General Screener Portfolio
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
General Screener Portfolio
Последнее обновление 18 окт. 2024 г.
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в General Screener Portfolio 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
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 19 сент. 2014 г., начальной даты BABA
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| General Screener Portfolio | 22.29% | 4.38% | 19.99% | 43.03% | 20.29% | N/A |
| Активы портфеля: | ||||||
AAPL Apple Inc | 22.52% | 2.98% | 42.78% | 36.63% | 32.39% | 26.36% |
ADBE Adobe Inc | -17.05% | -5.25% | 6.43% | -8.51% | 13.69% | 22.29% |
ADI Analog Devices, Inc. | 16.48% | 0.68% | 25.55% | 39.55% | 17.75% | 19.74% |
ADSK Autodesk, Inc. | 20.33% | 9.62% | 35.33% | 44.55% | 15.96% | 18.73% |
AMD Advanced Micro Devices, Inc. | 5.81% | 0.01% | 6.36% | 53.20% | 37.84% | 49.76% |
AMZN Amazon.com, Inc. | 24.38% | -1.36% | 8.22% | 50.99% | 16.50% | 28.26% |
APD Air Products and Chemicals, Inc. | 23.76% | 16.01% | 45.22% | 22.42% | 12.59% | 13.43% |
AVGO Broadcom Inc. | 62.89% | 5.14% | 50.29% | 113.98% | 48.85% | 39.78% |
AXP American Express Company | 49.52% | 3.17% | 20.47% | 97.86% | 20.18% | 14.14% |
BABA Alibaba Group Holding Limited | 33.28% | 16.02% | 49.56% | 30.95% | -9.26% | 1.42% |
BIDU Baidu, Inc. | -20.74% | 9.45% | -0.69% | -11.34% | -1.86% | -8.23% |
CAT Caterpillar Inc. | 34.86% | 6.79% | 11.51% | 60.01% | 26.88% | 18.29% |
CL Colgate-Palmolive Company | 28.81% | -2.04% | 16.47% | 40.13% | 11.03% | 6.86% |
CRM salesforce.com, inc. | 11.82% | 9.80% | 8.69% | 44.43% | 15.69% | 17.83% |
CSCO Cisco Systems, Inc. | 16.01% | 10.05% | 19.38% | 10.73% | 6.91% | 12.71% |
EMR Emerson Electric Co. | 15.14% | 5.02% | 2.70% | 23.24% | 12.17% | 8.83% |
GLW Corning Incorporated | 56.80% | 4.85% | 51.37% | 77.44% | 12.61% | 12.71% |
GOOG Alphabet Inc. | 17.40% | 0.25% | 6.25% | 21.00% | 21.71% | 20.26% |
GS The Goldman Sachs Group, Inc. | 39.63% | 6.03% | 32.39% | 80.99% | 23.40% | 13.59% |
HD The Home Depot, Inc. | 22.04% | 6.45% | 25.36% | 48.66% | 14.64% | 18.76% |
HPQ | 27.01% | 7.25% | 36.20% | 48.28% | 20.80% | N/A |
HRL | 3.86% | 2.25% | -5.63% | 6.14% | -2.07% | N/A |
IBM | 45.96% | 6.66% | 30.28% | 76.01% | 18.15% | N/A |
INTC | -54.08% | 4.26% | -32.73% | -33.70% | -13.02% | N/A |
ITW | 1.35% | 3.22% | 5.44% | 19.38% | 12.70% | N/A |
JNJ | 7.82% | 0.58% | 13.39% | 11.34% | 7.99% | N/A |
JPM | 35.66% | 7.42% | 22.72% | 61.42% | 15.90% | N/A |
KMB | 22.95% | 3.31% | 16.64% | 22.55% | 5.94% | N/A |
KO | 22.26% | -1.68% | 18.79% | 33.07% | 8.87% | N/A |
LOW | 28.42% | 8.26% | 23.51% | 50.90% | 22.30% | N/A |
MCD | 8.70% | 6.65% | 17.83% | 25.62% | 12.32% | N/A |
META | 63.35% | 2.69% | 20.06% | 87.33% | 26.05% | N/A |
MMM | 52.16% | 0.27% | 48.27% | 95.22% | 3.46% | N/A |
MSFT | 11.81% | -3.93% | 5.15% | 28.97% | 26.37% | N/A |
MU | 30.63% | 22.41% | 4.31% | 66.07% | 20.56% | N/A |
NFLX | 56.89% | 8.97% | 37.63% | 90.52% | 23.51% | N/A |
NVDA | 178.72% | 18.97% | 81.13% | 233.54% | 95.64% | N/A |
ORCL | 67.72% | 4.22% | 52.84% | 73.61% | 28.48% | N/A |
PEP | 5.48% | 2.27% | 2.10% | 12.82% | 8.14% | N/A |
PG | 19.79% | -1.11% | 9.60% | 18.57% | 9.70% | N/A |
PPG | -11.11% | 3.50% | 1.09% | 7.13% | 2.72% | N/A |
QCOM | 19.88% | 1.18% | 9.44% | 60.62% | 19.59% | N/A |
SHOP | 6.14% | 5.03% | 18.67% | 61.67% | 22.58% | N/A |
STM | -43.78% | 0.50% | -27.09% | -29.05% | 6.61% | N/A |
SWKS | -10.49% | 0.87% | 4.03% | 9.95% | 4.14% | N/A |
TCEHY | 46.88% | 11.26% | 42.40% | 52.41% | 8.21% | N/A |
TGT | 12.58% | 1.35% | -5.43% | 48.85% | 9.24% | N/A |
TSLA | -11.18% | -7.37% | 50.09% | 4.11% | 67.18% | N/A |
TXN | 18.97% | -2.38% | 26.00% | 38.45% | 12.21% | N/A |
UPS | -10.48% | 5.70% | -2.51% | -6.29% | 6.76% | N/A |
VZ | 24.46% | 0.78% | 12.14% | 48.62% | -0.95% | N/A |
WMT | 56.23% | 2.85% | 37.45% | 55.72% | 17.18% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью General Screener Portfolio, 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 | 0.33% | 4.48% | 3.76% | -4.03% | 3.64% | 3.03% | 1.70% | 2.05% | 4.49% | 22.29% | |||
| 2023 | 10.30% | -2.10% | 6.97% | -1.58% | 1.75% | 7.40% | 4.35% | -2.68% | -6.23% | -3.55% | 10.81% | 5.88% | 33.86% |
| 2022 | -5.31% | -5.49% | 0.87% | -8.43% | 0.23% | -8.35% | 8.88% | -4.83% | -10.71% | 6.60% | 10.11% | -5.52% | -22.08% |
| 2021 | 0.01% | 2.50% | 3.92% | 3.57% | 0.86% | 2.59% | 0.67% | 1.75% | -4.87% | 7.26% | 0.38% | 3.04% | 23.42% |
| 2020 | 1.67% | -5.99% | -9.89% | 13.27% | 5.79% | 5.57% | 6.86% | 10.10% | -2.38% | -2.38% | 10.85% | 4.06% | 40.91% |
| 2019 | 8.77% | 3.88% | 2.51% | 5.36% | -9.72% | 9.27% | 2.15% | -1.43% | 1.21% | 2.91% | 5.28% | 5.25% | 39.92% |
| 2018 | 7.91% | -2.81% | -3.34% | -0.57% | 4.58% | 0.41% | 3.00% | 4.21% | 1.03% | -8.28% | 2.64% | -7.56% | -0.10% |
| 2017 | 4.34% | 4.88% | 2.50% | 2.04% | 3.88% | -0.69% | 3.73% | 1.85% | 2.68% | 5.12% | 2.44% | 0.52% | 38.64% |
| 2016 | -6.26% | 0.64% | 9.60% | -0.44% | 3.27% | 0.06% | 6.37% | 2.73% | 1.72% | -0.92% | 3.37% | 2.58% | 24.22% |
| 2015 | -0.36% | -2.94% | 0.88% | -5.67% | -1.14% | 9.07% | 2.54% | -1.10% | 0.64% |
Комиссия
Комиссия General Screener Portfolio 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 General Screener Portfolio среди портфелей на нашем сайте составляет 63, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
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.
