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Public joint stock company FAR-EASTERN ENERGY COMP...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINRU000A0JP2W1
SectorUtilities
IndustryUtilities—Regulated Electric

Highlights

Market CapRUB 60.13B
EPSRUB 0.22
PE Ratio14.35
Revenue (TTM)RUB 118.75B
Gross Profit (TTM)RUB 31.00B
EBITDA (TTM)RUB 7.54B
Year RangeRUB 1.47 - RUB 5.99
Target PriceRUB 60.24

Share Price Chart


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Public joint stock company FAR-EASTERN ENERGY COMPANY

Performance

Performance Chart

The chart shows the growth of an initial investment of RUB 10,000 in Public joint stock company FAR-EASTERN ENERGY COMPANY, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%NovemberDecember2024FebruaryMarchApril
-22.50%
20.82%
DVEC.ME (Public joint stock company FAR-EASTERN ENERGY COMPANY)
Benchmark (^GSPC)

S&P 500

Returns By Period

Public joint stock company FAR-EASTERN ENERGY COMPANY had a return of 9.64% year-to-date (YTD) and 102.19% in the last 12 months. Over the past 10 years, Public joint stock company FAR-EASTERN ENERGY COMPANY had an annualized return of 17.15%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.


PeriodReturnBenchmark
Year-To-Date9.64%6.33%
1 month4.65%-2.81%
6 months-25.54%21.13%
1 year102.19%24.56%
5 years (annualized)24.56%11.55%
10 years (annualized)17.15%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202421.65%-12.67%-2.00%
202367.61%-14.37%-20.56%-2.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DVEC.ME is 86, placing it in the top 14% of the market 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 DVEC.ME is 8686
Public joint stock company FAR-EASTERN ENERGY COMPANY(DVEC.ME)
The Sharpe Ratio Rank of DVEC.ME is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of DVEC.ME is 8888Sortino Ratio Rank
The Omega Ratio Rank of DVEC.ME is 8686Omega Ratio Rank
The Calmar Ratio Rank of DVEC.ME is 9292Calmar Ratio Rank
The Martin Ratio Rank of DVEC.ME is 7979Martin 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 Public joint stock company FAR-EASTERN ENERGY COMPANY (DVEC.ME) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DVEC.ME
Sharpe ratio
The chart of Sharpe ratio for DVEC.ME, currently valued at 1.36, compared to the broader market-2.00-1.000.001.002.003.001.36
Sortino ratio
The chart of Sortino ratio for DVEC.ME, currently valued at 2.63, compared to the broader market-4.00-2.000.002.004.006.002.63
Omega ratio
The chart of Omega ratio for DVEC.ME, currently valued at 1.32, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for DVEC.ME, currently valued at 1.99, compared to the broader market0.001.002.003.004.005.006.001.99
Martin ratio
The chart of Martin ratio for DVEC.ME, currently valued at 3.87, compared to the broader market0.0010.0020.0030.003.87
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Public joint stock company FAR-EASTERN ENERGY COMPANY Sharpe ratio is 1.36. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00NovemberDecember2024FebruaryMarchApril
1.36
2.09
DVEC.ME (Public joint stock company FAR-EASTERN ENERGY COMPANY)
Benchmark (^GSPC)

Dividends

Dividend History


Public joint stock company FAR-EASTERN ENERGY COMPANY doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2024FebruaryMarchApril
-34.93%
-20.77%
DVEC.ME (Public joint stock company FAR-EASTERN ENERGY COMPANY)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Public joint stock company FAR-EASTERN ENERGY COMPANY. 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 Public joint stock company FAR-EASTERN ENERGY COMPANY was 94.96%, occurring on Feb 5, 2009. Recovery took 3639 trading sessions.

The current Public joint stock company FAR-EASTERN ENERGY COMPANY drawdown is 34.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.96%Jan 17, 2008255Feb 5, 20093639Sep 4, 20233894
-49.91%Sep 13, 202367Dec 14, 2023
-5.44%Dec 19, 20079Jan 9, 20083Jan 14, 200812
-4.37%Sep 8, 20231Sep 8, 20232Sep 12, 20233
-0.28%Dec 14, 20071Dec 14, 20071Dec 17, 20072

Volatility

Volatility Chart

The current Public joint stock company FAR-EASTERN ENERGY COMPANY volatility is 7.41%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2024FebruaryMarchApril
7.41%
4.41%
DVEC.ME (Public joint stock company FAR-EASTERN ENERGY COMPANY)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Public joint stock company FAR-EASTERN ENERGY COMPANY over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
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TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items