Исследование российского рынка акций в предположении об иррациональности инвесторов (стр. 9 )

Приложение 2. Описательная статистика данных

Акция	Количество наблюдений	Среднее	СКО	Минимум	Максимум
1	OC ROSNEFT	2676	234,608	49,849	79,050	419,000
2	SBERBANK OF RUSSIA	2971	81,884	32,577	13,800	178,900
3	GAZPROM	2985	180,399	62,596	74,780	367,000
4	OIL COMPANY LUKOIL	2985	2013,213	488,608	715,000	3560,000
5	NOVATEK	2901	315,273	189,868	34,500	799,400
6	MMC NORILSK NICKEL	2985	5782,953	2462,885	1240,000	12104,000
7	SURGUTNEFTEGAS	2985	28,909	5,498	8,950	49,800
8	GAZPROM NEFT	2985	134,157	29,358	40,750	235,950
9	MAGNIT	2653	5171,635	3906,565	290,000	12830,000
10	POLYUS	2723	1617,305	1100,263	386,110	4840,000
11	TATNEFT	2983	185,773	83,915	27,950	445,350
12	SEVERSTAL	2940	428,482	189,323	59,730	1018,000
13	NOVOLIPETSK STEEL	2737	75,851	24,320	15,340	147,000
14	ALROSA	1405	50,161	22,368	21,830	107,590
15	BASHNEFT	1901	1727,856	847,517	104,640	4200,000
16	MOBILE TELESYSTEMS	2976	236,204	45,882	89,000	379,000
17	URALKALI	2342	178,124	54,985	25,230	386,010
18	MAGNITOGORSK IOSTL. WORKS	2798	19,383	8,995	4,310	42,720
19	MEGAFON	1098	875,394	167,907	533,000	1227,300
20	INTER RAO UES	2147	2,411	1,378	0,460	7,930
21	PHOSAGRO	1421	1647,588	791,245	310,320	3000,000
22	RUSHYDRO	2218	0,925	0,377	0,380	2,150
23	BK OTKRITIE	1443	1039,641	273,834	550,000	1615,000
24	TRANSNEFT PREF.	2894	70475,351	51184,070	6100,500	231000,000
25	UNITED AIRCRAFT CORP.	1711	0,304	0,176	0,090	0,950
26	AEROFLOT RUSS. AIRL.	2985	61,582	26,374	20,370	178,550
27	FED. GRID CO. OF UNG. SY.	2185	0,196	0,116	0,030	0,460
28	MOSCOW EXCHANGE	1059	79,992	25,313	43,180	138,690
29	PIK GROUP	2430	194,275	189,058	19,500	855,000
30	ROSSETI	2087	1,874	1,479	0,330	5,780
31	ROSTELECOM	2975	142,215	66,500	55,400	340,230
32	SISTEMA JSFC	2351	24,770	8,943	4,060	48,300
33	ACRON	2608	1560,766	949,553	237,110	3955,000
34	AVTOVAZ	2929	15,526	9,161	5,400	46,780
35	IRKUTSKENERGO	2983	14,597	6,378	5,470	30,500
36	KAZANORGSINTEZ	1554	17,199	14,526	2,150	66,000
37	L. SEA PORT	2346	3,576	1,332	1,100	7,500
38	UNIPRO	2463	2,388	0,659	0,210	3,340
39	VSMPO	2871	6412,194	3407,181	642,000	14800,000
40	BANK SAINT PETERSBURG	2246	69,074	39,608	23,500	200,000
41	CHELYABINSK TUBE ROLLING PLANT	1810	51,586	24,574	15,000	150,000
42	CHELYABINSK ZINC PLANT	2236	202,789	172,169	27,500	677,000
43	CHERKIZOVO GROUP	2164	629,456	233,465	35,120	1113,000
