1-NVSek-GrnyETF-Stks
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
1-NVSek-GrnyETF-Stks
Последнее обновление 22 февр. 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
AAPL Apple Inc | Technology | 2.87% |
AMD Advanced Micro Devices, Inc. | Technology | 2.35% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3.05% |
ANET Arista Networks, Inc. | Technology | 3.16% |
AXON Axon Enterprise, Inc. | Industrials | 3.53% |
AXP American Express Company | Financial Services | 2.96% |
BK The Bank of New York Mellon Corporation | Financial Services | 3.01% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 2.25% |
CAT Caterpillar Inc. | Industrials | 2.58% |
CBRE CBRE Group, Inc. | Real Estate | 2.93% |
CDNS Cadence Design Systems, Inc. | Technology | 2.88% |
COST Costco Wholesale Corporation | Consumer Defensive | 2.81% |
CRWD CrowdStrike Holdings, Inc. | Technology | 3.10% |
EMR Emerson Electric Co. | Industrials | 2.79% |
ETN Eaton Corporation plc | Industrials | 2.72% |
GOOGL Alphabet Inc. | Communication Services | 3.12% |
GRMN Garmin Ltd. | Technology | 2.88% |
GS The Goldman Sachs Group, Inc. | Financial Services | 2.97% |
GWW W.W. Grainger, Inc. | Industrials | 2.45% |
IR | 2.54% | |
ISRG | 3.05% | |
JCI | 2.85% | |
JPM | 2.98% | |
LDOS | 2.35% | |
META | 2.90% | |
MSFT | 2.80% | |
NFLX | 3.04% | |
NVDA | 2.67% | |
ORCL | 2.52% | |
PANW | 2.59% | |
PGR | 2.66% | |
PWR | 2.98% | |
SPGI | 2.78% | |
TDG | 2.65% | |
TSLA | 4.23% |
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 | 2.24% | -1.20% | 6.72% | 18.21% | 12.53% | 11.04% |
| 1-NVSek-GrnyETF-Stks | 0.68% | -5.54% | 16.53% | 36.62% | 31.33% | N/A |
| Активы портфеля: | ||||||
TSLA | -16.35% | -18.62% | 53.32% | 71.12% | 41.37% | N/A |
AXON Axon Enterprise, Inc. | -13.65% | -15.53% | 38.45% | 89.00% | 43.07% | 34.09% |
ANET Arista Networks, Inc. | -11.06% | -24.28% | 10.72% | 46.30% | 47.88% | 37.34% |
GOOGL Alphabet Inc. | -5.09% | -9.43% | 8.75% | 25.14% | 19.49% | 21.00% |
CRWD CrowdStrike Holdings, Inc. | 18.86% | 7.59% | 49.77% | 30.80% | 46.31% | N/A |
ISRG | 13.38% | -3.06% | 21.63% | 52.10% | 23.76% | N/A |
AMZN Amazon.com, Inc. | -1.28% | -7.84% | 22.33% | 24.06% | 15.67% | 27.67% |
NFLX | 12.55% | 5.15% | 46.08% | 70.47% | 21.48% | N/A |
BK The Bank of New York Mellon Corporation | 14.19% | 4.03% | 32.94% | 61.83% | 17.74% | 10.96% |
PWR | -14.75% | -24.62% | -1.33% | 15.79% | 46.92% | N/A |
JPM | 10.80% | 0.53% | 22.41% | 47.64% | 17.60% | N/A |
GS The Goldman Sachs Group, Inc. | 9.25% | -1.13% | 24.14% | 64.10% | 25.18% | 14.81% |
AXP American Express Company | -0.23% | -8.33% | 18.13% | 39.57% | 18.61% | 15.55% |
CBRE CBRE Group, Inc. | 3.42% | -2.62% | 16.02% | 48.34% | 16.74% | 14.66% |
META | 16.74% | 9.63% | 29.69% | 41.00% | 26.77% | N/A |
GRMN Garmin Ltd. | 8.95% | 3.94% | 25.96% | 70.69% | 21.29% | 20.02% |
CDNS Cadence Design Systems, Inc. | -14.02% | -19.64% | -5.68% | -15.46% | 28.23% | 30.13% |
AAPL Apple Inc | -1.84% | 9.82% | 8.49% | 33.81% | 26.51% | 23.66% |
JCI | 8.05% | 3.87% | 20.85% | 49.41% | 17.71% | N/A |
COST Costco Wholesale Corporation | 13.09% | 9.68% | 18.01% | 41.71% | 28.51% | 23.68% |
MSFT | -2.96% | -8.33% | -1.67% | -0.08% | 19.07% | N/A |
