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 25 июл. 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 25 июл. 2024 г. показал доходность в 6.26% с начала года и доходность в 14.93% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight | 6.51% | 0.43% | 5.08% | 14.02% | 15.50% | 15.01% |
| Активы портфеля: | ||||||
INTC | -37.68% | 1.83% | -28.25% | -8.73% | -7.23% | 1.79% |
ADBE Adobe Inc | -10.80% | 0.66% | -13.32% | 3.54% | 11.34% | 22.15% |
IBM | 19.63% | 11.70% | 4.39% | 39.99% | 11.02% | 4.70% |
ROP | -0.37% | -2.86% | -1.33% | 10.73% | 8.74% | 14.63% |
CSCO Cisco Systems, Inc. | -4.18% | 1.67% | -7.88% | -8.00% | -0.48% | 9.67% |
KLAC | 31.78% | -6.21% | 27.81% | 59.69% | 42.51% | 32.37% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.18% | 25.95% |
MCHP | -4.75% | -5.57% | -1.18% | -4.03% | 13.43% | 16.20% |
HPQ HP Inc. | 22.49% | 3.31% | 22.85% | 14.13% | 14.71% | 11.80% |
META | 28.36% | -11.64% | 15.27% | 45.76% | 17.89% | 19.99% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.92% | 18.92% |
HST Host Hotels & Resorts, Inc. | -9.83% | -2.67% | -10.88% | 3.58% | 2.47% | 0.88% |
APTV Aptiv PLC | -24.40% | 0.43% | -21.16% | -37.91% | -3.68% | 2.53% |
LOW | 7.04% | 7.83% | 11.82% | 2.01% | 19.98% | 19.35% |
DHI D.R. Horton, Inc. | 14.11% | 23.08% | 23.43% | 37.10% | 32.59% | 24.90% |
MET | 15.70% | 5.82% | 7.94% | 24.86% | 12.15% | 7.64% |
MA | 1.17% | -4.89% | -1.76% | 9.54% | 9.40% | 19.71% |
JPM | 24.84% | 6.28% | 22.50% | 37.11% | 15.79% | 16.76% |
AMP Ameriprise Financial, Inc. | 17.10% | 1.80% | 13.64% | 28.64% | 26.61% | 16.44% |
DIS The Walt Disney Company | -0.74% | -12.29% | -6.02% | 5.33% | -8.98% | 1.26% |
VZ | 11.29% | -1.01% | -2.69% | 27.73% | -1.71% | 2.39% |
STZ | 3.94% | -4.48% | 0.71% | -6.47% | 5.65% | 12.61% |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.71% | 6.16% |
VLO | 22.53% | 2.23% | 15.50% | 29.01% | 18.36% | 16.69% |
DRI Darden Restaurants, Inc. | -11.32% | -5.78% | -10.22% | -13.63% | 5.28% | 16.30% |
REGN | 21.17% | -0.46% | 13.21% | 42.91% | 28.10% | 13.36% |
LKQ | -17.46% | -6.46% | -17.22% | -27.64% | 8.31% | 4.99% |
URI | 32.18% | 19.76% | 20.16% | 72.93% | 43.29% | 21.46% |
TRV | 10.88% | 1.70% | -0.10% | 22.21% | 9.38% | 11.20% |
PWR | 15.38% | -6.63% | 26.84% | 23.59% | 46.27% | 22.12% |
MCK | 28.97% | -0.64% | 23.04% | 47.66% | 34.92% | 12.95% |
BAC Bank of America Corporation | 25.42% | 6.87% | 26.32% | 34.34% | 8.95% | 12.80% |
TSN | 14.18% | 5.96% | 11.60% | 12.92% | -3.05% | 6.67% |
DHR Danaher Corporation | 17.00% | 6.62% | 16.17% | 19.90% | 16.98% | 24.58% |
WAB | 25.73% | -0.14% | 22.75% | 36.29% | 18.01% | 7.42% |
UNP | -3.14% | 5.25% | -1.03% | 3.68% | 8.57% | 11.44% |
COP ConocoPhillips Company | -3.72% | -2.27% | -0.42% | -2.08% | 17.55% | 5.98% |
TMO | 12.15% | 6.51% | 8.76% | 6.44% | 15.96% | 17.41% |
MRK | 16.86% | -4.30% | 5.45% | 22.74% | 13.54% | 11.84% |
SYK | 9.85% | -3.61% | 5.65% | 17.29% | 10.06% | 16.54% |
CMI Cummins Inc. | 19.66% | 0.53% | 19.13% | 12.52% | 13.17% | 10.07% |
TGT | 4.19% | -0.60% | 4.11% | 12.42% | 13.52% | 12.29% |
PFE | 6.51% | 8.53% | 9.97% | -14.15% | -2.23% | 4.48% |
CVS CVS Health Corporation | -23.47% | -2.17% | -17.96% | -19.24% | 4.14% | -0.20% |
CE Celanese Corporation | -11.08% | -1.13% | -5.46% | 11.05% | 6.47% | 10.86% |
CF CF Industries Holdings, Inc. | -6.30% | -3.56% | -3.87% | -7.65% | 11.58% | 6.71% |
