Russell 1000 Low PEG, LOW P/FCF
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Russell 1000 Low PEG, LOW P/FCF
Последнее обновление 15 нояб. 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 1 июл. 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Russell 1000 Low PEG, LOW P/FCF | 18.42% | 1.31% | 6.40% | 30.71% | 23.24% | N/A |
| Активы портфеля: | ||||||
GOOG | 26.15% | 6.26% | 1.34% | 30.36% | 21.68% | N/A |
META | 63.55% | -1.55% | 22.20% | 73.99% | 24.34% | N/A |
CSCO Cisco Systems, Inc. | 18.38% | 7.10% | 21.77% | 12.25% | 8.48% | 11.61% |
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% |
BKNG Booking Holdings Inc. | 41.15% | 15.40% | 33.71% | 60.43% | 22.09% | 15.72% |
LMT | 21.27% | -10.91% | 17.39% | 24.36% | 9.39% | N/A |
HCA | 28.37% | -13.89% | 7.45% | 44.47% | 21.19% | N/A |
SLB | -14.94% | 1.16% | -9.10% | -17.14% | 6.70% | N/A |
GD General Dynamics Corporation | 14.89% | -2.59% | -0.15% | 21.39% | 12.03% | 9.95% |
EOG EOG Resources, Inc. | 15.03% | 6.98% | 7.19% | 14.50% | 18.19% | 6.25% |
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 |
PH | 53.10% | 9.60% | 29.98% | 64.38% | 30.83% | N/A |
DHI D.R. Horton, Inc. | 8.62% | -13.34% | 8.90% | 29.38% | 26.45% | 22.33% |
PCAR | 19.15% | 8.41% | 9.25% | 32.98% | 20.97% | N/A |
LNG | 24.76% | 14.97% | 34.11% | 23.97% | 28.88% | N/A |
HSY | -2.00% | -2.92% | -13.44% | -6.08% | 6.42% | N/A |
GPN | -7.87% | 12.99% | 6.88% | 2.42% | -7.67% | N/A |
HAL | -15.40% | 3.01% | -18.80% | -20.09% | 9.85% | N/A |
PHM | 26.02% | -10.50% | 9.43% | 49.74% | 28.62% | N/A |
EBAY eBay Inc. | 44.99% | -7.00% | 19.37% | 56.66% | 14.02% | 11.55% |
DOV Dover Corporation | 32.55% | 5.65% | 10.37% | 47.39% | 14.74% | 13.19% |
FLT FleetCor Technologies, Inc. | -5.19% | 0.00% | -5.28% | 13.60% | -2.06% | N/A |
STLD | 17.92% | 7.28% | 2.87% | 25.61% | 37.00% | N/A |
DECK Deckers Outdoor Corporation | 58.75% | 9.27% | 19.82% | 67.82% | 44.76% | 27.66% |
OMC | 24.13% | 0.98% | 10.27% | 38.50% | 9.86% | N/A |
SWKS | -23.75% | -14.77% | -9.48% | -8.19% | -1.38% | N/A |
ENPH Enphase Energy, Inc. | -51.90% | -30.94% | -45.61% | -31.52% | 26.94% | 19.66% |
EQT EQT Corporation | 12.88% | 18.64% | 6.81% | 5.59% | 34.45% | -0.99% |
CSL Carlisle Companies Incorporated | 45.22% | -4.45% | 9.05% | 61.88% | 24.29% | 18.98% |
NDSN | -2.09% | -0.24% | -4.65% | 11.05% | 10.55% | N/A |
OC | 33.68% | 4.75% | 13.14% | 52.64% | 26.54% | N/A |
WSM | 31.80% | -11.32% | -15.77% | 64.78% | 31.98% | N/A |
LECO | -3.59% | 7.97% | -8.41% | 7.50% | 19.79% | N/A |
PNR | 47.26% | 7.73% | 27.30% | 67.33% | 21.30% | N/A |
BLD TopBuild Corp. | -2.95% | -9.00% | -10.52% | 25.21% | 27.67% | N/A |
ALLE Allegion plc | 12.78% | -5.49% | 13.54% | 34.46% | 4.91% | 11.58% |
UTHR | 75.67% | 7.43% | 41.90% | 68.49% | 33.76% | N/A |
FFIV F5 Networks, Inc. | 35.24% | 11.54% | 39.25% | 46.92% | 10.74% | 6.60% |
BBWI Bath & Body Works, Inc. | -26.35% | 0.71% | -35.34% | -1.58% | 24.12% | -0.52% |
ITT | 28.04% | 0.27% | 10.04% | 42.55% | 18.34% | N/A |
NVT | 26.54% | 1.06% | -7.57% | 40.57% | 28.01% | N/A |
MEDP | 9.24% | -5.23% | -14.86% | 18.59% | 35.79% | N/A |
TPR | 60.90% | 27.92% | 38.25% | 93.89% | 19.76% | N/A |
WSC | -21.39% | -3.61% | -11.69% | -10.56% | 14.97% | N/A |
DLB Dolby Laboratories, Inc. | -14.11% | -0.45% | -12.13% | -16.22% | 2.39% | 6.65% |
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% | 3.07% | -3.23% | 18.42% | ||
| 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 | 3.56% | 0.19% | 3.46% | 1.18% | -0.01% | -10.04% | 3.06% | -9.90% | -9.28% |
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 39, что означает, что инвестиция имеет средние результаты 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.
