Estefa - Dividendos
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Estefa - Dividendos
Последнее обновление 21 апр. 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 3% |
AVGO Broadcom Inc. | Technology | 1% |
BATS.L British American Tobacco plc | Consumer Defensive | 2% |
BHP BHP Group | Basic Materials | 1% |
BNS The Bank of Nova Scotia | Financial Services | 1% |
CICHF China Construction Bank Corporation | Financial Services | 5% |
CVX Chevron Corporation | Energy | 2% |
DBSDY DBS Group Holdings Ltd ADR | Financial Services | 1% |
ENEL.MI Enel SpA | Utilities | 1% |
HSBC HSBC Holdings plc | Financial Services | 2% |
HTGC Hercules Capital, Inc. | Financial Services | 3% |
IMBBY Imperial Brands PLC | Consumer Defensive | 1% |
INSW International Seaways, Inc. | Energy | 3% |
JNJ Johnson & Johnson | Healthcare | 2% |
JPM JPMorgan Chase & Co. | Financial Services | 1% |
KBC.BR KBC Group NV | Financial Services | 1% |
KO The Coca-Cola Company | Consumer Defensive | 1% |
MAP.MC Mapfre | Financial Services | 1% |
MO Altria Group, Inc. | Consumer Defensive | 3% |
NWG.L | 1% | |
O | 5% | |
PEP | 1% | |
PM | 2% | |
PSA | 1% | |
REP.DE | 2% | |
RHHBY | 1% | |
RIO | 2% | |
T | 1% | |
TDGB.L | 39% | |
TXN | 2% | |
UVV | 1% | |
VICI | 2% | |
VZ | 2% | |
XOM | 3% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в Estefa - Dividendos 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
Estefa - Dividendos
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 1 дек. 2016 г., начальной даты INSW
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Estefa - Dividendos | 7.75% | -3.06% | 4.17% | 19.75% | 18.74% | N/A |
| Активы портфеля: | ||||||
TDGB.L | 10.89% | -3.32% | 6.39% | 18.39% | 18.96% | N/A |
O | 11.30% | 5.00% | -7.30% | 16.27% | 9.53% | N/A |
ABBV AbbVie Inc. | -0.82% | -16.87% | -6.68% | 7.74% | 20.88% | 15.16% |
MO Altria Group, Inc. | 13.23% | 2.79% | 21.67% | 49.42% | 17.63% | 7.85% |
XOM | 0.28% | -7.43% | -9.37% | -7.80% | 26.32% | N/A |
TXN | -20.25% | -17.07% | -24.16% | -4.44% | 9.57% | N/A |
VICI | 12.91% | 3.20% | 0.78% | 23.31% | 21.80% | N/A |
CVX Chevron Corporation | -3.76% | -16.32% | -6.59% | -10.10% | 15.67% | 6.78% |
JNJ Johnson & Johnson | 9.76% | -3.76% | -3.10% | 9.88% | 3.80% | 7.56% |
PM | 36.81% | 7.74% | 38.49% | 81.87% | 23.38% | N/A |
T | 22.06% | 1.55% | 27.20% | 73.05% | 10.38% | N/A |
UVV | -2.76% | -3.04% | 5.84% | 7.09% | 9.78% | N/A |
BATS.L British American Tobacco plc | 18.73% | 4.74% | 26.71% | 59.74% | 11.76% | 4.77% |
PEP | -5.23% | -1.79% | -16.98% | -15.24% | 4.65% | N/A |
VZ | 13.94% | 1.72% | 3.58% | 16.16% | 0.66% | N/A |
JPM JPMorgan Chase & Co. | -2.13% | -3.41% | 4.09% | 27.74% | 23.87% | 17.19% |
