Вы находитесь на странице: 1из 90

<TICKER> <PER> <DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <VOL>

КАМАЗ D 1/3/2019 0 54.4 56.3 53.5 55.3 18500


КАМАЗ D 1/4/2019 0 56.1 57.8 55.2 56 29300
КАМАЗ D 1/8/2019 0 56 56.9 53.2 56.1 21200
КАМАЗ D 1/9/2019 0 56 60 55.4 59.4 185600
КАМАЗ D 1/10/2019 0 59.2 62 58.7 60.7 104700
КАМАЗ D 1/11/2019 0 60.6 61.5 59.5 59.6 23200
КАМАЗ D 1/14/2019 0 60.8 60.8 56.7 60 33800
КАМАЗ D 1/15/2019 0 60.6 60.7 59.9 60 11300
КАМАЗ D 1/16/2019 0 59.5 61.2 59.3 60.9 17300
КАМАЗ D 1/17/2019 0 60.4 62.5 59.6 61.1 19500
КАМАЗ D 1/18/2019 0 60.5 61 60 60.5 9300
КАМАЗ D 1/21/2019 0 60.4 61.7 60.4 60.7 19500
КАМАЗ D 1/22/2019 0 61.6 61.6 57.7 60 22400
КАМАЗ D 1/23/2019 0 60.6 63.1 58.1 61 38000
КАМАЗ D 1/24/2019 0 60.6 61.5 60.3 61 24000
КАМАЗ D 1/25/2019 0 61.1 62.1 61 61.1 10800
КАМАЗ D 1/28/2019 0 61.1 61.9 60 61.1 12200
КАМАЗ D 1/29/2019 0 60.9 60.9 58.5 60.3 28900
КАМАЗ D 1/30/2019 0 59.8 60.3 59.7 59.7 3700
КАМАЗ D 1/31/2019 0 60 60.3 59 59 10700
КАМАЗ D 2/1/2019 0 59 61.8 59 61 32200
КАМАЗ D 2/4/2019 0 61.7 61.9 60.2 60.6 12400
КАМАЗ D 2/5/2019 0 61.3 61.3 60.1 60.1 5000
КАМАЗ D 2/6/2019 0 61.3 61.5 60.4 60.6 13000
КАМАЗ D 2/7/2019 0 61.4 61.4 60 60.6 4500
КАМАЗ D 2/8/2019 0 61 61.9 60 60.5 9500
КАМАЗ D 2/11/2019 0 60.4 61.4 60.1 60.7 3200
КАМАЗ D 2/12/2019 0 60.8 60.9 60.2 60.5 7500
КАМАЗ D 2/13/2019 0 60.4 60.8 58.6 60.5 32900
КАМАЗ D 2/14/2019 0 60.5 60.8 58.8 59.6 10300
КАМАЗ D 2/15/2019 0 59.4 60.2 59.4 59.9 12300
КАМАЗ D 2/18/2019 0 59.4 60.1 59.2 59.7 5500
КАМАЗ D 2/19/2019 0 59.6 60.4 56.1 57.7 30100
КАМАЗ D 2/20/2019 0 57.8 60.4 57.8 59.1 24300
КАМАЗ D 2/21/2019 0 59.9 60 59 59 6800
КАМАЗ D 2/22/2019 0 59.2 60.2 58.2 59.8 16800
КАМАЗ D 2/25/2019 0 59.3 60 59.3 59.5 2700
КАМАЗ D 2/26/2019 0 59.4 59.9 58.6 59.3 7600
КАМАЗ D 2/27/2019 0 58.9 59.6 57 57 50100
КАМАЗ D 2/28/2019 0 57.6 59 56.9 57.9 43900
КАМАЗ D 3/1/2019 0 57.7 58.6 57 57.9 41700
КАМАЗ D 3/4/2019 0 57.9 57.9 57.1 57.4 17000
КАМАЗ D 3/5/2019 0 57.6 57.6 56.4 56.9 16100
КАМАЗ D 3/6/2019 0 56.6 57.3 55 56.1 32900
КАМАЗ D 3/7/2019 0 56.3 56.4 55.9 56.3 3300
КАМАЗ D 3/11/2019 0 55.8 56.4 55.8 56.2 15800
КАМАЗ D 3/12/2019 0 55.8 56.1 55.1 55.6 22500
КАМАЗ D 3/13/2019 0 55.1 55.5 54.8 55 10900
КАМАЗ D 3/14/2019 0 54.6 56 53.9 53.9 48200
КАМАЗ D 3/15/2019 0 53.6 54.7 53 54.2 42500
КАМАЗ D 3/18/2019 0 54.1 56.9 54.1 55.3 57900
КАМАЗ D 3/19/2019 0 55 56.1 54.8 55.1 25200
КАМАЗ D 3/20/2019 0 54.7 55.6 54.7 55 5100
КАМАЗ D 3/21/2019 0 55.1 55.2 54.4 54.5 5200
КАМАЗ D 3/22/2019 0 55.3 56.1 54.4 54.7 19300
КАМАЗ D 3/25/2019 0 55.4 55.6 54.5 55 18500
КАМАЗ D 3/26/2019 0 55.5 55.8 55 55.1 10100
КАМАЗ D 3/27/2019 0 55.2 55.6 55 55 3700
КАМАЗ D 3/28/2019 0 55.2 55.3 55 55.1 2600
КАМАЗ D 3/29/2019 0 54.9 55.4 54.6 54.6 11800
КАМАЗ D 4/1/2019 0 54.6 55.1 54.5 55.1 7800
КАМАЗ D 4/2/2019 0 55 55.4 54.9 55.4 3400
КАМАЗ D 4/3/2019 0 55.8 56.2 55.4 55.5 4000
КАМАЗ D 4/4/2019 0 55.5 55.8 54.9 55.3 7400
КАМАЗ D 4/5/2019 0 55.4 55.5 54.5 54.7 7700
КАМАЗ D 4/8/2019 0 55.2 55.2 54.5 54.9 8200
КАМАЗ D 4/9/2019 0 54.9 55 51 52.4 149100
КАМАЗ D 4/10/2019 0 52.4 54 51.8 52.3 105900
КАМАЗ D 4/11/2019 0 52.4 52.6 51.7 52.1 40300
КАМАЗ D 4/12/2019 0 52.1 52.3 51 51.7 39000
КАМАЗ D 4/15/2019 0 51.6 52.3 51.3 51.4 33400
КАМАЗ D 4/16/2019 0 51.7 52.3 50 50.6 98100
КАМАЗ D 4/17/2019 0 50.6 57.6 50.3 55.4 357000
КАМАЗ D 4/18/2019 0 55.9 59.6 54.4 57.3 449000
КАМАЗ D 4/19/2019 0 55.8 58 55.8 56 42000
КАМАЗ D 4/22/2019 0 56.1 56.3 54.8 55.3 22600
КАМАЗ D 4/23/2019 0 55.3 55.4 54.6 55.2 7600
КАМАЗ D 4/24/2019 0 54.9 55 54.6 54.8 7700
КАМАЗ D 4/25/2019 0 54.6 55 54.2 54.2 12000
КАМАЗ D 4/26/2019 0 54 55 53.3 55 23100
КАМАЗ D 4/29/2019 0 54.2 57 54.1 55.9 23800
КАМАЗ D 4/30/2019 0 56 58 55 55.5 37900
КАМАЗ D 5/2/2019 0 55.5 56.2 55.1 55.1 3500
