1-NVSek-GrnyETF-Stks
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
1-NVSek-GrnyETF-Stks
Последнее обновление 5 янв. 2025 г.
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в 1-NVSek-GrnyETF-Stks и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
1-NVSek-GrnyETF-Stks
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 12 мая 2017 г., начальной даты IR
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| 1-NVSek-GrnyETF-Stks | 2.34% | -3.62% | 19.56% | 64.86% | 33.62% | N/A |
| Активы портфеля: | ||||||
AXON Axon Enterprise, Inc. | 1.13% | -12.60% | 101.44% | 146.12% | 54.04% | 37.21% |
TSLA | 1.63% | 5.45% | 63.18% | 72.82% | 67.62% | N/A |
NFLX | -1.15% | -5.74% | 27.57% | 85.85% | 21.72% | N/A |
ORCL | -0.19% | -13.23% | 15.42% | 63.88% | 27.20% | N/A |
PWR | 3.35% | -1.76% | 29.38% | 64.23% | 52.25% | N/A |
JCI | 1.25% | -4.80% | 20.80% | 42.69% | 17.16% | N/A |
EMR Emerson Electric Co. | -0.40% | -5.76% | 13.81% | 31.74% | 12.47% | 10.47% |
PANW | 0.71% | -9.71% | 7.14% | 29.54% | 35.53% | N/A |
CDNS Cadence Design Systems, Inc. | 1.13% | -1.19% | -5.37% | 20.24% | 33.84% | 32.80% |
IR Ingersoll-Rand Plc | 2.24% | -9.57% | 1.26% | 23.76% | 21.91% | N/A |
ETN Eaton Corporation plc | 3.23% | -7.72% | 8.61% | 47.67% | 32.12% | 21.55% |
AAPL Apple Inc | -2.82% | 0.21% | 7.76% | 34.98% | 27.57% | 26.30% |
NVDA | 7.58% | 1.43% | 14.83% | 194.34% | 89.49% | N/A |
SPGI | 0.31% | -3.33% | 10.61% | 17.65% | 13.20% | N/A |
ISRG Intuitive Surgical, Inc. | 2.55% | -2.75% | 20.63% | 65.98% | 22.55% | 25.00% |
CBRE CBRE Group, Inc. | 0.16% | -4.63% | 50.79% | 51.06% | 16.81% | 14.63% |
BK The Bank of New York Mellon Corporation | 0.13% | -4.45% | 30.24% | 51.11% | 11.91% | 9.98% |
PGR | 1.09% | -4.85% | 15.29% | 49.82% | 29.40% | N/A |
GOOGL Alphabet Inc. | 1.32% | 9.90% | 0.87% | 41.81% | 22.59% | 22.53% |
COST Costco Wholesale Corporation | 0.03% | -7.66% | 3.78% | 40.54% | 28.00% | 23.13% |
JPM | 1.49% | -1.65% | 19.52% | 43.71% | 15.55% | N/A |
GS The Goldman Sachs Group, Inc. | 1.31% | -3.26% | 26.19% | 53.76% | 22.81% | 14.40% |
GRMN Garmin Ltd. | 0.43% | -4.90% | 28.90% | 71.55% | 19.11% | 18.82% |
AXP American Express Company | 2.36% | -0.06% | 29.26% | 62.09% | 21.39% | 14.81% |
AMZN Amazon.com, Inc. | 2.19% | -1.25% | 12.10% | 54.36% | 18.71% | 31.33% |
MSFT | 0.44% | -4.56% | -9.11% | 15.98% | 23.02% | N/A |
META | 3.27% | -2.99% | 12.18% | 72.45% | 23.37% | N/A |
AMD Advanced Micro Devices, Inc. | 3.79% | -9.54% | -27.07% | -9.53% | 21.12% | 47.28% |
GWW W.W. Grainger, Inc. | -0.01% | -11.07% | 15.94% | 29.76% | 27.28% | 17.71% |
TDG | 0.65% | -0.29% | 5.66% | 37.62% | 19.66% | N/A |
CAT Caterpillar Inc. | 0.28% | -7.91% | 11.64% | 27.93% | 22.71% | 18.61% |
ANET Arista Networks, Inc. | 4.23% | 6.42% | 25.85% | 99.55% | 55.39% | 40.07% |
LDOS | 2.14% | -9.57% | 1.64% | 36.78% | 9.58% | N/A |
BKNG Booking Holdings Inc. | -1.30% | -7.48% | 25.27% | 45.16% | 19.13% | 16.47% |
QQQ | 1.44% | -1.34% | 4.83% | 31.48% | 20.03% | N/A |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью 1-NVSek-GrnyETF-Stks, 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 | 3.75% | 11.18% | 2.96% | -3.75% | 7.17% | 5.09% | -0.20% | 4.02% | 5.02% | 1.65% | 12.54% | -3.05% | 55.68% |