General Screener Portfolio
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.52 | 2.22 | 1.28 | 2.07 | 4.90 |
ADBE Adobe Inc | -0.33 | -0.24 | 0.97 | -0.31 | -0.71 |
ADI Analog Devices, Inc. | 1.13 | 1.71 | 1.21 | 1.66 | 6.72 |
ADSK Autodesk, Inc. | 1.46 | 1.98 | 1.26 | 0.93 | 4.31 |
AMD Advanced Micro Devices, Inc. | 1.09 | 1.68 | 1.21 | 1.25 | 2.63 |
AMZN Amazon.com, Inc. | 1.72 | 2.36 | 1.31 | 1.32 | 8.19 |
APD Air Products and Chemicals, Inc. | 0.66 | 0.98 | 1.18 | 0.64 | 1.74 |
AVGO Broadcom Inc. | 2.32 | 2.89 | 1.37 | 4.19 | 12.99 |
AXP American Express Company | 3.62 | 4.30 | 1.63 | 3.15 | 30.11 |
BABA Alibaba Group Holding Limited | 0.70 | 1.24 | 1.15 | 0.33 | 2.17 |
BIDU Baidu, Inc. | -0.44 | -0.42 | 0.95 | -0.23 | -0.90 |
CAT Caterpillar Inc. | 2.08 | 2.65 | 1.36 | 2.57 | 7.94 |
CL Colgate-Palmolive Company | 2.86 | 3.92 | 1.51 | 3.57 | 16.39 |
CRM salesforce.com, inc. | 1.27 | 1.64 | 1.29 | 1.19 | 3.31 |
CSCO Cisco Systems, Inc. | 0.44 | 0.70 | 1.11 | 0.38 | 1.19 |
EMR Emerson Electric Co. | 0.80 | 1.27 | 1.18 | 1.20 | 3.28 |
GLW Corning Incorporated | 2.85 | 4.07 | 1.54 | 1.96 | 14.35 |
GOOG Alphabet Inc. | 0.68 | 1.03 | 1.15 | 0.84 | 2.21 |
GS The Goldman Sachs Group, Inc. | 3.49 | 4.34 | 1.59 | 2.87 | 31.80 |
HD The Home Depot, Inc. | 2.31 | 3.14 | 1.39 | 1.53 | 5.78 |
HPQ | 1.45 | 2.32 | 1.29 | 1.31 | 7.16 |
HRL | 0.17 | 0.45 | 1.06 | 0.10 | 0.49 |
IBM | 3.38 | 4.45 | 1.66 | 4.30 | 10.93 |
INTC | -0.69 | -0.72 | 0.89 | -0.50 | -1.01 |
ITW | 1.22 | 1.76 | 1.22 | 1.23 | 2.96 |
JNJ | 0.77 | 1.20 | 1.15 | 0.63 | 2.30 |
JPM | 2.92 | 3.36 | 1.54 | 3.61 | 17.22 |
KMB | 1.25 | 1.72 | 1.26 | 1.19 | 8.77 |
KO | 2.81 | 4.08 | 1.51 | 2.35 | 20.45 |
LOW | 2.21 | 3.07 | 1.38 | 1.80 | 6.29 |
MCD | 1.60 | 2.27 | 1.29 | 1.55 | 3.52 |
META | 2.27 | 3.18 | 1.44 | 3.36 | 13.94 |
MMM | 2.74 | 4.37 | 1.65 | 1.54 | 15.81 |
MSFT | 1.42 | 1.92 | 1.25 | 1.78 | 4.78 |
MU | 1.30 | 1.98 | 1.24 | 1.41 | 3.26 |
NFLX | 3.60 | 4.92 | 1.66 | 2.84 | 28.77 |
NVDA | 4.39 | 4.17 | 1.54 | 8.40 | 26.44 |
ORCL | 1.89 | 2.71 | 1.40 | 3.08 | 11.25 |
PEP | 0.72 | 1.15 | 1.14 | 0.65 | 2.61 |
PG | 1.18 | 1.68 | 1.23 | 2.10 | 7.66 |
PPG | 0.25 | 0.47 | 1.06 | 0.15 | 0.44 |
QCOM | 1.54 | 2.04 | 1.28 | 1.35 | 4.26 |
SHOP | 1.06 | 1.71 | 1.25 | 0.78 | 2.86 |
STM | -0.84 | -1.04 | 0.87 | -0.65 | -1.37 |
SWKS | 0.21 | 0.53 | 1.07 | 0.14 | 0.67 |
TCEHY | 1.33 | 2.00 | 1.25 | 0.75 | 4.92 |
TGT | 1.36 | 2.45 | 1.30 | 0.81 | 4.42 |
TSLA | -0.16 | 0.15 | 1.02 | -0.14 | -0.40 |
TXN | 1.32 | 1.89 | 1.23 | 1.36 | 8.47 |
UPS | -0.28 | -0.18 | 0.97 | -0.18 | -0.63 |
VZ | 2.29 | 3.27 | 1.45 | 1.28 | 13.90 |
WMT | 2.82 | 3.73 | 1.58 | 4.90 | 14.76 |
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность General Screener Portfolio за предыдущие двенадцать месяцев составила 1.69%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| General Screener Portfolio | 1.69% | 2.00% | 2.00% | 1.47% | 1.60% | 1.70% | 1.95% | 1.62% | 1.85% | 1.92% | 1.59% | 1.56% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
ADI Analog Devices, Inc. | 1.59% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
ADSK Autodesk, 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% |
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
APD Air Products and Chemicals, Inc. | 2.13% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.14% | 2.54% |
AVGO Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
AXP American Express Company | 0.98% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
BABA Alibaba Group Holding Limited | 1.61% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIDU Baidu, 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% |
CAT Caterpillar Inc. | 1.02% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
CL Colgate-Palmolive Company | 1.97% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
CRM salesforce.com, inc. | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 2.80% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
EMR Emerson Electric Co. | 1.90% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
GLW Corning Incorporated | 2.40% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% | 2.19% |
GOOG Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GS The Goldman Sachs Group, Inc. | 2.13% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
HD The Home Depot, Inc. | 2.13% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
HPQ | 2.96% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
HRL | 3.51% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 2.50% | 1.26% | 1.54% | 1.51% |
IBM | 2.87% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
INTC | 2.20% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
ITW | 2.18% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
JNJ | 2.94% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
JPM | 2.04% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
KMB | 3.33% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% | 0.01% |
KO | 2.72% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
LOW | 1.58% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
MCD | 2.11% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
META | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MMM | 2.90% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
MSFT | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MU | 0.41% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
ORCL | 0.92% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
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% |
PG | 2.31% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
PPG | 2.01% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% | 1.28% |
QCOM | 1.93% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
SHOP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STM | 1.07% | 0.48% | 0.82% | 0.45% | 0.50% | 0.89% | 1.73% | 1.10% | 2.33% | 5.11% | 4.55% | 4.25% |
SWKS | 2.78% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
TCEHY | 0.79% | 6.80% | 4.27% | 0.35% | 0.22% | 0.27% | 0.29% | 0.15% | 0.25% | 0.24% | 0.04% | 0.20% |
TGT | 2.82% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
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% |
TXN | 2.62% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
UPS | 4.79% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
VZ | 6.08% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
WMT | 1.00% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
General Screener Portfolio показал максимальную просадку в 30.96%, зарегистрированную 11 окт. 2022 г.. Полное восстановление заняло 200 торговых сессий.
