1-NVSek-GrnyETF-Stks
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
1-NVSek-GrnyETF-Stks
Последнее обновление 11 апр. 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
AAPL Apple Inc | Technology | 3.03% |
ABT Abbott Laboratories | Healthcare | 3.03% |
ACN Accenture plc | Technology | 3.03% |
AMD Advanced Micro Devices, Inc. | Technology | 3.03% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3.03% |
ANET Arista Networks, Inc. | Technology | 3.03% |
AXON Axon Enterprise, Inc. | Industrials | 3.03% |
AXP American Express Company | Financial Services | 3.03% |
BK The Bank of New York Mellon Corporation | Financial Services | 3.03% |
CAT Caterpillar Inc. | Industrials | 3.03% |
CDNS Cadence Design Systems, Inc. | Technology | 3.03% |
COST Costco Wholesale Corporation | Consumer Defensive | 3.03% |
CRWD CrowdStrike Holdings, Inc. | Technology | 3.03% |
EMR Emerson Electric Co. | Industrials | 3.03% |
ETN Eaton Corporation plc | Industrials | 3.03% |
GOOGL Alphabet Inc. | Communication Services | 3.03% |
GRMN Garmin Ltd. | Technology | 3.03% |
GS The Goldman Sachs Group, Inc. | Financial Services | 3.03% |
ISRG Intuitive Surgical, Inc. | Healthcare | 3.03% |
JPM | 3.03% | |
META | 3.03% | |
MSFT | 3.03% | |
MSTR | 3.03% | |
NFLX | 3.03% | |
NVDA | 3.03% | |
ORCL | 3.03% | |
PANW | 3.03% | |
PGR | 3.03% | |
PWR | 3.03% | |
PYPL | 3.03% | |
QCOM | 3.03% | |
SPGI | 3.03% | |
TSLA | 3.03% |
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 июн. 2019 г., начальной даты CRWD
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.81% | -2.86% | -7.77% | 4.68% | 14.23% | 9.82% |
| 1-NVSek-GrnyETF-Stks | -10.33% | -1.57% | -3.48% | 17.27% | 33.82% | N/A |
| Активы портфеля: | ||||||
AAPL Apple Inc | -20.79% | -5.50% | -12.73% | 12.76% | 24.54% | 21.54% |
ABT Abbott Laboratories | 12.76% | -2.32% | 10.36% | 18.08% | 10.08% | 12.58% |
ACN Accenture plc | -18.43% | -9.88% | -20.45% | -8.24% | 12.29% | 13.56% |
AMD Advanced Micro Devices, Inc. | -22.68% | -4.80% | -44.37% | -42.80% | 12.92% | 42.65% |
AMZN Amazon.com, Inc. | -15.73% | -4.65% | -2.09% | -0.68% | 11.29% | 25.50% |
ANET Arista Networks, Inc. | -34.25% | -9.32% | -30.28% | 7.17% | 42.02% | 32.96% |
AXON Axon Enterprise, Inc. | -4.43% | 6.25% | 30.58% | 82.74% | 50.68% | 35.63% |
AXP American Express Company | -14.90% | -1.74% | -8.55% | 16.39% | 24.37% | 13.84% |
BK The Bank of New York Mellon Corporation | 1.65% | -2.50% | 5.97% | 44.87% | 20.32% | 9.30% |
CAT Caterpillar Inc. | -18.81% | -11.96% | -26.48% | -18.53% | 23.45% | 16.22% |
CDNS Cadence Design Systems, Inc. | -13.64% | 7.41% | -8.12% | -15.16% | 29.47% | 30.14% |
COST Costco Wholesale Corporation | 5.26% | 8.17% | 8.63% | 32.46% | 28.52% | 22.72% |
CRWD CrowdStrike Holdings, Inc. | 10.45% | 13.64% | 18.02% | 22.28% | 45.22% | N/A |
EMR Emerson Electric Co. | -18.57% | -7.98% | -9.58% | -9.18% | 17.14% | 8.41% |
ETN Eaton Corporation plc | -16.07% | -2.17% | -18.18% | -11.74% | 31.43% | 18.02% |
GOOGL Alphabet Inc. | -16.89% | -3.45% | -3.52% | 0.10% | 21.20% | 19.34% |
GRMN Garmin Ltd. | -7.66% | -9.03% | 15.21% | 34.74% | 22.34% | 18.41% |
GS The Goldman Sachs Group, Inc. | -13.22% | -5.79% | -3.28% | 29.75% | 25.58% | 11.65% |
ISRG Intuitive Surgical, Inc. | -5.43% | 3.53% | 1.82% | 28.27% | 24.59% | 23.67% |
