CbradJB
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
CbradJB
Последнее обновление 31 дек. 2024 г.
Распределение активов
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 перебалансируется каждые 3 месяца
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 31 дек. 2024 г. показал доходность в 106.43% с начала года и доходность в 35.69% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 23.84% | -2.08% | 7.89% | 23.84% | 12.86% | 11.15% |
| CbradJB | 0.00% | -0.70% | 9.67% | 106.43% | 45.74% | 35.69% |
| Активы портфеля: | ||||||
BAC Bank of America Corporation | 0.00% | -7.06% | 8.58% | 33.73% | 6.91% | 11.72% |
BRK-B Berkshire Hathaway Inc. | 0.00% | -6.39% | 11.07% | 26.78% | 14.69% | 11.76% |
BR Broadridge Financial Solutions, Inc. | 0.00% | -4.10% | 14.63% | 11.36% | 14.75% | 19.49% |
CVX Chevron Corporation | 0.00% | -11.65% | -6.76% | 0.05% | 8.06% | 6.91% |
DHR Danaher Corporation | 0.00% | -4.08% | -4.27% | -0.30% | 11.28% | 20.73% |
DVN Devon Energy Corporation | 0.00% | -15.21% | -31.89% | -26.95% | 10.70% | -2.85% |
HD The Home Depot, Inc. | 0.00% | -9.25% | 17.58% | 15.13% | 14.92% | 16.92% |
ABT Abbott Laboratories | 0.00% | -5.03% | 10.41% | 4.53% | 7.22% | 11.79% |
ADBE Adobe Inc | 0.00% | -13.59% | -21.47% | -25.28% | 5.94% | 20.00% |
APD Air Products and Chemicals, Inc. | 0.00% | -13.65% | 15.70% | 7.58% | 6.96% | 10.30% |
AKAM Akamai Technologies, Inc. | 0.00% | 1.64% | 5.22% | -19.26% | 1.75% | 4.22% |
ALL The Allstate Corporation | 0.00% | -7.16% | 21.33% | 40.43% | 14.15% | 13.12% |
GOOG Alphabet Inc. | 0.00% | 13.15% | 3.51% | 37.22% | 23.20% | 22.20% |
AMZN Amazon.com, Inc. | 0.00% | 6.45% | 10.65% | 45.65% | 18.52% | 30.60% |
AAPL Apple Inc | 0.00% | 6.27% | 14.75% | 31.63% | 28.31% | 26.41% |
IEX IDEX Corporation | 0.00% | -9.45% | 7.04% | -2.57% | 5.04% | 11.83% |
INTC Intel Corporation | 0.00% | -17.59% | -35.80% | -60.03% | -18.12% | -3.37% |
JPM JPMorgan Chase & Co. | 0.00% | -4.16% | 15.94% | 44.05% | 14.46% | 17.55% |
KEX Kirby Corporation | 0.00% | -16.42% | -12.46% | 34.73% | 3.53% | 2.64% |
LHX | 0.00% | -15.15% | -5.64% | 1.23% | 2.60% | 13.57% |
MLM | 0.00% | -13.18% | -2.45% | 4.84% | 14.33% | 17.71% |
MRK | 0.00% | -2.44% | -21.84% | -7.31% | 5.49% | 9.38% |
MSFT | 0.00% | 0.32% | -7.15% | 13.82% | 22.64% | 26.68% |
MDLZ | 0.00% | -8.30% | -9.22% | -16.20% | 4.12% | 7.13% |
MCO | 0.00% | -5.29% | 11.56% | 22.21% | 15.42% | 18.60% |
NVDA | 0.00% | -0.54% | 12.10% | 177.71% | 87.62% | 76.20% |
PEP | 0.00% | -6.38% | -5.74% | -7.80% | 5.24% | 7.97% |
PG | 0.00% | -6.79% | 3.16% | 16.86% | 8.93% | 9.39% |
RVTY | 0.00% | -4.16% | 9.25% | 2.09% | 2.64% | 10.10% |
SPGI | 0.00% | -4.69% | 10.96% | 13.93% | 13.38% | 20.09% |
KO | 0.00% | -3.20% | -0.35% | 8.48% | 5.68% | 7.32% |
TMO | 0.00% | -1.96% | -2.69% | -1.99% | 10.01% | 15.39% |
UNP | 0.00% | -6.36% | 2.14% | -5.21% | 6.90% | 9.18% |
VRSK | 0.00% | -6.15% | 1.53% | 16.13% | 13.54% | 16.22% |
V | 0.00% | 0.07% | 18.01% | 22.04% | 11.35% | 17.75% |
ZTS | 0.00% | -7.42% | -6.75% | -16.98% | 4.67% | 14.99% |
HON Honeywell International Inc | 0.00% | -2.72% | 7.38% | 10.36% | 6.83% | 10.48% |
XOM | 0.00% | -10.34% | -5.86% | 9.39% | 13.76% | 5.84% |
*Среднегодовая
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 | 14.29% | 18.46% | 9.57% | -4.05% | 19.92% | 10.42% | -3.57% | 1.62% | 1.56% | 6.20% | 4.36% | 106.43% | |