Текущая просадка General Screener Portfolio составляет 0.67%.
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 |
|---|---|---|---|---|---|---|
| -30.96% | 5 янв. 2022 г. | 193 | 11 окт. 2022 г. | 200 | 31 июл. 2023 г. | 393 |
| -29.87% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 53 | 8 июн. 2020 г. | 76 |
| -19.61% | 21 сент. 2018 г. | 65 | 24 дек. 2018 г. | 59 | 21 мар. 2019 г. | 124 |
| -14.68% | 7 дек. 2015 г. | 46 | 11 февр. 2016 г. | 25 | 18 мар. 2016 г. | 71 |
| -13.99% | 23 июн. 2015 г. | 45 | 25 авг. 2015 г. | 49 | 3 нояб. 2015 г. | 94 |
Волатильность
График волатильности
Текущая волатильность General Screener Portfolio составляет 3.20%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| HRL | KMB | VZ | WMT | CL | JNJ | TSLA | PG | TCEHY | TGT | PEP | KO | BABA | SHOP | MCD | BIDU | NFLX | AMD | META | MU | LOW | JPM | CAT | AMZN | IBM | CRM | UPS | MMM | ORCL | GS | APD | NVDA | HD | AXP | HPQ | STM | PPG | AAPL | AVGO | EMR | QCOM | ADBE | GOOG | INTC | ADSK | SWKS | GLW | ITW | CSCO | MSFT | ADI | TXN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HRL | 1.00 | 0.48 | 0.35 | 0.32 | 0.47 | 0.33 | 0.07 | 0.45 | 0.08 | 0.24 | 0.49 | 0.42 | 0.07 | 0.04 | 0.30 | 0.05 | 0.07 | 0.04 | 0.09 | 0.06 | 0.23 | 0.15 | 0.16 | 0.10 | 0.25 | 0.12 | 0.26 | 0.28 | 0.20 | 0.15 | 0.28 | 0.04 | 0.25 | 0.15 | 0.15 | 0.07 | 0.24 | 0.16 | 0.07 | 0.17 | 0.10 | 0.13 | 0.13 | 0.13 | 0.11 | 0.12 | 0.18 | 0.27 | 0.23 | 0.16 | 0.09 | 0.15 |
| KMB | 0.48 | 1.00 | 0.41 | 0.36 | 0.68 | 0.41 | 0.05 | 0.68 | 0.09 | 0.23 | 0.59 | 0.54 | 0.07 | 0.08 | 0.39 | 0.05 | 0.11 | 0.07 | 0.14 | 0.09 | 0.27 | 0.19 | 0.16 | 0.13 | 0.30 | 0.14 | 0.31 | 0.34 | 0.27 | 0.17 | 0.34 | 0.08 | 0.30 | 0.19 | 0.16 | 0.09 | 0.30 | 0.18 | 0.12 | 0.21 | 0.14 | 0.18 | 0.17 | 0.18 | 0.14 | 0.13 | 0.21 | 0.33 | 0.29 | 0.23 | 0.14 | 0.21 |
| VZ | 0.35 | 0.41 | 1.00 | 0.31 | 0.39 | 0.40 | 0.07 | 0.42 | 0.10 | 0.27 | 0.40 | 0.44 | 0.09 | 0.06 | 0.32 | 0.10 | 0.09 | 0.10 | 0.12 | 0.11 | 0.28 | 0.31 | 0.29 | 0.12 | 0.40 | 0.14 | 0.31 | 0.35 | 0.25 | 0.28 | 0.32 | 0.09 | 0.31 | 0.29 | 0.26 | 0.13 | 0.32 | 0.17 | 0.14 | 0.29 | 0.16 | 0.14 | 0.18 | 0.23 | 0.17 | 0.14 | 0.27 | 0.35 | 0.34 | 0.21 | 0.18 | 0.24 |
| WMT | 0.32 | 0.36 | 0.31 | 1.00 | 0.38 | 0.33 | 0.16 | 0.43 | 0.12 | 0.44 | 0.43 | 0.37 | 0.13 | 0.15 | 0.33 | 0.13 | 0.21 | 0.17 | 0.21 | 0.16 | 0.34 | 0.24 | 0.22 | 0.26 | 0.30 | 0.19 | 0.33 | 0.30 | 0.30 | 0.23 | 0.30 | 0.21 | 0.39 | 0.24 | 0.23 | 0.17 | 0.28 | 0.26 | 0.21 | 0.26 | 0.21 | 0.25 | 0.27 | 0.26 | 0.24 | 0.20 | 0.26 | 0.33 | 0.32 | 0.30 | 0.24 | 0.27 |
| CL | 0.47 | 0.68 | 0.39 | 0.38 | 1.00 | 0.45 | 0.08 | 0.73 | 0.10 | 0.26 | 0.65 | 0.60 | 0.08 | 0.10 | 0.42 | 0.08 | 0.16 | 0.12 | 0.18 | 0.12 | 0.30 | 0.23 | 0.22 | 0.18 | 0.35 | 0.20 | 0.32 | 0.37 | 0.31 | 0.22 | 0.40 | 0.13 | 0.35 | 0.24 | 0.22 | 0.14 | 0.34 | 0.23 | 0.18 | 0.27 | 0.18 | 0.24 | 0.24 | 0.22 | 0.22 | 0.17 | 0.25 | 0.38 | 0.34 | 0.29 | 0.19 | 0.26 |
| JNJ | 0.33 | 0.41 | 0.40 | 0.33 | 0.45 | 1.00 | 0.09 | 0.47 | 0.16 | 0.25 | 0.47 | 0.46 | 0.15 | 0.10 | 0.38 | 0.14 | 0.17 | 0.13 | 0.18 | 0.14 | 0.28 | 0.30 | 0.27 | 0.19 | 0.38 | 0.21 | 0.34 | 0.42 | 0.31 | 0.28 | 0.36 | 0.13 | 0.32 | 0.28 | 0.26 | 0.20 | 0.34 | 0.25 | 0.18 | 0.31 | 0.22 | 0.25 | 0.27 | 0.26 | 0.23 | 0.22 | 0.32 | 0.40 | 0.40 | 0.30 | 0.24 | 0.29 |