WBA | -54.80% | -26.50% | -48.35% | -59.83% | -23.34% | -13.66% |
PEG | 23.54% | 1.55% | 30.99% | 21.60% | 8.22% | 11.12% |
DTE DTE Energy Company | 9.19% | 7.01% | 16.23% | 7.22% | 4.90% | 9.75% |
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% | 6.51% | ||||||
| 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% | 1.21% | 4.77% | -8.12% | 8.23% | 2.12% | -2.32% | 3.67% | 1.13% | 5.37% | 2.51% | 36.26% |
| 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% | 4.26% | 0.88% | 0.81% | 1.04% | 0.53% | 2.23% | 0.59% | 4.37% | 3.84% | 2.85% | 1.96% | 29.65% |
| 2016 | -7.27% | 0.41% | 8.59% | 0.34% | 1.50% | -1.51% | 5.97% | 1.33% | 0.47% | -2.02% | 5.38% | 1.73% | 14.93% |
| 2015 | -3.17% | 6.43% | -1.36% | 0.64% | 2.36% | -1.42% | 1.37% | -5.60% | -2.36% | 8.13% | 1.10% | -1.86% | 3.50% |
| 2014 | -1.67% | 5.71% | 1.00% | 0.20% | 2.58% | 2.07% | -0.77% | 4.24% | -1.28% | 2.50% | 4.16% | 0.09% | 20.18% |
| 2013 | 6.60% | 2.32% | 4.06% | 2.25% | 3.02% | -1.98% | 6.60% | -2.39% | 5.21% | 4.82% | 3.24% | 3.98% | 44.35% |
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 33, 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 | -0.22 | -0.04 | 0.99 | -0.16 | -0.38 |
ADBE Adobe Inc | 0.10 | 0.38 | 1.05 | 0.09 | 0.24 |
IBM | 2.01 | 2.89 | 1.42 | 2.48 | 6.07 |
ROP | 0.62 | 0.86 | 1.13 | 1.14 | 3.34 |
CSCO Cisco Systems, Inc. | -0.45 | -0.47 | 0.93 | -0.36 | -0.66 |
KLAC | 1.95 | 2.47 | 1.33 | 4.46 | 12.06 |
AAPL Apple Inc | 0.55 | 0.94 | 1.11 | 0.75 | 1.48 |
MCHP | -0.05 | 0.15 | 1.02 | -0.07 | -0.16 |
HPQ HP Inc. | 0.48 | 0.99 | 1.12 | 0.41 | 1.22 |
META | 1.41 | 2.20 | 1.28 | 2.02 | 7.91 |
GOOGL Alphabet Inc. | 1.07 | 1.52 | 1.22 | 1.60 | 6.22 |
HST Host Hotels & Resorts, Inc. | 0.17 | 0.41 | 1.05 | 0.17 | 0.44 |
APTV Aptiv PLC | -1.06 | -1.52 | 0.82 | -0.62 | -1.53 |
LOW | 0.11 | 0.32 | 1.04 | 0.09 | 0.22 |
DHI D.R. Horton, Inc. | 1.05 | 1.61 | 1.21 | 1.54 | 3.60 |
MET | 1.28 | 1.75 | 1.23 | 1.07 | 5.56 |
MA | 0.48 | 0.71 | 1.10 | 0.59 | 1.44 |
JPM | 2.05 | 2.54 | 1.38 | 2.21 | 7.80 |
AMP Ameriprise Financial, Inc. | 1.44 | 2.02 | 1.25 | 1.94 | 6.85 |
DIS The Walt Disney Company | 0.18 | 0.46 | 1.06 | 0.08 | 0.45 |
VZ | 1.12 | 1.81 | 1.23 | 0.60 | 5.67 |
STZ | -0.39 | -0.42 | 0.95 | -0.44 | -0.86 |
CVX Chevron Corporation | 0.09 | 0.25 | 1.03 | 0.08 | 0.20 |
VLO | 1.03 | 1.55 | 1.18 | 1.38 | 2.57 |
DRI Darden Restaurants, Inc. | -0.68 | -0.84 | 0.90 | -0.61 | -1.18 |
REGN | 2.58 | 3.81 | 1.44 | 3.85 | 12.99 |
LKQ | -1.08 | -1.32 | 0.79 | -0.94 | -2.07 |
URI | 1.97 | 2.79 | 1.33 | 3.81 | 9.66 |
TRV | 1.14 | 1.53 | 1.24 | 1.32 | 4.15 |
PWR | 0.72 | 1.25 | 1.16 | 0.93 | 2.56 |
MCK | 2.69 | 3.36 | 1.48 | 6.57 | 19.39 |
BAC Bank of America Corporation | 1.40 | 2.20 | 1.25 | 0.70 | 4.47 |
TSN | 0.61 | 1.00 | 1.12 | 0.26 | 1.67 |
DHR Danaher Corporation | 0.66 | 1.15 | 1.13 | 0.42 | 2.40 |
WAB | 1.97 | 2.93 | 1.39 | 2.44 | 7.29 |
UNP | 0.06 | 0.23 | 1.03 | 0.04 | 0.16 |
COP ConocoPhillips Company | -0.14 | -0.05 | 0.99 | -0.17 | -0.32 |
TMO | 0.18 | 0.40 | 1.05 | 0.11 | 0.44 |
MRK | 1.16 | 1.83 | 1.23 | 1.45 | 5.03 |
SYK | 0.67 | 1.07 | 1.14 | 0.85 | 2.60 |
CMI Cummins Inc. | 0.60 | 0.97 | 1.12 | 0.74 | 1.43 |
TGT | 0.38 | 0.92 | 1.11 | 0.21 | 1.12 |
PFE | -0.63 | -0.79 | 0.91 | -0.28 | -0.80 |
CVS CVS Health Corporation | -0.62 | -0.64 | 0.90 | -0.39 | -1.25 |