44	DIXY GROUP	2409	320,463	93,321	33,000	500,000
45	DOROGOBUZH	2364	18,828	9,179	4,650	44,800
46	IRG. DS. GY. OF NTHN. CUC.	2148	52,584	54,221	10,950	225,800
47	IRKUT	2983	11,741	7,739	2,530	32,700
48	KAMAZ	2973	52,822	29,405	12,250	171,000
49	KRASNOYARSK HYPW. STI.	2373	85,647	40,480	13,650	210,000
50	KUBANENERGO	2562	208,321	255,068	39,800	1388,260
51	LENENERGO	2536	15,670	14,516	1,760	50,900
52	LSR GROUP	2211	682,946	276,575	91,260	1898,780
53	M VIDEO	2341	214,533	79,421	20,340	396,000
54	MECHEL OAO	2069	269,833	262,541	15,000	989,950
55	MOSCOW CITY TEL.	2047	550,552	167,357	175,050	1069,000
56	MOSCOW INTEG. ELTY. DS.	2777	1,410	0,594	0,490	4,060
57	MOSENERGO	2984	2,572	1,735	0,570	6,970
58	MOSTOTREST	1704	134,284	52,749	44,910	286,000
59	NIZHNEKAMSKNEFTEKHIM	2154	27,890	15,966	2,460	81,400
60	OGK-2	2445	0,898	0,951	0,140	4,500
61	OJSC ENEL OGK-5	2881	1,842	0,979	0,640	11,250
62	PROTEK	1743	52,056	27,414	17,690	184,800
63	RASPADSKAYA	2589	84,372	59,187	15,510	246,000
64	ROSBANK	2684	94,639	41,881	32,280	246,180
65	SLAVNEFT MEGIONNEFTEGAZ	2630	674,334	339,695	135,030	1974,990
66	SLAVNEFT-YAROSL	1349	18,437	7,757	5,900	45,000
67	STHN. KUZBASS COAL CO.	1863	1184,073	559,950	190,000	2667,000
68	TMK OAO	2477	106,500	59,399	15,400	325,000
69	TRANS CONTAINER	1343	2948,711	583,404	1875,000	4300,100
70	URAL-SIBERIAN BANK	1614	0,161	0,208	0,020	0,980
71	UTAIR	2928	12,802	5,963	2,220	29,320
72	ABRAU DYURSO	1072	88,036	19,858	49,570	150,000
73	AMO ZIL	1069	683,273	506,131	113,400	1985,000
74	ARSAGERA	2198	2,336	4,109	0,590	90,000
75	ASHINSK METKIY. ZAVOD	2032	7,436	3,895	2,100	18,980
76	ASTRAKHAN ENERGY RETAIL	1956	0,545	0,280	0,140	1,500
77	BANK VOZROZHDENIE	2879	788,138	394,518	171,500	2049,880
78	BASHINFORMSVYAZ	1169	8,163	3,512	0,850	15,100
79	BELON	2425	12,270	10,748	2,400	55,070
80	BURYATZOLOTO	1074	791,978	353,485	214,090	1450,000
81	CENTRAL TELEGRAPH	1692	21,983	9,989	9,200	109,000
82	CHELYABENERGOSBYT	2369	0,208	0,224	0,060	10,000
83	CLYB. METALLURG. PLANT	1947	3720,094	2420,933	484,000	10130,000
84	ENERGOSBYT ROSTOVENERGO	2099	0,286	0,172	0,050	5,000
85	FAR EASTERN ENERGY	2269	0,873	0,419	0,160	3,050
86	FAR EASTERN SHIP.	2067	7,348	4,449	1,630	25,500
87	FARMSINTEZ	1457	16,364	3,604	10,100	25,500
88	GALS DEVELOPMENT	2427	1517,522	1691,690	146,500	7500,000
89	IDGC OF CENTER AND VOLGA REGION	2165	0,144	0,068	0,050	0,350
90	IDGC OF CENTRE	2161	0,553	0,340	0,180	1,540