| 2023 | 12.98% | 4.19% | 6.53% | -2.48% | 8.09% | 9.51% | 1.48% | 1.47% | -5.63% | -3.03% | 13.95% | 6.81% | 66.00% |
| 2022 | -10.55% | -1.90% | 6.10% | -15.06% | -2.20% | -9.71% | 16.42% | -4.25% | -9.86% | 6.14% | 7.68% | -10.37% | -28.11% |
| 2021 | 1.16% | 1.04% | 0.51% | 6.09% | -1.04% | 6.48% | 3.87% | 5.27% | -3.33% | 13.12% | 3.11% | -0.29% | 41.20% |
| 2020 | 3.35% | -6.09% | -10.92% | 13.66% | 6.42% | 5.77% | 9.99% | 13.71% | -4.79% | -2.41% | 16.85% | 6.63% | 60.17% |
| 2019 | 11.73% | 6.03% | 3.17% | 5.23% | -7.94% | 7.51% | 2.19% | -3.59% | 0.72% | 4.57% | 6.14% | 4.10% | 45.93% |
| 2018 | 9.52% | -0.62% | -2.39% | 1.94% | 6.83% | 0.38% | 3.23% | 6.07% | 0.31% | -11.05% | -1.12% | -8.81% | 2.32% |
| 2017 | 1.89% | 1.66% | 2.88% | 1.14% | 3.09% | 4.69% | 2.94% | 0.99% | 20.92% |
Комиссия
Комиссия 1-NVSek-GrnyETF-Stks составляет 0.01%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Портфель не содержит фондов, взимающих комиссии
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг 1-NVSek-GrnyETF-Stks составляет 91, что ставит его в топ 9% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
1-NVSek-GrnyETF-Stks
^GSPC
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AXON Axon Enterprise, Inc. | 3.19 | 5.84 | 1.73 | 9.11 | 23.18 |
TSLA | 1.12 | 1.92 | 1.23 | 1.10 | 3.73 |
NFLX | 2.96 | 3.88 | 1.51 | 2.78 | 21.05 |
ORCL | 2.00 | 3.18 | 1.40 | 3.43 | 12.03 |
PWR | 1.94 | 2.72 | 1.35 | 4.02 | 12.49 |
JCI | 1.79 | 2.36 | 1.33 | 1.41 | 10.24 |
EMR Emerson Electric Co. | 1.26 | 2.00 | 1.27 | 1.93 | 5.20 |
PANW | 0.64 | 1.00 | 1.18 | 0.92 | 1.92 |
CDNS Cadence Design Systems, Inc. | 0.52 | 0.99 | 1.12 | 0.74 | 1.57 |
IR Ingersoll-Rand Plc | 0.92 | 1.31 | 1.18 | 1.69 | 4.25 |
ETN Eaton Corporation plc | 1.74 | 2.30 | 1.32 | 2.47 | 7.39 |
AAPL Apple Inc | 1.45 | 2.13 | 1.27 | 1.97 | 5.18 |
NVDA | 3.88 | 3.90 | 1.49 | 7.53 | 23.10 |
SPGI | 1.08 | 1.47 | 1.20 | 1.33 | 3.42 |
ISRG Intuitive Surgical, Inc. | 2.50 | 3.96 | 1.49 | 5.63 | 24.52 |
CBRE CBRE Group, Inc. | 1.76 | 2.68 | 1.33 | 1.95 | 8.13 |
BK The Bank of New York Mellon Corporation | 2.99 | 4.02 | 1.52 | 4.02 | 24.57 |
PGR | 2.39 | 3.41 | 1.43 | 4.54 | 13.89 |
GOOGL Alphabet Inc. | 1.38 | 1.92 | 1.26 | 1.74 | 4.22 |
COST Costco Wholesale Corporation | 2.29 | 2.87 | 1.41 | 4.19 | 10.41 |
JPM | 1.93 | 2.66 | 1.39 | 4.48 | 12.80 |
GS The Goldman Sachs Group, Inc. | 2.16 | 3.14 | 1.42 | 5.66 | 19.25 |
GRMN Garmin Ltd. | 2.06 | 4.02 | 1.57 | 2.45 | 16.55 |
AXP American Express Company | 2.69 | 3.53 | 1.49 | 6.06 | 21.58 |
AMZN Amazon.com, Inc. | 1.82 | 2.44 | 1.31 | 2.27 | 8.50 |
MSFT | 0.76 | 1.08 | 1.14 | 0.97 | 2.19 |
META | 2.09 | 2.97 | 1.41 | 4.14 | 12.57 |
AMD Advanced Micro Devices, Inc. | -0.15 | 0.11 | 1.01 | -0.17 | -0.29 |
GWW W.W. Grainger, Inc. | 1.45 | 2.26 | 1.27 | 2.13 | 4.88 |
TDG | 1.64 | 2.15 | 1.28 | 3.15 | 7.28 |
CAT Caterpillar Inc. | 1.16 | 1.72 | 1.22 | 1.90 | 3.98 |
ANET Arista Networks, Inc. | 2.47 | 2.96 | 1.39 | 5.07 | 14.74 |
LDOS | 1.49 | 1.93 | 1.36 | 1.33 | 4.35 |
BKNG Booking Holdings Inc. | 1.73 | 2.10 | 1.33 | 2.28 | 7.02 |
QQQ | 1.73 | 2.29 | 1.31 | 2.28 | 8.17 |
