Анализ цен на сырьевые товары
В этой таблице показан средний уровень неверных прогнозов с использованием 3 различных подходов:
Тикер | дней | доход. | доход. полн. | аннуал. | аннуал. полн. |
---|---|---|---|---|---|
1 | 2 | 3 | 4 | 5 | |
AGRO | 1059 | 563.5% | 483.4% | 92.0% | 31.0% |
AKRN | 985 | 137.5% | 425.8% | 37.8% | 29.0% |
AQUA | 0 | 0.0% | - | - | - |
CHMF | 1926 | 359.1% | 558.3% | 33.5% | 33.5% |
EVRE | 1973 | 1212.4% | 662.4% | 61.0% | 36.5% |
GLPR | 0 | 0.0% | - | - | - |
GLTR | 791 | 45.8% | 232.1% | 19.0% | 20.2% |
GMKN | 2293 | 739.2% | 442.8% | 40.3% | 29.6% |
HGML | 1406 | 1028.4% | 1524.2% | 87.6% | 53.3% |
LKOH | 997 | 258.2% | 334.5% | 59.5% | 25.2% |
MAGN | 956 | 327.2% | 799.4% | 74.1% | 40.0% |
NKNC | 0 | 0.0% | - | - | - |
NLMK | 1322 | 321.9% | 525.5% | 48.8% | 32.4% |
PHOR | 1701 | 429.3% | 343.8% | 43.0% | 25.7% |
PLZL | 901 | 247.6% | 1648.0% | 65.7% | 124.3% |
POGR | 2026 | 402.8% | 394.5% | 33.8% | 27.8% |
POLY | 1930 | 342.5% | 331.6% | 32.5% | 25.1% |
RUAL | 1243 | 337.3% | 48.2% | 54.2% | 8.1% |
TSG | 181 | 20.3% | 2176.1% | 45.1% | 13552.9% |
Тикер | дней | доход. | доход. полн. | аннуал. | аннуал. полн. |
---|---|---|---|---|---|
1 | 2 | 3 | 4 | 5 | |
AGRO | 1059 | 563.5% | 483.4% | 92.0% | 31.0% |
AKRN | 985 | 137.5% | 425.8% | 37.8% | 29.0% |
AQUA | 0 | 0.0% | - | - | - |
CHMF | 1926 | 359.1% | 558.3% | 33.5% | 33.5% |
EVRE | 1973 | 1212.4% | 662.4% | 61.0% | 36.5% |
GLPR | 0 | 0.0% | - | - | - |
GLTR | 791 | 45.8% | 232.1% | 19.0% | 20.2% |
GMKN | 2293 | 739.2% | 442.8% | 40.3% | 29.6% |
HGML | 1406 | 1028.4% | 1524.2% | 87.6% | 53.3% |
LKOH | 997 | 258.2% | 334.5% | 59.5% | 25.2% |
MAGN | 956 | 327.2% | 799.4% | 74.1% | 40.0% |
NKNC | 0 | 0.0% | - | - | - |
NLMK | 1322 | 321.9% | 525.5% | 48.8% | 32.4% |
PHOR | 1701 | 429.3% | 343.8% | 43.0% | 25.7% |
PLZL | 901 | 247.6% | 1648.0% | 65.7% | 124.3% |
POGR | 2026 | 402.8% | 394.5% | 33.8% | 27.8% |
POLY | 1930 | 342.5% | 331.6% | 32.5% | 25.1% |
RUAL | 1243 | 337.3% | 48.2% | 54.2% | 8.1% |
TSG | 181 | 20.3% | 2176.1% | 45.1% | 13552.9% |
B2C компании (в отличии от Commodity компаний) сильно автокоррелированы:
Тикер | дней | доход. | доход. полн. | аннуал. | аннуал. полн. |
---|---|---|---|---|---|
1 | 2 | 3 | 4 | 5 | |
DSKY | 824 | 225.8% | 147.6% | 68.7% | 32.7% |
FIVE | 1268 | 187.4% | 280.1% | 35.5% | 22.6% |
LNTA | 215 | 13.2% | -33.1% | 23.4% | -6.3% |
269 | -10.8% | 69.9% | -14.4% | 18.9% | |
MDMG | 52 | 25.1% | 204.8% | 381.5% | 444.7% |
MGNT | 376 | 48.2% | -27.3% | 46.5% | -6.1% |
MTSS | 1153 | 111.8% | 188.4% | 26.8% | 17.6% |
MVID | 1025 | 199.6% | 483.2% | 47.8% | 30.9% |
PRTK | 788 | 119.6% | 167.9% | 44.0% | 16.2% |