КАМАЗ D 5/3/2019 0 55 55.6 55 55.1 3000
КАМАЗ D 5/6/2019 0 55 55.4 54.4 55.3 7600
КАМАЗ D 5/7/2019 0 54.9 55.3 54.8 54.8 2500
КАМАЗ D 5/8/2019 0 54.7 55.1 54.4 54.5 3700
КАМАЗ D 5/10/2019 0 54.2 55 54.1 54.7 3100
КАМАЗ D 5/13/2019 0 55 55 52.8 53.3 33100
КАМАЗ D 5/14/2019 0 53.2 55.1 52.5 53.1 196100
КАМАЗ D 5/15/2019 0 54.5 54.5 53.1 53.9 11600
КАМАЗ D 5/16/2019 0 54.1 55.1 53.5 54.5 12800
КАМАЗ D 5/17/2019 0 54.3 55.6 53.1 55 24200
КАМАЗ D 5/20/2019 0 55 58.4 54.6 57.1 96200
КАМАЗ D 5/21/2019 0 58 59 54 55.9 41400
КАМАЗ D 5/22/2019 0 55.9 56 55 55.6 4800
КАМАЗ D 5/23/2019 0 55.9 56.7 55.3 56 6500
КАМАЗ D 5/24/2019 0 55.4 56.5 55.4 56 2500
КАМАЗ D 5/27/2019 0 56.5 56.5 53.8 55.8 13100
КАМАЗ D 5/28/2019 0 55.7 55.7 54 54.3 29000
КАМАЗ D 5/29/2019 0 54.3 54.7 54 54.7 6700
КАМАЗ D 5/30/2019 0 54.5 55.9 54.5 54.9 17300
КАМАЗ D 5/31/2019 0 55.2 55.8 54.4 54.4 15600
КАМАЗ D 6/3/2019 0 56 56 54.4 54.9 9400
КАМАЗ D 6/4/2019 0 55 56 54 54.5 22100
КАМАЗ D 6/5/2019 0 54.6 55.4 54.4 54.7 10000
КАМАЗ D 6/6/2019 0 54.5 55.4 54.4 55.2 8100
КАМАЗ D 6/7/2019 0 54.8 55.6 54.5 54.6 13500
КАМАЗ D 6/10/2019 0 54.8 54.9 53.9 54 28300
КАМАЗ D 6/11/2019 0 54 55 53.8 54.4 22500
КАМАЗ D 6/13/2019 0 55.1 55.2 54.2 54.5 9300
КАМАЗ D 6/14/2019 0 54.8 54.8 54.2 54.5 8300
КАМАЗ D 6/17/2019 0 54.4 55 54.1 54.7 10500
КАМАЗ D 6/18/2019 0 55 56.5 54.6 55.6 71300
КАМАЗ D 6/19/2019 0 55.9 55.9 54.5 55.2 45300
КАМАЗ D 6/20/2019 0 54.7 55.7 54.3 55.4 33700
КАМАЗ D 6/21/2019 0 55.2 57 54.4 55.3 68700
КАМАЗ D 6/24/2019 0 56.4 56.4 55 55.8 25900
КАМАЗ D 6/25/2019 0 55.8 57.8 55 56.7 36700
КАМАЗ D 6/26/2019 0 56.9 59.6 55.4 59 53100
КАМАЗ D 6/27/2019 0 57.1 60.9 57.1 58.3 46500
КАМАЗ D 6/28/2019 0 58.8 61.9 58 59.2 76900
КАМАЗ D 7/1/2019 0 59.4 61.5 59.4 60 13800
КАМАЗ D 7/2/2019 0 58.8 60 58.8 60 8700
КАМАЗ D 7/3/2019 0 59.8 59.8 58.1 58.1 10300
КАМАЗ D 7/4/2019 0 58.8 58.8 57.6 58.6 37800
КАМАЗ D 7/5/2019 0 58.5 58.9 58 58.8 7800
КАМАЗ D 7/8/2019 0 58.4 58.9 58.1 58.1 3900
КАМАЗ D 7/9/2019 0 58.6 58.6 57.3 57.8 5700
КАМАЗ D 7/10/2019 0 58.2 58.2 56.8 57.3 13800
КАМАЗ D 7/11/2019 0 56.5 57.2 55.3 56.3 50100
КАМАЗ D 7/12/2019 0 55.8 56.5 55.7 56.1 43200
КАМАЗ D 7/15/2019 0 56.3 56.3 55.7 56.3 23500
КАМАЗ D 7/16/2019 0 56.2 56.2 54 54.6 78100
КАМАЗ D 7/17/2019 0 54.4 56.8 54.1 55.4 46000
КАМАЗ D 7/18/2019 0 55.7 55.8 55 55 8400
КАМАЗ D 7/19/2019 0 55.1 56.2 55.1 55.3 12300
КАМАЗ D 7/22/2019 0 55.6 55.9 54.9 55 15400
КАМАЗ D 7/23/2019 0 55.5 57.5 55.1 57.3 113400
КАМАЗ D 7/24/2019 0 57.4 57.8 56.4 57 12600
КАМАЗ D 7/25/2019 0 56.4 56.5 55.8 56.4 14900
КАМАЗ D 7/26/2019 0 56.6 57.7 56 56.4 17500
КАМАЗ D 7/29/2019 0 56.2 56.8 56 56 6400
КАМАЗ D 7/30/2019 0 56.5 56.5 55.8 56.4 11000
КАМАЗ D 7/31/2019 0 56.8 56.8 55.8 56.5 18000
КАМАЗ D 8/1/2019 0 56 58.2 56 56.6 19600
КАМАЗ D 8/2/2019 0 56.1 56.8 55.1 55.4 37300
КАМАЗ D 8/5/2019 0 55.2 55.9 55 55.1 15500
КАМАЗ D 8/6/2019 0 55.1 56.5 55.1 56.2 17300
КАМАЗ D 8/7/2019 0 56.2 56.3 55.7 56.2 5100
КАМАЗ D 8/8/2019 0 56.4 56.5 55.7 56.4 4800
КАМАЗ D 8/9/2019 0 56.2 56.2 53.2 54.5 75700
КАМАЗ D 8/12/2019 0 54.4 55.2 54 54.6 28400
КАМАЗ D 8/13/2019 0 54.5 54.5 53 54.1 68300
КАМАЗ D 8/14/2019 0 53.6 55.8 53.6 55.8 63800
КАМАЗ D 8/15/2019 0 55.6 55.6 53.5 53.7 32400
КАМАЗ D 8/16/2019 0 54.4 54.4 52.7 53.3 44800
КАМАЗ D 8/19/2019 0 53.5 54.3 52.8 54.3 49200
КАМАЗ D 8/20/2019 0 53.6 54.7 53.4 54.6 13900
КАМАЗ D 8/21/2019 0 55.4 56.1 54.6 55.4 24100
КАМАЗ D 8/22/2019 0 56.1 57.1 55.5 56.2 32000
КАМАЗ D 8/23/2019 0 56.6 56.9 54.8 55.2 10900
КАМАЗ D 8/26/2019 0 54.9 55.2 54 54.8 9600
КАМАЗ D 8/27/2019 0 54.4 55 54 54.5 8000
КАМАЗ D 8/28/2019 0 55 56.5 54.5 55.3 19300
КАМАЗ D 8/29/2019 0 55.4 57.7 55 57.2 119900
КАМАЗ D 8/30/2019 0 56.6 57.5 55.5 57 27400
КАМАЗ D 9/2/2019 0 56.5 58.4 56 57.1 15720
<OPENINT> longreturns for close prices <CLOSE>