Russell 1000 Low PEG, LOW P/FCF
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
GOOG | 1.15 | 1.65 | 1.22 | 1.36 | 3.46 |
META | 2.06 | 2.97 | 1.41 | 4.02 | 12.45 |
CSCO Cisco Systems, Inc. | 0.60 | 0.90 | 1.14 | 0.51 | 1.99 |
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 |
BKNG Booking Holdings Inc. | 2.37 | 2.69 | 1.44 | 3.06 | 9.54 |
LMT | 1.49 | 2.09 | 1.31 | 1.64 | 6.03 |
HCA | 1.79 | 2.23 | 1.33 | 2.16 | 9.41 |
SLB | -0.63 | -0.76 | 0.91 | -0.47 | -1.16 |
GD General Dynamics Corporation | 1.23 | 1.71 | 1.25 | 3.11 | 9.99 |
EOG EOG Resources, Inc. | 0.64 | 1.03 | 1.13 | 0.70 | 2.04 |
CSX CSX Corporation | 0.78 | 1.21 | 1.16 | 1.05 | 1.84 |
PYPL | 1.39 | 1.93 | 1.25 | 0.58 | 7.34 |
PH | 2.49 | 3.64 | 1.50 | 5.68 | 16.32 |
DHI D.R. Horton, Inc. | 0.90 | 1.40 | 1.19 | 1.63 | 3.64 |
PCAR | 1.31 | 1.76 | 1.27 | 1.26 | 2.46 |
LNG | 1.21 | 1.84 | 1.22 | 1.51 | 2.72 |
HSY | -0.30 | -0.29 | 0.97 | -0.17 | -0.87 |
GPN | 0.08 | 0.32 | 1.04 | 0.04 | 0.13 |
HAL | -0.74 | -0.92 | 0.89 | -0.47 | -1.16 |
PHM | 1.63 | 2.26 | 1.29 | 3.38 | 8.31 |
EBAY eBay Inc. | 2.29 | 2.95 | 1.39 | 1.15 | 16.86 |
DOV Dover Corporation | 2.26 | 3.42 | 1.40 | 2.07 | 13.97 |
FLT FleetCor Technologies, Inc. | 0.72 | 1.01 | 1.22 | 0.46 | 1.22 |
STLD | 0.81 | 1.45 | 1.17 | 0.94 | 2.13 |
DECK Deckers Outdoor Corporation | 1.75 | 2.66 | 1.33 | 2.94 | 6.43 |
OMC | 1.96 | 2.59 | 1.34 | 1.84 | 10.65 |
SWKS | -0.23 | -0.07 | 0.99 | -0.15 | -0.62 |
ENPH Enphase Energy, Inc. | -0.49 | -0.40 | 0.95 | -0.38 | -1.53 |
EQT EQT Corporation | 0.17 | 0.51 | 1.06 | 0.14 | 0.44 |
CSL Carlisle Companies Incorporated | 2.32 | 2.89 | 1.40 | 4.28 | 13.09 |
NDSN | 0.52 | 0.85 | 1.11 | 0.58 | 1.20 |
OC | 1.79 | 2.30 | 1.30 | 3.03 | 8.79 |
WSM | 1.49 | 2.10 | 1.29 | 3.10 | 6.97 |
LECO | 0.27 | 0.58 | 1.07 | 0.23 | 0.42 |
PNR | 2.65 | 3.43 | 1.45 | 3.44 | 15.62 |
BLD TopBuild Corp. | 0.64 | 1.16 | 1.14 | 0.96 | 2.04 |
ALLE Allegion plc | 1.59 | 2.39 | 1.28 | 1.26 | 5.45 |
UTHR | 2.45 | 3.20 | 1.45 | 2.76 | 9.08 |
FFIV F5 Networks, Inc. | 1.83 | 2.74 | 1.39 | 1.34 | 6.80 |
BBWI Bath & Body Works, Inc. | -0.04 | 0.24 | 1.03 | -0.02 | -0.06 |
ITT | 1.69 | 2.27 | 1.30 | 3.44 | 9.50 |
NVT | 1.17 | 1.65 | 1.23 | 1.41 | 3.42 |
MEDP | 0.46 | 0.86 | 1.13 | 0.59 | 1.38 |
TPR | 2.71 | 3.94 | 1.44 | 2.73 | 9.21 |
WSC | -0.28 | -0.15 | 0.98 | -0.28 | -0.51 |
DLB Dolby Laboratories, Inc. | -0.80 | -0.95 | 0.87 | -0.50 | -1.35 |
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 1.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.29% | 1.33% | 1.46% | 1.08% | 1.25% | 1.56% | 3.37% | 1.08% | 1.28% | 1.42% | 1.03% | 0.85% |
| Активы портфеля: | ||||||||||||
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% |
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% |
CSCO Cisco Systems, Inc. | 2.75% | 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. | 1.40% | 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% |
BKNG Booking Holdings Inc. | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMT | 2.34% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
HCA | 0.75% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLB | 2.47% | 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 | 1.91% | 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. | 3.80% | 4.80% | 6.79% | 4.07% | 2.83% | 1.21% | 0.87% | 0.62% | 0.66% | 0.95% | 0.56% | 0.44% |
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% |
PH | 0.91% | 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. | 0.98% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.80% | 0.67% |
PCAR | 3.80% | 4.34% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% | 2.87% |
LNG | 0.86% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSY | 2.96% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
GPN | 0.86% | 0.79% | 1.01% | 0.66% | 0.36% | 0.12% | 0.04% | 0.04% | 0.06% | 0.06% | 0.10% | 0.12% |
HAL | 2.23% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% |
PHM | 0.62% | 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. | 1.70% | 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 | 1.01% | 1.33% | 1.49% | 1.10% | 1.57% | 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 | 1.31% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.09% | 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 | 2.67% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% | 2.45% | 2.15% |
SWKS | 3.26% | 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 | 1.49% | 1.58% | 1.66% | 0.00% | 0.24% | 1.10% | 83.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSL Carlisle Companies Incorporated | 0.82% | 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 | 1.23% | 1.40% | 1.64% | 1.15% | 1.27% | 1.35% | 1.43% | 0.88% | 1.44% | 1.45% | 1.79% | 0.00% |
WSM | 1.65% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
LECO | 1.37% | 1.21% | 1.61% | 1.50% | 1.70% | 1.96% | 2.08% | 1.57% | 1.71% | 2.29% | 1.42% | 1.16% |
PNR | 0.87% | 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 | 1.34% | 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. | 2.55% | 1.85% | 1.90% | 0.60% | 1.00% | 8.20% | 11.57% | 4.93% | 8.27% | 5.17% | 3.37% | 2.40% |
ITT | 0.82% | 0.97% | 1.30% | 0.86% | 0.88% | 0.80% | 1.11% | 0.96% | 1.29% | 1.30% | 1.09% | 0.92% |
NVT | 1.03% | 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 | 2.42% | 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 1.69%.
