Stock Opt
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Stock Opt
Последнее обновление 19 сент. 2024 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AAPL Apple Inc | Technology | 5% |
ADBE Adobe Inc | Technology | 2% |
AI.PA L'Air Liquide S.A. | Basic Materials | 2% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3% |
ASML ASML Holding N.V. | Technology | 2% |
AVGO Broadcom Inc. | Technology | 2% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 3% |
COST Costco Wholesale Corporation | Consumer Defensive | 4% |
CRM salesforce.com, inc. | Technology | 2% |
DHR Danaher Corporation | Healthcare | 2% |
GOOGL Alphabet Inc. | Communication Services | 4% |
HD The Home Depot, Inc. | Consumer Cyclical | 3% |
KO The Coca-Cola Company | Consumer Defensive | 3% |
LIN Linde plc | Basic Materials | 2% |
LLY Eli Lilly and Company | Healthcare | 2% |
LMT Lockheed Martin Corporation | Industrials | 2% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 2% |
MA Mastercard Inc | Financial Services | 3% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 3% |
MCD McDonald's Corporation | Consumer Cyclical | 3% |
META | 3% | |
MNST | 2% | |
MRK | 2% | |
MSFT | 5% | |
NFLX | 2% | |
NOW | 2% | |
NVDA | 4% | |
OR.PA | 2% | |
PEP | 4% | |
PG | 2% | |
RMS.PA | 2% | |
TMO | 2% | |
TSLA | 2% | |
TSM | 3% | |
UNH | 3% | |
V | 3% | |
WMT | 3% |
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в Stock Opt 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
Stock Opt
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 6 авг. 2009 г., начальной даты AVGO
Доходность по периодам
Stock Opt на 19 сент. 2024 г. показал доходность в 22.58% с начала года и доходность в 23.90% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Stock Opt | 22.58% | -0.03% | 7.79% | 34.48% | 25.44% | 24.01% |
| Активы портфеля: | ||||||
AAPL Apple Inc | 15.06% | -2.57% | 29.10% | 26.40% | 32.24% | 25.00% |
MSFT | 15.19% | 1.41% | 0.70% | 35.31% | 25.73% | 26.04% |
PEP | 5.57% | 0.39% | 3.18% | 1.28% | 8.22% | 9.35% |
COST Costco Wholesale Corporation | 35.82% | 1.86% | 20.56% | 62.92% | 26.92% | 23.60% |
GOOGL Alphabet Inc. | 14.69% | -4.28% | 8.54% | 19.79% | 20.53% | 17.82% |
NVDA | 128.98% | -10.90% | 24.01% | 168.48% | 89.34% | 71.48% |
V | 11.44% | 7.63% | -0.27% | 20.21% | 11.11% | 18.69% |
MA Mastercard Inc | 16.52% | 5.47% | 1.54% | 21.23% | 13.06% | 20.76% |
TSM | 62.60% | -2.41% | 20.78% | 94.63% | 32.40% | 25.92% |
UNH | 11.59% | 0.35% | 19.01% | 19.78% | 21.23% | 22.05% |
MCD McDonald's Corporation | 0.28% | 2.84% | 4.28% | 7.91% | 9.15% | 14.55% |
WMT | 51.85% | 6.02% | 29.42% | 46.60% | 16.52% | 13.94% |
HD The Home Depot, Inc. | 12.93% | 5.19% | -1.56% | 26.74% | 13.69% | 17.62% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -17.38% | -12.18% | -27.36% | -14.14% | 11.45% | 17.31% |
AMZN Amazon.com, Inc. | 22.70% | 4.22% | 4.65% | 37.80% | 15.34% | 26.91% |
KO The Coca-Cola Company | 24.53% | 4.12% | 20.39% | 26.57% | 8.98% | 8.62% |
BRK-B Berkshire Hathaway Inc. | 28.02% | 1.84% | 10.35% | 24.48% | 16.56% | 12.29% |
PG | 20.93% | 2.06% | 8.79% | 16.20% | 9.74% | 10.26% |
AVGO Broadcom Inc. | 45.91% | -2.58% | 20.31% | 97.00% | 44.40% | 36.99% |
LOW Lowe's Companies, Inc. | 17.01% | 6.78% | -0.73% | 21.88% | 19.86% | 18.60% |
LLY Eli Lilly and Company | 56.00% | -4.74% | 17.85% | 59.93% | 51.26% | 31.59% |
TMO | 15.17% | -0.66% | 4.59% | 21.16% | 15.39% | 17.37% |
OR.PA | -16.96% | -5.11% | -12.57% | -5.50% | 9.44% | 11.08% |
ASML ASML Holding N.V. | 4.68% | -14.94% | -20.17% | 34.66% | 26.66% | 23.59% |
LIN Linde plc | 14.75% | 2.26% | 0.77% | 24.80% | 20.40% | 15.14% |