91	IDGC OF SIBERIA	2041	0,133	0,093	0,040	0,430
92	IDGC OF URALS	2119	0,162	0,082	0,040	0,370
93	INSTITUTE OF HUMAN STEM CELLS	1673	13,572	3,498	7,810	27,900
94	IRG. DS. GY. OF SOUTH	2140	0,079	0,058	0,020	0,360
95	JSC LENZOLOTO	2031	4954,266	2696,148	640,020	11050,000
96	KALUGA RETAIL	1237	15,534	10,246	1,940	77,000
97	KAMCHATSKENERGO	1501	0,161	0,087	0,040	1,070
98	KORSHYNOV MINING PLANT	1334	55736,889	11638,050	17100,000	94800,000
99	KOSTROMA RETAIL	1327	0,585	0,323	0,150	5,000
100	KOVROV MECHANICAL PLANT	1405	1161,003	923,871	350,000	3955,550
101	KRASNOYARSKENERGOSBYT	1268	3,503	1,387	0,220	7,400
102	KUBANENERGOSBYT	1797	82,907	45,676	4,120	179,500
103	KUZBASSKAYA TOPLIV YA	1566	108,305	54,169	46,100	310,000
104	MAGADANENERGO	1273	2,859	0,769	0,670	5,400
105	MORDOVIA EN. DISTRIBUTING	2062	0,288	0,184	0,050	1,570
106	MOTIVILICHA PLANTS	1509	3,491	1,139	1,710	7,440
107	NIZHNY NOVGOROD RET. CO.	1129	789,108	302,751	65,000	1398,000
108	OMSKSHI	1148	634,005	164,020	440,000	1440,640
109	OPEN INVESTMENTS	2023	591,769	451,433	133,000	5100,000
110	OSTKSY. MEAT PROC. ENTER.	1261	31,425	12,909	12,420	81,500
111	PERM EN. DISTRIBUTING CO.	1737	52,726	18,861	11,250	120,000
112	PHARMACY CHAIN 36.6	2743	76,522	95,673	0,080	411,540
113	PLAZMEK	1298	3,307	2,758	0,220	8,400
114	PRIMORSKY SEA SHIPPING	2117	4,140	3,157	0,750	15,130
115	RAO ENERGY SY. OF EAST	1829	0,258	0,104	0,040	0,630
116	RAZGULAY GROUP	2742	49,442	52,818	1,850	320,000
117	RBK-TV MOSCOW	1570	11,936	11,038	3,540	74,950
118	RED OCTOBER CONF.	2304	400,735	321,239	85,230	1842,200
119	ROLLMAN GK	1044	266,085	95,277	101,000	476,490
120	ROSINTER RESTAURANTS HOLDING	2048	173,422	159,866	48,800	765,950
121	RSC ENERGIA	1701	5599,731	2670,901	1200,000	16500,000
122	RUSGREYN HOLDING	1337	18,438	18,159	5,470	123,430
123	RUSPOLIMET	1451	0,488	0,128	0,240	0,950
124	RUSSIAN SEA GROUP	1586	61,433	25,760	24,210	284,200
125	RYAZAN EN. DISTRIBUTING	1892	3,485	2,058	0,300	13,200
126	SAMARAENERGO	1124	0,423	0,551	0,120	5,080
127	SARATOVENERGO	1134	0,107	0,140	0,020	1,820
128	SELIGDAR	1327	7,094	3,183	1,830	21,500
129	SOLIKAMSK MAGNESIUM	1275	5538,264	1879,342	704,000	12000,000
130	SOLLERS	2924	587,889	280,120	82,990	1623,990
131	STAVROPOLENERGOSBYT	1583	0,614	0,522	0,160	2,310
132	SYNERGY	2095	628,997	271,308	44,560	1519,980
133	TAMBOV ENERGY RETAIL	2000	0,167	0,102	0,020	1,860
134	TANTAL	1084	33,532	15,672	9,010	227,000
135	TATTELECOM	2439	0,173	0,071	0,040	0,940
