0.26 | 0.25 | 0.33 | 0.21 | 0.33 | 0.32 | 0.28 | 0.26 | 0.24 | 0.30 | 0.30 |
| NEE | 0.21 | 0.34 | 0.67 | 0.22 | 0.33 | 1.00 | 0.30 | 0.45 | 0.23 | 0.26 | 0.19 | 0.18 | 0.61 | 0.42 | 0.19 | 0.18 | 0.41 | 0.41 | 0.24 | 0.35 | 0.29 | 0.23 | 0.40 | 0.34 | 0.43 | 0.29 | 0.15 | 0.40 | 0.28 | 0.31 | 0.45 | 0.24 | 0.27 | 0.20 | 0.45 | 0.32 | 0.16 | 0.31 | 0.24 | 0.31 | 0.31 | 0.29 | 0.20 | 0.33 | 0.29 | 0.27 | 0.34 | 0.23 | 0.32 | 0.32 | 0.30 | 0.24 | 0.24 | 0.22 | 0.25 | 0.23 | 0.36 | 0.28 | 0.27 | 0.28 | 0.25 | 0.34 | 0.29 |
| WMT | 0.17 | 0.34 | 0.29 | 0.24 | 0.34 | 0.30 | 1.00 | 0.23 | 0.45 | 0.26 | 0.18 | 0.21 | 0.29 | 0.26 | 0.21 | 0.28 | 0.38 | 0.38 | 0.34 | 0.34 | 0.29 | 0.27 | 0.27 | 0.35 | 0.44 | 0.34 | 0.25 | 0.40 | 0.27 | 0.32 | 0.43 | 0.29 | 0.35 | 0.29 | 0.38 | 0.31 | 0.24 | 0.31 | 0.31 | 0.32 | 0.32 | 0.29 | 0.26 | 0.32 | 0.29 | 0.31 | 0.31 | 0.26 | 0.30 | 0.32 | 0.31 | 0.29 | 0.29 | 0.27 | 0.32 | 0.27 | 0.34 | 0.32 | 0.28 | 0.32 | 0.28 | 0.33 | 0.33 |
| O | 0.21 | 0.32 | 0.48 | 0.22 | 0.31 | 0.45 | 0.23 | 1.00 | 0.24 | 0.20 | 0.20 | 0.19 | 0.49 | 0.61 | 0.19 | 0.24 | 0.37 | 0.37 | 0.28 | 0.33 | 0.25 | 0.26 | 0.69 | 0.30 | 0.36 | 0.35 | 0.20 | 0.37 | 0.28 | 0.28 | 0.40 | 0.23 | 0.28 | 0.23 | 0.42 | 0.36 | 0.20 | 0.28 | 0.28 | 0.31 | 0.33 | 0.27 | 0.25 | 0.31 | 0.26 | 0.32 | 0.35 | 0.25 | 0.32 | 0.35 | 0.28 | 0.25 | 0.28 | 0.27 | 0.34 | 0.24 | 0.34 | 0.30 | 0.30 | 0.30 | 0.26 | 0.33 | 0.31 |
| TGT | 0.23 | 0.22 | 0.16 | 0.25 | 0.26 | 0.23 | 0.45 | 0.24 | 1.00 | 0.30 | 0.30 | 0.26 | 0.21 | 0.24 | 0.28 | 0.29 | 0.24 | 0.29 | 0.38 | 0.28 | 0.27 | 0.44 | 0.31 | 0.27 | 0.28 | 0.32 | 0.32 | 0.28 | 0.32 | 0.31 | 0.28 | 0.36 | 0.47 | 0.35 | 0.28 | 0.30 | 0.32 | 0.32 | 0.32 | 0.29 | 0.35 | 0.29 | 0.37 | 0.33 | 0.32 | 0.32 | 0.33 | 0.37 | 0.33 | 0.34 | 0.33 | 0.38 | 0.39 | 0.39 | 0.44 | 0.36 | 0.35 | 0.37 | 0.36 | 0.41 | 0.36 | 0.35 | 0.39 |
| WST | 0.21 | 0.22 | 0.15 | 0.33 | 0.23 | 0.26 | 0.26 | 0.20 | 0.30 | 1.00 | 0.33 | 0.17 | 0.23 | 0.25 | 0.19 | 0.31 | 0.24 | 0.31 | 0.27 | 0.31 | 0.45 | 0.29 | 0.22 | 0.33 | 0.29 | 0.25 | 0.30 | 0.30 | 0.26 | 0.48 | 0.30 | 0.36 | 0.37 | 0.32 | 0.26 | 0.43 | 0.28 | 0.47 | 0.29 | 0.28 | 0.40 | 0.30 | 0.39 | 0.41 | 0.37 | 0.31 | 0.44 | 0.39 | 0.38 | 0.33 | 0.45 | 0.46 | 0.35 | 0.40 | 0.35 | 0.35 | 0.43 | 0.34 | 0.38 | 0.42 | 0.38 | 0.43 | 0.40 |
| ALB | 0.27 | 0.09 | 0.09 | 0.20 | 0.16 | 0.19 | 0.18 | 0.20 | 0.30 | 0.33 | 1.00 | 0.36 | 0.21 | 0.25 | 0.37 | 0.26 | 0.13 | 0.19 | 0.35 | 0.23 | 0.26 | 0.36 | 0.29 | 0.20 | 0.18 | 0.30 | 0.46 | 0.17 | 0.37 | 0.27 | 0.18 | 0.38 | 0.35 | 0.37 | 0.23 | 0.31 | 0.48 | 0.36 | 0.36 | 0.29 | 0.39 | 0.36 | 0.44 | 0.34 | 0.46 | 0.36 | 0.38 | 0.47 | 0.43 | 0.35 | 0.36 | 0.47 | 0.46 | 0.48 | 0.39 | 0.49 | 0.36 | 0.42 | 0.50 | 0.47 | 0.48 | 0.45 | 0.47 |
| XOM | 0.19 | 0.09 | 0.16 | 0.28 | 0.19 | 0.18 | 0.21 | 0.19 | 0.26 | 0.17 | 0.36 | 1.00 | 0.25 | 0.21 | 0.82 | 0.31 | 0.18 | 0.21 | 0.32 | 0.25 | 0.25 | 0.33 | 0.31 | 0.28 | 0.23 | 0.34 | 0.47 | 0.21 | 0.47 | 0.23 | 0.23 | 0.33 | 0.30 | 0.36 | 0.29 | 0.31 | 0.55 | 0.27 | 0.41 | 0.39 | 0.23 | 0.41 | 0.34 | 0.30 | 0.39 | 0.48 | 0.32 | 0.40 | 0.38 | 0.40 | 0.32 | 0.36 | 0.46 | 0.38 | 0.40 | 0.53 | 0.35 | 0.41 | 0.37 | 0.41 | 0.46 | 0.34 | 0.43 |
