Russell 1000 Low PEG, LOW P/FCF
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Russell 1000 Low PEG, LOW P/FCF
Последнее обновление 21 сент. 2024 г.
Russell 1000: Price/Free Cash Flow: Under 25, PEG: Under 3, Operating Margin: Over 15%, Quick Ratio Over 0.5, Net Profit Margin: Over 5%, Equal Weight. DRAFT. Investment minimum: $178,500. MTCH & ABNB excluded
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
ALLE Allegion plc | Industrials | 2.10% |
AMAT Applied Materials, Inc. | Technology | 2% |
BBWI Bath & Body Works, Inc. | Consumer Cyclical | 2.10% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 2.10% |
BLD TopBuild Corp. | Industrials | 2.10% |
CAT Caterpillar Inc. | Industrials | 2% |
CSCO Cisco Systems, Inc. | Technology | 2% |
CSL Carlisle Companies Incorporated | Industrials | 2.50% |
CSX CSX Corporation | Industrials | 2.50% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 2% |
DHI D.R. Horton, Inc. | Consumer Cyclical | 2.50% |
DLB Dolby Laboratories, Inc. | Technology | 2.70% |
DOV Dover Corporation | Industrials | 2.65% |
EBAY eBay Inc. | Consumer Cyclical | 2% |
ENPH Enphase Energy, Inc. | Technology | 2% |
EOG EOG Resources, Inc. | Energy | 2.50% |
EQT EQT Corporation | Energy | 2% |
FFIV F5 Networks, Inc. | Technology | 2.10% |
FLT FleetCor Technologies, Inc. | Technology | 2% |
GD General Dynamics Corporation | 2% | |
GOOG | 2% | |
GPN | 2.10% | |
HAL | 2% | |
HCA | 2.10% | |
HSY | 2% | |
ITT | 2% | |
LECO | 2.50% | |
LMT | 2% | |
LNG | 2% | |
MEDP | 2% | |
META | 2% | |
NDSN | 2.50% | |
NVT | 2% | |
OC | 2.50% | |
OMC | 2.20% | |
PCAR | 2% | |
PH | 2.10% | |
PHM | 2.10% | |
PNR | 2.10% | |
PYPL | 2% | |
SLB | 2.10% | |
STLD | 2% | |
SWKS | 2% | |
TPR | 2% | |
UTHR | 2.10% | |
WSC | 1.65% | |
WSM | 2.10% |
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в Russell 1000 Low PEG, LOW P/FCF 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
Russell 1000 Low PEG, LOW P/FCF
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 17 июн. 2015 г., начальной даты BLD
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Russell 1000 Low PEG, LOW P/FCF | 14.93% | 2.51% | 2.17% | 31.87% | 23.65% | N/A |
| Активы портфеля: | ||||||
GOOG | 17.11% | -1.65% | 8.75% | 25.64% | 21.87% | N/A |
META | 59.07% | 4.99% | 10.37% | 90.39% | 24.32% | N/A |
CSCO Cisco Systems, Inc. | 5.41% | 3.01% | 6.15% | 0.56% | 4.14% | 11.17% |
CAT Caterpillar Inc. | 26.29% | 7.54% | 3.79% | 37.97% | 26.44% | 17.11% |
AMAT Applied Materials, Inc. | 19.21% | -7.93% | -8.26% | 43.22% | 31.71% | 26.09% |
BKNG Booking Holdings Inc. | 15.39% | 8.97% | 12.64% | 34.81% | 15.07% | 13.41% |
LMT | 28.68% | 3.86% | 29.85% | 40.68% | 11.00% | N/A |
HCA | 50.35% | 7.61% | 23.09% | 60.94% | 27.75% | N/A |
SLB | -16.98% | -3.42% | -20.43% | -26.19% | 5.06% | N/A |
GD General Dynamics Corporation | 19.99% | 4.35% | 10.23% | 41.27% | 13.10% | 11.82% |
EOG EOG Resources, Inc. | 6.47% | 0.84% | 2.35% | 7.05% | 14.22% | 4.97% |
CSX CSX Corporation | 1.79% | 3.74% | -5.81% | 14.16% | 10.27% | 14.50% |
PYPL | 25.00% | 7.42% | 18.51% | 30.95% | -6.02% | N/A |
PH | 36.56% | 6.75% | 13.06% | 65.46% | 30.70% | N/A |
DHI D.R. Horton, Inc. | 27.00% | 2.91% | 19.03% | 77.41% | 31.43% | 26.02% |
PCAR | 2.16% | 3.01% | -19.59% | 23.42% | 20.53% | N/A |
LNG | 6.67% | -0.65% | 13.70% | 14.93% | 22.81% | N/A |
HSY | 7.03% | -1.03% | 0.07% | -3.55% | 7.13% | N/A |
GPN | -12.25% | 1.46% | -15.81% | -6.74% | -6.65% | N/A |
HAL | -17.20% | -5.58% | -22.41% | -26.24% | 9.43% | N/A |
PHM | 38.11% | 10.52% | 22.21% | 93.29% | 33.30% | N/A |
EBAY eBay Inc. | 45.96% | 7.38% | 23.16% | 45.86% | 11.13% | 12.05% |
DOV Dover Corporation | 24.04% | 4.07% | 7.81% | 35.26% | 15.54% | 12.23% |
FLT FleetCor Technologies, Inc. | -5.19% | 0.00% | -11.65% | -0.75% | -1.51% | N/A |
STLD | 2.16% | 0.66% | -16.22% | 22.12% | 34.61% | N/A |
DECK Deckers Outdoor Corporation | 35.30% | -5.55% | -1.96% | 79.02% | 46.10% | 25.03% |
OMC | 20.89% | 5.86% | 10.45% | 41.17% | 9.54% | N/A |
SWKS | -11.26% | -9.37% | -6.11% | 4.37% | 6.26% | N/A |
ENPH Enphase Energy, Inc. | -13.05% | -3.70% | 0.25% | -7.97% | 33.20% | 22.17% |
EQT EQT Corporation | -8.68% | 5.23% | 2.28% | -8.53% | 26.32% | -2.88% |
CSL Carlisle Companies Incorporated | 40.84% | 5.79% | 13.42% | 72.49% | 26.19% | 19.88% |
NDSN | -2.46% | 3.46% | -4.29% | 15.48% | 13.32% | N/A |
OC | 18.88% | 6.64% | 5.31% | 31.32% | 25.33% | N/A |
WSM | 49.32% | 3.45% | -4.05% | 114.51% | 38.59% | N/A |
LECO | -14.15% | -5.54% | -27.65% | 6.39% | 18.60% | N/A |
