S&P NIPE Index
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
S&P NIPE Index
Последнее обновление 15 нояб. 2024 г.
Equal weight composite of S&P 500 net income/employee index
NIPE greater than S&P 500 avg $65,000 per employee
DRAFT not complete
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в S&P NIPE Index 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
S&P NIPE Index
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 2 янв. 2013 г., начальной даты ABBV
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| S&P NIPE Index | 23.62% | 1.80% | 12.05% | 33.77% | 19.19% | N/A |
| Активы портфеля: | ||||||
MSFT | 14.14% | 1.95% | 1.58% | 16.11% | 24.45% | N/A |
AAPL Apple Inc | 19.12% | -2.30% | 20.49% | 21.98% | 28.84% | 24.61% |
AMZN Amazon.com, Inc. | 39.19% | 12.68% | 15.17% | 47.68% | 19.48% | 29.40% |
NVDA | 196.42% | 11.52% | 55.56% | 200.29% | 96.16% | N/A |
GOOGL | 26.00% | 6.12% | 1.05% | 30.75% | 21.46% | N/A |
META | 63.55% | -1.55% | 22.20% | 73.99% | 24.34% | N/A |
GOOG | 26.15% | 6.26% | 1.34% | 30.36% | 21.68% | N/A |
TSLA | 25.23% | 41.72% | 77.98% | 28.14% | 67.81% | N/A |
LLY | 35.53% | -13.92% | 2.10% | 34.24% | 49.31% | N/A |
JPM | 45.59% | 8.76% | 20.86% | 65.38% | 16.65% | N/A |
XOM | 24.70% | 1.00% | 3.95% | 20.27% | 17.34% | N/A |
AVGO Broadcom Inc. | 54.28% | -3.18% | 21.44% | 77.37% | 44.67% | 38.02% |
JNJ | -0.84% | -7.45% | -0.01% | 5.29% | 5.26% | N/A |
PG | 16.85% | -3.17% | 0.72% | 13.09% | 9.43% | N/A |
ADBE Adobe Inc | -11.19% | 4.30% | 9.73% | -10.99% | 12.26% | 22.49% |
COST Costco Wholesale Corporation | 40.78% | 3.41% | 16.82% | 59.26% | 27.10% | 23.52% |
CVX | 12.00% | 9.52% | 1.56% | 15.98% | 10.66% | N/A |
ABBV AbbVie Inc. | 13.47% | -11.59% | 5.00% | 27.79% | 18.89% | 14.74% |
KO | 8.56% | -11.07% | 0.23% | 12.72% | 6.77% | N/A |
NFLX | 71.96% | 18.60% | 37.14% | 81.25% | 23.24% | N/A |
BAC Bank of America Corporation | 39.02% | 8.92% | 18.51% | 59.29% | 9.57% | 12.71% |
MCD | 2.52% | -4.72% | 10.51% | 13.10% | 11.59% | N/A |
LIN | 11.42% | -5.66% | 6.19% | 13.98% | 18.44% | N/A |
ORCL | 79.59% | 7.44% | 53.90% | 66.00% | 29.12% | N/A |
PFE | -4.10% | -10.24% | -7.34% | -8.54% | -1.81% | N/A |
VZ | 15.63% | -6.56% | 4.81% | 21.09% | -1.98% | N/A |
PM | 41.53% | 6.46% | 30.46% | 47.16% | 14.75% | N/A |
QCOM | 15.01% | -5.81% | -14.37% | 29.84% | 15.15% | N/A |
AMGN Amgen Inc. | 5.01% | -8.97% | -5.32% | 11.65% | 9.16% | 9.41% |
TXN | 24.29% | 3.76% | 7.05% | 39.51% | 14.97% | N/A |
NOW | 47.18% | 12.05% | 37.17% | 59.75% | 32.01% | N/A |
COP ConocoPhillips Company | 0.01% | 8.08% | -4.42% | 0.91% | 18.48% | 8.12% |
UNP | -2.53% | -4.15% | -3.14% | 10.40% | 8.32% | N/A |
SPGI | 16.62% | -3.37% | 17.04% | 28.05% | 15.21% | N/A |
CAT Caterpillar Inc. | 33.11% | 0.20% | 11.30% | 56.75% | 24.41% | 17.44% |
AMAT Applied Materials, Inc. | 15.39% | -2.63% | -12.77% | 20.62% | 25.79% | 25.19% |
NEE | 26.70% | -9.07% | -0.20% | 36.11% | 7.90% | N/A |
GS | 55.51% | 12.68% | 28.23% | 79.15% | 24.80% | N/A |
ISRG | 59.41% | 12.40% | 35.66% | 83.41% | 23.19% | N/A |
MDT | 7.03% | -4.27% | 2.11% | 20.12% | -2.50% | N/A |
BLK BlackRock, Inc. | 31.41% | 3.98% | 31.26% | 51.50% | 19.38% | 14.59% |
PLD | -11.88% | -5.47% | 5.24% | 6.97% | 7.94% | N/A |
MS | 47.19% | 18.94% | 35.25% | 72.26% | 26.06% | N/A |
DE | -0.20% | -1.83% | 0.80% | 5.16% | 19.41% | N/A |
AXP American Express Company | 55.73% | 3.96% | 20.14% | 83.00% | 20.69% | 14.02% |
AMT American Tower Corporation | -7.54% | -15.11% | 1.48% | 2.70% | 0.72% | 9.40% |
PGR | 62.70% | 2.34% | 24.50% | 64.36% | 31.72% | N/A |
LRCX | -3.84% | -2.06% | -20.29% | 8.22% | 22.98% | N/A |
GILD | 17.36% | 7.33% | 38.68% | 27.85% | 11.71% | N/A |
CB Chubb Limited | 28.23% | -0.16% | 9.04% | 33.31% | 15.77% | 12.20% |
ADI Analog Devices, Inc. | 8.28% | -6.03% | -0.06% | 19.49% | 15.49% | 17.98% |
SCHW | 18.28% | 11.82% | 3.52% | 45.11% | 14.22% | N/A |
ZTS | -10.65% | -9.02% | 1.01% | 1.00% | 9.00% | N/A |
BX The Blackstone Group Inc. | 41.96% | 16.52% | 43.26% | 78.22% | 32.74% | 25.45% |
CI Cigna Corporation | 9.48% | -7.16% | -3.77% | 16.39% | 12.03% | 12.92% |
CME CME Group Inc. | 7.82% | -0.62% | 6.18% | 10.85% | 5.76% | 14.80% |
TMUS | 49.93% | 9.55% | 46.37% | 64.02% | 25.42% | N/A |
SO | 27.26% | -4.33% | 11.24% | 31.07% | 11.05% | N/A |
EQIX | 13.78% | 2.77% | 14.06% | 17.33% | 12.38% | N/A |
KLAC | 11.63% | -8.86% | -13.78% | 18.98% | 31.02% | N/A |
MO | 46.26% | 11.00% | 25.60% | 48.21% | 11.65% | N/A |
EOG | 15.03% | 6.98% | 7.19% | 14.50% | 18.19% | N/A |
ICE | 22.98% | -5.27% | 14.82% | 42.74% | 12.46% | N/A |
CSX CSX Corporation | 3.83% | 0.37% | 5.76% | 16.57% | 9.77% | 13.08% |
PYPL | 39.70% | 7.84% | 33.84% | 47.28% | -3.82% | N/A |
WM | 25.15% | 3.71% | 5.25% | 31.49% | 16.57% | N/A |
MCK | 32.26% | 18.78% | 10.05% | 37.36% | 33.76% | N/A |
MPC | 8.14% | 0.71% | -9.08% | 6.72% | 23.69% | N/A |
PSX | -0.23% | -1.25% | -9.58% | 16.07% | 6.07% | N/A |
MSI | 58.90% | 4.29% | 35.39% | 58.86% | 26.73% | N/A |
PNC | 39.53% | 9.03% | 31.59% | 67.54% | 10.67% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью S&P NIPE Index, 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 | 1.63% | 2.99% | 4.12% | -3.95% | 4.48% | 1.90% | 3.69% | 3.35% | 1.01% | -1.04% | 23.62% | ||
| 2023 | 5.25% | -3.72% | 1.70% | 0.68% | -1.68% | 6.32% | 4.43% | -2.41% | -3.49% | -1.70% | 9.26% | 5.41% | 20.75% |
| 2022 | -2.87% | -2.04% | 4.00% | -7.76% | 2.97% | -8.39% | 8.35% | -2.34% | -9.00% | 10.94% | 7.04% | -4.38% | -5.87% |
| 2021 | -1.11% | 5.53% | 5.70% | 4.16% | 2.11% | 2.10% | 1.83% | 2.66% | -3.95% | 7.15% | -1.20% | 5.43% | 34.23% |
| 2020 | 0.30% | -6.90% | -11.21% | 12.53% | 5.26% | 1.62% | 4.44% | 4.48% | -2.86% | -2.19% | 14.41% | 4.19% | 23.33% |
| 2019 | 8.17% | 3.41% | 1.59% | 4.93% | -5.91% | 7.64% | 2.00% | -1.32% | 2.10% | 2.57% | 3.56% | 2.71% | 35.40% |
| 2018 | 6.19% | -2.55% | -1.25% | 0.24% | 2.44% | -0.31% | 4.49% | 2.00% | 0.45% | -5.33% | 3.04% | -8.20% | 0.29% |
| 2017 | 3.25% | 3.70% | 0.80% | 1.99% | 3.60% | 0.80% | 2.40% | 0.82% | 3.73% | 3.22% | 3.62% | 1.23% | 33.29% |
| 2016 | -5.88% | -0.37% | 7.00% | 1.78% | 2.00% | -0.05% | 4.22% | 1.68% | 0.71% | -0.68% | 4.96% | 2.10% | 18.28% |
| 2015 | 2.07% | -5.85% | -2.78% | 9.31% | 1.41% | -1.47% | 2.04% |
Комиссия
Комиссия S&P NIPE Index 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 S&P NIPE Index среди портфелей на нашем сайте составляет 94, что соответствует топ 6% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
