CbradJB
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
CbradJB
Последнее обновление 9 нояб. 2024 г.
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в CbradJB 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
CbradJB
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 3 апр. 2014 г., начальной даты GOOG
Доходность по периодам
CbradJB на 9 нояб. 2024 г. показал доходность в 23.47% с начала года и доходность в 22.04% 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 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| CbradJB | 23.47% | 2.88% | 10.41% | 33.15% | 22.08% | 22.05% |
| Активы портфеля: | ||||||
BAC Bank of America Corporation | 36.69% | 12.91% | 18.86% | 67.59% | 9.04% | 12.39% |
BRK-B Berkshire Hathaway Inc. | 29.93% | 1.86% | 12.46% | 32.19% | 16.02% | 12.31% |
BR Broadridge Financial Solutions, Inc. | 10.80% | 3.86% | 16.04% | 29.25% | 15.71% | 19.65% |
CVX Chevron Corporation | 8.63% | 4.19% | -3.34% | 14.54% | 10.18% | 7.42% |
DHR Danaher Corporation | 6.41% | -7.90% | -2.95% | 25.08% | 16.02% | 22.03% |
DVN Devon Energy Corporation | -11.75% | -9.31% | -20.98% | -10.82% | 18.22% | -1.45% |
HD The Home Depot, Inc. | 19.37% | -0.99% | 18.70% | 42.82% | 14.65% | 17.98% |
ABT Abbott Laboratories | 8.04% | 1.32% | 12.44% | 26.55% | 8.74% | 12.33% |
ADBE Adobe Inc | -17.08% | -1.77% | 2.57% | -17.17% | 11.28% | 21.41% |
APD Air Products and Chemicals, Inc. | 16.64% | -0.51% | 26.54% | 21.08% | 8.45% | 12.42% |
AKAM Akamai Technologies, Inc. | -24.49% | -13.59% | -2.00% | -19.32% | 0.96% | 3.94% |
ALL The Allstate Corporation | 42.97% | 5.98% | 15.21% | 54.58% | 15.36% | 13.86% |
GOOG Alphabet Inc. | 27.94% | 10.22% | 5.88% | 34.49% | 22.71% | 20.84% |
AMZN Amazon.com, Inc. | 37.01% | 11.53% | 11.04% | 45.01% | 18.68% | 29.68% |
AAPL Apple Inc | 18.46% | -0.80% | 24.27% | 22.36% | 29.07% | 24.86% |
IEX IDEX Corporation | 6.61% | 9.62% | 2.03% | 20.73% | 8.56% | 13.05% |
INTC Intel Corporation | -47.16% | 12.83% | -11.67% | -31.68% | -12.66% | 0.23% |
JPM JPMorgan Chase & Co. | 42.64% | 11.34% | 20.62% | 65.70% | 16.12% | 17.87% |
KEX Kirby Corporation | 62.19% | 5.02% | 10.72% | 66.28% | 8.91% | 1.83% |
LHX | 25.67% | 7.53% | 19.88% | 46.18% | 8.11% | 16.23% |
MLM | 24.70% | 15.91% | 1.79% | 37.29% | 20.26% | 18.26% |
MRK | -3.79% | -5.92% | -19.86% | 4.20% | 8.58% | 9.47% |
MSFT | 12.98% | 1.61% | 2.25% | 15.16% | 24.87% | 26.13% |
MDLZ | -6.86% | -6.94% | -5.83% | -1.82% | 7.48% | 7.98% |
MCO | 22.93% | 1.66% | 19.66% | 39.64% | 18.01% | 18.19% |
NVDA | 198.17% | 9.51% | 64.28% | 205.52% | 95.74% | 77.97% |
PEP | -0.52% | -4.56% | -6.74% | 1.99% | 7.55% | 8.56% |
PG | 17.29% | -0.15% | 1.71% | 13.52% | 9.74% | 9.54% |
RVTY | 12.33% | 1.92% | 17.00% | 45.33% | 7.22% | 11.24% |
SPGI | 14.83% | -2.39% | 16.97% | 28.68% | 15.57% | 19.98% |
KO | 10.94% | -7.70% | 2.53% | 16.18% | 7.58% | 7.49% |
TMO | 4.15% | -7.08% | -6.84% | 23.36% | 13.76% | 17.02% |
UNP | -0.08% | 1.12% | -1.31% | 16.69% | 8.81% | 9.61% |
VRSK | 19.86% | 6.22% | 15.11% | 20.49% | 16.49% | 16.74% |
V | 18.93% | 10.96% | 10.09% | 26.25% | 12.20% | 18.04% |
ZTS | -9.52% | -6.85% | 5.10% | 5.46% | 9.44% | 16.17% |
HON Honeywell International Inc | 6.37% | 2.76% | 9.33% | 19.48% | 6.14% | 10.44% |
XOM | 24.25% | -1.65% | 4.34% | 20.83% | 16.88% | 6.91% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью CbradJB, 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 | 2.78% | 4.45% | 2.93% | -2.56% | 4.89% | 2.83% | 2.02% | 0.87% | 0.52% | -1.32% | 23.47% | ||