JPM | -0.35% | 5.54% | 7.46% | 32.22% | 22.61% | N/A |
META | -7.08% | -7.89% | -7.71% | 6.57% | 25.66% | N/A |
MSFT | -7.66% | 2.56% | -6.32% | -7.23% | 19.70% | N/A |
MSTR | 3.58% | 13.95% | 41.11% | 102.75% | 90.00% | N/A |
NFLX | 3.03% | 3.16% | 27.05% | 47.44% | 18.32% | N/A |
NVDA | -17.39% | -4.02% | -17.69% | 25.82% | 75.42% | N/A |
ORCL | -20.09% | -10.05% | -24.24% | 10.52% | 21.95% | N/A |
PANW | -7.49% | -4.53% | -9.79% | 20.64% | 40.85% | N/A |
PGR | 17.37% | -1.31% | 10.68% | 38.04% | 31.73% | N/A |
PWR | -14.65% | 7.74% | -12.82% | 5.99% | 53.34% | N/A |
PYPL | -26.67% | -6.46% | -22.26% | -3.10% | -10.02% | N/A |
QCOM | -8.87% | -8.35% | -17.21% | -17.08% | 16.23% | N/A |
SPGI | -6.44% | -3.07% | -10.58% | 12.16% | 12.59% | N/A |
TSLA | -37.52% | 4.83% | 15.84% | 47.51% | 42.32% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.70% | -5.74% | -7.09% | -3.13% | -10.33% | ||||||||
| 2024 | 3.42% | 10.44% | 6.23% | -4.63% | 6.41% | 4.23% | 0.53% | 3.68% | 4.58% | 1.96% | 13.05% | -3.84% | 55.06% |
| 2023 | 13.50% | 1.67% | 6.67% | -0.36% | 5.52% | 7.47% | 3.66% | -0.78% | -4.60% | -1.10% | 13.81% | 7.58% | 65.26% |
| 2022 | -9.54% | -3.05% | 4.91% | -14.01% | -2.09% | -9.39% | 14.96% | -4.17% | -9.57% | 8.51% | 6.47% | -7.92% | -25.61% |
| 2021 | 1.89% | 4.24% | 1.22% | 6.23% | -0.38% | 6.33% | 3.39% | 5.98% | -5.29% | 9.79% | 0.58% | 1.32% | 40.45% |
| 2020 | 4.10% | -6.69% | -8.81% | 14.62% | 7.33% | 5.50% | 9.22% | 11.31% | -3.54% | -1.13% | 17.48% | 7.58% | 68.47% |
| 2019 | 3.62% | 3.04% | -3.82% | 0.24% | 4.49% | 5.35% | 3.07% | 16.79% |
Комиссия
Комиссия 1-NVSek-GrnyETF-Stks составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Портфель не содержит фондов, взимающих комиссии
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг 1-NVSek-GrnyETF-Stks составляет 75, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Portfolio: 0.63
^GSPC: 0.21
Portfolio: 1.04
^GSPC: 0.42
Portfolio: 1.14
^GSPC: 1.06
Portfolio: 0.67
^GSPC: 0.21
Portfolio: 2.72
^GSPC: 0.99
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.58 | 1.03 | 1.15 | 0.56 | 2.38 |
ABT Abbott Laboratories | 0.80 | 1.26 | 1.16 | 0.65 | 3.48 |
ACN Accenture plc | -0.41 | -0.41 | 0.95 | -0.36 | -1.19 |
AMD Advanced Micro Devices, Inc. | -0.83 | -1.16 | 0.86 | -0.70 | -1.66 |
AMZN Amazon.com, Inc. | -0.02 | 0.21 | 1.03 | -0.02 | -0.06 |
ANET Arista Networks, Inc. | 0.02 | 0.38 | 1.06 | 0.02 | 0.05 |
AXON Axon Enterprise, Inc. | 1.43 | 2.39 | 1.35 | 2.61 | 6.65 |
AXP American Express Company | 0.53 | 0.95 | 1.13 | 0.58 | 2.25 |
BK The Bank of New York Mellon Corporation | 1.79 | 2.44 | 1.35 | 2.46 | 11.60 |
CAT Caterpillar Inc. | -0.65 | -0.79 | 0.90 | -0.59 | -1.79 |
CDNS Cadence Design Systems, Inc. | -0.36 | -0.28 | 0.97 | -0.51 | -1.03 |
COST Costco Wholesale Corporation | 1.58 | 2.14 | 1.29 | 1.97 | 6.23 |
CRWD CrowdStrike Holdings, Inc. | 0.40 | 0.90 | 1.12 | 0.47 | 1.07 |
EMR Emerson Electric Co. | -0.33 | -0.27 | 0.96 | -0.35 | -1.09 |
ETN Eaton Corporation plc | -0.28 | -0.14 | 0.98 | -0.31 | -0.85 |
GOOGL Alphabet Inc. | 0.04 | 0.28 | 1.03 | 0.04 | 0.09 |
GRMN Garmin Ltd. | 0.78 | 1.57 | 1.25 | 1.15 | 4.80 |
GS The Goldman Sachs Group, Inc. | 0.77 | 1.28 | 1.18 | 0.84 | 3.50 |
ISRG Intuitive Surgical, Inc. | 0.81 | 1.40 | 1.19 | 1.04 | 3.96 |