EMR Emerson Electric Co. | -1.26% | -5.83% | 17.42% | 17.82% | 13.67% | 10.64% |
SPGI | 7.10% | 4.39% | 6.93% | 23.51% | 13.71% | N/A |
ETN Eaton Corporation plc | -10.40% | -19.90% | -0.60% | 5.79% | 25.82% | 18.56% |
NVDA | 0.10% | -8.59% | 3.93% | 71.20% | 79.22% | N/A |
PGR | 13.31% | 11.30% | 12.58% | 41.82% | 29.40% | N/A |
TDG | 1.80% | -4.72% | 2.67% | 14.18% | 18.23% | N/A |
PANW | 4.98% | 1.77% | 8.93% | 42.66% | 36.47% | N/A |
CAT Caterpillar Inc. | -5.92% | -14.48% | -1.69% | 7.16% | 22.54% | 18.04% |
IR | -7.48% | -11.19% | -8.66% | -7.74% | 17.82% | N/A |
ORCL | 0.96% | -8.91% | 21.15% | 52.82% | 27.11% | N/A |
GWW W.W. Grainger, Inc. | -4.19% | -10.07% | 2.99% | 6.03% | 28.80% | 17.55% |
AMD Advanced Micro Devices, Inc. | -8.24% | -10.43% | -28.48% | -39.05% | 15.82% | 43.08% |
LDOS | -11.97% | -21.28% | -17.71% | 2.75% | 3.02% | N/A |
BKNG Booking Holdings Inc. | 0.45% | 8.04% | 30.80% | 29.03% | 21.21% | 15.27% |
*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 | 4.47% | 0.68% | |||||||||||
| 2024 | 3.12% | 9.12% | 3.53% | -3.24% | 5.86% | 4.21% | 1.17% | 3.85% | 4.76% | 1.50% | 11.40% | -2.93% | 50.22% |
| 2023 | 11.46% | 2.78% | 5.10% | -0.68% | 5.43% | 8.73% | 2.20% | 1.04% | -4.84% | -2.01% | 13.56% | 6.94% | 60.29% |
| 2022 | -8.15% | -2.37% | 5.11% | -12.96% | -1.82% | -8.90% | 13.92% | -3.53% | -9.55% | 9.25% | 8.10% | -6.86% | -19.78% |
| 2021 | -0.56% | 4.41% | 2.53% | 6.56% | 0.99% | 4.39% | 3.60% | 5.14% | -4.06% | 9.89% | -0.74% | 2.66% | 39.93% |
| 2020 | 4.30% | -6.16% | -11.85% | 14.30% | 7.22% | 5.38% | 8.37% | 11.95% | -3.93% | -1.19% | 16.16% | 7.06% | 59.58% |
| 2019 | 3.48% | 3.59% | -3.93% | 0.67% | 4.82% | 5.36% | 3.99% | 19.07% |
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 87, что ставит его в топ 13% 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 | |
|---|---|---|---|---|---|
TSLA | 1.16 | 1.98 | 1.23 | 1.14 | 5.25 |
AXON Axon Enterprise, Inc. | 1.85 | 2.96 | 1.47 | 3.31 | 12.10 |
ANET Arista Networks, Inc. | 1.07 | 1.50 | 1.23 | 2.12 | 6.44 |
GOOGL Alphabet Inc. | 0.97 | 1.46 | 1.19 | 1.25 | 3.10 |
CRWD CrowdStrike Holdings, Inc. | 0.54 | 1.01 | 1.14 | 0.58 | 1.43 |
ISRG | 2.16 | 3.30 | 1.41 | 6.63 | 19.50 |
AMZN Amazon.com, Inc. | 1.08 | 1.56 | 1.20 | 1.52 | 4.80 |
NFLX | 2.55 | 3.35 | 1.45 | 3.65 | 16.64 |
BK The Bank of New York Mellon Corporation | 3.30 | 4.60 | 1.60 | 6.94 | 27.22 |
PWR | 0.76 | 1.19 | 1.19 | 1.17 | 4.16 |
JPM | 2.09 | 2.77 | 1.42 | 4.97 | 14.09 |
GS The Goldman Sachs Group, Inc. | 2.49 | 3.49 | 1.47 | 6.78 | 22.27 |
AXP American Express Company | 1.70 | 2.34 | 1.31 | 3.78 | 12.69 |
CBRE CBRE Group, Inc. | 1.84 | 2.66 | 1.34 | 2.14 | 8.19 |
META | 1.50 | 1.99 | 1.27 | 2.47 | 7.45 |
GRMN Garmin Ltd. | 2.36 | 4.49 | 1.64 | 4.31 | 20.29 |
CDNS Cadence Design Systems, Inc. | -0.31 | -0.20 | 0.97 | -0.47 | -0.96 |
AAPL Apple Inc | 1.51 | 2.13 | 1.28 | 2.16 | 6.46 |
JCI | 2.01 | 2.84 | 1.39 | 2.13 | 11.31 |
COST Costco Wholesale Corporation | 2.22 | 2.83 | 1.39 | 4.23 | 9.85 |
MSFT | 0.10 | 0.27 | 1.04 | 0.14 | 0.28 |
EMR Emerson Electric Co. | 0.75 | 1.23 | 1.16 | 1.08 | 2.71 |
SPGI | 1.61 | 2.28 | 1.29 | 2.03 | 7.72 |
ETN Eaton Corporation plc | 0.28 | 0.56 | 1.09 | 0.43 | 1.09 |
NVDA | 1.65 | 2.19 | 1.28 | 3.46 | 9.57 |