KO The Coca-Cola Company | 18.12% | 6.31% | 5.19% | 24.95% | 13.06% | 9.40% |
BNS The Bank of Nova Scotia | -8.96% | 0.46% | -8.65% | 7.99% | 11.05% | 3.79% |
HTGC Hercules Capital, Inc. | -11.02% | -8.84% | -9.59% | 3.08% | 27.43% | 13.26% |
AVGO Broadcom Inc. | -26.02% | -10.78% | -4.40% | 43.67% | 49.49% | 33.51% |
RHHBY | 15.23% | -8.02% | 1.60% | 32.17% | 1.17% | N/A |
INSW International Seaways, Inc. | -5.22% | -1.36% | -29.49% | -29.38% | 13.61% | N/A |
NWG.L | 25.28% | 2.88% | 33.91% | 87.50% | 42.29% | N/A |
KBC.BR KBC Group NV | 16.36% | -4.36% | 23.36% | 29.89% | 20.94% | 8.30% |
RIO | 2.52% | -6.16% | -7.75% | -7.36% | 14.08% | N/A |
ENEL.MI Enel SpA | 20.52% | 6.03% | 8.41% | 40.60% | 11.21% | 10.88% |
IMBBY Imperial Brands PLC | 25.65% | 11.68% | 37.27% | 87.90% | 24.57% | 4.95% |
HSBC HSBC Holdings plc | 9.45% | -9.22% | 22.35% | 38.15% | 21.74% | 6.93% |
CICHF China Construction Bank Corporation | 3.42% | -2.27% | 18.59% | 51.65% | 10.81% | 16.57% |
MAP.MC Mapfre | 30.79% | 7.07% | 24.91% | 46.90% | 19.97% | 3.69% |
PSA | -0.16% | 1.67% | -12.68% | 18.17% | 13.54% | N/A |
BHP BHP Group | -2.88% | -5.41% | -16.97% | -16.09% | 14.57% | 7.75% |
DBSDY DBS Group Holdings Ltd ADR | -1.34% | -6.75% | 5.74% | 35.78% | 26.89% | 13.63% |
REP.DE | 2.40% | -10.55% | -3.48% | -20.06% | 15.02% | N/A |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Estefa - Dividendos, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.15% | 4.57% | 2.47% | -3.46% | 7.75% | ||||||||
| 2024 | 0.29% | 0.43% | 4.81% | -0.77% | 4.41% | -0.67% | 4.82% | 2.57% | 2.14% | -2.13% | 0.61% | -2.37% | 14.70% |
| 2023 | 4.75% | -1.48% | -1.53% | 2.26% | -5.03% | 4.27% | 3.80% | -3.12% | -0.81% | -3.67% | 6.39% | 5.41% | 10.88% |
| 2022 | 4.94% | 0.57% | 3.03% | -2.08% | 3.85% | -8.00% | 2.46% | -2.01% | -7.11% | 9.17% | 8.43% | 0.38% | 12.73% |
| 2021 | -0.70% | 6.35% | 5.42% | 1.68% | 3.26% | -1.96% | 0.24% | 0.82% | -2.63% | 2.19% | -3.11% | 7.45% | 19.98% |
| 2020 | -4.11% | -8.38% | -14.98% | 7.11% | 2.51% | 1.54% | 0.37% | 3.64% | -3.88% | -3.21% | 16.49% | 4.00% | -2.37% |
| 2019 | 2.25% | 2.94% | 1.62% | 1.50% | -5.76% | 4.37% | -1.55% | -2.77% | 4.75% | 3.58% | 2.06% | 3.85% | 17.53% |
| 2018 | 4.32% | -6.27% | -1.29% | 1.10% | -0.67% | -0.22% | 5.90% | -2.23% | 1.24% | -3.42% | 0.67% | -6.69% | -8.03% |
| 2017 | -0.22% | 1.47% | 2.04% | 3.31% |
Комиссия
Комиссия Estefa - Dividendos составляет 0.15%, что ниже среднего уровня по рынку. 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 Estefa - Dividendos составляет 91, что ставит его в топ 9% 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.