1-NVSek-GrnyETF-Stks
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность 1-NVSek-GrnyETF-Stks за предыдущие двенадцать месяцев составила 0.77%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.77% | 0.79% | 0.91% | 0.94% | 0.85% | 1.03% | 1.44% | 1.39% | 1.36% | 2.39% | 1.46% | 1.54% |
| Активы портфеля: | ||||||||||||
AXON Axon Enterprise, 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% |
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% |
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% |
ORCL | 0.96% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
PWR | 0.11% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
JCI | 1.85% | 1.88% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 15.64% | 5.85% | 3.69% |
EMR Emerson Electric Co. | 1.70% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
PANW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDNS Cadence Design Systems, 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% |
IR Ingersoll-Rand Plc | 0.09% | 0.09% | 0.10% | 0.15% | 0.03% | 2.33% | 5.78% | 9.58% | 3.83% | 0.00% | 0.00% | 0.00% |
ETN Eaton Corporation plc | 1.10% | 1.13% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% |
AAPL Apple Inc | 0.41% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
NVDA | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
SPGI | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
ISRG Intuitive Surgical, 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% |
CBRE CBRE Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BK The Bank of New York Mellon Corporation | 2.31% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
PGR | 0.47% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
GOOGL Alphabet Inc. | 0.31% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.49% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
JPM | 1.46% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
GS The Goldman Sachs Group, Inc. | 1.98% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
GRMN Garmin Ltd. | 1.44% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% |
AXP American Express Company | 0.92% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
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% |
MSFT | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
META | 0.33% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMD Advanced Micro Devices, 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% |
GWW W.W. Grainger, Inc. | 0.76% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% |
TDG | 5.88% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
CAT Caterpillar Inc. | 1.49% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
ANET Arista 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% |
LDOS | 1.05% | 1.07% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% |
BKNG Booking Holdings Inc. | 0.71% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ | 0.55% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
1-NVSek-GrnyETF-Stks
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
1-NVSek-GrnyETF-Stks показал максимальную просадку в 35.34%, зарегистрированную 14 окт. 2022 г.. Полное восстановление заняло 167 торговых сессий.
