A Comparative Analysis of Statistical Indicators of Market Returns for Russian Energy Companies' Stocks
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.
Fields of Study & Subjects
Financial Markets and Investment Strategies
Financial Analysis and Corporate Governance
Financial Risk and Volatility Modeling
Publication details
- Journal / source
- Scientific Research and Development Economics
- Volume
- 14
- Issue
- 1
- Pages
- 26–29
- Publication date
- 2 February 2026
- Language
- EN