PGR | 2.10 | 3.03 | 1.37 | 3.99 | 10.08 |
TDG | 0.72 | 1.11 | 1.14 | 1.43 | 3.01 |
PANW | 0.10 | 0.41 | 1.07 | 0.14 | 0.62 |
CAT Caterpillar Inc. | 0.38 | 0.72 | 1.09 | 0.55 | 1.16 |
IR | -0.13 | 0.01 | 1.00 | -0.17 | -0.45 |
ORCL | 1.50 | 2.23 | 1.32 | 2.85 | 8.22 |
GWW W.W. Grainger, Inc. | 0.41 | 0.74 | 1.09 | 0.50 | 1.10 |
AMD Advanced Micro Devices, Inc. | -0.71 | -0.83 | 0.90 | -0.67 | -1.10 |
LDOS | 0.14 | 0.35 | 1.06 | 0.10 | 0.28 |
BKNG Booking Holdings Inc. | 1.34 | 1.71 | 1.26 | 1.83 | 5.03 |
1-NVSek-GrnyETF-Stks
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность 1-NVSek-GrnyETF-Stks за предыдущие двенадцать месяцев составила 0.79%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.79% | 0.77% | 0.89% | 0.92% | 0.82% | 0.99% | 1.38% | 1.32% | 1.31% | 2.33% | 1.41% | 1.48% |
| Активы портфеля: | ||||||||||||
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% |
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% |
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% |
GOOGL Alphabet Inc. | 0.33% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
ISRG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
BK The Bank of New York Mellon Corporation | 2.10% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
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% |
JPM | 1.82% | 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. | 1.84% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
AXP American Express Company | 0.95% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
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% |
META | 0.22% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GRMN Garmin Ltd. | 1.33% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% |
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% |
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% |
JCI | 1.74% | 1.88% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 15.64% | 5.85% | 3.69% |
COST Costco Wholesale Corporation | 0.45% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
MSFT | 0.77% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
EMR Emerson Electric Co. | 1.73% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
SPGI | 0.68% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
ETN Eaton Corporation plc | 1.26% | 1.13% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% |
NVDA | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
PGR | 1.84% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
TDG | 5.81% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
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% |
CAT Caterpillar Inc. | 1.63% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
IR | 0.10% | 0.09% | 0.10% | 0.15% | 0.03% | 2.33% | 5.78% | 9.58% | 3.83% | 0.00% | 0.00% | 0.00% |
ORCL | 0.95% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
GWW W.W. Grainger, Inc. | 0.81% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% |
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% |
LDOS | 1.21% | 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. | 0.70% | 0.70% | 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 35.23%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 53 торговые сессии.