| TSLA | 0.07 | 0.05 | 0.07 | 0.16 | 0.08 | 0.09 | 1.00 | 0.11 | 0.30 | 0.20 | 0.15 | 0.14 | 0.33 | 0.38 | 0.17 | 0.34 | 0.37 | 0.37 | 0.35 | 0.33 | 0.25 | 0.24 | 0.24 | 0.41 | 0.21 | 0.39 | 0.24 | 0.20 | 0.28 | 0.28 | 0.22 | 0.42 | 0.25 | 0.30 | 0.32 | 0.38 | 0.27 | 0.42 | 0.40 | 0.24 | 0.35 | 0.41 | 0.37 | 0.37 | 0.39 | 0.40 | 0.30 | 0.25 | 0.27 | 0.39 | 0.40 | 0.39 |
| PG | 0.45 | 0.68 | 0.42 | 0.43 | 0.73 | 0.47 | 0.11 | 1.00 | 0.11 | 0.26 | 0.65 | 0.62 | 0.11 | 0.11 | 0.41 | 0.09 | 0.17 | 0.12 | 0.20 | 0.16 | 0.30 | 0.24 | 0.22 | 0.21 | 0.36 | 0.21 | 0.35 | 0.37 | 0.31 | 0.22 | 0.38 | 0.15 | 0.35 | 0.25 | 0.23 | 0.16 | 0.34 | 0.26 | 0.19 | 0.29 | 0.21 | 0.26 | 0.26 | 0.25 | 0.22 | 0.19 | 0.27 | 0.39 | 0.36 | 0.33 | 0.23 | 0.28 |
| TCEHY | 0.08 | 0.09 | 0.10 | 0.12 | 0.10 | 0.16 | 0.30 | 0.11 | 1.00 | 0.20 | 0.14 | 0.15 | 0.67 | 0.38 | 0.16 | 0.61 | 0.34 | 0.32 | 0.36 | 0.37 | 0.26 | 0.30 | 0.32 | 0.39 | 0.24 | 0.37 | 0.26 | 0.28 | 0.29 | 0.33 | 0.31 | 0.37 | 0.27 | 0.30 | 0.31 | 0.41 | 0.30 | 0.38 | 0.37 | 0.32 | 0.38 | 0.37 | 0.40 | 0.36 | 0.38 | 0.40 | 0.35 | 0.30 | 0.32 | 0.39 | 0.38 | 0.39 |
| TGT | 0.24 | 0.23 | 0.27 | 0.44 | 0.26 | 0.25 | 0.20 | 0.26 | 0.20 | 1.00 | 0.28 | 0.28 | 0.20 | 0.25 | 0.27 | 0.22 | 0.22 | 0.25 | 0.23 | 0.25 | 0.48 | 0.35 | 0.32 | 0.27 | 0.33 | 0.27 | 0.41 | 0.37 | 0.31 | 0.36 | 0.34 | 0.28 | 0.51 | 0.34 | 0.36 | 0.28 | 0.37 | 0.28 | 0.26 | 0.38 | 0.30 | 0.30 | 0.28 | 0.32 | 0.34 | 0.31 | 0.36 | 0.41 | 0.35 | 0.29 | 0.31 | 0.35 |
| PEP | 0.49 | 0.59 | 0.40 | 0.43 | 0.65 | 0.47 | 0.15 | 0.65 | 0.14 | 0.28 | 1.00 | 0.72 | 0.13 | 0.14 | 0.47 | 0.13 | 0.18 | 0.13 | 0.23 | 0.16 | 0.34 | 0.23 | 0.20 | 0.24 | 0.34 | 0.26 | 0.34 | 0.37 | 0.33 | 0.21 | 0.40 | 0.17 | 0.38 | 0.26 | 0.24 | 0.20 | 0.35 | 0.31 | 0.24 | 0.27 | 0.23 | 0.31 | 0.31 | 0.27 | 0.26 | 0.21 | 0.29 | 0.39 | 0.38 | 0.37 | 0.25 | 0.30 |
| KO | 0.42 | 0.54 | 0.44 | 0.37 | 0.60 | 0.46 | 0.14 | 0.62 | 0.15 | 0.28 | 0.72 | 1.00 | 0.14 | 0.11 | 0.49 | 0.14 | 0.13 | 0.12 | 0.19 | 0.15 | 0.31 | 0.33 | 0.29 | 0.20 | 0.40 | 0.23 | 0.37 | 0.42 | 0.31 | 0.29 | 0.43 | 0.13 | 0.35 | 0.35 | 0.28 | 0.19 | 0.40 | 0.27 | 0.22 | 0.35 | 0.21 | 0.26 | 0.29 | 0.25 | 0.24 | 0.19 | 0.33 | 0.43 | 0.38 | 0.33 | 0.24 | 0.29 |
| BABA | 0.07 | 0.07 | 0.09 | 0.13 | 0.08 | 0.15 | 0.33 | 0.11 | 0.67 | 0.20 | 0.13 | 0.14 | 1.00 | 0.40 | 0.17 | 0.67 | 0.38 | 0.34 | 0.42 | 0.39 | 0.24 | 0.29 | 0.31 | 0.43 | 0.26 | 0.38 | 0.28 | 0.27 | 0.31 | 0.32 | 0.30 | 0.40 | 0.24 | 0.29 | 0.32 | 0.40 | 0.30 | 0.38 | 0.36 | 0.31 | 0.38 | 0.39 | 0.43 | 0.38 | 0.40 | 0.42 | 0.37 | 0.30 | 0.31 | 0.40 | 0.39 | 0.39 |
| SHOP | 0.04 | 0.08 | 0.06 | 0.15 | 0.10 | 0.10 | 0.38 | 0.11 | 0.38 | 0.25 | 0.14 | 0.11 | 0.40 | 1.00 | 0.19 | 0.39 | 0.45 | 0.46 | 0.44 | 0.37 | 0.30 | 0.21 | 0.24 | 0.51 | 0.19 | 0.54 | 0.26 | 0.21 | 0.33 | 0.28 | 0.28 | 0.48 | 0.30 | 0.30 | 0.30 | 0.42 | 0.27 | 0.43 | 0.41 | 0.24 | 0.40 | 0.54 | 0.44 | 0.37 | 0.53 | 0.42 | 0.31 | 0.26 | 0.32 | 0.48 | 0.42 | 0.42 |
| MCD | 0.30 | 0.39 | 0.32 | 0.33 | 0.42 | 0.38 | 0.17 | 0.41 | 0.16 | 0.27 | 0.47 | 0.49 | 0.17 | 0.19 | 1.00 | 0.17 | 0.20 | 0.21 | 0.29 | 0.19 | 0.36 | 0.34 | 0.28 | 0.28 | 0.35 | 0.30 | 0.36 | 0.36 | 0.36 | 0.32 | 0.39 | 0.23 | 0.40 | 0.35 | 0.31 | 0.27 | 0.37 | 0.32 | 0.29 | 0.33 | 0.27 | 0.33 | 0.32 | 0.29 | 0.29 | 0.27 | 0.34 | 0.40 | 0.40 | 0.37 | 0.30 | 0.34 |