TSLA | -8.56% | 2.76% | 31.47% | -13.48% | 67.70% | 29.04% |
MRK | 10.91% | 3.73% | -2.81% | 13.49% | 10.90% | 10.50% |
CRM salesforce.com, inc. | -3.64% | -3.44% | -17.89% | 19.02% | 10.05% | 15.62% |
ADBE Adobe Inc | -14.83% | -9.63% | -0.61% | -5.16% | 12.49% | 21.83% |
RMS.PA | 0.85% | -12.16% | -18.55% | 6.77% | 25.21% | 21.33% |
DHR Danaher Corporation | 17.79% | 0.09% | 7.23% | 21.07% | 15.96% | 23.24% |
NOW | 26.03% | 6.22% | 15.16% | 56.06% | 26.10% | 29.99% |
MNST | -9.13% | 12.07% | -12.58% | -6.12% | 12.08% | 12.69% |
NFLX | 41.82% | -1.16% | 10.88% | 78.74% | 20.03% | 26.27% |
META | 52.44% | 2.23% | 6.15% | 80.05% | 22.59% | 20.96% |
AI.PA L'Air Liquide S.A. | 7.44% | 1.45% | -0.72% | 20.82% | 13.30% | 10.33% |
LMT Lockheed Martin Corporation | 27.24% | 2.09% | 29.18% | 36.03% | 10.45% | 14.87% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Stock Opt, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.49% | 7.02% | 1.85% | -3.59% | 3.92% | 4.42% | 1.13% | 3.30% | 22.58% | ||||
| 2023 | 9.58% | -0.98% | 8.35% | 2.46% | 4.02% | 6.18% | 2.71% | -0.66% | -5.70% | -0.71% | 9.16% | 4.00% | 44.30% |
| 2022 | -5.82% | -4.40% | 3.84% | -8.11% | -1.68% | -6.29% | 10.12% | -5.67% | -8.51% | 6.56% | 8.78% | -5.76% | -17.82% |
| 2021 | -1.33% | -0.33% | 4.23% | 6.11% | 0.94% | 4.29% | 3.65% | 3.04% | -4.50% | 8.83% | 1.36% | 3.86% | 33.81% |
| 2020 | 3.64% | -5.57% | -7.37% | 12.96% | 5.99% | 4.55% | 8.08% | 11.12% | -3.12% | -3.09% | 9.52% | 3.96% | 45.68% |
| 2019 | 6.96% | 3.90% | 4.11% | 4.63% | -5.83% | 7.70% | 1.55% | 0.45% | 0.72% | 4.25% | 4.02% | 4.31% | 42.69% |
| 2018 | 8.98% | -3.17% | -2.13% | 1.88% | 3.79% | 1.51% | 3.56% | 4.92% | 0.98% | -6.60% | 1.12% | -6.36% | 7.57% |
| 2017 | 4.85% | 3.19% | 2.99% | 3.42% | 5.67% | -1.29% | 3.46% | 2.67% | 1.14% | 5.58% | 2.46% | 0.61% | 40.54% |
| 2016 | -4.40% | -1.08% | 7.96% | -0.79% | 3.50% | -0.35% | 7.26% | 0.34% | 1.32% | 0.04% | 0.22% | 2.84% | 17.46% |
| 2015 | 0.01% | 7.20% | -2.00% | 1.94% | 2.32% | -1.92% | 5.28% | -4.78% | 0.29% | 8.23% | 2.18% | -0.32% | 19.10% |
| 2014 | -1.78% | 6.35% | -1.56% | -0.25% | 3.37% | 2.18% | -1.95% | 6.18% | -0.62% | 3.11% | 5.02% | -1.19% | 19.94% |
| 2013 | 5.63% | 1.18% | 2.66% | 4.95% | 4.17% | -0.33% | 6.39% | 0.61% | 5.19% | 3.48% | 2.78% | 3.09% | 47.61% |
Комиссия
Комиссия Stock Opt 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 Stock Opt среди портфелей на нашем сайте составляет 95, что соответствует топ 5% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Stock Opt
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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.37 | 2.04 | 1.26 | 1.80 | 4.24 |
MSFT | 1.96 | 2.54 | 1.34 | 2.48 | 7.52 |
PEP | 0.39 | 0.66 | 1.09 | 0.36 | 1.48 |
COST Costco Wholesale Corporation | 3.17 | 3.78 | 1.58 | 5.99 | 15.74 |
GOOGL Alphabet Inc. | 0.76 | 1.14 | 1.16 | 0.95 | 2.72 |
NVDA | 3.17 | 3.45 | 1.45 | 6.03 | 18.92 |
V | 1.74 | 2.29 | 1.31 | 2.05 | 5.34 |
MA Mastercard Inc | 1.51 | 1.97 | 1.29 | 1.95 | 4.93 |
TSM | 2.61 | 3.26 | 1.43 | 2.61 | 14.07 |
UNH | 0.71 | 1.15 | 1.15 | 0.78 | 2.09 |
MCD McDonald's Corporation | 0.74 | 1.15 | 1.14 | 0.73 | 1.61 |
WMT | 2.59 | 3.49 | 1.55 | 4.42 | 13.14 |
HD The Home Depot, Inc. | 1.47 | 2.12 | 1.26 | 0.98 | 3.56 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.35 | -0.35 | 0.96 | -0.29 | -0.70 |
AMZN Amazon.com, Inc. | 1.73 | 2.36 | 1.31 | 1.34 | 8.53 |
KO The Coca-Cola Company | 2.46 | 3.34 | 1.48 | 1.88 | 18.15 |
BRK-B Berkshire Hathaway Inc. | 2.10 | 2.82 | 1.37 | 2.66 | 11.23 |
PG | 1.46 | 2.02 | 1.28 | 2.27 | 10.45 |
AVGO Broadcom Inc. | 2.14 | 2.75 | 1.36 | 3.83 | 11.79 |
