APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min wei...
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Последнее обновление 31 авг. 2024 г.
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight 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
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 17 нояб. 2011 г., начальной даты APTV
Доходность по периодам
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight на 31 авг. 2024 г. показал доходность в 9.63% с начала года и доходность в 15.02% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight | 9.63% | 1.85% | 3.55% | 18.04% | 17.02% | 15.05% |
| Активы портфеля: | ||||||
INTC | -55.55% | -23.65% | -49.18% | -38.79% | -11.95% | -1.77% |
ADBE Adobe Inc | -3.72% | 5.12% | 0.61% | 1.99% | 15.11% | 23.06% |
IBM | 27.06% | 7.51% | 9.42% | 42.05% | 14.62% | 5.42% |
ROP | 2.12% | 1.84% | 1.45% | 11.60% | 9.24% | 14.70% |
CSCO Cisco Systems, Inc. | 2.51% | 6.65% | 6.18% | -9.81% | 4.76% | 10.71% |
KLAC | 41.82% | 8.57% | 14.64% | 63.05% | 42.77% | 32.13% |
AAPL Apple Inc | 19.39% | 4.99% | 27.78% | 21.49% | 35.37% | 26.48% |
MCHP | -7.46% | -2.08% | -4.60% | 1.94% | 15.61% | 15.21% |
HPQ HP Inc. | 22.25% | 2.87% | 25.08% | 23.33% | 18.46% | 11.13% |
META | 47.58% | 4.74% | 3.89% | 76.25% | 23.02% | 21.33% |
GOOGL Alphabet Inc. | 17.09% | -4.32% | 19.27% | 20.57% | 22.44% | 18.73% |
HST Host Hotels & Resorts, Inc. | -7.15% | 5.67% | -13.71% | 18.18% | 5.01% | 1.15% |
APTV Aptiv PLC | -20.27% | -2.19% | -9.51% | -31.54% | -2.88% | 2.73% |
LOW | 13.30% | 2.96% | 2.54% | 9.09% | 19.41% | 18.88% |
DHI D.R. Horton, Inc. | 24.93% | 5.42% | 23.86% | 58.35% | 32.10% | 25.93% |
MET | 19.98% | 3.07% | 12.89% | 24.47% | 15.85% | 7.41% |
MA | 13.83% | 4.53% | 1.70% | 16.99% | 12.07% | 21.12% |
JPM | 34.49% | 8.10% | 22.71% | 56.96% | 18.86% | 17.42% |
AMP Ameriprise Financial, Inc. | 19.60% | 7.83% | 10.26% | 33.25% | 30.86% | 16.14% |
DIS The Walt Disney Company | 0.56% | -2.87% | -18.90% | 11.58% | -7.77% | 0.85% |
VZ | 16.39% | 2.28% | 7.34% | 28.56% | -1.20% | 3.27% |
STZ | 0.75% | -1.48% | -2.92% | -5.78% | 4.87% | 12.16% |
CVX Chevron Corporation | 2.42% | -1.97% | -1.11% | -6.05% | 9.44% | 5.90% |
VLO | 15.28% | -6.21% | 3.80% | 13.10% | 19.34% | 15.18% |
DRI Darden Restaurants, Inc. | -1.17% | 8.81% | -5.96% | 5.36% | 8.46% | 17.39% |
REGN | 34.89% | 8.37% | 20.54% | 42.45% | 32.56% | 12.62% |
LKQ | -11.19% | 4.33% | -18.35% | -19.20% | 11.10% | 4.44% |
URI | 30.20% | 3.70% | 6.30% | 52.52% | 46.50% | 20.45% |
TRV | 20.87% | 7.55% | 5.22% | 43.54% | 11.73% | 11.76% |
PWR | 27.58% | 7.94% | 14.29% | 29.76% | 52.54% | 22.41% |
MCK | 21.62% | -10.70% | 6.95% | 36.74% | 33.39% | 12.05% |
BAC Bank of America Corporation | 22.62% | 3.16% | 19.35% | 43.60% | 10.92% | 11.97% |
TSN | 22.72% | 6.65% | 22.86% | 26.75% | -4.42% | 7.81% |
DHR Danaher Corporation | 16.66% | -4.08% | 5.48% | 14.91% | 16.91% | 24.07% |
WAB | 34.15% | 8.34% | 19.64% | 50.23% | 20.41% | 7.88% |
UNP | 5.96% | 5.31% | 2.35% | 18.41% | 12.04% | 11.63% |
COP ConocoPhillips Company | -0.63% | 5.55% | 0.78% | -4.61% | 21.14% | 6.81% |
TMO | 16.03% | -1.08% | 6.86% | 10.68% | 16.77% | 17.79% |
MRK | 9.99% | 4.07% | -5.55% | 10.71% | 10.83% | 10.81% |
SYK | 20.92% | 8.18% | 2.51% | 28.00% | 11.56% | 17.19% |
CMI Cummins Inc. | 32.99% | 2.82% | 17.14% | 35.66% | 19.08% | 11.15% |
TGT | 10.27% | 5.31% | 0.38% | 26.41% | 10.00% | 12.96% |
PFE | 5.29% | -5.35% | 12.31% | -14.14% | 1.19% | 4.38% |
CVS CVS Health Corporation | -25.31% | -4.65% | -20.85% | -9.42% | 1.73% | -0.77% |
CE Celanese Corporation | -14.74% | -5.05% | -14.08% | 3.39% | 5.16% | 9.91% |
CF CF Industries Holdings, Inc. | 6.57% | 10.30% | 2.03% | 7.50% | 14.33% | 8.00% |
WBA | -62.80% | -19.81% | -55.32% | -57.55% | -25.33% | -14.07% |
PEG | 34.37% | 1.25% | 32.01% | 38.38% | 9.72% | 12.10% |
DTE DTE Energy Company | 15.50% | 1.33% | 17.80% | 26.91% | 6.04% | 10.21% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight, 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 | 0.57% | 4.32% | 4.44% | -6.27% | 3.25% | -0.21% | 3.00% | 9.63% | |||||
| 2023 | 6.44% | -2.51% | 2.18% | -0.12% | -2.09% | 7.59% | 5.15% | -2.50% | -3.75% | -2.70% | 8.80% | 6.49% | 24.10% |
| 2022 | -3.43% | -2.72% | 3.95% | -5.65% | 2.48% | -10.18% | 8.00% | -3.48% | -9.10% | 10.73% | 7.24% | -5.18% | -9.52% |
| 2021 | 0.07% | 6.65% | 6.22% | 3.78% | 1.25% | 0.66% | 1.04% | 3.18% | -2.96% | 5.46% | -1.02% | 6.15% | 34.44% |
| 2020 | -2.54% | -8.77% | -14.98% | 15.28% | 6.83% | 0.63% | 4.01% | 6.23% | -3.01% | -2.31% | 15.61% | 3.13% | 16.94% |
| 2019 | 9.91% | 4.09% | 1.20% | 4.77% | -8.12% | 8.23% | 2.12% | -2.32% | 3.67% | 1.13% | 5.37% | 2.51% | 36.25% |
| 2018 | 5.15% | -3.74% | -1.39% | 0.64% | 3.23% | -0.60% | 3.61% | 3.23% | 0.17% | -8.14% | 2.77% | -9.23% | -5.37% |
| 2017 | 3.01% | 4.25% | 0.88% | 0.81% | 1.03% | 0.53% | 2.23% | 0.58% | 4.37% | 3.84% | 2.85% | 1.96% | 29.63% |
| 2016 | -7.27% | 0.40% | 8.59% | 0.34% | 1.50% | -1.51% | 5.97% | 1.32% | 0.47% | -2.02% | 5.37% | 1.73% | 14.90% |
| 2015 | -3.17% | 6.43% | -1.36% | 0.64% | 2.36% | -1.42% | 1.37% | -5.61% | -2.36% | 8.13% | 1.10% | -1.86% | 3.48% |
| 2014 | -1.67% | 5.70% | 1.00% | 0.20% | 2.57% | 2.07% | -0.77% | 4.23% | -1.28% | 2.50% | 4.16% | 0.09% | 20.15% |
| 2013 | 6.60% | 2.31% | 4.06% | 2.25% | 3.01% | -1.98% | 6.60% | -2.40% | 5.21% | 4.82% | 3.24% | 3.98% | 44.32% |
Комиссия
Комиссия APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight 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 APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight среди портфелей на нашем сайте составляет 30, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
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.
