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Public Joint Stock Company Rosneft Oil Company

ROSN
Equity · Currency in RUB
Sector
Energy
Industry
Oil & Gas - Integrated
ISIN
RU000A0J2Q06

ROSNPrice Chart


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S&P 500

ROSNPerformance

The chart shows the growth of RUB 10,000 invested in Public Joint Stock Company Rosneft Oil Company on Jan 12, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 30,935 for a total return of roughly 209.35%. All prices are adjusted for splits and dividends.


ROSN (Public Joint Stock Company Rosneft Oil Company)
Benchmark (S&P 500)

ROSNReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.37%
6M11.65%
YTD27.79%
1Y52.46%
5Y15.09%
10Y13.06%

ROSNMonthly Returns Heatmap


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ROSNSharpe 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 Rosneft Oil Company Sharpe ratio is 2.22. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


ROSN (Public Joint Stock Company Rosneft Oil Company)
Benchmark (S&P 500)

ROSNDividends

Public Joint Stock Company Rosneft Oil Company granted a 1.26% dividend yield in the last twelve months, as of Jul 25, 2021. The annual payout for that period amounted to RUB 6.94 per share.


PeriodTTM20202019201820172016201520142013201220112010
DividendRUB 6.94RUB 18.07RUB 26.67RUB 21.23RUB 9.81RUB 11.75RUB 8.21RUB 12.85RUB 8.05RUB 7.53RUB 2.76RUB 2.30

Dividend yield

1.26%4.15%5.93%4.98%3.37%2.92%3.24%6.56%3.20%2.79%1.29%1.05%

ROSNDrawdowns Chart

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


ROSN (Public Joint Stock Company Rosneft Oil Company)
Benchmark (S&P 500)

ROSNWorst Drawdowns

The table below shows the maximum drawdowns of the Public Joint Stock Company Rosneft Oil Company. 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 Rosneft Oil Company is 51.87%, recorded on Mar 18, 2020. It took 171 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.87%Jan 22, 202039Mar 18, 2020171Nov 20, 2020210
-35.46%Feb 25, 2011153Oct 4, 2011304Dec 18, 2012457
-31.78%Jan 12, 2010130Jul 20, 2010147Feb 24, 2011277
-28.75%Jan 4, 2017250Dec 28, 2017127Jul 5, 2018377
-23.41%Sep 20, 2013317Dec 24, 201428Feb 6, 2015345
-22.48%Jan 29, 201357Apr 18, 2013105Sep 17, 2013162
-21.74%Feb 16, 201597Jul 8, 2015146Feb 4, 2016243
-20.58%Oct 4, 201891Feb 14, 2019227Jan 10, 2020318
-11.3%May 4, 201621Jun 2, 201627Jul 12, 201648
-11.14%Mar 29, 202138May 20, 202130Jul 1, 202168

ROSNVolatility Chart

Current Public Joint Stock Company Rosneft Oil Company volatility is 21.54%. 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.


ROSN (Public Joint Stock Company Rosneft Oil Company)
Benchmark (S&P 500)

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