| ATO | 0.21 | 0.33 | 0.70 | 0.24 | 0.40 | 0.61 | 0.29 | 0.49 | 0.21 | 0.23 | 0.21 | 0.25 | 1.00 | 0.44 | 0.25 | 0.27 | 0.42 | 0.42 | 0.28 | 0.34 | 0.31 | 0.23 | 0.47 | 0.36 | 0.41 | 0.34 | 0.21 | 0.43 | 0.32 | 0.28 | 0.45 | 0.25 | 0.26 | 0.27 | 0.45 | 0.33 | 0.23 | 0.29 | 0.32 | 0.37 | 0.30 | 0.34 | 0.25 | 0.35 | 0.28 | 0.35 | 0.33 | 0.27 | 0.31 | 0.40 | 0.31 | 0.28 | 0.29 | 0.26 | 0.34 | 0.27 | 0.38 | 0.33 | 0.30 | 0.29 | 0.29 | 0.35 | 0.33 |
| ESS | 0.22 | 0.25 | 0.42 | 0.25 | 0.29 | 0.42 | 0.26 | 0.61 | 0.24 | 0.25 | 0.25 | 0.21 | 0.44 | 1.00 | 0.22 | 0.25 | 0.33 | 0.32 | 0.29 | 0.33 | 0.29 | 0.30 | 0.64 | 0.30 | 0.34 | 0.37 | 0.24 | 0.36 | 0.29 | 0.32 | 0.38 | 0.27 | 0.33 | 0.27 | 0.39 | 0.37 | 0.25 | 0.35 | 0.33 | 0.33 | 0.34 | 0.32 | 0.28 | 0.35 | 0.29 | 0.34 | 0.36 | 0.32 | 0.35 | 0.37 | 0.34 | 0.31 | 0.34 | 0.33 | 0.34 | 0.30 | 0.40 | 0.33 | 0.35 | 0.36 | 0.32 | 0.38 | 0.35 |
| CVX | 0.21 | 0.09 | 0.16 | 0.27 | 0.19 | 0.19 | 0.21 | 0.19 | 0.28 | 0.19 | 0.37 | 0.82 | 0.25 | 0.22 | 1.00 | 0.32 | 0.17 | 0.21 | 0.33 | 0.26 | 0.25 | 0.34 | 0.30 | 0.28 | 0.23 | 0.33 | 0.48 | 0.22 | 0.48 | 0.25 | 0.23 | 0.32 | 0.29 | 0.37 | 0.30 | 0.31 | 0.55 | 0.28 | 0.43 | 0.40 | 0.24 | 0.42 | 0.34 | 0.32 | 0.39 | 0.47 | 0.33 | 0.41 | 0.38 | 0.40 | 0.35 | 0.39 | 0.46 | 0.38 | 0.41 | 0.54 | 0.37 | 0.41 | 0.38 | 0.43 | 0.50 | 0.36 | 0.44 |
| CAH | 0.19 | 0.21 | 0.20 | 0.40 | 0.28 | 0.18 | 0.28 | 0.24 | 0.29 | 0.31 | 0.26 | 0.31 | 0.27 | 0.25 | 0.32 | 1.00 | 0.29 | 0.29 | 0.45 | 0.31 | 0.41 | 0.32 | 0.29 | 0.42 | 0.32 | 0.34 | 0.36 | 0.33 | 0.35 | 0.37 | 0.31 | 0.31 | 0.31 | 0.33 | 0.30 | 0.40 | 0.34 | 0.33 | 0.41 | 0.39 | 0.32 | 0.40 | 0.34 | 0.37 | 0.35 | 0.44 | 0.35 | 0.33 | 0.35 | 0.40 | 0.34 | 0.34 | 0.38 | 0.33 | 0.41 | 0.38 | 0.40 | 0.39 | 0.38 | 0.38 | 0.33 | 0.36 | 0.39 |
| KMB | 0.19 | 0.65 | 0.44 | 0.30 | 0.49 | 0.41 | 0.38 | 0.37 | 0.24 | 0.24 | 0.13 | 0.18 | 0.42 | 0.33 | 0.17 | 0.29 | 1.00 | 0.52 | 0.30 | 0.39 | 0.34 | 0.23 | 0.34 | 0.43 | 0.68 | 0.34 | 0.17 | 0.69 | 0.31 | 0.36 | 0.59 | 0.27 | 0.28 | 0.26 | 0.53 | 0.34 | 0.18 | 0.28 | 0.31 | 0.35 | 0.34 | 0.30 | 0.26 | 0.34 | 0.31 | 0.30 | 0.32 | 0.26 | 0.36 | 0.36 | 0.35 | 0.26 | 0.27 | 0.25 | 0.33 | 0.24 | 0.37 | 0.36 | 0.32 | 0.28 | 0.28 | 0.38 | 0.34 |
| MKC | 0.19 | 0.47 | 0.41 | 0.28 | 0.59 | 0.41 | 0.38 | 0.37 | 0.29 | 0.31 | 0.19 | 0.21 | 0.42 | 0.32 | 0.21 | 0.29 | 0.52 | 1.00 | 0.34 | 0.36 | 0.36 | 0.25 | 0.34 | 0.39 | 0.52 | 0.39 | 0.19 | 0.54 | 0.33 | 0.37 | 0.57 | 0.27 | 0.32 | 0.27 | 0.51 | 0.35 | 0.21 | 0.35 | 0.30 | 0.35 | 0.37 | 0.31 | 0.27 | 0.36 | 0.33 | 0.33 | 0.34 | 0.28 | 0.35 | 0.38 | 0.35 | 0.30 | 0.29 | 0.29 | 0.35 | 0.26 | 0.40 | 0.36 | 0.34 | 0.31 | 0.29 | 0.38 | 0.35 |
| WBA | 0.25 | 0.21 | 0.23 | 0.33 | 0.32 | 0.24 | 0.34 | 0.28 | 0.38 | 0.27 | 0.35 | 0.32 | 0.28 | 0.29 | 0.33 | 0.45 | 0.30 | 0.34 | 1.00 | 0.28 | 0.33 | 0.38 | 0.37 | 0.37 | 0.31 | 0.37 | 0.36 | 0.30 | 0.37 | 0.35 | 0.32 | 0.34 | 0.37 | 0.34 | 0.31 | 0.37 | 0.38 | 0.32 | 0.39 | 0.34 | 0.32 | 0.40 | 0.38 | 0.31 | 0.32 | 0.38 | 0.34 | 0.39 | 0.35 | 0.41 | 0.34 | 0.37 | 0.45 | 0.40 | 0.42 | 0.40 | 0.38 | 0.45 | 0.41 | 0.44 | 0.38 | 0.36 | 0.43 |