| 2023 | 15.67% | 4.99% | 12.57% | 1.25% | 18.26% | 9.47% | 6.94% | 3.26% | -9.24% | -4.02% | 12.81% | 4.72% | 103.63% |
| 2022 | -11.24% | -2.46% | 7.45% | -19.63% | -0.39% | -11.09% | 14.16% | -9.04% | -13.38% | 7.38% | 11.02% | -8.94% | -35.35% |
| 2021 | -1.12% | 1.27% | 1.46% | 8.96% | 2.11% | 11.14% | 1.99% | 7.68% | -6.35% | 14.21% | 11.90% | -3.19% | 59.86% |
| 2020 | 2.76% | -3.30% | -6.35% | 13.44% | 8.89% | 5.52% | 8.56% | 13.65% | -2.35% | -4.11% | 7.14% | 1.65% | 52.61% |
| 2019 | 7.16% | 5.16% | 6.70% | 5.00% | -8.29% | 9.26% | 2.44% | -0.13% | 1.24% | 3.97% | 4.29% | 4.79% | 48.90% |
| 2018 | 13.00% | -1.26% | -1.74% | -0.15% | 6.69% | -1.45% | 3.99% | 8.65% | 0.38% | -12.83% | -4.48% | -10.58% | -2.80% |
| 2017 | 3.40% | 1.30% | 2.16% | 1.29% | 9.51% | -0.49% | 4.27% | 2.39% | 2.21% | 8.53% | 1.91% | -0.29% | 42.15% |
| 2016 | -5.83% | -0.46% | 8.18% | -0.37% | 6.79% | -0.70% | 8.77% | 1.75% | 2.62% | -0.66% | 5.65% | 4.19% | 33.07% |
| 2015 | -1.91% | 8.54% | -1.91% | 2.38% | 1.64% | -3.04% | 5.30% | -4.31% | -1.34% | 9.37% | 2.43% | -1.31% | 15.77% |
| 2014 | -1.01% | 3.46% | 2.54% | -1.40% | 4.69% | -1.30% | 1.78% | 4.01% | -2.23% | 10.74% |
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 рейтинг CbradJB составляет 88, что ставит его в топ 12% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
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 | 1.45 | 2.25 | 1.27 | 1.02 | 5.81 |
BRK-B Berkshire Hathaway Inc. | 1.82 | 2.58 | 1.33 | 3.49 | 8.28 |
BR Broadridge Financial Solutions, Inc. | 0.62 | 0.98 | 1.12 | 1.33 | 3.15 |
CVX Chevron Corporation | -0.02 | 0.10 | 1.01 | -0.02 | -0.06 |
DHR Danaher Corporation | -0.05 | 0.09 | 1.01 | -0.05 | -0.14 |
DVN Devon Energy Corporation | -1.10 | -1.49 | 0.82 | -0.50 | -1.47 |
HD The Home Depot, Inc. | 0.73 | 1.12 | 1.13 | 0.84 | 1.78 |
ABT Abbott Laboratories | 0.24 | 0.47 | 1.06 | 0.17 | 0.52 |
ADBE Adobe Inc | -0.69 | -0.78 | 0.88 | -0.69 | -1.35 |
APD Air Products and Chemicals, Inc. | 0.29 | 0.58 | 1.09 | 0.26 | 0.94 |
AKAM Akamai Technologies, Inc. | -0.66 | -0.73 | 0.88 | -0.60 | -0.90 |
ALL The Allstate Corporation | 1.95 | 2.69 | 1.34 | 4.08 | 10.61 |
GOOG Alphabet Inc. | 1.33 | 1.86 | 1.25 | 1.66 | 4.07 |
AMZN Amazon.com, Inc. | 1.58 | 2.19 | 1.28 | 1.97 | 7.39 |
AAPL Apple Inc | 1.36 | 2.01 | 1.25 | 1.86 | 4.87 |
IEX IDEX Corporation | -0.12 | -0.03 | 1.00 | -0.12 | -0.21 |
INTC Intel Corporation | -1.18 | -1.82 | 0.75 | -0.86 | -1.44 |
JPM JPMorgan Chase & Co. | 1.87 | 2.59 | 1.38 | 4.33 | 12.46 |
KEX Kirby Corporation | 1.18 | 1.80 | 1.24 | 0.87 | 5.33 |
LHX | 0.06 | 0.21 | 1.03 | 0.05 | 0.20 |
MLM | 0.22 | 0.46 | 1.06 | 0.26 | 0.55 |
MRK | -0.34 | -0.32 | 0.96 | -0.26 | -0.57 |
MSFT | 0.70 | 1.02 | 1.14 | 0.91 | 2.06 |
MDLZ | -0.95 | -1.31 | 0.86 | -0.74 | -1.62 |
MCO | 1.11 | 1.45 | 1.21 | 2.32 | 5.79 |
NVDA | 3.39 | 3.61 | 1.46 | 6.57 | 20.21 |
PEP | -0.46 | -0.56 | 0.93 | -0.41 | -1.19 |
PG | 1.17 | 1.68 | 1.23 | 1.97 | 6.32 |
RVTY | 0.03 | 0.24 | 1.03 | 0.01 | 0.12 |
SPGI | 0.85 | 1.19 | 1.16 | 1.05 | 2.73 |
KO | 0.69 | 1.07 | 1.13 | 0.59 | 1.62 |
TMO | -0.12 | -0.03 | 1.00 | -0.10 | -0.32 |
UNP | -0.28 | -0.29 | 0.97 | -0.34 | -0.81 |
VRSK | 0.90 | 1.31 | 1.19 | 1.30 | 3.29 |
V | 1.30 | 1.78 | 1.25 | 1.77 | 4.49 |