Текущая просадка 1-NVSek-GrnyETF-Stks составляет 3.62%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -35.34% | 22 нояб. 2021 г. | 226 | 14 окт. 2022 г. | 167 | 15 июн. 2023 г. | 393 |
| -34.34% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 72 | 6 июл. 2020 г. | 95 |
| -26.58% | 17 сент. 2018 г. | 69 | 24 дек. 2018 г. | 74 | 11 апр. 2019 г. | 143 |
| -13.64% | 11 июл. 2024 г. | 18 | 5 авг. 2024 г. | 32 | 19 сент. 2024 г. | 50 |
| -11.55% | 19 июл. 2023 г. | 71 | 26 окт. 2023 г. | 13 | 14 нояб. 2023 г. | 84 |
Волатильность
График волатильности
Текущая волатильность 1-NVSek-GrnyETF-Stks составляет 6.83%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
1-NVSek-GrnyETF-Stks
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| PGR | TSLA | LDOS | AXON | NFLX | COST | PANW | GWW | AMD | BK | BKNG | ORCL | JPM | META | IR | CAT | PWR | TDG | JCI | ANET | AMZN | GS | CBRE | AAPL | SPGI | GRMN | NVDA | AXP | ISRG | GOOGL | EMR | CDNS | ETN | MSFT | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PGR | 1.00 | 0.09 | 0.36 | 0.15 | 0.17 | 0.29 | 0.19 | 0.34 | 0.14 | 0.36 | 0.20 | 0.30 | 0.40 | 0.18 | 0.27 | 0.33 | 0.29 | 0.30 | 0.31 | 0.24 | 0.17 | 0.32 | 0.29 | 0.23 | 0.34 | 0.31 | 0.17 | 0.37 | 0.29 | 0.22 | 0.33 | 0.23 | 0.33 | 0.26 | 0.27 |
| TSLA | 0.09 | 1.00 | 0.17 | 0.32 | 0.40 | 0.29 | 0.40 | 0.23 | 0.41 | 0.24 | 0.31 | 0.28 | 0.23 | 0.35 | 0.27 | 0.23 | 0.27 | 0.28 | 0.25 | 0.37 | 0.42 | 0.28 | 0.30 | 0.43 | 0.32 | 0.32 | 0.44 | 0.30 | 0.36 | 0.38 | 0.24 | 0.41 | 0.26 | 0.40 | 0.55 |
| LDOS | 0.36 | 0.17 | 1.00 | 0.24 | 0.18 | 0.30 | 0.25 | 0.39 | 0.21 | 0.35 | 0.29 | 0.33 | 0.37 | 0.23 | 0.36 | 0.39 | 0.37 | 0.44 | 0.38 | 0.29 | 0.19 | 0.36 | 0.39 | 0.27 | 0.39 | 0.39 | 0.22 | 0.42 | 0.35 | 0.27 | 0.42 | 0.29 | 0.41 | 0.32 | 0.35 |
| AXON | 0.15 | 0.32 | 0.24 | 1.00 | 0.34 | 0.29 | 0.38 | 0.28 | 0.37 | 0.26 | 0.34 | 0.30 | 0.26 | 0.36 | 0.32 | 0.26 | 0.34 | 0.36 | 0.32 | 0.39 | 0.39 | 0.32 | 0.33 | 0.36 | 0.36 | 0.38 | 0.41 | 0.30 | 0.40 | 0.36 | 0.31 | 0.42 | 0.34 | 0.39 | 0.48 |