| MCD | 0.23 | 0.30 | 0.33 | 0.28 | 0.32 | 0.35 | 0.34 | 0.33 | 0.28 | 0.31 | 0.23 | 0.25 | 0.34 | 0.33 | 0.26 | 0.31 | 0.39 | 0.36 | 0.28 | 1.00 | 0.36 | 0.31 | 0.34 | 0.39 | 0.41 | 0.40 | 0.26 | 0.43 | 0.30 | 0.38 | 0.45 | 0.32 | 0.36 | 0.31 | 0.48 | 0.39 | 0.29 | 0.40 | 0.36 | 0.41 | 0.37 | 0.38 | 0.31 | 0.41 | 0.37 | 0.40 | 0.42 | 0.32 | 0.38 | 0.39 | 0.39 | 0.35 | 0.33 | 0.34 | 0.41 | 0.33 | 0.45 | 0.38 | 0.37 | 0.36 | 0.34 | 0.42 | 0.40 |
| BDX | 0.22 | 0.27 | 0.28 | 0.41 | 0.33 | 0.29 | 0.29 | 0.25 | 0.27 | 0.45 | 0.26 | 0.25 | 0.31 | 0.29 | 0.25 | 0.41 | 0.34 | 0.36 | 0.33 | 0.36 | 1.00 | 0.28 | 0.27 | 0.48 | 0.37 | 0.30 | 0.28 | 0.39 | 0.29 | 0.58 | 0.39 | 0.33 | 0.33 | 0.31 | 0.37 | 0.55 | 0.31 | 0.40 | 0.36 | 0.35 | 0.39 | 0.36 | 0.34 | 0.39 | 0.39 | 0.34 | 0.40 | 0.36 | 0.41 | 0.37 | 0.42 | 0.38 | 0.35 | 0.37 | 0.35 | 0.36 | 0.44 | 0.41 | 0.39 | 0.37 | 0.35 | 0.42 | 0.42 |
| VFC | 0.28 | 0.18 | 0.15 | 0.23 | 0.23 | 0.23 | 0.27 | 0.26 | 0.44 | 0.29 | 0.36 | 0.33 | 0.23 | 0.30 | 0.34 | 0.32 | 0.23 | 0.25 | 0.38 | 0.31 | 0.28 | 1.00 | 0.39 | 0.25 | 0.25 | 0.41 | 0.40 | 0.24 | 0.39 | 0.33 | 0.27 | 0.39 | 0.44 | 0.36 | 0.32 | 0.35 | 0.43 | 0.37 | 0.39 | 0.36 | 0.36 | 0.39 | 0.45 | 0.35 | 0.35 | 0.41 | 0.39 | 0.47 | 0.39 | 0.41 | 0.36 | 0.46 | 0.50 | 0.51 | 0.50 | 0.45 | 0.40 | 0.46 | 0.48 | 0.51 | 0.47 | 0.42 | 0.48 |
| FRT | 0.24 | 0.27 | 0.41 | 0.25 | 0.31 | 0.40 | 0.27 | 0.69 | 0.31 | 0.22 | 0.29 | 0.31 | 0.47 | 0.64 | 0.30 | 0.29 | 0.34 | 0.34 | 0.37 | 0.34 | 0.27 | 0.39 | 1.00 | 0.29 | 0.33 | 0.43 | 0.34 | 0.35 | 0.36 | 0.29 | 0.36 | 0.31 | 0.37 | 0.31 | 0.38 | 0.37 | 0.32 | 0.32 | 0.37 | 0.38 | 0.34 | 0.36 | 0.36 | 0.35 | 0.31 | 0.41 | 0.38 | 0.36 | 0.35 | 0.44 | 0.31 | 0.35 | 0.41 | 0.38 | 0.43 | 0.37 | 0.40 | 0.38 | 0.39 | 0.40 | 0.37 | 0.39 | 0.39 |
| JNJ | 0.19 | 0.32 | 0.35 | 0.45 | 0.36 | 0.34 | 0.35 | 0.30 | 0.27 | 0.33 | 0.20 | 0.28 | 0.36 | 0.30 | 0.28 | 0.42 | 0.43 | 0.39 | 0.37 | 0.39 | 0.48 | 0.25 | 0.29 | 1.00 | 0.48 | 0.30 | 0.26 | 0.47 | 0.35 | 0.51 | 0.48 | 0.31 | 0.30 | 0.30 | 0.45 | 0.48 | 0.28 | 0.37 | 0.40 | 0.40 | 0.35 | 0.37 | 0.31 | 0.37 | 0.39 | 0.39 | 0.36 | 0.31 | 0.38 | 0.39 | 0.39 | 0.32 | 0.35 | 0.31 | 0.36 | 0.33 | 0.43 | 0.45 | 0.36 | 0.37 | 0.32 | 0.40 | 0.41 |
| PG | 0.19 | 0.55 | 0.44 | 0.32 | 0.45 | 0.43 | 0.44 | 0.36 | 0.28 | 0.29 | 0.18 | 0.23 | 0.41 | 0.34 | 0.23 | 0.32 | 0.68 | 0.52 | 0.31 | 0.41 | 0.37 | 0.25 | 0.33 | 0.48 | 1.00 | 0.37 | 0.22 | 0.73 | 0.33 | 0.40 | 0.64 | 0.30 | 0.31 | 0.30 | 0.60 | 0.37 | 0.23 | 0.36 | 0.37 | 0.40 | 0.36 | 0.32 | 0.27 | 0.37 | 0.37 | 0.34 | 0.37 | 0.28 | 0.38 | 0.39 | 0.38 | 0.30 | 0.31 | 0.29 | 0.36 | 0.30 | 0.43 | 0.39 | 0.35 | 0.31 | 0.32 | 0.43 | 0.39 |
| SYY | 0.25 | 0.29 | 0.30 | 0.27 | 0.36 | 0.29 | 0.34 | 0.35 | 0.32 | 0.25 | 0.30 | 0.34 | 0.34 | 0.37 | 0.33 | 0.34 | 0.34 | 0.39 | 0.37 | 0.40 | 0.30 | 0.41 | 0.43 | 0.30 | 0.37 | 1.00 | 0.34 | 0.39 | 0.40 | 0.31 | 0.42 | 0.31 | 0.38 | 0.35 | 0.43 | 0.38 | 0.36 | 0.33 | 0.38 | 0.42 | 0.35 | 0.41 | 0.34 | 0.39 | 0.38 | 0.45 | 0.42 | 0.37 | 0.38 | 0.46 | 0.35 | 0.37 | 0.42 | 0.39 | 0.46 | 0.41 | 0.43 | 0.39 | 0.42 | 0.41 | 0.39 | 0.41 | 0.44 |
| NUE | 0.27 | 0.11 | 0.11 | 0.25 | 0.18 | 0.15 | 0.25 | 0.20 | 0.32 | 0.30 | 0.46 | 0.47 | 0.21 | 0.24 | 0.48 | 0.36 | 0.17 | 0.19 | 0.36 | 0.26 | 0.28 | 0.40 | 0.34 | 0.26 | 0.22 | 0.34 | 1.00 | 0.22 | 0.46 | 0.29 | 0.22 | 0.42 | 0.39 | 0.44 | 0.27 | 0.32 | 0.57 | 0.35 | 0.44 | 0.38 | 0.40 | 0.43 | 0.47 | 0.39 | 0.49 | 0.48 | 0.41 | 0.51 | 0.48 | 0.42 | 0.41 | 0.50 | 0.51 | 0.51 | 0.49 | 0.57 | 0.40 | 0.46 | 0.54 | 0.49 | 0.53 | 0.45 | 0.54 |