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 | |
|---|---|---|---|---|---|
MSFT | 0.82 | 1.17 | 1.15 | 1.04 | 2.52 |
AAPL Apple Inc | 0.98 | 1.54 | 1.19 | 1.32 | 3.11 |
AMZN Amazon.com, Inc. | 1.78 | 2.45 | 1.32 | 2.03 | 8.12 |
NVDA | 3.87 | 3.90 | 1.51 | 7.41 | 23.35 |
GOOGL | 1.16 | 1.67 | 1.22 | 1.39 | 3.48 |
META | 2.06 | 2.97 | 1.41 | 4.02 | 12.45 |
GOOG | 1.15 | 1.65 | 1.22 | 1.36 | 3.46 |
TSLA | 0.46 | 1.15 | 1.14 | 0.43 | 1.23 |
LLY | 1.17 | 1.77 | 1.24 | 1.79 | 5.73 |
JPM | 2.85 | 3.65 | 1.58 | 6.45 | 19.62 |
XOM | 1.05 | 1.57 | 1.19 | 1.08 | 4.77 |
AVGO Broadcom Inc. | 1.69 | 2.35 | 1.30 | 3.06 | 9.31 |
JNJ | 0.35 | 0.63 | 1.07 | 0.30 | 1.01 |
PG | 0.85 | 1.25 | 1.17 | 1.47 | 4.63 |
ADBE Adobe Inc | -0.32 | -0.23 | 0.97 | -0.30 | -0.65 |
COST Costco Wholesale Corporation | 3.03 | 3.66 | 1.54 | 5.77 | 14.96 |
CVX | 0.84 | 1.26 | 1.16 | 0.74 | 2.64 |
ABBV AbbVie Inc. | 1.21 | 1.54 | 1.26 | 1.65 | 5.19 |
KO | 1.02 | 1.51 | 1.19 | 0.93 | 3.78 |
NFLX | 2.77 | 3.71 | 1.50 | 2.29 | 19.31 |
BAC Bank of America Corporation | 2.52 | 3.73 | 1.45 | 1.59 | 10.83 |
MCD | 0.74 | 1.10 | 1.15 | 0.76 | 1.69 |
LIN | 0.91 | 1.31 | 1.19 | 1.20 | 2.77 |
ORCL | 1.98 | 2.87 | 1.42 | 3.21 | 11.84 |
PFE | -0.36 | -0.36 | 0.96 | -0.16 | -1.06 |
VZ | 1.01 | 1.49 | 1.20 | 0.69 | 5.02 |
PM | 2.42 | 3.59 | 1.50 | 4.10 | 14.24 |
QCOM | 0.80 | 1.26 | 1.17 | 0.95 | 1.96 |
AMGN Amgen Inc. | 0.47 | 0.84 | 1.12 | 0.63 | 1.52 |
TXN | 1.46 | 2.10 | 1.25 | 2.03 | 9.37 |
NOW | 1.81 | 2.34 | 1.34 | 2.86 | 9.66 |
COP ConocoPhillips Company | 0.04 | 0.22 | 1.03 | 0.04 | 0.07 |
UNP | 0.55 | 0.95 | 1.11 | 0.58 | 1.75 |
SPGI | 1.77 | 2.28 | 1.32 | 1.97 | 5.86 |
CAT Caterpillar Inc. | 2.14 | 2.89 | 1.38 | 3.58 | 8.26 |
AMAT Applied Materials, Inc. | 0.50 | 0.94 | 1.12 | 0.66 | 1.43 |
NEE | 1.40 | 1.85 | 1.25 | 0.95 | 6.23 |
GS | 3.05 | 4.23 | 1.57 | 4.78 | 31.03 |
ISRG | 3.10 | 4.74 | 1.59 | 4.96 | 31.65 |
MDT | 1.13 | 1.67 | 1.21 | 0.49 | 4.14 |
BLK BlackRock, Inc. | 2.83 | 3.72 | 1.47 | 2.31 | 11.97 |
PLD | 0.28 | 0.56 | 1.07 | 0.18 | 0.62 |
MS | 2.74 | 3.66 | 1.52 | 2.95 | 15.42 |
DE | 0.23 | 0.47 | 1.06 | 0.24 | 0.76 |
AXP American Express Company | 3.48 | 4.37 | 1.60 | 4.67 | 28.07 |
AMT American Tower Corporation | 0.11 | 0.32 | 1.04 | 0.07 | 0.27 |
PGR | 3.15 | 4.16 | 1.55 | 9.07 | 24.09 |
LRCX | 0.20 | 0.55 | 1.07 | 0.23 | 0.47 |
GILD | 1.14 | 1.67 | 1.24 | 0.99 | 1.93 |
CB Chubb Limited | 1.93 | 2.66 | 1.36 | 3.90 | 10.46 |
ADI Analog Devices, Inc. | 0.62 | 1.08 | 1.13 | 1.11 | 3.43 |
SCHW | 1.63 | 2.31 | 1.33 | 1.13 | 4.21 |
ZTS | 0.04 | 0.23 | 1.03 | 0.03 | 0.09 |
BX The Blackstone Group Inc. | 2.69 | 3.41 | 1.42 | 3.19 | 14.58 |
CI Cigna Corporation | 0.58 | 1.12 | 1.16 | 0.72 | 2.70 |
CME CME Group Inc. | 0.66 | 1.02 | 1.12 | 0.74 | 2.09 |
TMUS | 4.17 | 5.70 | 1.81 | 12.56 | 30.56 |
SO | 1.82 | 2.68 | 1.32 | 2.53 | 8.68 |
EQIX | 0.72 | 1.29 | 1.15 | 0.72 | 1.67 |
KLAC | 0.44 | 0.85 | 1.12 | 0.69 | 1.76 |
MO | 2.71 | 3.90 | 1.54 | 2.58 | 15.23 |
EOG | 0.64 | 1.03 | 1.13 | 0.70 | 2.04 |
ICE | 2.62 | 3.51 | 1.50 | 2.45 | 16.67 |
CSX CSX Corporation | 0.78 | 1.21 | 1.16 | 1.05 | 1.84 |
PYPL | 1.39 | 1.93 | 1.25 | 0.58 | 7.34 |
WM | 1.76 | 2.30 | 1.38 | 2.66 | 7.67 |
MCK | 1.43 | 1.82 | 1.33 | 1.56 | 4.04 |
MPC | 0.23 | 0.51 | 1.07 | 0.20 | 0.39 |
PSX | 0.63 | 1.01 | 1.13 | 0.55 | 1.02 |
MSI | 3.45 | 4.90 | 1.68 | 9.94 | 28.00 |
PNC | 2.72 | 3.68 | 1.46 | 1.74 | 19.11 |
S&P NIPE Index
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность S&P NIPE Index за предыдущие двенадцать месяцев составила 2.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.07% | 2.29% | 2.29% | 1.98% | 2.21% | 2.05% | 2.34% | 1.98% | 2.16% | 2.47% | 2.42% | 2.00% |
| Активы портфеля: | ||||||||||||
MSFT | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
GOOGL | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY | 0.66% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
JPM | 1.90% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
XOM | 3.19% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
JNJ | 3.20% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PG | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
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% |
COST Costco Wholesale Corporation | 2.11% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
CVX | 3.96% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
ABBV AbbVie Inc. | 3.66% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
KO | 3.06% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAC Bank of America Corporation | 2.14% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
MCD | 2.24% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
LIN | 1.20% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
ORCL | 0.86% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
PFE | 6.46% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
VZ | 6.54% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
PM | 4.10% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
QCOM | 2.01% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
AMGN Amgen Inc. | 3.00% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
TXN | 2.55% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COP ConocoPhillips Company | 2.76% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
UNP | 2.22% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
SPGI | 0.71% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
CAT Caterpillar Inc. | 1.40% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
AMAT Applied Materials, Inc. | 0.77% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
NEE | 2.67% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
GS | 1.91% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
ISRG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDT | 3.23% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
BLK BlackRock, Inc. | 1.94% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
PLD | 3.27% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
MS | 2.68% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
DE | 1.49% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
AXP American Express Company | 0.94% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
AMT American Tower Corporation | 3.37% | 2.99% | 2.77% | 1.78% | 2.02% | 1.64% | 1.99% | 1.84% | 2.05% | 1.87% | 1.42% | 1.38% |
PGR | 0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
LRCX | 1.11% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
GILD | 3.32% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