PNR | 31.57% | 11.77% | 13.59% | 47.56% | 22.85% | N/A |
BLD TopBuild Corp. | 8.51% | 4.05% | -6.77% | 63.51% | 33.74% | N/A |
ALLE Allegion plc | 12.05% | 4.73% | 5.46% | 37.21% | 8.17% | 12.37% |
UTHR | 60.53% | 0.40% | 48.38% | 57.81% | 32.70% | N/A |
FFIV F5 Networks, Inc. | 22.49% | 9.94% | 15.04% | 39.19% | 9.85% | 6.18% |
BBWI Bath & Body Works, Inc. | -31.17% | -14.90% | -36.73% | -12.26% | 21.39% | 0.40% |
ITT | 22.00% | 7.00% | 9.23% | 53.45% | 20.80% | N/A |
NVT | 20.27% | 6.84% | -3.88% | 33.55% | 29.27% | N/A |
MEDP | 19.30% | -7.58% | -10.54% | 51.86% | 33.95% | N/A |
TPR | 18.46% | 4.33% | -7.81% | 50.19% | 14.06% | N/A |
WSC | -10.56% | 6.22% | -13.35% | -4.76% | 20.16% | N/A |
DLB Dolby Laboratories, Inc. | -14.00% | -0.39% | -11.80% | -8.50% | 4.77% | 7.00% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Russell 1000 Low PEG, LOW P/FCF, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.21% | 6.85% | 6.76% | -5.61% | 2.81% | -2.10% | 5.22% | -0.62% | 14.93% | ||||
| 2023 | 9.45% | -1.09% | 0.14% | 0.71% | -2.92% | 11.50% | 4.17% | -1.09% | -4.39% | -4.68% | 9.75% | 8.96% | 32.70% |
| 2022 | -4.05% | -1.84% | 3.13% | -5.69% | 2.43% | -11.78% | 13.51% | -2.53% | -8.70% | 11.55% | 7.42% | -3.55% | -3.37% |
| 2021 | 0.55% | 9.43% | 7.65% | 4.44% | 1.82% | 0.61% | 0.99% | 2.72% | -5.04% | 7.24% | -2.54% | 4.88% | 36.84% |
| 2020 | -1.13% | -6.35% | -22.59% | 20.14% | 9.73% | 0.36% | 8.46% | 6.08% | -3.70% | 2.17% | 16.59% | 4.58% | 30.91% |
| 2019 | 11.73% | 3.72% | 1.00% | 4.28% | -6.36% | 9.41% | 2.20% | -5.57% | 3.09% | 1.79% | 4.90% | 3.41% | 37.37% |
| 2018 | -3.63% | 3.67% | 0.24% | 3.46% | 1.18% | -0.01% | -10.04% | 3.06% | -9.90% | -12.43% |
Комиссия
Комиссия Russell 1000 Low PEG, LOW P/FCF 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 Russell 1000 Low PEG, LOW P/FCF среди портфелей на нашем сайте составляет 34, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Russell 1000 Low PEG, LOW P/FCF
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.
Russell 1000 Low PEG, LOW P/FCF
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
GOOG | 0.81 | 1.19 | 1.17 | 1.02 | 2.95 |
META | 2.39 | 3.28 | 1.44 | 3.58 | 14.48 |
CSCO Cisco Systems, Inc. | -0.16 | -0.08 | 0.99 | -0.14 | -0.38 |
CAT Caterpillar Inc. | 1.32 | 1.80 | 1.24 | 1.63 | 4.38 |
AMAT Applied Materials, Inc. | 1.04 | 1.55 | 1.20 | 1.32 | 3.84 |
BKNG Booking Holdings Inc. | 1.27 | 1.62 | 1.25 | 1.69 | 4.94 |
LMT | 2.23 | 3.80 | 1.48 | 1.91 | 11.94 |
HCA | 2.57 | 3.16 | 1.43 | 2.26 | 14.72 |
SLB | -1.03 | -1.38 | 0.83 | -0.75 | -1.44 |
GD General Dynamics Corporation | 2.18 | 3.51 | 1.43 | 2.94 | 20.33 |
EOG EOG Resources, Inc. | 0.20 | 0.44 | 1.05 | 0.22 | 0.48 |
CSX CSX Corporation | 0.74 | 1.14 | 1.13 | 0.62 | 1.60 |
PYPL | 0.75 | 1.23 | 1.15 | 0.31 | 3.77 |
PH | 2.26 | 3.20 | 1.45 | 4.56 | 14.19 |
DHI D.R. Horton, Inc. | 2.14 | 2.82 | 1.38 | 3.08 | 9.85 |
PCAR | 0.89 | 1.27 | 1.18 | 0.82 | 1.77 |
LNG | 0.66 | 1.08 | 1.13 | 0.82 | 1.48 |
HSY | -0.24 | -0.21 | 0.98 | -0.15 | -0.67 |
GPN | -0.33 | -0.28 | 0.97 | -0.16 | -0.53 |
HAL | -1.02 | -1.37 | 0.84 | -0.65 | -1.53 |
PHM | 2.80 | 3.61 | 1.45 | 4.61 | 17.00 |
EBAY eBay Inc. | 1.89 | 2.65 | 1.31 | 0.91 | 11.05 |
DOV Dover Corporation | 1.59 | 2.45 | 1.29 | 1.19 | 8.33 |
FLT FleetCor Technologies, Inc. | -0.12 | -0.02 | 1.00 | -0.08 | -0.24 |
STLD | 0.75 | 1.23 | 1.15 | 0.78 | 1.89 |
DECK Deckers Outdoor Corporation | 1.79 | 2.92 | 1.36 | 3.15 | 7.60 |
OMC | 2.03 | 2.69 | 1.34 | 1.60 | 11.42 |
SWKS | 0.12 | 0.41 | 1.05 | 0.08 | 0.42 |
ENPH Enphase Energy, Inc. | -0.11 | 0.30 | 1.03 | -0.09 | -0.39 |
EQT EQT Corporation | -0.36 | -0.33 | 0.96 | -0.30 | -0.68 |
CSL Carlisle Companies Incorporated | 2.44 | 3.16 | 1.40 | 2.75 | 14.91 |
NDSN | 0.62 | 0.96 | 1.13 | 0.65 | 1.54 |
OC | 0.95 | 1.35 | 1.19 | 1.24 | 4.23 |
WSM | 2.51 | 3.10 | 1.43 | 3.30 | 14.48 |
LECO | 0.17 | 0.41 | 1.05 | 0.14 | 0.29 |
PNR | 1.64 | 2.26 | 1.28 | 1.74 | 9.16 |
BLD TopBuild Corp. | 1.37 | 2.00 | 1.25 | 2.05 | 5.83 |
ALLE Allegion plc | 1.64 | 2.41 | 1.29 | 1.12 | 5.87 |
UTHR | 2.09 | 2.85 | 1.38 | 2.32 | 7.55 |
FFIV F5 Networks, Inc. | 1.49 | 2.17 | 1.31 | 0.89 | 5.12 |
BBWI Bath & Body Works, Inc. | -0.34 | -0.22 | 0.97 | -0.23 | -0.77 |
ITT | 1.93 | 2.51 | 1.33 | 4.07 | 11.14 |
NVT | 0.90 | 1.31 | 1.18 | 1.04 | 2.80 |
MEDP | 1.01 | 1.66 | 1.24 | 1.54 | 4.93 |
TPR | 1.55 | 2.29 | 1.25 | 1.09 | 4.60 |
WSC | -0.19 | -0.03 | 1.00 | -0.18 | -0.36 |
DLB Dolby Laboratories, Inc. | -0.44 | -0.45 | 0.94 | -0.28 | -0.89 |
