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PAO Severstal (CHMF.ME)

Equity · Currency in RUB · Last updated Aug 13, 2022

Company Info

ISINRU0009046510
SectorBasic Materials
IndustrySteel

CHMF.MEShare Price Chart


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CHMF.MEPerformance

The chart shows the growth of RUB 10,000 invested in PAO Severstal in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 2,194,839 for a total return of roughly 21,848.39%. All prices are adjusted for splits and dividends.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%MarchAprilMayJuneJulyAugust
-56.76%
3.41%
CHMF.ME (PAO Severstal)
Benchmark (^GSPC)

CHMF.MEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.23%12.08%
6M-57.55%1.06%
YTD-56.36%-4.11%
1Y-55.71%2.72%
5Y9.74%14.49%
10Y18.14%13.74%

CHMF.MEMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.81%-12.97%-16.35%-0.45%-10.98%-14.85%-11.59%-4.61%
2021-4.56%6.40%14.22%15.60%-4.96%-1.59%14.07%-4.28%-7.02%6.20%-3.07%8.84%
2020-2.79%-10.62%6.38%2.65%5.06%-1.55%5.62%2.02%8.35%9.37%4.31%20.79%
20195.90%3.03%-0.08%1.67%2.34%6.57%-3.63%-2.53%-4.39%-5.47%2.92%6.57%
20183.57%-0.08%-5.01%15.99%-0.90%-0.43%9.70%6.45%4.98%-5.62%-2.65%-1.49%
20170.83%-12.92%-2.10%-4.19%-4.83%13.75%7.44%9.15%-1.96%3.31%2.86%0.11%
20161.97%1.37%13.02%2.11%-7.77%4.50%18.02%-5.19%2.90%17.72%8.38%0.67%
201527.98%6.17%-3.52%-12.07%5.16%2.25%15.74%5.48%-1.68%6.00%-5.15%-11.47%
2014-11.27%5.01%-10.48%-6.60%18.32%-3.14%22.94%4.81%10.07%16.16%13.17%10.37%
20132.19%-9.57%-18.00%-5.49%0.76%-20.83%20.24%10.26%2.87%-0.14%7.63%5.83%
201220.27%1.19%-9.92%-1.18%-5.19%3.38%-4.20%2.05%6.94%-2.71%-7.52%4.86%
20114.36%1.56%1.56%-9.75%2.64%0.79%3.35%-14.86%-22.75%27.80%-3.04%-14.15%
201015.50%-4.76%3,509.05%-1.59%-11.82%-10.61%16.26%4.15%20.61%-6.55%7.75%15.37%

CHMF.MESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current PAO Severstal Sharpe ratio is -1.10. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.001.50MarchAprilMayJuneJulyAugust
-1.10
0.38
CHMF.ME (PAO Severstal)
Benchmark (^GSPC)

CHMF.MEDividend History

PAO Severstal granted a 24.34% dividend yield in the last twelve months. The annual payout for that period amounted to RUB 170.38 per share.


PeriodTTM202120202019201820172016201520142013201220112010
DividendRUB 170.38RUB 253.42RUB 106.39RUB 121.70RUB 156.37RUB 110.06RUB 73.14RUB 53.26RUB 62.86RUB 6.36RUB 12.33RUB 14.05RUB 4.29

Dividend yield

24.34%15.80%9.46%17.08%24.71%21.71%15.74%19.48%30.45%5.66%9.72%11.60%2.57%

CHMF.MEDrawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-58.21%
-4.72%
CHMF.ME (PAO Severstal)
Benchmark (^GSPC)

CHMF.MEWorst Drawdowns

The table below shows the maximum drawdowns of the PAO Severstal. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the PAO Severstal is 97.78%, recorded on Jan 9, 2012. It took 718 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.78%Jan 18, 2011248Jan 9, 2012718Nov 21, 2014966
-59.41%Feb 10, 2022103Aug 5, 2022
-31.15%Jan 30, 201795Jun 19, 201780Oct 9, 2017175
-31.05%Apr 12, 201056Jul 1, 201058Sep 21, 2010114
-25.7%Mar 4, 201536Apr 23, 201578Aug 14, 2015114
-25.06%Jun 21, 2019183Mar 12, 2020104Aug 12, 2020287
-22.73%Apr 26, 201634Jun 16, 201635Aug 4, 201669
-19.2%Nov 6, 201531Dec 18, 201570Apr 1, 2016101
-19.14%Jan 19, 20107Feb 8, 201010Mar 3, 201017
-14.56%Apr 26, 202151Jul 6, 202117Jul 29, 202168

CHMF.MEVolatility Chart

Current PAO Severstal volatility is 34.83%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%50.00%100.00%150.00%MarchAprilMayJuneJulyAugust
34.83%
16.68%
CHMF.ME (PAO Severstal)
Benchmark (^GSPC)