| 2023 | 7.25% | -2.76% | 6.47% | 2.62% | 3.00% | 6.57% | 3.47% | 0.62% | -5.03% | -2.53% | 9.42% | 4.13% | 37.34% |
| 2022 | -5.01% | -2.69% | 4.89% | -9.01% | 0.09% | -7.28% | 9.96% | -4.37% | -10.21% | 8.41% | 6.16% | -6.03% | -16.39% |
| 2021 | -1.36% | 2.40% | 3.89% | 6.60% | 1.09% | 4.46% | 3.38% | 3.15% | -4.74% | 9.25% | 1.04% | 3.43% | 37.01% |
| 2020 | 1.57% | -7.36% | -8.81% | 14.18% | 4.72% | 3.18% | 5.81% | 7.76% | -3.07% | -2.03% | 9.88% | 3.35% | 30.15% |
| 2019 | 7.10% | 5.07% | 4.89% | 5.40% | -5.63% | 7.42% | 2.66% | -0.42% | 1.72% | 1.64% | 3.70% | 4.13% | 43.95% |
| 2018 | 8.50% | -2.24% | -0.85% | 0.61% | 4.86% | -0.10% | 4.45% | 5.34% | 0.46% | -7.92% | 0.78% | -8.99% | 3.48% |
| 2017 | 3.20% | 2.83% | 1.06% | 2.13% | 4.30% | -0.37% | 2.21% | 1.60% | 1.97% | 5.77% | 3.14% | 1.02% | 32.82% |
| 2016 | -5.62% | -0.25% | 8.13% | 0.18% | 5.80% | -0.75% | 7.60% | 1.57% | 1.99% | -0.92% | 4.07% | 2.93% | 26.67% |
| 2015 | -2.00% | 8.60% | -1.83% | 2.73% | 1.36% | -2.92% | 5.34% | -4.22% | -1.48% | 9.32% | 2.41% | -1.62% | 15.63% |
| 2014 | -1.01% | 3.46% | 2.53% | -1.42% | 4.69% | -1.29% | 1.71% | 3.91% | -2.07% | 10.71% |
Комиссия
Комиссия CbradJB 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 CbradJB среди портфелей на нашем сайте составляет 80, что соответствует топ 20% 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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.75 | 4.05 | 1.49 | 1.59 | 12.11 |
BRK-B Berkshire Hathaway Inc. | 2.35 | 3.28 | 1.42 | 4.46 | 11.72 |
BR Broadridge Financial Solutions, Inc. | 1.59 | 2.21 | 1.29 | 3.37 | 8.18 |
CVX Chevron Corporation | 0.80 | 1.19 | 1.15 | 0.67 | 2.48 |
DHR Danaher Corporation | 1.12 | 1.81 | 1.21 | 0.76 | 5.57 |
DVN Devon Energy Corporation | -0.32 | -0.29 | 0.96 | -0.17 | -0.56 |
HD The Home Depot, Inc. | 1.97 | 2.70 | 1.33 | 1.48 | 4.99 |
ABT Abbott Laboratories | 1.40 | 2.04 | 1.25 | 0.81 | 3.20 |
ADBE Adobe Inc | -0.46 | -0.44 | 0.94 | -0.43 | -0.92 |
APD Air Products and Chemicals, Inc. | 0.85 | 1.24 | 1.21 | 0.74 | 2.81 |
AKAM Akamai Technologies, Inc. | -0.67 | -0.73 | 0.88 | -0.61 | -0.98 |
ALL The Allstate Corporation | 2.73 | 3.51 | 1.47 | 5.61 | 15.60 |
GOOG Alphabet Inc. | 1.34 | 1.87 | 1.25 | 1.58 | 4.04 |
AMZN Amazon.com, Inc. | 1.73 | 2.39 | 1.31 | 1.89 | 7.92 |
AAPL Apple Inc | 1.10 | 1.70 | 1.21 | 1.50 | 3.53 |
IEX IDEX Corporation | 0.99 | 1.56 | 1.19 | 0.93 | 1.74 |
INTC Intel Corporation | -0.59 | -0.54 | 0.92 | -0.43 | -0.81 |
JPM JPMorgan Chase & Co. | 2.94 | 3.75 | 1.59 | 6.28 | 20.43 |
KEX Kirby Corporation | 2.34 | 3.12 | 1.43 | 1.63 | 12.86 |
LHX | 2.60 | 3.61 | 1.46 | 1.52 | 15.97 |
MLM | 1.65 | 2.21 | 1.29 | 2.00 | 4.51 |
MRK | 0.06 | 0.22 | 1.03 | 0.05 | 0.13 |
MSFT | 0.87 | 1.24 | 1.16 | 1.11 | 2.75 |
MDLZ | -0.10 | -0.02 | 1.00 | -0.11 | -0.22 |
MCO | 2.16 | 2.54 | 1.40 | 2.82 | 11.62 |
NVDA | 4.20 | 4.08 | 1.53 | 8.03 | 25.31 |
PEP | 0.11 | 0.27 | 1.03 | 0.11 | 0.37 |
PG | 0.95 | 1.38 | 1.19 | 1.64 | 5.39 |
RVTY | 1.54 | 2.38 | 1.28 | 0.76 | 8.53 |
SPGI | 1.95 | 2.49 | 1.35 | 1.76 | 6.56 |
KO | 1.24 | 1.80 | 1.23 | 1.26 | 5.51 |
TMO | 1.07 | 1.65 | 1.20 | 0.66 | 4.73 |
UNP | 0.86 | 1.41 | 1.16 | 0.76 | 2.80 |
VRSK | 1.11 | 1.55 | 1.24 | 1.66 | 4.20 |
V | 1.63 | 2.18 | 1.31 | 2.16 | 5.50 |
ZTS | 0.18 | 0.42 | 1.05 | 0.11 | 0.43 |
HON Honeywell International Inc | 1.28 | 1.75 | 1.24 | 1.22 | 4.28 |
XOM | 1.13 | 1.66 | 1.20 | 1.16 | 5.16 |