Russell 1000 Low PEG, LOW P/FCF
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Russell 1000 Low PEG, LOW P/FCF за предыдущие двенадцать месяцев составила 1.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Russell 1000 Low PEG, LOW P/FCF | 1.33% | 1.33% | 1.46% | 1.08% | 1.25% | 1.56% | 1.70% | 1.08% | 1.28% | 1.42% | 1.03% | 0.85% |
| Активы портфеля: | ||||||||||||
GOOG | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 3.04% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
CAT Caterpillar Inc. | 1.44% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
AMAT Applied Materials, Inc. | 0.75% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
BKNG Booking Holdings Inc. | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMT | 2.20% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
HCA | 0.64% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLB | 2.53% | 1.92% | 1.22% | 1.67% | 4.01% | 4.98% | 5.54% | 2.97% | 2.38% | 2.87% | 1.87% | 1.39% |
GD General Dynamics Corporation | 1.79% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
EOG EOG Resources, Inc. | 4.01% | 4.80% | 6.79% | 4.07% | 2.83% | 1.21% | 0.87% | 0.62% | 0.66% | 0.95% | 0.55% | 0.39% |
CSX CSX Corporation | 1.35% | 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% |
PH | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
DHI D.R. Horton, Inc. | 0.63% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
PCAR | 4.38% | 4.31% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% | 2.87% |
LNG | 0.96% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSY | 2.71% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
GPN | 0.90% | 0.79% | 1.01% | 0.66% | 0.36% | 0.12% | 0.04% | 0.04% | 0.06% | 0.06% | 0.10% | 0.12% |
HAL | 2.27% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% |
PHM | 0.56% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% |
EBAY eBay Inc. | 1.69% | 2.29% | 2.12% | 1.08% | 1.27% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DOV Dover Corporation | 1.08% | 1.32% | 1.48% | 1.10% | 1.56% | 1.68% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLT FleetCor Technologies, 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% |
STLD | 1.48% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.08% | 2.33% | 2.25% |
DECK Deckers Outdoor 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% |
OMC | 2.74% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% | 2.45% | 2.15% |
SWKS | 2.80% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
ENPH Enphase Energy, 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% |
EQT EQT Corporation | 1.81% | 1.57% | 1.63% | 0.00% | 0.24% | 1.10% | 0.32% | 0.13% | 0.11% | 0.14% | 0.10% | 0.08% |
CSL Carlisle Companies Incorporated | 0.81% | 1.02% | 1.09% | 0.86% | 1.31% | 1.11% | 1.53% | 1.27% | 1.18% | 1.24% | 1.04% | 1.06% |
NDSN | 1.10% | 1.01% | 0.98% | 0.71% | 0.77% | 0.90% | 1.09% | 0.78% | 0.91% | 1.43% | 1.03% | 0.89% |
OC | 1.33% | 1.40% | 1.64% | 1.15% | 1.27% | 1.35% | 1.43% | 0.88% | 1.44% | 1.45% | 1.79% | 0.00% |
WSM | 1.37% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
LECO | 1.49% | 1.21% | 1.61% | 1.50% | 1.70% | 1.96% | 2.08% | 1.57% | 1.71% | 2.29% | 1.42% | 1.16% |
PNR | 0.96% | 1.21% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% | 1.24% |
BLD TopBuild Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ALLE Allegion plc | 1.35% | 1.42% | 1.56% | 1.09% | 1.10% | 0.87% | 1.05% | 0.80% | 0.75% | 0.61% | 0.58% | 0.00% |
UTHR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FFIV F5 Networks, 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% |
BBWI Bath & Body Works, Inc. | 2.73% | 1.85% | 1.90% | 0.60% | 1.00% | 8.20% | 11.57% | 4.93% | 8.27% | 5.12% | 3.37% | 2.40% |
ITT | 0.86% | 0.97% | 1.30% | 0.86% | 0.88% | 0.80% | 1.11% | 0.96% | 1.29% | 1.30% | 1.09% | 0.92% |
NVT | 1.06% | 1.18% | 1.82% | 1.84% | 3.01% | 2.74% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MEDP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TPR | 3.29% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% | 2.34% |
WSC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DLB Dolby Laboratories, Inc. | 1.64% | 1.29% | 1.45% | 0.96% | 0.91% | 1.15% | 1.08% | 0.94% | 1.11% | 1.25% | 0.23% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Russell 1000 Low PEG, LOW P/FCF
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Russell 1000 Low PEG, LOW P/FCF показал максимальную просадку в 43.01%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 94 торговые сессии.