LOW Lowe's Companies, Inc. | 1.17 | 1.78 | 1.22 | 0.97 | 3.15 |
LLY Eli Lilly and Company | 2.24 | 3.03 | 1.40 | 3.59 | 13.46 |
TMO | 1.04 | 1.54 | 1.20 | 0.62 | 4.23 |
OR.PA | 0.01 | 0.15 | 1.02 | 0.01 | 0.03 |
ASML ASML Holding N.V. | 0.91 | 1.40 | 1.19 | 1.07 | 3.34 |
LIN Linde plc | 1.71 | 2.35 | 1.35 | 2.28 | 5.35 |
TSLA | -0.14 | 0.17 | 1.02 | -0.12 | -0.32 |
MRK | 0.83 | 1.20 | 1.19 | 1.02 | 2.92 |
CRM salesforce.com, inc. | 0.73 | 1.08 | 1.19 | 0.68 | 1.90 |
ADBE Adobe Inc | 0.02 | 0.26 | 1.04 | 0.02 | 0.05 |
RMS.PA | 0.74 | 1.19 | 1.15 | 0.81 | 2.04 |
DHR Danaher Corporation | 1.08 | 1.72 | 1.21 | 0.67 | 5.19 |
NOW | 1.84 | 2.34 | 1.35 | 2.49 | 9.80 |
MNST | -0.07 | 0.07 | 1.01 | -0.06 | -0.13 |
NFLX | 2.62 | 3.74 | 1.50 | 1.67 | 19.33 |
META | 2.13 | 3.02 | 1.41 | 3.16 | 12.68 |
AI.PA L'Air Liquide S.A. | 1.24 | 1.87 | 1.23 | 1.98 | 5.00 |
LMT Lockheed Martin Corporation | 2.49 | 4.29 | 1.55 | 2.10 | 13.11 |
Stock Opt
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Stock Opt за предыдущие двенадцать месяцев составила 1.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stock Opt | 1.07% | 1.13% | 1.10% | 0.92% | 1.16% | 1.22% | 1.43% | 1.42% | 2.17% | 1.58% | 1.42% | 1.47% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
PEP | 2.99% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
COST Costco Wholesale Corporation | 2.17% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
V | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
MA Mastercard Inc | 0.52% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
TSM | 1.31% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
UNH | 1.37% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
MCD McDonald's Corporation | 2.29% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
WMT | 1.03% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
HD The Home Depot, Inc. | 2.30% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.18% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% | 2.26% |
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% |
KO The Coca-Cola Company | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
BRK-B Berkshire Hathaway 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% |
PG | 2.24% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
AVGO Broadcom Inc. | 1.30% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
LOW Lowe's Companies, Inc. | 1.73% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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% |
OR.PA | 1.80% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% | 1.79% | 1.80% |
ASML ASML Holding N.V. | 0.84% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
LIN Linde plc | 1.17% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
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% |
MRK | 2.60% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
CRM salesforce.com, inc. | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
RMS.PA | 0.71% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
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% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MNST | 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% |
META | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AI.PA L'Air Liquide S.A. | 1.73% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% | 2.43% |
LMT Lockheed Martin Corporation | 2.23% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Stock Opt
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Stock Opt показал максимальную просадку в 28.02%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 53 торговые сессии.