Portfolio: 1.52
^GSPC: 0.24
Portfolio: 1.88
^GSPC: 0.47
Portfolio: 1.30
^GSPC: 1.07
Portfolio: 1.66
^GSPC: 0.24
Portfolio: 6.83
^GSPC: 1.08
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
TDGB.L | 1.10 | 1.46 | 1.22 | 1.22 | 5.18 |
O | 0.81 | 1.20 | 1.15 | 0.59 | 1.61 |
ABBV AbbVie Inc. | 0.47 | 0.76 | 1.12 | 0.62 | 1.55 |
MO Altria Group, Inc. | 2.46 | 3.48 | 1.47 | 4.37 | 10.28 |
XOM | -0.27 | -0.21 | 0.97 | -0.33 | -0.79 |
TXN | -0.38 | -0.32 | 0.96 | -0.42 | -1.25 |
VICI | 1.06 | 1.62 | 1.20 | 1.40 | 3.41 |
CVX Chevron Corporation | -0.54 | -0.57 | 0.92 | -0.62 | -1.73 |
JNJ Johnson & Johnson | 0.59 | 0.92 | 1.13 | 0.63 | 1.79 |
PM | 3.27 | 4.48 | 1.70 | 7.24 | 21.88 |
T | 3.18 | 3.84 | 1.58 | 2.93 | 25.50 |
UVV | 0.34 | 0.61 | 1.09 | 0.29 | 1.20 |
BATS.L British American Tobacco plc | 2.90 | 3.47 | 1.56 | 1.64 | 13.02 |
PEP | -0.85 | -1.10 | 0.87 | -0.66 | -1.42 |
VZ | 0.85 | 1.20 | 1.18 | 0.81 | 3.38 |
JPM JPMorgan Chase & Co. | 0.80 | 1.27 | 1.19 | 0.93 | 3.40 |
KO The Coca-Cola Company | 1.34 | 1.95 | 1.25 | 1.40 | 3.05 |
BNS The Bank of Nova Scotia | 0.48 | 0.76 | 1.10 | 0.28 | 1.18 |
HTGC Hercules Capital, Inc. | -0.01 | 0.16 | 1.02 | -0.01 | -0.03 |
AVGO Broadcom Inc. | 0.46 | 1.13 | 1.15 | 0.70 | 2.08 |
RHHBY | 1.38 | 1.90 | 1.27 | 0.81 | 3.92 |
INSW International Seaways, Inc. | -0.79 | -1.10 | 0.87 | -0.64 | -1.13 |
NWG.L | 2.22 | 2.68 | 1.38 | 4.74 | 15.13 |
KBC.BR KBC Group NV | 1.17 | 1.66 | 1.23 | 1.71 | 6.07 |
RIO | -0.38 | -0.38 | 0.95 | -0.38 | -0.76 |
ENEL.MI Enel SpA | 1.70 | 2.18 | 1.32 | 1.39 | 5.50 |
IMBBY Imperial Brands PLC | 4.30 | 5.63 | 1.79 | 7.50 | 43.14 |
HSBC HSBC Holdings plc | 1.39 | 1.77 | 1.28 | 1.54 | 7.66 |
CICHF China Construction Bank Corporation | 1.09 | 1.72 | 1.30 | 3.77 | 10.00 |
MAP.MC Mapfre | 1.79 | 2.40 | 1.32 | 3.49 | 8.35 |
PSA | 0.83 | 1.28 | 1.16 | 0.63 | 1.75 |
BHP BHP Group | -0.47 | -0.51 | 0.94 | -0.36 | -0.91 |
DBSDY DBS Group Holdings Ltd ADR | 1.32 | 1.81 | 1.30 | 1.56 | 7.32 |
REP.DE | -0.76 | -0.98 | 0.88 | -0.57 | -1.17 |
Estefa - Dividendos
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Estefa - Dividendos за предыдущие двенадцать месяцев составила 65.80%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 65.80% | 68.23% | 53.84% | 38.89% | 33.20% | 4.80% | 34.57% | 5.24% | 2.25% | 2.24% | 2.74% | 2.44% |
| Активы портфеля: | ||||||||||||
TDGB.L | 159.10% | 165.62% | 128.08% | 90.39% | 76.04% | 4.16% | 80.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O | 5.42% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