ZTS | -0.68 | -0.83 | 0.90 | -0.42 | -1.47 |
HON Honeywell International Inc | 0.59 | 0.93 | 1.12 | 0.75 | 2.09 |
XOM | 0.48 | 0.80 | 1.09 | 0.49 | 1.75 |
CbradJB
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность CbradJB за предыдущие двенадцать месяцев составила 1.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.14% | 1.15% | 1.25% | 1.07% | 1.20% | 1.11% | 1.26% | 1.08% | 2.36% | 1.35% | 1.27% |
| Активы портфеля: | |||||||||||
BAC Bank of America Corporation | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
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% |
BR Broadridge Financial Solutions, Inc. | 1.49% | 1.48% | 2.04% | 1.33% | 1.46% | 1.66% | 1.77% | 1.53% | 1.90% | 2.12% | 2.08% |
CVX Chevron Corporation | 4.56% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
DHR Danaher Corporation | 0.47% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% |
DVN Devon Energy Corporation | 4.54% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% |
HD The Home Depot, Inc. | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
ABT Abbott Laboratories | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
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% |
APD Air Products and Chemicals, Inc. | 1.84% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.22% | 0.04% | 0.03% |
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% |
ALL The Allstate Corporation | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% |
GOOG Alphabet Inc. | 0.31% | 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% |
AAPL Apple Inc | 0.39% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
IEX IDEX Corporation | 1.30% | 1.16% | 1.02% | 0.90% | 1.00% | 1.12% | 1.31% | 1.10% | 1.49% | 1.62% | 1.37% |
INTC Intel Corporation | 1.89% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% |
JPM JPMorgan Chase & Co. | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
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% |
LHX | 2.22% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% |
MLM | 0.59% | 0.56% | 0.75% | 0.54% | 0.79% | 0.74% | 1.07% | 0.78% | 0.74% | 1.17% | 1.45% |
MRK | 3.17% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
MSFT | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
MDLZ | 2.22% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
MCO | 0.72% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
PEP | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
PG | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
RVTY | 0.25% | 0.26% | 0.20% | 0.14% | 0.20% | 0.29% | 0.36% | 0.38% | 0.54% | 0.52% | 0.64% |
SPGI | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
KO | 3.13% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
TMO | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
UNP | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% |
VRSK | 0.57% | 0.57% | 0.70% | 0.51% | 0.52% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
ZTS | 1.07% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% |
HON Honeywell International Inc | 1.93% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM | 3.63% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
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 44.73%, зарегистрированную 14 окт. 2022 г.. Полное восстановление заняло 153 торговые сессии.
Текущая просадка CbradJB составляет 5.91%.