Текущая просадка Stock Opt составляет 0.68%.
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 |
|---|---|---|---|---|---|---|
| -28.02% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 53 | 5 июн. 2020 г. | 76 |
| -26.04% | 4 янв. 2022 г. | 203 | 14 окт. 2022 г. | 151 | 17 мая 2023 г. | 354 |
| -18.08% | 2 окт. 2018 г. | 60 | 24 дек. 2018 г. | 59 | 19 мар. 2019 г. | 119 |
| -12.6% | 7 дек. 2015 г. | 47 | 11 февр. 2016 г. | 33 | 30 мар. 2016 г. | 80 |
| -10.49% | 6 авг. 2015 г. | 14 | 25 авг. 2015 г. | 42 | 22 окт. 2015 г. | 56 |
Волатильность
График волатильности
Текущая волатильность Stock Opt составляет 3.38%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Stock Opt
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| RMS.PA | TSLA | LLY | LMT | MRK | WMT | OR.PA | AI.PA | UNH | NFLX | MC.PA | PG | MCD | KO | PEP | MNST | META | TSM | COST | NOW | LOW | NVDA | AAPL | AVGO | HD | LIN | CRM | AMZN | BRK-B | DHR | ASML | TMO | GOOGL | ADBE | V | MSFT | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RMS.PA | 1.00 | 0.16 | 0.13 | 0.11 | 0.12 | 0.12 | 0.60 | 0.52 | 0.14 | 0.16 | 0.72 | 0.17 | 0.19 | 0.20 | 0.19 | 0.20 | 0.18 | 0.26 | 0.20 | 0.20 | 0.25 | 0.21 | 0.21 | 0.25 | 0.23 | 0.29 | 0.22 | 0.25 | 0.23 | 0.23 | 0.37 | 0.27 | 0.24 | 0.27 | 0.28 | 0.26 | 0.28 |
| TSLA | 0.16 | 1.00 | 0.14 | 0.11 | 0.10 | 0.15 | 0.15 | 0.17 | 0.16 | 0.36 | 0.20 | 0.11 | 0.17 | 0.14 | 0.15 | 0.21 | 0.33 | 0.33 | 0.25 | 0.35 | 0.25 | 0.39 | 0.37 | 0.37 | 0.25 | 0.23 | 0.38 | 0.39 | 0.23 | 0.27 | 0.34 | 0.28 | 0.36 | 0.38 | 0.28 | 0.35 | 0.31 |
| LLY | 0.13 | 0.14 | 1.00 | 0.25 | 0.48 | 0.26 | 0.17 | 0.17 | 0.34 | 0.20 | 0.13 | 0.32 | 0.25 | 0.28 | 0.31 | 0.25 | 0.25 | 0.18 | 0.29 | 0.24 | 0.23 | 0.22 | 0.24 | 0.25 | 0.25 | 0.29 | 0.26 | 0.26 | 0.33 | 0.35 | 0.24 | 0.36 | 0.29 | 0.30 | 0.31 | 0.32 | 0.30 |
| LMT | 0.11 | 0.11 | 0.25 | 1.00 | 0.31 | 0.28 | 0.18 | 0.21 | 0.33 | 0.13 | 0.17 | 0.33 | 0.35 | 0.39 | 0.37 | 0.29 | 0.19 | 0.19 | 0.29 | 0.19 | 0.29 | 0.18 | 0.24 | 0.23 | 0.32 | 0.34 | 0.23 | 0.19 | 0.45 | 0.31 | 0.22 | 0.31 | 0.24 | 0.27 | 0.37 | 0.27 | 0.37 |