ABBV AbbVie Inc. | 3.69% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
MO Altria Group, Inc. | 6.95% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
XOM | 3.63% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
TXN | 3.58% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
VICI | 5.27% | 5.81% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% |
CVX Chevron Corporation | 4.79% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
JNJ Johnson & Johnson | 3.15% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
PM | 3.28% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
T | 4.09% | 4.87% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% |
UVV | 6.27% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% | 4.64% |
BATS.L British American Tobacco plc | 7.48% | 8.18% | 10.06% | 6.64% | 7.89% | 7.77% | 6.28% | 7.81% | 4.35% | 3.37% | 3.98% | 4.14% |
PEP | 3.81% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
VZ | 6.13% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
JPM JPMorgan Chase & Co. | 2.18% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
KO The Coca-Cola Company | 2.69% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
BNS The Bank of Nova Scotia | 6.43% | 5.84% | 6.40% | 6.40% | 4.02% | 4.94% | 3.54% | 5.10% | 3.75% | 3.98% | 6.63% | 4.11% |
HTGC Hercules Capital, Inc. | 9.12% | 7.96% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
RHHBY | 3.50% | 3.99% | 3.55% | 3.23% | 2.47% | 2.63% | 2.69% | 3.58% | 3.22% | 3.62% | 3.14% | 3.23% |
INSW International Seaways, Inc. | 15.45% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NWG.L | 4.69% | 4.35% | 7.06% | 10.80% | 2.66% | 2.77% | 2.29% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% |
KBC.BR KBC Group NV | 6.14% | 6.51% | 6.81% | 9.32% | 4.56% | 4.36% | 5.22% | 5.29% | 3.94% | 1.70% | 3.47% | 0.00% |
RIO | 6.91% | 7.40% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% |
ENEL.MI Enel SpA | 5.83% | 6.24% | 5.94% | 7.55% | 5.08% | 3.96% | 3.96% | 4.42% | 3.12% | 1.91% | 2.31% | 3.52% |
IMBBY Imperial Brands PLC | 4.94% | 6.04% | 7.61% | 7.03% | 8.61% | 9.98% | 10.46% | 7.98% | 4.86% | 4.77% | 5.37% | 4.45% |
HSBC HSBC Holdings plc | 6.29% | 6.17% | 6.54% | 4.33% | 3.65% | 0.00% | 6.51% | 6.20% | 4.94% | 6.35% | 6.33% | 5.19% |
CICHF China Construction Bank Corporation | 9.65% | 6.51% | 9.13% | 8.41% | 7.09% | 6.25% | 5.16% | 47.17% | 4.46% | 5.60% | 7.00% | 5.96% |
MAP.MC Mapfre | 4.41% | 5.16% | 6.08% | 6.54% | 6.12% | 6.93% | 5.02% | 5.10% | 4.40% | 3.65% | 4.86% | 3.93% |