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 |
|---|---|---|---|---|---|---|
| -44.73% | 30 нояб. 2021 г. | 221 | 14 окт. 2022 г. | 153 | 25 мая 2023 г. | 374 |
| -31.22% | 2 окт. 2018 г. | 58 | 24 дек. 2018 г. | 211 | 25 окт. 2019 г. | 269 |
| -30.16% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 47 | 29 мая 2020 г. | 70 |
| -21.79% | 11 июл. 2024 г. | 20 | 7 авг. 2024 г. | 47 | 14 окт. 2024 г. | 67 |
| -15.08% | 2 дек. 2015 г. | 46 | 8 февр. 2016 г. | 45 | 13 апр. 2016 г. | 91 |
Волатильность
График волатильности
Текущая волатильность CbradJB составляет 7.60%, 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 | CVX | LHX | NVDA | PEP | KO | ALL | AMZN | MLM | MDLZ | AKAM | INTC | AAPL | BAC | ZTS | RVTY | GOOG | HD | 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 | 0.54 | 0.70 | 0.29 | 0.22 | 0.11 | 0.17 | 0.28 | 0.18 | 0.32 | 0.17 | 0.22 | 0.31 | 0.24 | 0.46 | 0.18 | 0.25 | 0.23 | 0.24 | 0.17 | 0.20 | 0.39 | 0.17 | 0.44 | 0.21 | 0.20 | 0.31 | 0.22 | 0.24 | 0.36 | 0.27 | 0.22 | 0.36 | 0.24 | 0.39 |
| MRK | 0.17 | 1.00 | 0.26 | 0.38 | 0.21 | 0.27 | 0.29 | 0.12 | 0.37 | 0.37 | 0.31 | 0.18 | 0.22 | 0.38 | 0.27 | 0.21 | 0.22 | 0.25 | 0.43 | 0.33 | 0.24 | 0.26 | 0.44 | 0.22 | 0.28 | 0.33 | 0.29 | 0.38 | 0.41 | 0.33 | 0.28 | 0.33 | 0.30 | 0.33 | 0.33 | 0.32 | 0.33 | 0.39 |
| XOM | 0.70 | 0.26 | 1.00 | 0.20 | 0.50 | 0.82 | 0.32 | 0.18 | 0.22 | 0.28 | 0.36 | 0.18 | 0.31 | 0.26 | 0.22 | 0.31 | 0.24 | 0.47 | 0.22 | 0.25 | 0.25 | 0.27 | 0.22 | 0.19 | 0.41 | 0.19 | 0.48 | 0.23 | 0.22 | 0.37 | 0.22 | 0.29 | 0.39 | 0.32 | 0.25 | 0.42 | 0.27 | 0.49 |
| PG | 0.11 | 0.38 | 0.20 | 1.00 | 0.16 | 0.21 | 0.29 | 0.15 | 0.64 | 0.60 | 0.35 | 0.22 | 0.21 | 0.57 | 0.25 | 0.26 | 0.27 | 0.20 | 0.34 | 0.27 | 0.26 | 0.36 | 0.40 | 0.26 | 0.32 | 0.39 | 0.25 | 0.36 | 0.34 | 0.39 | 0.33 | 0.39 | 0.32 | 0.35 | 0.36 | 0.36 | 0.36 | 0.40 |
| KEX | 0.54 | 0.21 | 0.50 | 0.16 | 1.00 | 0.52 | 0.34 | 0.26 | 0.16 | 0.21 | 0.34 | 0.24 | 0.42 | 0.22 | 0.27 | 0.35 | 0.28 | 0.50 | 0.23 | 0.30 | 0.29 | 0.32 | 0.25 | 0.25 | 0.48 | 0.24 | 0.49 | 0.27 | 0.27 | 0.39 | 0.25 | 0.32 | 0.48 | 0.33 | 0.30 | 0.46 | 0.32 | 0.46 |