136	TOMSK DISTRIBUTING	1925	0,467	0,216	0,030	1,190
137	TUIMAZINSKIY ZAVOD ABOZ.	1081	137,182	58,118	26,000	400,000
138	VLADIMIR CHEMICAL PLANT	2068	154,035	59,436	24,050	700,000
139	VLADIMIR EN. DISTRIBUTING	1402	13,460	5,918	0,100	34,800
140	VOLGOGRADENERGOSBYT	1953	1,833	1,341	0,280	9,490
141	WORLD TRD. CENTER MOSCOW	1648	10,632	2,300	5,610	18,280
142	YAKUTSENERGO	2778	0,545	0,368	0,090	1,760
143	ZAVOD DIOD AO	1666	10,660	9,899	3,050	34,640
144	ZAVOLZHSKY MOTOR PLANT	1599	62,725	25,414	2,150	135,550
145	AVTOVAZ PREF.	2861	6,246	3,702	1,370	18,880
146	BASHINFORMSVYAZ PREF.	1379	4,240	0,956	0,900	7,270
147	BASHNEFT PREF.	1940	1139,965	498,653	66,090	2104,500
148	CENTRAL TELG. PREF.	1229	7,850	3,001	4,380	21,350
149	CHELYABINSK EN. DS. PREF.	2414	0,140	0,073	0,020	0,450
150	DONSKOY FACTORY OF RADIO COMPONENTS PREF.	1221	1161,490	614,759	404,100	3649,000
151	ENERGOSBYT ROSTOVENERGO PF.	2328	0,240	0,108	0,020	1,000
152	GAZ	1727	1215,967	1126,486	138,230	4967,350
153	JAROSLAVNEFT PREF.	1433	15,293	8,456	2,710	43,500
154	JSC LENZOLOTO PREF.	1928	2017,270	1299,834	194,500	5940,000
155	KAZANORGSINTEZ PREF.	1129	3,443	0,746	1,870	4,980
156	KOSTROMA RETAIL PREF.	1802	0,417	0,574	0,050	20,000
157	KRASNOYARSKENERGOSBYT PREF.	1556	3,279	0,988	0,420	5,800
158	LENENERGO PREF.	2487	23,428	10,948	7,000	54,350
159	MAGADANENERGO PREF.	1211	2,139	0,739	0,600	5,360
160	MECHEL OAO PREF.	1506	109,485	108,049	8,580	562,740
161	MOSCOW CITY TEL. PREF.	2614	508,621	148,030	148,000	1029,000
162	NIZHNEKAMSKNEFTEKHIM PF.	1921	18,809	7,877	2,610	36,260
163	NIZHNY NOVGOROD RET. PREF.	1581	740,449	300,777	35,000	1420,000
164	OMZ URALMASH IZHORA GP. PREF.	1847	1655,010	1359,148	50,000	8249,500
165	PERM EN. DISTRIBUTING CO. PREF.	2019	50,079	19,708	2,010	115,000
166	RAO EN. SY. OF EAST PREF.	1511	0,224	0,115	0,080	0,580
167	RED OCTOBER CONF. PREF.	1844	174,627	120,454	42,000	614,000
168	ROSSETI PREF.	2087	1,401	0,889	0,320	3,770
169	ROSTELECOM PREF.	2975	65,983	18,180	13,480	107,960
170	SAMARAENERGO PREF.	1174	0,369	0,357	0,180	6,010
171	SARATOVENERGO PREF.	1127	0,078	0,054	0,020	0,780
172	SBERBANK RUSSIA PREF.	2971	59,935	25,093	7,210	135,890
173	SLAVNEFT-MEGIONNEFTEGAZ PREF.	2897	471,842	244,970	70,050	1267,000
174	STAVROPOLENERGOSBYT PF.	1960	0,313	0,280	0,020	1,400
175	SURGUTNEFTEGAZ PREF.	2985	22,354	9,949	4,600	47,020
176	TAMBOV ENERGY RETAIL PREF.	1921	0,155	0,091	0,030	0,930