PSA | 4.05% | 4.01% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% |
BHP BHP Group | 5.33% | 5.98% | 4.98% | 9.95% | 9.99% | 3.68% | 8.60% | 4.89% | 3.61% | 1.68% | 9.33% | 5.11% |
DBSDY DBS Group Holdings Ltd ADR | 5.37% | 4.91% | 6.76% | 5.25% | 3.12% | 2.63% | 5.69% | 7.56% | 2.45% | 3.70% | 3.70% | 2.98% |
REP.DE | 9.44% | 7.86% | 5.19% | 4.23% | 2.87% | 9.40% | 6.59% | 11.66% | 5.48% | 4.61% | 9.17% | 11.91% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Estefa - Dividendos
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Estefa - Dividendos показал максимальную просадку в 35.91%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 205 торговых сессий.
Текущая просадка Estefa - Dividendos составляет 4.21%.
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 |
|---|---|---|---|---|---|---|
| -35.91% | 21 янв. 2020 г. | 45 | 23 мар. 2020 г. | 205 | 7 янв. 2021 г. | 250 |
| -16.28% | 29 янв. 2018 г. | 235 | 24 дек. 2018 г. | 252 | 16 дек. 2019 г. | 487 |
| -15.28% | 21 апр. 2022 г. | 117 | 30 сент. 2022 г. | 43 | 30 нояб. 2022 г. | 160 |
| -11.01% | 20 мар. 2025 г. | 14 | 8 апр. 2025 г. | — | — | — |
| -8.25% | 1 авг. 2023 г. | 64 | 27 окт. 2023 г. | 33 | 13 дек. 2023 г. | 97 |
Волатильность
График волатильности
Текущая волатильность Estefa - Dividendos составляет 7.99%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Estefa - Dividendos
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| CICHF | DBSDY | INSW | RHHBY | PSA | REP.DE | AVGO | ABBV | BATS.L | JNJ | ENEL.MI | VZ | PEP | O | UVV | HTGC | KBC.BR | IMBBY | NWG.L | TXN | MAP.MC | VICI | MO | T | KO | PM | XOM | CVX | RIO | BHP | HSBC | JPM | BNS | TDGB.L | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CICHF | 1.00 | 0.13 | 0.05 | 0.05 | 0.03 | 0.04 | 0.08 | 0.06 | 0.05 | 0.03 | 0.07 | 0.02 | 0.05 | 0.02 | 0.03 | 0.07 | 0.10 | 0.03 | 0.09 | 0.09 | 0.11 | 0.06 | 0.03 | 0.06 | 0.06 | 0.05 | 0.08 | 0.07 | 0.08 | 0.10 | 0.16 | 0.12 | 0.13 | 0.12 |
| DBSDY | 0.13 | 1.00 | 0.10 | 0.05 | 0.01 | 0.18 | 0.12 | 0.07 | 0.15 | 0.03 | 0.21 | 0.03 | 0.03 | 0.05 | 0.07 | 0.17 | 0.26 | 0.11 | 0.25 | 0.12 | 0.25 | 0.10 | 0.08 | 0.10 | 0.08 | 0.11 | 0.14 | 0.15 | 0.19 | 0.21 | 0.25 | 0.14 | 0.25 | 0.34 |
| INSW | 0.05 | 0.10 | 1.00 | 0.08 | 0.02 | 0.17 | 0.16 | 0.12 | 0.10 | 0.06 | 0.07 | 0.09 | 0.06 | 0.06 | 0.21 | 0.23 | 0.15 | 0.13 | 0.15 | 0.18 | 0.15 | 0.14 | 0.15 | 0.14 | 0.08 | 0.13 | 0.38 | 0.35 | 0.27 | 0.29 | 0.24 | 0.27 | 0.22 | 0.22 |