CE Celanese Corporation | 0.45 | 0.81 | 1.09 | 0.36 | 1.28 |
CF CF Industries Holdings, Inc. | -0.28 | -0.22 | 0.97 | -0.20 | -0.85 |
WBA | -1.34 | -2.23 | 0.71 | -0.71 | -1.82 |
PEG | 1.01 | 1.46 | 1.18 | 0.81 | 4.13 |
DTE DTE Energy Company | 0.29 | 0.56 | 1.07 | 0.20 | 0.83 |
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 2.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight | 2.14% | 2.06% | 2.07% | 1.61% | 1.94% | 1.89% | 2.17% | 1.81% | 2.60% | 2.05% | 2.38% | 1.62% |
| Активы портфеля: | ||||||||||||
INTC | 1.61% | 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 | 3.46% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
ROP | 0.54% | 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. | 3.34% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
KLAC | 0.74% | 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 | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MCHP | 2.06% | 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. | 3.00% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
META | 0.22% | 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. | 5.98% | 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 | 1.90% | 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. | 0.67% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
MET | 2.79% | 3.12% | 2.74% | 3.04% | 3.88% | 3.41% | 4.04% | 2.91% | 2.92% | 3.06% | 2.45% | 1.87% |
MA | 0.59% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
JPM | 2.11% | 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. | 1.25% | 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 | 0.84% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
VZ | 6.66% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
STZ | 1.48% | 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 | 3.99% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
VLO | 2.66% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.62% |
DRI Darden Restaurants, Inc. | 3.76% | 3.07% | 3.34% | 2.29% | 0.99% | 2.99% | 2.76% | 2.48% | 2.92% | 2.77% | 3.35% | 3.45% |
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 | 3.02% | 2.35% | 1.92% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URI | 0.82% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRV | 1.94% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
PWR | 0.14% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCK | 0.42% | 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 | 2.30% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
TSN | 3.23% | 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% | 0.29% | 0.37% | 0.50% | 0.70% | 0.68% | 36.54% | 0.87% | 0.47% | 0.13% |
WAB | 0.47% | 0.54% | 0.60% | 0.52% | 0.66% | 0.62% | 0.68% | 0.54% | 0.43% | 0.39% | 0.23% | 0.18% |
UNP | 2.21% | 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 | 2.40% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
TMO | 0.25% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
MRK | 2.42% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
SYK | 0.96% | 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. | 2.37% | 2.71% | 2.49% | 2.57% | 2.33% | 2.74% | 3.32% | 2.38% | 2.93% | 3.99% | 1.95% | 1.60% |
TGT | 3.01% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
PFE | 5.61% | 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 | 4.43% | 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 | 2.05% | 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. | 2.45% | 2.01% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% | 1.83% | 0.94% |
