A COMPARATIVE ANALYSIS OF STATISTICAL INDICATORS OF MARKET RETURNS FOR RUSSIAN ENERGY COMPANIES' STOCKS
Abstract and keywords
Abstract:
The article presents the results of an analysis of common stock market returns for five Russian blue-chip energy companies over the period 2023–2025. The securities are compared based on average returns, variance, asymmetry and excess for various return calculation timeframes: daily, weekly, and monthly. The resulting tables and graphs are used to verify the empirical distribution of returns conforms to a normal law.

Keywords:
common stocks, market returns, volatility, normal distribution, average value and variance, risk, asymmetry, excess
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References

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