Текущая просадка 1-NVSek-GrnyETF-Stks составляет 5.78%.
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 |
|---|---|---|---|---|---|---|
| -35.23% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 53 | 8 июн. 2020 г. | 76 |
| -29.93% | 9 нояб. 2021 г. | 235 | 14 окт. 2022 г. | 155 | 30 мая 2023 г. | 390 |
| -11.01% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | 29 | 16 сент. 2024 г. | 43 |
| -10.21% | 3 сент. 2020 г. | 14 | 23 сент. 2020 г. | 13 | 12 окт. 2020 г. | 27 |
| -9.6% | 12 сент. 2023 г. | 34 | 27 окт. 2023 г. | 10 | 10 нояб. 2023 г. | 44 |
Волатильность
График волатильности
Текущая волатильность 1-NVSek-GrnyETF-Stks составляет 5.56%, 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 | LDOS | CRWD | TSLA | NFLX | AXON | COST | PANW | BK | AMD | CAT | GWW | BKNG | ORCL | JPM | META | TDG | AMZN | PWR | ANET | AAPL | SPGI | CBRE | GS | NVDA | GOOGL | JCI | IR | ISRG | AXP | GRMN | EMR | CDNS | MSFT | ETN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PGR | 1.00 | 0.34 | 0.09 | 0.08 | 0.15 | 0.15 | 0.29 | 0.17 | 0.36 | 0.13 | 0.30 | 0.37 | 0.18 | 0.28 | 0.40 | 0.18 | 0.31 | 0.14 | 0.28 | 0.21 | 0.22 | 0.32 | 0.27 | 0.31 | 0.13 | 0.19 | 0.33 | 0.27 | 0.26 | 0.36 | 0.30 | 0.31 | 0.20 | 0.23 | 0.32 |
| LDOS | 0.34 | 1.00 | 0.15 | 0.16 | 0.14 | 0.21 | 0.29 | 0.24 | 0.34 | 0.17 | 0.38 | 0.41 | 0.27 | 0.30 | 0.36 | 0.23 | 0.43 | 0.15 | 0.38 | 0.26 | 0.23 | 0.37 | 0.38 | 0.35 | 0.17 | 0.24 | 0.40 | 0.35 | 0.34 | 0.41 | 0.38 | 0.41 | 0.25 | 0.27 | 0.41 |
| CRWD | 0.09 | 0.15 | 1.00 | 0.36 | 0.43 | 0.43 | 0.29 | 0.58 | 0.16 | 0.43 | 0.15 | 0.18 | 0.30 | 0.33 | 0.15 | 0.40 | 0.29 | 0.51 | 0.27 | 0.49 | 0.38 | 0.36 | 0.25 | 0.22 | 0.50 | 0.39 | 0.20 | 0.28 | 0.41 | 0.24 | 0.28 | 0.20 | 0.54 | 0.48 | 0.25 |
| TSLA | 0.08 | 0.16 | 0.36 | 1.00 | 0.42 | 0.36 | 0.32 | 0.42 | 0.25 | 0.43 | 0.22 | 0.24 | 0.31 | 0.27 | 0.24 | 0.37 | 0.28 | 0.44 | 0.28 | 0.37 | 0.46 | 0.33 | 0.31 | 0.30 | 0.44 | 0.41 | 0.26 | 0.30 | 0.37 | 0.31 | 0.33 | 0.24 | 0.42 | 0.43 | 0.26 |