CbradJB
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность CbradJB за предыдущие двенадцать месяцев составила 1.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.08% | 1.15% | 1.25% | 1.07% | 1.20% | 1.11% | 1.26% | 1.08% | 2.38% | 1.37% | 1.29% | 1.32% |
| Активы портфеля: | ||||||||||||
BAC Bank of America Corporation | 2.17% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
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% |
BR Broadridge Financial Solutions, Inc. | 1.46% | 1.48% | 2.04% | 1.33% | 1.46% | 1.66% | 1.77% | 1.53% | 1.90% | 2.12% | 2.08% | 1.97% |
CVX Chevron Corporation | 4.08% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
DHR Danaher Corporation | 0.43% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% | 0.13% |
DVN Devon Energy Corporation | 5.15% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
HD The Home Depot, Inc. | 2.18% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
ABT Abbott Laboratories | 1.89% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
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% |
APD Air Products and Chemicals, Inc. | 2.26% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.14% | 2.54% |
AKAM Akamai Technologies, 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% |
ALL The Allstate Corporation | 1.85% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% | 1.83% |
GOOG Alphabet Inc. | 0.22% | 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% |
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% |
IEX IDEX Corporation | 1.19% | 1.16% | 1.02% | 0.90% | 1.00% | 1.12% | 1.31% | 1.10% | 1.49% | 1.62% | 1.37% | 1.21% |
INTC Intel Corporation | 1.43% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
JPM JPMorgan Chase & Co. | 1.94% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
KEX Kirby Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LHX | 1.77% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% | 2.26% |
MLM | 0.49% | 0.56% | 0.75% | 0.54% | 0.79% | 0.74% | 1.07% | 0.78% | 0.74% | 1.17% | 1.45% | 1.60% |
MRK | 2.99% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
MSFT | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MDLZ | 2.64% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
MCO | 0.70% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% | 1.15% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
PEP | 3.19% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
PG | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
RVTY | 0.23% | 0.26% | 0.20% | 0.14% | 0.20% | 0.29% | 0.36% | 0.38% | 0.54% | 0.52% | 0.64% | 0.68% |
SPGI | 0.72% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
KO | 3.00% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
TMO | 0.28% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
UNP | 2.17% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
VRSK | 0.53% | 0.57% | 0.70% | 0.51% | 0.52% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V | 0.51% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
ZTS | 0.98% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% |
HON Honeywell International Inc | 1.48% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM | 3.14% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
CbradJB
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
CbradJB показал максимальную просадку в 31.58%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 53 торговые сессии.
Текущая просадка CbradJB составляет 0.04%.