CB Chubb Limited | 1.23% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
ADI Analog Devices, Inc. | 1.71% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
SCHW | 1.25% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
ZTS | 0.99% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% |
BX The Blackstone Group Inc. | 1.90% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.68% | 3.75% |
CI Cigna Corporation | 1.68% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% |
CME CME Group Inc. | 4.39% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
TMUS | 1.09% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
SO | 3.27% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.89% |
EQIX | 1.90% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% | 0.00% |
KLAC | 0.67% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
MO | 7.15% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
EOG | 3.80% | 4.80% | 6.79% | 4.07% | 2.83% | 1.21% | 0.87% | 0.62% | 0.66% | 0.95% | 0.56% | 0.44% |
ICE | 1.13% | 1.31% | 1.48% | 0.97% | 1.04% | 1.19% | 1.27% | 1.13% | 1.21% | 1.13% | 1.19% | 0.29% |
CSX CSX Corporation | 1.32% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% | 2.05% |
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% |
WM | 1.33% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
MCK | 0.42% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
MPC | 1.57% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% |
PSX | 3.39% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% | 2.64% | 1.72% |
MSI | 0.79% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
PNC | 3.03% | 3.94% | 3.64% | 2.39% | 3.09% | 2.63% | 2.91% | 1.80% | 1.81% | 2.11% | 2.06% | 2.22% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
S&P NIPE Index
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
S&P NIPE Index показал максимальную просадку в 33.24%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 96 торговых сессий.
Текущая просадка S&P NIPE Index составляет 0.67%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -33.24% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 96 | 7 авг. 2020 г. | 119 |
| -17.79% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 177 | 15 июн. 2023 г. | 363 |
| -16.99% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 54 | 14 мар. 2019 г. | 118 |
| -14.06% | 2 дек. 2015 г. | 49 | 11 февр. 2016 г. | 45 | 18 апр. 2016 г. | 94 |
| -11.69% | 18 авг. 2015 г. | 6 | 25 авг. 2015 г. | 48 | 2 нояб. 2015 г. | 54 |
Волатильность
График волатильности
Текущая волатильность S&P NIPE Index составляет 3.02%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
S&P NIPE Index
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| SO | NEE | TSLA | VZ | MO | LLY | EOG | MCK | CME | GILD | CI | AMT | PM | NFLX | ABBV | PG | PFE | COP | EQIX | JNJ | PGR | TMUS | XOM | PSX | MPC | MCD | KO | CVX | AMGN | COST | WM | META | CB | NOW | PLD | AMZN | NVDA | DE | ICE | PYPL | ZTS | MDT | MSI | SCHW | QCOM | ORCL | AVGO | AAPL | UNP | ADBE | BX | PNC | LRCX | CAT | KLAC | AMAT | BAC | CSX | ISRG | GOOGL | GOOG | LIN | ADI | JPM | GS | AXP | SPGI | MS | MSFT | TXN | BLK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SO | 1.00 | 0.68 | 0.03 | 0.40 | 0.36 | 0.23 | 0.09 | 0.18 | 0.22 | 0.18 | 0.19 | 0.46 | 0.36 | 0.04 | 0.19 | 0.45 | 0.26 | 0.12 | 0.36 | 0.35 | 0.27 | 0.25 | 0.18 | 0.12 | 0.13 | 0.36 | 0.49 | 0.18 | 0.23 | 0.25 | 0.43 | 0.10 | 0.31 | 0.06 | 0.44 | 0.09 | 0.03 | 0.15 | 0.26 | 0.12 | 0.23 | 0.31 | 0.25 | 0.07 | 0.09 | 0.18 | 0.08 | 0.14 | 0.22 | 0.12 | 0.16 | 0.15 | 0.06 | 0.13 | 0.07 | 0.05 | 0.10 | 0.23 | 0.20 | 0.17 | 0.16 | 0.24 | 0.10 | 0.14 | 0.12 | 0.16 | 0.23 | 0.11 | 0.16 | 0.15 | 0.19 |
| NEE | 0.68 | 1.00 | 0.15 | 0.35 | 0.30 | 0.24 | 0.07 | 0.15 | 0.24 | 0.17 | 0.19 | 0.49 | 0.33 | 0.14 | 0.18 | 0.44 | 0.26 | 0.09 | 0.43 | 0.33 | 0.27 | 0.29 | 0.15 | 0.11 | 0.12 | 0.35 | 0.46 | 0.17 | 0.22 | 0.29 | 0.42 | 0.18 | 0.29 | 0.19 | 0.47 | 0.19 | 0.15 | 0.18 | 0.32 | 0.24 | 0.30 | 0.31 | 0.29 | 0.11 | 0.17 | 0.21 | 0.16 | 0.23 | 0.24 | 0.23 | 0.25 | 0.15 | 0.14 | 0.13 | 0.17 | 0.14 | 0.09 | 0.25 | 0.29 | 0.23 | 0.23 | 0.28 | 0.18 | 0.13 | 0.13 | 0.19 | 0.31 | 0.13 | 0.28 | 0.22 | 0.27 |
| TSLA | 0.03 | 0.15 | 1.00 | 0.07 | 0.11 | 0.13 | 0.13 | 0.13 | 0.12 | 0.18 | 0.15 | 0.19 | 0.13 | 0.38 | 0.14 | 0.11 | 0.13 | 0.14 | 0.27 | 0.09 | 0.11 | 0.22 | 0.12 | 0.13 | 0.16 | 0.17 | 0.14 | 0.15 | 0.20 | 0.27 | 0.12 | 0.35 | 0.11 | 0.37 | 0.24 | 0.41 | 0.42 | 0.22 | 0.23 | 0.38 | 0.27 | 0.23 | 0.25 | 0.25 | 0.35 | 0.29 | 0.40 | 0.42 | 0.20 | 0.41 | 0.33 | 0.23 | 0.39 | 0.24 | 0.39 | 0.39 | 0.25 | 0.25 | 0.35 | 0.37 | 0.38 | 0.23 | 0.40 | 0.24 | 0.28 | 0.30 | 0.31 | 0.27 | 0.39 | 0.39 | 0.32 |
| VZ | 0.40 | 0.35 | 0.07 | 1.00 | 0.38 | 0.25 | 0.18 | 0.25 | 0.27 | 0.27 | 0.25 | 0.32 | 0.37 | 0.09 | 0.27 | 0.41 | 0.33 | 0.21 | 0.25 | 0.40 | 0.30 | 0.35 | 0.27 | 0.23 | 0.22 | 0.31 | 0.43 | 0.29 | 0.30 | 0.25 | 0.36 | 0.12 | 0.35 | 0.10 | 0.31 | 0.11 | 0.08 | 0.27 | 0.24 | 0.14 | 0.24 | 0.31 | 0.26 | 0.23 | 0.15 | 0.24 | 0.14 | 0.17 | 0.29 | 0.13 | 0.20 | 0.32 | 0.11 | 0.28 | 0.12 | 0.11 | 0.29 | 0.28 | 0.18 | 0.17 | 0.17 | 0.29 | 0.17 | 0.31 | 0.27 | 0.28 | 0.25 | 0.27 | 0.20 | 0.23 | 0.29 |
| MO | 0.36 | 0.30 | 0.11 | 0.38 | 1.00 | 0.21 | 0.23 | 0.26 | 0.22 | 0.25 | 0.27 | 0.27 | 0.64 | 0.09 | 0.27 | 0.42 | 0.27 | 0.26 | 0.22 | 0.35 | 0.29 | 0.23 | 0.31 | 0.27 | 0.24 | 0.31 | 0.48 | 0.30 | 0.28 | 0.25 | 0.35 | 0.14 | 0.35 | 0.09 | 0.31 | 0.13 | 0.08 | 0.29 | 0.21 | 0.16 | 0.21 | 0.30 | 0.25 | 0.24 | 0.16 | 0.25 | 0.16 | 0.19 | 0.31 | 0.13 | 0.20 | 0.30 | 0.13 | 0.29 | 0.16 | 0.14 | 0.27 | 0.29 | 0.18 | 0.17 | 0.16 | 0.29 | 0.17 | 0.31 | 0.29 | 0.28 | 0.22 | 0.29 | 0.17 | 0.22 | 0.28 |
| LLY | 0.23 | 0.24 | 0.13 | 0.25 | 0.21 | 1.00 | 0.13 | 0.34 | 0.23 | 0.32 | 0.30 | 0.23 | 0.23 | 0.22 | 0.43 | 0.31 | 0.43 | 0.16 | 0.26 | 0.44 | 0.29 | 0.27 | 0.18 | 0.18 | 0.20 | 0.24 | 0.28 | 0.19 | 0.45 | 0.29 | 0.34 | 0.26 | 0.26 | 0.25 | 0.27 | 0.25 | 0.22 | 0.18 | 0.26 | 0.22 | 0.41 | 0.33 | 0.27 | 0.19 | 0.21 | 0.31 | 0.24 | 0.26 | 0.20 | 0.27 | 0.22 | 0.17 | 0.20 | 0.20 | 0.23 | 0.22 | 0.17 | 0.21 | 0.33 | 0.28 | 0.28 | 0.27 | 0.21 | 0.22 | 0.22 | 0.23 | 0.31 | 0.20 | 0.33 | 0.24 | 0.27 |
| EOG | 0.09 | 0.07 | 0.13 | 0.18 | 0.23 | 0.13 | 1.00 | 0.25 | 0.16 | 0.17 | 0.27 | 0.09 | 0.20 | 0.13 | 0.19 | 0.10 | 0.18 | 0.81 | 0.07 | 0.15 | 0.22 | 0.15 | 0.73 | 0.63 | 0.59 | 0.15 | 0.16 | 0.74 | 0.18 | 0.12 | 0.18 | 0.17 | 0.29 | 0.13 | 0.16 | 0.16 | 0.17 | 0.39 | 0.18 | 0.19 | 0.17 | 0.21 | 0.22 | 0.37 | 0.25 | 0.24 | 0.23 | 0.21 | 0.38 | 0.17 | 0.29 | 0.40 | 0.24 | 0.50 | 0.22 | 0.26 | 0.43 | 0.37 | 0.18 | 0.22 | 0.22 | 0.29 | 0.26 | 0.42 | 0.40 | 0.37 | 0.20 | 0.41 | 0.19 | 0.28 | 0.33 |