WBA | 12.68% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
PEG | 3.15% | 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 | 3.39% | 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 3.40%.
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 3.25%, 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 | CF | TSN | META | PFE | TGT | MCK | VLO | DRI | DHI | STZ | AAPL | COP | CVS | WBA | ADBE | GOOGL | CVX | TRV | INTC | LOW | KLAC | TMO | HST | DIS | DHR | SYK | HPQ | PWR | LKQ | MCHP | APTV | IBM | CSCO | ROP | CMI | WAB | MA | UNP | CE | URI | BAC | JPM | MET | AMP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DTE | 1.00 | 0.74 | 0.15 | 0.39 | 0.28 | 0.14 | 0.33 | 0.12 | 0.30 | 0.23 | 0.22 | 0.19 | 0.24 | 0.24 | 0.32 | 0.14 | 0.20 | 0.29 | 0.28 | 0.16 | 0.19 | 0.26 | 0.38 | 0.18 | 0.24 | 0.13 | 0.24 | 0.27 | 0.25 | 0.27 | 0.35 | 0.19 | 0.22 | 0.25 | 0.15 | 0.18 | 0.30 | 0.25 | 0.30 | 0.22 | 0.24 | 0.26 | 0.31 | 0.23 | 0.19 | 0.17 | 0.22 | 0.24 | 0.25 |
| PEG | 0.74 | 1.00 | 0.14 | 0.37 | 0.29 | 0.13 | 0.30 | 0.12 | 0.27 | 0.25 | 0.23 | 0.18 | 0.24 | 0.23 | 0.31 | 0.16 | 0.20 | 0.28 | 0.27 | 0.17 | 0.20 | 0.25 | 0.35 | 0.21 | 0.26 | 0.15 | 0.25 | 0.28 | 0.26 | 0.29 | 0.35 | 0.21 | 0.25 | 0.26 | 0.18 | 0.19 | 0.30 | 0.27 | 0.30 | 0.25 | 0.26 | 0.26 | 0.30 | 0.23 | 0.20 | 0.19 | 0.24 | 0.25 | 0.27 |
| REGN | 0.15 | 0.14 | 1.00 | 0.18 | 0.36 | 0.18 | 0.17 | 0.31 | 0.36 | 0.20 | 0.33 | 0.17 | 0.16 | 0.24 | 0.24 | 0.29 | 0.17 | 0.27 | 0.27 | 0.36 | 0.33 | 0.18 | 0.23 | 0.25 | 0.28 | 0.29 | 0.40 | 0.21 | 0.24 | 0.36 | 0.31 | 0.24 | 0.24 | 0.25 | 0.28 | 0.23 | 0.27 | 0.32 | 0.30 | 0.23 | 0.23 | 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 | 0.17 | 0.32 | 0.13 | 0.34 | 0.27 | 0.25 | 0.20 | 0.24 | 0.23 | 0.28 | 0.17 | 0.23 | 0.36 | 0.33 | 0.17 | 0.20 | 0.30 | 0.37 | 0.25 | 0.27 | 0.16 | 0.28 | 0.26 | 0.31 | 0.30 | 0.31 | 0.26 | 0.23 | 0.26 | 0.20 | 0.22 | 0.40 | 0.32 | 0.29 | 0.27 | 0.25 | 0.26 | 0.30 | 0.28 | 0.24 | 0.28 | 0.32 | 0.31 | 0.31 |
| MRK | 0.28 | 0.29 | 0.36 | 0.36 | 1.00 | 0.18 | 0.23 | 0.19 | 0.53 | 0.22 | 0.40 | 0.21 | 0.19 | 0.20 | 0.27 | 0.20 | 0.24 | 0.37 | 0.30 | 0.26 | 0.25 | 0.29 | 0.36 | 0.23 | 0.25 | 0.20 | 0.42 | 0.22 | 0.24 | 0.38 | 0.38 | 0.23 | 0.22 | 0.23 | 0.19 | 0.19 | 0.34 | 0.33 | 0.35 | 0.26 | 0.25 | 0.32 | 0.29 | 0.24 | 0.21 | 0.25 | 0.31 | 0.29 | 0.32 |
| CF | 0.14 | 0.13 | 0.18 | 0.17 | 0.18 | 1.00 | 0.22 | 0.17 | 0.20 | 0.20 | 0.24 | 0.39 | 0.24 | 0.21 | 0.24 | 0.20 | 0.45 | 0.26 | 0.25 | 0.19 | 0.21 | 0.42 | 0.27 | 0.24 | 0.24 | 0.24 | 0.21 | 0.33 | 0.28 | 0.23 | 0.23 | 0.33 | 0.36 | 0.31 | 0.30 | 0.33 | 0.32 | 0.31 | 0.26 | 0.36 | 0.36 | 0.25 | 0.36 | 0.41 | 0.40 | 0.38 | 0.35 | 0.40 | 0.39 |
| TSN | 0.33 | 0.30 | 0.17 | 0.32 | 0.23 | 0.22 | 1.00 | 0.15 | 0.26 | 0.28 | 0.23 | 0.26 | 0.27 | 0.25 | 0.33 | 0.18 | 0.25 | 0.32 | 0.32 | 0.21 | 0.20 | 0.30 | 0.33 | 0.26 | 0.30 | 0.23 | 0.26 | 0.33 | 0.30 | 0.26 | 0.29 | 0.28 | 0.26 | 0.31 | 0.26 | 0.29 | 0.33 | 0.30 | 0.28 | 0.31 | 0.29 | 0.27 | 0.28 | 0.35 | 0.28 | 0.31 | 0.32 | 0.35 | 0.35 |
| META | 0.12 | 0.12 | 0.31 | 0.13 | 0.19 | 0.17 | 0.15 | 1.00 | 0.20 | 0.20 | 0.21 | 0.19 | 0.23 | 0.30 | 0.26 | 0.45 | 0.17 | 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 | 0.28 | 0.29 | 0.39 | 0.34 | 0.26 | 0.35 | 0.34 | 0.26 | 0.28 | 0.43 | 0.25 | 0.29 | 0.31 | 0.29 | 0.30 | 0.26 | 0.35 |