| MRK | 0.12 | 0.10 | 0.48 | 0.31 | 1.00 | 0.28 | 0.20 | 0.21 | 0.37 | 0.16 | 0.18 | 0.39 | 0.34 | 0.36 | 0.38 | 0.29 | 0.19 | 0.13 | 0.27 | 0.21 | 0.24 | 0.13 | 0.20 | 0.20 | 0.26 | 0.32 | 0.23 | 0.20 | 0.39 | 0.37 | 0.20 | 0.41 | 0.25 | 0.25 | 0.33 | 0.28 | 0.31 |
| WMT | 0.12 | 0.15 | 0.26 | 0.28 | 0.28 | 1.00 | 0.16 | 0.15 | 0.29 | 0.17 | 0.15 | 0.44 | 0.35 | 0.38 | 0.43 | 0.31 | 0.17 | 0.19 | 0.56 | 0.16 | 0.34 | 0.21 | 0.25 | 0.21 | 0.39 | 0.29 | 0.19 | 0.26 | 0.37 | 0.30 | 0.22 | 0.30 | 0.27 | 0.26 | 0.30 | 0.30 | 0.29 |
| OR.PA | 0.60 | 0.15 | 0.17 | 0.18 | 0.20 | 0.16 | 1.00 | 0.62 | 0.17 | 0.16 | 0.67 | 0.27 | 0.24 | 0.30 | 0.28 | 0.26 | 0.19 | 0.25 | 0.21 | 0.18 | 0.24 | 0.20 | 0.23 | 0.23 | 0.24 | 0.34 | 0.23 | 0.24 | 0.26 | 0.27 | 0.35 | 0.29 | 0.25 | 0.27 | 0.30 | 0.27 | 0.30 |
| AI.PA | 0.52 | 0.17 | 0.17 | 0.21 | 0.21 | 0.15 | 0.62 | 1.00 | 0.20 | 0.17 | 0.63 | 0.24 | 0.22 | 0.26 | 0.24 | 0.22 | 0.20 | 0.27 | 0.20 | 0.20 | 0.25 | 0.22 | 0.24 | 0.24 | 0.24 | 0.42 | 0.25 | 0.24 | 0.32 | 0.30 | 0.39 | 0.32 | 0.26 | 0.29 | 0.31 | 0.28 | 0.32 |
| UNH | 0.14 | 0.16 | 0.34 | 0.33 | 0.37 | 0.29 | 0.17 | 0.20 | 1.00 | 0.21 | 0.19 | 0.34 | 0.32 | 0.33 | 0.34 | 0.29 | 0.22 | 0.21 | 0.31 | 0.25 | 0.33 | 0.22 | 0.28 | 0.26 | 0.34 | 0.35 | 0.25 | 0.26 | 0.43 | 0.39 | 0.27 | 0.40 | 0.32 | 0.29 | 0.37 | 0.33 | 0.36 |
| NFLX | 0.16 | 0.36 | 0.20 | 0.13 | 0.16 | 0.17 | 0.16 | 0.17 | 0.21 | 1.00 | 0.21 | 0.16 | 0.18 | 0.11 | 0.16 | 0.23 | 0.46 | 0.33 | 0.28 | 0.44 | 0.29 | 0.43 | 0.39 | 0.38 | 0.29 | 0.28 | 0.45 | 0.51 | 0.26 | 0.31 | 0.37 | 0.33 | 0.45 | 0.48 | 0.36 | 0.43 | 0.38 |
| MC.PA | 0.72 | 0.20 | 0.13 | 0.17 | 0.18 | 0.15 | 0.67 | 0.63 | 0.19 | 0.21 | 1.00 | 0.21 | 0.25 | 0.25 | 0.22 | 0.25 | 0.23 | 0.34 | 0.24 | 0.25 | 0.29 | 0.26 | 0.27 | 0.29 | 0.28 | 0.37 | 0.29 | 0.29 | 0.32 | 0.30 | 0.43 | 0.32 | 0.30 | 0.33 | 0.35 | 0.31 | 0.37 |
| PG | 0.17 | 0.11 | 0.32 | 0.33 | 0.39 | 0.44 | 0.27 | 0.24 | 0.34 | 0.16 | 0.21 | 1.00 | 0.41 | 0.59 | 0.63 | 0.39 | 0.18 | 0.18 | 0.40 | 0.15 | 0.32 | 0.16 | 0.25 | 0.20 | 0.36 | 0.37 | 0.23 | 0.23 | 0.41 | 0.37 | 0.24 | 0.36 | 0.28 | 0.28 | 0.36 | 0.33 | 0.36 |
| MCD | 0.19 | 0.17 | 0.25 | 0.35 | 0.34 | 0.35 | 0.24 | 0.22 | 0.32 | 0.18 | 0.25 | 0.41 | 1.00 | 0.47 | 0.45 | 0.35 | 0.26 | 0.23 | 0.36 | 0.24 | 0.35 | 0.22 | 0.29 | 0.29 | 0.38 | 0.37 | 0.29 | 0.28 | 0.43 | 0.38 | 0.29 | 0.36 | 0.32 | 0.33 | 0.42 | 0.36 | 0.42 |