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 |
|---|---|---|---|---|---|---|
| -31.58% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 53 | 8 июн. 2020 г. | 76 |
| -23.23% | 28 дек. 2021 г. | 192 | 30 сент. 2022 г. | 168 | 2 июн. 2023 г. | 360 |
| -21.43% | 2 окт. 2018 г. | 58 | 24 дек. 2018 г. | 66 | 1 апр. 2019 г. | 124 |
| -14.45% | 2 дек. 2015 г. | 46 | 8 февр. 2016 г. | 45 | 13 апр. 2016 г. | 91 |
| -11.6% | 18 авг. 2015 г. | 6 | 25 авг. 2015 г. | 42 | 23 окт. 2015 г. | 48 |
Волатильность
График волатильности
Текущая волатильность CbradJB составляет 3.59%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
CbradJB
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| DVN | MRK | XOM | PG | KEX | LHX | CVX | NVDA | PEP | KO | ALL | MLM | AMZN | MDLZ | AKAM | INTC | AAPL | BAC | ZTS | RVTY | HD | GOOG | ABT | ADBE | UNP | VRSK | JPM | DHR | TMO | APD | MSFT | BR | IEX | V | SPGI | HON | MCO | BRK-B | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DVN | 1.00 | 0.17 | 0.70 | 0.11 | 0.55 | 0.29 | 0.70 | 0.22 | 0.11 | 0.17 | 0.28 | 0.32 | 0.19 | 0.17 | 0.22 | 0.31 | 0.24 | 0.46 | 0.18 | 0.25 | 0.23 | 0.23 | 0.17 | 0.20 | 0.40 | 0.17 | 0.44 | 0.20 | 0.20 | 0.31 | 0.22 | 0.24 | 0.36 | 0.27 | 0.22 | 0.37 | 0.24 | 0.39 |
| MRK | 0.17 | 1.00 | 0.26 | 0.38 | 0.21 | 0.30 | 0.27 | 0.12 | 0.37 | 0.37 | 0.31 | 0.22 | 0.18 | 0.38 | 0.27 | 0.21 | 0.22 | 0.25 | 0.43 | 0.33 | 0.26 | 0.24 | 0.44 | 0.23 | 0.28 | 0.33 | 0.30 | 0.38 | 0.41 | 0.34 | 0.28 | 0.33 | 0.30 | 0.33 | 0.34 | 0.33 | 0.34 | 0.39 |
| XOM | 0.70 | 0.26 | 1.00 | 0.20 | 0.50 | 0.32 | 0.83 | 0.18 | 0.22 | 0.28 | 0.36 | 0.31 | 0.18 | 0.26 | 0.22 | 0.31 | 0.25 | 0.47 | 0.21 | 0.26 | 0.27 | 0.25 | 0.22 | 0.19 | 0.41 | 0.19 | 0.48 | 0.23 | 0.22 | 0.37 | 0.22 | 0.29 | 0.39 | 0.33 | 0.25 | 0.42 | 0.27 | 0.49 |
| PG | 0.11 | 0.38 | 0.20 | 1.00 | 0.16 | 0.29 | 0.20 | 0.16 | 0.65 | 0.60 | 0.35 | 0.21 | 0.22 | 0.58 | 0.26 | 0.26 | 0.27 | 0.20 | 0.34 | 0.27 | 0.36 | 0.26 | 0.40 | 0.26 | 0.32 | 0.39 | 0.25 | 0.37 | 0.35 | 0.39 | 0.33 | 0.38 | 0.32 | 0.35 | 0.36 | 0.36 | 0.36 | 0.40 |
| KEX | 0.55 | 0.21 | 0.50 | 0.16 | 1.00 | 0.34 | 0.52 | 0.27 | 0.16 | 0.21 | 0.34 | 0.43 | 0.24 | 0.22 | 0.27 | 0.35 | 0.28 | 0.50 | 0.23 | 0.31 | 0.32 | 0.30 | 0.25 | 0.25 | 0.48 | 0.24 | 0.50 | 0.27 | 0.27 | 0.39 | 0.25 | 0.32 | 0.48 | 0.33 | 0.30 | 0.46 | 0.32 | 0.46 |
