PJM
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
PJM
Последнее обновление 9 апр. 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
A Agilent Technologies, Inc. | Healthcare | 1.33% |
ABT Abbott Laboratories | Healthcare | 1.33% |
ADBE Adobe Inc | Technology | 1.33% |
ADM Archer-Daniels-Midland Company | Consumer Defensive | 1.33% |
ADP Automatic Data Processing, Inc. | Industrials | 1.33% |
ADSK Autodesk, Inc. | Technology | 1.33% |
AEE Ameren Corporation | Utilities | 1.33% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 1.33% |
BDX Becton, Dickinson and Company | Healthcare | 1.33% |
BMY Bristol-Myers Squibb Company | Healthcare | 1.33% |
CHD Church & Dwight Co., Inc. | Consumer Defensive | 1.33% |
CL Colgate-Palmolive Company | Consumer Defensive | 1.33% |
CMCSA Comcast Corporation | Communication Services | 1.33% |
CME CME Group Inc. | Financial Services | 1.33% |
CNC Centene Corporation | Healthcare | 1.33% |
COO The Cooper Companies, Inc. | Healthcare | 1.33% |
COP ConocoPhillips Company | Energy | 1.33% |
CSGP CoStar Group, Inc. | Real Estate | 1.33% |
CSX CSX Corporation | Industrials | 1.33% |
CTSH | 1.33% | |
CVS | 1.33% | |
DHR | 1.33% | |
ELV | 1.33% | |
EOG | 1.33% | |
ERIE | 1.33% | |
FDX | 1.33% | |
FTV | 1.33% | |
GOOG | 1.33% | |
HSY | 1.33% | |
HUM | 1.33% | |
IDXX | 1.33% | |
ITW | 1.33% | |
JNJ | 1.33% | |
KDP | 1.33% | |
KHC | 1.33% | |
KMB | 1.33% | |
KO | 1.33% | |
LOW | 1.33% | |
MCD | 1.33% | |
MCHP | 1.33% | |
MDLZ | 1.33% | |
MMC | 1.33% | |
MNST | 1.33% | |
MPWR | 1.33% | |
MSFT | 1.33% | |
NEE | 1.33% | |
NKE | 1.33% | |
PEP | 1.33% | |
PPG | 1.33% | |
PYPL | 1.33% | |
QCOM | 1.33% | |
RMD | 1.33% | |
ROK | 1.33% | |
ROL | 1.33% | |
ROP | 1.33% | |
ROST | 1.33% | |
SRE | 1.33% | |
STLD | 1.33% | |
STZ | 1.33% | |
SYY | 1.33% | |
TDY | 1.33% | |
TGT | 1.33% | |
TMO | 1.33% | |
TMUS | 1.33% | |
UNH | 1.33% | |
UPS | 1.33% | |
V | 1.33% | |
VEEV | 1.33% | |
WDAY | 1.33% | |
WM | 1.33% | |
WST | 1.33% | |
WTW | 1.33% | |
XYL | 1.33% | |
ZBH | 1.33% | |
ZTS | 1.33% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в PJM 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
PJM
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 6 дек. 2002 г., начальной даты CME
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -15.28% | -13.65% | -13.36% | -4.22% | 12.35% | 9.04% |
| PJM | -10.40% | -11.31% | -16.00% | -12.94% | 9.20% | N/A |
| Активы портфеля: | ||||||
ABT Abbott Laboratories | 10.16% | -9.76% | 7.97% | 12.49% | 9.53% | 12.30% |
ADBE Adobe Inc | -23.54% | -21.85% | -31.19% | -30.97% | 1.31% | 16.12% |
A Agilent Technologies, Inc. | -25.93% | -18.37% | -31.16% | -32.14% | 5.59% | 9.51% |
GOOG | -22.94% | -12.65% | -9.90% | -6.87% | 19.53% | N/A |
AMZN Amazon.com, Inc. | -22.21% | -12.28% | -7.84% | -8.08% | 10.86% | 24.53% |
AEE Ameren Corporation | 6.47% | -4.37% | 10.69% | 31.48% | 6.65% | 11.75% |
ADM Archer-Daniels-Midland Company | -16.35% | -17.43% | -25.13% | -32.12% | 5.02% | 1.53% |
ADSK Autodesk, Inc. | -19.19% | -3.85% | -13.74% | -3.67% | 7.72% | 14.34% |
ADP Automatic Data Processing, Inc. | -4.95% | -8.17% | -2.81% | 13.08% | 16.69% | 14.86% |
BDX Becton, Dickinson and Company | -11.08% | -11.70% | -14.91% | -16.87% | -2.19% | 5.24% |
BMY Bristol-Myers Squibb Company | -4.11% | -15.00% | 2.72% | 7.90% | 1.59% | 1.25% |
CNC Centene Corporation | 3.00% | 4.98% | -13.75% | -14.18% | -1.25% | 5.94% |
CHD Church & Dwight Co., Inc. | -2.70% | -10.25% | 1.51% | 0.80% | 9.54% | 10.48% |
CME CME Group Inc. | 10.36% | -2.76% | 19.18% | 27.20% | 10.50% | 15.28% |
KO | 10.70% | -3.53% | -0.18% | 17.99% | 10.28% | N/A |
CTSH | -13.27% | -20.87% | -12.81% | -5.66% | 5.73% | N/A |
CL Colgate-Palmolive Company | -1.99% | -9.13% | -11.34% | 3.28% | 7.36% | 4.87% |
CMCSA Comcast Corporation | -10.96% | -8.23% | -19.28% | -15.46% | -0.30% | 3.25% |
COP ConocoPhillips Company | -15.97% | -11.02% | -24.38% | -35.91% | 23.41% | 5.46% |
STZ | -22.18% | -9.77% | -28.17% | -33.78% | 2.11% | N/A |
COO The Cooper Companies, Inc. | -22.22% | -10.50% | -33.05% | -27.72% | -0.71% | 4.36% |
CSGP CoStar Group, Inc. | 2.29% | -8.36% | -3.26% | -23.47% | 3.03% | 13.48% |
CSX CSX Corporation | -16.95% | -12.92% | -21.52% | -24.67% | 5.98% | 10.76% |
CVS | 52.57% | 3.68% | 4.98% | -3.61% | 5.55% | N/A |
DHR | -23.80% | -14.78% | -34.96% | -29.76% | 6.67% | N/A |
ELV | 17.30% | 5.21% | -11.96% | -15.03% | 13.66% | N/A |
EOG | -13.77% | -16.63% | -18.70% | -21.25% | 24.20% | N/A |
ERIE | -7.06% | -15.27% | -28.07% | -1.73% | 20.50% | N/A |
FDX | -29.21% | -19.65% | -24.37% | -26.83% | 12.13% | N/A |
FTV | -16.48% | -16.47% | -18.37% | -25.36% | 4.61% | N/A |
HSY | -5.25% | -14.63% | -13.48% | -15.72% | 4.36% | N/A |
HUM | 11.50% | 12.59% | 15.65% | -10.72% | -3.02% | N/A |
IDXX | -12.67% | -17.28% | -23.94% | -30.54% | 6.93% | N/A |
ITW | -13.34% | -17.90% | -14.32% | -14.83% | 9.03% | N/A |
JNJ | 4.55% | -10.55% | -5.13% | 1.66% | 4.11% | N/A |
KDP | 5.99% | 3.86% | -6.01% | 11.16% | 7.04% | N/A |
KMB | 2.62% | -9.58% | -4.58% | 7.88% | 3.84% | N/A |
KHC | -8.67% | -14.06% | -18.07% | -21.78% | 4.27% | N/A |
LOW | -13.85% | -12.66% | -22.97% | -11.79% | 19.51% | N/A |
MMC | 4.62% | -6.28% | -2.00% | 9.57% | 19.79% | N/A |
MCD | 4.03% | -5.49% | -0.15% | 13.99% | 12.92% | N/A |
MCHP | -37.92% | -33.88% | -54.15% | -60.49% | -0.34% | N/A |
MSFT | -15.71% | -6.73% | -14.73% | -16.19% | 17.61% | N/A |
MDLZ | 8.00% | -5.34% | -8.49% | -2.95% | 6.64% | N/A |
MPWR | -22.86% | -21.52% | -51.14% | -32.76% | 23.06% | N/A |
MNST | 4.66% | -1.36% | 10.53% | -1.33% | 12.75% | N/A |
NEE | -9.84% | -15.82% | -19.25% | 0.82% | 3.37% | N/A |
NKE | -29.25% | -30.27% | -34.73% | -40.36% | -8.24% | N/A |
PYPL | -32.74% | -15.77% | -29.69% | -14.31% | -11.56% | N/A |
PEP | -6.91% | -10.21% | -17.26% | -15.02% | 3.99% | N/A |
PPG | -22.82% | -20.08% | -27.26% | -34.12% | 0.69% | N/A |
QCOM | -18.41% | -19.56% | -25.99% | -27.57% | 14.24% | N/A |
RMD | -10.36% | -13.56% | -13.33% | 6.24% | 5.98% | N/A |
ROK | -23.04% | -19.01% | -18.11% | -22.23% | 7.40% | N/A |
ROL | 9.63% | -3.12% | 2.31% | 13.99% | 17.49% | N/A |
ROP | 0.18% | -9.80% | -4.61% | -3.92% | 11.15% | N/A |
ROST | -15.84% | -3.64% | -10.38% | -8.34% | 8.49% | N/A |
SRE | -26.63% | -7.35% | -20.51% | -8.17% | 2.84% | N/A |
STLD | -2.98% | -7.31% | -14.64% | -23.71% | 38.46% | N/A |
SYY | -9.85% | -11.24% | -7.62% | -9.82% | 9.38% | N/A |
TMUS | 11.96% | -7.62% | 16.94% | 55.14% | 24.16% | N/A |
TGT | -33.78% | -22.04% | -41.58% | -46.69% | -0.84% | N/A |
TDY | -6.16% | -9.08% | -2.23% | 4.68% | 5.86% | N/A |
TMO | -19.33% | -20.34% | -29.92% | -28.63% | 6.01% | N/A |
UPS | -26.06% | -23.79% | -29.04% | -35.81% | 2.15% | N/A |
UNH | 9.80% | 15.17% | -5.69% | 22.23% | 17.72% | N/A |
VEEV | -0.41% | -12.62% | 1.23% | -3.30% | 5.27% | N/A |
V | -2.29% | -9.73% | 11.72% | 12.23% | 13.01% | N/A |
WM | 7.67% | -4.61% | 2.72% | 6.36% | 18.75% | N/A |
WST | -41.84% | -15.77% | -33.47% | -51.36% | 3.42% | N/A |
WTW | -3.31% | -8.77% | 1.91% | 15.30% | 10.56% | N/A |
WDAY | -18.43% | -13.39% | -12.58% | -22.36% | 7.71% | N/A |
XYL | -11.07% | -19.80% | -24.08% | -19.32% | 9.54% | N/A |
ZBH | -2.48% | -6.90% | -0.21% | -19.86% | -0.04% | N/A |
ZTS | -11.10% | -15.94% | -23.65% | -12.68% | 3.14% | N/A |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью PJM, 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 | 3.98% | -1.27% | -2.86% | -10.16% | -10.40% | ||||||||
| 2024 | -0.18% | 4.09% | 2.01% | -5.11% | 0.91% | 1.32% | 2.67% | 3.01% | 0.77% | -4.91% | 2.85% | -5.30% | 1.49% |
| 2023 | 4.76% | -2.57% | 3.38% | 0.68% | -3.34% | 6.74% | 2.81% | -2.27% | -5.02% | -2.57% | 8.69% | 4.69% | 15.96% |
| 2022 | -8.09% | -2.17% | 3.22% | -7.78% | -0.39% | -5.73% | 9.73% | -3.90% | -8.79% | 8.16% | 6.32% | -5.05% | -15.59% |
| 2021 | -2.53% | 1.06% | 3.28% | 5.69% | 0.95% | 2.75% | 4.02% | 2.38% | -6.14% | 6.80% | -2.86% | 4.16% | 20.47% |
| 2020 | 1.60% | -6.55% | -9.67% | 13.55% | 7.13% | 2.22% | 7.83% | 5.41% | -1.36% | -0.76% | 8.90% | 3.22% | 33.37% |
| 2019 | 7.63% | 4.51% | 1.77% | 4.38% | -4.03% | 6.55% | 1.03% | -0.34% | -0.40% | 0.72% | 3.87% | 2.66% | 31.61% |
| 2018 | 7.32% | -3.35% | -0.29% | 0.09% | 2.63% | 1.78% | 3.69% | 4.99% | 0.85% | -7.19% | 4.44% | -8.55% | 5.23% |
| 2017 | 2.99% | 4.05% | 1.24% | 2.67% | 3.85% | -0.03% | 1.62% | 1.25% | 1.66% | 4.00% | 3.08% | -0.20% | 29.43% |
| 2016 | 3.71% | 0.38% | 0.62% | -2.24% | 3.47% | 0.69% | 6.70% |
Комиссия
Комиссия PJM 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 рейтинг PJM составляет 2, что хуже, чем результаты 98% других 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.