| KO | 0.20 | 0.14 | 0.28 | 0.39 | 0.36 | 0.38 | 0.30 | 0.26 | 0.33 | 0.11 | 0.25 | 0.59 | 0.47 | 1.00 | 0.70 | 0.48 | 0.17 | 0.20 | 0.38 | 0.17 | 0.31 | 0.15 | 0.24 | 0.23 | 0.34 | 0.42 | 0.24 | 0.23 | 0.47 | 0.36 | 0.24 | 0.34 | 0.29 | 0.29 | 0.39 | 0.33 | 0.39 |
| PEP | 0.19 | 0.15 | 0.31 | 0.37 | 0.38 | 0.43 | 0.28 | 0.24 | 0.34 | 0.16 | 0.22 | 0.63 | 0.45 | 0.70 | 1.00 | 0.50 | 0.21 | 0.22 | 0.42 | 0.19 | 0.33 | 0.18 | 0.28 | 0.24 | 0.38 | 0.39 | 0.26 | 0.26 | 0.42 | 0.38 | 0.26 | 0.36 | 0.31 | 0.31 | 0.39 | 0.35 | 0.37 |
| MNST | 0.20 | 0.21 | 0.25 | 0.29 | 0.29 | 0.31 | 0.26 | 0.22 | 0.29 | 0.23 | 0.25 | 0.39 | 0.35 | 0.48 | 0.50 | 1.00 | 0.32 | 0.27 | 0.37 | 0.32 | 0.37 | 0.28 | 0.32 | 0.31 | 0.38 | 0.35 | 0.35 | 0.35 | 0.37 | 0.36 | 0.33 | 0.37 | 0.36 | 0.39 | 0.41 | 0.39 | 0.41 |
| META | 0.18 | 0.33 | 0.25 | 0.19 | 0.19 | 0.17 | 0.19 | 0.20 | 0.22 | 0.46 | 0.23 | 0.18 | 0.26 | 0.17 | 0.21 | 0.32 | 1.00 | 0.37 | 0.31 | 0.47 | 0.30 | 0.47 | 0.45 | 0.44 | 0.31 | 0.33 | 0.49 | 0.56 | 0.31 | 0.35 | 0.41 | 0.36 | 0.60 | 0.52 | 0.44 | 0.50 | 0.43 |
| TSM | 0.26 | 0.33 | 0.18 | 0.19 | 0.13 | 0.19 | 0.25 | 0.27 | 0.21 | 0.33 | 0.34 | 0.18 | 0.23 | 0.20 | 0.22 | 0.27 | 0.37 | 1.00 | 0.31 | 0.38 | 0.33 | 0.55 | 0.45 | 0.56 | 0.33 | 0.37 | 0.41 | 0.41 | 0.36 | 0.38 | 0.60 | 0.38 | 0.45 | 0.46 | 0.41 | 0.47 | 0.43 |
| COST | 0.20 | 0.25 | 0.29 | 0.29 | 0.27 | 0.56 | 0.21 | 0.20 | 0.31 | 0.28 | 0.24 | 0.40 | 0.36 | 0.38 | 0.42 | 0.37 | 0.31 | 0.31 | 1.00 | 0.31 | 0.41 | 0.36 | 0.38 | 0.35 | 0.48 | 0.36 | 0.34 | 0.40 | 0.41 | 0.40 | 0.35 | 0.40 | 0.41 | 0.42 | 0.41 | 0.45 | 0.40 |
| NOW | 0.20 | 0.35 | 0.24 | 0.19 | 0.21 | 0.16 | 0.18 | 0.20 | 0.25 | 0.44 | 0.25 | 0.15 | 0.24 | 0.17 | 0.19 | 0.32 | 0.47 | 0.38 | 0.31 | 1.00 | 0.35 | 0.50 | 0.42 | 0.44 | 0.35 | 0.34 | 0.65 | 0.53 | 0.28 | 0.42 | 0.45 | 0.43 | 0.49 | 0.61 | 0.47 | 0.54 | 0.48 |
| LOW | 0.25 | 0.25 | 0.23 | 0.29 | 0.24 | 0.34 | 0.24 | 0.25 | 0.33 | 0.29 | 0.29 | 0.32 | 0.35 | 0.31 | 0.33 | 0.37 | 0.30 | 0.33 | 0.41 | 0.35 | 1.00 | 0.34 | 0.35 | 0.37 | 0.79 | 0.42 | 0.39 | 0.37 | 0.46 | 0.41 | 0.39 | 0.41 | 0.38 | 0.40 | 0.42 | 0.40 | 0.43 |