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
INTC | -0.72 | -0.76 | 0.88 | -0.51 | -1.26 |
ADBE Adobe Inc | 0.16 | 0.45 | 1.06 | 0.15 | 0.36 |
IBM | 2.02 | 2.88 | 1.42 | 2.56 | 6.22 |
ROP | 0.64 | 0.89 | 1.13 | 1.03 | 2.96 |
CSCO Cisco Systems, Inc. | -0.41 | -0.41 | 0.94 | -0.34 | -0.61 |
KLAC | 1.72 | 2.23 | 1.30 | 3.00 | 9.61 |
AAPL Apple Inc | 1.01 | 1.56 | 1.19 | 1.36 | 2.99 |
MCHP | 0.07 | 0.34 | 1.04 | 0.08 | 0.26 |
HPQ HP Inc. | 0.96 | 1.71 | 1.21 | 0.84 | 3.79 |
META | 2.10 | 2.98 | 1.40 | 3.14 | 12.75 |
GOOGL Alphabet Inc. | 0.74 | 1.12 | 1.16 | 1.10 | 3.15 |
HST Host Hotels & Resorts, Inc. | 0.71 | 1.10 | 1.13 | 0.68 | 1.80 |
APTV Aptiv PLC | -0.80 | -1.03 | 0.87 | -0.47 | -1.22 |
LOW | 0.44 | 0.79 | 1.10 | 0.38 | 0.95 |
DHI D.R. Horton, Inc. | 1.79 | 2.44 | 1.33 | 2.60 | 7.16 |
MET | 1.35 | 1.74 | 1.24 | 1.22 | 5.91 |
MA | 1.07 | 1.44 | 1.21 | 1.39 | 3.23 |
JPM | 3.05 | 3.52 | 1.55 | 3.45 | 19.44 |
AMP Ameriprise Financial, Inc. | 1.78 | 2.39 | 1.31 | 2.51 | 8.37 |
DIS The Walt Disney Company | 0.30 | 0.63 | 1.08 | 0.13 | 0.64 |
VZ | 1.33 | 2.07 | 1.27 | 0.71 | 6.65 |
STZ | -0.33 | -0.33 | 0.96 | -0.39 | -0.88 |
CVX Chevron Corporation | -0.18 | -0.10 | 0.99 | -0.16 | -0.39 |
VLO | 0.53 | 0.91 | 1.11 | 0.68 | 1.21 |
DRI Darden Restaurants, Inc. | 0.21 | 0.44 | 1.05 | 0.20 | 0.43 |
REGN | 2.43 | 3.52 | 1.41 | 3.78 | 12.12 |
LKQ | -0.70 | -0.74 | 0.88 | -0.61 | -1.39 |
URI | 1.54 | 2.27 | 1.27 | 3.03 | 7.56 |
TRV | 2.15 | 2.61 | 1.43 | 2.59 | 8.80 |
PWR | 0.93 | 1.53 | 1.19 | 1.27 | 3.37 |
MCK | 1.66 | 1.92 | 1.33 | 2.40 | 8.83 |
BAC Bank of America Corporation | 1.88 | 2.74 | 1.33 | 0.95 | 8.24 |
TSN | 1.08 | 1.62 | 1.20 | 0.45 | 3.33 |
DHR Danaher Corporation | 0.67 | 1.15 | 1.14 | 0.42 | 2.36 |
WAB | 2.39 | 3.33 | 1.46 | 2.97 | 11.28 |
UNP | 0.98 | 1.56 | 1.17 | 0.70 | 2.95 |
COP ConocoPhillips Company | -0.09 | 0.03 | 1.00 | -0.09 | -0.17 |
TMO | 0.49 | 0.82 | 1.10 | 0.29 | 1.25 |
MRK | 0.52 | 0.80 | 1.12 | 0.63 | 1.86 |
SYK | 1.26 | 1.78 | 1.24 | 1.62 | 4.68 |
CMI Cummins Inc. | 1.67 | 2.39 | 1.29 | 2.11 | 7.68 |
TGT | 0.71 | 1.48 | 1.18 | 0.42 | 2.28 |
PFE | -0.58 | -0.70 | 0.92 | -0.26 | -0.82 |
CVS CVS Health Corporation | -0.36 | -0.28 | 0.96 | -0.23 | -0.67 |
CE Celanese Corporation | 0.24 | 0.52 | 1.06 | 0.20 | 0.54 |
CF CF Industries Holdings, Inc. | 0.38 | 0.76 | 1.09 | 0.28 | 1.15 |
WBA | -1.32 | -2.18 | 0.72 | -0.71 | -1.91 |
PEG | 1.96 | 2.65 | 1.34 | 1.57 | 8.95 |
DTE DTE Energy Company | 1.20 | 1.75 | 1.22 | 0.82 | 5.22 |
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight за предыдущие двенадцать месяцев составила 2.12%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight | 2.12% | 2.06% | 2.07% | 1.61% | 1.94% | 1.89% | 2.17% | 1.77% | 2.54% | 1.94% | 2.27% | 1.52% |
| Активы портфеля: | ||||||||||||
INTC | 2.27% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
ADBE Adobe 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% |
IBM | 3.29% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
ROP | 0.53% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% | 0.36% |
CSCO Cisco Systems, Inc. | 3.13% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
KLAC | 0.71% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MCHP | 2.18% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% |
HPQ HP Inc. | 3.01% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
META | 0.19% | 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. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HST Host Hotels & Resorts, Inc. | 5.81% | 4.59% | 3.24% | 0.00% | 1.33% | 4.46% | 4.95% | 4.15% | 4.36% | 5.03% | 3.04% | 2.28% |