JPM | 0.81 | 1.26 | 1.19 | 0.97 | 3.68 |
META | 0.13 | 0.44 | 1.06 | 0.16 | 0.53 |
MSFT | -0.31 | -0.28 | 0.96 | -0.32 | -0.75 |
MSTR | 0.88 | 1.86 | 1.21 | 1.84 | 3.85 |
NFLX | 1.45 | 2.05 | 1.28 | 2.38 | 7.84 |
NVDA | 0.45 | 1.02 | 1.13 | 0.75 | 2.11 |
ORCL | 0.24 | 0.65 | 1.09 | 0.28 | 0.93 |
PANW | 0.55 | 1.02 | 1.12 | 0.71 | 2.51 |
PGR | 1.51 | 2.04 | 1.29 | 2.97 | 7.85 |
PWR | 0.15 | 0.48 | 1.07 | 0.18 | 0.49 |
PYPL | -0.13 | 0.07 | 1.01 | -0.06 | -0.42 |
QCOM | -0.39 | -0.29 | 0.96 | -0.38 | -0.71 |
SPGI | 0.50 | 0.80 | 1.11 | 0.55 | 2.26 |
TSLA | 0.64 | 1.45 | 1.17 | 0.72 | 2.24 |
1-NVSek-GrnyETF-Stks
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность 1-NVSek-GrnyETF-Stks за предыдущие двенадцать месяцев составила 0.83%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.83% | 0.70% | 0.88% | 0.94% | 0.88% | 1.00% | 1.02% | 1.18% | 1.10% | 1.21% | 1.44% | 1.20% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
ABT Abbott Laboratories | 1.33% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
ACN Accenture plc | 2.02% | 1.52% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% |
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% |
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% |
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% |
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% |
AXP American Express Company | 1.16% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
BK The Bank of New York Mellon Corporation | 2.36% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
CAT Caterpillar Inc. | 1.88% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
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% |
COST Costco Wholesale Corporation | 0.48% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
CRWD CrowdStrike Holdings, 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% |
EMR Emerson Electric Co. | 2.09% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
ETN Eaton Corporation plc | 1.39% | 1.13% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% |
GOOGL Alphabet Inc. | 0.51% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GRMN Garmin Ltd. | 1.58% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% |
GS The Goldman Sachs Group, Inc. | 2.38% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
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% |
JPM | 2.14% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
META | 0.37% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT | 0.81% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
MSTR | 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% |
NVDA | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
ORCL | 1.28% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
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% |
PGR | 1.78% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
PWR | 0.14% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
QCOM | 2.44% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
SPGI | 0.79% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
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% |
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 33.65%, зарегистрированную 14 окт. 2022 г.. Полное восстановление заняло 167 торговых сессий.
Текущая просадка 1-NVSek-GrnyETF-Stks составляет 18.64%.