| MCK | 0.18 | 0.15 | 0.13 | 0.25 | 0.26 | 0.34 | 0.25 | 1.00 | 0.23 | 0.34 | 0.44 | 0.20 | 0.27 | 0.16 | 0.38 | 0.28 | 0.34 | 0.26 | 0.19 | 0.36 | 0.29 | 0.29 | 0.26 | 0.25 | 0.31 | 0.28 | 0.29 | 0.28 | 0.39 | 0.28 | 0.30 | 0.19 | 0.35 | 0.20 | 0.23 | 0.18 | 0.16 | 0.28 | 0.22 | 0.16 | 0.31 | 0.35 | 0.30 | 0.31 | 0.20 | 0.29 | 0.21 | 0.22 | 0.31 | 0.21 | 0.25 | 0.29 | 0.19 | 0.28 | 0.21 | 0.21 | 0.31 | 0.32 | 0.30 | 0.25 | 0.25 | 0.34 | 0.22 | 0.33 | 0.31 | 0.30 | 0.29 | 0.31 | 0.25 | 0.23 | 0.33 |
| CME | 0.22 | 0.24 | 0.12 | 0.27 | 0.22 | 0.23 | 0.16 | 0.23 | 1.00 | 0.18 | 0.23 | 0.24 | 0.23 | 0.16 | 0.24 | 0.31 | 0.27 | 0.20 | 0.23 | 0.29 | 0.35 | 0.23 | 0.23 | 0.23 | 0.22 | 0.33 | 0.33 | 0.24 | 0.26 | 0.27 | 0.38 | 0.19 | 0.38 | 0.22 | 0.27 | 0.19 | 0.18 | 0.26 | 0.62 | 0.23 | 0.30 | 0.31 | 0.34 | 0.36 | 0.17 | 0.27 | 0.20 | 0.21 | 0.32 | 0.25 | 0.27 | 0.38 | 0.20 | 0.23 | 0.20 | 0.20 | 0.36 | 0.32 | 0.26 | 0.24 | 0.24 | 0.31 | 0.21 | 0.40 | 0.36 | 0.36 | 0.43 | 0.36 | 0.28 | 0.24 | 0.39 |
| GILD | 0.18 | 0.17 | 0.18 | 0.27 | 0.25 | 0.32 | 0.17 | 0.34 | 0.18 | 1.00 | 0.29 | 0.23 | 0.27 | 0.23 | 0.43 | 0.28 | 0.43 | 0.17 | 0.23 | 0.42 | 0.26 | 0.30 | 0.21 | 0.21 | 0.21 | 0.28 | 0.29 | 0.22 | 0.55 | 0.27 | 0.28 | 0.23 | 0.27 | 0.23 | 0.25 | 0.23 | 0.20 | 0.25 | 0.26 | 0.25 | 0.34 | 0.37 | 0.27 | 0.27 | 0.25 | 0.29 | 0.25 | 0.26 | 0.25 | 0.27 | 0.27 | 0.28 | 0.23 | 0.28 | 0.23 | 0.22 | 0.28 | 0.27 | 0.32 | 0.28 | 0.27 | 0.30 | 0.29 | 0.30 | 0.29 | 0.29 | 0.29 | 0.29 | 0.29 | 0.32 | 0.34 |
| CI | 0.19 | 0.19 | 0.15 | 0.25 | 0.27 | 0.30 | 0.27 | 0.44 | 0.23 | 0.29 | 1.00 | 0.19 | 0.28 | 0.15 | 0.35 | 0.23 | 0.32 | 0.31 | 0.19 | 0.31 | 0.29 | 0.27 | 0.31 | 0.32 | 0.32 | 0.27 | 0.29 | 0.31 | 0.34 | 0.22 | 0.30 | 0.19 | 0.35 | 0.18 | 0.26 | 0.16 | 0.18 | 0.32 | 0.24 | 0.18 | 0.31 | 0.36 | 0.28 | 0.33 | 0.22 | 0.27 | 0.22 | 0.23 | 0.32 | 0.21 | 0.28 | 0.34 | 0.22 | 0.35 | 0.21 | 0.23 | 0.36 | 0.34 | 0.28 | 0.24 | 0.24 | 0.34 | 0.25 | 0.38 | 0.35 | 0.37 | 0.31 | 0.35 | 0.24 | 0.27 | 0.34 |
| AMT | 0.46 | 0.49 | 0.19 | 0.32 | 0.27 | 0.23 | 0.09 | 0.20 | 0.24 | 0.23 | 0.19 | 1.00 | 0.33 | 0.21 | 0.23 | 0.39 | 0.31 | 0.10 | 0.59 | 0.36 | 0.28 | 0.30 | 0.12 | 0.12 | 0.12 | 0.38 | 0.43 | 0.13 | 0.30 | 0.30 | 0.41 | 0.25 | 0.27 | 0.30 | 0.59 | 0.26 | 0.21 | 0.18 | 0.36 | 0.30 | 0.39 | 0.37 | 0.34 | 0.16 | 0.21 | 0.28 | 0.22 | 0.30 | 0.27 | 0.31 | 0.31 | 0.20 | 0.22 | 0.18 | 0.22 | 0.20 | 0.16 | 0.26 | 0.35 | 0.29 | 0.29 | 0.32 | 0.25 | 0.18 | 0.20 | 0.22 | 0.41 | 0.20 | 0.34 | 0.29 | 0.32 |
| PM | 0.36 | 0.33 | 0.13 | 0.37 | 0.64 | 0.23 | 0.20 | 0.27 | 0.23 | 0.27 | 0.28 | 0.33 | 1.00 | 0.14 | 0.30 | 0.44 | 0.30 | 0.22 | 0.27 | 0.38 | 0.29 | 0.26 | 0.29 | 0.25 | 0.23 | 0.37 | 0.53 | 0.29 | 0.32 | 0.26 | 0.34 | 0.19 | 0.36 | 0.14 | 0.35 | 0.16 | 0.13 | 0.27 | 0.26 | 0.20 | 0.29 | 0.37 | 0.25 | 0.25 | 0.20 | 0.29 | 0.20 | 0.23 | 0.31 | 0.20 | 0.24 | 0.31 | 0.20 | 0.29 | 0.20 | 0.21 | 0.28 | 0.31 | 0.24 | 0.25 | 0.24 | 0.34 | 0.22 | 0.32 | 0.31 | 0.30 | 0.27 | 0.32 | 0.24 | 0.26 | 0.33 |
| NFLX | 0.04 | 0.14 | 0.38 | 0.09 | 0.09 | 0.22 | 0.13 | 0.16 | 0.16 | 0.23 | 0.15 | 0.21 | 0.14 | 1.00 | 0.17 | 0.17 | 0.17 | 0.13 | 0.30 | 0.16 | 0.19 | 0.30 | 0.12 | 0.15 | 0.18 | 0.20 | 0.12 | 0.13 | 0.28 | 0.33 | 0.19 | 0.52 | 0.14 | 0.50 | 0.23 | 0.55 | 0.48 | 0.21 | 0.30 | 0.46 | 0.33 | 0.26 | 0.31 | 0.25 | 0.40 | 0.37 | 0.40 | 0.46 | 0.23 | 0.53 | 0.33 | 0.19 | 0.40 | 0.25 | 0.41 | 0.41 | 0.23 | 0.26 | 0.41 | 0.49 | 0.49 | 0.29 | 0.38 | 0.24 | 0.28 | 0.29 | 0.37 | 0.27 | 0.51 | 0.41 | 0.36 |
| ABBV | 0.19 | 0.18 | 0.14 | 0.27 | 0.27 | 0.43 | 0.19 | 0.38 | 0.24 | 0.43 | 0.35 | 0.23 | 0.30 | 0.17 | 1.00 | 0.32 | 0.46 | 0.22 | 0.21 | 0.45 | 0.31 | 0.26 | 0.27 | 0.26 | 0.27 | 0.28 | 0.32 | 0.27 | 0.52 | 0.24 | 0.32 | 0.21 | 0.31 | 0.25 | 0.27 | 0.21 | 0.19 | 0.27 | 0.26 | 0.23 | 0.39 | 0.42 | 0.28 | 0.26 | 0.23 | 0.27 | 0.23 | 0.24 | 0.28 | 0.26 | 0.25 | 0.28 | 0.22 | 0.28 | 0.23 | 0.24 | 0.27 | 0.28 | 0.34 | 0.29 | 0.28 | 0.32 | 0.25 | 0.31 | 0.28 | 0.28 | 0.29 | 0.28 | 0.28 | 0.27 | 0.34 |
| PG | 0.45 | 0.44 | 0.11 | 0.41 | 0.42 | 0.31 | 0.10 | 0.28 | 0.31 | 0.28 | 0.23 | 0.39 | 0.44 | 0.17 | 0.32 | 1.00 | 0.33 | 0.13 | 0.35 | 0.47 | 0.37 | 0.29 | 0.18 | 0.15 | 0.14 | 0.41 | 0.61 | 0.19 | 0.35 | 0.38 | 0.46 | 0.20 | 0.37 | 0.16 | 0.40 | 0.20 | 0.15 | 0.24 | 0.32 | 0.21 | 0.35 | 0.36 | 0.32 | 0.18 | 0.20 | 0.31 | 0.19 | 0.26 | 0.31 | 0.25 | 0.22 | 0.21 | 0.20 | 0.22 | 0.21 | 0.20 | 0.19 | 0.28 | 0.30 | 0.25 | 0.25 | 0.38 | 0.22 | 0.24 | 0.22 | 0.24 | 0.36 | 0.21 | 0.32 | 0.28 | 0.31 |
| PFE | 0.26 | 0.26 | 0.13 | 0.33 | 0.27 | 0.43 | 0.18 | 0.34 | 0.27 | 0.43 | 0.32 | 0.31 | 0.30 | 0.17 | 0.46 | 0.33 | 1.00 | 0.22 | 0.26 | 0.51 | 0.29 | 0.28 | 0.25 | 0.23 | 0.25 | 0.27 | 0.34 | 0.25 | 0.47 | 0.26 | 0.32 | 0.20 | 0.30 | 0.22 | 0.33 | 0.20 | 0.17 | 0.27 | 0.30 | 0.23 | 0.42 | 0.39 | 0.27 | 0.26 | 0.21 | 0.29 | 0.21 | 0.25 | 0.30 | 0.25 | 0.27 | 0.29 | 0.19 | 0.27 | 0.20 | 0.20 | 0.29 | 0.28 | 0.30 | 0.26 | 0.26 | 0.32 | 0.24 | 0.31 | 0.29 | 0.28 | 0.33 | 0.31 | 0.29 | 0.27 | 0.36 |
| COP | 0.12 | 0.09 | 0.14 | 0.21 | 0.26 | 0.16 | 0.81 | 0.26 | 0.20 | 0.17 | 0.31 | 0.10 | 0.22 | 0.13 | 0.22 | 0.13 | 0.22 | 1.00 | 0.06 | 0.18 | 0.26 | 0.18 | 0.76 | 0.66 | 0.61 | 0.18 | 0.21 | 0.78 | 0.22 | 0.14 | 0.21 | 0.17 | 0.33 | 0.16 | 0.18 | 0.16 | 0.19 | 0.43 | 0.23 | 0.21 | 0.18 | 0.23 | 0.25 | 0.40 | 0.26 | 0.25 | 0.25 | 0.22 | 0.41 | 0.20 | 0.32 | 0.42 | 0.25 | 0.54 | 0.23 | 0.27 | 0.46 | 0.40 | 0.19 | 0.23 | 0.24 | 0.34 | 0.28 | 0.45 | 0.43 | 0.41 | 0.24 | 0.45 | 0.21 | 0.30 | 0.36 |
| EQIX | 0.36 | 0.43 | 0.27 | 0.25 | 0.22 | 0.26 | 0.07 | 0.19 | 0.23 | 0.23 | 0.19 | 0.59 | 0.27 | 0.30 | 0.21 | 0.35 | 0.26 | 0.06 | 1.00 | 0.28 | 0.25 | 0.31 | 0.09 | 0.10 | 0.12 | 0.32 | 0.33 | 0.11 | 0.30 | 0.36 | 0.36 | 0.36 | 0.23 | 0.39 | 0.58 | 0.38 | 0.32 | 0.18 | 0.38 | 0.39 | 0.40 | 0.32 | 0.37 | 0.16 | 0.28 | 0.33 | 0.31 | 0.35 | 0.27 | 0.41 | 0.34 | 0.18 | 0.32 | 0.18 | 0.32 | 0.28 | 0.16 | 0.26 | 0.43 | 0.35 | 0.35 | 0.31 | 0.30 | 0.18 | 0.22 | 0.25 | 0.44 | 0.20 | 0.41 | 0.32 | 0.35 |