Текущая просадка Russell 1000 Low PEG, LOW P/FCF составляет 0.64%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -43.01% | 21 февр. 2020 г. | 22 | 23 мар. 2020 г. | 94 | 5 авг. 2020 г. | 116 |
| -22.17% | 21 сент. 2018 г. | 65 | 24 дек. 2018 г. | 70 | 5 апр. 2019 г. | 135 |
| -19.44% | 17 нояб. 2021 г. | 146 | 16 июн. 2022 г. | 143 | 11 янв. 2023 г. | 289 |
| -11.41% | 2 авг. 2023 г. | 62 | 27 окт. 2023 г. | 24 | 1 дек. 2023 г. | 86 |
| -9.78% | 3 февр. 2023 г. | 30 | 17 мар. 2023 г. | 56 | 7 июн. 2023 г. | 86 |
Волатильность
График волатильности
Текущая волатильность Russell 1000 Low PEG, LOW P/FCF составляет 4.91%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Russell 1000 Low PEG, LOW P/FCF
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| HSY | UTHR | EQT | LMT | ENPH | LNG | EOG | META | EBAY | PYPL | MEDP | WSM | SLB | BBWI | DECK | GOOG | HAL | DHI | HCA | PHM | WSC | BKNG | GD | OMC | STLD | CSCO | AMAT | BLD | FLT | GPN | TPR | FFIV | DLB | SWKS | PCAR | CSL | CSX | OC | ALLE | NVT | CAT | NDSN | PNR | LECO | DOV | PH | ITT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HSY | 1.00 | 0.16 | 0.04 | 0.34 | 0.07 | 0.09 | 0.08 | 0.08 | 0.16 | 0.13 | 0.14 | 0.12 | 0.08 | 0.12 | 0.09 | 0.15 | 0.07 | 0.19 | 0.25 | 0.18 | 0.10 | 0.13 | 0.29 | 0.24 | 0.10 | 0.26 | 0.08 | 0.14 | 0.21 | 0.23 | 0.10 | 0.17 | 0.18 | 0.10 | 0.22 | 0.20 | 0.28 | 0.14 | 0.25 | 0.13 | 0.15 | 0.22 | 0.17 | 0.19 | 0.25 | 0.18 | 0.16 |
| UTHR | 0.16 | 1.00 | 0.19 | 0.18 | 0.18 | 0.18 | 0.20 | 0.17 | 0.22 | 0.17 | 0.28 | 0.19 | 0.21 | 0.17 | 0.16 | 0.20 | 0.23 | 0.17 | 0.27 | 0.15 | 0.22 | 0.24 | 0.22 | 0.20 | 0.19 | 0.25 | 0.23 | 0.18 | 0.23 | 0.25 | 0.18 | 0.24 | 0.25 | 0.26 | 0.21 | 0.26 | 0.25 | 0.20 | 0.23 | 0.27 | 0.24 | 0.25 | 0.23 | 0.24 | 0.26 | 0.26 | 0.25 |
| EQT | 0.04 | 0.19 | 1.00 | 0.17 | 0.17 | 0.37 | 0.49 | 0.16 | 0.24 | 0.18 | 0.16 | 0.20 | 0.44 | 0.26 | 0.19 | 0.17 | 0.45 | 0.12 | 0.24 | 0.17 | 0.25 | 0.20 | 0.28 | 0.27 | 0.31 | 0.24 | 0.22 | 0.22 | 0.24 | 0.18 | 0.28 | 0.23 | 0.19 | 0.24 | 0.28 | 0.26 | 0.25 | 0.28 | 0.20 | 0.27 | 0.34 | 0.24 | 0.28 | 0.32 | 0.28 | 0.33 | 0.30 |
| LMT | 0.34 | 0.18 | 0.17 | 1.00 | 0.11 | 0.26 | 0.32 | 0.12 | 0.22 | 0.16 | 0.16 | 0.17 | 0.30 | 0.19 | 0.13 | 0.15 | 0.30 | 0.20 | 0.29 | 0.21 | 0.23 | 0.22 | 0.66 | 0.31 | 0.28 | 0.30 | 0.15 | 0.19 | 0.32 | 0.30 | 0.22 | 0.22 | 0.24 | 0.14 | 0.34 | 0.30 | 0.35 | 0.25 | 0.35 | 0.29 | 0.36 | 0.31 | 0.30 | 0.34 | 0.37 | 0.34 | 0.32 |
| ENPH | 0.07 | 0.18 | 0.17 | 0.11 | 1.00 | 0.20 | 0.18 | 0.29 | 0.28 | 0.38 | 0.36 | 0.31 | 0.18 | 0.28 | 0.31 | 0.30 | 0.21 | 0.28 | 0.22 | 0.26 | 0.33 | 0.26 | 0.19 | 0.18 | 0.24 | 0.26 | 0.37 | 0.34 | 0.28 | 0.28 | 0.26 | 0.32 | 0.32 | 0.41 | 0.24 | 0.28 | 0.25 | 0.30 | 0.28 | 0.26 | 0.24 | 0.33 | 0.29 | 0.28 | 0.29 | 0.30 | 0.30 |
| LNG | 0.09 | 0.18 | 0.37 | 0.26 | 0.20 | 1.00 | 0.53 | 0.19 | 0.21 | 0.22 | 0.23 | 0.19 | 0.52 | 0.27 | 0.22 | 0.25 | 0.51 | 0.17 | 0.28 | 0.19 | 0.28 | 0.30 | 0.32 | 0.27 | 0.36 | 0.28 | 0.25 | 0.23 | 0.31 | 0.28 | 0.32 | 0.29 | 0.28 | 0.27 | 0.29 | 0.28 | 0.35 | 0.30 | 0.28 | 0.32 | 0.39 | 0.31 | 0.29 | 0.34 | 0.33 | 0.40 | 0.37 |
| EOG | 0.08 | 0.20 | 0.49 | 0.32 | 0.18 | 0.53 | 1.00 | 0.16 | 0.19 | 0.18 | 0.21 | 0.20 | 0.73 | 0.28 | 0.20 | 0.23 | 0.75 | 0.13 | 0.31 | 0.18 | 0.32 | 0.30 | 0.41 | 0.34 | 0.43 | 0.30 | 0.25 | 0.21 | 0.35 | 0.27 | 0.33 | 0.29 | 0.25 | 0.24 | 0.35 | 0.29 | 0.37 | 0.31 | 0.28 | 0.35 | 0.51 | 0.28 | 0.31 | 0.37 | 0.36 | 0.43 | 0.41 |