QIWI | 1283 | -25.4% | -22.3% | -8.0% | -3.8% |
SBER | 883 | 185.8% | 634.3% | 54.4% | 35.6% |
TCSG | 1569 | 574.8% | 4191.8% | 55.9% | 85.7% |
VEON | 52 | 4.6% | -17.7% | 37.3% | -25.7% |
VTBR | 56 | 6.7% | 71.0% | 52.3% | 2828.9% |
YNDX | 384 | -0.7% | 402.4% | -0.6% | 31.5% |
Тикер | дней | доход. | доход. полн. | аннуал. | аннуал. полн. |
---|---|---|---|---|---|
1 | 2 | 3 | 4 | 5 | |
DSKY | 824 | 225.8% | 147.6% | 68.7% | 32.7% |
FIVE | 1268 | 187.4% | 280.1% | 35.5% | 22.6% |
LNTA | 215 | 13.2% | -33.1% | 23.4% | -6.3% |
269 | -10.8% | 69.9% | -14.4% | 18.9% | |
MDMG | 52 | 25.1% | 204.8% | 381.5% | 444.7% |
MGNT | 376 | 48.2% | -27.3% | 46.5% | -6.1% |
MTSS | 1153 | 111.8% | 188.4% | 26.8% | 17.6% |
MVID | 1025 | 199.6% | 483.2% | 47.8% | 30.9% |
PRTK | 788 | 119.6% | 167.9% | 44.0% | 16.2% |
QIWI | 1283 | -25.4% | -22.3% | -8.0% | -3.8% |
SBER | 883 | 185.8% | 634.3% | 54.4% | 35.6% |
TCSG | 1569 | 574.8% | 4191.8% | 55.9% | 85.7% |
VEON | 52 | 4.6% | -17.7% | 37.3% | -25.7% |
VTBR | 56 | 6.7% | 71.0% | 52.3% | 2828.9% |
YNDX | 384 | -0.7% | 402.4% | -0.6% | 31.5% |
Тикер | дней | доход. | доход. полн. | аннуал. | аннуал. полн. |
---|---|---|---|---|---|
1 | 2 | 3 | 4 | 5 | |
DSKY | 250 | 40.0% | 147.6% | 63.5% | 32.7% |
FIVE | 836 | 117.2% | 280.1% | 40.3% | 22.6% |
LNTA | 459 | 12.4% | -33.1% | 9.8% | -6.3% |
493 | -18.9% | 69.9% | -14.4% | 18.9% | |
MDMG | 4 | 5.5% | 204.8% | >1000% | 444.7% |
MGNT | 1008 | 0.6% | -27.3% | 0.2% | -6.1% |
MTSS | 769 | 124.3% | 188.4% | 46.7% | 17.6% |
MVID | 1008 | 63.2% | 483.2% | 19.4% | 30.9% |
PRTK | 662 | 117.9% | 167.9% | 53.6% | 16.2% |
QIWI | 674 | 15.1% | -22.3% | 7.9% | -3.8% |
SBER | 609 | 37.8% | 634.3% | 21.2% | 35.6% |
TCSG | 728 | 283.7% | 4191.8% | 96.2% | 85.7% |
VEON | 52 | 4.6% | -17.7% | 37.3% | -25.7% |
VTBR | 0 | 0.0% | - | - | - |
YNDX | 838 | 214.2% | 402.4% | 64.6% | 31.5% |
Тикер | дней | доход. | доход. полн. | аннуал. | аннуал. полн. |
---|---|---|---|---|---|
1 | 2 | 3 | 4 | 5 | |
DSKY | 250 | 40.0% | 147.6% | 63.5% | 32.7% |
FIVE | 836 | 117.2% | 280.1% | 40.3% | 22.6% |
LNTA | 459 | 12.4% | -33.1% | 9.8% | -6.3% |
493 | -18.9% | 69.9% | -14.4% | 18.9% | |
MDMG | 4 | 5.5% | 204.8% | >1000% | 444.7% |
MGNT | 1008 | 0.6% | -27.3% | 0.2% | -6.1% |
MTSS | 769 | 124.3% | 188.4% | 46.7% | 17.6% |
MVID | 1008 | 63.2% | 483.2% | 19.4% | 30.9% |
PRTK | 662 | 117.9% | 167.9% | 53.6% | 16.2% |
QIWI | 674 | 15.1% | -22.3% | 7.9% | -3.8% |
SBER | 609 | 37.8% | 634.3% | 21.2% | 35.6% |
TCSG | 728 | 283.7% | 4191.8% | 96.2% | 85.7% |
VEON | 52 | 4.6% | -17.7% | 37.3% | -25.7% |
VTBR | 0 | 0.0% | - | - | - |
YNDX | 838 | 214.2% | 402.4% | 64.6% | 31.5% |