Portfolio: -0.91
^GSPC: -0.27
Portfolio: -1.13
^GSPC: -0.24
Portfolio: 0.85
^GSPC: 0.97
Portfolio: -0.72
^GSPC: -0.23
Portfolio: -2.84
^GSPC: -1.14
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
ABT Abbott Laboratories | 0.67 | 1.09 | 1.14 | 0.54 | 2.80 |
ADBE Adobe Inc | -0.83 | -1.03 | 0.85 | -0.59 | -1.74 |
A Agilent Technologies, Inc. | -1.10 | -1.51 | 0.81 | -0.71 | -2.40 |
GOOG | -0.15 | -0.01 | 1.00 | -0.15 | -0.38 |
AMZN Amazon.com, Inc. | -0.26 | -0.15 | 0.98 | -0.26 | -0.85 |
AEE Ameren Corporation | 1.80 | 2.44 | 1.32 | 1.38 | 10.75 |
ADM Archer-Daniels-Midland Company | -1.22 | -1.68 | 0.79 | -0.58 | -1.96 |
ADSK Autodesk, Inc. | -0.09 | 0.07 | 1.01 | -0.06 | -0.26 |
ADP Automatic Data Processing, Inc. | 0.88 | 1.23 | 1.17 | 1.22 | 4.73 |
BDX Becton, Dickinson and Company | -0.84 | -1.03 | 0.87 | -0.63 | -2.86 |
BMY Bristol-Myers Squibb Company | 0.28 | 0.65 | 1.08 | 0.18 | 0.87 |
CNC Centene Corporation | -0.44 | -0.42 | 0.95 | -0.34 | -0.78 |
CHD Church & Dwight Co., Inc. | 0.04 | 0.19 | 1.02 | 0.06 | 0.13 |
CME CME Group Inc. | 1.52 | 2.06 | 1.27 | 1.80 | 6.33 |
KO | 1.14 | 1.67 | 1.21 | 1.19 | 2.63 |
CTSH | -0.23 | -0.16 | 0.98 | -0.18 | -0.82 |
CL Colgate-Palmolive Company | 0.16 | 0.34 | 1.04 | 0.15 | 0.28 |
CMCSA Comcast Corporation | -0.63 | -0.68 | 0.90 | -0.42 | -1.50 |
COP ConocoPhillips Company | -1.30 | -1.79 | 0.76 | -1.00 | -1.96 |
STZ | -1.23 | -1.59 | 0.76 | -0.87 | -1.95 |
COO The Cooper Companies, Inc. | -1.02 | -1.45 | 0.82 | -0.74 | -2.14 |
CSGP CoStar Group, Inc. | -0.76 | -1.00 | 0.89 | -0.74 | -1.16 |
CSX CSX Corporation | -1.07 | -1.46 | 0.82 | -0.86 | -2.68 |
CVS | -0.13 | 0.11 | 1.01 | -0.09 | -0.25 |
DHR | -1.08 | -1.44 | 0.81 | -0.71 | -1.97 |
ELV | -0.52 | -0.56 | 0.92 | -0.40 | -0.71 |
EOG | -0.80 | -0.97 | 0.87 | -0.88 | -2.63 |
ERIE | -0.12 | 0.04 | 1.00 | -0.12 | -0.21 |
FDX | -0.76 | -0.91 | 0.85 | -0.73 | -2.15 |
FTV | -1.05 | -1.33 | 0.82 | -0.94 | -2.33 |
HSY | -0.58 | -0.73 | 0.92 | -0.34 | -1.16 |
HUM | -0.22 | -0.04 | 0.99 | -0.15 | -0.36 |
IDXX | -1.04 | -1.47 | 0.82 | -0.62 | -1.83 |
ITW | -0.76 | -0.95 | 0.88 | -0.72 | -2.28 |
JNJ | 0.08 | 0.24 | 1.03 | 0.09 | 0.26 |
KDP | 0.63 | 0.94 | 1.13 | 0.17 | 1.32 |
KMB | 0.48 | 0.76 | 1.11 | 0.63 | 1.51 |
KHC | -0.97 | -1.26 | 0.85 | -0.37 | -1.55 |
LOW | -0.43 | -0.45 | 0.95 | -0.40 | -1.10 |
MMC | 0.58 | 0.83 | 1.11 | 0.84 | 2.32 |
MCD | 0.77 | 1.18 | 1.16 | 0.88 | 2.79 |
MCHP | -1.25 | -1.98 | 0.75 | -0.92 | -2.00 |
MSFT | -0.73 | -0.87 | 0.89 | -0.68 | -1.64 |
MDLZ | -0.16 | -0.08 | 0.99 | -0.12 | -0.27 |
MPWR | -0.50 | -0.38 | 0.95 | -0.58 | -1.29 |
MNST | -0.06 | 0.08 | 1.01 | -0.06 | -0.18 |
NEE | 0.10 | 0.31 | 1.04 | 0.09 | 0.26 |
NKE | -1.05 | -1.34 | 0.78 | -0.57 | -2.03 |
PYPL | -0.34 | -0.24 | 0.97 | -0.15 | -1.04 |
PEP | -0.76 | -0.97 | 0.88 | -0.60 | -1.35 |
PPG | -1.44 | -2.00 | 0.75 | -0.71 | -2.54 |
QCOM | -0.64 | -0.71 | 0.91 | -0.58 | -1.10 |
RMD | 0.25 | 0.63 | 1.09 | 0.23 | 1.24 |
ROK | -0.62 | -0.78 | 0.91 | -0.58 | -2.30 |
ROL | 0.60 | 0.90 | 1.13 | 1.14 | 3.00 |
ROP | -0.19 | -0.12 | 0.98 | -0.30 | -0.79 |
ROST | -0.35 | -0.37 | 0.96 | -0.38 | -1.03 |
SRE | -0.22 | -0.09 | 0.98 | -0.21 | -0.65 |
STLD | -0.68 | -0.89 | 0.90 | -0.84 | -1.51 |
SYY | -0.42 | -0.45 | 0.94 | -0.49 | -1.38 |
TMUS | 2.42 | 2.99 | 1.46 | 3.81 | 12.04 |
TGT | -1.23 | -1.73 | 0.74 | -0.74 | -2.53 |
TDY | 0.18 | 0.40 | 1.06 | 0.17 | 1.00 |
TMO | -1.19 | -1.71 | 0.80 | -0.75 | -2.55 |
UPS | -1.21 | -1.54 | 0.76 | -0.66 | -2.63 |
UNH | 0.79 | 1.20 | 1.17 | 0.90 | 2.16 |
VEEV | -0.08 | 0.12 | 1.01 | -0.05 | -0.25 |
V | 0.61 | 0.89 | 1.13 | 0.80 | 3.01 |
WM | 0.31 | 0.54 | 1.08 | 0.51 | 1.17 |
WST | -0.96 | -1.19 | 0.77 | -0.87 | -2.16 |
WTW | 0.68 | 1.01 | 1.14 | 1.12 | 3.70 |
WDAY | -0.62 | -0.72 | 0.91 | -0.66 | -1.78 |
XYL | -0.79 | -0.94 | 0.87 | -0.66 | -1.65 |
ZBH | -0.81 | -1.01 | 0.87 | -0.45 | -1.21 |
ZTS | -0.47 | -0.49 | 0.94 | -0.30 | -1.23 |
PJM
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность PJM за предыдущие двенадцать месяцев составила 2.00%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.00% | 1.78% | 1.61% | 1.55% | 1.24% | 1.38% | 1.40% | 7.04% | 1.43% | 2.00% | 1.63% | 1.36% |
| Активы портфеля: | ||||||||||||
ABT Abbott Laboratories | 1.81% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
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% |
A Agilent Technologies, Inc. | 0.97% | 0.71% | 0.66% | 0.71% | 0.49% | 0.46% | 0.79% | 0.91% | 0.81% | 1.05% | 1.23% | 0.69% |
GOOG | 0.55% | 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 | 2.89% | 3.01% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 3.27% | 3.83% | 3.49% |
ADM Archer-Daniels-Midland Company | 4.81% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
ADSK Autodesk, 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% |
ADP Automatic Data Processing, Inc. | 2.12% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% |
BDX Becton, Dickinson and Company | 1.98% | 1.71% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.61% |
BMY Bristol-Myers Squibb Company | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% |
CNC Centene Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CHD Church & Dwight Co., Inc. | 1.13% | 1.08% | 1.15% | 1.31% | 0.99% | 1.10% | 1.30% | 1.33% | 1.51% | 1.61% | 1.58% | 1.57% |
CME CME Group Inc. | 4.12% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
KO | 2.87% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
CTSH | 1.82% | 1.56% | 1.54% | 1.89% | 1.08% | 1.07% | 1.29% | 1.26% | 0.63% | 0.00% | 0.00% | 0.00% |
CL Colgate-Palmolive Company | 2.26% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
CMCSA Comcast Corporation | 3.84% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% |
COP ConocoPhillips Company | 3.29% | 2.54% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% |
STZ | 2.36% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% |
COO The Cooper Companies, Inc. | 0.00% | 0.00% | 0.02% | 0.02% | 0.01% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.04% |
CSGP CoStar Group, 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% |
CSX CSX Corporation | 1.84% | 1.49% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% |
CVS | 3.93% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% |
DHR | 0.65% | 0.47% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% |
ELV | 1.53% | 1.77% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% |
EOG | 3.53% | 2.97% | 4.80% | 6.79% | 4.07% | 2.83% | 1.21% | 0.87% | 0.62% | 0.66% | 0.95% | 0.56% |
ERIE | 1.39% | 1.24% | 1.42% | 1.79% | 2.15% | 2.39% | 2.17% | 2.52% | 2.57% | 1.95% | 3.61% | 2.80% |
FDX | 2.79% | 1.92% | 1.95% | 2.42% | 1.12% | 1.00% | 1.72% | 1.52% | 0.76% | 0.78% | 0.64% | 0.43% |
FTV | 0.51% | 0.43% | 0.39% | 0.44% | 0.37% | 0.35% | 0.37% | 0.41% | 0.39% | 0.26% | 0.00% | 0.00% |
HSY | 3.44% | 3.24% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% |
HUM | 1.26% | 1.40% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% | 0.77% |
IDXX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITW | 2.70% | 2.29% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% |
JNJ | 3.31% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
KDP | 2.70% | 2.72% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% |
KMB | 3.69% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
KHC | 5.78% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% | 0.00% |
LOW | 2.15% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
MMC | 1.48% | 1.44% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% | 1.85% |
MCD | 2.29% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
MCHP | 5.14% | 3.16% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.08% | 3.16% |
MSFT | 0.89% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
MDLZ | 2.86% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
MPWR | 1.17% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% |
MNST | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NEE | 3.29% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
NKE | 2.89% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% |
PYPL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PEP | 3.88% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
PPG | 2.93% | 2.23% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% |
QCOM | 2.73% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
RMD | 1.01% | 0.88% | 1.07% | 0.83% | 0.62% | 0.73% | 0.98% | 1.26% | 1.61% | 2.03% | 2.16% | 1.89% |
ROK | 2.34% | 1.77% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% | 2.15% |
ROL | 1.24% | 1.33% | 1.24% | 1.18% | 0.99% | 0.61% | 1.27% | 1.29% | 1.20% | 1.48% | 1.62% | 1.57% |
ROP | 0.61% | 0.58% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% |
ROST | 1.19% | 0.97% | 0.97% | 1.07% | 1.00% | 0.23% | 0.88% | 1.08% | 0.80% | 0.82% | 0.88% | 0.85% |
SRE | 3.93% | 2.83% | 3.18% | 2.96% | 3.33% | 3.28% | 2.56% | 3.31% | 3.08% | 3.04% | 2.98% | 2.37% |
STLD | 1.71% | 1.61% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.09% | 2.33% |
SYY | 3.00% | 2.64% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% |
TMUS | 1.24% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TGT | 5.02% | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% |
TDY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMO | 0.38% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
UPS | 7.10% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
UNH | 1.52% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
VEEV | 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 | 0.72% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
WM | 1.42% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% |
WST | 0.43% | 0.25% | 0.22% | 0.31% | 0.15% | 0.23% | 0.41% | 0.58% | 0.54% | 0.58% | 0.75% | 0.77% |
WTW | 1.18% | 1.12% | 1.39% | 1.34% | 1.27% | 1.31% | 1.29% | 1.58% | 1.41% | 1.57% | 0.00% | 0.00% |
WDAY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XYL | 1.44% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.55% | 1.34% |
ZBH | 0.93% | 0.91% | 0.79% | 0.75% | 0.76% | 0.62% | 0.64% | 0.93% | 0.80% | 0.93% | 0.86% | 0.78% |
ZTS | 1.24% | 1.06% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
PJM
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
PJM показал максимальную просадку в 31.83%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 53 торговые сессии.