0
0 0.0125787822 Mean 56.456547619
0 0.0017841218 Standard Error 0.1824191894
0 0.0571584138 Median 55.8
0 0.0216494717 Mode 55.3
0 -0.018288124 Standard Deviation 2.3644229305
0 0.0066889882 Sample Variance 5.5904957941
0 0 Kurtosis -0.529525009
0 0.0148886125 Skewness 0.4599902776
0 0.0032786915 Range 10.5
0 -0.0098685011 Minimum 50.6
0 0.003300333 Maximum 61.1
0 -0.0115991358 Sum 9484.7
0 0.016529302 Count 168
0 0 Largest(1) 61.1
0 0.001638002 Smallest(1) 50.6
0 0 Confidence Level(95,0%) 0.3601449077
0 -0.0131797624
0 -0.0100000833 1st quatile 54.875
0 -0.0117945765 3rd quatile 58.1
0 0.0333364203 IQR 3.225
0 -0.0065789711
0 -0.0082850515 the normal range
0 0.0082850515 x min 50.0375
0 0 x max 62.9375
0 -0.001651528
0 0.003300333
0 -0.003300333
0 0
0 -0.014987791
0 0.0050209311
0 -0.0033444847
0 -0.0340748469
0 0.0239737509
0 -0.0016934805
0 0.0134682171
0 -0.0050293484
0 -0.0033670065
0 -0.0395580382
0 0.0156661167
0 0
0 -0.0086730813
0 -0.0087489622
0 -0.0141595286
0 0.0035587226
0 -0.0017777782
0 -0.0107335556
0 -0.010850016
0 -0.0202027073
0 0.0055504305
0 0.0200920001
0 -0.0036231924
0 -0.0018165309
0 -0.0091324836
0 0.0036630078
0 0.0054694758
0 0.0018165309
0 -0.0018165309
0 0.0018165309
0 -0.0091158334 5) 1. The distribution of data is as
0 0.0091158334 it is shown from the statistical his
0 0.0054298776 (skeweness>0, kurtosis <0, the bi
0 0.001803427 assymetrically).
0 -0.0036101122
0 -0.0109091991 5) 2. The distribution of data is la
0 0.0036496391 From the discriptive statistics we
0 -0.0466067572 |Skeweness| <0,5, and from the
0 -0.0019102203 we can see that the most values
0 -0.0038314223 of the distribution while the right
0 -0.0077071672
0 -0.0058196091 5) 3. From the visual supplement
0 -0.0156865962 distribution of data has an arbitra
0 0.0906280175
0 0.03372103 >0
0 -0.022948933 <0
0 -0.0125787822 Due to conditional formatting we
0 -0.0018099552 is fluctating over the given period
0 -0.0072727593 and in the middle of April the clo
0 -0.0110092855 again edges down, goes up, such
0 0.0146522768
0 0.0162311949 The time plot of longreturns for c
0 -0.0071813594 permanent fluctations in close pr
0 -0.0072333046 Acrually, all log-returns are betw
0 0 where they decrease (< -0,04) or
0 0.0036231924 All in all, the decreases and incre
0 -0.0090827146 almost the same periodicity. The
0 -0.0054894923 of conditional formatting are sim
0 0.0036630078
0 -0.0259273783 Prediction
0 -0.0037594029 After increasing the trend line for
0 0.0149535497 prices for 30 periods, we can see
0 0.0110702238
0 0.0091324836 According to the trend line on the
0 0.0374709314 the close price is gradually falling
0 -0.0212397365 of the fact that the line of time pl
0 -0.0053811789
0 0.0071684895
0 0
0 -0.0035778213
0 -0.0272496424
0 0.0073394825
0 0.0036496391
0 -0.0091491947
0 0.0091491947
0 -0.0073126468
0 0.0036630078
0 0.0090992439
0 -0.0109290705
0 -0.0110498362
0 0.0073801073
0 0.0018365478
0 0
0 0.0036630078
0 0.0163194918
0 -0.007220248
0 0.0036166405
0 -0.0018066852
0 0.0090009609
0 0.0160003413
0 0.0397632332
0 -0.0119353505
0 0.0153194485
0 0.0134230203
0 0
0 -0.0321788984
0 0.0085690327
0 0.0034071583
0 -0.011976191
0 -0.0051768882
0 -0.008688152
0 -0.0176060886
0 -0.0035587226
0 0.0035587226
0 -0.0306606524
0 0.014545711
0 -0.0072464085
0 0.0054397233
0 -0.0054397233
0 0.0409674385
0 -0.0052493559
0 -0.0105821093
0 0
0 -0.0071174678
0 0.0071174678
0 0.0017714796
0 0.0017683471
0 -0.0214293915
0 -0.0054298776
0 0.0197670407
0 0
0 0.0035524016
0 -0.0342684568
0 0.0018331811
0 -0.0091996969
0 0.0309396835
0 -0.0383608679
0 -0.0074766703
0 0.0185878958
0 0.0055096558
0 0.014545711
0 0.0143371631
0 -0.0179538036
0 -0.0072727593
0 -0.0054894923
0 0.0145722069
0 0.0337809899
0 -0.0035026306
0 0.0017528488
<CLOSE>