| RHHBY | 0.05 | 0.05 | 0.08 | 1.00 | 0.21 | 0.06 | 0.20 | 0.27 | 0.21 | 0.29 | 0.27 | 0.17 | 0.30 | 0.23 | 0.13 | 0.18 | 0.12 | 0.23 | 0.10 | 0.25 | 0.14 | 0.21 | 0.17 | 0.17 | 0.26 | 0.22 | 0.12 | 0.14 | 0.23 | 0.24 | 0.20 | 0.17 | 0.26 | 0.26 |
| PSA | 0.03 | 0.01 | 0.02 | 0.21 | 1.00 | 0.01 | 0.17 | 0.20 | 0.13 | 0.30 | 0.18 | 0.28 | 0.40 | 0.60 | 0.21 | 0.21 | 0.06 | 0.20 | 0.08 | 0.24 | 0.08 | 0.46 | 0.27 | 0.23 | 0.39 | 0.29 | 0.12 | 0.12 | 0.16 | 0.17 | 0.14 | 0.16 | 0.24 | 0.15 |
| REP.DE | 0.04 | 0.18 | 0.17 | 0.06 | 0.01 | 1.00 | 0.12 | 0.13 | 0.22 | 0.09 | 0.26 | 0.12 | 0.03 | 0.08 | 0.14 | 0.23 | 0.38 | 0.22 | 0.34 | 0.15 | 0.38 | 0.16 | 0.19 | 0.18 | 0.13 | 0.16 | 0.42 | 0.40 | 0.32 | 0.35 | 0.31 | 0.28 | 0.33 | 0.45 |
| AVGO | 0.08 | 0.12 | 0.16 | 0.20 | 0.17 | 0.12 | 1.00 | 0.20 | 0.10 | 0.13 | 0.19 | 0.09 | 0.20 | 0.19 | 0.16 | 0.30 | 0.20 | 0.19 | 0.23 | 0.66 | 0.17 | 0.27 | 0.13 | 0.14 | 0.18 | 0.16 | 0.23 | 0.27 | 0.33 | 0.37 | 0.31 | 0.37 | 0.37 | 0.30 |
| ABBV | 0.06 | 0.07 | 0.12 | 0.27 | 0.20 | 0.13 | 0.20 | 1.00 | 0.21 | 0.45 | 0.14 | 0.30 | 0.36 | 0.27 | 0.23 | 0.23 | 0.14 | 0.25 | 0.10 | 0.27 | 0.14 | 0.25 | 0.31 | 0.31 | 0.36 | 0.33 | 0.27 | 0.27 | 0.21 | 0.22 | 0.22 | 0.29 | 0.25 | 0.29 |
| BATS.L | 0.05 | 0.15 | 0.10 | 0.21 | 0.13 | 0.22 | 0.10 | 0.21 | 1.00 | 0.22 | 0.33 | 0.21 | 0.23 | 0.18 | 0.27 | 0.17 | 0.23 | 0.62 | 0.27 | 0.12 | 0.32 | 0.21 | 0.36 | 0.24 | 0.24 | 0.35 | 0.19 | 0.19 | 0.23 | 0.24 | 0.28 | 0.18 | 0.31 | 0.49 |
| JNJ | 0.03 | 0.03 | 0.06 | 0.29 | 0.30 | 0.09 | 0.13 | 0.45 | 0.22 | 1.00 | 0.20 | 0.41 | 0.49 | 0.32 | 0.24 | 0.18 | 0.13 | 0.24 | 0.10 | 0.26 | 0.18 | 0.24 | 0.36 | 0.36 | 0.47 | 0.39 | 0.23 | 0.24 | 0.20 | 0.21 | 0.22 | 0.28 | 0.26 | 0.29 |
| ENEL.MI | 0.07 | 0.21 | 0.07 | 0.27 | 0.18 | 0.26 | 0.19 | 0.14 | 0.33 | 0.20 | 1.00 | 0.22 | 0.23 | 0.23 | 0.18 | 0.24 | 0.36 | 0.28 | 0.33 | 0.23 | 0.42 | 0.26 | 0.20 | 0.25 | 0.26 | 0.24 | 0.16 | 0.19 | 0.26 | 0.27 | 0.29 | 0.25 | 0.37 | 0.51 |
| VZ | 0.02 | 0.03 | 0.09 | 0.17 | 0.28 | 0.12 | 0.09 | 0.30 | 0.21 | 0.41 | 0.22 | 1.00 | 0.40 | 0.35 | 0.28 | 0.20 | 0.16 | 0.24 | 0.15 | 0.19 | 0.21 | 0.25 | 0.39 | 0.65 | 0.43 | 0.37 | 0.25 | 0.26 | 0.20 | 0.21 | 0.20 | 0.30 | 0.27 | 0.30 |
| PEP | 0.05 | 0.03 | 0.06 | 0.30 | 0.40 | 0.03 | 0.20 | 0.36 | 0.23 | 0.49 | 0.23 | 0.40 | 1.00 | 0.42 | 0.30 | 0.19 | 0.07 | 0.26 | 0.07 | 0.27 | 0.12 | 0.31 | 0.42 | 0.34 | 0.71 | 0.45 | 0.19 | 0.17 | 0.18 | 0.19 | 0.17 | 0.21 | 0.24 | 0.23 |
| O | 0.02 | 0.05 | 0.06 | 0.23 | 0.60 | 0.08 | 0.19 | 0.27 | 0.18 | 0.32 | 0.23 | 0.35 | 0.42 | 1.00 | 0.29 | 0.30 | 0.12 | 0.26 | 0.16 | 0.27 | 0.14 | 0.58 | 0.34 | 0.34 | 0.48 | 0.36 | 0.20 | 0.21 | 0.19 | 0.21 | 0.21 | 0.25 | 0.32 | 0.23 |