| META | 0.08 | 0.17 | 0.16 | 0.12 | 0.29 | 0.19 | 0.16 | 1.00 | 0.38 | 0.55 | 0.38 | 0.32 | 0.18 | 0.25 | 0.37 | 0.67 | 0.17 | 0.33 | 0.26 | 0.33 | 0.31 | 0.43 | 0.21 | 0.27 | 0.24 | 0.40 | 0.50 | 0.35 | 0.38 | 0.41 | 0.29 | 0.42 | 0.45 | 0.50 | 0.29 | 0.31 | 0.31 | 0.36 | 0.35 | 0.35 | 0.29 | 0.39 | 0.36 | 0.34 | 0.33 | 0.36 | 0.39 |
| EBAY | 0.16 | 0.22 | 0.24 | 0.22 | 0.28 | 0.21 | 0.19 | 0.38 | 1.00 | 0.48 | 0.34 | 0.43 | 0.22 | 0.32 | 0.31 | 0.40 | 0.23 | 0.31 | 0.31 | 0.32 | 0.30 | 0.35 | 0.28 | 0.34 | 0.31 | 0.42 | 0.40 | 0.33 | 0.36 | 0.38 | 0.33 | 0.42 | 0.40 | 0.45 | 0.39 | 0.36 | 0.37 | 0.35 | 0.43 | 0.35 | 0.34 | 0.41 | 0.41 | 0.39 | 0.42 | 0.39 | 0.42 |
| PYPL | 0.13 | 0.17 | 0.18 | 0.16 | 0.38 | 0.22 | 0.18 | 0.55 | 0.48 | 1.00 | 0.43 | 0.36 | 0.17 | 0.32 | 0.37 | 0.55 | 0.19 | 0.34 | 0.26 | 0.33 | 0.35 | 0.40 | 0.24 | 0.27 | 0.25 | 0.43 | 0.47 | 0.38 | 0.47 | 0.55 | 0.33 | 0.43 | 0.46 | 0.51 | 0.31 | 0.33 | 0.37 | 0.36 | 0.39 | 0.30 | 0.31 | 0.41 | 0.36 | 0.34 | 0.36 | 0.38 | 0.39 |
| MEDP | 0.14 | 0.28 | 0.16 | 0.16 | 0.36 | 0.23 | 0.21 | 0.38 | 0.34 | 0.43 | 1.00 | 0.35 | 0.24 | 0.29 | 0.38 | 0.41 | 0.24 | 0.34 | 0.36 | 0.33 | 0.38 | 0.34 | 0.31 | 0.27 | 0.32 | 0.40 | 0.42 | 0.39 | 0.38 | 0.40 | 0.33 | 0.43 | 0.43 | 0.42 | 0.34 | 0.40 | 0.36 | 0.40 | 0.41 | 0.40 | 0.33 | 0.45 | 0.41 | 0.40 | 0.42 | 0.41 | 0.45 |
| WSM | 0.12 | 0.19 | 0.20 | 0.17 | 0.31 | 0.19 | 0.20 | 0.32 | 0.43 | 0.36 | 0.35 | 1.00 | 0.26 | 0.44 | 0.44 | 0.32 | 0.27 | 0.42 | 0.34 | 0.43 | 0.37 | 0.31 | 0.29 | 0.35 | 0.36 | 0.34 | 0.40 | 0.47 | 0.31 | 0.33 | 0.46 | 0.39 | 0.40 | 0.41 | 0.37 | 0.40 | 0.36 | 0.47 | 0.42 | 0.43 | 0.37 | 0.45 | 0.47 | 0.43 | 0.44 | 0.43 | 0.46 |
| SLB | 0.08 | 0.21 | 0.44 | 0.30 | 0.18 | 0.52 | 0.73 | 0.18 | 0.22 | 0.17 | 0.24 | 0.26 | 1.00 | 0.31 | 0.26 | 0.24 | 0.85 | 0.21 | 0.34 | 0.25 | 0.37 | 0.36 | 0.41 | 0.41 | 0.48 | 0.31 | 0.31 | 0.27 | 0.38 | 0.30 | 0.40 | 0.31 | 0.30 | 0.31 | 0.41 | 0.37 | 0.41 | 0.40 | 0.34 | 0.48 | 0.58 | 0.35 | 0.40 | 0.45 | 0.44 | 0.51 | 0.50 |
| BBWI | 0.12 | 0.17 | 0.26 | 0.19 | 0.28 | 0.27 | 0.28 | 0.25 | 0.32 | 0.32 | 0.29 | 0.44 | 0.31 | 1.00 | 0.45 | 0.27 | 0.32 | 0.37 | 0.38 | 0.39 | 0.39 | 0.36 | 0.31 | 0.38 | 0.38 | 0.32 | 0.33 | 0.44 | 0.35 | 0.35 | 0.56 | 0.38 | 0.39 | 0.37 | 0.39 | 0.42 | 0.41 | 0.46 | 0.40 | 0.44 | 0.38 | 0.40 | 0.47 | 0.44 | 0.44 | 0.45 | 0.47 |
| DECK | 0.09 | 0.16 | 0.19 | 0.13 | 0.31 | 0.22 | 0.20 | 0.37 | 0.31 | 0.37 | 0.38 | 0.44 | 0.26 | 0.45 | 1.00 | 0.36 | 0.26 | 0.41 | 0.38 | 0.43 | 0.40 | 0.40 | 0.29 | 0.33 | 0.34 | 0.34 | 0.42 | 0.47 | 0.35 | 0.38 | 0.49 | 0.40 | 0.43 | 0.42 | 0.36 | 0.41 | 0.39 | 0.46 | 0.38 | 0.45 | 0.36 | 0.43 | 0.42 | 0.42 | 0.42 | 0.44 | 0.47 |
| GOOG | 0.15 | 0.20 | 0.17 | 0.15 | 0.30 | 0.25 | 0.23 | 0.67 | 0.40 | 0.55 | 0.41 | 0.32 | 0.24 | 0.27 | 0.36 | 1.00 | 0.23 | 0.33 | 0.31 | 0.34 | 0.34 | 0.48 | 0.29 | 0.31 | 0.30 | 0.51 | 0.53 | 0.34 | 0.44 | 0.47 | 0.32 | 0.47 | 0.48 | 0.52 | 0.32 | 0.34 | 0.39 | 0.36 | 0.38 | 0.37 | 0.36 | 0.42 | 0.39 | 0.38 | 0.39 | 0.41 | 0.43 |
| HAL | 0.07 | 0.23 | 0.45 | 0.30 | 0.21 | 0.51 | 0.75 | 0.17 | 0.23 | 0.19 | 0.24 | 0.27 | 0.85 | 0.32 | 0.26 | 0.23 | 1.00 | 0.20 | 0.34 | 0.24 | 0.38 | 0.36 | 0.43 | 0.39 | 0.49 | 0.32 | 0.31 | 0.27 | 0.39 | 0.30 | 0.40 | 0.31 | 0.30 | 0.32 | 0.41 | 0.36 | 0.42 | 0.38 | 0.34 | 0.45 | 0.59 | 0.37 | 0.40 | 0.46 | 0.45 | 0.50 | 0.51 |