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 4.55%, 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 | GOOG | DHI | DECK | HAL | 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 | 0.33 | 0.07 | 0.09 | 0.09 | 0.07 | 0.16 | 0.13 | 0.14 | 0.12 | 0.08 | 0.12 | 0.15 | 0.18 | 0.09 | 0.07 | 0.25 | 0.18 | 0.10 | 0.13 | 0.29 | 0.23 | 0.10 | 0.25 | 0.07 | 0.14 | 0.21 | 0.23 | 0.09 | 0.16 | 0.17 | 0.10 | 0.22 | 0.20 | 0.28 | 0.14 | 0.24 | 0.12 | 0.15 | 0.22 | 0.17 | 0.19 | 0.25 | 0.18 | 0.15 |
| UTHR | 0.16 | 1.00 | 0.19 | 0.19 | 0.18 | 0.18 | 0.20 | 0.17 | 0.22 | 0.17 | 0.28 | 0.19 | 0.21 | 0.17 | 0.20 | 0.17 | 0.16 | 0.22 | 0.26 | 0.15 | 0.21 | 0.25 | 0.23 | 0.20 | 0.19 | 0.25 | 0.22 | 0.18 | 0.23 | 0.25 | 0.18 | 0.24 | 0.25 | 0.25 | 0.21 | 0.26 | 0.25 | 0.20 | 0.23 | 0.26 | 0.23 | 0.24 | 0.24 | 0.23 | 0.26 | 0.26 | 0.25 |
| EQT | 0.04 | 0.19 | 1.00 | 0.17 | 0.17 | 0.37 | 0.48 | 0.16 | 0.25 | 0.17 | 0.16 | 0.20 | 0.44 | 0.26 | 0.17 | 0.12 | 0.19 | 0.45 | 0.24 | 0.17 | 0.24 | 0.20 | 0.28 | 0.27 | 0.30 | 0.24 | 0.21 | 0.21 | 0.24 | 0.18 | 0.28 | 0.23 | 0.19 | 0.23 | 0.28 | 0.26 | 0.25 | 0.27 | 0.19 | 0.27 | 0.34 | 0.24 | 0.28 | 0.32 | 0.28 | 0.33 | 0.30 |
| LMT | 0.33 | 0.19 | 0.17 | 1.00 | 0.10 | 0.26 | 0.32 | 0.12 | 0.22 | 0.16 | 0.16 | 0.17 | 0.30 | 0.19 | 0.15 | 0.21 | 0.14 | 0.30 | 0.29 | 0.22 | 0.22 | 0.21 | 0.66 | 0.30 | 0.28 | 0.30 | 0.15 | 0.20 | 0.32 | 0.30 | 0.22 | 0.22 | 0.24 | 0.14 | 0.34 | 0.30 | 0.35 | 0.25 | 0.35 | 0.29 | 0.35 | 0.31 | 0.30 | 0.34 | 0.37 | 0.35 | 0.32 |
| ENPH | 0.07 | 0.18 | 0.17 | 0.10 | 1.00 | 0.20 | 0.17 | 0.28 | 0.27 | 0.37 | 0.36 | 0.31 | 0.18 | 0.28 | 0.29 | 0.28 | 0.31 | 0.21 | 0.21 | 0.27 | 0.33 | 0.26 | 0.18 | 0.18 | 0.24 | 0.25 | 0.37 | 0.34 | 0.28 | 0.28 | 0.26 | 0.31 | 0.31 | 0.41 | 0.24 | 0.28 | 0.25 | 0.29 | 0.28 | 0.25 | 0.24 | 0.33 | 0.29 | 0.27 | 0.29 | 0.30 | 0.30 |
| LNG | 0.09 | 0.18 | 0.37 | 0.26 | 0.20 | 1.00 | 0.53 | 0.18 | 0.20 | 0.22 | 0.23 | 0.18 | 0.52 | 0.27 | 0.24 | 0.16 | 0.22 | 0.51 | 0.27 | 0.18 | 0.27 | 0.29 | 0.31 | 0.26 | 0.35 | 0.27 | 0.24 | 0.22 | 0.30 | 0.28 | 0.31 | 0.29 | 0.27 | 0.27 | 0.29 | 0.28 | 0.34 | 0.30 | 0.27 | 0.32 | 0.38 | 0.30 | 0.29 | 0.33 | 0.32 | 0.39 | 0.36 |
| EOG | 0.09 | 0.20 | 0.48 | 0.32 | 0.17 | 0.53 | 1.00 | 0.15 | 0.19 | 0.18 | 0.21 | 0.20 | 0.73 | 0.27 | 0.23 | 0.13 | 0.20 | 0.75 | 0.30 | 0.18 | 0.32 | 0.30 | 0.41 | 0.33 | 0.43 | 0.30 | 0.25 | 0.21 | 0.35 | 0.26 | 0.33 | 0.28 | 0.24 | 0.24 | 0.35 | 0.29 | 0.37 | 0.30 | 0.28 | 0.35 | 0.50 | 0.28 | 0.30 | 0.36 | 0.36 | 0.43 | 0.40 |