| CL | 0.18 | 0.57 | 0.44 | 0.32 | 0.49 | 0.40 | 0.40 | 0.37 | 0.28 | 0.30 | 0.17 | 0.21 | 0.43 | 0.36 | 0.22 | 0.33 | 0.69 | 0.54 | 0.30 | 0.43 | 0.39 | 0.24 | 0.35 | 0.47 | 0.73 | 0.39 | 0.22 | 1.00 | 0.34 | 0.41 | 0.65 | 0.30 | 0.31 | 0.32 | 0.59 | 0.38 | 0.24 | 0.36 | 0.36 | 0.41 | 0.38 | 0.34 | 0.28 | 0.38 | 0.37 | 0.35 | 0.37 | 0.28 | 0.40 | 0.40 | 0.41 | 0.29 | 0.31 | 0.31 | 0.36 | 0.29 | 0.43 | 0.39 | 0.35 | 0.31 | 0.33 | 0.44 | 0.39 |
| ADM | 0.24 | 0.19 | 0.25 | 0.30 | 0.34 | 0.28 | 0.27 | 0.28 | 0.32 | 0.26 | 0.37 | 0.47 | 0.32 | 0.29 | 0.48 | 0.35 | 0.31 | 0.33 | 0.37 | 0.30 | 0.29 | 0.39 | 0.36 | 0.35 | 0.33 | 0.40 | 0.46 | 0.34 | 1.00 | 0.30 | 0.37 | 0.35 | 0.36 | 0.38 | 0.40 | 0.38 | 0.48 | 0.34 | 0.41 | 0.45 | 0.32 | 0.42 | 0.39 | 0.36 | 0.40 | 0.47 | 0.40 | 0.42 | 0.41 | 0.45 | 0.38 | 0.43 | 0.47 | 0.41 | 0.46 | 0.49 | 0.41 | 0.44 | 0.44 | 0.44 | 0.47 | 0.38 | 0.47 |
| ABT | 0.21 | 0.27 | 0.25 | 0.44 | 0.29 | 0.31 | 0.32 | 0.28 | 0.31 | 0.48 | 0.27 | 0.23 | 0.28 | 0.32 | 0.25 | 0.37 | 0.36 | 0.37 | 0.35 | 0.38 | 0.58 | 0.33 | 0.29 | 0.51 | 0.40 | 0.31 | 0.29 | 0.41 | 0.30 | 1.00 | 0.40 | 0.37 | 0.38 | 0.34 | 0.38 | 0.57 | 0.31 | 0.49 | 0.40 | 0.36 | 0.45 | 0.37 | 0.35 | 0.43 | 0.44 | 0.37 | 0.45 | 0.40 | 0.44 | 0.38 | 0.47 | 0.41 | 0.41 | 0.40 | 0.36 | 0.38 | 0.48 | 0.43 | 0.43 | 0.45 | 0.41 | 0.46 | 0.44 |
| PEP | 0.22 | 0.50 | 0.47 | 0.32 | 0.50 | 0.45 | 0.43 | 0.40 | 0.28 | 0.30 | 0.18 | 0.23 | 0.45 | 0.38 | 0.23 | 0.31 | 0.59 | 0.57 | 0.32 | 0.45 | 0.39 | 0.27 | 0.36 | 0.48 | 0.64 | 0.42 | 0.22 | 0.65 | 0.37 | 0.40 | 1.00 | 0.31 | 0.33 | 0.30 | 0.70 | 0.41 | 0.22 | 0.39 | 0.35 | 0.42 | 0.37 | 0.36 | 0.27 | 0.40 | 0.39 | 0.36 | 0.42 | 0.28 | 0.40 | 0.40 | 0.39 | 0.30 | 0.31 | 0.30 | 0.37 | 0.29 | 0.47 | 0.39 | 0.36 | 0.35 | 0.31 | 0.44 | 0.39 |
| EXPD | 0.25 | 0.21 | 0.18 | 0.26 | 0.23 | 0.24 | 0.29 | 0.23 | 0.36 | 0.36 | 0.38 | 0.33 | 0.25 | 0.27 | 0.32 | 0.31 | 0.27 | 0.27 | 0.34 | 0.32 | 0.33 | 0.39 | 0.31 | 0.31 | 0.30 | 0.31 | 0.42 | 0.30 | 0.35 | 0.37 | 0.31 | 1.00 | 0.45 | 0.48 | 0.30 | 0.35 | 0.45 | 0.44 | 0.40 | 0.36 | 0.44 | 0.41 | 0.49 | 0.42 | 0.45 | 0.40 | 0.48 | 0.48 | 0.45 | 0.41 | 0.49 | 0.51 | 0.48 | 0.51 | 0.48 | 0.51 | 0.47 | 0.49 | 0.49 | 0.53 | 0.52 | 0.46 | 0.55 |
| LOW | 0.25 | 0.23 | 0.17 | 0.27 | 0.27 | 0.27 | 0.35 | 0.28 | 0.47 | 0.37 | 0.35 | 0.30 | 0.26 | 0.33 | 0.29 | 0.31 | 0.28 | 0.32 | 0.37 | 0.36 | 0.33 | 0.44 | 0.37 | 0.30 | 0.31 | 0.38 | 0.39 | 0.31 | 0.36 | 0.38 | 0.33 | 0.45 | 1.00 | 0.44 | 0.31 | 0.38 | 0.41 | 0.46 | 0.39 | 0.36 | 0.53 | 0.38 | 0.51 | 0.43 | 0.42 | 0.40 | 0.48 | 0.50 | 0.43 | 0.40 | 0.45 | 0.51 | 0.47 | 0.54 | 0.53 | 0.47 | 0.47 | 0.45 | 0.49 | 0.52 | 0.48 | 0.47 | 0.51 |
| GWW | 0.24 | 0.19 | 0.19 | 0.26 | 0.25 | 0.20 | 0.29 | 0.23 | 0.35 | 0.32 | 0.37 | 0.36 | 0.27 | 0.27 | 0.37 | 0.33 | 0.26 | 0.27 | 0.34 | 0.31 | 0.31 | 0.36 | 0.31 | 0.30 | 0.30 | 0.35 | 0.44 | 0.32 | 0.38 | 0.34 | 0.30 | 0.48 | 0.44 | 1.00 | 0.30 | 0.34 | 0.51 | 0.42 | 0.46 | 0.38 | 0.44 | 0.46 | 0.52 | 0.45 | 0.45 | 0.44 | 0.48 | 0.54 | 0.45 | 0.44 | 0.50 | 0.55 | 0.47 | 0.50 | 0.54 | 0.58 | 0.44 | 0.48 | 0.48 | 0.50 | 0.57 | 0.48 | 0.60 |