| BIDU | 0.05 | 0.05 | 0.10 | 0.13 | 0.08 | 0.14 | 0.34 | 0.09 | 0.61 | 0.22 | 0.13 | 0.14 | 0.67 | 0.39 | 0.17 | 1.00 | 0.38 | 0.35 | 0.39 | 0.39 | 0.28 | 0.31 | 0.33 | 0.40 | 0.26 | 0.39 | 0.29 | 0.27 | 0.31 | 0.35 | 0.27 | 0.40 | 0.28 | 0.31 | 0.36 | 0.40 | 0.31 | 0.39 | 0.37 | 0.32 | 0.38 | 0.40 | 0.43 | 0.38 | 0.41 | 0.42 | 0.36 | 0.30 | 0.34 | 0.40 | 0.40 | 0.41 |
| NFLX | 0.07 | 0.11 | 0.09 | 0.21 | 0.16 | 0.17 | 0.37 | 0.17 | 0.34 | 0.22 | 0.18 | 0.13 | 0.38 | 0.45 | 0.20 | 0.38 | 1.00 | 0.40 | 0.52 | 0.36 | 0.31 | 0.24 | 0.25 | 0.55 | 0.23 | 0.49 | 0.27 | 0.23 | 0.37 | 0.29 | 0.27 | 0.48 | 0.32 | 0.29 | 0.30 | 0.35 | 0.26 | 0.46 | 0.41 | 0.26 | 0.40 | 0.53 | 0.49 | 0.40 | 0.46 | 0.39 | 0.32 | 0.25 | 0.35 | 0.51 | 0.38 | 0.42 |
| AMD | 0.04 | 0.07 | 0.10 | 0.17 | 0.12 | 0.13 | 0.37 | 0.12 | 0.32 | 0.25 | 0.13 | 0.12 | 0.34 | 0.46 | 0.21 | 0.35 | 0.40 | 1.00 | 0.43 | 0.52 | 0.31 | 0.27 | 0.29 | 0.47 | 0.30 | 0.46 | 0.32 | 0.25 | 0.39 | 0.31 | 0.29 | 0.66 | 0.32 | 0.32 | 0.40 | 0.51 | 0.30 | 0.45 | 0.52 | 0.33 | 0.52 | 0.49 | 0.45 | 0.49 | 0.48 | 0.50 | 0.38 | 0.30 | 0.38 | 0.49 | 0.56 | 0.55 |
| META | 0.09 | 0.14 | 0.12 | 0.21 | 0.18 | 0.18 | 0.35 | 0.20 | 0.36 | 0.23 | 0.23 | 0.19 | 0.42 | 0.44 | 0.29 | 0.39 | 0.52 | 0.43 | 1.00 | 0.41 | 0.34 | 0.31 | 0.29 | 0.62 | 0.29 | 0.52 | 0.32 | 0.30 | 0.42 | 0.34 | 0.33 | 0.52 | 0.36 | 0.36 | 0.34 | 0.42 | 0.32 | 0.52 | 0.47 | 0.32 | 0.45 | 0.59 | 0.67 | 0.43 | 0.50 | 0.47 | 0.36 | 0.31 | 0.39 | 0.60 | 0.45 | 0.47 |
| MU | 0.06 | 0.09 | 0.11 | 0.16 | 0.12 | 0.14 | 0.33 | 0.16 | 0.37 | 0.25 | 0.16 | 0.15 | 0.39 | 0.37 | 0.19 | 0.39 | 0.36 | 0.52 | 0.41 | 1.00 | 0.32 | 0.39 | 0.41 | 0.40 | 0.39 | 0.41 | 0.35 | 0.35 | 0.39 | 0.43 | 0.33 | 0.60 | 0.32 | 0.42 | 0.49 | 0.57 | 0.35 | 0.44 | 0.59 | 0.43 | 0.58 | 0.44 | 0.44 | 0.57 | 0.48 | 0.61 | 0.49 | 0.39 | 0.42 | 0.47 | 0.62 | 0.62 |
| LOW | 0.23 | 0.27 | 0.28 | 0.34 | 0.30 | 0.28 | 0.25 | 0.30 | 0.26 | 0.48 | 0.34 | 0.31 | 0.24 | 0.30 | 0.36 | 0.28 | 0.31 | 0.31 | 0.34 | 0.32 | 1.00 | 0.41 | 0.42 | 0.36 | 0.40 | 0.38 | 0.47 | 0.45 | 0.38 | 0.44 | 0.43 | 0.36 | 0.80 | 0.44 | 0.42 | 0.37 | 0.49 | 0.38 | 0.37 | 0.47 | 0.39 | 0.41 | 0.37 | 0.38 | 0.44 | 0.41 | 0.47 | 0.52 | 0.44 | 0.42 | 0.43 | 0.44 |
| JPM | 0.15 | 0.19 | 0.31 | 0.24 | 0.23 | 0.30 | 0.24 | 0.24 | 0.30 | 0.35 | 0.23 | 0.33 | 0.29 | 0.21 | 0.34 | 0.31 | 0.24 | 0.27 | 0.31 | 0.39 | 0.41 | 1.00 | 0.59 | 0.29 | 0.50 | 0.31 | 0.46 | 0.52 | 0.41 | 0.79 | 0.47 | 0.32 | 0.41 | 0.70 | 0.49 | 0.39 | 0.54 | 0.36 | 0.38 | 0.60 | 0.38 | 0.29 | 0.37 | 0.42 | 0.37 | 0.42 | 0.55 | 0.56 | 0.48 | 0.36 | 0.44 | 0.45 |
| CAT | 0.16 | 0.16 | 0.29 | 0.22 | 0.22 | 0.27 | 0.24 | 0.22 | 0.32 | 0.32 | 0.20 | 0.29 | 0.31 | 0.24 | 0.28 | 0.33 | 0.25 | 0.29 | 0.29 | 0.41 | 0.42 | 0.59 | 1.00 | 0.28 | 0.51 | 0.29 | 0.48 | 0.57 | 0.40 | 0.58 | 0.50 | 0.33 | 0.41 | 0.56 | 0.52 | 0.42 | 0.55 | 0.35 | 0.41 | 0.72 | 0.43 | 0.29 | 0.34 | 0.42 | 0.40 | 0.44 | 0.57 | 0.64 | 0.46 | 0.34 | 0.48 | 0.49 |
| AMZN | 0.10 | 0.13 | 0.12 | 0.26 | 0.18 | 0.19 | 0.41 | 0.21 | 0.39 | 0.27 | 0.24 | 0.20 | 0.43 | 0.51 | 0.28 | 0.40 | 0.55 | 0.47 | 0.62 | 0.40 | 0.36 | 0.29 | 0.28 | 1.00 | 0.30 | 0.58 | 0.34 | 0.29 | 0.43 | 0.34 | 0.31 | 0.55 | 0.39 | 0.35 | 0.36 | 0.44 | 0.32 | 0.57 | 0.48 | 0.32 | 0.48 | 0.62 | 0.67 | 0.44 | 0.54 | 0.46 | 0.36 | 0.32 | 0.44 | 0.67 | 0.45 | 0.48 |
| IBM | 0.25 | 0.30 | 0.40 | 0.30 | 0.35 | 0.38 | 0.21 | 0.36 | 0.24 | 0.33 | 0.34 | 0.40 | 0.26 | 0.19 | 0.35 | 0.26 | 0.23 | 0.30 | 0.29 | 0.39 | 0.40 | 0.50 | 0.51 | 0.30 | 1.00 | 0.32 | 0.44 | 0.53 | 0.50 | 0.49 | 0.44 | 0.31 | 0.42 | 0.51 | 0.53 | 0.37 | 0.47 | 0.36 | 0.40 | 0.54 | 0.39 | 0.36 | 0.37 | 0.45 | 0.39 | 0.39 | 0.52 | 0.54 | 0.54 | 0.41 | 0.44 | 0.47 |