| UVV | 0.03 | 0.07 | 0.21 | 0.13 | 0.21 | 0.14 | 0.16 | 0.23 | 0.27 | 0.24 | 0.18 | 0.28 | 0.30 | 0.29 | 1.00 | 0.24 | 0.20 | 0.30 | 0.20 | 0.25 | 0.21 | 0.30 | 0.46 | 0.33 | 0.33 | 0.47 | 0.31 | 0.30 | 0.27 | 0.28 | 0.30 | 0.35 | 0.35 | 0.30 |
| HTGC | 0.07 | 0.17 | 0.23 | 0.18 | 0.21 | 0.23 | 0.30 | 0.23 | 0.17 | 0.18 | 0.24 | 0.20 | 0.19 | 0.30 | 0.24 | 1.00 | 0.28 | 0.21 | 0.30 | 0.31 | 0.26 | 0.38 | 0.23 | 0.27 | 0.26 | 0.23 | 0.32 | 0.35 | 0.29 | 0.31 | 0.35 | 0.42 | 0.44 | 0.38 |
| KBC.BR | 0.10 | 0.26 | 0.15 | 0.12 | 0.06 | 0.38 | 0.20 | 0.14 | 0.23 | 0.13 | 0.36 | 0.16 | 0.07 | 0.12 | 0.20 | 0.28 | 1.00 | 0.25 | 0.58 | 0.23 | 0.56 | 0.23 | 0.17 | 0.27 | 0.15 | 0.19 | 0.28 | 0.28 | 0.34 | 0.35 | 0.48 | 0.41 | 0.45 | 0.60 |
| IMBBY | 0.03 | 0.11 | 0.13 | 0.23 | 0.20 | 0.22 | 0.19 | 0.25 | 0.62 | 0.24 | 0.28 | 0.24 | 0.26 | 0.26 | 0.30 | 0.21 | 0.25 | 1.00 | 0.28 | 0.21 | 0.28 | 0.26 | 0.38 | 0.25 | 0.29 | 0.37 | 0.22 | 0.23 | 0.32 | 0.32 | 0.32 | 0.25 | 0.36 | 0.42 |
| NWG.L | 0.09 | 0.25 | 0.15 | 0.10 | 0.08 | 0.34 | 0.23 | 0.10 | 0.27 | 0.10 | 0.33 | 0.15 | 0.07 | 0.16 | 0.20 | 0.30 | 0.58 | 0.28 | 1.00 | 0.26 | 0.55 | 0.25 | 0.17 | 0.25 | 0.17 | 0.20 | 0.30 | 0.29 | 0.36 | 0.36 | 0.56 | 0.43 | 0.45 | 0.61 |
| TXN | 0.09 | 0.12 | 0.18 | 0.25 | 0.24 | 0.15 | 0.66 | 0.27 | 0.12 | 0.26 | 0.23 | 0.19 | 0.27 | 0.27 | 0.25 | 0.31 | 0.23 | 0.21 | 0.26 | 1.00 | 0.20 | 0.33 | 0.19 | 0.24 | 0.26 | 0.25 | 0.30 | 0.32 | 0.40 | 0.43 | 0.36 | 0.43 | 0.42 | 0.36 |
| MAP.MC | 0.11 | 0.25 | 0.15 | 0.14 | 0.08 | 0.38 | 0.17 | 0.14 | 0.32 | 0.18 | 0.42 | 0.21 | 0.12 | 0.14 | 0.21 | 0.26 | 0.56 | 0.28 | 0.55 | 0.20 | 1.00 | 0.22 | 0.21 | 0.26 | 0.21 | 0.23 | 0.30 | 0.29 | 0.32 | 0.32 | 0.48 | 0.39 | 0.43 | 0.61 |
| VICI | 0.06 | 0.10 | 0.14 | 0.21 | 0.46 | 0.16 | 0.27 | 0.25 | 0.21 | 0.24 | 0.26 | 0.25 | 0.31 | 0.58 | 0.30 | 0.38 | 0.23 | 0.26 | 0.25 | 0.33 | 0.22 | 1.00 | 0.32 | 0.31 | 0.36 | 0.32 | 0.29 | 0.30 | 0.27 | 0.28 | 0.29 | 0.36 | 0.39 | 0.32 |
| MO | 0.03 | 0.08 | 0.15 | 0.17 | 0.27 | 0.19 | 0.13 | 0.31 | 0.36 | 0.36 | 0.20 | 0.39 | 0.42 | 0.34 | 0.46 | 0.23 | 0.17 | 0.38 | 0.17 | 0.19 | 0.21 | 0.32 | 1.00 | 0.40 | 0.46 | 0.62 | 0.33 | 0.32 | 0.24 | 0.26 | 0.24 | 0.33 | 0.31 | 0.34 |
| T | 0.06 | 0.10 | 0.14 | 0.17 | 0.23 | 0.18 | 0.14 | 0.31 | 0.24 | 0.36 | 0.25 | 0.65 | 0.34 | 0.34 | 0.33 | 0.27 | 0.27 | 0.25 | 0.25 | 0.24 | 0.26 | 0.31 | 0.40 | 1.00 | 0.41 | 0.40 | 0.34 | 0.33 | 0.26 | 0.28 | 0.31 | 0.41 | 0.38 | 0.39 |