2019 2/3/2019 3/3/2019 4/3/2019 5/3/2019 6/3/2019 7/3/2019 8/3/2019


<CLOSE>

This chart isn't available in your version of Excel.

Editing this shape or saving this workbook into a different file for
permanently break the chart.

This chart isn't available in your version of Excel.

Editing this shape or saving this workbook into a different file fo


permanently break the chart.

<VOLUME>
<VOLUME>

0 52 54 56 58 60 62

distribution of data is assymetric,


wn from the statistical histogram and descriptive statistics
ss>0, kurtosis <0, the bins in the histogram are situated

distribution of data is large left-skewed.


discriptive statistics we can see that
ess| <0,5, and from the statistical histogram
ee that the most values are clustered around the right tail
tribution while the right tail of the distribution is longer.

m the visual supplementaries we can see that the


on of data has an arbitrary form.

max
min
nditional formatting we can see that the close price
ng over the given period, the sharpest decrease is in the early of April(-0,0466 - blue color),
e middle of April the close price has the strongest increase in price(0,09 - yellow color), and then the trend
es down, goes up, such tendency seems to be periodic.

plot of longreturns for close prices shows us


nt fluctations in close prices.
all log-returns are between -0,04 and 0,06, except for a few times
ey decrease (< -0,04) or increase (> 0,06).
the decreases and increases in log-returns replace each other with
he same periodicity. The peculiarities that were pointed out on the base
tional formatting are similar to ones in description of time plot.

easing the trend line for the time plot of the log-returns for close
30 periods, we can see that the price will continue to gradually fall.

g to the trend line on the time plot of close prices of КАМАЗ,


price is gradually falling, as it has a decreasing trendline, in spite
t that the line of time plot has sharp fluctations, both ups and downs, downs are still prevailing.
Japanese candlestick histogram for the August 2019

19 8/8/2019 8/15/2019 8/22/2019 8/29/2019


Col umn H

available in your version of Excel.


longreturns for close prices
pe or saving this workbook into a different file format will
eak the chart.

7 13 19 25 31 37 43 49 55 61 67 73 79 85 91 97 03 09 15 21 27 33 39 45 51 57 63
1 1 1 1 1 1 1 1 1 1 1

available in your version of Excel.

ape or saving this workbook into a different file format will


eak the chart.
Dependence of close prices on open prices

52 54 56 58 60 62 64
52 54 56 58 60 62 64

0.090628017
-0.046606757

r), and then the trend


<CLOSE КАМАЗ> <CLOSE Таттел__ао>
55.3 0.1784 КАМАЗ to Таттел__ао correlation coef -0.10833
56 0.1786
56.1 0.1772
59.4 0.18
60.7 0.1842 Price dependance КАМАЗ to Таттел__ао
59.6 0.19 0.24
60 0.19
0.23
60 0.188
0.22
60.9 0.19
61.1 0.1932 0.21
60.5 0.1912 0.2
60.7 0.194 0.19
60 0.1968 0.18
61 0.1988
0.17
61 0.1988
0.16
61.1 0.202
61.1 0.2006 0.15
50 52 54 56 58
60.3 0.1998
59.7 0.1998
59 0.1996 Correlation ratio -0.10833
61 0.1998 The calculation of correlation ratio proven the presence o
60.6 0.1998 and Таттел__ао . All in all, we should resort to diferent m
60.1 0.2026 as it is not always enough to use only scatter plot.
60.6 0.205
60.6 0.206
60.5 0.2084
60.7 0.2054
60.5 0.2076
60.5 0.199
59.6 0.2
59.9 0.2018
59.7 0.2008
57.7 0.2034
59.1 0.2016
59 0.2004
59.8 0.2
59.5 0.199
59.3 0.1996
57 0.2024
57.9 0.2014
57.9 0.2026
57.4 0.202
56.9 0.2024
56.1 0.201
56.3 0.2014
56.2 0.2014
55.6 0.2078
55 0.2096
53.9 0.2122
54.2 0.219
55.3 0.2212
55.1 0.2126
55 0.2136
54.5 0.2118
54.7 0.213
55 0.2158
55.1 0.2158
55 0.2138
55.1 0.2112
54.6 0.2122
55.1 0.2148
55.4 0.2146
55.5 0.211
55.3 0.2124
54.7 0.2112
54.9 0.2114
52.4 0.2144
52.3 0.22
52.1 0.2234
51.7 0.2216
51.4 0.2268
50.6 0.2278
55.4 0.2276
57.3 0.2222
56 0.2248
55.3 0.2252
55.2 0.227
54.8 0.2254
54.2 0.226
55 0.2274
55.9 0.2248
55.5 0.2258
55.1 0.224
55.1 0.226
55.3 0.2265
54.8 0.224
54.5 0.224
54.7 0.2225
53.3 0.1975
53.1 0.195
53.9 0.1885
54.5 0.1885
55 0.18
57.1 0.18
55.9 0.1785
55.6 0.18
56 0.1775
56 0.1765
55.8 0.1775
54.3 0.1795
54.7 0.178
54.9 0.1755
54.4 0.1745
54.9 0.171
54.5 0.172
54.7 0.174
55.2 0.177
54.6 0.182
54 0.1835
54.4 0.182
54.5 0.181
54.5 0.1825
54.7 0.1825
55.6 0.1805
55.2 0.178
55.4 0.18
55.3 0.1795
55.8 0.1785
56.7 0.181
59 0.179
58.3 0.1825
59.2 0.1835
60 0.184
60 0.187
58.1 0.192
58.6 0.193
58.8 0.193
58.1 0.194
57.8 0.196
57.3 0.1955
56.3 0.195
56.1 0.1895
56.3 0.193
54.6 0.1915
55.4 0.189
55 0.1895
55.3 0.1925
55 0.193
57.3 0.19
57 0.188
56.4 0.1885
56.4 0.1885
56 0.1855
56.4 0.186
56.5 0.186
56.6 0.185
55.4 0.1855
55.1 0.1825
56.2 0.1845
56.2 0.185
56.4 0.185
54.5 0.1835
54.6 0.183
54.1 0.182
55.8 0.1815
53.7 0.18
53.3 0.182
54.3 0.18
54.6 0.18
55.4 0.183
56.2 0.18
55.2 0.178
54.8 0.1815
54.5 0.1815
55.3 0.1795
57.2 0.1815
57 0.182
57.1 0.182
ce КАМАЗ to Таттел__ао