| DHI | 0.19 | 0.17 | 0.12 | 0.20 | 0.28 | 0.17 | 0.13 | 0.33 | 0.31 | 0.34 | 0.34 | 0.42 | 0.21 | 0.37 | 0.41 | 0.33 | 0.20 | 1.00 | 0.36 | 0.88 | 0.38 | 0.32 | 0.29 | 0.34 | 0.30 | 0.32 | 0.40 | 0.71 | 0.33 | 0.37 | 0.39 | 0.37 | 0.38 | 0.41 | 0.36 | 0.42 | 0.36 | 0.58 | 0.48 | 0.41 | 0.34 | 0.44 | 0.50 | 0.42 | 0.44 | 0.42 | 0.46 |
| HCA | 0.25 | 0.27 | 0.24 | 0.29 | 0.22 | 0.28 | 0.31 | 0.26 | 0.31 | 0.26 | 0.36 | 0.34 | 0.34 | 0.38 | 0.38 | 0.31 | 0.34 | 0.36 | 1.00 | 0.38 | 0.38 | 0.36 | 0.42 | 0.42 | 0.37 | 0.42 | 0.35 | 0.38 | 0.40 | 0.39 | 0.42 | 0.41 | 0.41 | 0.37 | 0.42 | 0.44 | 0.43 | 0.42 | 0.46 | 0.46 | 0.43 | 0.44 | 0.46 | 0.46 | 0.51 | 0.47 | 0.51 |
| PHM | 0.18 | 0.15 | 0.17 | 0.21 | 0.26 | 0.19 | 0.18 | 0.33 | 0.32 | 0.33 | 0.33 | 0.43 | 0.25 | 0.39 | 0.43 | 0.34 | 0.24 | 0.88 | 0.38 | 1.00 | 0.39 | 0.34 | 0.32 | 0.39 | 0.34 | 0.32 | 0.39 | 0.71 | 0.36 | 0.39 | 0.44 | 0.37 | 0.39 | 0.40 | 0.39 | 0.43 | 0.39 | 0.61 | 0.48 | 0.43 | 0.36 | 0.45 | 0.53 | 0.44 | 0.45 | 0.43 | 0.47 |
| WSC | 0.10 | 0.22 | 0.25 | 0.23 | 0.33 | 0.28 | 0.32 | 0.31 | 0.30 | 0.35 | 0.38 | 0.37 | 0.37 | 0.39 | 0.40 | 0.34 | 0.38 | 0.38 | 0.38 | 0.39 | 1.00 | 0.43 | 0.37 | 0.37 | 0.41 | 0.34 | 0.41 | 0.42 | 0.40 | 0.41 | 0.42 | 0.39 | 0.43 | 0.40 | 0.42 | 0.48 | 0.43 | 0.51 | 0.46 | 0.51 | 0.47 | 0.46 | 0.46 | 0.48 | 0.48 | 0.51 | 0.52 |
| BKNG | 0.13 | 0.24 | 0.20 | 0.22 | 0.26 | 0.30 | 0.30 | 0.43 | 0.35 | 0.40 | 0.34 | 0.31 | 0.36 | 0.36 | 0.40 | 0.48 | 0.36 | 0.32 | 0.36 | 0.34 | 0.43 | 1.00 | 0.36 | 0.45 | 0.36 | 0.39 | 0.45 | 0.38 | 0.48 | 0.47 | 0.43 | 0.42 | 0.45 | 0.45 | 0.41 | 0.44 | 0.43 | 0.45 | 0.43 | 0.46 | 0.48 | 0.43 | 0.44 | 0.47 | 0.46 | 0.51 | 0.51 |
| GD | 0.29 | 0.22 | 0.28 | 0.66 | 0.19 | 0.32 | 0.41 | 0.21 | 0.28 | 0.24 | 0.31 | 0.29 | 0.41 | 0.31 | 0.29 | 0.29 | 0.43 | 0.29 | 0.42 | 0.32 | 0.37 | 0.36 | 1.00 | 0.46 | 0.43 | 0.43 | 0.30 | 0.34 | 0.42 | 0.40 | 0.39 | 0.39 | 0.38 | 0.29 | 0.52 | 0.50 | 0.50 | 0.43 | 0.49 | 0.48 | 0.54 | 0.49 | 0.48 | 0.53 | 0.55 | 0.54 | 0.53 |
| OMC | 0.24 | 0.20 | 0.27 | 0.31 | 0.18 | 0.27 | 0.34 | 0.27 | 0.34 | 0.27 | 0.27 | 0.35 | 0.41 | 0.38 | 0.33 | 0.31 | 0.39 | 0.34 | 0.42 | 0.39 | 0.37 | 0.45 | 0.46 | 1.00 | 0.45 | 0.45 | 0.36 | 0.36 | 0.43 | 0.42 | 0.48 | 0.40 | 0.40 | 0.39 | 0.51 | 0.46 | 0.47 | 0.46 | 0.50 | 0.50 | 0.51 | 0.45 | 0.50 | 0.51 | 0.51 | 0.54 | 0.55 |
| STLD | 0.10 | 0.19 | 0.31 | 0.28 | 0.24 | 0.36 | 0.43 | 0.24 | 0.31 | 0.25 | 0.32 | 0.36 | 0.48 | 0.38 | 0.34 | 0.30 | 0.49 | 0.30 | 0.37 | 0.34 | 0.41 | 0.36 | 0.43 | 0.45 | 1.00 | 0.35 | 0.40 | 0.38 | 0.40 | 0.38 | 0.47 | 0.39 | 0.39 | 0.39 | 0.49 | 0.48 | 0.48 | 0.49 | 0.44 | 0.53 | 0.58 | 0.49 | 0.48 | 0.55 | 0.52 | 0.55 | 0.57 |
| CSCO | 0.26 | 0.25 | 0.24 | 0.30 | 0.26 | 0.28 | 0.30 | 0.40 | 0.42 | 0.43 | 0.40 | 0.34 | 0.31 | 0.32 | 0.34 | 0.51 | 0.32 | 0.32 | 0.42 | 0.32 | 0.34 | 0.39 | 0.43 | 0.45 | 0.35 | 1.00 | 0.46 | 0.31 | 0.43 | 0.47 | 0.38 | 0.62 | 0.51 | 0.52 | 0.45 | 0.41 | 0.49 | 0.37 | 0.48 | 0.44 | 0.46 | 0.51 | 0.46 | 0.48 | 0.51 | 0.49 | 0.50 |
| AMAT | 0.08 | 0.23 | 0.22 | 0.15 | 0.37 | 0.25 | 0.25 | 0.50 | 0.40 | 0.47 | 0.42 | 0.40 | 0.31 | 0.33 | 0.42 | 0.53 | 0.31 | 0.40 | 0.35 | 0.39 | 0.41 | 0.45 | 0.30 | 0.36 | 0.40 | 0.46 | 1.00 | 0.43 | 0.41 | 0.42 | 0.39 | 0.52 | 0.50 | 0.71 | 0.43 | 0.43 | 0.42 | 0.48 | 0.45 | 0.48 | 0.45 | 0.52 | 0.46 | 0.47 | 0.46 | 0.52 | 0.53 |