| LHX | 0.29 | 0.30 | 0.32 | 0.29 | 0.34 | 1.00 | 0.35 | 0.21 | 0.33 | 0.36 | 0.38 | 0.33 | 0.20 | 0.34 | 0.32 | 0.29 | 0.23 | 0.35 | 0.33 | 0.28 | 0.33 | 0.25 | 0.33 | 0.28 | 0.39 | 0.36 | 0.38 | 0.33 | 0.32 | 0.37 | 0.28 | 0.40 | 0.42 | 0.36 | 0.39 | 0.48 | 0.38 | 0.44 |
| CVX | 0.70 | 0.27 | 0.83 | 0.20 | 0.52 | 0.35 | 1.00 | 0.22 | 0.21 | 0.28 | 0.37 | 0.34 | 0.19 | 0.26 | 0.24 | 0.34 | 0.25 | 0.48 | 0.22 | 0.27 | 0.29 | 0.27 | 0.24 | 0.22 | 0.44 | 0.21 | 0.50 | 0.25 | 0.24 | 0.37 | 0.26 | 0.30 | 0.41 | 0.35 | 0.27 | 0.44 | 0.28 | 0.48 |
| NVDA | 0.22 | 0.12 | 0.18 | 0.16 | 0.27 | 0.21 | 0.22 | 1.00 | 0.17 | 0.13 | 0.19 | 0.31 | 0.53 | 0.20 | 0.41 | 0.55 | 0.52 | 0.31 | 0.36 | 0.40 | 0.36 | 0.52 | 0.34 | 0.57 | 0.30 | 0.36 | 0.33 | 0.38 | 0.40 | 0.35 | 0.58 | 0.40 | 0.34 | 0.43 | 0.44 | 0.35 | 0.44 | 0.32 |
| PEP | 0.11 | 0.37 | 0.22 | 0.65 | 0.16 | 0.33 | 0.21 | 0.17 | 1.00 | 0.71 | 0.37 | 0.21 | 0.24 | 0.65 | 0.30 | 0.27 | 0.31 | 0.19 | 0.36 | 0.28 | 0.38 | 0.30 | 0.40 | 0.31 | 0.29 | 0.45 | 0.24 | 0.38 | 0.35 | 0.40 | 0.36 | 0.41 | 0.32 | 0.38 | 0.39 | 0.39 | 0.40 | 0.41 |
| KO | 0.17 | 0.37 | 0.28 | 0.60 | 0.21 | 0.36 | 0.28 | 0.13 | 0.71 | 1.00 | 0.41 | 0.29 | 0.21 | 0.59 | 0.27 | 0.25 | 0.27 | 0.27 | 0.35 | 0.28 | 0.34 | 0.29 | 0.38 | 0.27 | 0.36 | 0.40 | 0.32 | 0.35 | 0.33 | 0.43 | 0.33 | 0.39 | 0.35 | 0.39 | 0.38 | 0.44 | 0.39 | 0.47 |
| ALL | 0.28 | 0.31 | 0.36 | 0.35 | 0.34 | 0.38 | 0.37 | 0.19 | 0.37 | 0.41 | 1.00 | 0.36 | 0.21 | 0.40 | 0.30 | 0.30 | 0.27 | 0.49 | 0.31 | 0.29 | 0.36 | 0.26 | 0.33 | 0.23 | 0.42 | 0.37 | 0.54 | 0.32 | 0.31 | 0.40 | 0.29 | 0.39 | 0.42 | 0.38 | 0.38 | 0.48 | 0.40 | 0.60 |
| MLM | 0.32 | 0.22 | 0.31 | 0.21 | 0.43 | 0.33 | 0.34 | 0.31 | 0.21 | 0.29 | 0.36 | 1.00 | 0.30 | 0.28 | 0.30 | 0.32 | 0.31 | 0.45 | 0.32 | 0.35 | 0.41 | 0.34 | 0.31 | 0.35 | 0.46 | 0.35 | 0.48 | 0.34 | 0.34 | 0.44 | 0.35 | 0.40 | 0.50 | 0.40 | 0.41 | 0.49 | 0.42 | 0.45 |
| AMZN | 0.19 | 0.18 | 0.18 | 0.22 | 0.24 | 0.20 | 0.19 | 0.53 | 0.24 | 0.21 | 0.21 | 0.30 | 1.00 | 0.27 | 0.45 | 0.43 | 0.55 | 0.29 | 0.39 | 0.40 | 0.39 | 0.67 | 0.37 | 0.61 | 0.28 | 0.40 | 0.31 | 0.37 | 0.40 | 0.32 | 0.64 | 0.41 | 0.34 | 0.49 | 0.44 | 0.34 | 0.47 | 0.33 |