56 58 60 62

ratio proven the presence of moderate negetive correlation between КАМАЗ


e should resort to diferent methods of revealing dependence between tickers,
o use only scatter plot.
<TICKER> <PER> <DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <VOL> <OPENINT>
Таттел. ао D 1/3/2019 0 0.1726 0.1784 0.1726 0.1784 1750000 0
Таттел. ао D 1/4/2019 0 0.179 0.179 0.174 0.1786 110000 0
Таттел. ао D 1/8/2019 0 0.1778 0.1908 0.1772 0.1772 1120000 0
Таттел. ао D 1/9/2019 0 0.1808 0.1808 0.1772 0.18 850000 0
Таттел. ао D 1/10/2019 0 0.1802 0.1896 0.18 0.1842 1120000 0
Таттел. ао D 1/11/2019 0 0.1896 0.1946 0.18 0.19 4690000 0
Таттел. ао D 1/14/2019 0 0.1898 0.193 0.1858 0.19 1450000 0
Таттел. ао D 1/15/2019 0 0.1898 0.1936 0.188 0.188 890000 0
Таттел. ао D 1/16/2019 0 0.1918 0.1946 0.188 0.19 560000 0
Таттел. ао D 1/17/2019 0 0.189 0.194 0.189 0.1932 2410000 0
Таттел. ао D 1/18/2019 0 0.19 0.1932 0.189 0.1912 2540000 0
Таттел. ао D 1/21/2019 0 0.192 0.194 0.192 0.194 660000 0
Таттел. ао D 1/22/2019 0 0.1936 0.2072 0.1916 0.1968 6200000 0
Таттел. ао D 1/23/2019 0 0.197 0.1998 0.195 0.1988 1540000 0
Таттел. ао D 1/24/2019 0 0.1978 0.2012 0.1964 0.1988 710000 0
Таттел. ао D 1/25/2019 0 0.201 0.205 0.1952 0.202 2140000 0
Таттел. ао D 1/28/2019 0 0.205 0.205 0.1992 0.2006 1090000 0
Таттел. ао D 1/29/2019 0 0.1998 0.206 0.199 0.1998 1200000 0
Таттел. ао D 1/30/2019 0 0.1994 0.2018 0.1994 0.1998 370000 0
Таттел. ао D 1/31/2019 0 0.199 0.2016 0.198 0.1996 1210000 0
Таттел. ао D 2/1/2019 0 0.201 0.201 0.1994 0.1998 220000 0
Таттел. ао D 2/4/2019 0 0.2006 0.2016 0.1992 0.1998 690000 0
Таттел. ао D 2/5/2019 0 0.201 0.2036 0.199 0.2026 2380000 0
Таттел. ао D 2/6/2019 0 0.203 0.21 0.2002 0.205 2190000 0
Таттел. ао D 2/7/2019 0 0.2052 0.2098 0.2052 0.206 2350000 0
Таттел. ао D 2/8/2019 0 0.206 0.209 0.2012 0.2084 730000 0
Таттел. ао D 2/11/2019 0 0.209 0.209 0.205 0.2054 1940000 0
Таттел. ао D 2/12/2019 0 0.2056 0.2084 0.205 0.2076 940000 0
Таттел. ао D 2/13/2019 0 0.2078 0.2078 0.1962 0.199 4490000 0
Таттел. ао D 2/14/2019 0 0.201 0.2022 0.199 0.2 2510000 0
Таттел. ао D 2/15/2019 0 0.202 0.2042 0.1998 0.2018 4850000 0
Таттел. ао D 2/18/2019 0 0.2048 0.2048 0.1998 0.2008 1110000 0
Таттел. ао D 2/19/2019 0 0.2022 0.2038 0.2012 0.2034 700000 0
Таттел. ао D 2/20/2019 0 0.202 0.2038 0.2 0.2016 700000 0
Таттел. ао D 2/21/2019 0 0.2018 0.2028 0.196 0.2004 2750000 0
Таттел. ао D 2/22/2019 0 0.2012 0.2016 0.2 0.2 390000 0
Таттел. ао D 2/25/2019 0 0.1968 0.2006 0.1962 0.199 620000 0
Таттел. ао D 2/26/2019 0 0.1976 0.2002 0.1976 0.1996 220000 0
Таттел. ао D 2/27/2019 0 0.1982 0.2024 0.1982 0.2024 2910000 0
Таттел. ао D 2/28/2019 0 0.203 0.2034 0.2014 0.2014 700000 0
Таттел. ао D 3/1/2019 0 0.1998 0.2026 0.1996 0.2026 490000 0
Таттел. ао D 3/4/2019 0 0.2032 0.2032 0.2 0.202 290000 0
Таттел. ао D 3/5/2019 0 0.2012 0.2028 0.2 0.2024 1420000 0
Таттел. ао D 3/6/2019 0 0.2008 0.2018 0.2002 0.201 570000 0
Таттел. ао D 3/7/2019 0 0.2028 0.2028 0.2004 0.2014 1540000 0
Таттел. ао D 3/11/2019 0 0.2004 0.2024 0.2004 0.2014 940000 0
Таттел. ао D 3/12/2019 0 0.2024 0.209 0.201 0.2078 3090000 0
Таттел. ао D 3/13/2019 0 0.209 0.2098 0.2064 0.2096 3740000 0
Таттел. ао D 3/14/2019 0 0.21 0.2298 0.2098 0.2122 17270000 0
Таттел. ао D 3/15/2019 0 0.2156 0.2268 0.212 0.219 5070000 0
Таттел. ао D 3/18/2019 0 0.2186 0.226 0.2186 0.2212 3720000 0
Таттел. ао D 3/19/2019 0 0.21 0.225 0.201 0.2126 20190000 0
Таттел. ао D 3/20/2019 0 0.216 0.216 0.2112 0.2136 14130000 0
Таттел. ао D 3/21/2019 0 0.213 0.2144 0.2106 0.2118 2020000 0
Таттел. ао D 3/22/2019 0 0.214 0.215 0.2126 0.213 1650000 0
Таттел. ао D 3/25/2019 0 0.215 0.2212 0.2136 0.2158 4900000 0
Таттел. ао D 3/26/2019 0 0.2178 0.2198 0.2114 0.2158 4150000 0
Таттел. ао D 3/27/2019 0 0.216 0.2184 0.2118 0.2138 2380000 0
Таттел. ао D 3/28/2019 0 0.2152 0.2152 0.209 0.2112 11040000 0
Таттел. ао D 3/29/2019 0 0.2146 0.2146 0.2088 0.2122 3620000 0
Таттел. ао D 4/1/2019 0 0.213 0.2152 0.2114 0.2148 5440000 0
Таттел. ао D 4/2/2019 0 0.2148 0.2156 0.212 0.2146 2010000 0
Таттел. ао D 4/3/2019 0 0.215 0.2152 0.211 0.211 2740000 0
Таттел. ао D 4/4/2019 0 0.2158 0.2158 0.21 0.2124 6370000 0
Таттел. ао D 4/5/2019 0 0.2122 0.2136 0.2084 0.2112 3530000 0
Таттел. ао D 4/8/2019 0 0.2096 0.214 0.2096 0.2114 2660000 0
Таттел. ао D 4/9/2019 0 0.2146 0.2178 0.2112 0.2144 4310000 0
Таттел. ао D 4/10/2019 0 0.215 0.2206 0.211 0.22 5790000 0
Таттел. ао D 4/11/2019 0 0.221 0.23 0.2154 0.2234 7720000 0
Таттел. ао D 4/12/2019 0 0.2214 0.2238 0.218 0.2216 3500000 0
Таттел. ао D 4/15/2019 0 0.2218 0.23 0.2218 0.2268 5890000 0
Таттел. ао D 4/16/2019 0 0.2266 0.229 0.2264 0.2278 2750000 0
Таттел. ао D 4/17/2019 0 0.228 0.228 0.2242 0.2276 3040000 0
Таттел. ао D 4/18/2019 0 0.227 0.2278 0.218 0.2222 5280000 0
Таттел. ао D 4/19/2019 0 0.2228 0.229 0.221 0.2248 3860000 0
Таттел. ао D 4/22/2019 0 0.2274 0.2276 0.2244 0.2252 3560000 0
Таттел. ао D 4/23/2019 0 0.2278 0.228 0.225 0.227 3920000 0
Таттел. ао D 4/24/2019 0 0.228 0.228 0.225 0.2254 9550000 0