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 |
|---|---|---|---|---|---|---|
| -33.65% | 9 нояб. 2021 г. | 235 | 14 окт. 2022 г. | 167 | 15 июн. 2023 г. | 402 |
| -32.51% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 52 | 5 июн. 2020 г. | 75 |
| -24.17% | 24 янв. 2025 г. | 52 | 8 апр. 2025 г. | — | — | — |
| -11.58% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | 32 | 19 сент. 2024 г. | 46 |
| -10.35% | 3 сент. 2020 г. | 14 | 23 сент. 2020 г. | 13 | 12 окт. 2020 г. | 27 |
Волатильность
График волатильности
Текущая волатильность 1-NVSek-GrnyETF-Stks составляет 17.02%, 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 | ABT | MSTR | TSLA | CRWD | AXON | CAT | BK | COST | NFLX | JPM | PANW | PWR | ORCL | GS | EMR | AMD | AXP | PYPL | META | SPGI | ANET | ETN | AAPL | AMZN | GRMN | ACN | GOOGL | QCOM | NVDA | ISRG | CDNS | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PGR | 1.00 | 0.32 | 0.09 | 0.07 | 0.09 | 0.14 | 0.29 | 0.35 | 0.29 | 0.14 | 0.39 | 0.17 | 0.27 | 0.27 | 0.30 | 0.30 | 0.12 | 0.35 | 0.19 | 0.17 | 0.32 | 0.20 | 0.30 | 0.21 | 0.13 | 0.29 | 0.32 | 0.18 | 0.15 | 0.12 | 0.25 | 0.19 | 0.22 |
| ABT | 0.32 | 1.00 | 0.19 | 0.19 | 0.21 | 0.25 | 0.23 | 0.31 | 0.38 | 0.26 | 0.30 | 0.27 | 0.25 | 0.32 | 0.29 | 0.32 | 0.27 | 0.32 | 0.38 | 0.31 | 0.48 | 0.29 | 0.34 | 0.36 | 0.30 | 0.42 | 0.47 | 0.34 | 0.33 | 0.29 | 0.54 | 0.39 | 0.40 |
| MSTR | 0.09 | 0.19 | 1.00 | 0.41 | 0.38 | 0.36 | 0.30 | 0.29 | 0.28 | 0.33 | 0.30 | 0.34 | 0.34 | 0.26 | 0.36 | 0.30 | 0.41 | 0.34 | 0.43 | 0.38 | 0.33 | 0.37 | 0.34 | 0.35 | 0.40 | 0.38 | 0.33 | 0.40 | 0.40 | 0.44 | 0.38 | 0.39 | 0.39 |
| TSLA | 0.07 | 0.19 | 0.41 | 1.00 | 0.37 | 0.38 | 0.23 | 0.26 | 0.33 | 0.43 | 0.25 | 0.43 | 0.29 | 0.28 | 0.31 | 0.25 | 0.44 | 0.33 | 0.44 | 0.38 | 0.34 | 0.38 | 0.28 | 0.47 | 0.45 | 0.35 | 0.31 | 0.42 | 0.42 | 0.45 | 0.38 | 0.43 | 0.44 |
| CRWD | 0.09 | 0.21 | 0.38 | 0.37 | 1.00 | 0.44 | 0.16 | 0.17 | 0.29 | 0.44 | 0.16 | 0.59 | 0.28 | 0.34 | 0.24 | 0.21 | 0.44 | 0.25 | 0.46 | 0.41 | 0.36 | 0.50 | 0.27 | 0.38 | 0.52 | 0.29 | 0.35 | 0.40 | 0.39 | 0.51 | 0.42 | 0.55 | 0.49 |