| META | 0.07 | 0.17 | 0.16 | 0.12 | 0.28 | 0.18 | 0.15 | 1.00 | 0.38 | 0.54 | 0.37 | 0.31 | 0.17 | 0.24 | 0.67 | 0.32 | 0.37 | 0.17 | 0.26 | 0.32 | 0.31 | 0.42 | 0.21 | 0.26 | 0.24 | 0.40 | 0.49 | 0.34 | 0.37 | 0.40 | 0.29 | 0.42 | 0.45 | 0.50 | 0.29 | 0.30 | 0.31 | 0.35 | 0.34 | 0.34 | 0.28 | 0.38 | 0.36 | 0.33 | 0.33 | 0.35 | 0.39 |
| EBAY | 0.16 | 0.22 | 0.25 | 0.22 | 0.27 | 0.20 | 0.19 | 0.38 | 1.00 | 0.47 | 0.34 | 0.43 | 0.22 | 0.32 | 0.40 | 0.31 | 0.31 | 0.23 | 0.31 | 0.33 | 0.30 | 0.34 | 0.28 | 0.34 | 0.30 | 0.42 | 0.40 | 0.34 | 0.35 | 0.38 | 0.33 | 0.42 | 0.40 | 0.45 | 0.38 | 0.36 | 0.36 | 0.36 | 0.42 | 0.34 | 0.34 | 0.40 | 0.41 | 0.38 | 0.41 | 0.39 | 0.42 |
| PYPL | 0.13 | 0.17 | 0.17 | 0.16 | 0.37 | 0.22 | 0.18 | 0.54 | 0.47 | 1.00 | 0.43 | 0.36 | 0.17 | 0.32 | 0.54 | 0.33 | 0.38 | 0.19 | 0.26 | 0.33 | 0.35 | 0.39 | 0.24 | 0.27 | 0.25 | 0.43 | 0.46 | 0.37 | 0.47 | 0.54 | 0.33 | 0.43 | 0.46 | 0.51 | 0.32 | 0.33 | 0.37 | 0.36 | 0.39 | 0.30 | 0.31 | 0.41 | 0.36 | 0.33 | 0.37 | 0.38 | 0.39 |
| MEDP | 0.14 | 0.28 | 0.16 | 0.16 | 0.36 | 0.23 | 0.21 | 0.37 | 0.34 | 0.43 | 1.00 | 0.34 | 0.23 | 0.29 | 0.40 | 0.34 | 0.38 | 0.24 | 0.35 | 0.32 | 0.37 | 0.34 | 0.32 | 0.27 | 0.32 | 0.39 | 0.42 | 0.39 | 0.38 | 0.40 | 0.33 | 0.43 | 0.43 | 0.42 | 0.35 | 0.40 | 0.37 | 0.40 | 0.40 | 0.39 | 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 | 0.18 | 0.20 | 0.31 | 0.43 | 0.36 | 0.34 | 1.00 | 0.25 | 0.43 | 0.31 | 0.42 | 0.43 | 0.26 | 0.34 | 0.43 | 0.36 | 0.31 | 0.28 | 0.35 | 0.35 | 0.34 | 0.39 | 0.47 | 0.31 | 0.32 | 0.46 | 0.38 | 0.40 | 0.41 | 0.36 | 0.39 | 0.35 | 0.47 | 0.41 | 0.42 | 0.36 | 0.44 | 0.47 | 0.42 | 0.43 | 0.42 | 0.45 |
| SLB | 0.08 | 0.21 | 0.44 | 0.30 | 0.18 | 0.52 | 0.73 | 0.17 | 0.22 | 0.17 | 0.23 | 0.25 | 1.00 | 0.30 | 0.24 | 0.20 | 0.26 | 0.85 | 0.33 | 0.24 | 0.36 | 0.36 | 0.41 | 0.40 | 0.48 | 0.30 | 0.30 | 0.26 | 0.37 | 0.29 | 0.39 | 0.31 | 0.29 | 0.30 | 0.41 | 0.37 | 0.40 | 0.39 | 0.33 | 0.47 | 0.58 | 0.34 | 0.39 | 0.45 | 0.43 | 0.50 | 0.49 |
| BBWI | 0.12 | 0.17 | 0.26 | 0.19 | 0.28 | 0.27 | 0.27 | 0.24 | 0.32 | 0.32 | 0.29 | 0.43 | 0.30 | 1.00 | 0.26 | 0.36 | 0.45 | 0.32 | 0.38 | 0.38 | 0.39 | 0.36 | 0.30 | 0.38 | 0.37 | 0.32 | 0.32 | 0.43 | 0.35 | 0.35 | 0.55 | 0.37 | 0.39 | 0.36 | 0.38 | 0.41 | 0.40 | 0.46 | 0.39 | 0.44 | 0.38 | 0.40 | 0.47 | 0.44 | 0.44 | 0.45 | 0.47 |
| GOOG | 0.15 | 0.20 | 0.17 | 0.15 | 0.29 | 0.24 | 0.23 | 0.67 | 0.40 | 0.54 | 0.40 | 0.31 | 0.24 | 0.26 | 1.00 | 0.33 | 0.36 | 0.23 | 0.31 | 0.33 | 0.34 | 0.48 | 0.29 | 0.30 | 0.30 | 0.50 | 0.52 | 0.33 | 0.44 | 0.47 | 0.31 | 0.47 | 0.48 | 0.51 | 0.32 | 0.34 | 0.39 | 0.36 | 0.37 | 0.36 | 0.35 | 0.41 | 0.39 | 0.37 | 0.38 | 0.40 | 0.43 |