| CVX | 0.70 | 0.27 | 0.82 | 0.21 | 0.52 | 1.00 | 0.35 | 0.22 | 0.22 | 0.28 | 0.37 | 0.19 | 0.34 | 0.26 | 0.24 | 0.33 | 0.25 | 0.47 | 0.22 | 0.27 | 0.26 | 0.29 | 0.24 | 0.22 | 0.44 | 0.22 | 0.49 | 0.25 | 0.24 | 0.38 | 0.26 | 0.30 | 0.41 | 0.34 | 0.27 | 0.44 | 0.28 | 0.48 |
| LHX | 0.29 | 0.29 | 0.32 | 0.29 | 0.34 | 0.35 | 1.00 | 0.21 | 0.33 | 0.36 | 0.38 | 0.19 | 0.33 | 0.34 | 0.32 | 0.29 | 0.23 | 0.35 | 0.33 | 0.28 | 0.25 | 0.33 | 0.33 | 0.29 | 0.39 | 0.37 | 0.38 | 0.33 | 0.31 | 0.37 | 0.28 | 0.40 | 0.42 | 0.36 | 0.39 | 0.48 | 0.38 | 0.44 |
| NVDA | 0.22 | 0.12 | 0.18 | 0.15 | 0.26 | 0.22 | 0.21 | 1.00 | 0.17 | 0.13 | 0.19 | 0.53 | 0.31 | 0.20 | 0.41 | 0.54 | 0.51 | 0.31 | 0.36 | 0.39 | 0.51 | 0.36 | 0.34 | 0.57 | 0.30 | 0.36 | 0.32 | 0.37 | 0.39 | 0.34 | 0.58 | 0.39 | 0.33 | 0.43 | 0.44 | 0.34 | 0.44 | 0.32 |
| PEP | 0.11 | 0.37 | 0.22 | 0.64 | 0.16 | 0.22 | 0.33 | 0.17 | 1.00 | 0.71 | 0.36 | 0.24 | 0.22 | 0.65 | 0.30 | 0.28 | 0.31 | 0.19 | 0.36 | 0.28 | 0.29 | 0.38 | 0.40 | 0.30 | 0.30 | 0.45 | 0.24 | 0.38 | 0.35 | 0.40 | 0.36 | 0.41 | 0.33 | 0.38 | 0.39 | 0.39 | 0.40 | 0.40 |
| KO | 0.17 | 0.37 | 0.28 | 0.60 | 0.21 | 0.28 | 0.36 | 0.13 | 0.71 | 1.00 | 0.40 | 0.20 | 0.29 | 0.59 | 0.27 | 0.25 | 0.27 | 0.27 | 0.35 | 0.28 | 0.28 | 0.34 | 0.38 | 0.26 | 0.36 | 0.40 | 0.32 | 0.35 | 0.33 | 0.43 | 0.33 | 0.39 | 0.35 | 0.39 | 0.38 | 0.43 | 0.39 | 0.47 |
| ALL | 0.28 | 0.31 | 0.36 | 0.35 | 0.34 | 0.37 | 0.38 | 0.19 | 0.36 | 0.40 | 1.00 | 0.20 | 0.36 | 0.39 | 0.30 | 0.29 | 0.27 | 0.49 | 0.31 | 0.29 | 0.25 | 0.36 | 0.33 | 0.23 | 0.42 | 0.37 | 0.54 | 0.32 | 0.30 | 0.40 | 0.28 | 0.39 | 0.42 | 0.38 | 0.38 | 0.48 | 0.39 | 0.60 |
| AMZN | 0.18 | 0.18 | 0.18 | 0.22 | 0.24 | 0.19 | 0.19 | 0.53 | 0.24 | 0.20 | 0.20 | 1.00 | 0.30 | 0.26 | 0.44 | 0.43 | 0.55 | 0.29 | 0.39 | 0.40 | 0.67 | 0.39 | 0.36 | 0.61 | 0.27 | 0.40 | 0.31 | 0.37 | 0.40 | 0.31 | 0.64 | 0.41 | 0.33 | 0.48 | 0.44 | 0.34 | 0.47 | 0.33 |
| MLM | 0.32 | 0.22 | 0.31 | 0.21 | 0.42 | 0.34 | 0.33 | 0.31 | 0.22 | 0.29 | 0.36 | 0.30 | 1.00 | 0.28 | 0.30 | 0.32 | 0.31 | 0.45 | 0.32 | 0.35 | 0.34 | 0.42 | 0.31 | 0.35 | 0.46 | 0.35 | 0.48 | 0.34 | 0.34 | 0.44 | 0.34 | 0.40 | 0.50 | 0.40 | 0.41 | 0.49 | 0.42 | 0.45 |