| PFE | 0.30 | 0.27 | 0.36 | 0.34 | 0.53 | 0.20 | 0.26 | 0.20 | 1.00 | 0.24 | 0.36 | 0.22 | 0.21 | 0.21 | 0.29 | 0.24 | 0.24 | 0.43 | 0.37 | 0.28 | 0.29 | 0.28 | 0.34 | 0.28 | 0.27 | 0.23 | 0.43 | 0.25 | 0.28 | 0.43 | 0.37 | 0.28 | 0.24 | 0.24 | 0.25 | 0.25 | 0.37 | 0.37 | 0.34 | 0.29 | 0.28 | 0.33 | 0.32 | 0.29 | 0.25 | 0.31 | 0.34 | 0.33 | 0.34 |
| TGT | 0.23 | 0.25 | 0.20 | 0.27 | 0.22 | 0.20 | 0.28 | 0.20 | 0.24 | 1.00 | 0.26 | 0.22 | 0.33 | 0.32 | 0.29 | 0.25 | 0.24 | 0.33 | 0.37 | 0.29 | 0.27 | 0.28 | 0.30 | 0.31 | 0.46 | 0.29 | 0.32 | 0.31 | 0.33 | 0.32 | 0.28 | 0.32 | 0.33 | 0.39 | 0.31 | 0.35 | 0.32 | 0.33 | 0.33 | 0.34 | 0.33 | 0.31 | 0.34 | 0.31 | 0.34 | 0.35 | 0.34 | 0.36 | 0.38 |
| MCK | 0.22 | 0.23 | 0.33 | 0.25 | 0.40 | 0.24 | 0.23 | 0.21 | 0.36 | 0.26 | 1.00 | 0.27 | 0.25 | 0.25 | 0.31 | 0.22 | 0.28 | 0.50 | 0.39 | 0.25 | 0.28 | 0.30 | 0.35 | 0.25 | 0.29 | 0.25 | 0.35 | 0.28 | 0.29 | 0.33 | 0.38 | 0.30 | 0.31 | 0.32 | 0.23 | 0.26 | 0.37 | 0.32 | 0.34 | 0.30 | 0.35 | 0.32 | 0.33 | 0.30 | 0.32 | 0.33 | 0.35 | 0.37 | 0.41 |
| VLO | 0.19 | 0.18 | 0.17 | 0.20 | 0.21 | 0.39 | 0.26 | 0.19 | 0.22 | 0.22 | 0.27 | 1.00 | 0.28 | 0.24 | 0.28 | 0.21 | 0.53 | 0.28 | 0.28 | 0.22 | 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 | 0.32 | 0.37 | 0.36 | 0.32 | 0.29 | 0.39 | 0.39 | 0.33 | 0.37 | 0.41 | 0.42 | 0.43 | 0.43 | 0.45 | 0.45 |
| DRI | 0.24 | 0.24 | 0.16 | 0.24 | 0.19 | 0.24 | 0.27 | 0.23 | 0.21 | 0.33 | 0.25 | 0.28 | 1.00 | 0.33 | 0.32 | 0.26 | 0.24 | 0.29 | 0.29 | 0.29 | 0.30 | 0.26 | 0.35 | 0.30 | 0.37 | 0.30 | 0.26 | 0.41 | 0.40 | 0.27 | 0.37 | 0.35 | 0.33 | 0.42 | 0.35 | 0.38 | 0.35 | 0.34 | 0.33 | 0.34 | 0.39 | 0.37 | 0.36 | 0.35 | 0.36 | 0.38 | 0.39 | 0.40 | 0.43 |
| DHI | 0.24 | 0.23 | 0.24 | 0.23 | 0.20 | 0.21 | 0.25 | 0.30 | 0.21 | 0.32 | 0.25 | 0.24 | 0.33 | 1.00 | 0.31 | 0.32 | 0.22 | 0.25 | 0.28 | 0.35 | 0.34 | 0.25 | 0.32 | 0.33 | 0.51 | 0.37 | 0.37 | 0.35 | 0.35 | 0.37 | 0.36 | 0.33 | 0.42 | 0.40 | 0.38 | 0.39 | 0.32 | 0.32 | 0.39 | 0.36 | 0.36 | 0.37 | 0.35 | 0.38 | 0.42 | 0.31 | 0.32 | 0.34 | 0.41 |
| STZ | 0.32 | 0.31 | 0.24 | 0.28 | 0.27 | 0.24 | 0.33 | 0.26 | 0.29 | 0.29 | 0.31 | 0.28 | 0.32 | 0.31 | 1.00 | 0.30 | 0.25 | 0.36 | 0.34 | 0.33 | 0.33 | 0.29 | 0.37 | 0.30 | 0.35 | 0.30 | 0.32 | 0.33 | 0.35 | 0.34 | 0.38 | 0.30 | 0.33 | 0.37 | 0.31 | 0.35 | 0.35 | 0.34 | 0.37 | 0.32 | 0.35 | 0.40 | 0.34 | 0.34 | 0.34 | 0.33 | 0.35 | 0.36 | 0.40 |
| AAPL | 0.14 | 0.16 | 0.29 | 0.17 | 0.20 | 0.20 | 0.18 | 0.45 | 0.24 | 0.25 | 0.22 | 0.21 | 0.26 | 0.32 | 0.30 | 1.00 | 0.23 | 0.24 | 0.28 | 0.50 | 0.54 | 0.24 | 0.25 | 0.46 | 0.35 | 0.49 | 0.40 | 0.30 | 0.36 | 0.40 | 0.37 | 0.40 | 0.33 | 0.33 | 0.48 | 0.37 | 0.35 | 0.46 | 0.39 | 0.32 | 0.30 | 0.46 | 0.34 | 0.33 | 0.35 | 0.31 | 0.34 | 0.31 | 0.39 |
| COP | 0.20 | 0.20 | 0.17 | 0.23 | 0.24 | 0.45 | 0.25 | 0.17 | 0.24 | 0.24 | 0.28 | 0.53 | 0.24 | 0.22 | 0.25 | 0.23 | 1.00 | 0.29 | 0.29 | 0.23 | 0.25 | 0.78 | 0.35 | 0.31 | 0.26 | 0.27 | 0.23 | 0.39 | 0.32 | 0.24 | 0.26 | 0.37 | 0.42 | 0.35 | 0.32 | 0.37 | 0.37 | 0.33 | 0.32 | 0.43 | 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 | 0.37 | 0.26 | 0.32 | 0.17 | 0.43 | 0.33 | 0.50 | 0.28 | 0.29 | 0.25 | 0.36 | 0.24 | 0.29 | 1.00 | 0.55 | 0.21 | 0.27 | 0.33 | 0.41 | 0.26 | 0.36 | 0.23 | 0.34 | 0.34 | 0.35 | 0.35 | 0.37 | 0.32 | 0.30 | 0.35 | 0.26 | 0.31 | 0.39 | 0.36 | 0.33 | 0.34 | 0.36 | 0.33 | 0.36 | 0.33 | 0.31 | 0.40 | 0.41 | 0.42 | 0.41 |