| KO | 0.06 | 0.08 | 0.08 | 0.26 | 0.39 | 0.13 | 0.18 | 0.36 | 0.24 | 0.47 | 0.26 | 0.43 | 0.71 | 0.48 | 0.33 | 0.26 | 0.15 | 0.29 | 0.17 | 0.26 | 0.21 | 0.36 | 0.46 | 0.41 | 1.00 | 0.51 | 0.25 | 0.25 | 0.23 | 0.25 | 0.26 | 0.32 | 0.33 | 0.31 |
| PM | 0.05 | 0.11 | 0.13 | 0.22 | 0.29 | 0.16 | 0.16 | 0.33 | 0.35 | 0.39 | 0.24 | 0.37 | 0.45 | 0.36 | 0.47 | 0.23 | 0.19 | 0.37 | 0.20 | 0.25 | 0.23 | 0.32 | 0.62 | 0.40 | 0.51 | 1.00 | 0.29 | 0.28 | 0.26 | 0.27 | 0.29 | 0.33 | 0.36 | 0.34 |
| XOM | 0.08 | 0.14 | 0.38 | 0.12 | 0.12 | 0.42 | 0.23 | 0.27 | 0.19 | 0.23 | 0.16 | 0.25 | 0.19 | 0.20 | 0.31 | 0.32 | 0.28 | 0.22 | 0.30 | 0.30 | 0.30 | 0.29 | 0.33 | 0.34 | 0.25 | 0.29 | 1.00 | 0.84 | 0.45 | 0.50 | 0.38 | 0.47 | 0.44 | 0.45 |
| CVX | 0.07 | 0.15 | 0.35 | 0.14 | 0.12 | 0.40 | 0.27 | 0.27 | 0.19 | 0.24 | 0.19 | 0.26 | 0.17 | 0.21 | 0.30 | 0.35 | 0.28 | 0.23 | 0.29 | 0.32 | 0.29 | 0.30 | 0.32 | 0.33 | 0.25 | 0.28 | 0.84 | 1.00 | 0.45 | 0.51 | 0.40 | 0.48 | 0.45 | 0.44 |
| RIO | 0.08 | 0.19 | 0.27 | 0.23 | 0.16 | 0.32 | 0.33 | 0.21 | 0.23 | 0.20 | 0.26 | 0.20 | 0.18 | 0.19 | 0.27 | 0.29 | 0.34 | 0.32 | 0.36 | 0.40 | 0.32 | 0.27 | 0.24 | 0.26 | 0.23 | 0.26 | 0.45 | 0.45 | 1.00 | 0.88 | 0.48 | 0.40 | 0.48 | 0.50 |
| BHP | 0.10 | 0.21 | 0.29 | 0.24 | 0.17 | 0.35 | 0.37 | 0.22 | 0.24 | 0.21 | 0.27 | 0.21 | 0.19 | 0.21 | 0.28 | 0.31 | 0.35 | 0.32 | 0.36 | 0.43 | 0.32 | 0.28 | 0.26 | 0.28 | 0.25 | 0.27 | 0.50 | 0.51 | 0.88 | 1.00 | 0.48 | 0.42 | 0.51 | 0.53 |
| HSBC | 0.16 | 0.25 | 0.24 | 0.20 | 0.14 | 0.31 | 0.31 | 0.22 | 0.28 | 0.22 | 0.29 | 0.20 | 0.17 | 0.21 | 0.30 | 0.35 | 0.48 | 0.32 | 0.56 | 0.36 | 0.48 | 0.29 | 0.24 | 0.31 | 0.26 | 0.29 | 0.38 | 0.40 | 0.48 | 0.48 | 1.00 | 0.56 | 0.56 | 0.55 |
| JPM | 0.12 | 0.14 | 0.27 | 0.17 | 0.16 | 0.28 | 0.37 | 0.29 | 0.18 | 0.28 | 0.25 | 0.30 | 0.21 | 0.25 | 0.35 | 0.42 | 0.41 | 0.25 | 0.43 | 0.43 | 0.39 | 0.36 | 0.33 | 0.41 | 0.32 | 0.33 | 0.47 | 0.48 | 0.40 | 0.42 | 0.56 | 1.00 | 0.58 | 0.48 |
| BNS | 0.13 | 0.25 | 0.22 | 0.26 | 0.24 | 0.33 | 0.37 | 0.25 | 0.31 | 0.26 | 0.37 | 0.27 | 0.24 | 0.32 | 0.35 | 0.44 | 0.45 | 0.36 | 0.45 | 0.42 | 0.43 | 0.39 | 0.31 | 0.38 | 0.33 | 0.36 | 0.44 | 0.45 | 0.48 | 0.51 | 0.56 | 0.58 | 1.00 | 0.58 |
| TDGB.L | 0.12 | 0.34 | 0.22 | 0.26 | 0.15 | 0.45 | 0.30 | 0.29 | 0.49 | 0.29 | 0.51 | 0.30 | 0.23 | 0.23 | 0.30 | 0.38 | 0.60 | 0.42 | 0.61 | 0.36 | 0.61 | 0.32 | 0.34 | 0.39 | 0.31 | 0.34 | 0.45 | 0.44 | 0.50 | 0.53 | 0.55 | 0.48 | 0.58 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 19 окт. 2017 г.