APTV Aptiv PLC | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.93% | 1.43% | 1.15% | 1.72% | 1.17% | 1.38% | 1.13% |
LOW | 1.79% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
DHI D.R. Horton, Inc. | 0.64% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
MET | 2.75% | 3.12% | 2.74% | 3.04% | 3.88% | 3.41% | 4.04% | 0.80% | 0.01% | 0.01% | 0.01% | 0.01% |
MA | 0.53% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
JPM | 1.96% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
AMP Ameriprise Financial, Inc. | 1.26% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% |
DIS The Walt Disney Company | 0.83% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
VZ | 6.37% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
STZ | 1.58% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% | 0.00% |
CVX Chevron Corporation | 4.33% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
VLO | 2.88% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.30% |
DRI Darden Restaurants, Inc. | 3.37% | 3.07% | 3.34% | 2.29% | 0.99% | 2.99% | 2.76% | 2.48% | 2.92% | 0.08% | 0.09% | 0.10% |
REGN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LKQ | 2.89% | 2.35% | 1.92% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URI | 0.86% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRV | 1.78% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
PWR | 0.13% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCK | 0.46% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
BAC Bank of America Corporation | 1.77% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
TSN | 3.05% | 3.59% | 2.99% | 2.06% | 2.65% | 2.11% | 2.39% | 1.48% | 1.09% | 0.84% | 0.81% | 0.67% |
DHR Danaher Corporation | 0.39% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% | 0.13% |
WAB | 0.45% | 0.54% | 0.60% | 0.52% | 0.66% | 0.62% | 0.68% | 0.54% | 0.43% | 0.39% | 0.23% | 0.18% |
UNP | 2.05% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
COP ConocoPhillips Company | 2.41% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
TMO | 0.24% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
MRK | 2.57% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
SYK | 0.87% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% |
CMI Cummins Inc. | 2.19% | 2.71% | 2.49% | 2.57% | 2.33% | 2.74% | 3.32% | 2.38% | 2.93% | 3.99% | 1.95% | 1.60% |
TGT | 2.88% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
PFE | 5.76% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
CVS CVS Health Corporation | 4.54% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
CE Celanese Corporation | 2.14% | 1.80% | 2.68% | 1.62% | 1.91% | 1.95% | 2.31% | 1.62% | 1.75% | 1.71% | 1.55% | 0.95% |
CF CF Industries Holdings, Inc. | 2.29% | 2.01% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% | 1.83% | 0.94% |
WBA | 13.30% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
PEG | 2.90% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% | 3.57% | 4.49% |
DTE DTE Energy Company | 3.21% | 3.52% | 3.07% | 2.98% | 3.39% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% | 3.11% | 3.89% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight показал максимальную просадку в 36.94%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 108 торговых сессий.
Текущая просадка APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight составляет 0.34%.
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 |
|---|---|---|---|---|---|---|
| -36.94% | 13 февр. 2020 г. | 27 | 23 мар. 2020 г. | 108 | 25 авг. 2020 г. | 135 |
| -20.58% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 188 | 3 июл. 2023 г. | 374 |