| NFLX | 0.17 | 0.40 | 0.18 | 0.34 | 1.00 | 0.36 | 0.43 | 0.20 | 0.45 | 0.21 | 0.35 | 0.38 | 0.22 | 0.54 | 0.26 | 0.24 | 0.25 | 0.31 | 0.25 | 0.43 | 0.59 | 0.27 | 0.26 | 0.49 | 0.37 | 0.35 | 0.51 | 0.28 | 0.44 | 0.50 | 0.26 | 0.50 | 0.27 | 0.54 | 0.63 |
| COST | 0.29 | 0.29 | 0.30 | 0.29 | 0.36 | 1.00 | 0.35 | 0.39 | 0.34 | 0.26 | 0.28 | 0.39 | 0.27 | 0.37 | 0.28 | 0.28 | 0.34 | 0.31 | 0.34 | 0.39 | 0.43 | 0.31 | 0.33 | 0.44 | 0.45 | 0.40 | 0.41 | 0.34 | 0.46 | 0.42 | 0.33 | 0.46 | 0.36 | 0.50 | 0.56 |
| PANW | 0.19 | 0.40 | 0.25 | 0.38 | 0.43 | 0.35 | 1.00 | 0.27 | 0.42 | 0.24 | 0.36 | 0.39 | 0.21 | 0.41 | 0.28 | 0.25 | 0.31 | 0.33 | 0.26 | 0.52 | 0.49 | 0.27 | 0.30 | 0.46 | 0.41 | 0.39 | 0.49 | 0.31 | 0.48 | 0.46 | 0.28 | 0.53 | 0.31 | 0.50 | 0.59 |
| GWW | 0.34 | 0.23 | 0.39 | 0.28 | 0.20 | 0.39 | 0.27 | 1.00 | 0.26 | 0.42 | 0.34 | 0.37 | 0.45 | 0.27 | 0.48 | 0.51 | 0.50 | 0.40 | 0.48 | 0.35 | 0.29 | 0.46 | 0.46 | 0.35 | 0.42 | 0.43 | 0.29 | 0.44 | 0.35 | 0.32 | 0.58 | 0.35 | 0.57 | 0.35 | 0.43 |
| AMD | 0.14 | 0.41 | 0.21 | 0.37 | 0.45 | 0.34 | 0.42 | 0.26 | 1.00 | 0.26 | 0.35 | 0.40 | 0.26 | 0.49 | 0.33 | 0.28 | 0.31 | 0.34 | 0.30 | 0.50 | 0.53 | 0.31 | 0.34 | 0.48 | 0.41 | 0.37 | 0.70 | 0.32 | 0.47 | 0.50 | 0.33 | 0.57 | 0.34 | 0.54 | 0.67 |
| BK | 0.36 | 0.24 | 0.35 | 0.26 | 0.21 | 0.26 | 0.24 | 0.42 | 0.26 | 1.00 | 0.43 | 0.37 | 0.74 | 0.29 | 0.48 | 0.57 | 0.47 | 0.44 | 0.50 | 0.31 | 0.26 | 0.69 | 0.54 | 0.29 | 0.40 | 0.43 | 0.31 | 0.63 | 0.32 | 0.33 | 0.57 | 0.27 | 0.55 | 0.30 | 0.40 |
| BKNG | 0.20 | 0.31 | 0.29 | 0.34 | 0.35 | 0.28 | 0.36 | 0.34 | 0.35 | 0.43 | 1.00 | 0.38 | 0.45 | 0.42 | 0.43 | 0.45 | 0.42 | 0.49 | 0.43 | 0.39 | 0.44 | 0.47 | 0.47 | 0.39 | 0.38 | 0.39 | 0.43 | 0.50 | 0.44 | 0.47 | 0.46 | 0.42 | 0.47 | 0.42 | 0.55 |
| ORCL | 0.30 | 0.28 | 0.33 | 0.30 | 0.38 | 0.39 | 0.39 | 0.37 | 0.40 | 0.37 | 0.38 | 1.00 | 0.37 | 0.42 | 0.36 | 0.37 | 0.37 | 0.37 | 0.39 | 0.46 | 0.44 | 0.40 | 0.39 | 0.46 | 0.48 | 0.44 | 0.45 | 0.41 | 0.48 | 0.47 | 0.42 | 0.52 | 0.46 | 0.56 | 0.58 |