Текущая просадка PJM составляет 14.80%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -31.83% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 53 | 8 июн. 2020 г. | 76 |
| -23.96% | 17 нояб. 2021 г. | 146 | 16 июн. 2022 г. | 414 | 9 февр. 2024 г. | 560 |
| -17.36% | 17 сент. 2018 г. | 69 | 24 дек. 2018 г. | 45 | 1 мар. 2019 г. | 114 |
| -17.08% | 15 окт. 2024 г. | 120 | 8 апр. 2025 г. | — | — | — |
| -9.74% | 29 янв. 2018 г. | 9 | 8 февр. 2018 г. | 81 | 6 июн. 2018 г. | 90 |
Волатильность
График волатильности
Текущая волатильность PJM составляет 7.29%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
PJM
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| EOG | COP | CHD | CME | HUM | BMY | ERIE | KMB | HSY | AEE | KHC | STLD | CNC | NEE | CVS | SRE | KDP | TGT | TMUS | AMZN | ADM | JNJ | CL | ELV | UNH | STZ | WDAY | VEEV | SYY | ROST | QCOM | MCD | MPWR | CMCSA | ROL | PYPL | BDX | WST | GOOG | FDX | KO | NKE | PEP | MDLZ | CSGP | MCHP | RMD | ZBH | WTW | MNST | WM | LOW | ADBE | UPS | CSX | TDY | COO | IDXX | ABT | MSFT | ADSK | TMO | PPG | DHR | ROK | ZTS | CTSH | MMC | XYL | V | FTV | A | ROP | ADP | ITW | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EOG | 1.00 | 0.81 | -0.04 | 0.14 | 0.16 | 0.17 | 0.14 | 0.04 | 0.07 | 0.08 | 0.20 | 0.40 | 0.21 | 0.07 | 0.25 | 0.22 | 0.10 | 0.20 | 0.14 | 0.15 | 0.40 | 0.13 | 0.07 | 0.23 | 0.21 | 0.23 | 0.12 | 0.10 | 0.25 | 0.22 | 0.23 | 0.14 | 0.20 | 0.22 | 0.12 | 0.18 | 0.13 | 0.11 | 0.21 | 0.31 | 0.14 | 0.21 | 0.07 | 0.13 | 0.16 | 0.25 | 0.15 | 0.25 | 0.20 | 0.13 | 0.17 | 0.21 | 0.14 | 0.26 | 0.35 | 0.31 | 0.15 | 0.12 | 0.12 | 0.16 | 0.20 | 0.13 | 0.26 | 0.13 | 0.30 | 0.15 | 0.25 | 0.22 | 0.28 | 0.23 | 0.29 | 0.21 | 0.22 | 0.23 | 0.32 |
| COP | 0.81 | 1.00 | -0.02 | 0.18 | 0.16 | 0.19 | 0.14 | 0.06 | 0.09 | 0.11 | 0.21 | 0.42 | 0.22 | 0.09 | 0.27 | 0.24 | 0.12 | 0.22 | 0.17 | 0.14 | 0.44 | 0.16 | 0.08 | 0.26 | 0.22 | 0.22 | 0.13 | 0.10 | 0.29 | 0.25 | 0.23 | 0.16 | 0.20 | 0.25 | 0.16 | 0.19 | 0.15 | 0.13 | 0.22 | 0.33 | 0.18 | 0.23 | 0.11 | 0.15 | 0.17 | 0.27 | 0.15 | 0.26 | 0.23 | 0.16 | 0.21 | 0.23 | 0.17 | 0.28 | 0.38 | 0.33 | 0.17 | 0.14 | 0.13 | 0.18 | 0.22 | 0.16 | 0.28 | 0.15 | 0.34 | 0.16 | 0.28 | 0.25 | 0.32 | 0.26 | 0.32 | 0.24 | 0.25 | 0.27 | 0.34 |
| CHD | -0.04 | -0.02 | 1.00 | 0.19 | 0.14 | 0.22 | 0.20 | 0.65 | 0.46 | 0.39 | 0.36 | 0.03 | 0.17 | 0.34 | 0.20 | 0.29 | 0.36 | 0.17 | 0.23 | 0.10 | 0.18 | 0.35 | 0.62 | 0.21 | 0.21 | 0.25 | 0.11 | 0.11 | 0.26 | 0.15 | 0.08 | 0.28 | 0.04 | 0.18 | 0.31 | 0.11 | 0.30 | 0.24 | 0.11 | 0.14 | 0.46 | 0.17 | 0.54 | 0.47 | 0.17 | 0.06 | 0.25 | 0.21 | 0.24 | 0.33 | 0.38 | 0.23 | 0.16 | 0.22 | 0.17 | 0.15 | 0.23 | 0.21 | 0.31 | 0.19 | 0.12 | 0.24 | 0.19 | 0.25 | 0.13 | 0.28 | 0.15 | 0.29 | 0.18 | 0.22 | 0.15 | 0.18 | 0.27 | 0.28 | 0.23 |
| CME | 0.14 | 0.18 | 0.19 | 1.00 | 0.21 | 0.21 | 0.29 | 0.22 | 0.26 | 0.26 | 0.17 | 0.18 | 0.20 | 0.24 | 0.21 | 0.22 | 0.21 | 0.19 | 0.22 | 0.15 | 0.23 | 0.27 | 0.26 | 0.25 | 0.26 | 0.23 | 0.20 | 0.16 | 0.28 | 0.25 | 0.14 | 0.30 | 0.14 | 0.25 | 0.26 | 0.20 | 0.25 | 0.23 | 0.20 | 0.20 | 0.32 | 0.24 | 0.30 | 0.28 | 0.25 | 0.16 | 0.25 | 0.27 | 0.35 | 0.23 | 0.37 | 0.20 | 0.22 | 0.23 | 0.30 | 0.31 | 0.26 | 0.22 | 0.29 | 0.24 | 0.24 | 0.23 | 0.28 | 0.24 | 0.25 | 0.28 | 0.26 | 0.41 | 0.29 | 0.34 | 0.28 | 0.24 | 0.33 | 0.38 | 0.30 |
| HUM | 0.16 | 0.16 | 0.14 | 0.21 | 1.00 | 0.25 | 0.18 | 0.16 | 0.20 | 0.18 | 0.22 | 0.20 | 0.56 | 0.15 | 0.40 | 0.19 | 0.18 | 0.22 | 0.22 | 0.15 | 0.24 | 0.29 | 0.19 | 0.62 | 0.65 | 0.25 | 0.15 | 0.21 | 0.23 | 0.24 | 0.18 | 0.24 | 0.17 | 0.22 | 0.23 | 0.15 | 0.33 | 0.25 | 0.23 | 0.25 | 0.22 | 0.20 | 0.24 | 0.23 | 0.25 | 0.16 | 0.26 | 0.25 | 0.23 | 0.23 | 0.27 | 0.24 | 0.20 | 0.26 | 0.28 | 0.23 | 0.26 | 0.25 | 0.29 | 0.25 | 0.19 | 0.31 | 0.26 | 0.31 | 0.24 | 0.31 | 0.24 | 0.29 | 0.24 | 0.27 | 0.24 | 0.29 | 0.29 | 0.29 | 0.27 |
| BMY | 0.17 | 0.19 | 0.22 | 0.21 | 0.25 | 1.00 | 0.20 | 0.30 | 0.25 | 0.27 | 0.26 | 0.19 | 0.27 | 0.23 | 0.36 | 0.24 | 0.20 | 0.22 | 0.23 | 0.12 | 0.26 | 0.45 | 0.29 | 0.30 | 0.31 | 0.25 | 0.15 | 0.17 | 0.24 | 0.22 | 0.17 | 0.26 | 0.14 | 0.26 | 0.22 | 0.18 | 0.35 | 0.22 | 0.18 | 0.20 | 0.31 | 0.23 | 0.30 | 0.29 | 0.21 | 0.18 | 0.26 | 0.31 | 0.28 | 0.25 | 0.28 | 0.22 | 0.17 | 0.24 | 0.26 | 0.27 | 0.29 | 0.24 | 0.36 | 0.18 | 0.19 | 0.33 | 0.28 | 0.32 | 0.24 | 0.36 | 0.28 | 0.31 | 0.26 | 0.28 | 0.26 | 0.31 | 0.28 | 0.31 | 0.30 |
| ERIE | 0.14 | 0.14 | 0.20 | 0.29 | 0.18 | 0.20 | 1.00 | 0.22 | 0.21 | 0.21 | 0.20 | 0.20 | 0.18 | 0.21 | 0.22 | 0.22 | 0.22 | 0.22 | 0.24 | 0.19 | 0.24 | 0.26 | 0.26 | 0.25 | 0.20 | 0.20 | 0.21 | 0.24 | 0.27 | 0.25 | 0.23 | 0.27 | 0.22 | 0.25 | 0.34 | 0.22 | 0.26 | 0.26 | 0.20 | 0.24 | 0.26 | 0.26 | 0.25 | 0.26 | 0.27 | 0.22 | 0.28 | 0.25 | 0.38 | 0.27 | 0.33 | 0.25 | 0.25 | 0.29 | 0.26 | 0.33 | 0.28 | 0.28 | 0.29 | 0.26 | 0.26 | 0.27 | 0.27 | 0.29 | 0.28 | 0.30 | 0.29 | 0.43 | 0.32 | 0.27 | 0.31 | 0.29 | 0.33 | 0.35 | 0.34 |
| KMB | 0.04 | 0.06 | 0.65 | 0.22 | 0.16 | 0.30 | 0.22 | 1.00 | 0.48 | 0.45 | 0.41 | 0.07 | 0.17 | 0.39 | 0.26 | 0.35 | 0.39 | 0.19 | 0.25 | 0.06 | 0.26 | 0.40 | 0.67 | 0.23 | 0.24 | 0.27 | 0.07 | 0.08 | 0.30 | 0.19 | 0.10 | 0.36 | 0.05 | 0.22 | 0.29 | 0.12 | 0.30 | 0.19 | 0.10 | 0.18 | 0.52 | 0.21 | 0.56 | 0.53 | 0.17 | 0.09 | 0.24 | 0.25 | 0.28 | 0.35 | 0.40 | 0.24 | 0.13 | 0.27 | 0.21 | 0.20 | 0.25 | 0.19 | 0.33 | 0.16 | 0.10 | 0.26 | 0.28 | 0.27 | 0.19 | 0.28 | 0.19 | 0.34 | 0.24 | 0.22 | 0.21 | 0.19 | 0.30 | 0.31 | 0.31 |
| HSY | 0.07 | 0.09 | 0.46 | 0.26 | 0.20 | 0.25 | 0.21 | 0.48 | 1.00 | 0.43 | 0.47 | 0.09 | 0.21 | 0.38 | 0.24 | 0.38 | 0.38 | 0.20 | 0.27 | 0.07 | 0.33 | 0.35 | 0.50 | 0.26 | 0.29 | 0.31 | 0.15 | 0.12 | 0.36 | 0.19 | 0.09 | 0.39 | 0.06 | 0.25 | 0.29 | 0.12 | 0.29 | 0.22 | 0.14 | 0.14 | 0.52 | 0.18 | 0.58 | 0.60 | 0.18 | 0.11 | 0.24 | 0.26 | 0.25 | 0.38 | 0.43 | 0.23 | 0.16 | 0.22 | 0.25 | 0.21 | 0.27 | 0.21 | 0.28 | 0.19 | 0.14 | 0.24 | 0.26 | 0.26 | 0.18 | 0.29 | 0.22 | 0.33 | 0.21 | 0.24 | 0.21 | 0.22 | 0.30 | 0.33 | 0.28 |
| AEE | 0.08 | 0.11 | 0.39 | 0.26 | 0.18 | 0.27 | 0.21 | 0.45 | 0.43 | 1.00 | 0.36 | 0.10 | 0.20 | 0.66 | 0.22 | 0.66 | 0.35 | 0.18 | 0.27 | 0.08 | 0.29 | 0.37 | 0.45 | 0.26 | 0.27 | 0.28 | 0.11 | 0.13 | 0.31 | 0.17 | 0.08 | 0.35 | 0.06 | 0.24 | 0.30 | 0.14 | 0.32 | 0.21 | 0.13 | 0.16 | 0.48 | 0.20 | 0.49 | 0.44 | 0.22 | 0.09 | 0.26 | 0.26 | 0.30 | 0.30 | 0.45 | 0.22 | 0.13 | 0.25 | 0.25 | 0.27 | 0.30 | 0.21 | 0.31 | 0.16 | 0.14 | 0.22 | 0.26 | 0.26 | 0.18 | 0.30 | 0.24 | 0.33 | 0.26 | 0.25 | 0.23 | 0.23 | 0.29 | 0.38 | 0.28 |
| KHC | 0.20 | 0.21 | 0.36 | 0.17 | 0.22 | 0.26 | 0.20 | 0.41 | 0.47 | 0.36 | 1.00 | 0.19 | 0.23 | 0.29 | 0.34 | 0.34 | 0.39 | 0.23 | 0.29 | 0.10 | 0.41 | 0.33 | 0.41 | 0.26 | 0.26 | 0.36 | 0.12 | 0.11 | 0.37 | 0.23 | 0.17 | 0.33 | 0.12 | 0.31 | 0.24 | 0.15 | 0.29 | 0.18 | 0.16 | 0.25 | 0.47 | 0.21 | 0.51 | 0.57 | 0.17 | 0.18 | 0.19 | 0.27 | 0.25 | 0.37 | 0.32 | 0.24 | 0.14 | 0.30 | 0.27 | 0.22 | 0.23 | 0.17 | 0.26 | 0.17 | 0.15 | 0.20 | 0.31 | 0.22 | 0.23 | 0.24 | 0.26 | 0.30 | 0.25 | 0.25 | 0.27 | 0.22 | 0.25 | 0.31 | 0.33 |