| CRM | 0.12 | 0.14 | 0.14 | 0.19 | 0.20 | 0.21 | 0.39 | 0.21 | 0.37 | 0.27 | 0.26 | 0.23 | 0.38 | 0.54 | 0.30 | 0.39 | 0.49 | 0.46 | 0.52 | 0.41 | 0.38 | 0.31 | 0.29 | 0.58 | 0.32 | 1.00 | 0.35 | 0.29 | 0.47 | 0.35 | 0.37 | 0.54 | 0.38 | 0.39 | 0.38 | 0.44 | 0.33 | 0.51 | 0.48 | 0.33 | 0.47 | 0.69 | 0.56 | 0.43 | 0.64 | 0.48 | 0.40 | 0.33 | 0.47 | 0.63 | 0.48 | 0.48 |
| UPS | 0.26 | 0.31 | 0.31 | 0.33 | 0.32 | 0.34 | 0.24 | 0.35 | 0.26 | 0.41 | 0.34 | 0.37 | 0.28 | 0.26 | 0.36 | 0.29 | 0.27 | 0.32 | 0.32 | 0.35 | 0.47 | 0.46 | 0.48 | 0.34 | 0.44 | 0.35 | 1.00 | 0.53 | 0.44 | 0.47 | 0.47 | 0.35 | 0.49 | 0.46 | 0.43 | 0.37 | 0.49 | 0.40 | 0.39 | 0.51 | 0.41 | 0.39 | 0.37 | 0.41 | 0.42 | 0.40 | 0.49 | 0.55 | 0.48 | 0.41 | 0.43 | 0.46 |
| MMM | 0.28 | 0.34 | 0.35 | 0.30 | 0.37 | 0.42 | 0.20 | 0.37 | 0.28 | 0.37 | 0.37 | 0.42 | 0.27 | 0.21 | 0.36 | 0.27 | 0.23 | 0.25 | 0.30 | 0.35 | 0.45 | 0.52 | 0.57 | 0.29 | 0.53 | 0.29 | 0.53 | 1.00 | 0.41 | 0.52 | 0.49 | 0.29 | 0.48 | 0.48 | 0.48 | 0.38 | 0.56 | 0.36 | 0.36 | 0.59 | 0.37 | 0.32 | 0.37 | 0.43 | 0.38 | 0.39 | 0.54 | 0.66 | 0.49 | 0.38 | 0.44 | 0.47 |
| ORCL | 0.20 | 0.27 | 0.25 | 0.30 | 0.31 | 0.31 | 0.28 | 0.31 | 0.29 | 0.31 | 0.33 | 0.31 | 0.31 | 0.33 | 0.36 | 0.31 | 0.37 | 0.39 | 0.42 | 0.39 | 0.38 | 0.41 | 0.40 | 0.43 | 0.50 | 0.47 | 0.44 | 0.41 | 1.00 | 0.42 | 0.42 | 0.43 | 0.41 | 0.43 | 0.43 | 0.41 | 0.42 | 0.46 | 0.45 | 0.44 | 0.43 | 0.52 | 0.48 | 0.43 | 0.50 | 0.40 | 0.44 | 0.46 | 0.51 | 0.57 | 0.44 | 0.46 |
| GS | 0.15 | 0.17 | 0.28 | 0.23 | 0.22 | 0.28 | 0.28 | 0.22 | 0.33 | 0.36 | 0.21 | 0.29 | 0.32 | 0.28 | 0.32 | 0.35 | 0.29 | 0.31 | 0.34 | 0.43 | 0.44 | 0.79 | 0.58 | 0.34 | 0.49 | 0.35 | 0.47 | 0.52 | 0.42 | 1.00 | 0.47 | 0.37 | 0.44 | 0.66 | 0.49 | 0.43 | 0.54 | 0.40 | 0.41 | 0.59 | 0.43 | 0.33 | 0.41 | 0.42 | 0.42 | 0.45 | 0.53 | 0.54 | 0.46 | 0.39 | 0.48 | 0.48 |
| APD | 0.28 | 0.34 | 0.32 | 0.30 | 0.40 | 0.36 | 0.22 | 0.38 | 0.31 | 0.34 | 0.40 | 0.43 | 0.30 | 0.28 | 0.39 | 0.27 | 0.27 | 0.29 | 0.33 | 0.33 | 0.43 | 0.47 | 0.50 | 0.31 | 0.44 | 0.37 | 0.47 | 0.49 | 0.42 | 0.47 | 1.00 | 0.34 | 0.44 | 0.46 | 0.44 | 0.42 | 0.59 | 0.38 | 0.39 | 0.54 | 0.42 | 0.39 | 0.38 | 0.41 | 0.43 | 0.41 | 0.49 | 0.57 | 0.46 | 0.42 | 0.44 | 0.48 |
| NVDA | 0.04 | 0.08 | 0.09 | 0.21 | 0.13 | 0.13 | 0.42 | 0.15 | 0.37 | 0.28 | 0.17 | 0.13 | 0.40 | 0.48 | 0.23 | 0.40 | 0.48 | 0.66 | 0.52 | 0.60 | 0.36 | 0.32 | 0.33 | 0.55 | 0.31 | 0.54 | 0.35 | 0.29 | 0.43 | 0.37 | 0.34 | 1.00 | 0.37 | 0.37 | 0.44 | 0.58 | 0.32 | 0.54 | 0.62 | 0.37 | 0.60 | 0.58 | 0.53 | 0.55 | 0.55 | 0.59 | 0.43 | 0.35 | 0.44 | 0.60 | 0.61 | 0.63 |
| HD | 0.25 | 0.30 | 0.31 | 0.39 | 0.35 | 0.32 | 0.25 | 0.35 | 0.27 | 0.51 | 0.38 | 0.35 | 0.24 | 0.30 | 0.40 | 0.28 | 0.32 | 0.32 | 0.36 | 0.32 | 0.80 | 0.41 | 0.41 | 0.39 | 0.42 | 0.38 | 0.49 | 0.48 | 0.41 | 0.44 | 0.44 | 0.37 | 1.00 | 0.44 | 0.43 | 0.38 | 0.49 | 0.40 | 0.38 | 0.46 | 0.40 | 0.42 | 0.41 | 0.39 | 0.44 | 0.42 | 0.46 | 0.54 | 0.47 | 0.46 | 0.44 | 0.48 |
| AXP | 0.15 | 0.19 | 0.29 | 0.24 | 0.24 | 0.28 | 0.30 | 0.25 | 0.30 | 0.34 | 0.26 | 0.35 | 0.29 | 0.30 | 0.35 | 0.31 | 0.29 | 0.32 | 0.36 | 0.42 | 0.44 | 0.70 | 0.56 | 0.35 | 0.51 | 0.39 | 0.46 | 0.48 | 0.43 | 0.66 | 0.46 | 0.37 | 0.44 | 1.00 | 0.51 | 0.44 | 0.52 | 0.39 | 0.41 | 0.58 | 0.44 | 0.37 | 0.42 | 0.43 | 0.45 | 0.44 | 0.53 | 0.53 | 0.47 | 0.42 | 0.48 | 0.49 |