| MDLZ | 0.17 | 0.38 | 0.26 | 0.58 | 0.22 | 0.34 | 0.26 | 0.20 | 0.65 | 0.59 | 0.40 | 0.28 | 0.27 | 1.00 | 0.34 | 0.29 | 0.32 | 0.28 | 0.39 | 0.33 | 0.39 | 0.32 | 0.42 | 0.32 | 0.35 | 0.45 | 0.32 | 0.39 | 0.39 | 0.41 | 0.37 | 0.41 | 0.36 | 0.42 | 0.41 | 0.42 | 0.42 | 0.44 |
| AKAM | 0.22 | 0.27 | 0.22 | 0.26 | 0.27 | 0.32 | 0.24 | 0.41 | 0.30 | 0.27 | 0.30 | 0.30 | 0.45 | 0.34 | 1.00 | 0.42 | 0.43 | 0.34 | 0.41 | 0.41 | 0.39 | 0.47 | 0.42 | 0.51 | 0.35 | 0.47 | 0.35 | 0.42 | 0.45 | 0.39 | 0.50 | 0.47 | 0.42 | 0.45 | 0.48 | 0.41 | 0.49 | 0.39 |
| INTC | 0.31 | 0.21 | 0.31 | 0.26 | 0.35 | 0.29 | 0.34 | 0.55 | 0.27 | 0.25 | 0.30 | 0.32 | 0.43 | 0.29 | 0.42 | 1.00 | 0.48 | 0.40 | 0.37 | 0.41 | 0.38 | 0.47 | 0.39 | 0.48 | 0.39 | 0.37 | 0.42 | 0.38 | 0.41 | 0.41 | 0.54 | 0.42 | 0.41 | 0.43 | 0.41 | 0.46 | 0.44 | 0.43 |
| AAPL | 0.24 | 0.22 | 0.25 | 0.27 | 0.28 | 0.23 | 0.25 | 0.52 | 0.31 | 0.27 | 0.27 | 0.31 | 0.55 | 0.32 | 0.43 | 0.48 | 1.00 | 0.33 | 0.42 | 0.41 | 0.40 | 0.58 | 0.38 | 0.54 | 0.36 | 0.42 | 0.36 | 0.42 | 0.43 | 0.38 | 0.62 | 0.45 | 0.37 | 0.48 | 0.47 | 0.41 | 0.49 | 0.41 |
| BAC | 0.46 | 0.25 | 0.47 | 0.20 | 0.50 | 0.35 | 0.48 | 0.31 | 0.19 | 0.27 | 0.49 | 0.45 | 0.29 | 0.28 | 0.34 | 0.40 | 0.33 | 1.00 | 0.29 | 0.36 | 0.39 | 0.36 | 0.34 | 0.29 | 0.51 | 0.31 | 0.86 | 0.34 | 0.34 | 0.43 | 0.33 | 0.38 | 0.49 | 0.44 | 0.42 | 0.54 | 0.44 | 0.67 |
| ZTS | 0.18 | 0.43 | 0.21 | 0.34 | 0.23 | 0.33 | 0.22 | 0.36 | 0.36 | 0.35 | 0.31 | 0.32 | 0.39 | 0.39 | 0.41 | 0.37 | 0.42 | 0.29 | 1.00 | 0.49 | 0.43 | 0.42 | 0.53 | 0.45 | 0.38 | 0.50 | 0.32 | 0.53 | 0.54 | 0.41 | 0.46 | 0.50 | 0.42 | 0.46 | 0.52 | 0.40 | 0.52 | 0.40 |
| RVTY | 0.25 | 0.33 | 0.26 | 0.27 | 0.31 | 0.28 | 0.27 | 0.40 | 0.28 | 0.28 | 0.29 | 0.35 | 0.40 | 0.33 | 0.41 | 0.41 | 0.41 | 0.36 | 0.49 | 1.00 | 0.42 | 0.45 | 0.53 | 0.46 | 0.41 | 0.42 | 0.36 | 0.64 | 0.70 | 0.43 | 0.45 | 0.47 | 0.49 | 0.42 | 0.48 | 0.46 | 0.48 | 0.40 |
| HD | 0.23 | 0.26 | 0.27 | 0.36 | 0.32 | 0.33 | 0.29 | 0.36 | 0.38 | 0.34 | 0.36 | 0.41 | 0.39 | 0.39 | 0.39 | 0.38 | 0.40 | 0.39 | 0.43 | 0.42 | 1.00 | 0.40 | 0.41 | 0.42 | 0.44 | 0.46 | 0.41 | 0.46 | 0.44 | 0.45 | 0.45 | 0.50 | 0.50 | 0.46 | 0.49 | 0.49 | 0.50 | 0.47 |