| STLD | 0.40 | 0.42 | 0.03 | 0.18 | 0.20 | 0.19 | 0.20 | 0.07 | 0.09 | 0.10 | 0.19 | 1.00 | 0.23 | 0.08 | 0.30 | 0.17 | 0.14 | 0.31 | 0.24 | 0.24 | 0.41 | 0.18 | 0.10 | 0.27 | 0.24 | 0.23 | 0.22 | 0.20 | 0.31 | 0.36 | 0.34 | 0.19 | 0.35 | 0.31 | 0.20 | 0.25 | 0.21 | 0.24 | 0.28 | 0.43 | 0.19 | 0.34 | 0.12 | 0.15 | 0.25 | 0.39 | 0.23 | 0.30 | 0.31 | 0.22 | 0.22 | 0.36 | 0.23 | 0.36 | 0.43 | 0.40 | 0.26 | 0.24 | 0.19 | 0.25 | 0.33 | 0.24 | 0.47 | 0.25 | 0.46 | 0.24 | 0.36 | 0.31 | 0.42 | 0.31 | 0.45 | 0.33 | 0.32 | 0.32 | 0.46 |
| CNC | 0.21 | 0.22 | 0.17 | 0.20 | 0.56 | 0.27 | 0.18 | 0.17 | 0.21 | 0.20 | 0.23 | 0.23 | 1.00 | 0.18 | 0.40 | 0.22 | 0.23 | 0.22 | 0.26 | 0.19 | 0.25 | 0.30 | 0.23 | 0.64 | 0.60 | 0.28 | 0.20 | 0.23 | 0.26 | 0.25 | 0.19 | 0.24 | 0.19 | 0.25 | 0.24 | 0.20 | 0.37 | 0.26 | 0.24 | 0.28 | 0.24 | 0.23 | 0.24 | 0.25 | 0.26 | 0.21 | 0.29 | 0.33 | 0.27 | 0.27 | 0.26 | 0.24 | 0.23 | 0.28 | 0.29 | 0.25 | 0.33 | 0.28 | 0.32 | 0.23 | 0.26 | 0.30 | 0.29 | 0.30 | 0.27 | 0.31 | 0.29 | 0.31 | 0.28 | 0.30 | 0.28 | 0.32 | 0.28 | 0.31 | 0.30 |
| NEE | 0.07 | 0.09 | 0.34 | 0.24 | 0.15 | 0.23 | 0.21 | 0.39 | 0.38 | 0.66 | 0.29 | 0.08 | 0.18 | 1.00 | 0.19 | 0.58 | 0.32 | 0.20 | 0.29 | 0.18 | 0.26 | 0.34 | 0.40 | 0.19 | 0.25 | 0.31 | 0.18 | 0.21 | 0.28 | 0.19 | 0.16 | 0.34 | 0.15 | 0.24 | 0.31 | 0.24 | 0.28 | 0.26 | 0.21 | 0.18 | 0.46 | 0.24 | 0.46 | 0.41 | 0.28 | 0.17 | 0.30 | 0.27 | 0.31 | 0.32 | 0.41 | 0.26 | 0.22 | 0.28 | 0.25 | 0.26 | 0.31 | 0.30 | 0.32 | 0.26 | 0.20 | 0.27 | 0.24 | 0.30 | 0.19 | 0.33 | 0.25 | 0.31 | 0.25 | 0.26 | 0.26 | 0.27 | 0.26 | 0.35 | 0.26 |
| CVS | 0.25 | 0.27 | 0.20 | 0.21 | 0.40 | 0.36 | 0.22 | 0.26 | 0.24 | 0.22 | 0.34 | 0.30 | 0.40 | 0.19 | 1.00 | 0.24 | 0.26 | 0.31 | 0.26 | 0.11 | 0.37 | 0.38 | 0.27 | 0.47 | 0.48 | 0.29 | 0.11 | 0.12 | 0.33 | 0.31 | 0.21 | 0.27 | 0.16 | 0.32 | 0.21 | 0.16 | 0.34 | 0.21 | 0.19 | 0.32 | 0.32 | 0.24 | 0.31 | 0.31 | 0.18 | 0.22 | 0.23 | 0.32 | 0.29 | 0.25 | 0.31 | 0.32 | 0.14 | 0.35 | 0.32 | 0.28 | 0.27 | 0.19 | 0.31 | 0.19 | 0.19 | 0.27 | 0.33 | 0.29 | 0.30 | 0.27 | 0.30 | 0.34 | 0.32 | 0.27 | 0.31 | 0.28 | 0.27 | 0.34 | 0.37 |
| SRE | 0.22 | 0.24 | 0.29 | 0.22 | 0.19 | 0.24 | 0.22 | 0.35 | 0.38 | 0.66 | 0.34 | 0.17 | 0.22 | 0.58 | 0.24 | 1.00 | 0.31 | 0.21 | 0.24 | 0.12 | 0.32 | 0.32 | 0.39 | 0.26 | 0.27 | 0.32 | 0.13 | 0.16 | 0.35 | 0.22 | 0.13 | 0.34 | 0.10 | 0.26 | 0.28 | 0.19 | 0.30 | 0.22 | 0.18 | 0.22 | 0.45 | 0.23 | 0.44 | 0.41 | 0.24 | 0.16 | 0.24 | 0.30 | 0.30 | 0.29 | 0.41 | 0.25 | 0.17 | 0.29 | 0.30 | 0.32 | 0.31 | 0.23 | 0.27 | 0.19 | 0.18 | 0.23 | 0.30 | 0.26 | 0.25 | 0.27 | 0.28 | 0.33 | 0.30 | 0.28 | 0.30 | 0.25 | 0.28 | 0.36 | 0.32 |
| KDP | 0.10 | 0.12 | 0.36 | 0.21 | 0.18 | 0.20 | 0.22 | 0.39 | 0.38 | 0.35 | 0.39 | 0.14 | 0.23 | 0.32 | 0.26 | 0.31 | 1.00 | 0.23 | 0.30 | 0.19 | 0.27 | 0.27 | 0.40 | 0.23 | 0.26 | 0.33 | 0.22 | 0.18 | 0.31 | 0.24 | 0.18 | 0.32 | 0.16 | 0.28 | 0.32 | 0.22 | 0.29 | 0.23 | 0.21 | 0.22 | 0.49 | 0.25 | 0.53 | 0.46 | 0.24 | 0.20 | 0.26 | 0.29 | 0.31 | 0.44 | 0.35 | 0.28 | 0.24 | 0.28 | 0.25 | 0.24 | 0.30 | 0.27 | 0.31 | 0.26 | 0.23 | 0.25 | 0.29 | 0.26 | 0.23 | 0.28 | 0.28 | 0.32 | 0.27 | 0.29 | 0.28 | 0.27 | 0.31 | 0.35 | 0.31 |
| TGT | 0.20 | 0.22 | 0.17 | 0.19 | 0.22 | 0.22 | 0.22 | 0.19 | 0.20 | 0.18 | 0.23 | 0.31 | 0.22 | 0.20 | 0.31 | 0.21 | 0.23 | 1.00 | 0.24 | 0.26 | 0.30 | 0.22 | 0.22 | 0.25 | 0.23 | 0.27 | 0.25 | 0.26 | 0.31 | 0.46 | 0.29 | 0.24 | 0.30 | 0.31 | 0.28 | 0.31 | 0.24 | 0.28 | 0.26 | 0.38 | 0.25 | 0.43 | 0.25 | 0.25 | 0.30 | 0.33 | 0.27 | 0.27 | 0.28 | 0.30 | 0.30 | 0.48 | 0.28 | 0.40 | 0.35 | 0.31 | 0.30 | 0.30 | 0.28 | 0.27 | 0.33 | 0.32 | 0.35 | 0.31 | 0.38 | 0.32 | 0.33 | 0.28 | 0.36 | 0.27 | 0.35 | 0.36 | 0.31 | 0.32 | 0.40 |
| TMUS | 0.14 | 0.17 | 0.23 | 0.22 | 0.22 | 0.23 | 0.24 | 0.25 | 0.27 | 0.27 | 0.29 | 0.24 | 0.26 | 0.29 | 0.26 | 0.24 | 0.30 | 0.24 | 1.00 | 0.33 | 0.27 | 0.26 | 0.29 | 0.29 | 0.29 | 0.28 | 0.30 | 0.30 | 0.31 | 0.30 | 0.29 | 0.30 | 0.29 | 0.38 | 0.33 | 0.32 | 0.27 | 0.28 | 0.33 | 0.29 | 0.32 | 0.28 | 0.37 | 0.35 | 0.33 | 0.29 | 0.32 | 0.32 | 0.28 | 0.35 | 0.33 | 0.31 | 0.35 | 0.29 | 0.31 | 0.33 | 0.31 | 0.32 | 0.33 | 0.36 | 0.35 | 0.29 | 0.31 | 0.28 | 0.26 | 0.34 | 0.32 | 0.34 | 0.32 | 0.38 | 0.31 | 0.31 | 0.35 | 0.38 | 0.30 |
| AMZN | 0.15 | 0.14 | 0.10 | 0.15 | 0.15 | 0.12 | 0.19 | 0.06 | 0.07 | 0.08 | 0.10 | 0.24 | 0.19 | 0.18 | 0.11 | 0.12 | 0.19 | 0.26 | 0.33 | 1.00 | 0.13 | 0.12 | 0.12 | 0.16 | 0.19 | 0.26 | 0.52 | 0.50 | 0.19 | 0.31 | 0.49 | 0.24 | 0.51 | 0.31 | 0.28 | 0.55 | 0.25 | 0.38 | 0.67 | 0.33 | 0.15 | 0.38 | 0.19 | 0.20 | 0.46 | 0.46 | 0.37 | 0.29 | 0.29 | 0.35 | 0.19 | 0.33 | 0.62 | 0.31 | 0.31 | 0.33 | 0.36 | 0.47 | 0.33 | 0.68 | 0.56 | 0.37 | 0.30 | 0.34 | 0.36 | 0.36 | 0.40 | 0.27 | 0.33 | 0.46 | 0.36 | 0.38 | 0.38 | 0.32 | 0.30 |
| ADM | 0.40 | 0.44 | 0.18 | 0.23 | 0.24 | 0.26 | 0.24 | 0.26 | 0.33 | 0.29 | 0.41 | 0.41 | 0.25 | 0.26 | 0.37 | 0.32 | 0.27 | 0.30 | 0.27 | 0.13 | 1.00 | 0.32 | 0.28 | 0.31 | 0.27 | 0.37 | 0.17 | 0.13 | 0.40 | 0.30 | 0.27 | 0.27 | 0.22 | 0.35 | 0.25 | 0.21 | 0.27 | 0.23 | 0.20 | 0.37 | 0.38 | 0.32 | 0.33 | 0.37 | 0.21 | 0.30 | 0.22 | 0.34 | 0.31 | 0.30 | 0.32 | 0.33 | 0.18 | 0.37 | 0.41 | 0.36 | 0.28 | 0.20 | 0.25 | 0.21 | 0.23 | 0.25 | 0.40 | 0.26 | 0.37 | 0.26 | 0.37 | 0.33 | 0.39 | 0.30 | 0.39 | 0.31 | 0.32 | 0.37 | 0.45 |
| JNJ | 0.13 | 0.16 | 0.35 | 0.27 | 0.29 | 0.45 | 0.26 | 0.40 | 0.35 | 0.37 | 0.33 | 0.18 | 0.30 | 0.34 | 0.38 | 0.32 | 0.27 | 0.22 | 0.26 | 0.12 | 0.32 | 1.00 | 0.43 | 0.35 | 0.39 | 0.27 | 0.14 | 0.18 | 0.26 | 0.20 | 0.18 | 0.34 | 0.11 | 0.30 | 0.29 | 0.16 | 0.43 | 0.26 | 0.21 | 0.23 | 0.44 | 0.24 | 0.47 | 0.43 | 0.20 | 0.19 | 0.31 | 0.36 | 0.31 | 0.30 | 0.39 | 0.26 | 0.20 | 0.31 | 0.30 | 0.26 | 0.37 | 0.29 | 0.48 | 0.24 | 0.19 | 0.38 | 0.31 | 0.39 | 0.24 | 0.40 | 0.31 | 0.39 | 0.31 | 0.33 | 0.27 | 0.35 | 0.34 | 0.36 | 0.37 |
| CL | 0.07 | 0.08 | 0.62 | 0.26 | 0.19 | 0.29 | 0.26 | 0.67 | 0.50 | 0.45 | 0.41 | 0.10 | 0.23 | 0.40 | 0.27 | 0.39 | 0.40 | 0.22 | 0.29 | 0.12 | 0.28 | 0.43 | 1.00 | 0.28 | 0.30 | 0.31 | 0.11 | 0.13 | 0.35 | 0.25 | 0.15 | 0.40 | 0.10 | 0.26 | 0.35 | 0.17 | 0.34 | 0.25 | 0.18 | 0.21 | 0.58 | 0.25 | 0.64 | 0.59 | 0.21 | 0.15 | 0.29 | 0.28 | 0.32 | 0.41 | 0.46 | 0.28 | 0.19 | 0.28 | 0.27 | 0.25 | 0.29 | 0.26 | 0.38 | 0.24 | 0.17 | 0.31 | 0.30 | 0.30 | 0.22 | 0.32 | 0.27 | 0.40 | 0.28 | 0.30 | 0.24 | 0.25 | 0.36 | 0.37 | 0.35 |
| ELV | 0.23 | 0.26 | 0.21 | 0.25 | 0.62 | 0.30 | 0.25 | 0.23 | 0.26 | 0.26 | 0.26 | 0.27 | 0.64 | 0.19 | 0.47 | 0.26 | 0.23 | 0.25 | 0.29 | 0.16 | 0.31 | 0.35 | 0.28 | 1.00 | 0.72 | 0.29 | 0.15 | 0.21 | 0.31 | 0.30 | 0.20 | 0.31 | 0.18 | 0.29 | 0.29 | 0.16 | 0.38 | 0.27 | 0.23 | 0.29 | 0.32 | 0.24 | 0.31 | 0.30 | 0.26 | 0.21 | 0.29 | 0.32 | 0.31 | 0.28 | 0.35 | 0.27 | 0.22 | 0.32 | 0.33 | 0.28 | 0.32 | 0.28 | 0.33 | 0.25 | 0.24 | 0.33 | 0.32 | 0.31 | 0.31 | 0.34 | 0.31 | 0.38 | 0.32 | 0.31 | 0.30 | 0.33 | 0.34 | 0.36 | 0.36 |