| -20.28% | 21 сент. 2018 г. | 65 | 24 дек. 2018 г. | 66 | 1 апр. 2019 г. | 131 |
| -15.88% | 2 дек. 2015 г. | 49 | 11 февр. 2016 г. | 45 | 18 апр. 2016 г. | 94 |
| -12.25% | 24 июн. 2015 г. | 44 | 25 авг. 2015 г. | 49 | 3 нояб. 2015 г. | 93 |
Волатильность
График волатильности
Текущая волатильность APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight составляет 5.95%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| DTE | PEG | REGN | VZ | MRK | TSN | CF | META | PFE | MCK | TGT | VLO | DRI | STZ | DHI | AAPL | COP | CVS | WBA | ADBE | GOOGL | CVX | TRV | INTC | LOW | KLAC | TMO | HST | DIS | DHR | SYK | HPQ | PWR | LKQ | APTV | MCHP | IBM | CSCO | CMI | ROP | WAB | MA | UNP | CE | URI | BAC | JPM | MET | AMP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DTE | 1.00 | 0.73 | 0.15 | 0.39 | 0.28 | 0.32 | 0.14 | 0.12 | 0.30 | 0.22 | 0.22 | 0.19 | 0.24 | 0.32 | 0.24 | 0.14 | 0.20 | 0.29 | 0.28 | 0.16 | 0.19 | 0.26 | 0.38 | 0.18 | 0.24 | 0.12 | 0.24 | 0.27 | 0.25 | 0.27 | 0.35 | 0.18 | 0.22 | 0.25 | 0.18 | 0.15 | 0.30 | 0.25 | 0.22 | 0.29 | 0.24 | 0.25 | 0.31 | 0.23 | 0.18 | 0.17 | 0.22 | 0.24 | 0.25 |
| PEG | 0.73 | 1.00 | 0.14 | 0.37 | 0.29 | 0.30 | 0.13 | 0.12 | 0.27 | 0.23 | 0.25 | 0.18 | 0.24 | 0.31 | 0.23 | 0.16 | 0.21 | 0.28 | 0.26 | 0.18 | 0.20 | 0.25 | 0.35 | 0.21 | 0.26 | 0.15 | 0.25 | 0.28 | 0.26 | 0.29 | 0.34 | 0.21 | 0.25 | 0.26 | 0.19 | 0.18 | 0.30 | 0.27 | 0.25 | 0.30 | 0.26 | 0.26 | 0.30 | 0.23 | 0.20 | 0.20 | 0.24 | 0.25 | 0.27 |
| REGN | 0.15 | 0.14 | 1.00 | 0.18 | 0.36 | 0.17 | 0.18 | 0.31 | 0.36 | 0.32 | 0.21 | 0.17 | 0.16 | 0.24 | 0.24 | 0.29 | 0.17 | 0.27 | 0.27 | 0.36 | 0.34 | 0.18 | 0.23 | 0.25 | 0.29 | 0.29 | 0.40 | 0.21 | 0.24 | 0.36 | 0.32 | 0.24 | 0.24 | 0.25 | 0.23 | 0.28 | 0.27 | 0.32 | 0.23 | 0.30 | 0.24 | 0.31 | 0.25 | 0.24 | 0.26 | 0.24 | 0.22 | 0.23 | 0.30 |
| VZ | 0.39 | 0.37 | 0.18 | 1.00 | 0.36 | 0.32 | 0.17 | 0.13 | 0.34 | 0.25 | 0.27 | 0.20 | 0.24 | 0.28 | 0.23 | 0.17 | 0.23 | 0.36 | 0.33 | 0.17 | 0.20 | 0.30 | 0.37 | 0.24 | 0.27 | 0.16 | 0.28 | 0.26 | 0.31 | 0.30 | 0.31 | 0.26 | 0.22 | 0.26 | 0.22 | 0.20 | 0.40 | 0.32 | 0.27 | 0.29 | 0.25 | 0.26 | 0.30 | 0.27 | 0.24 | 0.28 | 0.32 | 0.31 | 0.31 |
| MRK | 0.28 | 0.29 | 0.36 | 0.36 | 1.00 | 0.23 | 0.18 | 0.19 | 0.52 | 0.40 | 0.22 | 0.20 | 0.19 | 0.26 | 0.20 | 0.20 | 0.24 | 0.36 | 0.30 | 0.25 | 0.25 | 0.29 | 0.36 | 0.23 | 0.24 | 0.20 | 0.42 | 0.22 | 0.24 | 0.38 | 0.38 | 0.22 | 0.22 | 0.23 | 0.19 | 0.19 | 0.34 | 0.32 | 0.26 | 0.35 | 0.25 | 0.32 | 0.29 | 0.24 | 0.21 | 0.25 | 0.30 | 0.28 | 0.32 |
| TSN | 0.32 | 0.30 | 0.17 | 0.32 | 0.23 | 1.00 | 0.22 | 0.15 | 0.26 | 0.22 | 0.28 | 0.25 | 0.27 | 0.33 | 0.25 | 0.18 | 0.24 | 0.31 | 0.32 | 0.21 | 0.20 | 0.30 | 0.33 | 0.26 | 0.31 | 0.23 | 0.26 | 0.32 | 0.29 | 0.26 | 0.29 | 0.28 | 0.26 | 0.31 | 0.28 | 0.26 | 0.33 | 0.29 | 0.31 | 0.28 | 0.29 | 0.27 | 0.28 | 0.34 | 0.28 | 0.31 | 0.32 | 0.35 | 0.35 |
| CF | 0.14 | 0.13 | 0.18 | 0.17 | 0.18 | 0.22 | 1.00 | 0.17 | 0.20 | 0.24 | 0.20 | 0.39 | 0.24 | 0.24 | 0.21 | 0.20 | 0.45 | 0.26 | 0.25 | 0.20 | 0.21 | 0.42 | 0.27 | 0.24 | 0.24 | 0.24 | 0.22 | 0.33 | 0.28 | 0.23 | 0.23 | 0.33 | 0.36 | 0.31 | 0.33 | 0.30 | 0.32 | 0.31 | 0.36 | 0.26 | 0.36 | 0.25 | 0.36 | 0.41 | 0.40 | 0.38 | 0.35 | 0.40 | 0.39 |
| META | 0.12 | 0.12 | 0.31 | 0.13 | 0.19 | 0.15 | 0.17 | 1.00 | 0.20 | 0.21 | 0.20 | 0.19 | 0.23 | 0.27 | 0.30 | 0.45 | 0.16 | 0.17 | 0.22 | 0.52 | 0.60 | 0.19 | 0.19 | 0.39 | 0.30 | 0.42 | 0.36 | 0.28 | 0.35 | 0.35 | 0.35 | 0.31 | 0.29 | 0.29 | 0.34 | 0.40 | 0.26 | 0.35 | 0.26 | 0.34 | 0.28 | 0.43 | 0.25 | 0.29 | 0.31 | 0.29 | 0.30 | 0.26 | 0.34 |