| GOOG | 0.23 | 0.24 | 0.25 | 0.26 | 0.30 | 0.25 | 0.27 | 0.52 | 0.30 | 0.29 | 0.26 | 0.34 | 0.67 | 0.32 | 0.47 | 0.47 | 0.58 | 0.36 | 0.42 | 0.45 | 0.40 | 1.00 | 0.41 | 0.61 | 0.34 | 0.44 | 0.38 | 0.42 | 0.44 | 0.39 | 0.68 | 0.44 | 0.39 | 0.55 | 0.49 | 0.43 | 0.51 | 0.43 |
| ABT | 0.17 | 0.44 | 0.22 | 0.40 | 0.25 | 0.33 | 0.24 | 0.34 | 0.40 | 0.38 | 0.33 | 0.31 | 0.37 | 0.42 | 0.42 | 0.39 | 0.38 | 0.34 | 0.53 | 0.53 | 0.41 | 0.41 | 1.00 | 0.45 | 0.38 | 0.47 | 0.37 | 0.59 | 0.63 | 0.45 | 0.46 | 0.48 | 0.44 | 0.47 | 0.50 | 0.45 | 0.51 | 0.44 |
| ADBE | 0.20 | 0.23 | 0.19 | 0.26 | 0.25 | 0.28 | 0.22 | 0.57 | 0.31 | 0.27 | 0.23 | 0.35 | 0.61 | 0.32 | 0.51 | 0.48 | 0.54 | 0.29 | 0.45 | 0.46 | 0.42 | 0.61 | 0.45 | 1.00 | 0.34 | 0.51 | 0.30 | 0.48 | 0.50 | 0.40 | 0.70 | 0.52 | 0.41 | 0.59 | 0.56 | 0.41 | 0.56 | 0.37 |
| UNP | 0.40 | 0.28 | 0.41 | 0.32 | 0.48 | 0.39 | 0.44 | 0.30 | 0.29 | 0.36 | 0.42 | 0.46 | 0.28 | 0.35 | 0.35 | 0.39 | 0.36 | 0.51 | 0.38 | 0.41 | 0.44 | 0.34 | 0.38 | 0.34 | 1.00 | 0.41 | 0.53 | 0.41 | 0.40 | 0.49 | 0.38 | 0.44 | 0.55 | 0.46 | 0.46 | 0.58 | 0.45 | 0.57 |
| VRSK | 0.17 | 0.33 | 0.19 | 0.39 | 0.24 | 0.36 | 0.21 | 0.36 | 0.45 | 0.40 | 0.37 | 0.35 | 0.40 | 0.45 | 0.47 | 0.37 | 0.42 | 0.31 | 0.50 | 0.42 | 0.46 | 0.44 | 0.47 | 0.51 | 0.41 | 1.00 | 0.34 | 0.49 | 0.48 | 0.46 | 0.52 | 0.55 | 0.47 | 0.51 | 0.60 | 0.48 | 0.59 | 0.46 |
| JPM | 0.44 | 0.30 | 0.48 | 0.25 | 0.50 | 0.38 | 0.50 | 0.33 | 0.24 | 0.32 | 0.54 | 0.48 | 0.31 | 0.32 | 0.35 | 0.42 | 0.36 | 0.86 | 0.32 | 0.36 | 0.41 | 0.38 | 0.37 | 0.30 | 0.53 | 0.34 | 1.00 | 0.35 | 0.36 | 0.47 | 0.37 | 0.41 | 0.52 | 0.47 | 0.44 | 0.58 | 0.47 | 0.72 |
| DHR | 0.20 | 0.38 | 0.23 | 0.37 | 0.27 | 0.33 | 0.25 | 0.38 | 0.38 | 0.35 | 0.32 | 0.34 | 0.37 | 0.39 | 0.42 | 0.38 | 0.42 | 0.34 | 0.53 | 0.64 | 0.46 | 0.42 | 0.59 | 0.48 | 0.41 | 0.49 | 0.35 | 1.00 | 0.74 | 0.47 | 0.49 | 0.51 | 0.52 | 0.47 | 0.53 | 0.48 | 0.52 | 0.45 |
| TMO | 0.20 | 0.41 | 0.22 | 0.35 | 0.27 | 0.32 | 0.24 | 0.40 | 0.35 | 0.33 | 0.31 | 0.34 | 0.40 | 0.39 | 0.45 | 0.41 | 0.43 | 0.34 | 0.54 | 0.70 | 0.44 | 0.44 | 0.63 | 0.50 | 0.40 | 0.48 | 0.36 | 0.74 | 1.00 | 0.46 | 0.50 | 0.49 | 0.50 | 0.48 | 0.53 | 0.45 | 0.52 | 0.43 |
| APD | 0.31 | 0.34 | 0.37 | 0.39 | 0.39 | 0.37 | 0.37 | 0.35 | 0.40 | 0.43 | 0.40 | 0.44 | 0.32 | 0.41 | 0.39 | 0.41 | 0.38 | 0.43 | 0.41 | 0.43 | 0.45 | 0.39 | 0.45 | 0.40 | 0.49 | 0.46 | 0.47 | 0.47 | 0.46 | 1.00 | 0.43 | 0.50 | 0.55 | 0.47 | 0.50 | 0.57 | 0.50 | 0.52 |