| AXON | 0.14 | 0.25 | 0.36 | 0.38 | 0.44 | 1.00 | 0.25 | 0.28 | 0.31 | 0.37 | 0.27 | 0.43 | 0.38 | 0.33 | 0.35 | 0.33 | 0.41 | 0.33 | 0.45 | 0.41 | 0.37 | 0.43 | 0.39 | 0.37 | 0.41 | 0.41 | 0.40 | 0.38 | 0.41 | 0.45 | 0.43 | 0.47 | 0.41 |
| CAT | 0.29 | 0.23 | 0.30 | 0.23 | 0.16 | 0.25 | 1.00 | 0.59 | 0.26 | 0.20 | 0.62 | 0.24 | 0.58 | 0.36 | 0.62 | 0.73 | 0.29 | 0.59 | 0.31 | 0.27 | 0.34 | 0.34 | 0.66 | 0.31 | 0.26 | 0.47 | 0.41 | 0.33 | 0.44 | 0.32 | 0.34 | 0.30 | 0.28 |
| BK | 0.35 | 0.31 | 0.29 | 0.26 | 0.17 | 0.28 | 0.59 | 1.00 | 0.25 | 0.20 | 0.74 | 0.26 | 0.48 | 0.38 | 0.70 | 0.60 | 0.26 | 0.64 | 0.33 | 0.30 | 0.39 | 0.32 | 0.57 | 0.30 | 0.26 | 0.46 | 0.44 | 0.34 | 0.37 | 0.30 | 0.34 | 0.27 | 0.29 |
| COST | 0.29 | 0.38 | 0.28 | 0.33 | 0.29 | 0.31 | 0.26 | 0.25 | 1.00 | 0.39 | 0.26 | 0.38 | 0.33 | 0.40 | 0.30 | 0.33 | 0.39 | 0.32 | 0.38 | 0.43 | 0.48 | 0.43 | 0.36 | 0.48 | 0.47 | 0.43 | 0.48 | 0.44 | 0.43 | 0.44 | 0.50 | 0.50 | 0.52 |
| NFLX | 0.14 | 0.26 | 0.33 | 0.43 | 0.44 | 0.37 | 0.20 | 0.20 | 0.39 | 1.00 | 0.21 | 0.43 | 0.26 | 0.39 | 0.27 | 0.24 | 0.48 | 0.28 | 0.49 | 0.56 | 0.37 | 0.42 | 0.27 | 0.49 | 0.58 | 0.37 | 0.40 | 0.49 | 0.45 | 0.53 | 0.46 | 0.53 | 0.54 |
| JPM | 0.39 | 0.30 | 0.30 | 0.25 | 0.16 | 0.27 | 0.62 | 0.74 | 0.26 | 0.21 | 1.00 | 0.22 | 0.48 | 0.38 | 0.78 | 0.62 | 0.27 | 0.73 | 0.34 | 0.30 | 0.39 | 0.31 | 0.58 | 0.33 | 0.27 | 0.49 | 0.42 | 0.34 | 0.38 | 0.30 | 0.36 | 0.28 | 0.30 |
| PANW | 0.17 | 0.27 | 0.34 | 0.43 | 0.59 | 0.43 | 0.24 | 0.26 | 0.38 | 0.43 | 0.22 | 1.00 | 0.34 | 0.41 | 0.30 | 0.28 | 0.44 | 0.33 | 0.47 | 0.43 | 0.42 | 0.52 | 0.34 | 0.45 | 0.51 | 0.39 | 0.43 | 0.46 | 0.43 | 0.51 | 0.48 | 0.55 | 0.52 |
| PWR | 0.27 | 0.25 | 0.34 | 0.29 | 0.28 | 0.38 | 0.58 | 0.48 | 0.33 | 0.26 | 0.48 | 0.34 | 1.00 | 0.39 | 0.51 | 0.63 | 0.35 | 0.50 | 0.33 | 0.33 | 0.40 | 0.45 | 0.67 | 0.35 | 0.30 | 0.52 | 0.43 | 0.35 | 0.44 | 0.41 | 0.44 | 0.42 | 0.35 |
| ORCL | 0.27 | 0.32 | 0.26 | 0.28 | 0.34 | 0.33 | 0.36 | 0.38 | 0.40 | 0.39 | 0.38 | 0.41 | 0.39 | 1.00 | 0.42 | 0.43 | 0.40 | 0.42 | 0.37 | 0.43 | 0.47 | 0.47 | 0.48 | 0.45 | 0.45 | 0.46 | 0.51 | 0.46 | 0.44 | 0.47 | 0.48 | 0.53 | 0.55 |
| GS | 0.30 | 0.29 | 0.36 | 0.31 | 0.24 | 0.35 | 0.62 | 0.70 | 0.30 | 0.27 | 0.78 | 0.30 | 0.51 | 0.42 | 1.00 | 0.62 | 0.35 | 0.69 | 0.41 | 0.35 | 0.44 | 0.37 | 0.60 | 0.38 | 0.34 | 0.51 | 0.46 | 0.39 | 0.45 | 0.38 | 0.40 | 0.37 | 0.36 |