| KO | 0.27 | 0.43 | 0.45 | 0.32 | 0.43 | 0.45 | 0.38 | 0.42 | 0.28 | 0.26 | 0.23 | 0.29 | 0.45 | 0.39 | 0.30 | 0.30 | 0.53 | 0.51 | 0.31 | 0.48 | 0.37 | 0.32 | 0.38 | 0.45 | 0.60 | 0.43 | 0.27 | 0.59 | 0.40 | 0.38 | 0.70 | 0.30 | 0.31 | 0.30 | 1.00 | 0.42 | 0.29 | 0.37 | 0.38 | 0.46 | 0.37 | 0.38 | 0.30 | 0.40 | 0.42 | 0.42 | 0.40 | 0.32 | 0.42 | 0.44 | 0.39 | 0.33 | 0.36 | 0.33 | 0.39 | 0.35 | 0.47 | 0.42 | 0.39 | 0.36 | 0.35 | 0.46 | 0.41 |
| MDT | 0.26 | 0.23 | 0.28 | 0.41 | 0.29 | 0.32 | 0.31 | 0.36 | 0.30 | 0.43 | 0.31 | 0.31 | 0.33 | 0.37 | 0.31 | 0.40 | 0.34 | 0.35 | 0.37 | 0.39 | 0.55 | 0.35 | 0.37 | 0.48 | 0.37 | 0.38 | 0.32 | 0.38 | 0.38 | 0.57 | 0.41 | 0.35 | 0.38 | 0.34 | 0.42 | 1.00 | 0.36 | 0.47 | 0.42 | 0.42 | 0.41 | 0.39 | 0.37 | 0.44 | 0.45 | 0.43 | 0.44 | 0.40 | 0.45 | 0.42 | 0.44 | 0.43 | 0.41 | 0.42 | 0.40 | 0.43 | 0.49 | 0.46 | 0.46 | 0.45 | 0.43 | 0.47 | 0.46 |
| CAT | 0.29 | 0.10 | 0.12 | 0.28 | 0.19 | 0.16 | 0.24 | 0.20 | 0.32 | 0.28 | 0.48 | 0.55 | 0.23 | 0.25 | 0.55 | 0.34 | 0.18 | 0.21 | 0.38 | 0.29 | 0.31 | 0.43 | 0.32 | 0.28 | 0.23 | 0.36 | 0.57 | 0.24 | 0.48 | 0.31 | 0.22 | 0.45 | 0.41 | 0.51 | 0.29 | 0.36 | 1.00 | 0.38 | 0.49 | 0.40 | 0.38 | 0.49 | 0.52 | 0.39 | 0.49 | 0.52 | 0.43 | 0.59 | 0.49 | 0.45 | 0.48 | 0.57 | 0.57 | 0.59 | 0.52 | 0.70 | 0.41 | 0.56 | 0.53 | 0.54 | 0.65 | 0.46 | 0.63 |
| SPGI | 0.23 | 0.21 | 0.20 | 0.31 | 0.27 | 0.31 | 0.31 | 0.28 | 0.32 | 0.47 | 0.36 | 0.27 | 0.29 | 0.35 | 0.28 | 0.33 | 0.28 | 0.35 | 0.32 | 0.40 | 0.40 | 0.37 | 0.32 | 0.37 | 0.36 | 0.33 | 0.35 | 0.36 | 0.34 | 0.49 | 0.39 | 0.44 | 0.46 | 0.42 | 0.37 | 0.47 | 0.38 | 1.00 | 0.43 | 0.41 | 0.51 | 0.44 | 0.45 | 0.50 | 0.48 | 0.46 | 0.57 | 0.47 | 0.49 | 0.42 | 0.57 | 0.51 | 0.47 | 0.48 | 0.41 | 0.47 | 0.56 | 0.45 | 0.48 | 0.56 | 0.48 | 0.54 | 0.50 |
| IBM | 0.26 | 0.20 | 0.23 | 0.34 | 0.28 | 0.24 | 0.31 | 0.28 | 0.32 | 0.29 | 0.36 | 0.41 | 0.32 | 0.33 | 0.43 | 0.41 | 0.31 | 0.30 | 0.39 | 0.36 | 0.36 | 0.39 | 0.37 | 0.40 | 0.37 | 0.38 | 0.44 | 0.36 | 0.41 | 0.40 | 0.35 | 0.40 | 0.39 | 0.46 | 0.38 | 0.42 | 0.49 | 0.43 | 1.00 | 0.43 | 0.39 | 0.47 | 0.44 | 0.42 | 0.45 | 0.50 | 0.44 | 0.49 | 0.44 | 0.46 | 0.47 | 0.47 | 0.50 | 0.49 | 0.50 | 0.53 | 0.49 | 0.53 | 0.47 | 0.50 | 0.50 | 0.47 | 0.53 |
| CB | 0.25 | 0.24 | 0.28 | 0.32 | 0.30 | 0.31 | 0.32 | 0.31 | 0.29 | 0.28 | 0.29 | 0.39 | 0.37 | 0.33 | 0.40 | 0.39 | 0.35 | 0.35 | 0.34 | 0.41 | 0.35 | 0.36 | 0.38 | 0.40 | 0.40 | 0.42 | 0.38 | 0.41 | 0.45 | 0.36 | 0.42 | 0.36 | 0.36 | 0.38 | 0.46 | 0.42 | 0.40 | 0.41 | 0.43 | 1.00 | 0.37 | 0.51 | 0.40 | 0.55 | 0.43 | 0.64 | 0.45 | 0.43 | 0.46 | 0.71 | 0.44 | 0.41 | 0.47 | 0.40 | 0.48 | 0.46 | 0.50 | 0.46 | 0.46 | 0.47 | 0.45 | 0.46 | 0.49 |
| SHW | 0.28 | 0.29 | 0.23 | 0.33 | 0.30 | 0.31 | 0.32 | 0.33 | 0.35 | 0.40 | 0.39 | 0.23 | 0.30 | 0.34 | 0.24 | 0.32 | 0.34 | 0.37 | 0.32 | 0.37 | 0.39 | 0.36 | 0.34 | 0.35 | 0.36 | 0.35 | 0.40 | 0.38 | 0.32 | 0.45 | 0.37 | 0.44 | 0.53 | 0.44 | 0.37 | 0.41 | 0.38 | 0.51 | 0.39 | 0.37 | 1.00 | 0.41 | 0.49 | 0.46 | 0.51 | 0.39 | 0.49 | 0.50 | 0.52 | 0.40 | 0.53 | 0.51 | 0.45 | 0.52 | 0.47 | 0.45 | 0.49 | 0.48 | 0.63 | 0.49 | 0.48 | 0.58 | 0.53 |