| DHI | 0.18 | 0.17 | 0.12 | 0.21 | 0.28 | 0.16 | 0.13 | 0.32 | 0.31 | 0.33 | 0.34 | 0.42 | 0.20 | 0.36 | 0.33 | 1.00 | 0.41 | 0.20 | 0.36 | 0.88 | 0.37 | 0.31 | 0.29 | 0.34 | 0.29 | 0.31 | 0.39 | 0.72 | 0.33 | 0.37 | 0.39 | 0.35 | 0.38 | 0.40 | 0.36 | 0.41 | 0.36 | 0.58 | 0.48 | 0.41 | 0.33 | 0.44 | 0.50 | 0.41 | 0.44 | 0.41 | 0.45 |
| DECK | 0.09 | 0.16 | 0.19 | 0.14 | 0.31 | 0.22 | 0.20 | 0.37 | 0.31 | 0.38 | 0.38 | 0.43 | 0.26 | 0.45 | 0.36 | 0.41 | 1.00 | 0.25 | 0.37 | 0.43 | 0.40 | 0.40 | 0.29 | 0.33 | 0.33 | 0.34 | 0.42 | 0.47 | 0.35 | 0.38 | 0.50 | 0.40 | 0.43 | 0.42 | 0.36 | 0.41 | 0.39 | 0.45 | 0.38 | 0.45 | 0.36 | 0.42 | 0.42 | 0.42 | 0.42 | 0.44 | 0.47 |
| HAL | 0.07 | 0.22 | 0.45 | 0.30 | 0.21 | 0.51 | 0.75 | 0.17 | 0.23 | 0.19 | 0.24 | 0.26 | 0.85 | 0.32 | 0.23 | 0.20 | 0.25 | 1.00 | 0.33 | 0.24 | 0.38 | 0.35 | 0.43 | 0.38 | 0.48 | 0.32 | 0.30 | 0.26 | 0.39 | 0.30 | 0.39 | 0.31 | 0.29 | 0.31 | 0.41 | 0.36 | 0.42 | 0.38 | 0.34 | 0.45 | 0.58 | 0.37 | 0.39 | 0.46 | 0.45 | 0.50 | 0.50 |
| HCA | 0.25 | 0.26 | 0.24 | 0.29 | 0.21 | 0.27 | 0.30 | 0.26 | 0.31 | 0.26 | 0.35 | 0.34 | 0.33 | 0.38 | 0.31 | 0.36 | 0.37 | 0.33 | 1.00 | 0.38 | 0.37 | 0.35 | 0.42 | 0.42 | 0.36 | 0.42 | 0.35 | 0.38 | 0.40 | 0.38 | 0.41 | 0.40 | 0.41 | 0.37 | 0.41 | 0.43 | 0.43 | 0.41 | 0.46 | 0.46 | 0.42 | 0.44 | 0.46 | 0.45 | 0.50 | 0.46 | 0.50 |
| PHM | 0.18 | 0.15 | 0.17 | 0.22 | 0.27 | 0.18 | 0.18 | 0.32 | 0.33 | 0.33 | 0.32 | 0.43 | 0.24 | 0.38 | 0.33 | 0.88 | 0.43 | 0.24 | 0.38 | 1.00 | 0.39 | 0.33 | 0.32 | 0.38 | 0.33 | 0.31 | 0.38 | 0.72 | 0.36 | 0.38 | 0.44 | 0.36 | 0.39 | 0.39 | 0.39 | 0.43 | 0.38 | 0.61 | 0.49 | 0.42 | 0.36 | 0.45 | 0.53 | 0.44 | 0.45 | 0.43 | 0.46 |
| WSC | 0.10 | 0.21 | 0.24 | 0.22 | 0.33 | 0.27 | 0.32 | 0.31 | 0.30 | 0.35 | 0.37 | 0.36 | 0.36 | 0.39 | 0.34 | 0.37 | 0.40 | 0.38 | 0.37 | 0.39 | 1.00 | 0.42 | 0.37 | 0.37 | 0.41 | 0.34 | 0.40 | 0.42 | 0.39 | 0.41 | 0.42 | 0.39 | 0.42 | 0.40 | 0.42 | 0.47 | 0.42 | 0.50 | 0.45 | 0.50 | 0.47 | 0.46 | 0.45 | 0.48 | 0.48 | 0.50 | 0.52 |
| BKNG | 0.13 | 0.25 | 0.20 | 0.21 | 0.26 | 0.29 | 0.30 | 0.42 | 0.34 | 0.39 | 0.34 | 0.31 | 0.36 | 0.36 | 0.48 | 0.31 | 0.40 | 0.35 | 0.35 | 0.33 | 0.42 | 1.00 | 0.35 | 0.45 | 0.36 | 0.39 | 0.44 | 0.37 | 0.47 | 0.47 | 0.43 | 0.41 | 0.45 | 0.45 | 0.41 | 0.44 | 0.43 | 0.44 | 0.42 | 0.45 | 0.48 | 0.43 | 0.44 | 0.47 | 0.45 | 0.51 | 0.51 |
| GD | 0.29 | 0.23 | 0.28 | 0.66 | 0.18 | 0.31 | 0.41 | 0.21 | 0.28 | 0.24 | 0.32 | 0.28 | 0.41 | 0.30 | 0.29 | 0.29 | 0.29 | 0.43 | 0.42 | 0.32 | 0.37 | 0.35 | 1.00 | 0.46 | 0.43 | 0.44 | 0.30 | 0.33 | 0.42 | 0.40 | 0.38 | 0.39 | 0.38 | 0.29 | 0.52 | 0.50 | 0.50 | 0.43 | 0.48 | 0.48 | 0.54 | 0.49 | 0.48 | 0.53 | 0.56 | 0.55 | 0.53 |