| NFLX | 0.15 | 0.14 | 0.43 | 0.42 | 1.00 | 0.35 | 0.38 | 0.42 | 0.19 | 0.47 | 0.20 | 0.21 | 0.31 | 0.38 | 0.19 | 0.55 | 0.28 | 0.58 | 0.24 | 0.40 | 0.49 | 0.36 | 0.25 | 0.25 | 0.52 | 0.48 | 0.25 | 0.27 | 0.45 | 0.27 | 0.36 | 0.23 | 0.52 | 0.53 | 0.25 |
| AXON | 0.15 | 0.21 | 0.43 | 0.36 | 0.35 | 1.00 | 0.31 | 0.42 | 0.27 | 0.40 | 0.24 | 0.30 | 0.36 | 0.31 | 0.26 | 0.39 | 0.37 | 0.40 | 0.37 | 0.41 | 0.37 | 0.37 | 0.35 | 0.34 | 0.44 | 0.37 | 0.36 | 0.35 | 0.42 | 0.32 | 0.40 | 0.32 | 0.46 | 0.40 | 0.36 |
| COST | 0.29 | 0.29 | 0.29 | 0.32 | 0.38 | 0.31 | 1.00 | 0.38 | 0.25 | 0.39 | 0.25 | 0.40 | 0.27 | 0.40 | 0.25 | 0.43 | 0.31 | 0.46 | 0.33 | 0.43 | 0.47 | 0.48 | 0.32 | 0.29 | 0.44 | 0.44 | 0.35 | 0.29 | 0.50 | 0.31 | 0.42 | 0.32 | 0.50 | 0.52 | 0.36 |
| PANW | 0.17 | 0.24 | 0.58 | 0.42 | 0.42 | 0.42 | 0.38 | 1.00 | 0.25 | 0.43 | 0.23 | 0.29 | 0.35 | 0.40 | 0.21 | 0.42 | 0.33 | 0.50 | 0.33 | 0.51 | 0.45 | 0.41 | 0.30 | 0.28 | 0.50 | 0.46 | 0.28 | 0.32 | 0.47 | 0.32 | 0.39 | 0.27 | 0.55 | 0.51 | 0.32 |
| BK | 0.36 | 0.34 | 0.16 | 0.25 | 0.19 | 0.27 | 0.25 | 0.25 | 1.00 | 0.25 | 0.59 | 0.45 | 0.45 | 0.37 | 0.74 | 0.29 | 0.47 | 0.25 | 0.48 | 0.32 | 0.29 | 0.38 | 0.56 | 0.70 | 0.30 | 0.32 | 0.53 | 0.54 | 0.33 | 0.64 | 0.46 | 0.60 | 0.26 | 0.28 | 0.56 |
| AMD | 0.13 | 0.17 | 0.43 | 0.43 | 0.47 | 0.40 | 0.39 | 0.43 | 0.25 | 1.00 | 0.28 | 0.30 | 0.36 | 0.39 | 0.26 | 0.51 | 0.33 | 0.56 | 0.34 | 0.52 | 0.52 | 0.42 | 0.34 | 0.33 | 0.73 | 0.53 | 0.33 | 0.38 | 0.47 | 0.33 | 0.40 | 0.34 | 0.61 | 0.58 | 0.36 |
| CAT | 0.30 | 0.38 | 0.15 | 0.22 | 0.20 | 0.24 | 0.25 | 0.23 | 0.59 | 0.28 | 1.00 | 0.53 | 0.47 | 0.35 | 0.62 | 0.26 | 0.48 | 0.25 | 0.58 | 0.34 | 0.29 | 0.33 | 0.51 | 0.61 | 0.31 | 0.31 | 0.58 | 0.63 | 0.33 | 0.59 | 0.46 | 0.73 | 0.29 | 0.27 | 0.66 |
| GWW | 0.37 | 0.41 | 0.18 | 0.24 | 0.21 | 0.30 | 0.40 | 0.29 | 0.45 | 0.30 | 0.53 | 1.00 | 0.37 | 0.40 | 0.48 | 0.29 | 0.43 | 0.29 | 0.52 | 0.38 | 0.37 | 0.44 | 0.49 | 0.49 | 0.31 | 0.32 | 0.56 | 0.56 | 0.37 | 0.47 | 0.46 | 0.61 | 0.38 | 0.36 | 0.62 |