| GD | 0.24 | 0.19 | 0.26 | 0.31 | 0.30 | 0.29 | 0.29 | 0.27 | 0.29 | 0.30 | 0.36 | 0.41 | 0.34 | 0.32 | 0.42 | 0.40 | 0.30 | 0.31 | 0.40 | 0.38 | 0.36 | 0.39 | 0.36 | 0.37 | 0.32 | 0.41 | 0.43 | 0.34 | 0.42 | 0.37 | 0.36 | 0.41 | 0.38 | 0.46 | 0.38 | 0.39 | 0.49 | 0.44 | 0.47 | 0.51 | 0.41 | 1.00 | 0.46 | 0.46 | 0.43 | 0.53 | 0.49 | 0.49 | 0.45 | 0.53 | 0.49 | 0.49 | 0.46 | 0.48 | 0.47 | 0.55 | 0.50 | 0.52 | 0.46 | 0.48 | 0.51 | 0.46 | 0.56 |
| AOS | 0.31 | 0.19 | 0.15 | 0.29 | 0.23 | 0.20 | 0.26 | 0.25 | 0.37 | 0.39 | 0.44 | 0.34 | 0.25 | 0.28 | 0.34 | 0.34 | 0.26 | 0.27 | 0.38 | 0.31 | 0.34 | 0.45 | 0.36 | 0.31 | 0.27 | 0.34 | 0.47 | 0.28 | 0.39 | 0.35 | 0.27 | 0.49 | 0.51 | 0.52 | 0.30 | 0.37 | 0.52 | 0.45 | 0.44 | 0.40 | 0.49 | 0.46 | 1.00 | 0.46 | 0.50 | 0.48 | 0.51 | 0.61 | 0.47 | 0.45 | 0.53 | 0.60 | 0.54 | 0.62 | 0.53 | 0.58 | 0.46 | 0.55 | 0.56 | 0.55 | 0.58 | 0.51 | 0.63 |
| BRO | 0.25 | 0.26 | 0.26 | 0.31 | 0.28 | 0.33 | 0.32 | 0.31 | 0.33 | 0.41 | 0.34 | 0.30 | 0.35 | 0.35 | 0.32 | 0.37 | 0.34 | 0.36 | 0.31 | 0.41 | 0.39 | 0.35 | 0.35 | 0.37 | 0.37 | 0.39 | 0.39 | 0.38 | 0.36 | 0.43 | 0.40 | 0.42 | 0.43 | 0.45 | 0.40 | 0.44 | 0.39 | 0.50 | 0.42 | 0.55 | 0.46 | 0.46 | 0.46 | 1.00 | 0.49 | 0.53 | 0.54 | 0.46 | 0.46 | 0.57 | 0.54 | 0.50 | 0.46 | 0.45 | 0.48 | 0.46 | 0.54 | 0.42 | 0.47 | 0.53 | 0.49 | 0.52 | 0.51 |
| LIN | 0.32 | 0.21 | 0.21 | 0.32 | 0.26 | 0.29 | 0.29 | 0.26 | 0.32 | 0.37 | 0.46 | 0.39 | 0.28 | 0.29 | 0.39 | 0.35 | 0.31 | 0.33 | 0.32 | 0.37 | 0.39 | 0.35 | 0.31 | 0.39 | 0.37 | 0.38 | 0.49 | 0.37 | 0.40 | 0.44 | 0.39 | 0.45 | 0.42 | 0.45 | 0.42 | 0.45 | 0.49 | 0.48 | 0.45 | 0.43 | 0.51 | 0.43 | 0.50 | 0.49 | 1.00 | 0.48 | 0.52 | 0.51 | 0.69 | 0.44 | 0.52 | 0.51 | 0.49 | 0.51 | 0.48 | 0.55 | 0.51 | 0.51 | 0.61 | 0.50 | 0.55 | 0.61 | 0.57 |
| AFL | 0.27 | 0.20 | 0.25 | 0.34 | 0.29 | 0.27 | 0.31 | 0.32 | 0.32 | 0.31 | 0.36 | 0.48 | 0.35 | 0.34 | 0.47 | 0.44 | 0.30 | 0.33 | 0.38 | 0.40 | 0.34 | 0.41 | 0.41 | 0.39 | 0.34 | 0.45 | 0.48 | 0.35 | 0.47 | 0.37 | 0.36 | 0.40 | 0.40 | 0.44 | 0.42 | 0.43 | 0.52 | 0.46 | 0.50 | 0.64 | 0.39 | 0.53 | 0.48 | 0.53 | 0.48 | 1.00 | 0.48 | 0.51 | 0.47 | 0.66 | 0.46 | 0.48 | 0.57 | 0.50 | 0.53 | 0.55 | 0.51 | 0.52 | 0.51 | 0.56 | 0.52 | 0.49 | 0.56 |
| CTAS | 0.26 | 0.23 | 0.26 | 0.32 | 0.28 | 0.34 | 0.31 | 0.35 | 0.33 | 0.44 | 0.38 | 0.32 | 0.33 | 0.36 | 0.33 | 0.35 | 0.32 | 0.34 | 0.34 | 0.42 | 0.40 | 0.39 | 0.38 | 0.36 | 0.37 | 0.42 | 0.41 | 0.37 | 0.40 | 0.45 | 0.42 | 0.48 | 0.48 | 0.48 | 0.40 | 0.44 | 0.43 | 0.57 | 0.44 | 0.45 | 0.49 | 0.49 | 0.51 | 0.54 | 0.52 | 0.48 | 1.00 | 0.50 | 0.52 | 0.48 | 0.59 | 0.56 | 0.46 | 0.51 | 0.51 | 0.52 | 0.59 | 0.48 | 0.52 | 0.55 | 0.53 | 0.56 | 0.56 |
| PNR | 0.30 | 0.17 | 0.15 | 0.28 | 0.22 | 0.23 | 0.26 | 0.25 | 0.37 | 0.39 | 0.47 | 0.40 | 0.27 | 0.32 | 0.41 | 0.33 | 0.26 | 0.28 | 0.39 | 0.32 | 0.36 | 0.47 | 0.36 | 0.31 | 0.28 | 0.37 | 0.51 | 0.28 | 0.42 | 0.40 | 0.28 | 0.48 | 0.50 | 0.54 | 0.32 | 0.40 | 0.59 | 0.47 | 0.49 | 0.43 | 0.50 | 0.49 | 0.61 | 0.46 | 0.51 | 0.51 | 0.50 | 1.00 | 0.50 | 0.48 | 0.55 | 0.64 | 0.60 | 0.66 | 0.56 | 0.65 | 0.48 | 0.57 | 0.57 | 0.59 | 0.69 | 0.55 | 0.68 |
| APD | 0.30 | 0.26 | 0.25 | 0.32 | 0.30 | 0.32 | 0.30 | 0.32 | 0.33 | 0.38 | 0.43 | 0.38 | 0.31 | 0.35 | 0.38 | 0.35 | 0.36 | 0.35 | 0.35 | 0.38 | 0.41 | 0.39 | 0.35 | 0.38 | 0.38 | 0.38 | 0.48 | 0.40 | 0.41 | 0.44 | 0.40 | 0.45 | 0.43 | 0.45 | 0.42 | 0.45 | 0.49 | 0.49 | 0.44 | 0.46 | 0.52 | 0.45 | 0.47 | 0.46 | 0.69 | 0.47 | 0.52 | 0.50 | 1.00 | 0.46 | 0.51 | 0.52 | 0.49 | 0.51 | 0.47 | 0.54 | 0.51 | 0.51 | 0.59 | 0.52 | 0.55 | 0.60 | 0.57 |