Таттел. ао D 4/25/2019 0 0.2286 0.2286 0.2248 0.226 4690000 0
Таттел. ао D 4/26/2019 0 0.2252 0.2274 0.225 0.2274 1920000 0
Таттел. ао D 4/29/2019 0 0.228 0.228 0.223 0.2248 6770000 0
Таттел. ао D 4/30/2019 0 0.225 0.228 0.2236 0.2258 4680000 0
Таттел. ао D 5/2/2019 0 0.223 0.2255 0.223 0.224 1920000 0
Таттел. ао D 5/3/2019 0 0.226 0.226 0.2225 0.226 2670000 0
Таттел. ао D 5/6/2019 0 0.226 0.2275 0.224 0.2265 9970000 0
Таттел. ао D 5/7/2019 0 0.228 0.2285 0.224 0.224 6870000 0
Таттел. ао D 5/8/2019 0 0.225 0.2265 0.222 0.224 12720000 0
Таттел. ао D 5/10/2019 0 0.223 0.225 0.222 0.2225 14110000 0
Таттел. ао D 5/13/2019 0 0.2005 0.2005 0.191 0.1975 22080000 0
Таттел. ао D 5/14/2019 0 0.1945 0.2 0.1915 0.195 8770000 0
Таттел. ао D 5/15/2019 0 0.1955 0.1955 0.185 0.1885 8520000 0
Таттел. ао D 5/16/2019 0 0.19 0.19 0.187 0.1885 2230000 0
Таттел. ао D 5/17/2019 0 0.1875 0.1875 0.177 0.18 5570000 0
Таттел. ао D 5/20/2019 0 0.181 0.182 0.178 0.18 2700000 0
Таттел. ао D 5/21/2019 0 0.1815 0.1815 0.1785 0.1785 1630000 0
Таттел. ао D 5/22/2019 0 0.179 0.181 0.1775 0.18 3010000 0
Таттел. ао D 5/23/2019 0 0.18 0.18 0.176 0.1775 3010000 0
Таттел. ао D 5/24/2019 0 0.177 0.1785 0.17 0.1765 5170000 0
Таттел. ао D 5/27/2019 0 0.178 0.178 0.1745 0.1775 1820000 0
Таттел. ао D 5/28/2019 0 0.178 0.188 0.177 0.1795 11320000 0
Таттел. ао D 5/29/2019 0 0.182 0.1835 0.173 0.178 6900000 0
Таттел. ао D 5/30/2019 0 0.1775 0.1795 0.173 0.1755 9050000 0
Таттел. ао D 5/31/2019 0 0.1755 0.1755 0.173 0.1745 9010000 0
Таттел. ао D 6/3/2019 0 0.1755 0.1755 0.1695 0.171 29500000 0
Таттел. ао D 6/4/2019 0 0.1715 0.172 0.168 0.172 3990000 0
Таттел. ао D 6/5/2019 0 0.1715 0.176 0.1695 0.174 17100000 0
Таттел. ао D 6/6/2019 0 0.174 0.178 0.174 0.177 7920000 0
Таттел. ао D 6/7/2019 0 0.176 0.182 0.1755 0.182 6060000 0
Таттел. ао D 6/10/2019 0 0.183 0.185 0.18 0.1835 3720000 0
Таттел. ао D 6/11/2019 0 0.181 0.185 0.1795 0.182 3710000 0
Таттел. ао D 6/13/2019 0 0.182 0.183 0.1795 0.181 2510000 0
Таттел. ао D 6/14/2019 0 0.185 0.185 0.1805 0.1825 2010000 0
Таттел. ао D 6/17/2019 0 0.1805 0.1835 0.1805 0.1825 2090000 0
Таттел. ао D 6/18/2019 0 0.183 0.1835 0.179 0.1805 5170000 0
Таттел. ао D 6/19/2019 0 0.1825 0.1825 0.175 0.178 4670000 0
Таттел. ао D 6/20/2019 0 0.178 0.18 0.178 0.18 4680000 0
Таттел. ао D 6/21/2019 0 0.1795 0.1805 0.178 0.1795 1980000 0
Таттел. ао D 6/24/2019 0 0.1795 0.182 0.1735 0.1785 4680000 0
Таттел. ао D 6/25/2019 0 0.1795 0.1815 0.1785 0.181 3250000 0
Таттел. ао D 6/26/2019 0 0.181 0.1815 0.179 0.179 1560000 0
Таттел. ао D 6/27/2019 0 0.1795 0.194 0.1795 0.1825 11550000 0
Таттел. ао D 6/28/2019 0 0.182 0.1855 0.1795 0.1835 2920000 0
Таттел. ао D 7/1/2019 0 0.1835 0.1855 0.1835 0.184 1560000 0
Таттел. ао D 7/2/2019 0 0.181 0.189 0.181 0.187 4390000 0
Таттел. ао D 7/3/2019 0 0.1895 0.197 0.185 0.192 7670000 0
Таттел. ао D 7/4/2019 0 0.1955 0.1975 0.1895 0.193 4040000 0
Таттел. ао D 7/5/2019 0 0.192 0.1985 0.191 0.193 2980000 0
Таттел. ао D 7/8/2019 0 0.194 0.197 0.192 0.194 3200000 0
Таттел. ао D 7/9/2019 0 0.1935 0.198 0.192 0.196 4950000 0
Таттел. ао D 7/10/2019 0 0.1985 0.1985 0.192 0.1955 3960000 0
Таттел. ао D 7/11/2019 0 0.194 0.199 0.194 0.195 4220000 0
Таттел. ао D 7/12/2019 0 0.197 0.197 0.1835 0.1895 4770000 0
Таттел. ао D 7/15/2019 0 0.1915 0.193 0.1845 0.193 2800000 0
Таттел. ао D 7/16/2019 0 0.1925 0.195 0.185 0.1915 3610000 0
Таттел. ао D 7/17/2019 0 0.1945 0.195 0.1875 0.189 2040000 0
Таттел. ао D 7/18/2019 0 0.187 0.19 0.186 0.1895 1980000 0
Таттел. ао D 7/19/2019 0 0.189 0.1945 0.187 0.1925 2430000 0
Таттел. ао D 7/22/2019 0 0.1925 0.1945 0.1905 0.193 1320000 0
Таттел. ао D 7/23/2019 0 0.1905 0.1935 0.189 0.19 1940000 0
Таттел. ао D 7/24/2019 0 0.191 0.192 0.1865 0.188 6490000 0
Таттел. ао D 7/25/2019 0 0.188 0.1895 0.1865 0.1885 2140000 0
Таттел. ао D 7/26/2019 0 0.1885 0.19 0.1865 0.1885 1510000 0
Таттел. ао D 7/29/2019 0 0.1885 0.1885 0.181 0.1855 6180000 0
Таттел. ао D 7/30/2019 0 0.185 0.1875 0.184 0.186 2550000 0
Таттел. ао D 7/31/2019 0 0.1855 0.187 0.184 0.186 1430000 0
Таттел. ао D 8/1/2019 0 0.1855 0.1865 0.185 0.185 1050000 0
Таттел. ао D 8/2/2019 0 0.1845 0.187 0.184 0.1855 2440000 0
Таттел. ао D 8/5/2019 0 0.187 0.187 0.1795 0.1825 5620000 0
Таттел. ао D 8/6/2019 0 0.1825 0.1845 0.182 0.1845 570000 0
Таттел. ао D 8/7/2019 0 0.185 0.185 0.1825 0.185 1490000 0
Таттел. ао D 8/8/2019 0 0.184 0.185 0.1835 0.185 400000 0
Таттел. ао D 8/9/2019 0 0.185 0.185 0.182 0.1835 1450000 0
Таттел. ао D 8/12/2019 0 0.185 0.1855 0.183 0.183 510000 0
Таттел. ао D 8/13/2019 0 0.183 0.184 0.1805 0.182 1090000 0
Таттел. ао D 8/14/2019 0 0.1825 0.1835 0.181 0.1815 2410000 0
Таттел. ао D 8/15/2019 0 0.182 0.1835 0.179 0.18 2060000 0
Таттел. ао D 8/16/2019 0 0.18 0.182 0.1785 0.182 1170000 0
Таттел. ао D 8/19/2019 0 0.1825 0.1825 0.178 0.18 2330000 0
Таттел. ао D 8/20/2019 0 0.1795 0.1805 0.1785 0.18 1170000 0
Таттел. ао D 8/21/2019 0 0.1815 0.184 0.18 0.183 1050000 0
Таттел. ао D 8/22/2019 0 0.1815 0.1835 0.1795 0.18 3820000 0
Таттел. ао D 8/23/2019 0 0.1815 0.183 0.177 0.178 3860000 0