| PFE | 0.30 | 0.27 | 0.36 | 0.34 | 0.52 | 0.26 | 0.20 | 0.20 | 1.00 | 0.36 | 0.24 | 0.22 | 0.22 | 0.28 | 0.21 | 0.24 | 0.24 | 0.43 | 0.38 | 0.28 | 0.28 | 0.29 | 0.34 | 0.28 | 0.27 | 0.23 | 0.43 | 0.25 | 0.28 | 0.43 | 0.37 | 0.28 | 0.24 | 0.24 | 0.26 | 0.25 | 0.36 | 0.37 | 0.29 | 0.34 | 0.28 | 0.33 | 0.32 | 0.29 | 0.25 | 0.30 | 0.34 | 0.33 | 0.34 |
| MCK | 0.22 | 0.23 | 0.32 | 0.25 | 0.40 | 0.22 | 0.24 | 0.21 | 0.36 | 1.00 | 0.25 | 0.27 | 0.25 | 0.30 | 0.25 | 0.22 | 0.27 | 0.49 | 0.38 | 0.25 | 0.27 | 0.29 | 0.34 | 0.24 | 0.29 | 0.24 | 0.34 | 0.27 | 0.28 | 0.32 | 0.37 | 0.30 | 0.30 | 0.31 | 0.26 | 0.23 | 0.37 | 0.32 | 0.30 | 0.33 | 0.34 | 0.32 | 0.33 | 0.29 | 0.31 | 0.32 | 0.35 | 0.37 | 0.40 |
| TGT | 0.22 | 0.25 | 0.21 | 0.27 | 0.22 | 0.28 | 0.20 | 0.20 | 0.24 | 0.25 | 1.00 | 0.22 | 0.33 | 0.29 | 0.32 | 0.25 | 0.24 | 0.33 | 0.37 | 0.29 | 0.27 | 0.29 | 0.30 | 0.31 | 0.46 | 0.29 | 0.32 | 0.32 | 0.33 | 0.32 | 0.28 | 0.32 | 0.33 | 0.40 | 0.35 | 0.32 | 0.32 | 0.33 | 0.34 | 0.33 | 0.33 | 0.31 | 0.34 | 0.32 | 0.34 | 0.35 | 0.34 | 0.36 | 0.38 |
| VLO | 0.19 | 0.18 | 0.17 | 0.20 | 0.20 | 0.25 | 0.39 | 0.19 | 0.22 | 0.27 | 0.22 | 1.00 | 0.28 | 0.28 | 0.24 | 0.21 | 0.53 | 0.28 | 0.28 | 0.23 | 0.28 | 0.56 | 0.33 | 0.30 | 0.26 | 0.29 | 0.22 | 0.37 | 0.32 | 0.21 | 0.27 | 0.35 | 0.37 | 0.34 | 0.37 | 0.32 | 0.36 | 0.32 | 0.39 | 0.29 | 0.39 | 0.33 | 0.37 | 0.41 | 0.42 | 0.44 | 0.43 | 0.45 | 0.45 |
| DRI | 0.24 | 0.24 | 0.16 | 0.24 | 0.19 | 0.27 | 0.24 | 0.23 | 0.22 | 0.25 | 0.33 | 0.28 | 1.00 | 0.32 | 0.33 | 0.26 | 0.24 | 0.29 | 0.30 | 0.29 | 0.30 | 0.26 | 0.35 | 0.30 | 0.38 | 0.30 | 0.26 | 0.42 | 0.40 | 0.27 | 0.37 | 0.35 | 0.33 | 0.42 | 0.38 | 0.35 | 0.36 | 0.34 | 0.34 | 0.33 | 0.39 | 0.37 | 0.36 | 0.35 | 0.36 | 0.37 | 0.39 | 0.40 | 0.43 |
| STZ | 0.32 | 0.31 | 0.24 | 0.28 | 0.26 | 0.33 | 0.24 | 0.27 | 0.28 | 0.30 | 0.29 | 0.28 | 0.32 | 1.00 | 0.32 | 0.30 | 0.25 | 0.36 | 0.34 | 0.33 | 0.33 | 0.29 | 0.37 | 0.30 | 0.35 | 0.31 | 0.32 | 0.33 | 0.35 | 0.34 | 0.38 | 0.30 | 0.33 | 0.37 | 0.35 | 0.31 | 0.35 | 0.34 | 0.32 | 0.37 | 0.35 | 0.39 | 0.34 | 0.34 | 0.34 | 0.33 | 0.35 | 0.36 | 0.40 |
| DHI | 0.24 | 0.23 | 0.24 | 0.23 | 0.20 | 0.25 | 0.21 | 0.30 | 0.21 | 0.25 | 0.32 | 0.24 | 0.33 | 0.32 | 1.00 | 0.32 | 0.22 | 0.26 | 0.28 | 0.35 | 0.35 | 0.25 | 0.32 | 0.34 | 0.51 | 0.38 | 0.37 | 0.35 | 0.35 | 0.37 | 0.36 | 0.33 | 0.42 | 0.41 | 0.39 | 0.38 | 0.32 | 0.32 | 0.36 | 0.39 | 0.36 | 0.37 | 0.36 | 0.38 | 0.42 | 0.31 | 0.32 | 0.34 | 0.41 |
| AAPL | 0.14 | 0.16 | 0.29 | 0.17 | 0.20 | 0.18 | 0.20 | 0.45 | 0.24 | 0.22 | 0.25 | 0.21 | 0.26 | 0.30 | 0.32 | 1.00 | 0.23 | 0.24 | 0.28 | 0.50 | 0.54 | 0.25 | 0.25 | 0.45 | 0.35 | 0.49 | 0.40 | 0.30 | 0.35 | 0.40 | 0.37 | 0.40 | 0.33 | 0.33 | 0.37 | 0.48 | 0.35 | 0.46 | 0.32 | 0.40 | 0.31 | 0.46 | 0.34 | 0.34 | 0.35 | 0.31 | 0.33 | 0.31 | 0.39 |
| COP | 0.20 | 0.21 | 0.17 | 0.23 | 0.24 | 0.24 | 0.45 | 0.16 | 0.24 | 0.27 | 0.24 | 0.53 | 0.24 | 0.25 | 0.22 | 0.23 | 1.00 | 0.29 | 0.29 | 0.23 | 0.25 | 0.78 | 0.35 | 0.31 | 0.26 | 0.26 | 0.23 | 0.39 | 0.32 | 0.24 | 0.26 | 0.37 | 0.42 | 0.35 | 0.37 | 0.32 | 0.37 | 0.33 | 0.43 | 0.32 | 0.42 | 0.32 | 0.42 | 0.46 | 0.46 | 0.45 | 0.45 | 0.48 | 0.47 |
| CVS | 0.29 | 0.28 | 0.27 | 0.36 | 0.36 | 0.31 | 0.26 | 0.17 | 0.43 | 0.49 | 0.33 | 0.28 | 0.29 | 0.36 | 0.26 | 0.24 | 0.29 | 1.00 | 0.56 | 0.22 | 0.27 | 0.33 | 0.41 | 0.26 | 0.36 | 0.23 | 0.34 | 0.34 | 0.35 | 0.35 | 0.37 | 0.31 | 0.30 | 0.35 | 0.31 | 0.27 | 0.39 | 0.36 | 0.34 | 0.33 | 0.35 | 0.33 | 0.36 | 0.33 | 0.31 | 0.40 | 0.41 | 0.42 | 0.41 |