| JPM | 0.40 | 0.23 | 0.37 | 0.26 | 0.22 | 0.27 | 0.21 | 0.45 | 0.26 | 0.74 | 0.45 | 0.37 | 1.00 | 0.28 | 0.50 | 0.60 | 0.48 | 0.46 | 0.51 | 0.30 | 0.27 | 0.78 | 0.54 | 0.33 | 0.39 | 0.45 | 0.31 | 0.71 | 0.33 | 0.34 | 0.59 | 0.28 | 0.56 | 0.31 | 0.41 |
| META | 0.18 | 0.35 | 0.23 | 0.36 | 0.54 | 0.37 | 0.41 | 0.27 | 0.49 | 0.29 | 0.42 | 0.42 | 0.28 | 1.00 | 0.34 | 0.29 | 0.31 | 0.35 | 0.33 | 0.47 | 0.62 | 0.33 | 0.37 | 0.53 | 0.44 | 0.39 | 0.55 | 0.36 | 0.51 | 0.67 | 0.33 | 0.55 | 0.36 | 0.61 | 0.72 |
| IR | 0.27 | 0.27 | 0.36 | 0.32 | 0.26 | 0.28 | 0.28 | 0.48 | 0.33 | 0.48 | 0.43 | 0.36 | 0.50 | 0.34 | 1.00 | 0.59 | 0.55 | 0.49 | 0.55 | 0.37 | 0.31 | 0.52 | 0.51 | 0.35 | 0.40 | 0.45 | 0.36 | 0.51 | 0.37 | 0.36 | 0.64 | 0.38 | 0.66 | 0.36 | 0.46 |
| CAT | 0.33 | 0.23 | 0.39 | 0.26 | 0.24 | 0.28 | 0.25 | 0.51 | 0.28 | 0.57 | 0.45 | 0.37 | 0.60 | 0.29 | 0.59 | 1.00 | 0.58 | 0.49 | 0.54 | 0.36 | 0.28 | 0.59 | 0.51 | 0.33 | 0.38 | 0.47 | 0.34 | 0.57 | 0.37 | 0.34 | 0.72 | 0.32 | 0.68 | 0.32 | 0.44 |
| PWR | 0.29 | 0.27 | 0.37 | 0.34 | 0.25 | 0.34 | 0.31 | 0.50 | 0.31 | 0.47 | 0.42 | 0.37 | 0.48 | 0.31 | 0.55 | 0.58 | 1.00 | 0.48 | 0.56 | 0.40 | 0.28 | 0.50 | 0.51 | 0.37 | 0.40 | 0.50 | 0.39 | 0.48 | 0.41 | 0.33 | 0.62 | 0.41 | 0.64 | 0.35 | 0.48 |
| TDG | 0.30 | 0.28 | 0.44 | 0.36 | 0.31 | 0.31 | 0.33 | 0.40 | 0.34 | 0.44 | 0.49 | 0.37 | 0.46 | 0.35 | 0.49 | 0.49 | 0.48 | 1.00 | 0.50 | 0.39 | 0.36 | 0.48 | 0.49 | 0.37 | 0.43 | 0.46 | 0.39 | 0.54 | 0.43 | 0.40 | 0.52 | 0.42 | 0.55 | 0.40 | 0.49 |
| JCI | 0.31 | 0.25 | 0.38 | 0.32 | 0.25 | 0.34 | 0.26 | 0.48 | 0.30 | 0.50 | 0.43 | 0.39 | 0.51 | 0.33 | 0.55 | 0.54 | 0.56 | 0.50 | 1.00 | 0.34 | 0.31 | 0.52 | 0.54 | 0.36 | 0.44 | 0.51 | 0.35 | 0.52 | 0.38 | 0.35 | 0.62 | 0.36 | 0.67 | 0.35 | 0.47 |
| ANET | 0.24 | 0.37 | 0.29 | 0.39 | 0.43 | 0.39 | 0.52 | 0.35 | 0.50 | 0.31 | 0.39 | 0.46 | 0.30 | 0.47 | 0.37 | 0.36 | 0.40 | 0.39 | 0.34 | 1.00 | 0.53 | 0.34 | 0.40 | 0.50 | 0.44 | 0.44 | 0.57 | 0.37 | 0.51 | 0.50 | 0.39 | 0.59 | 0.45 | 0.57 | 0.66 |