| NVDA | 0.21 | 0.39 | 0.22 | 0.18 | 0.13 | 0.21 | 0.20 | 0.22 | 0.22 | 0.43 | 0.26 | 0.16 | 0.22 | 0.15 | 0.18 | 0.28 | 0.47 | 0.55 | 0.36 | 0.50 | 0.34 | 1.00 | 0.48 | 0.59 | 0.35 | 0.35 | 0.51 | 0.51 | 0.32 | 0.38 | 0.59 | 0.39 | 0.50 | 0.55 | 0.42 | 0.56 | 0.45 |
| AAPL | 0.21 | 0.37 | 0.24 | 0.24 | 0.20 | 0.25 | 0.23 | 0.24 | 0.28 | 0.39 | 0.27 | 0.25 | 0.29 | 0.24 | 0.28 | 0.32 | 0.45 | 0.45 | 0.38 | 0.42 | 0.35 | 0.48 | 1.00 | 0.52 | 0.36 | 0.37 | 0.45 | 0.50 | 0.38 | 0.39 | 0.48 | 0.40 | 0.53 | 0.49 | 0.44 | 0.56 | 0.46 |
| AVGO | 0.25 | 0.37 | 0.25 | 0.23 | 0.20 | 0.21 | 0.23 | 0.24 | 0.26 | 0.38 | 0.29 | 0.20 | 0.29 | 0.23 | 0.24 | 0.31 | 0.44 | 0.56 | 0.35 | 0.44 | 0.37 | 0.59 | 0.52 | 1.00 | 0.37 | 0.40 | 0.46 | 0.46 | 0.39 | 0.41 | 0.60 | 0.41 | 0.46 | 0.51 | 0.44 | 0.51 | 0.46 |
| HD | 0.23 | 0.25 | 0.25 | 0.32 | 0.26 | 0.39 | 0.24 | 0.24 | 0.34 | 0.29 | 0.28 | 0.36 | 0.38 | 0.34 | 0.38 | 0.38 | 0.31 | 0.33 | 0.48 | 0.35 | 0.79 | 0.35 | 0.36 | 0.37 | 1.00 | 0.42 | 0.38 | 0.40 | 0.47 | 0.45 | 0.41 | 0.44 | 0.40 | 0.41 | 0.45 | 0.43 | 0.45 |
| LIN | 0.29 | 0.23 | 0.29 | 0.34 | 0.32 | 0.29 | 0.34 | 0.42 | 0.35 | 0.28 | 0.37 | 0.37 | 0.37 | 0.42 | 0.39 | 0.35 | 0.33 | 0.37 | 0.36 | 0.34 | 0.42 | 0.35 | 0.37 | 0.40 | 0.42 | 1.00 | 0.37 | 0.34 | 0.51 | 0.48 | 0.47 | 0.47 | 0.41 | 0.42 | 0.49 | 0.46 | 0.51 |
| CRM | 0.22 | 0.38 | 0.26 | 0.23 | 0.23 | 0.19 | 0.23 | 0.25 | 0.25 | 0.45 | 0.29 | 0.23 | 0.29 | 0.24 | 0.26 | 0.35 | 0.49 | 0.41 | 0.34 | 0.65 | 0.39 | 0.51 | 0.45 | 0.46 | 0.38 | 0.37 | 1.00 | 0.56 | 0.36 | 0.44 | 0.46 | 0.45 | 0.52 | 0.65 | 0.51 | 0.57 | 0.52 |
| AMZN | 0.25 | 0.39 | 0.26 | 0.19 | 0.20 | 0.26 | 0.24 | 0.24 | 0.26 | 0.51 | 0.29 | 0.23 | 0.28 | 0.23 | 0.26 | 0.35 | 0.56 | 0.41 | 0.40 | 0.53 | 0.37 | 0.51 | 0.50 | 0.46 | 0.40 | 0.34 | 0.56 | 1.00 | 0.35 | 0.39 | 0.47 | 0.41 | 0.65 | 0.59 | 0.48 | 0.59 | 0.50 |
| BRK-B | 0.23 | 0.23 | 0.33 | 0.45 | 0.39 | 0.37 | 0.26 | 0.32 | 0.43 | 0.26 | 0.32 | 0.41 | 0.43 | 0.47 | 0.42 | 0.37 | 0.31 | 0.36 | 0.41 | 0.28 | 0.46 | 0.32 | 0.38 | 0.39 | 0.47 | 0.51 | 0.36 | 0.35 | 1.00 | 0.46 | 0.40 | 0.44 | 0.42 | 0.39 | 0.53 | 0.42 | 0.54 |