| UNH | 0.21 | 0.22 | 0.21 | 0.26 | 0.65 | 0.31 | 0.20 | 0.24 | 0.29 | 0.27 | 0.26 | 0.24 | 0.60 | 0.25 | 0.48 | 0.27 | 0.26 | 0.23 | 0.29 | 0.19 | 0.27 | 0.39 | 0.30 | 0.72 | 1.00 | 0.26 | 0.18 | 0.24 | 0.29 | 0.28 | 0.22 | 0.31 | 0.20 | 0.27 | 0.30 | 0.19 | 0.37 | 0.28 | 0.28 | 0.29 | 0.32 | 0.24 | 0.33 | 0.31 | 0.27 | 0.21 | 0.30 | 0.30 | 0.31 | 0.31 | 0.37 | 0.30 | 0.25 | 0.30 | 0.33 | 0.29 | 0.33 | 0.30 | 0.36 | 0.29 | 0.25 | 0.34 | 0.31 | 0.34 | 0.30 | 0.37 | 0.31 | 0.38 | 0.31 | 0.33 | 0.32 | 0.32 | 0.36 | 0.37 | 0.36 |
| STZ | 0.23 | 0.22 | 0.25 | 0.23 | 0.25 | 0.25 | 0.20 | 0.27 | 0.31 | 0.28 | 0.36 | 0.23 | 0.28 | 0.31 | 0.29 | 0.32 | 0.33 | 0.27 | 0.28 | 0.26 | 0.37 | 0.27 | 0.31 | 0.29 | 0.26 | 1.00 | 0.26 | 0.23 | 0.40 | 0.35 | 0.25 | 0.32 | 0.24 | 0.32 | 0.29 | 0.27 | 0.30 | 0.25 | 0.28 | 0.30 | 0.43 | 0.33 | 0.40 | 0.37 | 0.32 | 0.28 | 0.28 | 0.35 | 0.34 | 0.40 | 0.32 | 0.32 | 0.27 | 0.31 | 0.32 | 0.30 | 0.34 | 0.31 | 0.30 | 0.30 | 0.31 | 0.29 | 0.37 | 0.29 | 0.35 | 0.33 | 0.35 | 0.32 | 0.36 | 0.37 | 0.37 | 0.33 | 0.32 | 0.38 | 0.38 |
| WDAY | 0.12 | 0.13 | 0.11 | 0.20 | 0.15 | 0.15 | 0.21 | 0.07 | 0.15 | 0.11 | 0.12 | 0.22 | 0.20 | 0.18 | 0.11 | 0.13 | 0.22 | 0.25 | 0.30 | 0.52 | 0.17 | 0.14 | 0.11 | 0.15 | 0.18 | 0.26 | 1.00 | 0.60 | 0.21 | 0.30 | 0.42 | 0.23 | 0.50 | 0.30 | 0.31 | 0.53 | 0.26 | 0.41 | 0.50 | 0.32 | 0.17 | 0.37 | 0.20 | 0.21 | 0.50 | 0.45 | 0.40 | 0.33 | 0.34 | 0.34 | 0.24 | 0.34 | 0.64 | 0.29 | 0.31 | 0.36 | 0.40 | 0.48 | 0.34 | 0.58 | 0.63 | 0.38 | 0.30 | 0.38 | 0.36 | 0.39 | 0.42 | 0.32 | 0.34 | 0.47 | 0.36 | 0.43 | 0.42 | 0.41 | 0.28 |
| VEEV | 0.10 | 0.10 | 0.11 | 0.16 | 0.21 | 0.17 | 0.24 | 0.08 | 0.12 | 0.13 | 0.11 | 0.20 | 0.23 | 0.21 | 0.12 | 0.16 | 0.18 | 0.26 | 0.30 | 0.50 | 0.13 | 0.18 | 0.13 | 0.21 | 0.24 | 0.23 | 0.60 | 1.00 | 0.18 | 0.28 | 0.41 | 0.22 | 0.51 | 0.28 | 0.37 | 0.53 | 0.30 | 0.47 | 0.47 | 0.32 | 0.14 | 0.36 | 0.17 | 0.20 | 0.52 | 0.44 | 0.44 | 0.33 | 0.32 | 0.32 | 0.23 | 0.36 | 0.59 | 0.31 | 0.30 | 0.36 | 0.42 | 0.54 | 0.41 | 0.52 | 0.59 | 0.45 | 0.29 | 0.44 | 0.35 | 0.45 | 0.39 | 0.32 | 0.33 | 0.43 | 0.36 | 0.47 | 0.40 | 0.37 | 0.29 |
| SYY | 0.25 | 0.29 | 0.26 | 0.28 | 0.23 | 0.24 | 0.27 | 0.30 | 0.36 | 0.31 | 0.37 | 0.31 | 0.26 | 0.28 | 0.33 | 0.35 | 0.31 | 0.31 | 0.31 | 0.19 | 0.40 | 0.26 | 0.35 | 0.31 | 0.29 | 0.40 | 0.21 | 0.18 | 1.00 | 0.42 | 0.25 | 0.40 | 0.22 | 0.35 | 0.29 | 0.24 | 0.26 | 0.21 | 0.25 | 0.32 | 0.44 | 0.35 | 0.40 | 0.41 | 0.25 | 0.30 | 0.27 | 0.39 | 0.35 | 0.35 | 0.38 | 0.37 | 0.21 | 0.32 | 0.38 | 0.36 | 0.32 | 0.26 | 0.28 | 0.24 | 0.27 | 0.22 | 0.42 | 0.24 | 0.34 | 0.29 | 0.36 | 0.37 | 0.39 | 0.39 | 0.38 | 0.30 | 0.32 | 0.41 | 0.44 |
| ROST | 0.22 | 0.25 | 0.15 | 0.25 | 0.24 | 0.22 | 0.25 | 0.19 | 0.19 | 0.17 | 0.23 | 0.36 | 0.25 | 0.19 | 0.31 | 0.22 | 0.24 | 0.46 | 0.30 | 0.31 | 0.30 | 0.20 | 0.25 | 0.30 | 0.28 | 0.35 | 0.30 | 0.28 | 0.42 | 1.00 | 0.34 | 0.33 | 0.36 | 0.37 | 0.29 | 0.33 | 0.23 | 0.28 | 0.33 | 0.37 | 0.31 | 0.47 | 0.28 | 0.29 | 0.34 | 0.38 | 0.28 | 0.34 | 0.32 | 0.36 | 0.34 | 0.48 | 0.33 | 0.36 | 0.42 | 0.40 | 0.32 | 0.34 | 0.29 | 0.37 | 0.39 | 0.27 | 0.41 | 0.28 | 0.41 | 0.33 | 0.39 | 0.35 | 0.41 | 0.39 | 0.43 | 0.37 | 0.38 | 0.41 | 0.44 |
| QCOM | 0.23 | 0.23 | 0.08 | 0.14 | 0.18 | 0.17 | 0.23 | 0.10 | 0.09 | 0.08 | 0.17 | 0.34 | 0.19 | 0.16 | 0.21 | 0.13 | 0.18 | 0.29 | 0.29 | 0.49 | 0.27 | 0.18 | 0.15 | 0.20 | 0.22 | 0.25 | 0.42 | 0.41 | 0.25 | 0.34 | 1.00 | 0.25 | 0.65 | 0.35 | 0.28 | 0.46 | 0.24 | 0.33 | 0.50 | 0.42 | 0.18 | 0.39 | 0.20 | 0.22 | 0.39 | 0.67 | 0.36 | 0.32 | 0.28 | 0.33 | 0.22 | 0.39 | 0.51 | 0.39 | 0.40 | 0.40 | 0.34 | 0.42 | 0.33 | 0.56 | 0.52 | 0.40 | 0.40 | 0.39 | 0.48 | 0.34 | 0.44 | 0.30 | 0.43 | 0.43 | 0.45 | 0.44 | 0.41 | 0.37 | 0.42 |
| MCD | 0.14 | 0.16 | 0.28 | 0.30 | 0.24 | 0.26 | 0.27 | 0.36 | 0.39 | 0.35 | 0.33 | 0.19 | 0.24 | 0.34 | 0.27 | 0.34 | 0.32 | 0.24 | 0.30 | 0.24 | 0.27 | 0.34 | 0.40 | 0.31 | 0.31 | 0.32 | 0.23 | 0.22 | 0.40 | 0.33 | 0.25 | 1.00 | 0.22 | 0.35 | 0.34 | 0.27 | 0.33 | 0.29 | 0.28 | 0.29 | 0.47 | 0.33 | 0.44 | 0.42 | 0.28 | 0.27 | 0.30 | 0.34 | 0.35 | 0.37 | 0.45 | 0.35 | 0.29 | 0.33 | 0.33 | 0.34 | 0.33 | 0.32 | 0.36 | 0.33 | 0.27 | 0.33 | 0.35 | 0.34 | 0.32 | 0.35 | 0.35 | 0.43 | 0.35 | 0.40 | 0.35 | 0.32 | 0.36 | 0.41 | 0.37 |
| MPWR | 0.20 | 0.20 | 0.04 | 0.14 | 0.17 | 0.14 | 0.22 | 0.05 | 0.06 | 0.06 | 0.12 | 0.35 | 0.19 | 0.15 | 0.16 | 0.10 | 0.16 | 0.30 | 0.29 | 0.51 | 0.22 | 0.11 | 0.10 | 0.18 | 0.20 | 0.24 | 0.50 | 0.51 | 0.22 | 0.36 | 0.65 | 0.22 | 1.00 | 0.31 | 0.31 | 0.50 | 0.24 | 0.42 | 0.52 | 0.40 | 0.13 | 0.41 | 0.15 | 0.17 | 0.45 | 0.75 | 0.41 | 0.31 | 0.32 | 0.32 | 0.20 | 0.39 | 0.56 | 0.36 | 0.38 | 0.44 | 0.37 | 0.49 | 0.34 | 0.57 | 0.60 | 0.43 | 0.39 | 0.42 | 0.51 | 0.39 | 0.47 | 0.32 | 0.43 | 0.45 | 0.47 | 0.49 | 0.42 | 0.39 | 0.41 |
| CMCSA | 0.22 | 0.25 | 0.18 | 0.25 | 0.22 | 0.26 | 0.25 | 0.22 | 0.25 | 0.24 | 0.31 | 0.31 | 0.25 | 0.24 | 0.32 | 0.26 | 0.28 | 0.31 | 0.38 | 0.31 | 0.35 | 0.30 | 0.26 | 0.29 | 0.27 | 0.32 | 0.30 | 0.28 | 0.35 | 0.37 | 0.35 | 0.35 | 0.31 | 1.00 | 0.27 | 0.34 | 0.31 | 0.29 | 0.36 | 0.40 | 0.35 | 0.37 | 0.35 | 0.38 | 0.33 | 0.38 | 0.30 | 0.36 | 0.35 | 0.35 | 0.33 | 0.38 | 0.34 | 0.41 | 0.42 | 0.36 | 0.36 | 0.31 | 0.31 | 0.36 | 0.36 | 0.29 | 0.41 | 0.30 | 0.39 | 0.33 | 0.43 | 0.36 | 0.37 | 0.40 | 0.39 | 0.34 | 0.37 | 0.43 | 0.42 |
| ROL | 0.12 | 0.16 | 0.31 | 0.26 | 0.23 | 0.22 | 0.34 | 0.29 | 0.29 | 0.30 | 0.24 | 0.20 | 0.24 | 0.31 | 0.21 | 0.28 | 0.32 | 0.28 | 0.33 | 0.28 | 0.25 | 0.29 | 0.35 | 0.29 | 0.30 | 0.29 | 0.31 | 0.37 | 0.29 | 0.29 | 0.28 | 0.34 | 0.31 | 0.27 | 1.00 | 0.33 | 0.34 | 0.37 | 0.29 | 0.33 | 0.35 | 0.31 | 0.37 | 0.35 | 0.39 | 0.30 | 0.39 | 0.30 | 0.36 | 0.37 | 0.48 | 0.37 | 0.35 | 0.36 | 0.37 | 0.39 | 0.36 | 0.40 | 0.39 | 0.35 | 0.39 | 0.38 | 0.33 | 0.40 | 0.35 | 0.40 | 0.37 | 0.45 | 0.41 | 0.38 | 0.39 | 0.39 | 0.46 | 0.43 | 0.40 |
| PYPL | 0.18 | 0.19 | 0.11 | 0.20 | 0.15 | 0.18 | 0.22 | 0.12 | 0.12 | 0.14 | 0.15 | 0.25 | 0.20 | 0.24 | 0.16 | 0.19 | 0.22 | 0.31 | 0.32 | 0.55 | 0.21 | 0.16 | 0.17 | 0.16 | 0.19 | 0.27 | 0.53 | 0.53 | 0.24 | 0.33 | 0.46 | 0.27 | 0.50 | 0.34 | 0.33 | 1.00 | 0.30 | 0.40 | 0.53 | 0.38 | 0.19 | 0.40 | 0.24 | 0.26 | 0.49 | 0.48 | 0.43 | 0.34 | 0.34 | 0.38 | 0.26 | 0.41 | 0.59 | 0.34 | 0.35 | 0.36 | 0.40 | 0.47 | 0.38 | 0.56 | 0.57 | 0.43 | 0.35 | 0.42 | 0.39 | 0.40 | 0.44 | 0.34 | 0.38 | 0.53 | 0.39 | 0.46 | 0.41 | 0.42 | 0.33 |