| BLD | 0.14 | 0.18 | 0.22 | 0.19 | 0.34 | 0.23 | 0.21 | 0.35 | 0.33 | 0.38 | 0.39 | 0.47 | 0.27 | 0.44 | 0.47 | 0.34 | 0.27 | 0.71 | 0.38 | 0.71 | 0.42 | 0.38 | 0.34 | 0.36 | 0.38 | 0.31 | 0.43 | 1.00 | 0.40 | 0.41 | 0.47 | 0.40 | 0.41 | 0.45 | 0.42 | 0.52 | 0.43 | 0.66 | 0.50 | 0.47 | 0.41 | 0.51 | 0.56 | 0.48 | 0.50 | 0.49 | 0.53 |
| FLT | 0.21 | 0.23 | 0.24 | 0.32 | 0.28 | 0.31 | 0.35 | 0.38 | 0.36 | 0.47 | 0.38 | 0.31 | 0.38 | 0.35 | 0.35 | 0.44 | 0.39 | 0.33 | 0.40 | 0.36 | 0.40 | 0.48 | 0.42 | 0.43 | 0.40 | 0.43 | 0.41 | 0.40 | 1.00 | 0.64 | 0.43 | 0.44 | 0.47 | 0.42 | 0.42 | 0.45 | 0.50 | 0.41 | 0.49 | 0.45 | 0.49 | 0.48 | 0.47 | 0.49 | 0.50 | 0.49 | 0.53 |
| GPN | 0.23 | 0.25 | 0.18 | 0.30 | 0.28 | 0.28 | 0.27 | 0.41 | 0.38 | 0.55 | 0.40 | 0.33 | 0.30 | 0.35 | 0.38 | 0.47 | 0.30 | 0.37 | 0.39 | 0.39 | 0.41 | 0.47 | 0.40 | 0.42 | 0.38 | 0.47 | 0.42 | 0.41 | 0.64 | 1.00 | 0.43 | 0.45 | 0.52 | 0.47 | 0.43 | 0.46 | 0.48 | 0.43 | 0.51 | 0.45 | 0.46 | 0.47 | 0.45 | 0.45 | 0.51 | 0.49 | 0.52 |
| TPR | 0.10 | 0.18 | 0.28 | 0.22 | 0.26 | 0.32 | 0.33 | 0.29 | 0.33 | 0.33 | 0.33 | 0.46 | 0.40 | 0.56 | 0.49 | 0.32 | 0.40 | 0.39 | 0.42 | 0.44 | 0.42 | 0.43 | 0.39 | 0.48 | 0.47 | 0.38 | 0.39 | 0.47 | 0.43 | 0.43 | 1.00 | 0.42 | 0.44 | 0.42 | 0.46 | 0.47 | 0.47 | 0.50 | 0.46 | 0.50 | 0.50 | 0.47 | 0.52 | 0.51 | 0.53 | 0.54 | 0.55 |
| FFIV | 0.17 | 0.24 | 0.23 | 0.22 | 0.32 | 0.29 | 0.29 | 0.42 | 0.42 | 0.43 | 0.43 | 0.39 | 0.31 | 0.38 | 0.40 | 0.47 | 0.31 | 0.37 | 0.41 | 0.37 | 0.39 | 0.42 | 0.39 | 0.40 | 0.39 | 0.62 | 0.52 | 0.40 | 0.44 | 0.45 | 0.42 | 1.00 | 0.51 | 0.55 | 0.42 | 0.43 | 0.47 | 0.43 | 0.49 | 0.47 | 0.43 | 0.54 | 0.53 | 0.49 | 0.52 | 0.54 | 0.56 |
| DLB | 0.18 | 0.25 | 0.19 | 0.24 | 0.32 | 0.28 | 0.25 | 0.45 | 0.40 | 0.46 | 0.43 | 0.40 | 0.30 | 0.39 | 0.43 | 0.48 | 0.30 | 0.38 | 0.41 | 0.39 | 0.43 | 0.45 | 0.38 | 0.40 | 0.39 | 0.51 | 0.50 | 0.41 | 0.47 | 0.52 | 0.44 | 0.51 | 1.00 | 0.55 | 0.43 | 0.46 | 0.49 | 0.46 | 0.50 | 0.48 | 0.42 | 0.53 | 0.51 | 0.50 | 0.51 | 0.51 | 0.54 |
| SWKS | 0.10 | 0.26 | 0.24 | 0.14 | 0.41 | 0.27 | 0.24 | 0.50 | 0.45 | 0.51 | 0.42 | 0.41 | 0.31 | 0.37 | 0.42 | 0.52 | 0.32 | 0.41 | 0.37 | 0.40 | 0.40 | 0.45 | 0.29 | 0.39 | 0.39 | 0.52 | 0.71 | 0.45 | 0.42 | 0.47 | 0.42 | 0.55 | 0.55 | 1.00 | 0.44 | 0.43 | 0.45 | 0.49 | 0.48 | 0.46 | 0.45 | 0.52 | 0.50 | 0.50 | 0.50 | 0.52 | 0.54 |
| PCAR | 0.22 | 0.21 | 0.28 | 0.34 | 0.24 | 0.29 | 0.35 | 0.29 | 0.39 | 0.31 | 0.34 | 0.37 | 0.41 | 0.39 | 0.36 | 0.32 | 0.41 | 0.36 | 0.42 | 0.39 | 0.42 | 0.41 | 0.52 | 0.51 | 0.49 | 0.45 | 0.43 | 0.42 | 0.42 | 0.43 | 0.46 | 0.42 | 0.43 | 0.44 | 1.00 | 0.54 | 0.55 | 0.53 | 0.53 | 0.58 | 0.65 | 0.57 | 0.58 | 0.62 | 0.62 | 0.68 | 0.64 |
| CSL | 0.20 | 0.26 | 0.26 | 0.30 | 0.28 | 0.28 | 0.29 | 0.31 | 0.36 | 0.33 | 0.40 | 0.40 | 0.37 | 0.42 | 0.41 | 0.34 | 0.36 | 0.42 | 0.44 | 0.43 | 0.48 | 0.44 | 0.50 | 0.46 | 0.48 | 0.41 | 0.43 | 0.52 | 0.45 | 0.46 | 0.47 | 0.43 | 0.46 | 0.43 | 0.54 | 1.00 | 0.55 | 0.59 | 0.58 | 0.59 | 0.55 | 0.58 | 0.59 | 0.63 | 0.63 | 0.62 | 0.64 |
| CSX | 0.28 | 0.25 | 0.25 | 0.35 | 0.25 | 0.35 | 0.37 | 0.31 | 0.37 | 0.37 | 0.36 | 0.36 | 0.41 | 0.41 | 0.39 | 0.39 | 0.42 | 0.36 | 0.43 | 0.39 | 0.43 | 0.43 | 0.50 | 0.47 | 0.48 | 0.49 | 0.42 | 0.43 | 0.50 | 0.48 | 0.47 | 0.47 | 0.49 | 0.45 | 0.55 | 0.55 | 1.00 | 0.49 | 0.53 | 0.53 | 0.59 | 0.57 | 0.57 | 0.61 | 0.64 | 0.64 | 0.62 |