| OMC | 0.23 | 0.20 | 0.27 | 0.30 | 0.18 | 0.26 | 0.33 | 0.26 | 0.34 | 0.27 | 0.27 | 0.35 | 0.40 | 0.38 | 0.30 | 0.34 | 0.33 | 0.38 | 0.42 | 0.38 | 0.37 | 0.45 | 0.46 | 1.00 | 0.44 | 0.44 | 0.35 | 0.37 | 0.43 | 0.42 | 0.48 | 0.40 | 0.40 | 0.39 | 0.51 | 0.46 | 0.46 | 0.46 | 0.50 | 0.50 | 0.51 | 0.46 | 0.50 | 0.51 | 0.52 | 0.53 | 0.55 |
| STLD | 0.10 | 0.19 | 0.30 | 0.28 | 0.24 | 0.35 | 0.43 | 0.24 | 0.30 | 0.25 | 0.32 | 0.35 | 0.48 | 0.37 | 0.30 | 0.29 | 0.33 | 0.48 | 0.36 | 0.33 | 0.41 | 0.36 | 0.43 | 0.44 | 1.00 | 0.35 | 0.39 | 0.38 | 0.40 | 0.38 | 0.46 | 0.39 | 0.39 | 0.39 | 0.49 | 0.48 | 0.48 | 0.50 | 0.44 | 0.53 | 0.59 | 0.49 | 0.48 | 0.55 | 0.52 | 0.55 | 0.57 |
| CSCO | 0.25 | 0.25 | 0.24 | 0.30 | 0.25 | 0.27 | 0.30 | 0.40 | 0.42 | 0.43 | 0.39 | 0.34 | 0.30 | 0.32 | 0.50 | 0.31 | 0.34 | 0.32 | 0.42 | 0.31 | 0.34 | 0.39 | 0.44 | 0.44 | 0.35 | 1.00 | 0.46 | 0.31 | 0.42 | 0.46 | 0.37 | 0.62 | 0.51 | 0.52 | 0.45 | 0.41 | 0.49 | 0.37 | 0.48 | 0.43 | 0.46 | 0.51 | 0.46 | 0.48 | 0.51 | 0.49 | 0.51 |
| AMAT | 0.07 | 0.22 | 0.21 | 0.15 | 0.37 | 0.24 | 0.25 | 0.49 | 0.40 | 0.46 | 0.42 | 0.39 | 0.30 | 0.32 | 0.52 | 0.39 | 0.42 | 0.30 | 0.35 | 0.38 | 0.40 | 0.44 | 0.30 | 0.35 | 0.39 | 0.46 | 1.00 | 0.42 | 0.40 | 0.41 | 0.40 | 0.52 | 0.50 | 0.71 | 0.43 | 0.43 | 0.42 | 0.48 | 0.45 | 0.47 | 0.44 | 0.51 | 0.46 | 0.47 | 0.46 | 0.51 | 0.54 |
| BLD | 0.14 | 0.18 | 0.21 | 0.20 | 0.34 | 0.22 | 0.21 | 0.34 | 0.34 | 0.37 | 0.39 | 0.47 | 0.26 | 0.43 | 0.33 | 0.72 | 0.47 | 0.26 | 0.38 | 0.72 | 0.42 | 0.37 | 0.33 | 0.37 | 0.38 | 0.31 | 0.42 | 1.00 | 0.39 | 0.41 | 0.47 | 0.40 | 0.41 | 0.44 | 0.41 | 0.51 | 0.43 | 0.66 | 0.50 | 0.48 | 0.41 | 0.51 | 0.55 | 0.47 | 0.50 | 0.49 | 0.52 |
| FLT | 0.21 | 0.23 | 0.24 | 0.32 | 0.28 | 0.30 | 0.35 | 0.37 | 0.35 | 0.47 | 0.38 | 0.31 | 0.37 | 0.35 | 0.44 | 0.33 | 0.35 | 0.39 | 0.40 | 0.36 | 0.39 | 0.47 | 0.42 | 0.43 | 0.40 | 0.42 | 0.40 | 0.39 | 1.00 | 0.63 | 0.42 | 0.44 | 0.46 | 0.41 | 0.42 | 0.45 | 0.49 | 0.41 | 0.49 | 0.44 | 0.49 | 0.47 | 0.46 | 0.48 | 0.50 | 0.49 | 0.53 |
| GPN | 0.23 | 0.25 | 0.18 | 0.30 | 0.28 | 0.28 | 0.26 | 0.40 | 0.38 | 0.54 | 0.40 | 0.32 | 0.29 | 0.35 | 0.47 | 0.37 | 0.38 | 0.30 | 0.38 | 0.38 | 0.41 | 0.47 | 0.40 | 0.42 | 0.38 | 0.46 | 0.41 | 0.41 | 0.63 | 1.00 | 0.42 | 0.44 | 0.52 | 0.46 | 0.43 | 0.47 | 0.48 | 0.43 | 0.51 | 0.45 | 0.45 | 0.47 | 0.44 | 0.45 | 0.51 | 0.49 | 0.51 |
| TPR | 0.09 | 0.18 | 0.28 | 0.22 | 0.26 | 0.31 | 0.33 | 0.29 | 0.33 | 0.33 | 0.33 | 0.46 | 0.39 | 0.55 | 0.31 | 0.39 | 0.50 | 0.39 | 0.41 | 0.44 | 0.42 | 0.43 | 0.38 | 0.48 | 0.46 | 0.37 | 0.40 | 0.47 | 0.42 | 0.42 | 1.00 | 0.41 | 0.44 | 0.42 | 0.46 | 0.46 | 0.46 | 0.50 | 0.46 | 0.49 | 0.49 | 0.47 | 0.52 | 0.50 | 0.52 | 0.54 | 0.54 |