| HPQ | 0.15 | 0.16 | 0.26 | 0.23 | 0.22 | 0.26 | 0.32 | 0.23 | 0.31 | 0.36 | 0.24 | 0.28 | 0.32 | 0.30 | 0.31 | 0.36 | 0.30 | 0.40 | 0.34 | 0.49 | 0.42 | 0.49 | 0.52 | 0.36 | 0.53 | 0.38 | 0.43 | 0.48 | 0.43 | 0.49 | 0.44 | 0.44 | 0.43 | 0.51 | 1.00 | 0.48 | 0.49 | 0.44 | 0.46 | 0.55 | 0.48 | 0.41 | 0.41 | 0.51 | 0.47 | 0.49 | 0.57 | 0.50 | 0.56 | 0.46 | 0.53 | 0.56 |
| STM | 0.07 | 0.09 | 0.13 | 0.17 | 0.14 | 0.20 | 0.38 | 0.16 | 0.41 | 0.28 | 0.20 | 0.19 | 0.40 | 0.42 | 0.27 | 0.40 | 0.35 | 0.51 | 0.42 | 0.57 | 0.37 | 0.39 | 0.42 | 0.44 | 0.37 | 0.44 | 0.37 | 0.38 | 0.41 | 0.43 | 0.42 | 0.58 | 0.38 | 0.44 | 0.48 | 1.00 | 0.44 | 0.50 | 0.60 | 0.47 | 0.60 | 0.49 | 0.46 | 0.56 | 0.53 | 0.66 | 0.52 | 0.45 | 0.46 | 0.50 | 0.70 | 0.69 |
| PPG | 0.24 | 0.30 | 0.32 | 0.28 | 0.34 | 0.34 | 0.27 | 0.34 | 0.30 | 0.37 | 0.35 | 0.40 | 0.30 | 0.27 | 0.37 | 0.31 | 0.26 | 0.30 | 0.32 | 0.35 | 0.49 | 0.54 | 0.55 | 0.32 | 0.47 | 0.33 | 0.49 | 0.56 | 0.42 | 0.54 | 0.59 | 0.32 | 0.49 | 0.52 | 0.49 | 0.44 | 1.00 | 0.37 | 0.41 | 0.60 | 0.42 | 0.36 | 0.38 | 0.43 | 0.44 | 0.44 | 0.55 | 0.64 | 0.49 | 0.39 | 0.48 | 0.48 |
| AAPL | 0.16 | 0.18 | 0.17 | 0.26 | 0.23 | 0.25 | 0.42 | 0.26 | 0.38 | 0.28 | 0.31 | 0.27 | 0.38 | 0.43 | 0.32 | 0.39 | 0.46 | 0.45 | 0.52 | 0.44 | 0.38 | 0.36 | 0.35 | 0.57 | 0.36 | 0.51 | 0.40 | 0.36 | 0.46 | 0.40 | 0.38 | 0.54 | 0.40 | 0.39 | 0.44 | 0.50 | 0.37 | 1.00 | 0.57 | 0.40 | 0.55 | 0.56 | 0.60 | 0.50 | 0.53 | 0.60 | 0.46 | 0.41 | 0.51 | 0.64 | 0.54 | 0.57 |
| AVGO | 0.07 | 0.12 | 0.14 | 0.21 | 0.18 | 0.18 | 0.40 | 0.19 | 0.37 | 0.26 | 0.24 | 0.22 | 0.36 | 0.41 | 0.29 | 0.37 | 0.41 | 0.52 | 0.47 | 0.59 | 0.37 | 0.38 | 0.41 | 0.48 | 0.40 | 0.48 | 0.39 | 0.36 | 0.45 | 0.41 | 0.39 | 0.62 | 0.38 | 0.41 | 0.46 | 0.60 | 0.41 | 0.57 | 1.00 | 0.45 | 0.63 | 0.53 | 0.49 | 0.57 | 0.54 | 0.69 | 0.49 | 0.43 | 0.50 | 0.56 | 0.69 | 0.68 |
| EMR | 0.17 | 0.21 | 0.29 | 0.26 | 0.27 | 0.31 | 0.24 | 0.29 | 0.32 | 0.38 | 0.27 | 0.35 | 0.31 | 0.24 | 0.33 | 0.32 | 0.26 | 0.33 | 0.32 | 0.43 | 0.47 | 0.60 | 0.72 | 0.32 | 0.54 | 0.33 | 0.51 | 0.59 | 0.44 | 0.59 | 0.54 | 0.37 | 0.46 | 0.58 | 0.55 | 0.47 | 0.60 | 0.40 | 0.45 | 1.00 | 0.47 | 0.35 | 0.40 | 0.47 | 0.45 | 0.47 | 0.59 | 0.69 | 0.53 | 0.41 | 0.53 | 0.55 |
| QCOM | 0.10 | 0.14 | 0.16 | 0.21 | 0.18 | 0.22 | 0.35 | 0.21 | 0.38 | 0.30 | 0.23 | 0.21 | 0.38 | 0.40 | 0.27 | 0.38 | 0.40 | 0.52 | 0.45 | 0.58 | 0.39 | 0.38 | 0.43 | 0.48 | 0.39 | 0.47 | 0.41 | 0.37 | 0.43 | 0.43 | 0.42 | 0.60 | 0.40 | 0.44 | 0.48 | 0.60 | 0.42 | 0.55 | 0.63 | 0.47 | 1.00 | 0.52 | 0.49 | 0.60 | 0.52 | 0.66 | 0.53 | 0.43 | 0.47 | 0.55 | 0.67 | 0.68 |
| ADBE | 0.13 | 0.18 | 0.14 | 0.25 | 0.24 | 0.25 | 0.41 | 0.26 | 0.37 | 0.30 | 0.31 | 0.26 | 0.39 | 0.54 | 0.33 | 0.40 | 0.53 | 0.49 | 0.59 | 0.44 | 0.41 | 0.29 | 0.29 | 0.62 | 0.36 | 0.69 | 0.39 | 0.32 | 0.52 | 0.33 | 0.39 | 0.58 | 0.42 | 0.37 | 0.41 | 0.49 | 0.36 | 0.56 | 0.53 | 0.35 | 0.52 | 1.00 | 0.63 | 0.49 | 0.66 | 0.50 | 0.40 | 0.38 | 0.50 | 0.73 | 0.53 | 0.55 |
| GOOG | 0.13 | 0.17 | 0.18 | 0.27 | 0.24 | 0.27 | 0.37 | 0.26 | 0.40 | 0.28 | 0.31 | 0.29 | 0.43 | 0.44 | 0.32 | 0.43 | 0.49 | 0.45 | 0.67 | 0.44 | 0.37 | 0.37 | 0.34 | 0.67 | 0.37 | 0.56 | 0.37 | 0.37 | 0.48 | 0.41 | 0.38 | 0.53 | 0.41 | 0.42 | 0.41 | 0.46 | 0.38 | 0.60 | 0.49 | 0.40 | 0.49 | 0.63 | 1.00 | 0.48 | 0.55 | 0.49 | 0.43 | 0.40 | 0.49 | 0.71 | 0.50 | 0.53 |