| OC | 0.14 | 0.20 | 0.28 | 0.25 | 0.30 | 0.30 | 0.31 | 0.36 | 0.35 | 0.36 | 0.40 | 0.47 | 0.40 | 0.46 | 0.46 | 0.36 | 0.38 | 0.58 | 0.42 | 0.61 | 0.51 | 0.45 | 0.43 | 0.46 | 0.49 | 0.37 | 0.48 | 0.66 | 0.41 | 0.43 | 0.50 | 0.43 | 0.46 | 0.49 | 0.53 | 0.59 | 0.49 | 1.00 | 0.55 | 0.58 | 0.54 | 0.56 | 0.60 | 0.57 | 0.56 | 0.60 | 0.63 |
| ALLE | 0.25 | 0.23 | 0.20 | 0.35 | 0.28 | 0.28 | 0.28 | 0.35 | 0.43 | 0.39 | 0.41 | 0.42 | 0.34 | 0.40 | 0.38 | 0.38 | 0.34 | 0.48 | 0.46 | 0.48 | 0.46 | 0.43 | 0.49 | 0.50 | 0.44 | 0.48 | 0.45 | 0.50 | 0.49 | 0.51 | 0.46 | 0.49 | 0.50 | 0.48 | 0.53 | 0.58 | 0.53 | 0.55 | 1.00 | 0.55 | 0.53 | 0.61 | 0.65 | 0.63 | 0.68 | 0.62 | 0.65 |
| NVT | 0.13 | 0.27 | 0.27 | 0.29 | 0.26 | 0.32 | 0.35 | 0.35 | 0.35 | 0.30 | 0.40 | 0.43 | 0.48 | 0.44 | 0.45 | 0.37 | 0.45 | 0.41 | 0.46 | 0.43 | 0.51 | 0.46 | 0.48 | 0.50 | 0.53 | 0.44 | 0.48 | 0.47 | 0.45 | 0.45 | 0.50 | 0.47 | 0.48 | 0.46 | 0.58 | 0.59 | 0.53 | 0.58 | 0.55 | 1.00 | 0.63 | 0.56 | 0.61 | 0.63 | 0.62 | 0.69 | 0.70 |
| CAT | 0.15 | 0.24 | 0.34 | 0.36 | 0.24 | 0.39 | 0.51 | 0.29 | 0.34 | 0.31 | 0.33 | 0.37 | 0.58 | 0.38 | 0.36 | 0.36 | 0.59 | 0.34 | 0.43 | 0.36 | 0.47 | 0.48 | 0.54 | 0.51 | 0.58 | 0.46 | 0.45 | 0.41 | 0.49 | 0.46 | 0.50 | 0.43 | 0.42 | 0.45 | 0.65 | 0.55 | 0.59 | 0.54 | 0.53 | 0.63 | 1.00 | 0.57 | 0.59 | 0.68 | 0.66 | 0.73 | 0.70 |
| NDSN | 0.22 | 0.25 | 0.24 | 0.31 | 0.33 | 0.31 | 0.28 | 0.39 | 0.41 | 0.41 | 0.45 | 0.45 | 0.35 | 0.40 | 0.43 | 0.42 | 0.37 | 0.44 | 0.44 | 0.45 | 0.46 | 0.43 | 0.49 | 0.45 | 0.49 | 0.51 | 0.52 | 0.51 | 0.48 | 0.47 | 0.47 | 0.54 | 0.53 | 0.52 | 0.57 | 0.58 | 0.57 | 0.56 | 0.61 | 0.56 | 0.57 | 1.00 | 0.67 | 0.68 | 0.68 | 0.66 | 0.69 |
| PNR | 0.17 | 0.23 | 0.28 | 0.30 | 0.29 | 0.29 | 0.31 | 0.36 | 0.41 | 0.36 | 0.41 | 0.47 | 0.40 | 0.47 | 0.42 | 0.39 | 0.40 | 0.50 | 0.46 | 0.53 | 0.46 | 0.44 | 0.48 | 0.50 | 0.48 | 0.46 | 0.46 | 0.56 | 0.47 | 0.45 | 0.52 | 0.53 | 0.51 | 0.50 | 0.58 | 0.59 | 0.57 | 0.60 | 0.65 | 0.61 | 0.59 | 0.67 | 1.00 | 0.69 | 0.72 | 0.71 | 0.71 |
| LECO | 0.19 | 0.24 | 0.32 | 0.34 | 0.28 | 0.34 | 0.37 | 0.34 | 0.39 | 0.34 | 0.40 | 0.43 | 0.45 | 0.44 | 0.42 | 0.38 | 0.46 | 0.42 | 0.46 | 0.44 | 0.48 | 0.47 | 0.53 | 0.51 | 0.55 | 0.48 | 0.47 | 0.48 | 0.49 | 0.45 | 0.51 | 0.49 | 0.50 | 0.50 | 0.62 | 0.63 | 0.61 | 0.57 | 0.63 | 0.63 | 0.68 | 0.68 | 0.69 | 1.00 | 0.72 | 0.74 | 0.75 |
| DOV | 0.25 | 0.26 | 0.28 | 0.37 | 0.29 | 0.33 | 0.36 | 0.33 | 0.42 | 0.36 | 0.42 | 0.44 | 0.44 | 0.44 | 0.42 | 0.39 | 0.45 | 0.44 | 0.51 | 0.45 | 0.48 | 0.46 | 0.55 | 0.51 | 0.52 | 0.51 | 0.46 | 0.50 | 0.50 | 0.51 | 0.53 | 0.52 | 0.51 | 0.50 | 0.62 | 0.63 | 0.64 | 0.56 | 0.68 | 0.62 | 0.66 | 0.68 | 0.72 | 0.72 | 1.00 | 0.75 | 0.76 |
| PH | 0.18 | 0.26 | 0.33 | 0.34 | 0.30 | 0.40 | 0.43 | 0.36 | 0.39 | 0.38 | 0.41 | 0.43 | 0.51 | 0.45 | 0.44 | 0.41 | 0.50 | 0.42 | 0.47 | 0.43 | 0.51 | 0.51 | 0.54 | 0.54 | 0.55 | 0.49 | 0.52 | 0.49 | 0.49 | 0.49 | 0.54 | 0.54 | 0.51 | 0.52 | 0.68 | 0.62 | 0.64 | 0.60 | 0.62 | 0.69 | 0.73 | 0.66 | 0.71 | 0.74 | 0.75 | 1.00 | 0.80 |
| ITT | 0.16 | 0.25 | 0.30 | 0.32 | 0.30 | 0.37 | 0.41 | 0.39 | 0.42 | 0.39 | 0.45 | 0.46 | 0.50 | 0.47 | 0.47 | 0.43 | 0.51 | 0.46 | 0.51 | 0.47 | 0.52 | 0.51 | 0.53 | 0.55 | 0.57 | 0.50 | 0.53 | 0.53 | 0.53 | 0.52 | 0.55 | 0.56 | 0.54 | 0.54 | 0.64 | 0.64 | 0.62 | 0.63 | 0.65 | 0.70 | 0.70 | 0.69 | 0.71 | 0.75 | 0.76 | 0.80 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 18 апр. 2018 г.