| WBA | 0.28 | 0.26 | 0.27 | 0.33 | 0.30 | 0.32 | 0.25 | 0.22 | 0.38 | 0.38 | 0.37 | 0.28 | 0.30 | 0.34 | 0.28 | 0.28 | 0.29 | 0.56 | 1.00 | 0.27 | 0.30 | 0.34 | 0.36 | 0.33 | 0.36 | 0.30 | 0.34 | 0.36 | 0.37 | 0.32 | 0.34 | 0.35 | 0.32 | 0.38 | 0.36 | 0.34 | 0.40 | 0.39 | 0.38 | 0.34 | 0.39 | 0.32 | 0.38 | 0.37 | 0.36 | 0.38 | 0.39 | 0.41 | 0.42 |
| ADBE | 0.16 | 0.18 | 0.36 | 0.17 | 0.25 | 0.21 | 0.20 | 0.52 | 0.28 | 0.25 | 0.29 | 0.23 | 0.29 | 0.33 | 0.35 | 0.50 | 0.23 | 0.22 | 0.27 | 1.00 | 0.60 | 0.24 | 0.26 | 0.48 | 0.40 | 0.54 | 0.50 | 0.31 | 0.41 | 0.48 | 0.46 | 0.40 | 0.35 | 0.34 | 0.40 | 0.52 | 0.38 | 0.50 | 0.31 | 0.49 | 0.34 | 0.57 | 0.36 | 0.35 | 0.37 | 0.32 | 0.32 | 0.32 | 0.42 |
| GOOGL | 0.19 | 0.20 | 0.34 | 0.20 | 0.25 | 0.20 | 0.21 | 0.60 | 0.28 | 0.27 | 0.27 | 0.28 | 0.30 | 0.33 | 0.35 | 0.54 | 0.25 | 0.27 | 0.30 | 0.60 | 1.00 | 0.28 | 0.27 | 0.45 | 0.38 | 0.48 | 0.45 | 0.33 | 0.42 | 0.44 | 0.43 | 0.37 | 0.34 | 0.38 | 0.42 | 0.48 | 0.39 | 0.46 | 0.32 | 0.45 | 0.34 | 0.54 | 0.35 | 0.35 | 0.36 | 0.36 | 0.37 | 0.35 | 0.43 |
| CVX | 0.26 | 0.25 | 0.18 | 0.30 | 0.29 | 0.30 | 0.42 | 0.19 | 0.29 | 0.29 | 0.29 | 0.56 | 0.26 | 0.29 | 0.25 | 0.25 | 0.78 | 0.33 | 0.34 | 0.24 | 0.28 | 1.00 | 0.42 | 0.35 | 0.29 | 0.31 | 0.27 | 0.40 | 0.35 | 0.29 | 0.31 | 0.40 | 0.44 | 0.38 | 0.39 | 0.35 | 0.43 | 0.38 | 0.45 | 0.36 | 0.43 | 0.36 | 0.45 | 0.48 | 0.47 | 0.47 | 0.49 | 0.51 | 0.50 |
| TRV | 0.38 | 0.35 | 0.23 | 0.37 | 0.36 | 0.33 | 0.27 | 0.19 | 0.34 | 0.34 | 0.30 | 0.33 | 0.35 | 0.37 | 0.32 | 0.25 | 0.35 | 0.41 | 0.36 | 0.26 | 0.27 | 0.42 | 1.00 | 0.30 | 0.37 | 0.27 | 0.34 | 0.38 | 0.39 | 0.35 | 0.40 | 0.35 | 0.37 | 0.41 | 0.34 | 0.28 | 0.46 | 0.38 | 0.43 | 0.43 | 0.41 | 0.39 | 0.44 | 0.41 | 0.38 | 0.50 | 0.55 | 0.57 | 0.54 |
| INTC | 0.18 | 0.21 | 0.25 | 0.24 | 0.23 | 0.26 | 0.24 | 0.39 | 0.28 | 0.24 | 0.31 | 0.30 | 0.30 | 0.30 | 0.34 | 0.45 | 0.31 | 0.26 | 0.33 | 0.48 | 0.45 | 0.35 | 0.30 | 1.00 | 0.36 | 0.59 | 0.42 | 0.38 | 0.40 | 0.40 | 0.42 | 0.49 | 0.38 | 0.37 | 0.44 | 0.64 | 0.45 | 0.52 | 0.39 | 0.42 | 0.38 | 0.45 | 0.39 | 0.43 | 0.40 | 0.40 | 0.41 | 0.39 | 0.45 |
| LOW | 0.24 | 0.26 | 0.29 | 0.27 | 0.24 | 0.31 | 0.24 | 0.30 | 0.27 | 0.29 | 0.46 | 0.26 | 0.38 | 0.35 | 0.51 | 0.35 | 0.26 | 0.36 | 0.36 | 0.40 | 0.38 | 0.29 | 0.37 | 0.36 | 1.00 | 0.40 | 0.41 | 0.37 | 0.40 | 0.42 | 0.38 | 0.38 | 0.43 | 0.47 | 0.44 | 0.42 | 0.39 | 0.43 | 0.41 | 0.45 | 0.42 | 0.43 | 0.44 | 0.41 | 0.46 | 0.41 | 0.41 | 0.41 | 0.48 |
| KLAC | 0.12 | 0.15 | 0.29 | 0.16 | 0.20 | 0.23 | 0.24 | 0.42 | 0.23 | 0.24 | 0.29 | 0.29 | 0.30 | 0.31 | 0.38 | 0.49 | 0.26 | 0.23 | 0.30 | 0.54 | 0.48 | 0.31 | 0.27 | 0.59 | 0.40 | 1.00 | 0.44 | 0.39 | 0.39 | 0.44 | 0.41 | 0.48 | 0.44 | 0.40 | 0.47 | 0.72 | 0.41 | 0.48 | 0.43 | 0.45 | 0.42 | 0.49 | 0.40 | 0.43 | 0.46 | 0.38 | 0.40 | 0.39 | 0.50 |
| TMO | 0.24 | 0.25 | 0.40 | 0.28 | 0.42 | 0.26 | 0.22 | 0.36 | 0.43 | 0.34 | 0.32 | 0.22 | 0.26 | 0.32 | 0.37 | 0.40 | 0.23 | 0.34 | 0.34 | 0.50 | 0.45 | 0.27 | 0.34 | 0.42 | 0.41 | 0.44 | 1.00 | 0.31 | 0.37 | 0.72 | 0.53 | 0.37 | 0.37 | 0.36 | 0.40 | 0.45 | 0.39 | 0.47 | 0.38 | 0.53 | 0.36 | 0.49 | 0.42 | 0.39 | 0.37 | 0.36 | 0.38 | 0.39 | 0.45 |
| HST | 0.27 | 0.28 | 0.21 | 0.26 | 0.22 | 0.32 | 0.33 | 0.28 | 0.25 | 0.27 | 0.32 | 0.37 | 0.42 | 0.33 | 0.35 | 0.30 | 0.39 | 0.34 | 0.36 | 0.31 | 0.33 | 0.40 | 0.38 | 0.38 | 0.37 | 0.39 | 0.31 | 1.00 | 0.46 | 0.32 | 0.38 | 0.43 | 0.44 | 0.49 | 0.47 | 0.42 | 0.40 | 0.40 | 0.46 | 0.38 | 0.50 | 0.41 | 0.45 | 0.49 | 0.50 | 0.49 | 0.49 | 0.50 | 0.54 |
| DIS | 0.25 | 0.26 | 0.24 | 0.31 | 0.24 | 0.29 | 0.28 | 0.35 | 0.28 | 0.28 | 0.33 | 0.32 | 0.40 | 0.35 | 0.35 | 0.35 | 0.32 | 0.35 | 0.37 | 0.41 | 0.42 | 0.35 | 0.39 | 0.40 | 0.40 | 0.39 | 0.37 | 0.46 | 1.00 | 0.39 | 0.42 | 0.39 | 0.38 | 0.45 | 0.47 | 0.41 | 0.40 | 0.45 | 0.41 | 0.42 | 0.43 | 0.48 | 0.41 | 0.43 | 0.45 | 0.46 | 0.47 | 0.46 | 0.52 |