| WBA | 0.28 | 0.27 | 0.27 | 0.33 | 0.30 | 0.25 | 0.32 | 0.22 | 0.37 | 0.37 | 0.39 | 0.28 | 0.29 | 0.28 | 0.34 | 0.28 | 0.29 | 0.55 | 1.00 | 0.27 | 0.29 | 0.34 | 0.36 | 0.33 | 0.36 | 0.30 | 0.34 | 0.36 | 0.36 | 0.32 | 0.34 | 0.35 | 0.32 | 0.38 | 0.34 | 0.36 | 0.40 | 0.38 | 0.34 | 0.38 | 0.39 | 0.33 | 0.38 | 0.37 | 0.36 | 0.38 | 0.39 | 0.41 | 0.42 |
| ADBE | 0.16 | 0.17 | 0.36 | 0.17 | 0.26 | 0.19 | 0.21 | 0.52 | 0.28 | 0.29 | 0.25 | 0.22 | 0.29 | 0.35 | 0.33 | 0.50 | 0.23 | 0.21 | 0.27 | 1.00 | 0.60 | 0.24 | 0.26 | 0.47 | 0.40 | 0.54 | 0.50 | 0.31 | 0.40 | 0.48 | 0.46 | 0.40 | 0.34 | 0.34 | 0.51 | 0.40 | 0.38 | 0.50 | 0.49 | 0.31 | 0.34 | 0.57 | 0.36 | 0.35 | 0.37 | 0.32 | 0.32 | 0.31 | 0.42 |
| GOOGL | 0.19 | 0.20 | 0.33 | 0.20 | 0.25 | 0.21 | 0.20 | 0.60 | 0.29 | 0.27 | 0.28 | 0.28 | 0.30 | 0.34 | 0.33 | 0.54 | 0.25 | 0.27 | 0.29 | 0.60 | 1.00 | 0.28 | 0.27 | 0.45 | 0.38 | 0.48 | 0.45 | 0.33 | 0.42 | 0.44 | 0.44 | 0.37 | 0.34 | 0.38 | 0.48 | 0.42 | 0.39 | 0.46 | 0.45 | 0.32 | 0.34 | 0.55 | 0.35 | 0.35 | 0.36 | 0.36 | 0.38 | 0.35 | 0.43 |
| CVX | 0.26 | 0.25 | 0.18 | 0.30 | 0.29 | 0.42 | 0.30 | 0.19 | 0.28 | 0.28 | 0.30 | 0.56 | 0.26 | 0.25 | 0.29 | 0.24 | 0.78 | 0.33 | 0.34 | 0.24 | 0.28 | 1.00 | 0.42 | 0.35 | 0.29 | 0.31 | 0.27 | 0.40 | 0.34 | 0.28 | 0.31 | 0.40 | 0.44 | 0.38 | 0.35 | 0.39 | 0.44 | 0.38 | 0.36 | 0.45 | 0.43 | 0.36 | 0.45 | 0.47 | 0.47 | 0.47 | 0.49 | 0.51 | 0.50 |
| TRV | 0.38 | 0.35 | 0.23 | 0.37 | 0.36 | 0.27 | 0.33 | 0.19 | 0.34 | 0.30 | 0.35 | 0.33 | 0.35 | 0.32 | 0.37 | 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 | 0.28 | 0.35 | 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 | 0.25 | 0.23 | 0.24 | 0.26 | 0.39 | 0.28 | 0.31 | 0.25 | 0.30 | 0.30 | 0.33 | 0.30 | 0.46 | 0.31 | 0.26 | 0.33 | 0.47 | 0.45 | 0.35 | 0.30 | 1.00 | 0.36 | 0.59 | 0.42 | 0.38 | 0.40 | 0.39 | 0.42 | 0.49 | 0.37 | 0.37 | 0.64 | 0.43 | 0.45 | 0.52 | 0.42 | 0.39 | 0.38 | 0.45 | 0.39 | 0.43 | 0.40 | 0.40 | 0.42 | 0.40 | 0.45 |
| LOW | 0.24 | 0.26 | 0.28 | 0.27 | 0.25 | 0.24 | 0.30 | 0.30 | 0.27 | 0.46 | 0.29 | 0.26 | 0.37 | 0.51 | 0.35 | 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 | 0.41 | 0.44 | 0.39 | 0.42 | 0.44 | 0.41 | 0.42 | 0.43 | 0.44 | 0.41 | 0.45 | 0.41 | 0.40 | 0.41 | 0.48 |
| KLAC | 0.13 | 0.15 | 0.29 | 0.16 | 0.20 | 0.24 | 0.23 | 0.42 | 0.23 | 0.29 | 0.25 | 0.29 | 0.30 | 0.37 | 0.30 | 0.49 | 0.27 | 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 | 0.72 | 0.47 | 0.41 | 0.48 | 0.45 | 0.43 | 0.42 | 0.50 | 0.40 | 0.43 | 0.46 | 0.39 | 0.40 | 0.39 | 0.50 |
| TMO | 0.24 | 0.25 | 0.40 | 0.28 | 0.42 | 0.21 | 0.26 | 0.36 | 0.43 | 0.32 | 0.35 | 0.22 | 0.26 | 0.37 | 0.32 | 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 | 0.45 | 0.40 | 0.39 | 0.47 | 0.53 | 0.38 | 0.36 | 0.49 | 0.41 | 0.39 | 0.37 | 0.36 | 0.38 | 0.39 | 0.45 |
| HST | 0.27 | 0.28 | 0.21 | 0.26 | 0.22 | 0.33 | 0.33 | 0.28 | 0.25 | 0.31 | 0.28 | 0.37 | 0.41 | 0.35 | 0.33 | 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 | 0.42 | 0.47 | 0.40 | 0.39 | 0.38 | 0.46 | 0.49 | 0.41 | 0.45 | 0.48 | 0.50 | 0.49 | 0.49 | 0.50 | 0.54 |