177	TATNEFT PREF.	2984	101,437	48,525	17,500	246,000
178	TOMSK DISTRIBUTING PREF.	2163	0,356	0,156	0,060	0,900
179	VOLGOGRADENERGOSBYT PF.	1606	1,529	1,241	0,290	8,650
180	VOZROZHDENIE PREF.	2632	317,703	227,192	69,000	1147,500
181	WORLD TRD. CENTER MOSCOW PREF.	1106	5,086	1,189	1,890	10,000
182	YAKUTSENERGO PREF.	1778	0,314	0,134	0,050	0,710
183	ZAVOLZHSKY MOTOR PLANT PREF.	1793	37,591	18,979	7,600	84,970
184	BALTIKA BREWERY DEAD - 05/10/12	1845	1033,591	278,919	324,000	1629,500
185	MOSCOW HEATING NETWORK DEAD - 05/10/12	1636	0,684	0,157	0,270	1,290
186	OGK-1 DEAD - 05/10/12	1284	1,107	0,727	0,140	2,990
187	OGK-6 DEAD - 03/11/11	1054	1,329	0,925	0,190	4,400
188	PAVA DEAD - 10/01/14	2088	15,472	7,195	3,160	37,000
189	PERM MOTOR DEAD - 14/10/13	1085	1,013	0,471	0,080	2,970
190	POLYMETAL DEAD - 14/08/12	1310	326,693	158,419	70,810	641,900
191	REGIO L BANK FOR DEV. DEAD - 30/12/15	1173	10,864	6,823	4,000	63,140
192	RITEK DEAD - DELIST 31/12/09	1092	203,220	63,768	38,050	329,000
193	SELESTRA DEAD - 02/03/17	1307	950,317	328,164	321,000	3755,010
194	SEVENTH CONTINENT DEAD - 27/09/13	1788	416,320	221,907	96,000	807,000
195	WGC-3 DEAD - 05/10/12	1634	1,911	1,069	0,230	4,530
196	WIMM-BILL-DANN FOODS DEAD - 10/01/14	1304	1633,750	953,472	305,130	4404,200
197	YENISEI TRTL. GNRT. CO. DEAD - 05/10/12	1149	0,088	0,047	0,020	0,250
198	BALTIKA BREW. PREF. DEAD - 15/09/12	1355	818,236	233,833	250,000	1347,330
199	CENTRAL TELECM. DEAD - 04/04/11	1435	17,025	7,452	3,200	36,710
200	CENTRAL TELECM. PREF. DEAD - 04/04/11	1401	12,835	5,756	2,320	30,900
201	FAR EAST TELECOM. DEAD - 04/04/11	1460	86,620	33,774	15,570	149,040
202	FAR EAST TELECOM. PREF. DEAD - 04/04/11	1449	76,951	31,375	12,110	135,000
203	NORTH WEST TELECOM PREF. DEAD - 04/04/11	1460	19,247	7,791	5,000	32,500
204	NORTH-WEST TELECOM DEAD - 04/04/11	1461	25,360	11,281	5,360	47,800
205	SIBIRTELEKOM DEAD - 04/04/11	1460	1,907	0,804	0,210	3,550
206	SIBIRTELEKOM PREF. DEAD - 04/04/11	1459	1,434	0,604	0,210	2,420
207	SOUTHERN TELECOM. DEAD - 04/04/11	1445	3,572	1,561	0,570	7,100
208	SOUTHERN TELECOM. PREF. DEAD - 04/04/11	1427	2,807	1,196	0,550	5,760
209	URALSVYAZINFORM DEAD - 04/04/11	1459	1,062	0,402	0,240	1,920
210	URALSVYAZINFORM PREF. DEAD - 04/04/11	1461	0,764	0,281	0,160	1,240
211	VOLGA TELECOM PREF. DEAD - 04/04/11	1446	74,984	28,889	13,410	125,560
212	VOLGATELECOM DEAD - 04/04/11	1450	99,286	39,224	13,800	178,100

Источник: Thomsons Reuters Datastream