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Sistema Public Joint Stock Financial Corporation (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

SectorCommunication Services
IndustryTelecom Services

Highlights

Market CapRUB 157.30B
EPSRUB 2.23
PE Ratio8.58
Revenue (TTM)RUB 896.46B
Gross Profit (TTM)RUB 407.68B
EBITDA (TTM)RUB 202.90B
Year RangeRUB 14.48 - RUB 27.14
Target PriceRUB 0.39

Share Price Chart


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Sistema Public Joint Stock Financial Corporation

Performance

Performance Chart

The chart shows the growth of an initial investment of RUB 10,000 in Sistema Public Joint Stock Financial Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
33.00%
1,170.42%
AFKS.ME (Sistema Public Joint Stock Financial Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Sistema Public Joint Stock Financial Corporation had a return of 81.54% year-to-date (YTD) and 95.90% in the last 12 months. Over the past 10 years, Sistema Public Joint Stock Financial Corporation had an annualized return of 0.66%, while the S&P 500 had an annualized return of 10.90%, indicating that Sistema Public Joint Stock Financial Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date81.54%11.05%
1 month20.05%4.86%
6 months77.06%17.50%
1 year95.90%27.37%
5 years (annualized)28.89%13.14%
10 years (annualized)0.66%10.90%

Monthly Returns

The table below presents the monthly returns of AFKS.ME, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.71%5.66%24.06%14.32%81.54%
20236.45%2.51%12.91%7.88%0.19%9.89%12.78%-2.17%-5.42%-1.42%-5.14%-0.56%42.03%
2022-14.92%-36.56%9.93%-7.19%0.39%11.89%1.83%-0.70%-28.86%22.02%-1.55%-4.79%-49.11%
202111.08%9.44%-1.60%-1.14%-6.63%0.24%-5.98%2.95%-11.37%0.16%-6.35%-7.15%-17.31%
202020.22%-12.46%-18.21%10.18%5.88%11.76%16.39%8.06%-1.17%19.71%21.77%-6.88%89.35%
201920.14%3.22%-3.80%-7.56%2.26%9.46%23.60%-3.79%9.03%14.89%2.97%1.57%92.29%
20180.91%-0.90%-1.98%-5.23%-7.26%-15.41%4.24%-8.60%4.95%-10.34%9.86%-6.65%-33.01%
20173.17%-5.38%-1.72%-3.96%-41.66%-2.61%6.05%-2.08%13.70%-1.42%-19.02%21.46%-40.07%
20160.51%-2.34%1.01%11.14%7.92%-2.57%16.38%-1.54%-10.53%-3.29%13.07%6.31%38.09%
201516.93%37.43%-2.29%-10.84%5.89%17.40%8.98%-4.50%-8.64%-4.02%-0.03%-0.03%58.73%
2014-7.20%-1.20%-12.93%3.99%16.88%5.09%-9.21%-4.27%-65.19%21.48%-19.37%-11.35%-73.21%
20133.90%0.73%-4.04%3.51%4.86%5.07%5.82%1.36%13.23%4.48%9.43%14.37%81.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AFKS.ME is 95, placing it in the top 5% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AFKS.ME is 9595
AFKS.ME (Sistema Public Joint Stock Financial Corporation)
The Sharpe Ratio Rank of AFKS.ME is 9999Sharpe Ratio Rank
The Sortino Ratio Rank of AFKS.ME is 9898Sortino Ratio Rank
The Omega Ratio Rank of AFKS.ME is 9797Omega Ratio Rank
The Calmar Ratio Rank of AFKS.ME is 8888Calmar Ratio Rank
The Martin Ratio Rank of AFKS.ME is 9393Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Sistema Public Joint Stock Financial Corporation (AFKS.ME) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AFKS.ME
Sharpe ratio
The chart of Sharpe ratio for AFKS.ME, currently valued at 3.88, compared to the broader market-2.00-1.000.001.002.003.004.003.88
Sortino ratio
The chart of Sortino ratio for AFKS.ME, currently valued at 5.23, compared to the broader market-4.00-2.000.002.004.006.005.23
Omega ratio
The chart of Omega ratio for AFKS.ME, currently valued at 1.69, compared to the broader market0.501.001.502.001.69
Calmar ratio
The chart of Calmar ratio for AFKS.ME, currently valued at 1.62, compared to the broader market0.002.004.006.001.62
Martin ratio
The chart of Martin ratio for AFKS.ME, currently valued at 11.59, compared to the broader market-10.000.0010.0020.0030.0011.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market-2.00-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market-10.000.0010.0020.0030.009.57

Sharpe Ratio

The current Sistema Public Joint Stock Financial Corporation Sharpe ratio is 3.88. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Sistema Public Joint Stock Financial Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00December2024FebruaryMarchAprilMay
3.88
2.50
AFKS.ME (Sistema Public Joint Stock Financial Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Sistema Public Joint Stock Financial Corporation granted a 3.19% dividend yield in the last twelve months. The annual payout for that period amounted to RUB 0.93 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendRUB 0.93RUB 0.93RUB 0.00RUB 0.31RUB 0.13RUB 0.11RUB 0.11RUB 1.49RUB 1.05RUB 0.47RUB 2.06RUB 0.96

Dividend yield

3.19%5.79%0.00%1.32%0.45%0.72%1.38%12.32%4.53%2.66%18.07%2.15%

Monthly Dividends

The table displays the monthly dividend distributions for Sistema Public Joint Stock Financial Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00
2023RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.93RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.93
2022RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00
2021RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.31RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.31
2020RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.13RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.13
2019RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.11RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.11
2018RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.11RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.11
2017RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.81RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.68RUB 1.49
2016RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.67RUB 0.00RUB 0.00RUB 0.38RUB 0.00RUB 0.00RUB 1.05
2015RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.47RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.47
2014RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 2.06RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 2.06
2013RUB 0.96RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.96

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.2%
Sistema Public Joint Stock Financial Corporation has a dividend yield of 3.19%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%17.1%
Sistema Public Joint Stock Financial Corporation has a payout ratio of 17.13%, which is below the market average. This means Sistema Public Joint Stock Financial Corporation returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchAprilMay
-18.17%
-18.53%
AFKS.ME (Sistema Public Joint Stock Financial Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Sistema Public Joint Stock Financial Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sistema Public Joint Stock Financial Corporation was 92.24%, occurring on Oct 28, 2008. Recovery took 1274 trading sessions.

The current Sistema Public Joint Stock Financial Corporation drawdown is 18.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.24%Jan 14, 2008194Oct 28, 20081274Dec 17, 20131468
-86.84%Jul 8, 2014115Dec 16, 20141546Feb 9, 20211661
-72.65%Apr 15, 2021377Oct 7, 2022
-32.3%Dec 25, 201352Mar 14, 201462Jun 16, 2014114
-7.16%Feb 20, 202123Mar 25, 202113Apr 13, 202136

Volatility

Volatility Chart

The current Sistema Public Joint Stock Financial Corporation volatility is 9.91%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
9.91%
5.34%
AFKS.ME (Sistema Public Joint Stock Financial Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Sistema Public Joint Stock Financial Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items