| JNJ | 0.35 | 0.33 | 0.09 | 0.40 | 0.35 | 0.44 | 0.15 | 0.36 | 0.29 | 0.42 | 0.31 | 0.36 | 0.38 | 0.16 | 0.45 | 0.47 | 0.51 | 0.18 | 0.28 | 1.00 | 0.36 | 0.28 | 0.24 | 0.19 | 0.19 | 0.37 | 0.45 | 0.25 | 0.49 | 0.30 | 0.41 | 0.18 | 0.36 | 0.17 | 0.34 | 0.18 | 0.13 | 0.27 | 0.32 | 0.20 | 0.41 | 0.47 | 0.31 | 0.23 | 0.22 | 0.31 | 0.18 | 0.24 | 0.33 | 0.24 | 0.23 | 0.27 | 0.19 | 0.27 | 0.20 | 0.19 | 0.25 | 0.31 | 0.33 | 0.27 | 0.27 | 0.37 | 0.23 | 0.30 | 0.28 | 0.28 | 0.34 | 0.27 | 0.29 | 0.28 | 0.37 |
| PGR | 0.27 | 0.27 | 0.11 | 0.30 | 0.29 | 0.29 | 0.22 | 0.29 | 0.35 | 0.26 | 0.29 | 0.28 | 0.29 | 0.19 | 0.31 | 0.37 | 0.29 | 0.26 | 0.25 | 0.36 | 1.00 | 0.30 | 0.28 | 0.30 | 0.29 | 0.33 | 0.37 | 0.28 | 0.32 | 0.31 | 0.41 | 0.21 | 0.51 | 0.23 | 0.32 | 0.20 | 0.19 | 0.32 | 0.36 | 0.23 | 0.32 | 0.33 | 0.36 | 0.35 | 0.21 | 0.33 | 0.23 | 0.25 | 0.35 | 0.27 | 0.27 | 0.37 | 0.23 | 0.34 | 0.24 | 0.23 | 0.35 | 0.34 | 0.30 | 0.25 | 0.25 | 0.37 | 0.24 | 0.43 | 0.35 | 0.38 | 0.36 | 0.35 | 0.30 | 0.28 | 0.39 |
| TMUS | 0.25 | 0.29 | 0.22 | 0.35 | 0.23 | 0.27 | 0.15 | 0.29 | 0.23 | 0.30 | 0.27 | 0.30 | 0.26 | 0.30 | 0.26 | 0.29 | 0.28 | 0.18 | 0.31 | 0.28 | 0.30 | 1.00 | 0.19 | 0.22 | 0.22 | 0.31 | 0.31 | 0.21 | 0.31 | 0.32 | 0.33 | 0.32 | 0.31 | 0.37 | 0.32 | 0.36 | 0.33 | 0.28 | 0.29 | 0.35 | 0.35 | 0.31 | 0.37 | 0.28 | 0.31 | 0.33 | 0.32 | 0.33 | 0.29 | 0.38 | 0.31 | 0.29 | 0.31 | 0.26 | 0.32 | 0.31 | 0.28 | 0.31 | 0.36 | 0.36 | 0.36 | 0.33 | 0.32 | 0.29 | 0.30 | 0.33 | 0.38 | 0.29 | 0.40 | 0.37 | 0.36 |
| XOM | 0.18 | 0.15 | 0.12 | 0.27 | 0.31 | 0.18 | 0.73 | 0.26 | 0.23 | 0.21 | 0.31 | 0.12 | 0.29 | 0.12 | 0.27 | 0.18 | 0.25 | 0.76 | 0.09 | 0.24 | 0.28 | 0.19 | 1.00 | 0.67 | 0.62 | 0.23 | 0.27 | 0.83 | 0.24 | 0.18 | 0.25 | 0.18 | 0.38 | 0.15 | 0.21 | 0.17 | 0.18 | 0.46 | 0.24 | 0.21 | 0.20 | 0.28 | 0.26 | 0.42 | 0.28 | 0.27 | 0.25 | 0.24 | 0.40 | 0.18 | 0.32 | 0.45 | 0.26 | 0.56 | 0.25 | 0.27 | 0.48 | 0.39 | 0.22 | 0.24 | 0.24 | 0.36 | 0.30 | 0.48 | 0.47 | 0.43 | 0.25 | 0.47 | 0.20 | 0.31 | 0.40 |
| PSX | 0.12 | 0.11 | 0.13 | 0.23 | 0.27 | 0.18 | 0.63 | 0.25 | 0.23 | 0.21 | 0.32 | 0.12 | 0.25 | 0.15 | 0.26 | 0.15 | 0.23 | 0.66 | 0.10 | 0.19 | 0.30 | 0.22 | 0.67 | 1.00 | 0.78 | 0.23 | 0.23 | 0.69 | 0.24 | 0.16 | 0.25 | 0.21 | 0.37 | 0.21 | 0.23 | 0.19 | 0.21 | 0.43 | 0.24 | 0.23 | 0.19 | 0.28 | 0.28 | 0.44 | 0.29 | 0.29 | 0.27 | 0.23 | 0.40 | 0.21 | 0.34 | 0.47 | 0.30 | 0.53 | 0.28 | 0.31 | 0.50 | 0.40 | 0.24 | 0.26 | 0.26 | 0.35 | 0.31 | 0.49 | 0.46 | 0.45 | 0.26 | 0.47 | 0.23 | 0.32 | 0.39 |
| MPC | 0.13 | 0.12 | 0.16 | 0.22 | 0.24 | 0.20 | 0.59 | 0.31 | 0.22 | 0.21 | 0.32 | 0.12 | 0.23 | 0.18 | 0.27 | 0.14 | 0.25 | 0.61 | 0.12 | 0.19 | 0.29 | 0.22 | 0.62 | 0.78 | 1.00 | 0.20 | 0.23 | 0.63 | 0.26 | 0.16 | 0.24 | 0.23 | 0.35 | 0.25 | 0.23 | 0.22 | 0.26 | 0.43 | 0.25 | 0.25 | 0.23 | 0.28 | 0.29 | 0.45 | 0.30 | 0.29 | 0.29 | 0.25 | 0.40 | 0.23 | 0.35 | 0.45 | 0.33 | 0.50 | 0.32 | 0.33 | 0.49 | 0.40 | 0.25 | 0.29 | 0.29 | 0.36 | 0.32 | 0.49 | 0.47 | 0.45 | 0.27 | 0.48 | 0.26 | 0.32 | 0.41 |
| MCD | 0.36 | 0.35 | 0.17 | 0.31 | 0.31 | 0.24 | 0.15 | 0.28 | 0.33 | 0.28 | 0.27 | 0.38 | 0.37 | 0.20 | 0.28 | 0.41 | 0.27 | 0.18 | 0.32 | 0.37 | 0.33 | 0.31 | 0.23 | 0.23 | 0.20 | 1.00 | 0.49 | 0.25 | 0.30 | 0.36 | 0.45 | 0.28 | 0.41 | 0.24 | 0.38 | 0.27 | 0.22 | 0.28 | 0.38 | 0.29 | 0.35 | 0.40 | 0.40 | 0.26 | 0.27 | 0.36 | 0.29 | 0.32 | 0.35 | 0.32 | 0.30 | 0.31 | 0.25 | 0.27 | 0.26 | 0.25 | 0.29 | 0.34 | 0.34 | 0.31 | 0.31 | 0.37 | 0.29 | 0.34 | 0.32 | 0.35 | 0.41 | 0.33 | 0.36 | 0.34 | 0.39 |
| KO | 0.49 | 0.46 | 0.14 | 0.43 | 0.48 | 0.28 | 0.16 | 0.29 | 0.33 | 0.29 | 0.29 | 0.43 | 0.53 | 0.12 | 0.32 | 0.61 | 0.34 | 0.21 | 0.33 | 0.45 | 0.37 | 0.31 | 0.27 | 0.23 | 0.23 | 0.49 | 1.00 | 0.28 | 0.33 | 0.37 | 0.51 | 0.19 | 0.47 | 0.18 | 0.43 | 0.19 | 0.13 | 0.31 | 0.36 | 0.22 | 0.36 | 0.43 | 0.38 | 0.26 | 0.21 | 0.31 | 0.22 | 0.26 | 0.36 | 0.26 | 0.28 | 0.31 | 0.20 | 0.29 | 0.21 | 0.19 | 0.27 | 0.37 | 0.31 | 0.29 | 0.29 | 0.43 | 0.24 | 0.33 | 0.29 | 0.35 | 0.38 | 0.28 | 0.32 | 0.29 | 0.37 |
| CVX | 0.18 | 0.17 | 0.15 | 0.29 | 0.30 | 0.19 | 0.74 | 0.28 | 0.24 | 0.22 | 0.31 | 0.13 | 0.29 | 0.13 | 0.27 | 0.19 | 0.25 | 0.78 | 0.11 | 0.25 | 0.28 | 0.21 | 0.83 | 0.69 | 0.63 | 0.25 | 0.28 | 1.00 | 0.25 | 0.20 | 0.26 | 0.19 | 0.39 | 0.16 | 0.23 | 0.18 | 0.21 | 0.47 | 0.27 | 0.22 | 0.22 | 0.29 | 0.27 | 0.43 | 0.29 | 0.29 | 0.29 | 0.25 | 0.43 | 0.21 | 0.35 | 0.46 | 0.28 | 0.56 | 0.28 | 0.30 | 0.49 | 0.42 | 0.25 | 0.26 | 0.26 | 0.38 | 0.32 | 0.50 | 0.47 | 0.45 | 0.27 | 0.48 | 0.24 | 0.34 | 0.41 |
| AMGN | 0.23 | 0.22 | 0.20 | 0.30 | 0.28 | 0.45 | 0.18 | 0.39 | 0.26 | 0.55 | 0.34 | 0.30 | 0.32 | 0.28 | 0.52 | 0.35 | 0.47 | 0.22 | 0.30 | 0.49 | 0.32 | 0.31 | 0.24 | 0.24 | 0.26 | 0.30 | 0.33 | 0.25 | 1.00 | 0.32 | 0.31 | 0.30 | 0.31 | 0.28 | 0.32 | 0.28 | 0.24 | 0.28 | 0.32 | 0.30 | 0.41 | 0.41 | 0.32 | 0.31 | 0.30 | 0.33 | 0.30 | 0.32 | 0.32 | 0.32 | 0.30 | 0.30 | 0.30 | 0.32 | 0.30 | 0.30 | 0.30 | 0.32 | 0.39 | 0.34 | 0.34 | 0.34 | 0.33 | 0.32 | 0.31 | 0.31 | 0.36 | 0.32 | 0.35 | 0.36 | 0.40 |
| COST | 0.25 | 0.29 | 0.27 | 0.25 | 0.25 | 0.29 | 0.12 | 0.28 | 0.27 | 0.27 | 0.22 | 0.30 | 0.26 | 0.33 | 0.24 | 0.38 | 0.26 | 0.14 | 0.36 | 0.30 | 0.31 | 0.32 | 0.18 | 0.16 | 0.16 | 0.36 | 0.37 | 0.20 | 0.32 | 1.00 | 0.40 | 0.36 | 0.29 | 0.35 | 0.38 | 0.41 | 0.38 | 0.27 | 0.37 | 0.35 | 0.38 | 0.31 | 0.40 | 0.26 | 0.37 | 0.38 | 0.38 | 0.43 | 0.33 | 0.44 | 0.35 | 0.26 | 0.37 | 0.27 | 0.38 | 0.37 | 0.25 | 0.32 | 0.43 | 0.42 | 0.42 | 0.36 | 0.38 | 0.28 | 0.31 | 0.32 | 0.43 | 0.29 | 0.48 | 0.42 | 0.40 |
| WM | 0.43 | 0.42 | 0.12 | 0.36 | 0.35 | 0.34 | 0.18 | 0.30 | 0.38 | 0.28 | 0.30 | 0.41 | 0.34 | 0.19 | 0.32 | 0.46 | 0.32 | 0.21 | 0.36 | 0.41 | 0.41 | 0.33 | 0.25 | 0.25 | 0.24 | 0.45 | 0.51 | 0.26 | 0.31 | 0.40 | 1.00 | 0.21 | 0.44 | 0.25 | 0.43 | 0.22 | 0.19 | 0.34 | 0.42 | 0.27 | 0.38 | 0.39 | 0.46 | 0.27 | 0.23 | 0.35 | 0.24 | 0.29 | 0.40 | 0.31 | 0.29 | 0.32 | 0.23 | 0.31 | 0.25 | 0.23 | 0.27 | 0.41 | 0.34 | 0.28 | 0.27 | 0.42 | 0.27 | 0.33 | 0.30 | 0.36 | 0.44 | 0.29 | 0.35 | 0.32 | 0.38 |
| META | 0.10 | 0.18 | 0.35 | 0.12 | 0.14 | 0.26 | 0.17 | 0.19 | 0.19 | 0.23 | 0.19 | 0.25 | 0.19 | 0.52 | 0.21 | 0.20 | 0.20 | 0.17 | 0.36 | 0.18 | 0.21 | 0.32 | 0.18 | 0.21 | 0.23 | 0.28 | 0.19 | 0.19 | 0.30 | 0.36 | 0.21 | 1.00 | 0.19 | 0.52 | 0.29 | 0.62 | 0.52 | 0.24 | 0.34 | 0.53 | 0.39 | 0.33 | 0.35 | 0.26 | 0.45 | 0.42 | 0.48 | 0.52 | 0.26 | 0.58 | 0.41 | 0.26 | 0.48 | 0.28 | 0.47 | 0.47 | 0.30 | 0.30 | 0.49 | 0.67 | 0.67 | 0.35 | 0.45 | 0.30 | 0.33 | 0.35 | 0.44 | 0.33 | 0.60 | 0.47 | 0.41 |