| EMR | 0.30 | 0.32 | 0.30 | 0.25 | 0.21 | 0.33 | 0.73 | 0.60 | 0.33 | 0.24 | 0.62 | 0.28 | 0.63 | 0.43 | 0.62 | 1.00 | 0.35 | 0.61 | 0.34 | 0.34 | 0.45 | 0.42 | 0.75 | 0.38 | 0.33 | 0.54 | 0.50 | 0.42 | 0.48 | 0.37 | 0.44 | 0.40 | 0.38 |
| AMD | 0.12 | 0.27 | 0.41 | 0.44 | 0.44 | 0.41 | 0.29 | 0.26 | 0.39 | 0.48 | 0.27 | 0.44 | 0.35 | 0.40 | 0.35 | 0.35 | 1.00 | 0.34 | 0.48 | 0.52 | 0.42 | 0.52 | 0.38 | 0.52 | 0.56 | 0.41 | 0.42 | 0.54 | 0.64 | 0.73 | 0.48 | 0.61 | 0.59 |
| AXP | 0.35 | 0.32 | 0.34 | 0.33 | 0.25 | 0.33 | 0.59 | 0.64 | 0.32 | 0.28 | 0.73 | 0.33 | 0.50 | 0.42 | 0.69 | 0.61 | 0.34 | 1.00 | 0.43 | 0.38 | 0.46 | 0.40 | 0.59 | 0.39 | 0.36 | 0.52 | 0.50 | 0.43 | 0.45 | 0.37 | 0.43 | 0.38 | 0.39 |
| PYPL | 0.19 | 0.38 | 0.43 | 0.44 | 0.46 | 0.45 | 0.31 | 0.33 | 0.38 | 0.49 | 0.34 | 0.47 | 0.33 | 0.37 | 0.41 | 0.34 | 0.48 | 0.43 | 1.00 | 0.54 | 0.47 | 0.41 | 0.36 | 0.51 | 0.55 | 0.49 | 0.50 | 0.52 | 0.50 | 0.51 | 0.53 | 0.54 | 0.55 |
| META | 0.17 | 0.31 | 0.38 | 0.38 | 0.41 | 0.41 | 0.27 | 0.30 | 0.43 | 0.56 | 0.30 | 0.43 | 0.33 | 0.43 | 0.35 | 0.34 | 0.52 | 0.38 | 0.54 | 1.00 | 0.46 | 0.49 | 0.39 | 0.54 | 0.64 | 0.43 | 0.47 | 0.66 | 0.51 | 0.57 | 0.52 | 0.56 | 0.64 |
| SPGI | 0.32 | 0.48 | 0.33 | 0.34 | 0.36 | 0.37 | 0.34 | 0.39 | 0.48 | 0.37 | 0.39 | 0.42 | 0.40 | 0.47 | 0.44 | 0.45 | 0.42 | 0.46 | 0.47 | 0.46 | 1.00 | 0.43 | 0.46 | 0.49 | 0.43 | 0.54 | 0.61 | 0.49 | 0.44 | 0.46 | 0.57 | 0.57 | 0.57 |
| ANET | 0.20 | 0.29 | 0.37 | 0.38 | 0.50 | 0.43 | 0.34 | 0.32 | 0.43 | 0.42 | 0.31 | 0.52 | 0.45 | 0.47 | 0.37 | 0.42 | 0.52 | 0.40 | 0.41 | 0.49 | 0.43 | 1.00 | 0.50 | 0.49 | 0.53 | 0.44 | 0.49 | 0.52 | 0.55 | 0.59 | 0.52 | 0.62 | 0.59 |
| ETN | 0.30 | 0.34 | 0.34 | 0.28 | 0.27 | 0.39 | 0.66 | 0.57 | 0.36 | 0.27 | 0.58 | 0.34 | 0.67 | 0.48 | 0.60 | 0.75 | 0.38 | 0.59 | 0.36 | 0.39 | 0.46 | 0.50 | 1.00 | 0.39 | 0.36 | 0.55 | 0.51 | 0.41 | 0.49 | 0.45 | 0.49 | 0.46 | 0.44 |
| AAPL | 0.21 | 0.36 | 0.35 | 0.47 | 0.38 | 0.37 | 0.31 | 0.30 | 0.48 | 0.49 | 0.33 | 0.45 | 0.35 | 0.45 | 0.38 | 0.38 | 0.52 | 0.39 | 0.51 | 0.54 | 0.49 | 0.49 | 0.39 | 1.00 | 0.60 | 0.48 | 0.50 | 0.62 | 0.59 | 0.56 | 0.54 | 0.57 | 0.68 |