| AMZN | 0.17 | 0.42 | 0.19 | 0.39 | 0.59 | 0.43 | 0.49 | 0.29 | 0.53 | 0.26 | 0.44 | 0.44 | 0.27 | 0.62 | 0.31 | 0.28 | 0.28 | 0.36 | 0.31 | 0.53 | 1.00 | 0.33 | 0.36 | 0.60 | 0.44 | 0.42 | 0.59 | 0.36 | 0.53 | 0.68 | 0.33 | 0.59 | 0.35 | 0.69 | 0.78 |
| GS | 0.32 | 0.28 | 0.36 | 0.32 | 0.27 | 0.31 | 0.27 | 0.46 | 0.31 | 0.69 | 0.47 | 0.40 | 0.78 | 0.33 | 0.52 | 0.59 | 0.50 | 0.48 | 0.52 | 0.34 | 0.33 | 1.00 | 0.57 | 0.38 | 0.43 | 0.46 | 0.37 | 0.66 | 0.36 | 0.40 | 0.59 | 0.35 | 0.57 | 0.36 | 0.48 |
| CBRE | 0.29 | 0.30 | 0.39 | 0.33 | 0.26 | 0.33 | 0.30 | 0.46 | 0.34 | 0.54 | 0.47 | 0.39 | 0.54 | 0.37 | 0.51 | 0.51 | 0.51 | 0.49 | 0.54 | 0.40 | 0.36 | 0.57 | 1.00 | 0.41 | 0.51 | 0.53 | 0.36 | 0.57 | 0.44 | 0.40 | 0.57 | 0.41 | 0.56 | 0.41 | 0.52 |
| AAPL | 0.23 | 0.43 | 0.27 | 0.36 | 0.49 | 0.44 | 0.46 | 0.35 | 0.48 | 0.29 | 0.39 | 0.46 | 0.33 | 0.53 | 0.35 | 0.33 | 0.37 | 0.37 | 0.36 | 0.50 | 0.60 | 0.38 | 0.41 | 1.00 | 0.48 | 0.47 | 0.56 | 0.39 | 0.54 | 0.62 | 0.39 | 0.57 | 0.40 | 0.67 | 0.79 |
| SPGI | 0.34 | 0.32 | 0.39 | 0.36 | 0.37 | 0.45 | 0.41 | 0.42 | 0.41 | 0.40 | 0.38 | 0.48 | 0.39 | 0.44 | 0.40 | 0.38 | 0.40 | 0.43 | 0.44 | 0.44 | 0.44 | 0.43 | 0.51 | 0.48 | 1.00 | 0.52 | 0.46 | 0.47 | 0.56 | 0.49 | 0.46 | 0.57 | 0.47 | 0.57 | 0.62 |
| GRMN | 0.31 | 0.32 | 0.39 | 0.38 | 0.35 | 0.40 | 0.39 | 0.43 | 0.37 | 0.43 | 0.39 | 0.44 | 0.45 | 0.39 | 0.45 | 0.47 | 0.50 | 0.46 | 0.51 | 0.44 | 0.42 | 0.46 | 0.53 | 0.47 | 0.52 | 1.00 | 0.43 | 0.48 | 0.50 | 0.46 | 0.53 | 0.50 | 0.54 | 0.48 | 0.58 |
| NVDA | 0.17 | 0.44 | 0.22 | 0.41 | 0.51 | 0.41 | 0.49 | 0.29 | 0.70 | 0.31 | 0.43 | 0.45 | 0.31 | 0.55 | 0.36 | 0.34 | 0.39 | 0.39 | 0.35 | 0.57 | 0.59 | 0.37 | 0.36 | 0.56 | 0.46 | 0.43 | 1.00 | 0.36 | 0.53 | 0.57 | 0.37 | 0.64 | 0.43 | 0.63 | 0.77 |