| INTC | 0.13 | 0.18 | 0.23 | 0.26 | 0.22 | 0.26 | 0.37 | 0.25 | 0.36 | 0.32 | 0.27 | 0.25 | 0.38 | 0.37 | 0.29 | 0.38 | 0.40 | 0.49 | 0.43 | 0.57 | 0.38 | 0.42 | 0.42 | 0.44 | 0.45 | 0.43 | 0.41 | 0.43 | 0.43 | 0.42 | 0.41 | 0.55 | 0.39 | 0.43 | 0.51 | 0.56 | 0.43 | 0.50 | 0.57 | 0.47 | 0.60 | 0.49 | 0.48 | 1.00 | 0.49 | 0.60 | 0.52 | 0.46 | 0.54 | 0.54 | 0.64 | 0.68 |
| ADSK | 0.11 | 0.14 | 0.17 | 0.24 | 0.22 | 0.23 | 0.39 | 0.22 | 0.38 | 0.34 | 0.26 | 0.24 | 0.40 | 0.53 | 0.29 | 0.41 | 0.46 | 0.48 | 0.50 | 0.48 | 0.44 | 0.37 | 0.40 | 0.54 | 0.39 | 0.64 | 0.42 | 0.38 | 0.50 | 0.42 | 0.43 | 0.55 | 0.44 | 0.45 | 0.47 | 0.53 | 0.44 | 0.53 | 0.54 | 0.45 | 0.52 | 0.66 | 0.55 | 0.49 | 1.00 | 0.56 | 0.50 | 0.45 | 0.51 | 0.61 | 0.58 | 0.57 |
| SWKS | 0.12 | 0.13 | 0.14 | 0.20 | 0.17 | 0.22 | 0.40 | 0.19 | 0.40 | 0.31 | 0.21 | 0.19 | 0.42 | 0.42 | 0.27 | 0.42 | 0.39 | 0.50 | 0.47 | 0.61 | 0.41 | 0.42 | 0.44 | 0.46 | 0.39 | 0.48 | 0.40 | 0.39 | 0.40 | 0.45 | 0.41 | 0.59 | 0.42 | 0.44 | 0.49 | 0.66 | 0.44 | 0.60 | 0.69 | 0.47 | 0.66 | 0.50 | 0.49 | 0.60 | 0.56 | 1.00 | 0.54 | 0.47 | 0.50 | 0.53 | 0.74 | 0.73 |
| GLW | 0.18 | 0.21 | 0.27 | 0.26 | 0.25 | 0.32 | 0.30 | 0.27 | 0.35 | 0.36 | 0.29 | 0.33 | 0.37 | 0.31 | 0.34 | 0.36 | 0.32 | 0.38 | 0.36 | 0.49 | 0.47 | 0.55 | 0.57 | 0.36 | 0.52 | 0.40 | 0.49 | 0.54 | 0.44 | 0.53 | 0.49 | 0.43 | 0.46 | 0.53 | 0.57 | 0.52 | 0.55 | 0.46 | 0.49 | 0.59 | 0.53 | 0.40 | 0.43 | 0.52 | 0.50 | 0.54 | 1.00 | 0.60 | 0.55 | 0.45 | 0.58 | 0.60 |
| ITW | 0.27 | 0.33 | 0.35 | 0.33 | 0.38 | 0.40 | 0.25 | 0.39 | 0.30 | 0.41 | 0.39 | 0.43 | 0.30 | 0.26 | 0.40 | 0.30 | 0.25 | 0.30 | 0.31 | 0.39 | 0.52 | 0.56 | 0.64 | 0.32 | 0.54 | 0.33 | 0.55 | 0.66 | 0.46 | 0.54 | 0.57 | 0.35 | 0.54 | 0.53 | 0.50 | 0.45 | 0.64 | 0.41 | 0.43 | 0.69 | 0.43 | 0.38 | 0.40 | 0.46 | 0.45 | 0.47 | 0.60 | 1.00 | 0.53 | 0.43 | 0.52 | 0.54 |
| CSCO | 0.23 | 0.29 | 0.34 | 0.32 | 0.34 | 0.40 | 0.27 | 0.36 | 0.32 | 0.35 | 0.38 | 0.38 | 0.31 | 0.32 | 0.40 | 0.34 | 0.35 | 0.38 | 0.39 | 0.42 | 0.44 | 0.48 | 0.46 | 0.44 | 0.54 | 0.47 | 0.48 | 0.49 | 0.51 | 0.46 | 0.46 | 0.44 | 0.47 | 0.47 | 0.56 | 0.46 | 0.49 | 0.51 | 0.50 | 0.53 | 0.47 | 0.50 | 0.49 | 0.54 | 0.51 | 0.50 | 0.55 | 0.53 | 1.00 | 0.55 | 0.52 | 0.56 |
| MSFT | 0.16 | 0.23 | 0.21 | 0.30 | 0.29 | 0.30 | 0.39 | 0.33 | 0.39 | 0.29 | 0.37 | 0.33 | 0.40 | 0.48 | 0.37 | 0.40 | 0.51 | 0.49 | 0.60 | 0.47 | 0.42 | 0.36 | 0.34 | 0.67 | 0.41 | 0.63 | 0.41 | 0.38 | 0.57 | 0.39 | 0.42 | 0.60 | 0.46 | 0.42 | 0.46 | 0.50 | 0.39 | 0.64 | 0.56 | 0.41 | 0.55 | 0.73 | 0.71 | 0.54 | 0.61 | 0.53 | 0.45 | 0.43 | 0.55 | 1.00 | 0.55 | 0.59 |
| ADI | 0.09 | 0.14 | 0.18 | 0.24 | 0.19 | 0.24 | 0.40 | 0.23 | 0.38 | 0.31 | 0.25 | 0.24 | 0.39 | 0.42 | 0.30 | 0.40 | 0.38 | 0.56 | 0.45 | 0.62 | 0.43 | 0.44 | 0.48 | 0.45 | 0.44 | 0.48 | 0.43 | 0.44 | 0.44 | 0.48 | 0.44 | 0.61 | 0.44 | 0.48 | 0.53 | 0.70 | 0.48 | 0.54 | 0.69 | 0.53 | 0.67 | 0.53 | 0.50 | 0.64 | 0.58 | 0.74 | 0.58 | 0.52 | 0.52 | 0.55 | 1.00 | 0.83 |
| TXN | 0.15 | 0.21 | 0.24 | 0.27 | 0.26 | 0.29 | 0.39 | 0.28 | 0.39 | 0.35 | 0.30 | 0.29 | 0.39 | 0.42 | 0.34 | 0.41 | 0.42 | 0.55 | 0.47 | 0.62 | 0.44 | 0.45 | 0.49 | 0.48 | 0.47 | 0.48 | 0.46 | 0.47 | 0.46 | 0.48 | 0.48 | 0.63 | 0.48 | 0.49 | 0.56 | 0.69 | 0.48 | 0.57 | 0.68 | 0.55 | 0.68 | 0.55 | 0.53 | 0.68 | 0.57 | 0.73 | 0.60 | 0.54 | 0.56 | 0.59 | 0.83 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 22 мая 2015 г.