| MSFT | 0.22 | 0.28 | 0.22 | 0.33 | 0.25 | 0.28 | 0.26 | 0.58 | 0.36 | 0.33 | 0.29 | 0.35 | 0.64 | 0.37 | 0.50 | 0.54 | 0.62 | 0.33 | 0.46 | 0.45 | 0.45 | 0.68 | 0.46 | 0.70 | 0.38 | 0.52 | 0.37 | 0.49 | 0.50 | 0.43 | 1.00 | 0.52 | 0.41 | 0.58 | 0.56 | 0.45 | 0.58 | 0.43 |
| BR | 0.24 | 0.33 | 0.29 | 0.38 | 0.32 | 0.40 | 0.30 | 0.40 | 0.41 | 0.39 | 0.39 | 0.40 | 0.41 | 0.41 | 0.47 | 0.42 | 0.45 | 0.38 | 0.50 | 0.47 | 0.50 | 0.44 | 0.48 | 0.52 | 0.44 | 0.55 | 0.41 | 0.51 | 0.49 | 0.50 | 0.52 | 1.00 | 0.54 | 0.55 | 0.59 | 0.52 | 0.59 | 0.48 |
| IEX | 0.36 | 0.30 | 0.39 | 0.32 | 0.48 | 0.42 | 0.41 | 0.34 | 0.32 | 0.35 | 0.42 | 0.50 | 0.34 | 0.36 | 0.42 | 0.41 | 0.37 | 0.49 | 0.42 | 0.49 | 0.50 | 0.39 | 0.44 | 0.41 | 0.55 | 0.47 | 0.52 | 0.52 | 0.50 | 0.55 | 0.41 | 0.54 | 1.00 | 0.48 | 0.51 | 0.61 | 0.52 | 0.55 |
| V | 0.27 | 0.33 | 0.33 | 0.35 | 0.33 | 0.36 | 0.35 | 0.43 | 0.38 | 0.39 | 0.38 | 0.40 | 0.49 | 0.42 | 0.45 | 0.43 | 0.48 | 0.44 | 0.46 | 0.42 | 0.46 | 0.55 | 0.47 | 0.59 | 0.46 | 0.51 | 0.47 | 0.47 | 0.48 | 0.47 | 0.58 | 0.55 | 0.48 | 1.00 | 0.59 | 0.51 | 0.60 | 0.53 |
| SPGI | 0.22 | 0.34 | 0.25 | 0.36 | 0.30 | 0.39 | 0.27 | 0.44 | 0.39 | 0.38 | 0.38 | 0.41 | 0.44 | 0.41 | 0.48 | 0.41 | 0.47 | 0.42 | 0.52 | 0.48 | 0.49 | 0.49 | 0.50 | 0.56 | 0.46 | 0.60 | 0.44 | 0.53 | 0.53 | 0.50 | 0.56 | 0.59 | 0.51 | 0.59 | 1.00 | 0.51 | 0.81 | 0.51 |
| HON | 0.37 | 0.33 | 0.42 | 0.36 | 0.46 | 0.48 | 0.44 | 0.35 | 0.39 | 0.44 | 0.48 | 0.49 | 0.34 | 0.42 | 0.41 | 0.46 | 0.41 | 0.54 | 0.40 | 0.46 | 0.49 | 0.43 | 0.45 | 0.41 | 0.58 | 0.48 | 0.58 | 0.48 | 0.45 | 0.57 | 0.45 | 0.52 | 0.61 | 0.51 | 0.51 | 1.00 | 0.51 | 0.62 |
| MCO | 0.24 | 0.34 | 0.27 | 0.36 | 0.32 | 0.38 | 0.28 | 0.44 | 0.40 | 0.39 | 0.40 | 0.42 | 0.47 | 0.42 | 0.49 | 0.44 | 0.49 | 0.44 | 0.52 | 0.48 | 0.50 | 0.51 | 0.51 | 0.56 | 0.45 | 0.59 | 0.47 | 0.52 | 0.52 | 0.50 | 0.58 | 0.59 | 0.52 | 0.60 | 0.81 | 0.51 | 1.00 | 0.54 |
| BRK-B | 0.39 | 0.39 | 0.49 | 0.40 | 0.46 | 0.44 | 0.48 | 0.32 | 0.41 | 0.47 | 0.60 | 0.45 | 0.33 | 0.44 | 0.39 | 0.43 | 0.41 | 0.67 | 0.40 | 0.40 | 0.47 | 0.43 | 0.44 | 0.37 | 0.57 | 0.46 | 0.72 | 0.45 | 0.43 | 0.52 | 0.43 | 0.48 | 0.55 | 0.53 | 0.51 | 0.62 | 0.54 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 4 апр. 2014 г.