| MDLZ | 0.17 | 0.38 | 0.26 | 0.57 | 0.22 | 0.26 | 0.34 | 0.20 | 0.65 | 0.59 | 0.39 | 0.26 | 0.28 | 1.00 | 0.34 | 0.29 | 0.31 | 0.28 | 0.39 | 0.32 | 0.32 | 0.39 | 0.42 | 0.32 | 0.35 | 0.45 | 0.32 | 0.39 | 0.39 | 0.41 | 0.36 | 0.41 | 0.36 | 0.41 | 0.41 | 0.42 | 0.42 | 0.44 |
| AKAM | 0.22 | 0.27 | 0.22 | 0.25 | 0.27 | 0.24 | 0.32 | 0.41 | 0.30 | 0.27 | 0.30 | 0.44 | 0.30 | 0.34 | 1.00 | 0.42 | 0.43 | 0.34 | 0.41 | 0.41 | 0.47 | 0.39 | 0.42 | 0.51 | 0.35 | 0.46 | 0.35 | 0.42 | 0.45 | 0.39 | 0.50 | 0.46 | 0.42 | 0.45 | 0.48 | 0.41 | 0.49 | 0.39 |
| INTC | 0.31 | 0.21 | 0.31 | 0.26 | 0.35 | 0.33 | 0.29 | 0.54 | 0.28 | 0.25 | 0.29 | 0.43 | 0.32 | 0.29 | 0.42 | 1.00 | 0.48 | 0.40 | 0.37 | 0.40 | 0.46 | 0.38 | 0.39 | 0.47 | 0.39 | 0.37 | 0.42 | 0.38 | 0.40 | 0.41 | 0.53 | 0.42 | 0.42 | 0.43 | 0.41 | 0.46 | 0.44 | 0.43 |
| AAPL | 0.24 | 0.22 | 0.24 | 0.27 | 0.28 | 0.25 | 0.23 | 0.51 | 0.31 | 0.27 | 0.27 | 0.55 | 0.31 | 0.31 | 0.43 | 0.48 | 1.00 | 0.32 | 0.42 | 0.41 | 0.57 | 0.39 | 0.38 | 0.54 | 0.35 | 0.42 | 0.36 | 0.42 | 0.43 | 0.38 | 0.62 | 0.44 | 0.37 | 0.48 | 0.47 | 0.41 | 0.49 | 0.41 |
| BAC | 0.46 | 0.25 | 0.47 | 0.20 | 0.50 | 0.47 | 0.35 | 0.31 | 0.19 | 0.27 | 0.49 | 0.29 | 0.45 | 0.28 | 0.34 | 0.40 | 0.32 | 1.00 | 0.29 | 0.36 | 0.36 | 0.39 | 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 | 0.68 |
| ZTS | 0.18 | 0.43 | 0.22 | 0.34 | 0.23 | 0.22 | 0.33 | 0.36 | 0.36 | 0.35 | 0.31 | 0.39 | 0.32 | 0.39 | 0.41 | 0.37 | 0.42 | 0.29 | 1.00 | 0.49 | 0.41 | 0.44 | 0.53 | 0.45 | 0.38 | 0.49 | 0.32 | 0.53 | 0.54 | 0.41 | 0.46 | 0.49 | 0.42 | 0.46 | 0.52 | 0.40 | 0.51 | 0.40 |
| RVTY | 0.25 | 0.33 | 0.25 | 0.27 | 0.30 | 0.27 | 0.28 | 0.39 | 0.28 | 0.28 | 0.29 | 0.40 | 0.35 | 0.32 | 0.41 | 0.40 | 0.41 | 0.36 | 0.49 | 1.00 | 0.44 | 0.42 | 0.53 | 0.46 | 0.41 | 0.42 | 0.36 | 0.64 | 0.69 | 0.43 | 0.45 | 0.46 | 0.49 | 0.41 | 0.48 | 0.45 | 0.48 | 0.40 |
| GOOG | 0.23 | 0.24 | 0.25 | 0.26 | 0.29 | 0.26 | 0.25 | 0.51 | 0.29 | 0.28 | 0.25 | 0.67 | 0.34 | 0.32 | 0.47 | 0.46 | 0.57 | 0.36 | 0.41 | 0.44 | 1.00 | 0.39 | 0.41 | 0.61 | 0.34 | 0.44 | 0.37 | 0.42 | 0.44 | 0.38 | 0.68 | 0.43 | 0.38 | 0.54 | 0.49 | 0.43 | 0.51 | 0.42 |
| HD | 0.24 | 0.26 | 0.27 | 0.36 | 0.32 | 0.29 | 0.33 | 0.36 | 0.38 | 0.34 | 0.36 | 0.39 | 0.42 | 0.39 | 0.39 | 0.38 | 0.39 | 0.39 | 0.44 | 0.42 | 0.39 | 1.00 | 0.41 | 0.42 | 0.45 | 0.46 | 0.42 | 0.46 | 0.44 | 0.45 | 0.44 | 0.50 | 0.50 | 0.46 | 0.50 | 0.48 | 0.49 | 0.47 |