| FFIV | 0.16 | 0.24 | 0.23 | 0.22 | 0.31 | 0.29 | 0.28 | 0.42 | 0.42 | 0.43 | 0.43 | 0.38 | 0.31 | 0.37 | 0.47 | 0.35 | 0.40 | 0.31 | 0.40 | 0.36 | 0.39 | 0.41 | 0.39 | 0.40 | 0.39 | 0.62 | 0.52 | 0.40 | 0.44 | 0.44 | 0.41 | 1.00 | 0.51 | 0.55 | 0.42 | 0.42 | 0.47 | 0.42 | 0.48 | 0.47 | 0.43 | 0.54 | 0.53 | 0.49 | 0.53 | 0.54 | 0.56 |
| DLB | 0.17 | 0.25 | 0.19 | 0.24 | 0.31 | 0.27 | 0.24 | 0.45 | 0.40 | 0.46 | 0.43 | 0.40 | 0.29 | 0.39 | 0.48 | 0.38 | 0.43 | 0.29 | 0.41 | 0.39 | 0.42 | 0.45 | 0.38 | 0.40 | 0.39 | 0.51 | 0.50 | 0.41 | 0.46 | 0.52 | 0.44 | 0.51 | 1.00 | 0.55 | 0.42 | 0.45 | 0.48 | 0.46 | 0.50 | 0.48 | 0.42 | 0.53 | 0.50 | 0.50 | 0.51 | 0.51 | 0.54 |
| SWKS | 0.10 | 0.25 | 0.23 | 0.14 | 0.41 | 0.27 | 0.24 | 0.50 | 0.45 | 0.51 | 0.42 | 0.41 | 0.30 | 0.36 | 0.51 | 0.40 | 0.42 | 0.31 | 0.37 | 0.39 | 0.40 | 0.45 | 0.29 | 0.39 | 0.39 | 0.52 | 0.71 | 0.44 | 0.41 | 0.46 | 0.42 | 0.55 | 0.55 | 1.00 | 0.43 | 0.42 | 0.44 | 0.48 | 0.48 | 0.45 | 0.45 | 0.52 | 0.50 | 0.50 | 0.50 | 0.51 | 0.54 |
| PCAR | 0.22 | 0.21 | 0.28 | 0.34 | 0.24 | 0.29 | 0.35 | 0.29 | 0.38 | 0.32 | 0.35 | 0.36 | 0.41 | 0.38 | 0.32 | 0.36 | 0.36 | 0.41 | 0.41 | 0.39 | 0.42 | 0.41 | 0.52 | 0.51 | 0.49 | 0.45 | 0.43 | 0.41 | 0.42 | 0.43 | 0.46 | 0.42 | 0.42 | 0.43 | 1.00 | 0.54 | 0.54 | 0.52 | 0.52 | 0.58 | 0.64 | 0.57 | 0.58 | 0.62 | 0.61 | 0.68 | 0.64 |
| CSL | 0.20 | 0.26 | 0.26 | 0.30 | 0.28 | 0.28 | 0.29 | 0.30 | 0.36 | 0.33 | 0.40 | 0.39 | 0.37 | 0.41 | 0.34 | 0.41 | 0.41 | 0.36 | 0.43 | 0.43 | 0.47 | 0.44 | 0.50 | 0.46 | 0.48 | 0.41 | 0.43 | 0.51 | 0.45 | 0.47 | 0.46 | 0.42 | 0.45 | 0.42 | 0.54 | 1.00 | 0.54 | 0.59 | 0.58 | 0.60 | 0.54 | 0.58 | 0.59 | 0.63 | 0.62 | 0.62 | 0.64 |
| CSX | 0.28 | 0.25 | 0.25 | 0.35 | 0.25 | 0.34 | 0.37 | 0.31 | 0.36 | 0.37 | 0.37 | 0.35 | 0.40 | 0.40 | 0.39 | 0.36 | 0.39 | 0.42 | 0.43 | 0.38 | 0.42 | 0.43 | 0.50 | 0.46 | 0.48 | 0.49 | 0.42 | 0.43 | 0.49 | 0.48 | 0.46 | 0.47 | 0.48 | 0.44 | 0.54 | 0.54 | 1.00 | 0.49 | 0.52 | 0.52 | 0.58 | 0.57 | 0.56 | 0.60 | 0.64 | 0.64 | 0.62 |
| OC | 0.14 | 0.20 | 0.27 | 0.25 | 0.29 | 0.30 | 0.30 | 0.35 | 0.36 | 0.36 | 0.40 | 0.47 | 0.39 | 0.46 | 0.36 | 0.58 | 0.45 | 0.38 | 0.41 | 0.61 | 0.50 | 0.44 | 0.43 | 0.46 | 0.50 | 0.37 | 0.48 | 0.66 | 0.41 | 0.43 | 0.50 | 0.42 | 0.46 | 0.48 | 0.52 | 0.59 | 0.49 | 1.00 | 0.55 | 0.58 | 0.54 | 0.56 | 0.60 | 0.57 | 0.57 | 0.60 | 0.63 |
| ALLE | 0.24 | 0.23 | 0.19 | 0.35 | 0.28 | 0.27 | 0.28 | 0.34 | 0.42 | 0.39 | 0.40 | 0.41 | 0.33 | 0.39 | 0.37 | 0.48 | 0.38 | 0.34 | 0.46 | 0.49 | 0.45 | 0.42 | 0.48 | 0.50 | 0.44 | 0.48 | 0.45 | 0.50 | 0.49 | 0.51 | 0.46 | 0.48 | 0.50 | 0.48 | 0.52 | 0.58 | 0.52 | 0.55 | 1.00 | 0.55 | 0.53 | 0.61 | 0.64 | 0.63 | 0.67 | 0.61 | 0.65 |