| AXP | 0.37 | 0.30 | 0.42 | 0.30 | 0.28 | 0.34 | 0.31 | 0.44 | 0.32 | 0.63 | 0.50 | 0.41 | 0.71 | 0.36 | 0.51 | 0.57 | 0.48 | 0.54 | 0.52 | 0.37 | 0.36 | 0.66 | 0.57 | 0.39 | 0.47 | 0.48 | 0.36 | 1.00 | 0.41 | 0.43 | 0.58 | 0.38 | 0.56 | 0.41 | 0.51 |
| ISRG | 0.29 | 0.36 | 0.35 | 0.40 | 0.44 | 0.46 | 0.48 | 0.35 | 0.47 | 0.32 | 0.44 | 0.48 | 0.33 | 0.51 | 0.37 | 0.37 | 0.41 | 0.43 | 0.38 | 0.51 | 0.53 | 0.36 | 0.44 | 0.54 | 0.56 | 0.50 | 0.53 | 0.41 | 1.00 | 0.55 | 0.43 | 0.61 | 0.46 | 0.62 | 0.70 |
| GOOGL | 0.22 | 0.38 | 0.27 | 0.36 | 0.50 | 0.42 | 0.46 | 0.32 | 0.50 | 0.33 | 0.47 | 0.47 | 0.34 | 0.67 | 0.36 | 0.34 | 0.33 | 0.40 | 0.35 | 0.50 | 0.68 | 0.40 | 0.40 | 0.62 | 0.49 | 0.46 | 0.57 | 0.43 | 0.55 | 1.00 | 0.40 | 0.58 | 0.40 | 0.72 | 0.78 |
| EMR | 0.33 | 0.24 | 0.42 | 0.31 | 0.26 | 0.33 | 0.28 | 0.58 | 0.33 | 0.57 | 0.46 | 0.42 | 0.59 | 0.33 | 0.64 | 0.72 | 0.62 | 0.52 | 0.62 | 0.39 | 0.33 | 0.59 | 0.57 | 0.39 | 0.46 | 0.53 | 0.37 | 0.58 | 0.43 | 0.40 | 1.00 | 0.39 | 0.74 | 0.39 | 0.50 |
| CDNS | 0.23 | 0.41 | 0.29 | 0.42 | 0.50 | 0.46 | 0.53 | 0.35 | 0.57 | 0.27 | 0.42 | 0.52 | 0.28 | 0.55 | 0.38 | 0.32 | 0.41 | 0.42 | 0.36 | 0.59 | 0.59 | 0.35 | 0.41 | 0.57 | 0.57 | 0.50 | 0.64 | 0.38 | 0.61 | 0.58 | 0.39 | 1.00 | 0.44 | 0.69 | 0.77 |
| ETN | 0.33 | 0.26 | 0.41 | 0.34 | 0.27 | 0.36 | 0.31 | 0.57 | 0.34 | 0.55 | 0.47 | 0.46 | 0.56 | 0.36 | 0.66 | 0.68 | 0.64 | 0.55 | 0.67 | 0.45 | 0.35 | 0.57 | 0.56 | 0.40 | 0.47 | 0.54 | 0.43 | 0.56 | 0.46 | 0.40 | 0.74 | 0.44 | 1.00 | 0.44 | 0.53 |
| MSFT | 0.26 | 0.40 | 0.32 | 0.39 | 0.54 | 0.50 | 0.50 | 0.35 | 0.54 | 0.30 | 0.42 | 0.56 | 0.31 | 0.61 | 0.36 | 0.32 | 0.35 | 0.40 | 0.35 | 0.57 | 0.69 | 0.36 | 0.41 | 0.67 | 0.57 | 0.48 | 0.63 | 0.41 | 0.62 | 0.72 | 0.39 | 0.69 | 0.44 | 1.00 | 0.85 |
| QQQ | 0.27 | 0.55 | 0.35 | 0.48 | 0.63 | 0.56 | 0.59 | 0.43 | 0.67 | 0.40 | 0.55 | 0.58 | 0.41 | 0.72 | 0.46 | 0.44 | 0.48 | 0.49 | 0.47 | 0.66 | 0.78 | 0.48 | 0.52 | 0.79 | 0.62 | 0.58 | 0.77 | 0.51 | 0.70 | 0.78 | 0.50 | 0.77 | 0.53 | 0.85 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 15 мая 2017 г.