Таттел. ао D 8/26/2019 0 0.1775 0.184 0.177 0.1815 1940000 0
Таттел. ао D 8/27/2019 0 0.182 0.182 0.179 0.1815 990000 0
Таттел. ао D 8/28/2019 0 0.182 0.182 0.177 0.1795 4580000 0
Таттел. ао D 8/29/2019 0 0.1785 0.1815 0.1775 0.1815 5280000 0
Таттел. ао D 8/30/2019 0 0.182 0.1825 0.1795 0.182 21930000 0
Таттел. ао D 9/2/2019 0 0.1815 0.1835 0.1815 0.182 1420000 0
longreturns for close prices
<CLOSE>
0.0011204483 <CLOSE>
-0.0078696303 Mean 0.19639 0.24
0.0156778127 Standard Error 0.001217
0.23
0.0230652729 Median 0.1931
0.0310019483 0.22
Mode 0.18
0 Standard Deviation 0.015773 0.21
-0.0105821093 Sample Variance 0.000249 0.2
0.0105821093 Kurtosis -0.90476
0.19
0.0167018496 Skewness 0.508956
-0.0104059212 Range 0.0568 0.18
0.0145381584 Minimum 0.171 0.17
0.0143298256 Maximum 0.2278
0.16
0.0101113096 Sum 32.9935 1/3/2019 2/3/2019 3/3/2019 4/3/2019 5/3/2019 6/3/20
0 Count 168
0.0159684032 Largest(1) 0.2278
This chart isn't available in your version of Excel.
-0.0069548219 Smallest(1) 0.171
-0.0039960093 Confidence Level(95,0%) 0.002402 Editing this shape or saving this workbook into a diff
0 permanently break the chart.
-0.0010015023 1st quartile 0.182
0.0010015023 3rd quartile 0.20795
0 IQR 0.02595
0.0139167256
0.0117763873 the normal range
0.0048661897 x min 0.143075
0.0115831411 x max 0.246875
-0.0145000124
0.0106538538
-0.0423083266
0.0050125418
0.0089597414 This chart isn't available in your version of Excel.
-0.0049677201
0.0128650958 Editing this shape or saving this workbook into a differ
permanently break the chart.
-0.0088889474
-0.005970167
-0.0019980027
-0.0050125418
0.0030105392
0.0139305735
-0.0049529571
0.0059406115
-0.0029658944
0.00197824
-0.0069410294
0.0019880722
0
0.0312830984 <VOLUME>
0.0086248738 35000000
0.0123282737
30000000
0.0315425036
0.0099955398 25000000
-0.0396548037
20000000
0.0046926412
-0.0084626739 15000000
0.0056497325
10000000
0.0130598871
0 5000000
-0.0093110542
0
-0.0122354468 0.15 0.16 0.17 0.18 0.19 0.2 0.2
0.0047236743
0.0121781365
-0.0009315324 5) 1. The distribution of data is assymetric,
-0.0169176967 it is shown from the statistical histogram and descriptive statistics
0.0066131559 (skeweness>0, kurtosis <0, the bins in the histogram are situated
-0.0056657375 assymetrically).
0.0009465216
0.0140913558 5) 2. The distribution of data is large right-skewed.
0.0257841172 From the discriptive statistics we can see that
0.0153363403 |Skeweness| >0,5, and from the statistical histogram
-0.0080899318 we can see that the most values are clustered around the left tail
0.023194617 of the distribution while the left tail of the distribution is longer.
0.0043994792
-0.0008783488 5) 3. From the visual supplementaries we can see that the
-0.024011825 distribution of data has an arbitrary form.
0.0116332408
0.0017777782 >0
0.0079611212 <0
-0.0070734159 Due to conditional formatting we can see that the close price
0.0026583977 is fluctating over the given period, the sharpest decrease is in the m
0.006175582 and in the middle of March the close price has the strongest incre
-0.0114994633 again edges down, goes up, such tendency seems to be periodic.
0.0044385337
-0.0080035999 The time plot of longreturns for close prices shows us
0.0088889474 permanent fluctations in close prices.
0.0022099457 Acrually, all log-returns are between -0,04 and 0,03, except for a f
-0.0110988931 where they decrease (< -0,04) or increase (> 0,03).
0 All in all, the decreases and increases in log-returns replace each o
-0.0067189502 almost the same periodicity. The peculiarities that were pointed o
-0.1191885173 of conditional formatting are similar to ones in description of time
-0.0127390258
-0.0339015517 Prediction
0 After increasing the trend line for the time plot of the log-returns f
-0.046141156 prices for 30 periods, we can see that the price will continue to gra
0
-0.0083682497 According to the trend line on the time plot of close prices of Татте
0.0083682497 the close price is gradually falling, as it has a decreasing trendline,
-0.013986242 of the fact that the line of time plot has sharp fluctations, both ups
-0.0056497325
0.0056497325
0.011204599
-0.0083916576
-0.0141445074
-0.0057143013
-0.0202611851
0.0058309203
0.0115608224
0.0170944334
0.0278569545
0.0082079804
-0.0082079804
-0.0055096558
0.0082531418
0
-0.0110193952
-0.0139472275
0.0111733006
-0.002781643
-0.0055866067
0.01390843
-0.0111112254
0.0193643672
0.0054644945
0.0027210901
0.0161728592
0.0263867552
0.0051948169
0
0.0051679702
0.0102565002
-0.0025542798
-0.0025608209
-0.028610534
0.0183011644
-0.0078023803
-0.0131407936
0.0026420095
0.0157071292
0.0025940352
-0.0156661167
-0.0105821093
0.0026560441
0
-0.0160431248
0.0026917917
0
-0.0053908486
0.002699057
-0.016304709
0.0108992905
0.0027063616
0
-0.0081411576
-0.0027285147
-0.0054794658
-0.0027510334
-0.0082988028
0.0110498362
-0.0110498362
0
0.016529302
-0.016529302
-0.0111733006
0.0194721034
0
-0.0110804458
0.0110804458
0.0027510334
0
<CLOSE>
Japanese candlestick histogram for the August 2019
25