| BDX | 0.13 | 0.15 | 0.30 | 0.25 | 0.33 | 0.35 | 0.26 | 0.30 | 0.29 | 0.32 | 0.29 | 0.21 | 0.37 | 0.28 | 0.34 | 0.30 | 0.29 | 0.24 | 0.27 | 0.25 | 0.27 | 0.43 | 0.34 | 0.38 | 0.37 | 0.30 | 0.26 | 0.30 | 0.26 | 0.23 | 0.24 | 0.33 | 0.24 | 0.31 | 0.34 | 0.30 | 1.00 | 0.43 | 0.29 | 0.27 | 0.35 | 0.28 | 0.37 | 0.36 | 0.30 | 0.27 | 0.43 | 0.45 | 0.34 | 0.32 | 0.36 | 0.30 | 0.33 | 0.34 | 0.32 | 0.34 | 0.49 | 0.43 | 0.56 | 0.32 | 0.33 | 0.52 | 0.35 | 0.50 | 0.33 | 0.43 | 0.35 | 0.41 | 0.36 | 0.35 | 0.36 | 0.48 | 0.39 | 0.38 | 0.40 |
| WST | 0.11 | 0.13 | 0.24 | 0.23 | 0.25 | 0.22 | 0.26 | 0.19 | 0.22 | 0.21 | 0.18 | 0.24 | 0.26 | 0.26 | 0.21 | 0.22 | 0.23 | 0.28 | 0.28 | 0.38 | 0.23 | 0.26 | 0.25 | 0.27 | 0.28 | 0.25 | 0.41 | 0.47 | 0.21 | 0.28 | 0.33 | 0.29 | 0.42 | 0.29 | 0.37 | 0.40 | 0.43 | 1.00 | 0.38 | 0.31 | 0.23 | 0.35 | 0.29 | 0.31 | 0.42 | 0.39 | 0.48 | 0.37 | 0.34 | 0.35 | 0.33 | 0.35 | 0.44 | 0.35 | 0.32 | 0.41 | 0.49 | 0.55 | 0.47 | 0.45 | 0.45 | 0.54 | 0.36 | 0.56 | 0.38 | 0.49 | 0.38 | 0.39 | 0.36 | 0.38 | 0.39 | 0.53 | 0.42 | 0.39 | 0.37 |
| GOOG | 0.21 | 0.22 | 0.11 | 0.20 | 0.23 | 0.18 | 0.20 | 0.10 | 0.14 | 0.13 | 0.16 | 0.28 | 0.24 | 0.21 | 0.19 | 0.18 | 0.21 | 0.26 | 0.33 | 0.67 | 0.20 | 0.21 | 0.18 | 0.23 | 0.28 | 0.28 | 0.50 | 0.47 | 0.25 | 0.33 | 0.50 | 0.28 | 0.52 | 0.36 | 0.29 | 0.53 | 0.29 | 0.38 | 1.00 | 0.38 | 0.24 | 0.40 | 0.25 | 0.27 | 0.44 | 0.49 | 0.40 | 0.33 | 0.34 | 0.37 | 0.25 | 0.34 | 0.62 | 0.33 | 0.35 | 0.37 | 0.38 | 0.48 | 0.36 | 0.71 | 0.56 | 0.41 | 0.35 | 0.39 | 0.40 | 0.40 | 0.46 | 0.36 | 0.37 | 0.53 | 0.42 | 0.44 | 0.42 | 0.41 | 0.37 |
| FDX | 0.31 | 0.33 | 0.14 | 0.20 | 0.25 | 0.20 | 0.24 | 0.18 | 0.14 | 0.16 | 0.25 | 0.43 | 0.28 | 0.18 | 0.32 | 0.22 | 0.22 | 0.38 | 0.29 | 0.33 | 0.37 | 0.23 | 0.21 | 0.29 | 0.29 | 0.30 | 0.32 | 0.32 | 0.32 | 0.37 | 0.42 | 0.29 | 0.40 | 0.40 | 0.33 | 0.38 | 0.27 | 0.31 | 0.38 | 1.00 | 0.29 | 0.42 | 0.24 | 0.27 | 0.32 | 0.47 | 0.28 | 0.38 | 0.35 | 0.33 | 0.30 | 0.46 | 0.38 | 0.68 | 0.51 | 0.43 | 0.33 | 0.32 | 0.32 | 0.38 | 0.42 | 0.35 | 0.48 | 0.32 | 0.50 | 0.33 | 0.45 | 0.36 | 0.49 | 0.40 | 0.49 | 0.40 | 0.42 | 0.39 | 0.54 |
| KO | 0.14 | 0.18 | 0.46 | 0.32 | 0.22 | 0.31 | 0.26 | 0.52 | 0.52 | 0.48 | 0.47 | 0.19 | 0.24 | 0.46 | 0.32 | 0.45 | 0.49 | 0.25 | 0.32 | 0.15 | 0.38 | 0.44 | 0.58 | 0.32 | 0.32 | 0.43 | 0.17 | 0.14 | 0.44 | 0.31 | 0.18 | 0.47 | 0.13 | 0.35 | 0.35 | 0.19 | 0.35 | 0.23 | 0.24 | 0.29 | 1.00 | 0.30 | 0.71 | 0.61 | 0.24 | 0.20 | 0.29 | 0.35 | 0.38 | 0.51 | 0.50 | 0.29 | 0.23 | 0.34 | 0.36 | 0.34 | 0.33 | 0.27 | 0.37 | 0.28 | 0.21 | 0.30 | 0.37 | 0.31 | 0.29 | 0.37 | 0.34 | 0.44 | 0.35 | 0.38 | 0.34 | 0.28 | 0.36 | 0.46 | 0.41 |
| NKE | 0.21 | 0.23 | 0.17 | 0.24 | 0.20 | 0.23 | 0.26 | 0.21 | 0.18 | 0.20 | 0.21 | 0.34 | 0.23 | 0.24 | 0.24 | 0.23 | 0.25 | 0.43 | 0.28 | 0.38 | 0.32 | 0.24 | 0.25 | 0.24 | 0.24 | 0.33 | 0.37 | 0.36 | 0.35 | 0.47 | 0.39 | 0.33 | 0.41 | 0.37 | 0.31 | 0.40 | 0.28 | 0.35 | 0.40 | 0.42 | 0.30 | 1.00 | 0.27 | 0.31 | 0.39 | 0.44 | 0.34 | 0.34 | 0.36 | 0.37 | 0.32 | 0.45 | 0.43 | 0.42 | 0.42 | 0.40 | 0.36 | 0.41 | 0.36 | 0.42 | 0.44 | 0.39 | 0.45 | 0.39 | 0.44 | 0.42 | 0.43 | 0.38 | 0.41 | 0.45 | 0.44 | 0.43 | 0.41 | 0.41 | 0.46 |
| PEP | 0.07 | 0.11 | 0.54 | 0.30 | 0.24 | 0.30 | 0.25 | 0.56 | 0.58 | 0.49 | 0.51 | 0.12 | 0.24 | 0.46 | 0.31 | 0.44 | 0.53 | 0.25 | 0.37 | 0.19 | 0.33 | 0.47 | 0.64 | 0.31 | 0.33 | 0.40 | 0.20 | 0.17 | 0.40 | 0.28 | 0.20 | 0.44 | 0.15 | 0.35 | 0.37 | 0.24 | 0.37 | 0.29 | 0.25 | 0.24 | 0.71 | 0.27 | 1.00 | 0.66 | 0.26 | 0.21 | 0.33 | 0.32 | 0.37 | 0.53 | 0.50 | 0.32 | 0.28 | 0.32 | 0.30 | 0.27 | 0.34 | 0.32 | 0.39 | 0.32 | 0.23 | 0.32 | 0.32 | 0.35 | 0.24 | 0.37 | 0.32 | 0.44 | 0.30 | 0.34 | 0.29 | 0.30 | 0.37 | 0.45 | 0.37 |
| MDLZ | 0.13 | 0.15 | 0.47 | 0.28 | 0.23 | 0.29 | 0.26 | 0.53 | 0.60 | 0.44 | 0.57 | 0.15 | 0.25 | 0.41 | 0.31 | 0.41 | 0.46 | 0.25 | 0.35 | 0.20 | 0.37 | 0.43 | 0.59 | 0.30 | 0.31 | 0.37 | 0.21 | 0.20 | 0.41 | 0.29 | 0.22 | 0.42 | 0.17 | 0.38 | 0.35 | 0.26 | 0.36 | 0.31 | 0.27 | 0.27 | 0.61 | 0.31 | 0.66 | 1.00 | 0.28 | 0.24 | 0.31 | 0.34 | 0.36 | 0.48 | 0.46 | 0.32 | 0.27 | 0.34 | 0.31 | 0.29 | 0.34 | 0.31 | 0.40 | 0.30 | 0.24 | 0.33 | 0.35 | 0.34 | 0.27 | 0.37 | 0.33 | 0.42 | 0.33 | 0.37 | 0.32 | 0.31 | 0.37 | 0.42 | 0.39 |
| CSGP | 0.16 | 0.17 | 0.17 | 0.25 | 0.25 | 0.21 | 0.27 | 0.17 | 0.18 | 0.22 | 0.17 | 0.25 | 0.26 | 0.28 | 0.18 | 0.24 | 0.24 | 0.30 | 0.33 | 0.46 | 0.21 | 0.20 | 0.21 | 0.26 | 0.27 | 0.32 | 0.50 | 0.52 | 0.25 | 0.34 | 0.39 | 0.28 | 0.45 | 0.33 | 0.39 | 0.49 | 0.30 | 0.42 | 0.44 | 0.32 | 0.24 | 0.39 | 0.26 | 0.28 | 1.00 | 0.44 | 0.42 | 0.37 | 0.36 | 0.38 | 0.31 | 0.39 | 0.51 | 0.35 | 0.36 | 0.41 | 0.41 | 0.49 | 0.38 | 0.48 | 0.52 | 0.41 | 0.37 | 0.43 | 0.41 | 0.45 | 0.44 | 0.37 | 0.40 | 0.48 | 0.42 | 0.49 | 0.48 | 0.43 | 0.38 |
| MCHP | 0.25 | 0.27 | 0.06 | 0.16 | 0.16 | 0.18 | 0.22 | 0.09 | 0.11 | 0.09 | 0.18 | 0.39 | 0.21 | 0.17 | 0.22 | 0.16 | 0.20 | 0.33 | 0.29 | 0.46 | 0.30 | 0.19 | 0.15 | 0.21 | 0.21 | 0.28 | 0.45 | 0.44 | 0.30 | 0.38 | 0.67 | 0.27 | 0.75 | 0.38 | 0.30 | 0.48 | 0.27 | 0.39 | 0.49 | 0.47 | 0.20 | 0.44 | 0.21 | 0.24 | 0.44 | 1.00 | 0.39 | 0.37 | 0.32 | 0.34 | 0.25 | 0.41 | 0.51 | 0.42 | 0.43 | 0.45 | 0.40 | 0.46 | 0.35 | 0.52 | 0.57 | 0.42 | 0.46 | 0.42 | 0.54 | 0.38 | 0.48 | 0.35 | 0.48 | 0.45 | 0.52 | 0.51 | 0.43 | 0.42 | 0.49 |
| RMD | 0.15 | 0.15 | 0.25 | 0.25 | 0.26 | 0.26 | 0.28 | 0.24 | 0.24 | 0.26 | 0.19 | 0.23 | 0.29 | 0.30 | 0.23 | 0.24 | 0.26 | 0.27 | 0.32 | 0.37 | 0.22 | 0.31 | 0.29 | 0.29 | 0.30 | 0.28 | 0.40 | 0.44 | 0.27 | 0.28 | 0.36 | 0.30 | 0.41 | 0.30 | 0.39 | 0.43 | 0.43 | 0.48 | 0.40 | 0.28 | 0.29 | 0.34 | 0.33 | 0.31 | 0.42 | 0.39 | 1.00 | 0.43 | 0.35 | 0.36 | 0.35 | 0.37 | 0.45 | 0.34 | 0.34 | 0.39 | 0.49 | 0.53 | 0.52 | 0.45 | 0.46 | 0.50 | 0.37 | 0.48 | 0.36 | 0.48 | 0.38 | 0.39 | 0.40 | 0.44 | 0.37 | 0.51 | 0.42 | 0.43 | 0.38 |
| ZBH | 0.25 | 0.26 | 0.21 | 0.27 | 0.25 | 0.31 | 0.25 | 0.25 | 0.26 | 0.26 | 0.27 | 0.30 | 0.33 | 0.27 | 0.32 | 0.30 | 0.29 | 0.27 | 0.32 | 0.29 | 0.34 | 0.36 | 0.28 | 0.32 | 0.30 | 0.35 | 0.33 | 0.33 | 0.39 | 0.34 | 0.32 | 0.34 | 0.31 | 0.36 | 0.30 | 0.34 | 0.45 | 0.37 | 0.33 | 0.38 | 0.35 | 0.34 | 0.32 | 0.34 | 0.37 | 0.37 | 0.43 | 1.00 | 0.38 | 0.36 | 0.34 | 0.36 | 0.34 | 0.38 | 0.39 | 0.38 | 0.52 | 0.42 | 0.48 | 0.35 | 0.40 | 0.40 | 0.43 | 0.41 | 0.38 | 0.40 | 0.42 | 0.38 | 0.43 | 0.42 | 0.42 | 0.46 | 0.39 | 0.41 | 0.42 |
| WTW | 0.20 | 0.23 | 0.24 | 0.35 | 0.23 | 0.28 | 0.38 | 0.28 | 0.25 | 0.30 | 0.25 | 0.31 | 0.27 | 0.31 | 0.29 | 0.30 | 0.31 | 0.28 | 0.28 | 0.29 | 0.31 | 0.31 | 0.32 | 0.31 | 0.31 | 0.34 | 0.34 | 0.32 | 0.35 | 0.32 | 0.28 | 0.35 | 0.32 | 0.35 | 0.36 | 0.34 | 0.34 | 0.34 | 0.34 | 0.35 | 0.38 | 0.36 | 0.37 | 0.36 | 0.36 | 0.32 | 0.35 | 0.38 | 1.00 | 0.37 | 0.42 | 0.35 | 0.36 | 0.37 | 0.38 | 0.43 | 0.39 | 0.36 | 0.39 | 0.38 | 0.38 | 0.39 | 0.42 | 0.37 | 0.38 | 0.39 | 0.43 | 0.67 | 0.45 | 0.44 | 0.43 | 0.40 | 0.47 | 0.46 | 0.44 |