| CB | 0.31 | 0.29 | 0.11 | 0.35 | 0.35 | 0.26 | 0.29 | 0.35 | 0.38 | 0.27 | 0.35 | 0.27 | 0.36 | 0.14 | 0.31 | 0.37 | 0.30 | 0.33 | 0.23 | 0.36 | 0.51 | 0.31 | 0.38 | 0.37 | 0.35 | 0.41 | 0.47 | 0.39 | 0.31 | 0.29 | 0.44 | 0.19 | 1.00 | 0.17 | 0.34 | 0.16 | 0.16 | 0.40 | 0.39 | 0.23 | 0.29 | 0.39 | 0.37 | 0.43 | 0.25 | 0.34 | 0.24 | 0.24 | 0.42 | 0.23 | 0.33 | 0.52 | 0.27 | 0.39 | 0.25 | 0.25 | 0.50 | 0.40 | 0.28 | 0.25 | 0.26 | 0.43 | 0.27 | 0.55 | 0.48 | 0.49 | 0.39 | 0.48 | 0.29 | 0.30 | 0.46 |
| NOW | 0.06 | 0.19 | 0.37 | 0.10 | 0.09 | 0.25 | 0.13 | 0.20 | 0.22 | 0.23 | 0.18 | 0.30 | 0.14 | 0.50 | 0.25 | 0.16 | 0.22 | 0.16 | 0.39 | 0.17 | 0.23 | 0.37 | 0.15 | 0.21 | 0.25 | 0.24 | 0.18 | 0.16 | 0.28 | 0.35 | 0.25 | 0.52 | 0.17 | 1.00 | 0.32 | 0.57 | 0.55 | 0.26 | 0.38 | 0.57 | 0.44 | 0.34 | 0.40 | 0.31 | 0.47 | 0.46 | 0.48 | 0.50 | 0.28 | 0.68 | 0.44 | 0.26 | 0.49 | 0.26 | 0.51 | 0.49 | 0.24 | 0.32 | 0.54 | 0.53 | 0.53 | 0.37 | 0.48 | 0.25 | 0.30 | 0.35 | 0.52 | 0.32 | 0.62 | 0.49 | 0.43 |
| PLD | 0.44 | 0.47 | 0.24 | 0.31 | 0.31 | 0.27 | 0.16 | 0.23 | 0.27 | 0.25 | 0.26 | 0.59 | 0.35 | 0.23 | 0.27 | 0.40 | 0.33 | 0.18 | 0.58 | 0.34 | 0.32 | 0.32 | 0.21 | 0.23 | 0.23 | 0.38 | 0.43 | 0.23 | 0.32 | 0.38 | 0.43 | 0.29 | 0.34 | 0.32 | 1.00 | 0.30 | 0.29 | 0.30 | 0.41 | 0.36 | 0.44 | 0.38 | 0.41 | 0.26 | 0.31 | 0.35 | 0.31 | 0.35 | 0.38 | 0.37 | 0.40 | 0.31 | 0.30 | 0.30 | 0.31 | 0.30 | 0.27 | 0.36 | 0.39 | 0.35 | 0.35 | 0.38 | 0.33 | 0.30 | 0.32 | 0.35 | 0.45 | 0.31 | 0.40 | 0.37 | 0.43 |
| AMZN | 0.09 | 0.19 | 0.41 | 0.11 | 0.13 | 0.25 | 0.16 | 0.18 | 0.19 | 0.23 | 0.16 | 0.26 | 0.16 | 0.55 | 0.21 | 0.20 | 0.20 | 0.16 | 0.38 | 0.18 | 0.20 | 0.36 | 0.17 | 0.19 | 0.22 | 0.27 | 0.19 | 0.18 | 0.28 | 0.41 | 0.22 | 0.62 | 0.16 | 0.57 | 0.30 | 1.00 | 0.55 | 0.24 | 0.35 | 0.53 | 0.39 | 0.32 | 0.37 | 0.28 | 0.47 | 0.43 | 0.48 | 0.57 | 0.26 | 0.62 | 0.42 | 0.25 | 0.48 | 0.28 | 0.48 | 0.47 | 0.28 | 0.32 | 0.51 | 0.67 | 0.67 | 0.32 | 0.45 | 0.29 | 0.34 | 0.35 | 0.44 | 0.33 | 0.67 | 0.47 | 0.42 |
| NVDA | 0.03 | 0.15 | 0.42 | 0.08 | 0.08 | 0.22 | 0.17 | 0.16 | 0.18 | 0.20 | 0.18 | 0.21 | 0.13 | 0.48 | 0.19 | 0.15 | 0.17 | 0.19 | 0.32 | 0.13 | 0.19 | 0.33 | 0.18 | 0.21 | 0.26 | 0.22 | 0.13 | 0.21 | 0.24 | 0.38 | 0.19 | 0.52 | 0.16 | 0.55 | 0.29 | 0.55 | 1.00 | 0.30 | 0.32 | 0.49 | 0.37 | 0.28 | 0.36 | 0.31 | 0.60 | 0.43 | 0.62 | 0.54 | 0.29 | 0.59 | 0.43 | 0.27 | 0.64 | 0.33 | 0.65 | 0.66 | 0.30 | 0.33 | 0.50 | 0.54 | 0.54 | 0.35 | 0.61 | 0.32 | 0.37 | 0.37 | 0.45 | 0.38 | 0.60 | 0.62 | 0.45 |
| DE | 0.15 | 0.18 | 0.22 | 0.27 | 0.29 | 0.18 | 0.39 | 0.28 | 0.26 | 0.25 | 0.32 | 0.18 | 0.27 | 0.21 | 0.27 | 0.24 | 0.27 | 0.43 | 0.18 | 0.27 | 0.32 | 0.28 | 0.46 | 0.43 | 0.43 | 0.28 | 0.31 | 0.47 | 0.28 | 0.27 | 0.34 | 0.24 | 0.40 | 0.26 | 0.30 | 0.24 | 0.30 | 1.00 | 0.32 | 0.32 | 0.30 | 0.35 | 0.36 | 0.48 | 0.36 | 0.34 | 0.35 | 0.33 | 0.52 | 0.26 | 0.42 | 0.52 | 0.36 | 0.71 | 0.36 | 0.36 | 0.51 | 0.50 | 0.33 | 0.28 | 0.28 | 0.44 | 0.42 | 0.52 | 0.52 | 0.49 | 0.37 | 0.53 | 0.30 | 0.43 | 0.51 |
| ICE | 0.26 | 0.32 | 0.23 | 0.24 | 0.21 | 0.26 | 0.18 | 0.22 | 0.62 | 0.26 | 0.24 | 0.36 | 0.26 | 0.30 | 0.26 | 0.32 | 0.30 | 0.23 | 0.38 | 0.32 | 0.36 | 0.29 | 0.24 | 0.24 | 0.25 | 0.38 | 0.36 | 0.27 | 0.32 | 0.37 | 0.42 | 0.34 | 0.39 | 0.38 | 0.41 | 0.35 | 0.32 | 0.32 | 1.00 | 0.39 | 0.42 | 0.37 | 0.43 | 0.40 | 0.32 | 0.38 | 0.33 | 0.36 | 0.39 | 0.41 | 0.41 | 0.41 | 0.33 | 0.30 | 0.35 | 0.32 | 0.39 | 0.39 | 0.40 | 0.39 | 0.39 | 0.40 | 0.34 | 0.41 | 0.42 | 0.41 | 0.57 | 0.43 | 0.45 | 0.36 | 0.53 |
| PYPL | 0.12 | 0.24 | 0.38 | 0.14 | 0.16 | 0.22 | 0.19 | 0.16 | 0.23 | 0.25 | 0.18 | 0.30 | 0.20 | 0.46 | 0.23 | 0.21 | 0.23 | 0.21 | 0.39 | 0.20 | 0.23 | 0.35 | 0.21 | 0.23 | 0.25 | 0.29 | 0.22 | 0.22 | 0.30 | 0.35 | 0.27 | 0.53 | 0.23 | 0.57 | 0.36 | 0.53 | 0.49 | 0.32 | 0.39 | 1.00 | 0.41 | 0.38 | 0.38 | 0.33 | 0.46 | 0.40 | 0.45 | 0.50 | 0.33 | 0.59 | 0.45 | 0.34 | 0.45 | 0.33 | 0.46 | 0.45 | 0.34 | 0.36 | 0.50 | 0.54 | 0.53 | 0.37 | 0.47 | 0.33 | 0.39 | 0.41 | 0.48 | 0.39 | 0.55 | 0.50 | 0.49 |
| ZTS | 0.23 | 0.30 | 0.27 | 0.24 | 0.21 | 0.41 | 0.17 | 0.31 | 0.30 | 0.34 | 0.31 | 0.39 | 0.29 | 0.33 | 0.39 | 0.35 | 0.42 | 0.18 | 0.40 | 0.41 | 0.32 | 0.35 | 0.20 | 0.19 | 0.23 | 0.35 | 0.36 | 0.22 | 0.41 | 0.38 | 0.38 | 0.39 | 0.29 | 0.44 | 0.44 | 0.39 | 0.37 | 0.30 | 0.42 | 0.41 | 1.00 | 0.47 | 0.42 | 0.29 | 0.36 | 0.38 | 0.38 | 0.42 | 0.37 | 0.46 | 0.39 | 0.30 | 0.38 | 0.30 | 0.39 | 0.39 | 0.27 | 0.38 | 0.51 | 0.43 | 0.42 | 0.42 | 0.40 | 0.31 | 0.33 | 0.34 | 0.53 | 0.34 | 0.47 | 0.43 | 0.45 |
| MDT | 0.31 | 0.31 | 0.23 | 0.31 | 0.30 | 0.33 | 0.21 | 0.35 | 0.31 | 0.37 | 0.36 | 0.37 | 0.37 | 0.26 | 0.42 | 0.36 | 0.39 | 0.23 | 0.32 | 0.47 | 0.33 | 0.31 | 0.28 | 0.28 | 0.28 | 0.40 | 0.43 | 0.29 | 0.41 | 0.31 | 0.39 | 0.33 | 0.39 | 0.34 | 0.38 | 0.32 | 0.28 | 0.35 | 0.37 | 0.38 | 0.47 | 1.00 | 0.38 | 0.34 | 0.32 | 0.37 | 0.32 | 0.34 | 0.40 | 0.38 | 0.36 | 0.38 | 0.31 | 0.36 | 0.32 | 0.33 | 0.38 | 0.40 | 0.54 | 0.39 | 0.39 | 0.45 | 0.38 | 0.40 | 0.39 | 0.44 | 0.47 | 0.40 | 0.40 | 0.40 | 0.45 |
| MSI | 0.25 | 0.29 | 0.25 | 0.26 | 0.25 | 0.27 | 0.22 | 0.30 | 0.34 | 0.27 | 0.28 | 0.34 | 0.25 | 0.31 | 0.28 | 0.32 | 0.27 | 0.25 | 0.37 | 0.31 | 0.36 | 0.37 | 0.26 | 0.28 | 0.29 | 0.40 | 0.38 | 0.27 | 0.32 | 0.40 | 0.46 | 0.35 | 0.37 | 0.40 | 0.41 | 0.37 | 0.36 | 0.36 | 0.43 | 0.38 | 0.42 | 0.38 | 1.00 | 0.37 | 0.37 | 0.42 | 0.41 | 0.41 | 0.40 | 0.43 | 0.41 | 0.36 | 0.39 | 0.37 | 0.40 | 0.39 | 0.35 | 0.39 | 0.46 | 0.40 | 0.40 | 0.46 | 0.42 | 0.39 | 0.38 | 0.41 | 0.49 | 0.38 | 0.47 | 0.44 | 0.47 |
| SCHW | 0.07 | 0.11 | 0.25 | 0.23 | 0.24 | 0.19 | 0.37 | 0.31 | 0.36 | 0.27 | 0.33 | 0.16 | 0.25 | 0.25 | 0.26 | 0.18 | 0.26 | 0.40 | 0.16 | 0.23 | 0.35 | 0.28 | 0.42 | 0.44 | 0.45 | 0.26 | 0.26 | 0.43 | 0.31 | 0.26 | 0.27 | 0.26 | 0.43 | 0.31 | 0.26 | 0.28 | 0.31 | 0.48 | 0.40 | 0.33 | 0.29 | 0.34 | 0.37 | 1.00 | 0.37 | 0.38 | 0.37 | 0.31 | 0.48 | 0.30 | 0.47 | 0.70 | 0.40 | 0.52 | 0.38 | 0.40 | 0.73 | 0.47 | 0.33 | 0.32 | 0.33 | 0.42 | 0.43 | 0.69 | 0.66 | 0.59 | 0.38 | 0.71 | 0.34 | 0.44 | 0.61 |
| QCOM | 0.09 | 0.17 | 0.35 | 0.15 | 0.16 | 0.21 | 0.25 | 0.20 | 0.17 | 0.25 | 0.22 | 0.21 | 0.20 | 0.40 | 0.23 | 0.20 | 0.21 | 0.26 | 0.28 | 0.22 | 0.21 | 0.31 | 0.28 | 0.29 | 0.30 | 0.27 | 0.21 | 0.29 | 0.30 | 0.37 | 0.23 | 0.45 | 0.25 | 0.47 | 0.31 | 0.47 | 0.60 | 0.36 | 0.32 | 0.46 | 0.36 | 0.32 | 0.37 | 0.37 | 1.00 | 0.42 | 0.63 | 0.54 | 0.36 | 0.51 | 0.44 | 0.37 | 0.64 | 0.43 | 0.64 | 0.67 | 0.38 | 0.41 | 0.46 | 0.49 | 0.49 | 0.41 | 0.67 | 0.38 | 0.42 | 0.44 | 0.42 | 0.45 | 0.55 | 0.67 | 0.50 |