| BKNG | 0.18 | 0.27 | 0.30 | 0.31 | 0.31 | 0.36 | 0.27 | 0.35 | 0.45 | 0.36 | 0.47 | 0.37 | 1.00 | 0.37 | 0.48 | 0.41 | 0.52 | 0.41 | 0.44 | 0.38 | 0.38 | 0.37 | 0.49 | 0.49 | 0.42 | 0.45 | 0.47 | 0.49 | 0.44 | 0.54 | 0.40 | 0.48 | 0.40 | 0.40 | 0.48 |
| ORCL | 0.28 | 0.30 | 0.33 | 0.27 | 0.38 | 0.31 | 0.40 | 0.40 | 0.37 | 0.39 | 0.35 | 0.40 | 0.37 | 1.00 | 0.38 | 0.42 | 0.36 | 0.44 | 0.38 | 0.47 | 0.45 | 0.46 | 0.40 | 0.41 | 0.46 | 0.45 | 0.41 | 0.38 | 0.47 | 0.41 | 0.45 | 0.42 | 0.52 | 0.55 | 0.46 |
| JPM | 0.40 | 0.36 | 0.15 | 0.24 | 0.19 | 0.26 | 0.25 | 0.21 | 0.74 | 0.26 | 0.62 | 0.48 | 0.48 | 0.38 | 1.00 | 0.28 | 0.50 | 0.26 | 0.48 | 0.30 | 0.32 | 0.37 | 0.57 | 0.78 | 0.30 | 0.33 | 0.55 | 0.55 | 0.34 | 0.72 | 0.48 | 0.62 | 0.27 | 0.29 | 0.58 |
| META | 0.18 | 0.23 | 0.40 | 0.37 | 0.55 | 0.39 | 0.43 | 0.42 | 0.29 | 0.51 | 0.26 | 0.29 | 0.41 | 0.42 | 0.28 | 1.00 | 0.34 | 0.63 | 0.32 | 0.48 | 0.54 | 0.46 | 0.37 | 0.33 | 0.56 | 0.65 | 0.35 | 0.35 | 0.50 | 0.36 | 0.42 | 0.33 | 0.55 | 0.63 | 0.37 |
| TDG | 0.31 | 0.43 | 0.29 | 0.28 | 0.28 | 0.37 | 0.31 | 0.33 | 0.47 | 0.33 | 0.48 | 0.43 | 0.52 | 0.36 | 0.50 | 0.34 | 1.00 | 0.34 | 0.51 | 0.38 | 0.35 | 0.43 | 0.51 | 0.51 | 0.36 | 0.38 | 0.54 | 0.53 | 0.43 | 0.57 | 0.48 | 0.53 | 0.39 | 0.37 | 0.56 |
| AMZN | 0.14 | 0.15 | 0.51 | 0.44 | 0.58 | 0.40 | 0.46 | 0.50 | 0.25 | 0.56 | 0.25 | 0.29 | 0.41 | 0.44 | 0.26 | 0.63 | 0.34 | 1.00 | 0.28 | 0.52 | 0.60 | 0.43 | 0.35 | 0.32 | 0.60 | 0.67 | 0.32 | 0.33 | 0.51 | 0.35 | 0.42 | 0.32 | 0.61 | 0.70 | 0.35 |
| PWR | 0.28 | 0.38 | 0.27 | 0.28 | 0.24 | 0.37 | 0.33 | 0.33 | 0.48 | 0.34 | 0.58 | 0.52 | 0.44 | 0.38 | 0.48 | 0.32 | 0.51 | 0.28 | 1.00 | 0.43 | 0.35 | 0.40 | 0.52 | 0.51 | 0.39 | 0.34 | 0.58 | 0.60 | 0.43 | 0.50 | 0.52 | 0.63 | 0.41 | 0.34 | 0.66 |
| ANET | 0.21 | 0.26 | 0.49 | 0.37 | 0.40 | 0.41 | 0.43 | 0.51 | 0.32 | 0.52 | 0.34 | 0.38 | 0.38 | 0.47 | 0.30 | 0.48 | 0.38 | 0.52 | 0.43 | 1.00 | 0.49 | 0.43 | 0.40 | 0.36 | 0.58 | 0.51 | 0.38 | 0.41 | 0.50 | 0.39 | 0.43 | 0.41 | 0.61 | 0.59 | 0.49 |