| DIS | 0.25 | 0.26 | 0.24 | 0.31 | 0.24 | 0.28 | 0.30 | 0.35 | 0.28 | 0.33 | 0.29 | 0.32 | 0.40 | 0.35 | 0.35 | 0.36 | 0.32 | 0.35 | 0.36 | 0.40 | 0.42 | 0.34 | 0.39 | 0.40 | 0.40 | 0.39 | 0.37 | 0.46 | 1.00 | 0.39 | 0.42 | 0.39 | 0.38 | 0.45 | 0.41 | 0.47 | 0.40 | 0.44 | 0.42 | 0.41 | 0.43 | 0.48 | 0.41 | 0.43 | 0.44 | 0.46 | 0.47 | 0.46 | 0.52 |
| DHR | 0.27 | 0.29 | 0.36 | 0.30 | 0.38 | 0.23 | 0.26 | 0.35 | 0.43 | 0.32 | 0.33 | 0.21 | 0.27 | 0.37 | 0.34 | 0.40 | 0.24 | 0.35 | 0.32 | 0.48 | 0.44 | 0.28 | 0.35 | 0.39 | 0.42 | 0.44 | 0.72 | 0.32 | 0.39 | 1.00 | 0.52 | 0.37 | 0.39 | 0.37 | 0.46 | 0.40 | 0.39 | 0.46 | 0.56 | 0.40 | 0.39 | 0.50 | 0.43 | 0.40 | 0.38 | 0.36 | 0.38 | 0.39 | 0.45 |
| SYK | 0.35 | 0.35 | 0.31 | 0.31 | 0.38 | 0.23 | 0.29 | 0.35 | 0.37 | 0.28 | 0.38 | 0.27 | 0.37 | 0.36 | 0.38 | 0.37 | 0.26 | 0.37 | 0.34 | 0.46 | 0.44 | 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 | 0.43 | 0.38 | 0.41 | 0.45 | 0.48 | 0.35 | 0.40 | 0.52 | 0.42 | 0.37 | 0.37 | 0.36 | 0.40 | 0.39 | 0.46 |
| HPQ | 0.19 | 0.21 | 0.24 | 0.26 | 0.23 | 0.33 | 0.28 | 0.31 | 0.28 | 0.32 | 0.30 | 0.35 | 0.35 | 0.33 | 0.30 | 0.40 | 0.37 | 0.32 | 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 | 0.53 | 0.47 | 0.51 | 0.51 | 0.41 | 0.47 | 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 | 0.23 | 0.22 | 0.36 | 0.26 | 0.28 | 0.24 | 0.33 | 0.31 | 0.37 | 0.33 | 0.42 | 0.33 | 0.33 | 0.42 | 0.30 | 0.32 | 0.34 | 0.34 | 0.44 | 0.37 | 0.37 | 0.43 | 0.44 | 0.37 | 0.44 | 0.38 | 0.39 | 0.38 | 0.44 | 1.00 | 0.49 | 0.47 | 0.49 | 0.42 | 0.40 | 0.46 | 0.53 | 0.55 | 0.40 | 0.50 | 0.51 | 0.60 | 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 | 0.39 | 0.32 | 0.34 | 0.42 | 0.40 | 0.37 | 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 | 0.45 | 0.54 | 0.43 | 0.41 | 0.45 | 0.50 | 0.52 | 0.43 | 0.48 | 0.51 | 0.53 | 0.50 | 0.50 | 0.54 | 0.56 |
| MCHP | 0.15 | 0.18 | 0.28 | 0.20 | 0.19 | 0.30 | 0.26 | 0.39 | 0.25 | 0.31 | 0.23 | 0.32 | 0.35 | 0.38 | 0.31 | 0.48 | 0.32 | 0.26 | 0.34 | 0.51 | 0.48 | 0.35 | 0.28 | 0.64 | 0.41 | 0.72 | 0.45 | 0.42 | 0.41 | 0.46 | 0.43 | 0.53 | 0.47 | 0.45 | 1.00 | 0.53 | 0.44 | 0.51 | 0.46 | 0.46 | 0.45 | 0.49 | 0.44 | 0.50 | 0.51 | 0.44 | 0.45 | 0.44 | 0.53 |
| APTV | 0.18 | 0.19 | 0.23 | 0.22 | 0.19 | 0.33 | 0.29 | 0.34 | 0.25 | 0.35 | 0.26 | 0.37 | 0.38 | 0.39 | 0.35 | 0.37 | 0.37 | 0.31 | 0.36 | 0.40 | 0.42 | 0.39 | 0.35 | 0.43 | 0.44 | 0.47 | 0.40 | 0.47 | 0.47 | 0.40 | 0.38 | 0.47 | 0.49 | 0.54 | 0.53 | 1.00 | 0.42 | 0.43 | 0.42 | 0.52 | 0.50 | 0.45 | 0.48 | 0.53 | 0.55 | 0.51 | 0.50 | 0.52 | 0.57 |
| IBM | 0.30 | 0.30 | 0.27 | 0.40 | 0.34 | 0.32 | 0.33 | 0.26 | 0.37 | 0.32 | 0.37 | 0.36 | 0.35 | 0.32 | 0.35 | 0.35 | 0.37 | 0.39 | 0.40 | 0.38 | 0.39 | 0.44 | 0.46 | 0.45 | 0.39 | 0.41 | 0.39 | 0.40 | 0.40 | 0.39 | 0.41 | 0.51 | 0.42 | 0.43 | 0.44 | 0.42 | 1.00 | 0.53 | 0.47 | 0.48 | 0.45 | 0.47 | 0.47 | 0.47 | 0.45 | 0.46 | 0.49 | 0.51 | 0.53 |
| CSCO | 0.25 | 0.27 | 0.32 | 0.32 | 0.33 | 0.31 | 0.30 | 0.35 | 0.37 | 0.33 | 0.32 | 0.32 | 0.34 | 0.32 | 0.34 | 0.46 | 0.33 | 0.36 | 0.38 | 0.50 | 0.46 | 0.38 | 0.38 | 0.52 | 0.42 | 0.48 | 0.47 | 0.39 | 0.44 | 0.46 | 0.45 | 0.51 | 0.40 | 0.41 | 0.51 | 0.43 | 0.53 | 1.00 | 0.50 | 0.42 | 0.41 | 0.50 | 0.46 | 0.43 | 0.41 | 0.44 | 0.46 | 0.46 | 0.51 |
| ROP | 0.30 | 0.30 | 0.30 | 0.29 | 0.35 | 0.26 | 0.28 | 0.34 | 0.34 | 0.33 | 0.34 | 0.29 | 0.33 | 0.39 | 0.37 | 0.39 | 0.32 | 0.33 | 0.34 | 0.49 | 0.45 | 0.36 | 0.43 | 0.42 | 0.44 | 0.45 | 0.53 | 0.38 | 0.42 | 0.56 | 0.48 | 0.41 | 0.46 | 0.45 | 0.46 | 0.42 | 0.47 | 0.50 | 1.00 | 0.48 | 0.49 | 0.53 | 0.52 | 0.46 | 0.46 | 0.41 | 0.46 | 0.45 | 0.52 |