| ORCL | 0.18 | 0.21 | 0.29 | 0.24 | 0.25 | 0.31 | 0.24 | 0.29 | 0.27 | 0.29 | 0.27 | 0.28 | 0.29 | 0.37 | 0.27 | 0.31 | 0.29 | 0.25 | 0.33 | 0.31 | 0.33 | 0.33 | 0.27 | 0.29 | 0.29 | 0.36 | 0.31 | 0.29 | 0.33 | 0.38 | 0.35 | 0.42 | 0.34 | 0.46 | 0.35 | 0.43 | 0.43 | 0.34 | 0.38 | 0.40 | 0.38 | 0.37 | 0.42 | 0.38 | 0.42 | 1.00 | 0.45 | 0.46 | 0.38 | 0.52 | 0.41 | 0.36 | 0.43 | 0.39 | 0.44 | 0.44 | 0.38 | 0.41 | 0.46 | 0.47 | 0.48 | 0.44 | 0.44 | 0.41 | 0.42 | 0.43 | 0.50 | 0.42 | 0.57 | 0.46 | 0.48 |
| AVGO | 0.08 | 0.16 | 0.40 | 0.14 | 0.16 | 0.24 | 0.23 | 0.21 | 0.20 | 0.25 | 0.22 | 0.22 | 0.20 | 0.40 | 0.23 | 0.19 | 0.21 | 0.25 | 0.31 | 0.18 | 0.23 | 0.32 | 0.25 | 0.27 | 0.29 | 0.29 | 0.22 | 0.29 | 0.30 | 0.38 | 0.24 | 0.48 | 0.24 | 0.48 | 0.31 | 0.48 | 0.62 | 0.35 | 0.33 | 0.45 | 0.38 | 0.32 | 0.41 | 0.37 | 0.63 | 0.45 | 1.00 | 0.57 | 0.38 | 0.53 | 0.44 | 0.33 | 0.67 | 0.42 | 0.67 | 0.68 | 0.36 | 0.41 | 0.50 | 0.49 | 0.49 | 0.41 | 0.69 | 0.38 | 0.41 | 0.41 | 0.44 | 0.42 | 0.56 | 0.68 | 0.48 |
| AAPL | 0.14 | 0.23 | 0.42 | 0.17 | 0.19 | 0.26 | 0.21 | 0.22 | 0.21 | 0.26 | 0.23 | 0.30 | 0.23 | 0.46 | 0.24 | 0.26 | 0.25 | 0.22 | 0.35 | 0.24 | 0.25 | 0.33 | 0.24 | 0.23 | 0.25 | 0.32 | 0.26 | 0.25 | 0.32 | 0.43 | 0.29 | 0.52 | 0.24 | 0.50 | 0.35 | 0.57 | 0.54 | 0.33 | 0.36 | 0.50 | 0.42 | 0.34 | 0.41 | 0.31 | 0.54 | 0.46 | 0.57 | 1.00 | 0.35 | 0.56 | 0.42 | 0.30 | 0.53 | 0.35 | 0.53 | 0.53 | 0.33 | 0.40 | 0.52 | 0.60 | 0.60 | 0.41 | 0.54 | 0.36 | 0.39 | 0.38 | 0.48 | 0.40 | 0.64 | 0.56 | 0.46 |
| UNP | 0.22 | 0.24 | 0.20 | 0.29 | 0.31 | 0.20 | 0.38 | 0.31 | 0.32 | 0.25 | 0.32 | 0.27 | 0.31 | 0.23 | 0.28 | 0.31 | 0.30 | 0.41 | 0.27 | 0.33 | 0.35 | 0.29 | 0.40 | 0.40 | 0.40 | 0.35 | 0.36 | 0.43 | 0.32 | 0.33 | 0.40 | 0.26 | 0.42 | 0.28 | 0.38 | 0.26 | 0.29 | 0.52 | 0.39 | 0.33 | 0.37 | 0.40 | 0.40 | 0.48 | 0.36 | 0.38 | 0.38 | 0.35 | 1.00 | 0.33 | 0.44 | 0.52 | 0.38 | 0.56 | 0.37 | 0.38 | 0.51 | 0.77 | 0.37 | 0.33 | 0.34 | 0.48 | 0.43 | 0.53 | 0.51 | 0.50 | 0.45 | 0.52 | 0.38 | 0.45 | 0.56 |
| ADBE | 0.12 | 0.23 | 0.41 | 0.13 | 0.13 | 0.27 | 0.17 | 0.21 | 0.25 | 0.27 | 0.21 | 0.31 | 0.20 | 0.53 | 0.26 | 0.25 | 0.25 | 0.20 | 0.41 | 0.24 | 0.27 | 0.38 | 0.18 | 0.21 | 0.23 | 0.32 | 0.26 | 0.21 | 0.32 | 0.44 | 0.31 | 0.58 | 0.23 | 0.68 | 0.37 | 0.62 | 0.59 | 0.26 | 0.41 | 0.59 | 0.46 | 0.38 | 0.43 | 0.30 | 0.51 | 0.52 | 0.53 | 0.56 | 0.33 | 1.00 | 0.44 | 0.27 | 0.54 | 0.29 | 0.55 | 0.53 | 0.28 | 0.37 | 0.58 | 0.63 | 0.63 | 0.41 | 0.53 | 0.29 | 0.33 | 0.37 | 0.56 | 0.34 | 0.72 | 0.55 | 0.48 |
| BX | 0.16 | 0.25 | 0.33 | 0.20 | 0.20 | 0.22 | 0.29 | 0.25 | 0.27 | 0.27 | 0.28 | 0.31 | 0.24 | 0.33 | 0.25 | 0.22 | 0.27 | 0.32 | 0.34 | 0.23 | 0.27 | 0.31 | 0.32 | 0.34 | 0.35 | 0.30 | 0.28 | 0.35 | 0.30 | 0.35 | 0.29 | 0.41 | 0.33 | 0.44 | 0.40 | 0.42 | 0.43 | 0.42 | 0.41 | 0.45 | 0.39 | 0.36 | 0.41 | 0.47 | 0.44 | 0.41 | 0.44 | 0.42 | 0.44 | 0.44 | 1.00 | 0.49 | 0.46 | 0.46 | 0.45 | 0.46 | 0.49 | 0.47 | 0.44 | 0.44 | 0.45 | 0.44 | 0.47 | 0.49 | 0.52 | 0.52 | 0.50 | 0.55 | 0.47 | 0.50 | 0.60 |
| PNC | 0.15 | 0.15 | 0.23 | 0.32 | 0.30 | 0.17 | 0.40 | 0.29 | 0.38 | 0.28 | 0.34 | 0.20 | 0.31 | 0.19 | 0.28 | 0.21 | 0.29 | 0.42 | 0.18 | 0.27 | 0.37 | 0.29 | 0.45 | 0.47 | 0.45 | 0.31 | 0.31 | 0.46 | 0.30 | 0.26 | 0.32 | 0.26 | 0.52 | 0.26 | 0.31 | 0.25 | 0.27 | 0.52 | 0.41 | 0.34 | 0.30 | 0.38 | 0.36 | 0.70 | 0.37 | 0.36 | 0.33 | 0.30 | 0.52 | 0.27 | 0.49 | 1.00 | 0.36 | 0.55 | 0.36 | 0.37 | 0.82 | 0.50 | 0.30 | 0.31 | 0.32 | 0.42 | 0.42 | 0.80 | 0.73 | 0.66 | 0.41 | 0.75 | 0.31 | 0.42 | 0.63 |
| LRCX | 0.06 | 0.14 | 0.39 | 0.11 | 0.13 | 0.20 | 0.24 | 0.19 | 0.20 | 0.23 | 0.22 | 0.22 | 0.20 | 0.40 | 0.22 | 0.20 | 0.19 | 0.25 | 0.32 | 0.19 | 0.23 | 0.31 | 0.26 | 0.30 | 0.33 | 0.25 | 0.20 | 0.28 | 0.30 | 0.37 | 0.23 | 0.48 | 0.27 | 0.49 | 0.30 | 0.48 | 0.64 | 0.36 | 0.33 | 0.45 | 0.38 | 0.31 | 0.39 | 0.40 | 0.64 | 0.43 | 0.67 | 0.53 | 0.38 | 0.54 | 0.46 | 0.36 | 1.00 | 0.43 | 0.87 | 0.89 | 0.40 | 0.41 | 0.50 | 0.52 | 0.51 | 0.43 | 0.72 | 0.41 | 0.44 | 0.44 | 0.44 | 0.46 | 0.57 | 0.72 | 0.52 |
| CAT | 0.13 | 0.13 | 0.24 | 0.28 | 0.29 | 0.20 | 0.50 | 0.28 | 0.23 | 0.28 | 0.35 | 0.18 | 0.29 | 0.25 | 0.28 | 0.22 | 0.27 | 0.54 | 0.18 | 0.27 | 0.34 | 0.26 | 0.56 | 0.53 | 0.50 | 0.27 | 0.29 | 0.56 | 0.32 | 0.27 | 0.31 | 0.28 | 0.39 | 0.26 | 0.30 | 0.28 | 0.33 | 0.71 | 0.30 | 0.33 | 0.30 | 0.36 | 0.37 | 0.52 | 0.43 | 0.39 | 0.42 | 0.35 | 0.56 | 0.29 | 0.46 | 0.55 | 0.43 | 1.00 | 0.42 | 0.45 | 0.57 | 0.56 | 0.35 | 0.34 | 0.34 | 0.50 | 0.48 | 0.59 | 0.58 | 0.56 | 0.38 | 0.59 | 0.33 | 0.49 | 0.57 |
| KLAC | 0.07 | 0.17 | 0.39 | 0.12 | 0.16 | 0.23 | 0.22 | 0.21 | 0.20 | 0.23 | 0.21 | 0.22 | 0.20 | 0.41 | 0.23 | 0.21 | 0.20 | 0.23 | 0.32 | 0.20 | 0.24 | 0.32 | 0.25 | 0.28 | 0.32 | 0.26 | 0.21 | 0.28 | 0.30 | 0.38 | 0.25 | 0.47 | 0.25 | 0.51 | 0.31 | 0.48 | 0.65 | 0.36 | 0.35 | 0.46 | 0.39 | 0.32 | 0.40 | 0.38 | 0.64 | 0.44 | 0.67 | 0.53 | 0.37 | 0.55 | 0.45 | 0.36 | 0.87 | 0.42 | 1.00 | 0.85 | 0.37 | 0.40 | 0.52 | 0.50 | 0.50 | 0.44 | 0.73 | 0.39 | 0.42 | 0.44 | 0.45 | 0.44 | 0.58 | 0.74 | 0.52 |
| AMAT | 0.05 | 0.14 | 0.39 | 0.11 | 0.14 | 0.22 | 0.26 | 0.21 | 0.20 | 0.22 | 0.23 | 0.20 | 0.21 | 0.41 | 0.24 | 0.20 | 0.20 | 0.27 | 0.28 | 0.19 | 0.23 | 0.31 | 0.27 | 0.31 | 0.33 | 0.25 | 0.19 | 0.30 | 0.30 | 0.37 | 0.23 | 0.47 | 0.25 | 0.49 | 0.30 | 0.47 | 0.66 | 0.36 | 0.32 | 0.45 | 0.39 | 0.33 | 0.39 | 0.40 | 0.67 | 0.44 | 0.68 | 0.53 | 0.38 | 0.53 | 0.46 | 0.37 | 0.89 | 0.45 | 0.85 | 1.00 | 0.40 | 0.41 | 0.50 | 0.51 | 0.51 | 0.44 | 0.73 | 0.41 | 0.44 | 0.45 | 0.44 | 0.47 | 0.56 | 0.73 | 0.51 |
| BAC | 0.10 | 0.09 | 0.25 | 0.29 | 0.27 | 0.17 | 0.43 | 0.31 | 0.36 | 0.28 | 0.36 | 0.16 | 0.28 | 0.23 | 0.27 | 0.19 | 0.29 | 0.46 | 0.16 | 0.25 | 0.35 | 0.28 | 0.48 | 0.50 | 0.49 | 0.29 | 0.27 | 0.49 | 0.30 | 0.25 | 0.27 | 0.30 | 0.50 | 0.24 | 0.27 | 0.28 | 0.30 | 0.51 | 0.39 | 0.34 | 0.27 | 0.38 | 0.35 | 0.73 | 0.38 | 0.38 | 0.36 | 0.33 | 0.51 | 0.28 | 0.49 | 0.82 | 0.40 | 0.57 | 0.37 | 0.40 | 1.00 | 0.49 | 0.31 | 0.35 | 0.35 | 0.43 | 0.44 | 0.87 | 0.79 | 0.68 | 0.41 | 0.80 | 0.33 | 0.43 | 0.63 |
| CSX | 0.23 | 0.25 | 0.25 | 0.28 | 0.29 | 0.21 | 0.37 | 0.32 | 0.32 | 0.27 | 0.34 | 0.26 | 0.31 | 0.26 | 0.28 | 0.28 | 0.28 | 0.40 | 0.26 | 0.31 | 0.34 | 0.31 | 0.39 | 0.40 | 0.40 | 0.34 | 0.37 | 0.42 | 0.32 | 0.32 | 0.41 | 0.30 | 0.40 | 0.32 | 0.36 | 0.32 | 0.33 | 0.50 | 0.39 | 0.36 | 0.38 | 0.40 | 0.39 | 0.47 | 0.41 | 0.41 | 0.41 | 0.40 | 0.77 | 0.37 | 0.47 | 0.50 | 0.41 | 0.56 | 0.40 | 0.41 | 0.49 | 1.00 | 0.39 | 0.37 | 0.37 | 0.48 | 0.45 | 0.53 | 0.50 | 0.50 | 0.46 | 0.53 | 0.41 | 0.48 | 0.55 |