| MNST | 0.13 | 0.16 | 0.33 | 0.23 | 0.23 | 0.25 | 0.27 | 0.35 | 0.38 | 0.30 | 0.37 | 0.22 | 0.27 | 0.32 | 0.25 | 0.29 | 0.44 | 0.30 | 0.35 | 0.35 | 0.30 | 0.30 | 0.41 | 0.28 | 0.31 | 0.40 | 0.34 | 0.32 | 0.35 | 0.36 | 0.33 | 0.37 | 0.32 | 0.35 | 0.37 | 0.38 | 0.32 | 0.35 | 0.37 | 0.33 | 0.51 | 0.37 | 0.53 | 0.48 | 0.38 | 0.34 | 0.36 | 0.36 | 0.37 | 1.00 | 0.37 | 0.37 | 0.40 | 0.35 | 0.36 | 0.34 | 0.38 | 0.41 | 0.38 | 0.42 | 0.40 | 0.36 | 0.36 | 0.38 | 0.35 | 0.41 | 0.39 | 0.41 | 0.35 | 0.44 | 0.37 | 0.41 | 0.41 | 0.44 | 0.39 |
| WM | 0.17 | 0.21 | 0.38 | 0.37 | 0.27 | 0.28 | 0.33 | 0.40 | 0.43 | 0.45 | 0.32 | 0.22 | 0.26 | 0.41 | 0.31 | 0.41 | 0.35 | 0.30 | 0.33 | 0.19 | 0.32 | 0.39 | 0.46 | 0.35 | 0.37 | 0.32 | 0.24 | 0.23 | 0.38 | 0.34 | 0.22 | 0.45 | 0.20 | 0.33 | 0.48 | 0.26 | 0.36 | 0.33 | 0.25 | 0.30 | 0.50 | 0.32 | 0.50 | 0.46 | 0.31 | 0.25 | 0.35 | 0.34 | 0.42 | 0.37 | 1.00 | 0.35 | 0.30 | 0.38 | 0.41 | 0.40 | 0.36 | 0.32 | 0.39 | 0.32 | 0.28 | 0.36 | 0.38 | 0.38 | 0.37 | 0.39 | 0.37 | 0.52 | 0.45 | 0.39 | 0.41 | 0.35 | 0.47 | 0.51 | 0.47 |
| LOW | 0.21 | 0.23 | 0.23 | 0.20 | 0.24 | 0.22 | 0.25 | 0.24 | 0.23 | 0.22 | 0.24 | 0.36 | 0.24 | 0.26 | 0.32 | 0.25 | 0.28 | 0.48 | 0.31 | 0.33 | 0.33 | 0.26 | 0.28 | 0.27 | 0.30 | 0.32 | 0.34 | 0.36 | 0.37 | 0.48 | 0.39 | 0.35 | 0.39 | 0.38 | 0.37 | 0.41 | 0.30 | 0.35 | 0.34 | 0.46 | 0.29 | 0.45 | 0.32 | 0.32 | 0.39 | 0.41 | 0.37 | 0.36 | 0.35 | 0.37 | 0.35 | 1.00 | 0.38 | 0.46 | 0.45 | 0.41 | 0.37 | 0.40 | 0.36 | 0.39 | 0.43 | 0.38 | 0.49 | 0.40 | 0.49 | 0.40 | 0.43 | 0.39 | 0.47 | 0.41 | 0.48 | 0.45 | 0.44 | 0.44 | 0.52 |
| ADBE | 0.14 | 0.17 | 0.16 | 0.22 | 0.20 | 0.17 | 0.25 | 0.13 | 0.16 | 0.13 | 0.14 | 0.23 | 0.23 | 0.22 | 0.14 | 0.17 | 0.24 | 0.28 | 0.35 | 0.62 | 0.18 | 0.20 | 0.19 | 0.22 | 0.25 | 0.27 | 0.64 | 0.59 | 0.21 | 0.33 | 0.51 | 0.29 | 0.56 | 0.34 | 0.35 | 0.59 | 0.33 | 0.44 | 0.62 | 0.38 | 0.23 | 0.43 | 0.28 | 0.27 | 0.51 | 0.51 | 0.45 | 0.34 | 0.36 | 0.40 | 0.30 | 0.38 | 1.00 | 0.37 | 0.36 | 0.39 | 0.42 | 0.55 | 0.41 | 0.72 | 0.67 | 0.47 | 0.33 | 0.45 | 0.42 | 0.45 | 0.47 | 0.40 | 0.38 | 0.57 | 0.41 | 0.48 | 0.48 | 0.46 | 0.37 |
| UPS | 0.26 | 0.28 | 0.22 | 0.23 | 0.26 | 0.24 | 0.29 | 0.27 | 0.22 | 0.25 | 0.30 | 0.36 | 0.28 | 0.28 | 0.35 | 0.29 | 0.28 | 0.40 | 0.29 | 0.31 | 0.37 | 0.31 | 0.28 | 0.32 | 0.30 | 0.31 | 0.29 | 0.31 | 0.32 | 0.36 | 0.39 | 0.33 | 0.36 | 0.41 | 0.36 | 0.34 | 0.34 | 0.35 | 0.33 | 0.68 | 0.34 | 0.42 | 0.32 | 0.34 | 0.35 | 0.42 | 0.34 | 0.38 | 0.37 | 0.35 | 0.38 | 0.46 | 0.37 | 1.00 | 0.50 | 0.39 | 0.37 | 0.36 | 0.39 | 0.38 | 0.39 | 0.40 | 0.48 | 0.41 | 0.48 | 0.39 | 0.43 | 0.43 | 0.47 | 0.40 | 0.47 | 0.42 | 0.44 | 0.43 | 0.54 |
| CSX | 0.35 | 0.38 | 0.17 | 0.30 | 0.28 | 0.26 | 0.26 | 0.21 | 0.25 | 0.25 | 0.27 | 0.43 | 0.29 | 0.25 | 0.32 | 0.30 | 0.25 | 0.35 | 0.31 | 0.31 | 0.41 | 0.30 | 0.27 | 0.33 | 0.33 | 0.32 | 0.31 | 0.30 | 0.38 | 0.42 | 0.40 | 0.33 | 0.38 | 0.42 | 0.37 | 0.35 | 0.32 | 0.32 | 0.35 | 0.51 | 0.36 | 0.42 | 0.30 | 0.31 | 0.36 | 0.43 | 0.34 | 0.39 | 0.38 | 0.36 | 0.41 | 0.45 | 0.36 | 0.50 | 1.00 | 0.47 | 0.36 | 0.35 | 0.35 | 0.39 | 0.41 | 0.37 | 0.51 | 0.36 | 0.54 | 0.39 | 0.47 | 0.43 | 0.52 | 0.44 | 0.52 | 0.43 | 0.49 | 0.48 | 0.58 |
| TDY | 0.31 | 0.33 | 0.15 | 0.31 | 0.23 | 0.27 | 0.33 | 0.20 | 0.21 | 0.27 | 0.22 | 0.40 | 0.25 | 0.26 | 0.28 | 0.32 | 0.24 | 0.31 | 0.33 | 0.33 | 0.36 | 0.26 | 0.25 | 0.28 | 0.29 | 0.30 | 0.36 | 0.36 | 0.36 | 0.40 | 0.40 | 0.34 | 0.44 | 0.36 | 0.39 | 0.36 | 0.34 | 0.41 | 0.37 | 0.43 | 0.34 | 0.40 | 0.27 | 0.29 | 0.41 | 0.45 | 0.39 | 0.38 | 0.43 | 0.34 | 0.40 | 0.41 | 0.39 | 0.39 | 0.47 | 1.00 | 0.41 | 0.41 | 0.37 | 0.40 | 0.46 | 0.40 | 0.47 | 0.40 | 0.55 | 0.40 | 0.45 | 0.49 | 0.57 | 0.47 | 0.55 | 0.48 | 0.53 | 0.49 | 0.53 |
| COO | 0.15 | 0.17 | 0.23 | 0.26 | 0.26 | 0.29 | 0.28 | 0.25 | 0.27 | 0.30 | 0.23 | 0.26 | 0.33 | 0.31 | 0.27 | 0.31 | 0.30 | 0.30 | 0.31 | 0.36 | 0.28 | 0.37 | 0.29 | 0.32 | 0.33 | 0.34 | 0.40 | 0.42 | 0.32 | 0.32 | 0.34 | 0.33 | 0.37 | 0.36 | 0.36 | 0.40 | 0.49 | 0.49 | 0.38 | 0.33 | 0.33 | 0.36 | 0.34 | 0.34 | 0.41 | 0.40 | 0.49 | 0.52 | 0.39 | 0.38 | 0.36 | 0.37 | 0.42 | 0.37 | 0.36 | 0.41 | 1.00 | 0.52 | 0.53 | 0.42 | 0.47 | 0.51 | 0.41 | 0.51 | 0.38 | 0.48 | 0.43 | 0.41 | 0.44 | 0.44 | 0.43 | 0.54 | 0.44 | 0.43 | 0.42 |
| IDXX | 0.12 | 0.14 | 0.21 | 0.22 | 0.25 | 0.24 | 0.28 | 0.19 | 0.21 | 0.21 | 0.17 | 0.24 | 0.28 | 0.30 | 0.19 | 0.23 | 0.27 | 0.30 | 0.32 | 0.47 | 0.20 | 0.29 | 0.26 | 0.28 | 0.30 | 0.31 | 0.48 | 0.54 | 0.26 | 0.34 | 0.42 | 0.32 | 0.49 | 0.31 | 0.40 | 0.47 | 0.43 | 0.55 | 0.48 | 0.32 | 0.27 | 0.41 | 0.32 | 0.31 | 0.49 | 0.46 | 0.53 | 0.42 | 0.36 | 0.41 | 0.32 | 0.40 | 0.55 | 0.36 | 0.35 | 0.41 | 0.52 | 1.00 | 0.53 | 0.53 | 0.55 | 0.55 | 0.38 | 0.56 | 0.41 | 0.63 | 0.43 | 0.41 | 0.43 | 0.46 | 0.45 | 0.58 | 0.47 | 0.46 | 0.41 |
| ABT | 0.12 | 0.13 | 0.31 | 0.29 | 0.29 | 0.36 | 0.29 | 0.33 | 0.28 | 0.31 | 0.26 | 0.19 | 0.32 | 0.32 | 0.31 | 0.27 | 0.31 | 0.28 | 0.33 | 0.33 | 0.25 | 0.48 | 0.38 | 0.33 | 0.36 | 0.30 | 0.34 | 0.41 | 0.28 | 0.29 | 0.33 | 0.36 | 0.34 | 0.31 | 0.39 | 0.38 | 0.56 | 0.47 | 0.36 | 0.32 | 0.37 | 0.36 | 0.39 | 0.40 | 0.38 | 0.35 | 0.52 | 0.48 | 0.39 | 0.38 | 0.39 | 0.36 | 0.41 | 0.39 | 0.35 | 0.37 | 0.53 | 0.53 | 1.00 | 0.42 | 0.42 | 0.60 | 0.38 | 0.57 | 0.35 | 0.52 | 0.41 | 0.46 | 0.41 | 0.45 | 0.37 | 0.54 | 0.45 | 0.45 | 0.41 |
| MSFT | 0.16 | 0.18 | 0.19 | 0.24 | 0.25 | 0.18 | 0.26 | 0.16 | 0.19 | 0.16 | 0.17 | 0.25 | 0.23 | 0.26 | 0.19 | 0.19 | 0.26 | 0.27 | 0.36 | 0.68 | 0.21 | 0.24 | 0.24 | 0.25 | 0.29 | 0.30 | 0.58 | 0.52 | 0.24 | 0.37 | 0.56 | 0.33 | 0.57 | 0.36 | 0.35 | 0.56 | 0.32 | 0.45 | 0.71 | 0.38 | 0.28 | 0.42 | 0.32 | 0.30 | 0.48 | 0.52 | 0.45 | 0.35 | 0.38 | 0.42 | 0.32 | 0.39 | 0.72 | 0.38 | 0.39 | 0.40 | 0.42 | 0.53 | 0.42 | 1.00 | 0.62 | 0.48 | 0.36 | 0.47 | 0.45 | 0.44 | 0.48 | 0.41 | 0.41 | 0.57 | 0.43 | 0.49 | 0.50 | 0.49 | 0.40 |
| ADSK | 0.20 | 0.22 | 0.12 | 0.24 | 0.19 | 0.19 | 0.26 | 0.10 | 0.14 | 0.14 | 0.15 | 0.33 | 0.26 | 0.20 | 0.19 | 0.18 | 0.23 | 0.33 | 0.35 | 0.56 | 0.23 | 0.19 | 0.17 | 0.24 | 0.25 | 0.31 | 0.63 | 0.59 | 0.27 | 0.39 | 0.52 | 0.27 | 0.60 | 0.36 | 0.39 | 0.57 | 0.33 | 0.45 | 0.56 | 0.42 | 0.21 | 0.44 | 0.23 | 0.24 | 0.52 | 0.57 | 0.46 | 0.40 | 0.38 | 0.40 | 0.28 | 0.43 | 0.67 | 0.39 | 0.41 | 0.46 | 0.47 | 0.55 | 0.42 | 0.62 | 1.00 | 0.48 | 0.42 | 0.47 | 0.50 | 0.46 | 0.50 | 0.40 | 0.47 | 0.54 | 0.50 | 0.56 | 0.52 | 0.48 | 0.44 |
| TMO | 0.13 | 0.16 | 0.24 | 0.23 | 0.31 | 0.33 | 0.27 | 0.26 | 0.24 | 0.22 | 0.20 | 0.24 | 0.30 | 0.27 | 0.27 | 0.23 | 0.25 | 0.32 | 0.29 | 0.37 | 0.25 | 0.38 | 0.31 | 0.33 | 0.34 | 0.29 | 0.38 | 0.45 | 0.22 | 0.27 | 0.40 | 0.33 | 0.43 | 0.29 | 0.38 | 0.43 | 0.52 | 0.54 | 0.41 | 0.35 | 0.30 | 0.39 | 0.32 | 0.33 | 0.41 | 0.42 | 0.50 | 0.40 | 0.39 | 0.36 | 0.36 | 0.38 | 0.47 | 0.40 | 0.37 | 0.40 | 0.51 | 0.55 | 0.60 | 0.48 | 0.48 | 1.00 | 0.40 | 0.76 | 0.44 | 0.54 | 0.42 | 0.44 | 0.43 | 0.44 | 0.44 | 0.73 | 0.49 | 0.44 | 0.44 |