| DHR | 0.23 | 0.27 | 0.35 | 0.31 | 0.37 | 0.30 | 0.27 | 0.30 | 0.39 | 0.31 | 0.30 | 0.37 | 0.38 | 0.36 | 0.38 | 0.36 | 0.35 | 0.38 | 0.40 | 0.42 | 0.41 | 0.38 | 0.39 | 0.41 | 0.45 | 0.48 | 0.44 | 0.39 | 0.46 | 1.00 | 0.43 | 0.72 | 0.43 | 0.47 | 0.48 | 0.48 | 0.49 |
| ASML | 0.37 | 0.34 | 0.24 | 0.22 | 0.20 | 0.22 | 0.35 | 0.39 | 0.27 | 0.37 | 0.43 | 0.24 | 0.29 | 0.24 | 0.26 | 0.33 | 0.41 | 0.60 | 0.35 | 0.45 | 0.39 | 0.59 | 0.48 | 0.60 | 0.41 | 0.47 | 0.46 | 0.47 | 0.40 | 0.43 | 1.00 | 0.46 | 0.48 | 0.53 | 0.46 | 0.54 | 0.48 |
| TMO | 0.27 | 0.28 | 0.36 | 0.31 | 0.41 | 0.30 | 0.29 | 0.32 | 0.40 | 0.33 | 0.32 | 0.36 | 0.36 | 0.34 | 0.36 | 0.37 | 0.36 | 0.38 | 0.40 | 0.43 | 0.41 | 0.39 | 0.40 | 0.41 | 0.44 | 0.47 | 0.45 | 0.41 | 0.44 | 0.72 | 0.46 | 1.00 | 0.44 | 0.50 | 0.48 | 0.48 | 0.49 |
| GOOGL | 0.24 | 0.36 | 0.29 | 0.24 | 0.25 | 0.27 | 0.25 | 0.26 | 0.32 | 0.45 | 0.30 | 0.28 | 0.32 | 0.29 | 0.31 | 0.36 | 0.60 | 0.45 | 0.41 | 0.49 | 0.38 | 0.50 | 0.53 | 0.46 | 0.40 | 0.41 | 0.52 | 0.65 | 0.42 | 0.43 | 0.48 | 0.44 | 1.00 | 0.59 | 0.53 | 0.64 | 0.54 |
| ADBE | 0.27 | 0.38 | 0.30 | 0.27 | 0.25 | 0.26 | 0.27 | 0.29 | 0.29 | 0.48 | 0.33 | 0.28 | 0.33 | 0.29 | 0.31 | 0.39 | 0.52 | 0.46 | 0.42 | 0.61 | 0.40 | 0.55 | 0.49 | 0.51 | 0.41 | 0.42 | 0.65 | 0.59 | 0.39 | 0.47 | 0.53 | 0.50 | 0.59 | 1.00 | 0.57 | 0.66 | 0.56 |
| V | 0.28 | 0.28 | 0.31 | 0.37 | 0.33 | 0.30 | 0.30 | 0.31 | 0.37 | 0.36 | 0.35 | 0.36 | 0.42 | 0.39 | 0.39 | 0.41 | 0.44 | 0.41 | 0.41 | 0.47 | 0.42 | 0.42 | 0.44 | 0.44 | 0.45 | 0.49 | 0.51 | 0.48 | 0.53 | 0.48 | 0.46 | 0.48 | 0.53 | 0.57 | 1.00 | 0.55 | 0.83 |
| MSFT | 0.26 | 0.35 | 0.32 | 0.27 | 0.28 | 0.30 | 0.27 | 0.28 | 0.33 | 0.43 | 0.31 | 0.33 | 0.36 | 0.33 | 0.35 | 0.39 | 0.50 | 0.47 | 0.45 | 0.54 | 0.40 | 0.56 | 0.56 | 0.51 | 0.43 | 0.46 | 0.57 | 0.59 | 0.42 | 0.48 | 0.54 | 0.48 | 0.64 | 0.66 | 0.55 | 1.00 | 0.56 |
| MA | 0.28 | 0.31 | 0.30 | 0.37 | 0.31 | 0.29 | 0.30 | 0.32 | 0.36 | 0.38 | 0.37 | 0.36 | 0.42 | 0.39 | 0.37 | 0.41 | 0.43 | 0.43 | 0.40 | 0.48 | 0.43 | 0.45 | 0.46 | 0.46 | 0.45 | 0.51 | 0.52 | 0.50 | 0.54 | 0.49 | 0.48 | 0.49 | 0.54 | 0.56 | 0.83 | 0.56 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 2 июл. 2012 г.