| DHR | 0.27 | 0.29 | 0.36 | 0.30 | 0.38 | 0.26 | 0.23 | 0.35 | 0.43 | 0.32 | 0.32 | 0.21 | 0.27 | 0.34 | 0.37 | 0.40 | 0.24 | 0.35 | 0.32 | 0.48 | 0.44 | 0.29 | 0.35 | 0.40 | 0.42 | 0.44 | 0.72 | 0.32 | 0.39 | 1.00 | 0.52 | 0.37 | 0.39 | 0.37 | 0.40 | 0.46 | 0.39 | 0.46 | 0.40 | 0.56 | 0.39 | 0.50 | 0.43 | 0.41 | 0.38 | 0.36 | 0.38 | 0.38 | 0.45 |
| SYK | 0.35 | 0.34 | 0.32 | 0.31 | 0.38 | 0.29 | 0.23 | 0.35 | 0.37 | 0.37 | 0.28 | 0.27 | 0.37 | 0.38 | 0.36 | 0.37 | 0.26 | 0.37 | 0.34 | 0.46 | 0.43 | 0.31 | 0.40 | 0.42 | 0.38 | 0.41 | 0.53 | 0.38 | 0.42 | 0.52 | 1.00 | 0.39 | 0.38 | 0.38 | 0.38 | 0.42 | 0.41 | 0.45 | 0.36 | 0.48 | 0.40 | 0.52 | 0.42 | 0.37 | 0.37 | 0.36 | 0.40 | 0.39 | 0.46 |
| HPQ | 0.18 | 0.21 | 0.24 | 0.26 | 0.22 | 0.28 | 0.33 | 0.31 | 0.28 | 0.30 | 0.32 | 0.35 | 0.35 | 0.30 | 0.33 | 0.40 | 0.37 | 0.31 | 0.35 | 0.40 | 0.37 | 0.40 | 0.35 | 0.49 | 0.38 | 0.48 | 0.37 | 0.43 | 0.39 | 0.37 | 0.39 | 1.00 | 0.44 | 0.41 | 0.47 | 0.53 | 0.51 | 0.51 | 0.47 | 0.41 | 0.44 | 0.44 | 0.42 | 0.48 | 0.47 | 0.47 | 0.46 | 0.48 | 0.53 |
| PWR | 0.22 | 0.25 | 0.24 | 0.22 | 0.22 | 0.26 | 0.36 | 0.29 | 0.24 | 0.30 | 0.33 | 0.37 | 0.33 | 0.33 | 0.42 | 0.33 | 0.42 | 0.30 | 0.32 | 0.35 | 0.34 | 0.44 | 0.37 | 0.38 | 0.43 | 0.44 | 0.37 | 0.44 | 0.38 | 0.39 | 0.38 | 0.44 | 1.00 | 0.49 | 0.49 | 0.47 | 0.42 | 0.40 | 0.53 | 0.47 | 0.56 | 0.40 | 0.50 | 0.51 | 0.61 | 0.48 | 0.49 | 0.51 | 0.56 |
| LKQ | 0.25 | 0.26 | 0.25 | 0.26 | 0.23 | 0.31 | 0.31 | 0.29 | 0.24 | 0.31 | 0.40 | 0.34 | 0.42 | 0.37 | 0.41 | 0.33 | 0.35 | 0.35 | 0.38 | 0.34 | 0.38 | 0.38 | 0.41 | 0.37 | 0.47 | 0.40 | 0.36 | 0.49 | 0.45 | 0.37 | 0.38 | 0.41 | 0.49 | 1.00 | 0.54 | 0.45 | 0.43 | 0.42 | 0.50 | 0.45 | 0.52 | 0.43 | 0.48 | 0.51 | 0.54 | 0.50 | 0.50 | 0.54 | 0.56 |
| APTV | 0.18 | 0.19 | 0.23 | 0.22 | 0.19 | 0.28 | 0.33 | 0.34 | 0.26 | 0.26 | 0.35 | 0.37 | 0.38 | 0.35 | 0.39 | 0.37 | 0.37 | 0.31 | 0.36 | 0.40 | 0.42 | 0.39 | 0.34 | 0.44 | 0.44 | 0.47 | 0.40 | 0.47 | 0.47 | 0.40 | 0.38 | 0.47 | 0.49 | 0.54 | 1.00 | 0.53 | 0.42 | 0.43 | 0.52 | 0.42 | 0.50 | 0.45 | 0.48 | 0.53 | 0.55 | 0.51 | 0.49 | 0.51 | 0.56 |
| MCHP | 0.15 | 0.18 | 0.28 | 0.20 | 0.19 | 0.26 | 0.30 | 0.40 | 0.25 | 0.23 | 0.32 | 0.32 | 0.35 | 0.31 | 0.38 | 0.48 | 0.32 | 0.27 | 0.34 | 0.52 | 0.48 | 0.35 | 0.28 | 0.64 | 0.42 | 0.72 | 0.45 | 0.42 | 0.41 | 0.46 | 0.42 | 0.53 | 0.47 | 0.45 | 0.53 | 1.00 | 0.44 | 0.51 | 0.46 | 0.47 | 0.45 | 0.49 | 0.44 | 0.50 | 0.51 | 0.44 | 0.44 | 0.44 | 0.53 |
| IBM | 0.30 | 0.30 | 0.27 | 0.40 | 0.34 | 0.33 | 0.32 | 0.26 | 0.36 | 0.37 | 0.32 | 0.36 | 0.36 | 0.35 | 0.32 | 0.35 | 0.37 | 0.39 | 0.40 | 0.38 | 0.39 | 0.43 | 0.46 | 0.45 | 0.39 | 0.41 | 0.39 | 0.40 | 0.40 | 0.39 | 0.41 | 0.51 | 0.42 | 0.43 | 0.42 | 0.44 | 1.00 | 0.53 | 0.48 | 0.48 | 0.45 | 0.48 | 0.47 | 0.47 | 0.45 | 0.46 | 0.49 | 0.51 | 0.53 |
| CSCO | 0.25 | 0.27 | 0.32 | 0.32 | 0.32 | 0.29 | 0.31 | 0.35 | 0.37 | 0.32 | 0.33 | 0.32 | 0.34 | 0.34 | 0.32 | 0.46 | 0.33 | 0.36 | 0.39 | 0.50 | 0.46 | 0.38 | 0.38 | 0.52 | 0.43 | 0.48 | 0.47 | 0.40 | 0.45 | 0.46 | 0.45 | 0.51 | 0.40 | 0.42 | 0.43 | 0.51 | 0.53 | 1.00 | 0.43 | 0.50 | 0.41 | 0.50 | 0.46 | 0.43 | 0.41 | 0.44 | 0.46 | 0.46 | 0.51 |
| CMI | 0.22 | 0.25 | 0.23 | 0.27 | 0.26 | 0.31 | 0.36 | 0.26 | 0.29 | 0.30 | 0.34 | 0.39 | 0.34 | 0.32 | 0.36 | 0.32 | 0.43 | 0.34 | 0.38 | 0.31 | 0.32 | 0.45 | 0.43 | 0.39 | 0.41 | 0.43 | 0.38 | 0.46 | 0.41 | 0.40 | 0.36 | 0.47 | 0.53 | 0.50 | 0.52 | 0.46 | 0.48 | 0.43 | 1.00 | 0.48 | 0.59 | 0.42 | 0.53 | 0.59 | 0.62 | 0.53 | 0.54 | 0.59 | 0.59 |