| ABT | 0.17 | 0.44 | 0.22 | 0.40 | 0.25 | 0.24 | 0.33 | 0.34 | 0.40 | 0.38 | 0.33 | 0.36 | 0.31 | 0.42 | 0.42 | 0.39 | 0.38 | 0.34 | 0.53 | 0.53 | 0.41 | 0.41 | 1.00 | 0.44 | 0.39 | 0.47 | 0.37 | 0.58 | 0.62 | 0.45 | 0.46 | 0.48 | 0.44 | 0.48 | 0.50 | 0.45 | 0.50 | 0.45 |
| ADBE | 0.20 | 0.22 | 0.19 | 0.26 | 0.25 | 0.22 | 0.29 | 0.57 | 0.30 | 0.26 | 0.23 | 0.61 | 0.35 | 0.32 | 0.51 | 0.47 | 0.54 | 0.29 | 0.45 | 0.46 | 0.61 | 0.42 | 0.44 | 1.00 | 0.34 | 0.51 | 0.31 | 0.47 | 0.49 | 0.39 | 0.70 | 0.52 | 0.41 | 0.58 | 0.56 | 0.41 | 0.56 | 0.37 |
| UNP | 0.39 | 0.28 | 0.41 | 0.32 | 0.48 | 0.44 | 0.39 | 0.30 | 0.30 | 0.36 | 0.42 | 0.27 | 0.46 | 0.35 | 0.35 | 0.39 | 0.35 | 0.51 | 0.38 | 0.41 | 0.34 | 0.45 | 0.39 | 0.34 | 1.00 | 0.42 | 0.53 | 0.41 | 0.40 | 0.49 | 0.38 | 0.45 | 0.55 | 0.45 | 0.46 | 0.58 | 0.45 | 0.57 |
| VRSK | 0.17 | 0.33 | 0.19 | 0.39 | 0.24 | 0.22 | 0.37 | 0.36 | 0.45 | 0.40 | 0.37 | 0.40 | 0.35 | 0.45 | 0.46 | 0.37 | 0.42 | 0.31 | 0.49 | 0.42 | 0.44 | 0.46 | 0.47 | 0.51 | 0.42 | 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 | 0.29 | 0.48 | 0.25 | 0.49 | 0.49 | 0.38 | 0.32 | 0.24 | 0.32 | 0.54 | 0.31 | 0.48 | 0.32 | 0.35 | 0.42 | 0.36 | 0.86 | 0.32 | 0.36 | 0.37 | 0.42 | 0.37 | 0.31 | 0.53 | 0.34 | 1.00 | 0.35 | 0.36 | 0.47 | 0.36 | 0.41 | 0.52 | 0.47 | 0.44 | 0.58 | 0.47 | 0.72 |
| DHR | 0.21 | 0.38 | 0.23 | 0.36 | 0.27 | 0.25 | 0.33 | 0.37 | 0.38 | 0.35 | 0.32 | 0.37 | 0.34 | 0.39 | 0.42 | 0.38 | 0.42 | 0.34 | 0.53 | 0.64 | 0.42 | 0.46 | 0.58 | 0.47 | 0.41 | 0.49 | 0.35 | 1.00 | 0.74 | 0.47 | 0.49 | 0.51 | 0.52 | 0.47 | 0.53 | 0.47 | 0.52 | 0.44 |
| TMO | 0.20 | 0.41 | 0.22 | 0.34 | 0.27 | 0.24 | 0.31 | 0.39 | 0.35 | 0.33 | 0.30 | 0.40 | 0.34 | 0.39 | 0.45 | 0.40 | 0.43 | 0.34 | 0.54 | 0.69 | 0.44 | 0.44 | 0.62 | 0.49 | 0.40 | 0.48 | 0.36 | 0.74 | 1.00 | 0.45 | 0.49 | 0.48 | 0.50 | 0.48 | 0.52 | 0.45 | 0.52 | 0.43 |
| APD | 0.31 | 0.33 | 0.37 | 0.39 | 0.39 | 0.38 | 0.37 | 0.34 | 0.40 | 0.43 | 0.40 | 0.31 | 0.44 | 0.41 | 0.39 | 0.41 | 0.38 | 0.43 | 0.41 | 0.43 | 0.38 | 0.45 | 0.45 | 0.39 | 0.49 | 0.46 | 0.47 | 0.47 | 0.45 | 1.00 | 0.42 | 0.49 | 0.55 | 0.47 | 0.50 | 0.57 | 0.50 | 0.52 |