| AAPL | 0.22 | 0.23 | 0.38 | 0.46 | 0.49 | 0.37 | 0.47 | 0.45 | 0.29 | 0.52 | 0.29 | 0.37 | 0.38 | 0.45 | 0.32 | 0.54 | 0.35 | 0.60 | 0.35 | 0.49 | 1.00 | 0.48 | 0.40 | 0.37 | 0.57 | 0.62 | 0.37 | 0.37 | 0.54 | 0.37 | 0.47 | 0.37 | 0.57 | 0.68 | 0.39 |
| SPGI | 0.32 | 0.37 | 0.36 | 0.33 | 0.36 | 0.37 | 0.48 | 0.41 | 0.38 | 0.42 | 0.33 | 0.44 | 0.37 | 0.46 | 0.37 | 0.46 | 0.43 | 0.43 | 0.40 | 0.43 | 0.48 | 1.00 | 0.51 | 0.43 | 0.46 | 0.49 | 0.46 | 0.44 | 0.57 | 0.45 | 0.54 | 0.44 | 0.57 | 0.56 | 0.46 |
| CBRE | 0.27 | 0.38 | 0.25 | 0.31 | 0.25 | 0.35 | 0.32 | 0.30 | 0.56 | 0.34 | 0.51 | 0.49 | 0.49 | 0.40 | 0.57 | 0.37 | 0.51 | 0.35 | 0.52 | 0.40 | 0.40 | 0.51 | 1.00 | 0.61 | 0.35 | 0.41 | 0.58 | 0.55 | 0.45 | 0.60 | 0.54 | 0.59 | 0.41 | 0.40 | 0.57 |
| GS | 0.31 | 0.35 | 0.22 | 0.30 | 0.25 | 0.34 | 0.29 | 0.28 | 0.70 | 0.33 | 0.61 | 0.49 | 0.49 | 0.41 | 0.78 | 0.33 | 0.51 | 0.32 | 0.51 | 0.36 | 0.37 | 0.43 | 0.61 | 1.00 | 0.37 | 0.38 | 0.57 | 0.57 | 0.39 | 0.68 | 0.50 | 0.62 | 0.35 | 0.34 | 0.59 |
| NVDA | 0.13 | 0.17 | 0.50 | 0.44 | 0.52 | 0.44 | 0.44 | 0.50 | 0.30 | 0.73 | 0.31 | 0.31 | 0.42 | 0.46 | 0.30 | 0.56 | 0.36 | 0.60 | 0.39 | 0.58 | 0.57 | 0.46 | 0.35 | 0.37 | 1.00 | 0.56 | 0.37 | 0.38 | 0.53 | 0.36 | 0.43 | 0.36 | 0.67 | 0.66 | 0.44 |
| GOOGL | 0.19 | 0.24 | 0.39 | 0.41 | 0.48 | 0.37 | 0.44 | 0.46 | 0.32 | 0.53 | 0.31 | 0.32 | 0.45 | 0.45 | 0.33 | 0.65 | 0.38 | 0.67 | 0.34 | 0.51 | 0.62 | 0.49 | 0.41 | 0.38 | 0.56 | 1.00 | 0.38 | 0.39 | 0.54 | 0.42 | 0.48 | 0.41 | 0.58 | 0.73 | 0.40 |
| JCI | 0.33 | 0.40 | 0.20 | 0.26 | 0.25 | 0.36 | 0.35 | 0.28 | 0.53 | 0.33 | 0.58 | 0.56 | 0.47 | 0.41 | 0.55 | 0.35 | 0.54 | 0.32 | 0.58 | 0.38 | 0.37 | 0.46 | 0.58 | 0.57 | 0.37 | 0.38 | 1.00 | 0.63 | 0.43 | 0.57 | 0.54 | 0.66 | 0.38 | 0.37 | 0.72 |