| ROP | 0.29 | 0.30 | 0.30 | 0.29 | 0.35 | 0.28 | 0.26 | 0.34 | 0.34 | 0.33 | 0.33 | 0.29 | 0.33 | 0.37 | 0.39 | 0.40 | 0.32 | 0.33 | 0.34 | 0.49 | 0.45 | 0.36 | 0.43 | 0.42 | 0.45 | 0.45 | 0.53 | 0.38 | 0.42 | 0.56 | 0.48 | 0.41 | 0.47 | 0.45 | 0.42 | 0.47 | 0.48 | 0.50 | 0.48 | 1.00 | 0.49 | 0.53 | 0.52 | 0.46 | 0.46 | 0.41 | 0.46 | 0.45 | 0.52 |
| WAB | 0.24 | 0.26 | 0.24 | 0.25 | 0.25 | 0.29 | 0.36 | 0.28 | 0.28 | 0.34 | 0.33 | 0.39 | 0.39 | 0.35 | 0.36 | 0.31 | 0.42 | 0.35 | 0.39 | 0.34 | 0.34 | 0.43 | 0.41 | 0.38 | 0.42 | 0.42 | 0.36 | 0.50 | 0.43 | 0.39 | 0.40 | 0.44 | 0.56 | 0.52 | 0.50 | 0.45 | 0.45 | 0.41 | 0.59 | 0.49 | 1.00 | 0.44 | 0.55 | 0.55 | 0.61 | 0.53 | 0.54 | 0.56 | 0.58 |
| MA | 0.25 | 0.26 | 0.31 | 0.26 | 0.32 | 0.27 | 0.25 | 0.43 | 0.33 | 0.32 | 0.31 | 0.33 | 0.37 | 0.39 | 0.37 | 0.46 | 0.32 | 0.33 | 0.32 | 0.57 | 0.54 | 0.36 | 0.39 | 0.45 | 0.43 | 0.49 | 0.49 | 0.41 | 0.48 | 0.50 | 0.52 | 0.44 | 0.40 | 0.43 | 0.45 | 0.49 | 0.48 | 0.50 | 0.42 | 0.53 | 0.44 | 1.00 | 0.47 | 0.44 | 0.43 | 0.43 | 0.47 | 0.46 | 0.54 |
| UNP | 0.31 | 0.30 | 0.25 | 0.30 | 0.29 | 0.28 | 0.36 | 0.25 | 0.32 | 0.33 | 0.34 | 0.37 | 0.36 | 0.34 | 0.36 | 0.34 | 0.42 | 0.36 | 0.38 | 0.36 | 0.35 | 0.45 | 0.44 | 0.39 | 0.44 | 0.40 | 0.42 | 0.45 | 0.41 | 0.43 | 0.42 | 0.42 | 0.50 | 0.48 | 0.48 | 0.44 | 0.47 | 0.46 | 0.53 | 0.52 | 0.55 | 0.47 | 1.00 | 0.54 | 0.54 | 0.51 | 0.52 | 0.53 | 0.57 |
| CE | 0.23 | 0.23 | 0.24 | 0.27 | 0.24 | 0.34 | 0.41 | 0.29 | 0.29 | 0.29 | 0.32 | 0.41 | 0.35 | 0.34 | 0.38 | 0.34 | 0.46 | 0.33 | 0.37 | 0.35 | 0.35 | 0.48 | 0.41 | 0.43 | 0.41 | 0.43 | 0.39 | 0.49 | 0.43 | 0.41 | 0.37 | 0.48 | 0.51 | 0.51 | 0.53 | 0.50 | 0.47 | 0.43 | 0.59 | 0.46 | 0.55 | 0.44 | 0.54 | 1.00 | 0.59 | 0.55 | 0.54 | 0.58 | 0.60 |
| URI | 0.18 | 0.20 | 0.26 | 0.24 | 0.21 | 0.28 | 0.40 | 0.31 | 0.25 | 0.31 | 0.34 | 0.42 | 0.36 | 0.34 | 0.42 | 0.35 | 0.46 | 0.31 | 0.36 | 0.37 | 0.36 | 0.47 | 0.38 | 0.40 | 0.46 | 0.46 | 0.37 | 0.50 | 0.45 | 0.38 | 0.37 | 0.47 | 0.61 | 0.54 | 0.55 | 0.51 | 0.45 | 0.41 | 0.62 | 0.46 | 0.61 | 0.43 | 0.54 | 0.59 | 1.00 | 0.55 | 0.54 | 0.57 | 0.61 |
| BAC | 0.17 | 0.20 | 0.24 | 0.28 | 0.25 | 0.31 | 0.38 | 0.29 | 0.30 | 0.32 | 0.35 | 0.44 | 0.37 | 0.33 | 0.31 | 0.31 | 0.45 | 0.40 | 0.38 | 0.32 | 0.36 | 0.47 | 0.50 | 0.40 | 0.41 | 0.38 | 0.36 | 0.49 | 0.46 | 0.36 | 0.36 | 0.47 | 0.48 | 0.50 | 0.51 | 0.44 | 0.46 | 0.44 | 0.53 | 0.41 | 0.53 | 0.43 | 0.51 | 0.55 | 0.55 | 1.00 | 0.84 | 0.75 | 0.72 |
| JPM | 0.22 | 0.24 | 0.22 | 0.32 | 0.30 | 0.32 | 0.35 | 0.30 | 0.34 | 0.35 | 0.34 | 0.43 | 0.39 | 0.35 | 0.32 | 0.33 | 0.45 | 0.41 | 0.39 | 0.32 | 0.37 | 0.49 | 0.55 | 0.41 | 0.41 | 0.40 | 0.38 | 0.49 | 0.47 | 0.38 | 0.40 | 0.46 | 0.49 | 0.50 | 0.49 | 0.44 | 0.49 | 0.46 | 0.54 | 0.46 | 0.54 | 0.47 | 0.52 | 0.54 | 0.54 | 0.84 | 1.00 | 0.74 | 0.72 |
| MET | 0.24 | 0.25 | 0.23 | 0.31 | 0.28 | 0.35 | 0.40 | 0.26 | 0.33 | 0.37 | 0.36 | 0.45 | 0.40 | 0.36 | 0.34 | 0.31 | 0.48 | 0.42 | 0.41 | 0.32 | 0.35 | 0.51 | 0.57 | 0.39 | 0.41 | 0.39 | 0.39 | 0.50 | 0.46 | 0.38 | 0.39 | 0.48 | 0.51 | 0.54 | 0.51 | 0.44 | 0.51 | 0.46 | 0.59 | 0.45 | 0.56 | 0.46 | 0.53 | 0.58 | 0.57 | 0.75 | 0.74 | 1.00 | 0.76 |
| AMP | 0.25 | 0.27 | 0.30 | 0.31 | 0.32 | 0.35 | 0.39 | 0.34 | 0.34 | 0.40 | 0.38 | 0.45 | 0.43 | 0.40 | 0.41 | 0.39 | 0.47 | 0.41 | 0.42 | 0.42 | 0.43 | 0.50 | 0.54 | 0.45 | 0.48 | 0.50 | 0.45 | 0.54 | 0.52 | 0.45 | 0.46 | 0.53 | 0.56 | 0.56 | 0.56 | 0.53 | 0.53 | 0.51 | 0.59 | 0.52 | 0.58 | 0.54 | 0.57 | 0.60 | 0.61 | 0.72 | 0.72 | 0.76 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 21 мая 2012 г.