| AMZN | 0.13 | 0.30 | 0.40 | 0.45 | 0.52 | 0.41 | 0.26 | 0.26 | 0.47 | 0.58 | 0.27 | 0.51 | 0.30 | 0.45 | 0.34 | 0.33 | 0.56 | 0.36 | 0.55 | 0.64 | 0.43 | 0.53 | 0.36 | 0.60 | 1.00 | 0.44 | 0.48 | 0.67 | 0.54 | 0.60 | 0.52 | 0.61 | 0.70 |
| GRMN | 0.29 | 0.42 | 0.38 | 0.35 | 0.29 | 0.41 | 0.47 | 0.46 | 0.43 | 0.37 | 0.49 | 0.39 | 0.52 | 0.46 | 0.51 | 0.54 | 0.41 | 0.52 | 0.49 | 0.43 | 0.54 | 0.44 | 0.55 | 0.48 | 0.44 | 1.00 | 0.57 | 0.49 | 0.51 | 0.44 | 0.52 | 0.51 | 0.49 |
| ACN | 0.32 | 0.47 | 0.33 | 0.31 | 0.35 | 0.40 | 0.41 | 0.44 | 0.48 | 0.40 | 0.42 | 0.43 | 0.43 | 0.51 | 0.46 | 0.50 | 0.42 | 0.50 | 0.50 | 0.47 | 0.61 | 0.49 | 0.51 | 0.50 | 0.48 | 0.57 | 1.00 | 0.55 | 0.48 | 0.47 | 0.58 | 0.57 | 0.60 |
| GOOGL | 0.18 | 0.34 | 0.40 | 0.42 | 0.40 | 0.38 | 0.33 | 0.34 | 0.44 | 0.49 | 0.34 | 0.46 | 0.35 | 0.46 | 0.39 | 0.42 | 0.54 | 0.43 | 0.52 | 0.66 | 0.49 | 0.52 | 0.41 | 0.62 | 0.67 | 0.49 | 0.55 | 1.00 | 0.55 | 0.57 | 0.54 | 0.58 | 0.73 |
| QCOM | 0.15 | 0.33 | 0.40 | 0.42 | 0.39 | 0.41 | 0.44 | 0.37 | 0.43 | 0.45 | 0.38 | 0.43 | 0.44 | 0.44 | 0.45 | 0.48 | 0.64 | 0.45 | 0.50 | 0.51 | 0.44 | 0.55 | 0.49 | 0.59 | 0.54 | 0.51 | 0.48 | 0.55 | 1.00 | 0.66 | 0.51 | 0.63 | 0.60 |
| NVDA | 0.12 | 0.29 | 0.44 | 0.45 | 0.51 | 0.45 | 0.32 | 0.30 | 0.44 | 0.53 | 0.30 | 0.51 | 0.41 | 0.47 | 0.38 | 0.37 | 0.73 | 0.37 | 0.51 | 0.57 | 0.46 | 0.59 | 0.45 | 0.56 | 0.60 | 0.44 | 0.47 | 0.57 | 0.66 | 1.00 | 0.54 | 0.67 | 0.66 |
| ISRG | 0.25 | 0.54 | 0.38 | 0.38 | 0.42 | 0.43 | 0.34 | 0.34 | 0.50 | 0.46 | 0.36 | 0.48 | 0.44 | 0.48 | 0.40 | 0.44 | 0.48 | 0.43 | 0.53 | 0.52 | 0.57 | 0.52 | 0.49 | 0.54 | 0.52 | 0.52 | 0.58 | 0.54 | 0.51 | 0.54 | 1.00 | 0.62 | 0.62 |
| CDNS | 0.19 | 0.39 | 0.39 | 0.43 | 0.55 | 0.47 | 0.30 | 0.27 | 0.50 | 0.53 | 0.28 | 0.55 | 0.42 | 0.53 | 0.37 | 0.40 | 0.61 | 0.38 | 0.54 | 0.56 | 0.57 | 0.62 | 0.46 | 0.57 | 0.61 | 0.51 | 0.57 | 0.58 | 0.63 | 0.67 | 0.62 | 1.00 | 0.70 |
| MSFT | 0.22 | 0.40 | 0.39 | 0.44 | 0.49 | 0.41 | 0.28 | 0.29 | 0.52 | 0.54 | 0.30 | 0.52 | 0.35 | 0.55 | 0.36 | 0.38 | 0.59 | 0.39 | 0.55 | 0.64 | 0.57 | 0.59 | 0.44 | 0.68 | 0.70 | 0.49 | 0.60 | 0.73 | 0.60 | 0.66 | 0.62 | 0.70 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 13 июн. 2019 г.