| IR | 0.27 | 0.35 | 0.28 | 0.30 | 0.27 | 0.35 | 0.29 | 0.32 | 0.54 | 0.38 | 0.63 | 0.56 | 0.49 | 0.38 | 0.55 | 0.35 | 0.53 | 0.33 | 0.60 | 0.41 | 0.37 | 0.44 | 0.55 | 0.57 | 0.38 | 0.39 | 0.63 | 1.00 | 0.40 | 0.56 | 0.50 | 0.70 | 0.41 | 0.38 | 0.72 |
| ISRG | 0.26 | 0.34 | 0.41 | 0.37 | 0.45 | 0.42 | 0.50 | 0.47 | 0.33 | 0.47 | 0.33 | 0.37 | 0.44 | 0.47 | 0.34 | 0.50 | 0.43 | 0.51 | 0.43 | 0.50 | 0.54 | 0.57 | 0.45 | 0.39 | 0.53 | 0.54 | 0.43 | 0.40 | 1.00 | 0.41 | 0.51 | 0.43 | 0.61 | 0.61 | 0.48 |
| AXP | 0.36 | 0.41 | 0.24 | 0.31 | 0.27 | 0.32 | 0.31 | 0.32 | 0.64 | 0.33 | 0.59 | 0.47 | 0.54 | 0.41 | 0.72 | 0.36 | 0.57 | 0.35 | 0.50 | 0.39 | 0.37 | 0.45 | 0.60 | 0.68 | 0.36 | 0.42 | 0.57 | 0.56 | 0.41 | 1.00 | 0.51 | 0.60 | 0.37 | 0.38 | 0.58 |
| GRMN | 0.30 | 0.38 | 0.28 | 0.33 | 0.36 | 0.40 | 0.42 | 0.39 | 0.46 | 0.40 | 0.46 | 0.46 | 0.40 | 0.45 | 0.48 | 0.42 | 0.48 | 0.42 | 0.52 | 0.43 | 0.47 | 0.54 | 0.54 | 0.50 | 0.43 | 0.48 | 0.54 | 0.50 | 0.51 | 0.51 | 1.00 | 0.53 | 0.51 | 0.49 | 0.55 |
| EMR | 0.31 | 0.41 | 0.20 | 0.24 | 0.23 | 0.32 | 0.32 | 0.27 | 0.60 | 0.34 | 0.73 | 0.61 | 0.48 | 0.42 | 0.62 | 0.33 | 0.53 | 0.32 | 0.63 | 0.41 | 0.37 | 0.44 | 0.59 | 0.62 | 0.36 | 0.41 | 0.66 | 0.70 | 0.43 | 0.60 | 0.53 | 1.00 | 0.39 | 0.37 | 0.75 |
| CDNS | 0.20 | 0.25 | 0.54 | 0.42 | 0.52 | 0.46 | 0.50 | 0.55 | 0.26 | 0.61 | 0.29 | 0.38 | 0.40 | 0.52 | 0.27 | 0.55 | 0.39 | 0.61 | 0.41 | 0.61 | 0.57 | 0.57 | 0.41 | 0.35 | 0.67 | 0.58 | 0.38 | 0.41 | 0.61 | 0.37 | 0.51 | 0.39 | 1.00 | 0.70 | 0.45 |
| MSFT | 0.23 | 0.27 | 0.48 | 0.43 | 0.53 | 0.40 | 0.52 | 0.51 | 0.28 | 0.58 | 0.27 | 0.36 | 0.40 | 0.55 | 0.29 | 0.63 | 0.37 | 0.70 | 0.34 | 0.59 | 0.68 | 0.56 | 0.40 | 0.34 | 0.66 | 0.73 | 0.37 | 0.38 | 0.61 | 0.38 | 0.49 | 0.37 | 0.70 | 1.00 | 0.43 |
| ETN | 0.32 | 0.41 | 0.25 | 0.26 | 0.25 | 0.36 | 0.36 | 0.32 | 0.56 | 0.36 | 0.66 | 0.62 | 0.48 | 0.46 | 0.58 | 0.37 | 0.56 | 0.35 | 0.66 | 0.49 | 0.39 | 0.46 | 0.57 | 0.59 | 0.44 | 0.40 | 0.72 | 0.72 | 0.48 | 0.58 | 0.55 | 0.75 | 0.45 | 0.43 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 13 июн. 2019 г.