| CINF | 0.27 | 0.26 | 0.32 | 0.31 | 0.34 | 0.32 | 0.32 | 0.35 | 0.34 | 0.33 | 0.35 | 0.40 | 0.40 | 0.37 | 0.40 | 0.40 | 0.36 | 0.38 | 0.41 | 0.39 | 0.37 | 0.41 | 0.44 | 0.39 | 0.39 | 0.46 | 0.42 | 0.40 | 0.45 | 0.38 | 0.40 | 0.41 | 0.40 | 0.44 | 0.44 | 0.42 | 0.45 | 0.42 | 0.46 | 0.71 | 0.40 | 0.53 | 0.45 | 0.57 | 0.44 | 0.66 | 0.48 | 0.48 | 0.46 | 1.00 | 0.46 | 0.45 | 0.54 | 0.48 | 0.52 | 0.50 | 0.54 | 0.50 | 0.49 | 0.53 | 0.50 | 0.50 | 0.52 |
| ROP | 0.24 | 0.25 | 0.22 | 0.35 | 0.29 | 0.30 | 0.31 | 0.28 | 0.33 | 0.45 | 0.36 | 0.32 | 0.31 | 0.34 | 0.35 | 0.34 | 0.35 | 0.35 | 0.34 | 0.39 | 0.42 | 0.36 | 0.31 | 0.39 | 0.38 | 0.35 | 0.41 | 0.41 | 0.38 | 0.47 | 0.39 | 0.49 | 0.45 | 0.50 | 0.39 | 0.44 | 0.48 | 0.57 | 0.47 | 0.44 | 0.53 | 0.49 | 0.53 | 0.54 | 0.52 | 0.46 | 0.59 | 0.55 | 0.51 | 0.46 | 1.00 | 0.58 | 0.48 | 0.54 | 0.49 | 0.57 | 0.56 | 0.55 | 0.51 | 0.54 | 0.59 | 0.55 | 0.61 |
| NDSN | 0.32 | 0.19 | 0.14 | 0.30 | 0.25 | 0.24 | 0.29 | 0.25 | 0.38 | 0.46 | 0.47 | 0.36 | 0.28 | 0.31 | 0.39 | 0.34 | 0.26 | 0.30 | 0.37 | 0.35 | 0.38 | 0.46 | 0.35 | 0.32 | 0.30 | 0.37 | 0.50 | 0.29 | 0.43 | 0.41 | 0.30 | 0.51 | 0.51 | 0.55 | 0.33 | 0.43 | 0.57 | 0.51 | 0.47 | 0.41 | 0.51 | 0.49 | 0.60 | 0.50 | 0.51 | 0.48 | 0.56 | 0.64 | 0.52 | 0.45 | 0.58 | 1.00 | 0.56 | 0.62 | 0.56 | 0.64 | 0.50 | 0.55 | 0.57 | 0.58 | 0.65 | 0.55 | 0.66 |
| BEN | 0.32 | 0.21 | 0.18 | 0.30 | 0.26 | 0.24 | 0.29 | 0.28 | 0.39 | 0.35 | 0.46 | 0.46 | 0.29 | 0.34 | 0.46 | 0.38 | 0.27 | 0.29 | 0.45 | 0.33 | 0.35 | 0.50 | 0.41 | 0.35 | 0.31 | 0.42 | 0.51 | 0.31 | 0.47 | 0.41 | 0.31 | 0.48 | 0.47 | 0.47 | 0.36 | 0.41 | 0.57 | 0.47 | 0.50 | 0.47 | 0.45 | 0.46 | 0.54 | 0.46 | 0.49 | 0.57 | 0.46 | 0.60 | 0.49 | 0.54 | 0.48 | 0.56 | 1.00 | 0.59 | 0.55 | 0.60 | 0.49 | 0.55 | 0.56 | 0.74 | 0.60 | 0.51 | 0.59 |
| SWK | 0.35 | 0.18 | 0.15 | 0.28 | 0.25 | 0.22 | 0.27 | 0.27 | 0.39 | 0.40 | 0.48 | 0.38 | 0.26 | 0.33 | 0.38 | 0.33 | 0.25 | 0.29 | 0.40 | 0.34 | 0.37 | 0.51 | 0.38 | 0.31 | 0.29 | 0.39 | 0.51 | 0.31 | 0.41 | 0.40 | 0.30 | 0.51 | 0.54 | 0.50 | 0.33 | 0.42 | 0.59 | 0.48 | 0.49 | 0.40 | 0.52 | 0.48 | 0.62 | 0.45 | 0.51 | 0.50 | 0.51 | 0.66 | 0.51 | 0.48 | 0.54 | 0.62 | 0.59 | 1.00 | 0.55 | 0.61 | 0.50 | 0.62 | 0.60 | 0.60 | 0.64 | 0.54 | 0.68 |
| GPC | 0.30 | 0.24 | 0.24 | 0.31 | 0.33 | 0.25 | 0.32 | 0.34 | 0.44 | 0.35 | 0.39 | 0.40 | 0.34 | 0.34 | 0.41 | 0.41 | 0.33 | 0.35 | 0.42 | 0.41 | 0.35 | 0.50 | 0.43 | 0.36 | 0.36 | 0.46 | 0.49 | 0.36 | 0.46 | 0.36 | 0.37 | 0.48 | 0.53 | 0.54 | 0.39 | 0.40 | 0.52 | 0.41 | 0.50 | 0.48 | 0.47 | 0.47 | 0.53 | 0.48 | 0.48 | 0.53 | 0.51 | 0.56 | 0.47 | 0.52 | 0.49 | 0.56 | 0.55 | 0.55 | 1.00 | 0.57 | 0.51 | 0.53 | 0.55 | 0.54 | 0.57 | 0.50 | 0.62 |
| EMR | 0.31 | 0.15 | 0.16 | 0.32 | 0.21 | 0.23 | 0.27 | 0.24 | 0.36 | 0.35 | 0.49 | 0.53 | 0.27 | 0.30 | 0.54 | 0.38 | 0.24 | 0.26 | 0.40 | 0.33 | 0.36 | 0.45 | 0.37 | 0.33 | 0.30 | 0.41 | 0.57 | 0.29 | 0.49 | 0.38 | 0.29 | 0.51 | 0.47 | 0.58 | 0.35 | 0.43 | 0.70 | 0.47 | 0.53 | 0.46 | 0.45 | 0.55 | 0.58 | 0.46 | 0.55 | 0.55 | 0.52 | 0.65 | 0.54 | 0.50 | 0.57 | 0.64 | 0.60 | 0.61 | 0.57 | 1.00 | 0.50 | 0.60 | 0.59 | 0.60 | 0.72 | 0.54 | 0.69 |