| ISRG | 0.20 | 0.29 | 0.35 | 0.18 | 0.18 | 0.33 | 0.18 | 0.30 | 0.26 | 0.32 | 0.28 | 0.35 | 0.24 | 0.41 | 0.34 | 0.30 | 0.30 | 0.19 | 0.43 | 0.33 | 0.30 | 0.36 | 0.22 | 0.24 | 0.25 | 0.34 | 0.31 | 0.25 | 0.39 | 0.43 | 0.34 | 0.49 | 0.28 | 0.54 | 0.39 | 0.51 | 0.50 | 0.33 | 0.40 | 0.50 | 0.51 | 0.54 | 0.46 | 0.33 | 0.46 | 0.46 | 0.50 | 0.52 | 0.37 | 0.58 | 0.44 | 0.30 | 0.50 | 0.35 | 0.52 | 0.50 | 0.31 | 0.39 | 1.00 | 0.53 | 0.53 | 0.46 | 0.52 | 0.34 | 0.35 | 0.40 | 0.54 | 0.37 | 0.59 | 0.52 | 0.49 |
| GOOGL | 0.17 | 0.23 | 0.37 | 0.17 | 0.17 | 0.28 | 0.22 | 0.25 | 0.24 | 0.28 | 0.24 | 0.29 | 0.25 | 0.49 | 0.29 | 0.25 | 0.26 | 0.23 | 0.35 | 0.27 | 0.25 | 0.36 | 0.24 | 0.26 | 0.29 | 0.31 | 0.29 | 0.26 | 0.34 | 0.42 | 0.28 | 0.67 | 0.25 | 0.53 | 0.35 | 0.67 | 0.54 | 0.28 | 0.39 | 0.54 | 0.43 | 0.39 | 0.40 | 0.32 | 0.49 | 0.47 | 0.49 | 0.60 | 0.33 | 0.63 | 0.44 | 0.31 | 0.52 | 0.34 | 0.50 | 0.51 | 0.35 | 0.37 | 0.53 | 1.00 | 0.99 | 0.42 | 0.50 | 0.36 | 0.40 | 0.41 | 0.49 | 0.40 | 0.71 | 0.53 | 0.49 |
| GOOG | 0.16 | 0.23 | 0.38 | 0.17 | 0.16 | 0.28 | 0.22 | 0.25 | 0.24 | 0.27 | 0.24 | 0.29 | 0.24 | 0.49 | 0.28 | 0.25 | 0.26 | 0.24 | 0.35 | 0.27 | 0.25 | 0.36 | 0.24 | 0.26 | 0.29 | 0.31 | 0.29 | 0.26 | 0.34 | 0.42 | 0.27 | 0.67 | 0.26 | 0.53 | 0.35 | 0.67 | 0.54 | 0.28 | 0.39 | 0.53 | 0.42 | 0.39 | 0.40 | 0.33 | 0.49 | 0.48 | 0.49 | 0.60 | 0.34 | 0.63 | 0.45 | 0.32 | 0.51 | 0.34 | 0.50 | 0.51 | 0.35 | 0.37 | 0.53 | 0.99 | 1.00 | 0.42 | 0.50 | 0.36 | 0.41 | 0.42 | 0.49 | 0.41 | 0.71 | 0.53 | 0.49 |
| LIN | 0.24 | 0.28 | 0.23 | 0.29 | 0.29 | 0.27 | 0.29 | 0.34 | 0.31 | 0.30 | 0.34 | 0.32 | 0.34 | 0.29 | 0.32 | 0.38 | 0.32 | 0.34 | 0.31 | 0.37 | 0.37 | 0.33 | 0.36 | 0.35 | 0.36 | 0.37 | 0.43 | 0.38 | 0.34 | 0.36 | 0.42 | 0.35 | 0.43 | 0.37 | 0.38 | 0.32 | 0.35 | 0.44 | 0.40 | 0.37 | 0.42 | 0.45 | 0.46 | 0.42 | 0.41 | 0.44 | 0.41 | 0.41 | 0.48 | 0.41 | 0.44 | 0.42 | 0.43 | 0.50 | 0.44 | 0.44 | 0.43 | 0.48 | 0.46 | 0.42 | 0.42 | 1.00 | 0.46 | 0.48 | 0.47 | 0.48 | 0.49 | 0.48 | 0.46 | 0.49 | 0.54 |
| ADI | 0.10 | 0.18 | 0.40 | 0.17 | 0.17 | 0.21 | 0.26 | 0.22 | 0.21 | 0.29 | 0.25 | 0.25 | 0.22 | 0.38 | 0.25 | 0.22 | 0.24 | 0.28 | 0.30 | 0.23 | 0.24 | 0.32 | 0.30 | 0.31 | 0.32 | 0.29 | 0.24 | 0.32 | 0.33 | 0.38 | 0.27 | 0.45 | 0.27 | 0.48 | 0.33 | 0.45 | 0.61 | 0.42 | 0.34 | 0.47 | 0.40 | 0.38 | 0.42 | 0.43 | 0.67 | 0.44 | 0.69 | 0.54 | 0.43 | 0.53 | 0.47 | 0.42 | 0.72 | 0.48 | 0.73 | 0.73 | 0.44 | 0.45 | 0.52 | 0.50 | 0.50 | 0.46 | 1.00 | 0.44 | 0.47 | 0.48 | 0.48 | 0.48 | 0.55 | 0.83 | 0.55 |
| JPM | 0.14 | 0.13 | 0.24 | 0.31 | 0.31 | 0.22 | 0.42 | 0.33 | 0.40 | 0.30 | 0.38 | 0.18 | 0.32 | 0.24 | 0.31 | 0.24 | 0.31 | 0.45 | 0.18 | 0.30 | 0.43 | 0.29 | 0.48 | 0.49 | 0.49 | 0.34 | 0.33 | 0.50 | 0.32 | 0.28 | 0.33 | 0.30 | 0.55 | 0.25 | 0.30 | 0.29 | 0.32 | 0.52 | 0.41 | 0.33 | 0.31 | 0.40 | 0.39 | 0.69 | 0.38 | 0.41 | 0.38 | 0.36 | 0.53 | 0.29 | 0.49 | 0.80 | 0.41 | 0.59 | 0.39 | 0.41 | 0.87 | 0.53 | 0.34 | 0.36 | 0.36 | 0.48 | 0.44 | 1.00 | 0.79 | 0.70 | 0.42 | 0.79 | 0.35 | 0.44 | 0.64 |
| GS | 0.12 | 0.13 | 0.28 | 0.27 | 0.29 | 0.22 | 0.40 | 0.31 | 0.36 | 0.29 | 0.35 | 0.20 | 0.31 | 0.28 | 0.28 | 0.22 | 0.29 | 0.43 | 0.22 | 0.28 | 0.35 | 0.30 | 0.47 | 0.46 | 0.47 | 0.32 | 0.29 | 0.47 | 0.31 | 0.31 | 0.30 | 0.33 | 0.48 | 0.30 | 0.32 | 0.34 | 0.37 | 0.52 | 0.42 | 0.39 | 0.33 | 0.39 | 0.38 | 0.66 | 0.42 | 0.42 | 0.41 | 0.39 | 0.51 | 0.33 | 0.52 | 0.73 | 0.44 | 0.58 | 0.42 | 0.44 | 0.79 | 0.50 | 0.35 | 0.40 | 0.41 | 0.47 | 0.47 | 0.79 | 1.00 | 0.67 | 0.46 | 0.85 | 0.39 | 0.47 | 0.64 |
| AXP | 0.16 | 0.19 | 0.30 | 0.28 | 0.28 | 0.23 | 0.37 | 0.30 | 0.36 | 0.29 | 0.37 | 0.22 | 0.30 | 0.29 | 0.28 | 0.24 | 0.28 | 0.41 | 0.25 | 0.28 | 0.38 | 0.33 | 0.43 | 0.45 | 0.45 | 0.35 | 0.35 | 0.45 | 0.31 | 0.32 | 0.36 | 0.35 | 0.49 | 0.35 | 0.35 | 0.35 | 0.37 | 0.49 | 0.41 | 0.41 | 0.34 | 0.44 | 0.41 | 0.59 | 0.44 | 0.43 | 0.41 | 0.38 | 0.50 | 0.37 | 0.52 | 0.66 | 0.44 | 0.56 | 0.44 | 0.45 | 0.68 | 0.50 | 0.40 | 0.41 | 0.42 | 0.48 | 0.48 | 0.70 | 0.67 | 1.00 | 0.48 | 0.67 | 0.41 | 0.48 | 0.62 |
| SPGI | 0.23 | 0.31 | 0.31 | 0.25 | 0.22 | 0.31 | 0.20 | 0.29 | 0.43 | 0.29 | 0.31 | 0.41 | 0.27 | 0.37 | 0.29 | 0.36 | 0.33 | 0.24 | 0.44 | 0.34 | 0.36 | 0.38 | 0.25 | 0.26 | 0.27 | 0.41 | 0.38 | 0.27 | 0.36 | 0.43 | 0.44 | 0.44 | 0.39 | 0.52 | 0.45 | 0.44 | 0.45 | 0.37 | 0.57 | 0.48 | 0.53 | 0.47 | 0.49 | 0.38 | 0.42 | 0.50 | 0.44 | 0.48 | 0.45 | 0.56 | 0.50 | 0.41 | 0.44 | 0.38 | 0.45 | 0.44 | 0.41 | 0.46 | 0.54 | 0.49 | 0.49 | 0.49 | 0.48 | 0.42 | 0.46 | 0.48 | 1.00 | 0.46 | 0.57 | 0.50 | 0.59 |
| MS | 0.11 | 0.13 | 0.27 | 0.27 | 0.29 | 0.20 | 0.41 | 0.31 | 0.36 | 0.29 | 0.35 | 0.20 | 0.32 | 0.27 | 0.28 | 0.21 | 0.31 | 0.45 | 0.20 | 0.27 | 0.35 | 0.29 | 0.47 | 0.47 | 0.48 | 0.33 | 0.28 | 0.48 | 0.32 | 0.29 | 0.29 | 0.33 | 0.48 | 0.32 | 0.31 | 0.33 | 0.38 | 0.53 | 0.43 | 0.39 | 0.34 | 0.40 | 0.38 | 0.71 | 0.45 | 0.42 | 0.42 | 0.40 | 0.52 | 0.34 | 0.55 | 0.75 | 0.46 | 0.59 | 0.44 | 0.47 | 0.80 | 0.53 | 0.37 | 0.40 | 0.41 | 0.48 | 0.48 | 0.79 | 0.85 | 0.67 | 0.46 | 1.00 | 0.40 | 0.49 | 0.68 |
| MSFT | 0.16 | 0.28 | 0.39 | 0.20 | 0.17 | 0.33 | 0.19 | 0.25 | 0.28 | 0.29 | 0.24 | 0.34 | 0.24 | 0.51 | 0.28 | 0.32 | 0.29 | 0.21 | 0.41 | 0.29 | 0.30 | 0.40 | 0.20 | 0.23 | 0.26 | 0.36 | 0.32 | 0.24 | 0.35 | 0.48 | 0.35 | 0.60 | 0.29 | 0.62 | 0.40 | 0.67 | 0.60 | 0.30 | 0.45 | 0.55 | 0.47 | 0.40 | 0.47 | 0.34 | 0.55 | 0.57 | 0.56 | 0.64 | 0.38 | 0.72 | 0.47 | 0.31 | 0.57 | 0.33 | 0.58 | 0.56 | 0.33 | 0.41 | 0.59 | 0.71 | 0.71 | 0.46 | 0.55 | 0.35 | 0.39 | 0.41 | 0.57 | 0.40 | 1.00 | 0.59 | 0.52 |
| TXN | 0.15 | 0.22 | 0.39 | 0.23 | 0.22 | 0.24 | 0.28 | 0.23 | 0.24 | 0.32 | 0.27 | 0.29 | 0.26 | 0.41 | 0.27 | 0.28 | 0.27 | 0.30 | 0.32 | 0.28 | 0.28 | 0.37 | 0.31 | 0.32 | 0.32 | 0.34 | 0.29 | 0.34 | 0.36 | 0.42 | 0.32 | 0.47 | 0.30 | 0.49 | 0.37 | 0.47 | 0.62 | 0.43 | 0.36 | 0.50 | 0.43 | 0.40 | 0.44 | 0.44 | 0.67 | 0.46 | 0.68 | 0.56 | 0.45 | 0.55 | 0.50 | 0.42 | 0.72 | 0.49 | 0.74 | 0.73 | 0.43 | 0.48 | 0.52 | 0.53 | 0.53 | 0.49 | 0.83 | 0.44 | 0.47 | 0.48 | 0.50 | 0.49 | 0.59 | 1.00 | 0.56 |
| BLK | 0.19 | 0.27 | 0.32 | 0.29 | 0.28 | 0.27 | 0.33 | 0.33 | 0.39 | 0.34 | 0.34 | 0.32 | 0.33 | 0.36 | 0.34 | 0.31 | 0.36 | 0.36 | 0.35 | 0.37 | 0.39 | 0.36 | 0.40 | 0.39 | 0.41 | 0.39 | 0.37 | 0.41 | 0.40 | 0.40 | 0.38 | 0.41 | 0.46 | 0.43 | 0.43 | 0.42 | 0.45 | 0.51 | 0.53 | 0.49 | 0.45 | 0.45 | 0.47 | 0.61 | 0.50 | 0.48 | 0.48 | 0.46 | 0.56 | 0.48 | 0.60 | 0.63 | 0.52 | 0.57 | 0.52 | 0.51 | 0.63 | 0.55 | 0.49 | 0.49 | 0.49 | 0.54 | 0.55 | 0.64 | 0.64 | 0.62 | 0.59 | 0.68 | 0.52 | 0.56 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 7 июл. 2015 г.