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Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME)

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

Company Info

ISINRU0009046452
SectorBasic Materials
IndustrySteel

NLMK.MEShare Price Chart


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NLMK.MEPerformance

The chart shows the growth of RUB 10,000 invested in Public Joint Stock Company "Novolipetsk Steel" in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 33,112 for a total return of roughly 231.12%. All prices are adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%MarchAprilMayJuneJulyAugust
-43.99%
3.41%
NLMK.ME (Public Joint Stock Company "Novolipetsk Steel")
Benchmark (^GSPC)

NLMK.MEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-11.59%12.08%
6M-45.01%1.06%
YTD-41.69%-4.11%
1Y-43.05%2.72%
5Y12.11%14.52%
10Y18.08%13.60%

NLMK.MEMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.23%-11.88%-8.32%-7.74%-1.45%-7.55%-2.55%-9.88%
20210.60%6.45%7.79%10.08%1.08%-9.28%12.49%-4.49%-6.75%3.09%-3.28%7.57%
2020-1.71%-9.46%-0.75%3.50%7.34%4.61%5.80%6.05%11.31%11.46%3.43%11.96%
20190.89%4.22%7.61%0.35%4.28%-3.28%-5.51%-1.37%-4.45%-9.48%3.50%11.05%
20183.40%-0.61%-1.78%12.31%1.23%-1.08%6.95%2.01%7.39%-6.91%-1.28%-0.86%
20176.10%-4.57%0.41%-4.74%7.19%5.92%8.08%11.94%-5.45%3.12%-0.72%11.32%
20168.19%12.37%13.26%7.07%-3.65%1.07%14.81%-5.55%-7.84%25.22%15.01%-2.51%
201537.74%-11.84%-4.30%-12.03%6.91%7.09%6.06%1.79%-6.92%5.53%-10.38%-10.67%
2014-6.14%-7.01%-8.60%-6.77%14.52%2.23%0.25%12.13%8.19%-2.85%9.76%10.52%
20133.77%-7.31%-16.68%6.69%-13.56%-3.15%10.51%11.79%-2.51%5.41%-2.20%2.66%
201217.85%-5.18%-11.97%3.22%-16.50%-0.44%1.43%4.96%11.65%-5.54%5.84%-1.89%
2011-11.38%2.66%-4.87%-13.71%-3.13%4.69%-4.10%-14.32%-24.42%24.18%-10.45%-14.56%
2010-3.83%-2.02%9.24%5.29%-12.40%-11.94%14.63%-3.55%21.36%-2.07%9.90%22.92%

NLMK.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 Public Joint Stock Company "Novolipetsk Steel" Sharpe ratio is -0.90. 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
-0.90
0.29
NLMK.ME (Public Joint Stock Company "Novolipetsk Steel")
Benchmark (^GSPC)

NLMK.MEDividend History

Public Joint Stock Company "Novolipetsk Steel" granted a 33.40% dividend yield in the last twelve months. The annual payout for that period amounted to RUB 39.13 per share.


PeriodTTM202120202019201820172016201520142013201220112010
DividendRUB 39.13RUB 41.91RUB 20.73RUB 22.86RUB 19.46RUB 12.56RUB 6.59RUB 4.13RUB 1.55RUB 0.62RUB 0.60RUB 2.60RUB 0.84

Dividend yield

33.40%20.86%12.92%23.57%21.29%16.65%12.52%15.81%5.89%2.94%2.60%11.08%1.60%

NLMK.MEDrawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-46.10%
-4.72%
NLMK.ME (Public Joint Stock Company "Novolipetsk Steel")
Benchmark (^GSPC)

NLMK.MEWorst Drawdowns

The table below shows the maximum drawdowns of the Public Joint Stock Company "Novolipetsk Steel". 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 Public Joint Stock Company "Novolipetsk Steel" is 71.69%, recorded on Mar 14, 2014. It took 670 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.69%Jan 19, 2011790Mar 14, 2014670Nov 11, 20161460
-46.69%May 26, 2021276Jul 21, 2022
-39.3%Jun 17, 2019191Mar 18, 202099Aug 11, 2020290
-29.26%Apr 16, 201052Jul 1, 201074Oct 13, 2010126
-20.29%Jan 15, 201017Feb 8, 201035Apr 1, 201052
-18.12%Feb 20, 201741Apr 19, 201749Jul 3, 201790
-15.77%Oct 4, 201864Jan 8, 201958Apr 1, 2019122
-12.21%Jan 23, 201814Feb 9, 201851Apr 25, 201865
-11.08%Nov 29, 201610Dec 12, 201636Feb 1, 201746
-10.75%Jun 8, 20187Jun 19, 201825Jul 24, 201832

NLMK.MEVolatility Chart

Current Public Joint Stock Company "Novolipetsk Steel" volatility is 23.27%. 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
23.27%
16.68%
NLMK.ME (Public Joint Stock Company "Novolipetsk Steel")
Benchmark (^GSPC)