| NVT | 0.12 | 0.26 | 0.27 | 0.29 | 0.25 | 0.32 | 0.35 | 0.34 | 0.34 | 0.30 | 0.39 | 0.42 | 0.47 | 0.44 | 0.36 | 0.41 | 0.45 | 0.45 | 0.46 | 0.42 | 0.50 | 0.45 | 0.48 | 0.50 | 0.53 | 0.43 | 0.47 | 0.48 | 0.44 | 0.45 | 0.49 | 0.47 | 0.48 | 0.45 | 0.58 | 0.60 | 0.52 | 0.58 | 0.55 | 1.00 | 0.62 | 0.56 | 0.61 | 0.62 | 0.62 | 0.69 | 0.70 |
| CAT | 0.15 | 0.23 | 0.34 | 0.35 | 0.24 | 0.38 | 0.50 | 0.28 | 0.34 | 0.31 | 0.33 | 0.36 | 0.58 | 0.38 | 0.35 | 0.33 | 0.36 | 0.58 | 0.42 | 0.36 | 0.47 | 0.48 | 0.54 | 0.51 | 0.59 | 0.46 | 0.44 | 0.41 | 0.49 | 0.45 | 0.49 | 0.43 | 0.42 | 0.45 | 0.64 | 0.54 | 0.58 | 0.54 | 0.53 | 0.62 | 1.00 | 0.57 | 0.58 | 0.69 | 0.65 | 0.73 | 0.70 |
| NDSN | 0.22 | 0.24 | 0.24 | 0.31 | 0.33 | 0.30 | 0.28 | 0.38 | 0.40 | 0.41 | 0.45 | 0.44 | 0.34 | 0.40 | 0.41 | 0.44 | 0.42 | 0.37 | 0.44 | 0.45 | 0.46 | 0.43 | 0.49 | 0.46 | 0.49 | 0.51 | 0.51 | 0.51 | 0.47 | 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 | 0.69 | 0.67 | 0.69 |
| PNR | 0.17 | 0.24 | 0.28 | 0.30 | 0.29 | 0.29 | 0.30 | 0.36 | 0.41 | 0.36 | 0.41 | 0.47 | 0.39 | 0.47 | 0.39 | 0.50 | 0.42 | 0.39 | 0.46 | 0.53 | 0.45 | 0.44 | 0.48 | 0.50 | 0.48 | 0.46 | 0.46 | 0.55 | 0.46 | 0.44 | 0.52 | 0.53 | 0.50 | 0.50 | 0.58 | 0.59 | 0.56 | 0.60 | 0.64 | 0.61 | 0.58 | 0.67 | 1.00 | 0.68 | 0.71 | 0.70 | 0.71 |
| LECO | 0.19 | 0.23 | 0.32 | 0.34 | 0.27 | 0.33 | 0.36 | 0.33 | 0.38 | 0.33 | 0.40 | 0.42 | 0.45 | 0.44 | 0.37 | 0.41 | 0.42 | 0.46 | 0.45 | 0.44 | 0.48 | 0.47 | 0.53 | 0.51 | 0.55 | 0.48 | 0.47 | 0.47 | 0.48 | 0.45 | 0.50 | 0.49 | 0.50 | 0.50 | 0.62 | 0.63 | 0.60 | 0.57 | 0.63 | 0.62 | 0.69 | 0.68 | 0.68 | 1.00 | 0.72 | 0.74 | 0.75 |
| DOV | 0.25 | 0.26 | 0.28 | 0.37 | 0.29 | 0.32 | 0.36 | 0.33 | 0.41 | 0.37 | 0.42 | 0.43 | 0.43 | 0.44 | 0.38 | 0.44 | 0.42 | 0.45 | 0.50 | 0.45 | 0.48 | 0.45 | 0.56 | 0.52 | 0.52 | 0.51 | 0.46 | 0.50 | 0.50 | 0.51 | 0.52 | 0.53 | 0.51 | 0.50 | 0.61 | 0.62 | 0.64 | 0.57 | 0.67 | 0.62 | 0.65 | 0.69 | 0.71 | 0.72 | 1.00 | 0.75 | 0.76 |
| PH | 0.18 | 0.26 | 0.33 | 0.35 | 0.30 | 0.39 | 0.43 | 0.35 | 0.39 | 0.38 | 0.41 | 0.42 | 0.50 | 0.45 | 0.40 | 0.41 | 0.44 | 0.50 | 0.46 | 0.43 | 0.50 | 0.51 | 0.55 | 0.53 | 0.55 | 0.49 | 0.51 | 0.49 | 0.49 | 0.49 | 0.54 | 0.54 | 0.51 | 0.51 | 0.68 | 0.62 | 0.64 | 0.60 | 0.61 | 0.69 | 0.73 | 0.67 | 0.70 | 0.74 | 0.75 | 1.00 | 0.80 |
| ITT | 0.15 | 0.25 | 0.30 | 0.32 | 0.30 | 0.36 | 0.40 | 0.39 | 0.42 | 0.39 | 0.45 | 0.45 | 0.49 | 0.47 | 0.43 | 0.45 | 0.47 | 0.50 | 0.50 | 0.46 | 0.52 | 0.51 | 0.53 | 0.55 | 0.57 | 0.51 | 0.54 | 0.52 | 0.53 | 0.51 | 0.54 | 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 2 мая 2018 г.