| PPG | 0.26 | 0.28 | 0.19 | 0.28 | 0.26 | 0.28 | 0.27 | 0.28 | 0.26 | 0.26 | 0.31 | 0.47 | 0.29 | 0.24 | 0.33 | 0.30 | 0.29 | 0.35 | 0.31 | 0.30 | 0.40 | 0.31 | 0.30 | 0.32 | 0.31 | 0.37 | 0.30 | 0.29 | 0.42 | 0.41 | 0.40 | 0.35 | 0.39 | 0.41 | 0.33 | 0.35 | 0.35 | 0.36 | 0.35 | 0.48 | 0.37 | 0.45 | 0.32 | 0.35 | 0.37 | 0.46 | 0.37 | 0.43 | 0.42 | 0.36 | 0.38 | 0.49 | 0.33 | 0.48 | 0.51 | 0.47 | 0.41 | 0.38 | 0.38 | 0.36 | 0.42 | 0.40 | 1.00 | 0.41 | 0.57 | 0.39 | 0.46 | 0.45 | 0.57 | 0.44 | 0.58 | 0.47 | 0.48 | 0.46 | 0.63 |
| DHR | 0.13 | 0.15 | 0.25 | 0.24 | 0.31 | 0.32 | 0.29 | 0.27 | 0.26 | 0.26 | 0.22 | 0.25 | 0.30 | 0.30 | 0.29 | 0.26 | 0.26 | 0.31 | 0.28 | 0.34 | 0.26 | 0.39 | 0.30 | 0.31 | 0.34 | 0.29 | 0.38 | 0.44 | 0.24 | 0.28 | 0.39 | 0.34 | 0.42 | 0.30 | 0.40 | 0.42 | 0.50 | 0.56 | 0.39 | 0.32 | 0.31 | 0.39 | 0.35 | 0.34 | 0.43 | 0.42 | 0.48 | 0.41 | 0.37 | 0.38 | 0.38 | 0.40 | 0.45 | 0.41 | 0.36 | 0.40 | 0.51 | 0.56 | 0.57 | 0.47 | 0.47 | 0.76 | 0.41 | 1.00 | 0.44 | 0.55 | 0.43 | 0.43 | 0.45 | 0.42 | 0.47 | 0.69 | 0.50 | 0.45 | 0.44 |
| ROK | 0.30 | 0.34 | 0.13 | 0.25 | 0.24 | 0.24 | 0.28 | 0.19 | 0.18 | 0.18 | 0.23 | 0.46 | 0.27 | 0.19 | 0.30 | 0.25 | 0.23 | 0.38 | 0.26 | 0.36 | 0.37 | 0.24 | 0.22 | 0.31 | 0.30 | 0.35 | 0.36 | 0.35 | 0.34 | 0.41 | 0.48 | 0.32 | 0.51 | 0.39 | 0.35 | 0.39 | 0.33 | 0.38 | 0.40 | 0.50 | 0.29 | 0.44 | 0.24 | 0.27 | 0.41 | 0.54 | 0.36 | 0.38 | 0.38 | 0.35 | 0.37 | 0.49 | 0.42 | 0.48 | 0.54 | 0.55 | 0.38 | 0.41 | 0.35 | 0.45 | 0.50 | 0.44 | 0.57 | 0.44 | 1.00 | 0.39 | 0.47 | 0.43 | 0.64 | 0.45 | 0.65 | 0.54 | 0.56 | 0.47 | 0.69 |
| ZTS | 0.15 | 0.16 | 0.28 | 0.28 | 0.31 | 0.36 | 0.30 | 0.28 | 0.29 | 0.30 | 0.24 | 0.24 | 0.31 | 0.33 | 0.27 | 0.27 | 0.28 | 0.32 | 0.34 | 0.36 | 0.26 | 0.40 | 0.32 | 0.34 | 0.37 | 0.33 | 0.39 | 0.45 | 0.29 | 0.33 | 0.34 | 0.35 | 0.39 | 0.33 | 0.40 | 0.40 | 0.43 | 0.49 | 0.40 | 0.33 | 0.37 | 0.42 | 0.37 | 0.37 | 0.45 | 0.38 | 0.48 | 0.40 | 0.39 | 0.41 | 0.39 | 0.40 | 0.45 | 0.39 | 0.39 | 0.40 | 0.48 | 0.63 | 0.52 | 0.44 | 0.46 | 0.54 | 0.39 | 0.55 | 0.39 | 1.00 | 0.43 | 0.48 | 0.43 | 0.45 | 0.42 | 0.55 | 0.47 | 0.46 | 0.42 |
| CTSH | 0.25 | 0.28 | 0.15 | 0.26 | 0.24 | 0.28 | 0.29 | 0.19 | 0.22 | 0.24 | 0.26 | 0.36 | 0.29 | 0.25 | 0.30 | 0.28 | 0.28 | 0.33 | 0.32 | 0.40 | 0.37 | 0.31 | 0.27 | 0.31 | 0.31 | 0.35 | 0.42 | 0.39 | 0.36 | 0.39 | 0.44 | 0.35 | 0.47 | 0.43 | 0.37 | 0.44 | 0.35 | 0.38 | 0.46 | 0.45 | 0.34 | 0.43 | 0.32 | 0.33 | 0.44 | 0.48 | 0.38 | 0.42 | 0.43 | 0.39 | 0.37 | 0.43 | 0.47 | 0.43 | 0.47 | 0.45 | 0.43 | 0.43 | 0.41 | 0.48 | 0.50 | 0.42 | 0.46 | 0.43 | 0.47 | 0.43 | 1.00 | 0.45 | 0.48 | 0.51 | 0.49 | 0.48 | 0.48 | 0.51 | 0.51 |
| MMC | 0.22 | 0.25 | 0.29 | 0.41 | 0.29 | 0.31 | 0.43 | 0.34 | 0.33 | 0.33 | 0.30 | 0.31 | 0.31 | 0.31 | 0.34 | 0.33 | 0.32 | 0.28 | 0.34 | 0.27 | 0.33 | 0.39 | 0.40 | 0.38 | 0.38 | 0.32 | 0.32 | 0.32 | 0.37 | 0.35 | 0.30 | 0.43 | 0.32 | 0.36 | 0.45 | 0.34 | 0.41 | 0.39 | 0.36 | 0.36 | 0.44 | 0.38 | 0.44 | 0.42 | 0.37 | 0.35 | 0.39 | 0.38 | 0.67 | 0.41 | 0.52 | 0.39 | 0.40 | 0.43 | 0.43 | 0.49 | 0.41 | 0.41 | 0.46 | 0.41 | 0.40 | 0.44 | 0.45 | 0.43 | 0.43 | 0.48 | 0.45 | 1.00 | 0.50 | 0.50 | 0.47 | 0.46 | 0.53 | 0.55 | 0.50 |
| XYL | 0.28 | 0.32 | 0.18 | 0.29 | 0.24 | 0.26 | 0.32 | 0.24 | 0.21 | 0.26 | 0.25 | 0.42 | 0.28 | 0.25 | 0.32 | 0.30 | 0.27 | 0.36 | 0.32 | 0.33 | 0.39 | 0.31 | 0.28 | 0.32 | 0.31 | 0.36 | 0.34 | 0.33 | 0.39 | 0.41 | 0.43 | 0.35 | 0.43 | 0.37 | 0.41 | 0.38 | 0.36 | 0.36 | 0.37 | 0.49 | 0.35 | 0.41 | 0.30 | 0.33 | 0.40 | 0.48 | 0.40 | 0.43 | 0.45 | 0.35 | 0.45 | 0.47 | 0.38 | 0.47 | 0.52 | 0.57 | 0.44 | 0.43 | 0.41 | 0.41 | 0.47 | 0.43 | 0.57 | 0.45 | 0.64 | 0.43 | 0.48 | 0.50 | 1.00 | 0.45 | 0.66 | 0.53 | 0.58 | 0.49 | 0.67 |
| V | 0.23 | 0.26 | 0.22 | 0.34 | 0.27 | 0.28 | 0.27 | 0.22 | 0.24 | 0.25 | 0.25 | 0.31 | 0.30 | 0.26 | 0.27 | 0.28 | 0.29 | 0.27 | 0.38 | 0.46 | 0.30 | 0.33 | 0.30 | 0.31 | 0.33 | 0.37 | 0.47 | 0.43 | 0.39 | 0.39 | 0.43 | 0.40 | 0.45 | 0.40 | 0.38 | 0.53 | 0.35 | 0.38 | 0.53 | 0.40 | 0.38 | 0.45 | 0.34 | 0.37 | 0.48 | 0.45 | 0.44 | 0.42 | 0.44 | 0.44 | 0.39 | 0.41 | 0.57 | 0.40 | 0.44 | 0.47 | 0.44 | 0.46 | 0.45 | 0.57 | 0.54 | 0.44 | 0.44 | 0.42 | 0.45 | 0.45 | 0.51 | 0.50 | 0.45 | 1.00 | 0.46 | 0.47 | 0.52 | 0.54 | 0.47 |
| FTV | 0.29 | 0.32 | 0.15 | 0.28 | 0.24 | 0.26 | 0.31 | 0.21 | 0.21 | 0.23 | 0.27 | 0.45 | 0.28 | 0.26 | 0.31 | 0.30 | 0.28 | 0.35 | 0.31 | 0.36 | 0.39 | 0.27 | 0.24 | 0.30 | 0.32 | 0.37 | 0.36 | 0.36 | 0.38 | 0.43 | 0.45 | 0.35 | 0.47 | 0.39 | 0.39 | 0.39 | 0.36 | 0.39 | 0.42 | 0.49 | 0.34 | 0.44 | 0.29 | 0.32 | 0.42 | 0.52 | 0.37 | 0.42 | 0.43 | 0.37 | 0.41 | 0.48 | 0.41 | 0.47 | 0.52 | 0.55 | 0.43 | 0.45 | 0.37 | 0.43 | 0.50 | 0.44 | 0.58 | 0.47 | 0.65 | 0.42 | 0.49 | 0.47 | 0.66 | 0.46 | 1.00 | 0.53 | 0.55 | 0.49 | 0.66 |
| A | 0.21 | 0.24 | 0.18 | 0.24 | 0.29 | 0.31 | 0.29 | 0.19 | 0.22 | 0.23 | 0.22 | 0.33 | 0.32 | 0.27 | 0.28 | 0.25 | 0.27 | 0.36 | 0.31 | 0.38 | 0.31 | 0.35 | 0.25 | 0.33 | 0.32 | 0.33 | 0.43 | 0.47 | 0.30 | 0.37 | 0.44 | 0.32 | 0.49 | 0.34 | 0.39 | 0.46 | 0.48 | 0.53 | 0.44 | 0.40 | 0.28 | 0.43 | 0.30 | 0.31 | 0.49 | 0.51 | 0.51 | 0.46 | 0.40 | 0.41 | 0.35 | 0.45 | 0.48 | 0.42 | 0.43 | 0.48 | 0.54 | 0.58 | 0.54 | 0.49 | 0.56 | 0.73 | 0.47 | 0.69 | 0.54 | 0.55 | 0.48 | 0.46 | 0.53 | 0.47 | 0.53 | 1.00 | 0.54 | 0.48 | 0.52 |
| ROP | 0.22 | 0.25 | 0.27 | 0.33 | 0.29 | 0.28 | 0.33 | 0.30 | 0.30 | 0.29 | 0.25 | 0.32 | 0.28 | 0.26 | 0.27 | 0.28 | 0.31 | 0.31 | 0.35 | 0.38 | 0.32 | 0.34 | 0.36 | 0.34 | 0.36 | 0.32 | 0.42 | 0.40 | 0.32 | 0.38 | 0.41 | 0.36 | 0.42 | 0.37 | 0.46 | 0.41 | 0.39 | 0.42 | 0.42 | 0.42 | 0.36 | 0.41 | 0.37 | 0.37 | 0.48 | 0.43 | 0.42 | 0.39 | 0.47 | 0.41 | 0.47 | 0.44 | 0.48 | 0.44 | 0.49 | 0.53 | 0.44 | 0.47 | 0.45 | 0.50 | 0.52 | 0.49 | 0.48 | 0.50 | 0.56 | 0.47 | 0.48 | 0.53 | 0.58 | 0.52 | 0.55 | 0.54 | 1.00 | 0.54 | 0.58 |
| ADP | 0.23 | 0.27 | 0.28 | 0.38 | 0.29 | 0.31 | 0.35 | 0.31 | 0.33 | 0.38 | 0.31 | 0.32 | 0.31 | 0.35 | 0.34 | 0.36 | 0.35 | 0.32 | 0.38 | 0.32 | 0.37 | 0.36 | 0.37 | 0.36 | 0.37 | 0.38 | 0.41 | 0.37 | 0.41 | 0.41 | 0.37 | 0.41 | 0.39 | 0.43 | 0.43 | 0.42 | 0.38 | 0.39 | 0.41 | 0.39 | 0.46 | 0.41 | 0.45 | 0.42 | 0.43 | 0.42 | 0.43 | 0.41 | 0.46 | 0.44 | 0.51 | 0.44 | 0.46 | 0.43 | 0.48 | 0.49 | 0.43 | 0.46 | 0.45 | 0.49 | 0.48 | 0.44 | 0.46 | 0.45 | 0.47 | 0.46 | 0.51 | 0.55 | 0.49 | 0.54 | 0.49 | 0.48 | 0.54 | 1.00 | 0.52 |
| ITW | 0.32 | 0.34 | 0.23 | 0.30 | 0.27 | 0.30 | 0.34 | 0.31 | 0.28 | 0.28 | 0.33 | 0.46 | 0.30 | 0.26 | 0.37 | 0.32 | 0.31 | 0.40 | 0.30 | 0.30 | 0.45 | 0.37 | 0.35 | 0.36 | 0.36 | 0.38 | 0.28 | 0.29 | 0.44 | 0.44 | 0.42 | 0.37 | 0.41 | 0.42 | 0.40 | 0.33 | 0.40 | 0.37 | 0.37 | 0.54 | 0.41 | 0.46 | 0.37 | 0.39 | 0.38 | 0.49 | 0.38 | 0.42 | 0.44 | 0.39 | 0.47 | 0.52 | 0.37 | 0.54 | 0.58 | 0.53 | 0.42 | 0.41 | 0.41 | 0.40 | 0.44 | 0.44 | 0.63 | 0.44 | 0.69 | 0.42 | 0.51 | 0.50 | 0.67 | 0.47 | 0.66 | 0.52 | 0.58 | 0.52 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 5 июл. 2016 г.