| MSFT | 0.22 | 0.28 | 0.22 | 0.33 | 0.25 | 0.26 | 0.28 | 0.58 | 0.36 | 0.33 | 0.28 | 0.64 | 0.34 | 0.36 | 0.50 | 0.53 | 0.62 | 0.33 | 0.46 | 0.45 | 0.68 | 0.44 | 0.46 | 0.70 | 0.38 | 0.52 | 0.36 | 0.49 | 0.49 | 0.42 | 1.00 | 0.51 | 0.40 | 0.57 | 0.56 | 0.45 | 0.58 | 0.43 |
| BR | 0.24 | 0.33 | 0.29 | 0.39 | 0.32 | 0.30 | 0.40 | 0.39 | 0.41 | 0.39 | 0.39 | 0.41 | 0.40 | 0.41 | 0.46 | 0.42 | 0.44 | 0.38 | 0.49 | 0.46 | 0.43 | 0.50 | 0.48 | 0.52 | 0.45 | 0.55 | 0.41 | 0.51 | 0.48 | 0.49 | 0.51 | 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 | 0.41 | 0.42 | 0.33 | 0.33 | 0.35 | 0.42 | 0.33 | 0.50 | 0.36 | 0.42 | 0.42 | 0.37 | 0.49 | 0.42 | 0.49 | 0.38 | 0.50 | 0.44 | 0.41 | 0.55 | 0.47 | 0.52 | 0.52 | 0.50 | 0.55 | 0.40 | 0.54 | 1.00 | 0.48 | 0.51 | 0.61 | 0.52 | 0.55 |
| V | 0.27 | 0.33 | 0.32 | 0.35 | 0.33 | 0.34 | 0.36 | 0.43 | 0.38 | 0.39 | 0.38 | 0.48 | 0.40 | 0.41 | 0.45 | 0.43 | 0.48 | 0.44 | 0.46 | 0.41 | 0.54 | 0.46 | 0.48 | 0.58 | 0.45 | 0.51 | 0.47 | 0.47 | 0.48 | 0.47 | 0.57 | 0.55 | 0.48 | 1.00 | 0.59 | 0.51 | 0.59 | 0.53 |
| SPGI | 0.22 | 0.33 | 0.25 | 0.36 | 0.30 | 0.27 | 0.39 | 0.44 | 0.39 | 0.38 | 0.38 | 0.44 | 0.41 | 0.41 | 0.48 | 0.41 | 0.47 | 0.42 | 0.52 | 0.48 | 0.49 | 0.50 | 0.50 | 0.56 | 0.46 | 0.60 | 0.44 | 0.53 | 0.52 | 0.50 | 0.56 | 0.59 | 0.51 | 0.59 | 1.00 | 0.51 | 0.81 | 0.51 |
| HON | 0.36 | 0.32 | 0.42 | 0.36 | 0.46 | 0.44 | 0.48 | 0.34 | 0.39 | 0.43 | 0.48 | 0.34 | 0.49 | 0.42 | 0.41 | 0.46 | 0.41 | 0.54 | 0.40 | 0.45 | 0.43 | 0.48 | 0.45 | 0.41 | 0.58 | 0.48 | 0.58 | 0.47 | 0.45 | 0.57 | 0.45 | 0.52 | 0.61 | 0.51 | 0.51 | 1.00 | 0.51 | 0.62 |
| MCO | 0.24 | 0.33 | 0.27 | 0.36 | 0.32 | 0.28 | 0.38 | 0.44 | 0.40 | 0.39 | 0.39 | 0.47 | 0.42 | 0.42 | 0.49 | 0.44 | 0.49 | 0.44 | 0.51 | 0.48 | 0.51 | 0.49 | 0.50 | 0.56 | 0.45 | 0.59 | 0.47 | 0.52 | 0.52 | 0.50 | 0.58 | 0.59 | 0.52 | 0.59 | 0.81 | 0.51 | 1.00 | 0.54 |
| BRK-B | 0.39 | 0.39 | 0.49 | 0.40 | 0.46 | 0.48 | 0.44 | 0.32 | 0.40 | 0.47 | 0.60 | 0.33 | 0.45 | 0.44 | 0.39 | 0.43 | 0.41 | 0.68 | 0.40 | 0.40 | 0.42 | 0.47 | 0.45 | 0.37 | 0.57 | 0.46 | 0.72 | 0.44 | 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.