| CMI | 0.22 | 0.25 | 0.23 | 0.27 | 0.26 | 0.36 | 0.31 | 0.26 | 0.29 | 0.34 | 0.30 | 0.39 | 0.34 | 0.36 | 0.32 | 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 | 0.35 | 0.47 | 0.53 | 0.50 | 0.46 | 0.52 | 0.48 | 0.42 | 0.48 | 1.00 | 0.59 | 0.42 | 0.53 | 0.59 | 0.62 | 0.53 | 0.54 | 0.59 | 0.59 |
| WAB | 0.24 | 0.26 | 0.23 | 0.25 | 0.25 | 0.36 | 0.29 | 0.28 | 0.28 | 0.33 | 0.35 | 0.39 | 0.39 | 0.36 | 0.35 | 0.30 | 0.42 | 0.36 | 0.39 | 0.34 | 0.34 | 0.43 | 0.41 | 0.38 | 0.42 | 0.42 | 0.36 | 0.49 | 0.43 | 0.39 | 0.40 | 0.44 | 0.55 | 0.52 | 0.45 | 0.50 | 0.45 | 0.41 | 0.49 | 0.59 | 1.00 | 0.44 | 0.55 | 0.55 | 0.61 | 0.53 | 0.54 | 0.55 | 0.58 |
| MA | 0.26 | 0.26 | 0.31 | 0.26 | 0.32 | 0.25 | 0.27 | 0.43 | 0.33 | 0.31 | 0.32 | 0.33 | 0.37 | 0.37 | 0.40 | 0.46 | 0.32 | 0.33 | 0.33 | 0.57 | 0.55 | 0.36 | 0.39 | 0.45 | 0.43 | 0.50 | 0.49 | 0.41 | 0.48 | 0.50 | 0.52 | 0.44 | 0.40 | 0.43 | 0.49 | 0.45 | 0.47 | 0.50 | 0.53 | 0.42 | 0.44 | 1.00 | 0.47 | 0.44 | 0.43 | 0.44 | 0.47 | 0.46 | 0.54 |
| UNP | 0.31 | 0.30 | 0.25 | 0.30 | 0.29 | 0.36 | 0.28 | 0.25 | 0.32 | 0.34 | 0.33 | 0.37 | 0.36 | 0.35 | 0.34 | 0.34 | 0.42 | 0.36 | 0.38 | 0.36 | 0.35 | 0.45 | 0.44 | 0.39 | 0.44 | 0.40 | 0.41 | 0.45 | 0.41 | 0.43 | 0.42 | 0.42 | 0.50 | 0.48 | 0.44 | 0.48 | 0.47 | 0.46 | 0.52 | 0.53 | 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 | 0.28 | 0.24 | 0.41 | 0.35 | 0.29 | 0.29 | 0.31 | 0.30 | 0.41 | 0.35 | 0.38 | 0.34 | 0.33 | 0.46 | 0.33 | 0.37 | 0.35 | 0.35 | 0.47 | 0.41 | 0.43 | 0.41 | 0.43 | 0.39 | 0.48 | 0.43 | 0.40 | 0.37 | 0.48 | 0.51 | 0.51 | 0.50 | 0.53 | 0.47 | 0.43 | 0.46 | 0.59 | 0.55 | 0.44 | 0.54 | 1.00 | 0.59 | 0.55 | 0.54 | 0.58 | 0.60 |
| URI | 0.19 | 0.20 | 0.26 | 0.24 | 0.21 | 0.40 | 0.28 | 0.31 | 0.25 | 0.34 | 0.32 | 0.42 | 0.36 | 0.42 | 0.34 | 0.35 | 0.46 | 0.31 | 0.36 | 0.37 | 0.36 | 0.47 | 0.38 | 0.40 | 0.45 | 0.46 | 0.37 | 0.50 | 0.44 | 0.38 | 0.37 | 0.47 | 0.60 | 0.53 | 0.51 | 0.55 | 0.45 | 0.41 | 0.46 | 0.62 | 0.61 | 0.43 | 0.54 | 0.59 | 1.00 | 0.55 | 0.54 | 0.57 | 0.61 |
| BAC | 0.17 | 0.19 | 0.24 | 0.28 | 0.25 | 0.38 | 0.31 | 0.29 | 0.31 | 0.35 | 0.33 | 0.43 | 0.38 | 0.31 | 0.33 | 0.31 | 0.45 | 0.40 | 0.38 | 0.32 | 0.36 | 0.47 | 0.50 | 0.40 | 0.41 | 0.39 | 0.36 | 0.49 | 0.46 | 0.36 | 0.36 | 0.47 | 0.48 | 0.50 | 0.44 | 0.51 | 0.46 | 0.44 | 0.41 | 0.53 | 0.53 | 0.44 | 0.51 | 0.55 | 0.55 | 1.00 | 0.84 | 0.75 | 0.72 |
| JPM | 0.22 | 0.24 | 0.22 | 0.32 | 0.31 | 0.35 | 0.32 | 0.30 | 0.34 | 0.34 | 0.35 | 0.43 | 0.39 | 0.32 | 0.35 | 0.34 | 0.45 | 0.41 | 0.39 | 0.32 | 0.38 | 0.49 | 0.55 | 0.42 | 0.40 | 0.40 | 0.38 | 0.49 | 0.47 | 0.38 | 0.40 | 0.46 | 0.49 | 0.50 | 0.45 | 0.50 | 0.49 | 0.46 | 0.46 | 0.54 | 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 | 0.29 | 0.40 | 0.35 | 0.26 | 0.33 | 0.36 | 0.37 | 0.45 | 0.40 | 0.34 | 0.36 | 0.31 | 0.48 | 0.42 | 0.41 | 0.31 | 0.35 | 0.51 | 0.57 | 0.40 | 0.41 | 0.39 | 0.39 | 0.50 | 0.46 | 0.39 | 0.39 | 0.48 | 0.51 | 0.54 | 0.44 | 0.52 | 0.51 | 0.46 | 0.45 | 0.59 | 0.55 | 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 | 0.39 | 0.35 | 0.35 | 0.34 | 0.38 | 0.41 | 0.45 | 0.43 | 0.41 | 0.40 | 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 | 0.53 | 0.57 | 0.53 | 0.51 | 0.52 | 0.59 | 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.