| ADP | 0.27 | 0.29 | 0.30 | 0.36 | 0.33 | 0.36 | 0.34 | 0.34 | 0.35 | 0.43 | 0.36 | 0.35 | 0.38 | 0.40 | 0.37 | 0.40 | 0.37 | 0.40 | 0.38 | 0.45 | 0.44 | 0.40 | 0.40 | 0.43 | 0.43 | 0.43 | 0.40 | 0.43 | 0.41 | 0.48 | 0.47 | 0.47 | 0.47 | 0.44 | 0.47 | 0.49 | 0.41 | 0.56 | 0.49 | 0.50 | 0.49 | 0.50 | 0.46 | 0.54 | 0.51 | 0.51 | 0.59 | 0.48 | 0.51 | 0.54 | 0.56 | 0.50 | 0.49 | 0.50 | 0.51 | 0.50 | 1.00 | 0.51 | 0.51 | 0.56 | 0.51 | 0.55 | 0.55 |
| MMM | 0.34 | 0.27 | 0.25 | 0.34 | 0.32 | 0.28 | 0.32 | 0.30 | 0.37 | 0.34 | 0.42 | 0.41 | 0.33 | 0.33 | 0.41 | 0.39 | 0.36 | 0.36 | 0.45 | 0.38 | 0.41 | 0.46 | 0.38 | 0.45 | 0.39 | 0.39 | 0.46 | 0.39 | 0.44 | 0.43 | 0.39 | 0.49 | 0.45 | 0.48 | 0.42 | 0.46 | 0.56 | 0.45 | 0.53 | 0.46 | 0.48 | 0.52 | 0.55 | 0.42 | 0.51 | 0.52 | 0.48 | 0.57 | 0.51 | 0.50 | 0.55 | 0.55 | 0.55 | 0.62 | 0.53 | 0.60 | 0.51 | 1.00 | 0.56 | 0.56 | 0.58 | 0.52 | 0.66 |
| PPG | 0.35 | 0.22 | 0.21 | 0.32 | 0.28 | 0.27 | 0.28 | 0.30 | 0.36 | 0.38 | 0.50 | 0.37 | 0.30 | 0.35 | 0.38 | 0.38 | 0.32 | 0.34 | 0.41 | 0.37 | 0.39 | 0.48 | 0.39 | 0.36 | 0.35 | 0.42 | 0.54 | 0.35 | 0.44 | 0.43 | 0.36 | 0.49 | 0.49 | 0.48 | 0.39 | 0.46 | 0.53 | 0.48 | 0.47 | 0.46 | 0.63 | 0.46 | 0.56 | 0.47 | 0.61 | 0.51 | 0.52 | 0.57 | 0.59 | 0.49 | 0.51 | 0.57 | 0.56 | 0.60 | 0.55 | 0.59 | 0.51 | 0.56 | 1.00 | 0.55 | 0.60 | 0.63 | 0.63 |
| TROW | 0.29 | 0.20 | 0.17 | 0.32 | 0.26 | 0.28 | 0.32 | 0.30 | 0.41 | 0.42 | 0.47 | 0.41 | 0.29 | 0.36 | 0.43 | 0.38 | 0.28 | 0.31 | 0.44 | 0.36 | 0.37 | 0.51 | 0.40 | 0.37 | 0.31 | 0.41 | 0.49 | 0.31 | 0.44 | 0.45 | 0.35 | 0.53 | 0.52 | 0.50 | 0.36 | 0.45 | 0.54 | 0.56 | 0.50 | 0.47 | 0.49 | 0.48 | 0.55 | 0.53 | 0.50 | 0.56 | 0.55 | 0.59 | 0.52 | 0.53 | 0.54 | 0.58 | 0.74 | 0.60 | 0.54 | 0.60 | 0.56 | 0.56 | 0.55 | 1.00 | 0.60 | 0.55 | 0.60 |
| DOV | 0.32 | 0.18 | 0.18 | 0.28 | 0.24 | 0.25 | 0.28 | 0.26 | 0.36 | 0.38 | 0.48 | 0.46 | 0.29 | 0.32 | 0.50 | 0.33 | 0.28 | 0.29 | 0.38 | 0.34 | 0.35 | 0.47 | 0.37 | 0.32 | 0.32 | 0.39 | 0.53 | 0.33 | 0.47 | 0.41 | 0.31 | 0.52 | 0.48 | 0.57 | 0.35 | 0.43 | 0.65 | 0.48 | 0.50 | 0.45 | 0.48 | 0.51 | 0.58 | 0.49 | 0.55 | 0.52 | 0.53 | 0.69 | 0.55 | 0.50 | 0.59 | 0.65 | 0.60 | 0.64 | 0.57 | 0.72 | 0.51 | 0.58 | 0.60 | 0.60 | 1.00 | 0.56 | 0.71 |
| ECL | 0.33 | 0.29 | 0.25 | 0.32 | 0.30 | 0.34 | 0.33 | 0.33 | 0.35 | 0.43 | 0.45 | 0.34 | 0.35 | 0.38 | 0.36 | 0.36 | 0.38 | 0.38 | 0.36 | 0.42 | 0.42 | 0.42 | 0.39 | 0.40 | 0.43 | 0.41 | 0.45 | 0.44 | 0.38 | 0.46 | 0.44 | 0.46 | 0.47 | 0.48 | 0.46 | 0.47 | 0.46 | 0.54 | 0.47 | 0.46 | 0.58 | 0.46 | 0.51 | 0.52 | 0.61 | 0.49 | 0.56 | 0.55 | 0.60 | 0.50 | 0.55 | 0.55 | 0.51 | 0.54 | 0.50 | 0.54 | 0.55 | 0.52 | 0.63 | 0.55 | 0.56 | 1.00 | 0.58 |
| ITW | 0.32 | 0.23 | 0.24 | 0.35 | 0.30 | 0.29 | 0.33 | 0.31 | 0.39 | 0.40 | 0.47 | 0.43 | 0.33 | 0.35 | 0.44 | 0.39 | 0.34 | 0.35 | 0.43 | 0.40 | 0.42 | 0.48 | 0.39 | 0.41 | 0.39 | 0.44 | 0.54 | 0.39 | 0.47 | 0.44 | 0.39 | 0.55 | 0.51 | 0.60 | 0.41 | 0.46 | 0.63 | 0.50 | 0.53 | 0.49 | 0.53 | 0.56 | 0.63 | 0.51 | 0.57 | 0.56 | 0.56 | 0.68 | 0.57 | 0.52 | 0.61 | 0.66 | 0.59 | 0.68 | 0.62 | 0.69 | 0.55 | 0.66 | 0.63 | 0.60 | 0.71 | 0.58 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 11 дек. 2012 г.