20

15

10

0
4/3/2019 5/3/2019 6/3/2019 7/3/2019 8/3/2019 8/1/2019 8/8/2019 8/15/2019 8/22/2019 8/29/20
Col umn H

your version of Excel.

this workbook into a different file format will


t. longreturns for close prices
0.06
0.04
0.02
0
1 8 15 22 29 36 43 50 57 64 71 78 85 92 99 06 13 20 27 34 41 48 55 62
-0.02 1 1 1 1 1 1 1 1 1
-0.04
-0.06
-0.08
-0.1
-0.12
-0.14
ur version of Excel.

his workbook into a different file format will <Dependence of close prices on open prices>
0.24
0.23
0.22
0.21
0.2
0.19
0.18
0.17
0.16
0.15
0.16 0.17 0.18 0.19 0.2 0.21 0.22 0.23 0
0.18
0.17
0.16
0.15
0.16 0.17 0.18 0.19 0.2 0.21 0.22 0.23 0

<VOLUME>

0.18 0.19 0.2 0.21 0.22 0.23 0.24

and descriptive statistics


histogram are situated

al histogram
tered around the left tail
e distribution is longer.

can see that the

max 0.031543
min -0.11919
that the close price
arpest decrease is in the middle of May(-0,1191 - blue color),
ce has the strongest increase in price(0,031 - yellow color), and then the trend
y seems to be periodic.

ces shows us

4 and 0,03, except for a few times

og-returns replace each other with


rities that were pointed out on the base
nes in description of time plot.
e plot of the log-returns for close
price will continue to gradually fall.

ot of close prices of Таттел__ао,


s a decreasing trendline, in spite
harp fluctations, both ups and downs, downs are still prevailing.
the August 2019

8/22/2019 8/29/2019

ices

3 0 7 4 1 8 5 2
11 12 12 13 14 14 15 16

open prices>

1 0.22 0.23 0.24


1 0.22 0.23 0.24
<CLOSE Таттел__ао> <CLOSE Аэрофлот>
0.1784 101.5 Таттел__ао to Аэрофлот correlation coef
0.1786 101.1
0.1772 101.1
0.18 102.06
0.1842 105.14 Price dependance Таттел__ао to Аэрофлот
0.19 104.66 115
0.19 106.22
0.188 106.98 110

0.19 108.4
105
0.1932 109.06
0.1912 107 100
0.194 105.8
0.1968 105.24 95
0.1988 105.4
0.1988 105.38 90
0.202 105.7
85
0.2006 105.8 0.16 0.17 0.18 0.19 0.2 0.21 0.22 0.23
0.1998 106.1
0.1998 108.6
0.1996 107.92 Correlation ratio -0.2737941906
0.1998 105.22 The calculation of correlation ratio proven the presence of moderate
0.1998 102.44 and Аэрофлот . All in all, we should resort to diferent methods of rev
0.2026 102.26 as it is not always enough to use only scatter plot.
0.205 102
0.206 101.62
0.2084 101.9
0.2054 101.78
0.2076 102.7
0.199 100.14
0.2 101.36
0.2018 101.62
0.2008 100.74
0.2034 100
0.2016 100.04
0.2004 100
0.2 100.12
0.199 100.04
0.1996 98.98
0.2024 97.7
0.2014 97.1
0.2026 96.76
0.202 98.36
0.2024 96.26
0.201 98.12
0.2014 99.68
0.2014 102.1
0.2078 100.22
0.2096 100.5
0.2122 99.66
0.219 100.08
0.2212 99.92
0.2126 99.46
0.2136 98.22
0.2118 97.3
0.213 97.66
0.2158 97
0.2158 97.02
0.2138 96.1
0.2112 96.7
0.2122 96.3
0.2148 97.78
0.2146 98.36
0.211 98.5
0.2124 98.36
0.2112 99.54
0.2114 98.58
0.2144 97.24
0.22 97.32
0.2234 98.4
0.2216 98.22
0.2268 98.72
0.2278 99.12
0.2276 98.62
0.2222 98
0.2248 97.6
0.2252 97.6
0.227 96.8
0.2254 96.32
0.226 96.34
0.2274 97.12
0.2248 96.98
0.2258 96.32
0.224 96.86
0.226 96.7
0.2265 94.94
0.224 94.5
0.224 94.24
0.2225 92.9
0.1975 91.28
0.195 91.6
0.1885 90.08
0.1885 91.68
0.18 91.96
0.18 91.08
0.1785 90.76
0.18 91
0.1775 90.74
0.1765 91
0.1775 91.2
0.1795 90.68
0.178 91.12
0.1755 90.42
0.1745 93.8
0.171 96.8
0.172 96.34
0.174 96.1
0.177 96.02
0.182 95.86
0.1835 95.4
0.182 95.6
0.181 98.18
0.1825 97.66
0.1825 100.38
0.1805 99.3
0.178 99.26
0.18 98.9
0.1795 100.04
0.1785 100.24
0.181 101.3
0.179 101.52
0.1825 102.32
0.1835 101.76
0.184 101.46
0.187 100.9
0.192 104.6
0.193 110.6
0.193 110
0.194 108.5
0.196 106.94
0.1955 108.62
0.195 107.82
0.1895 109.08
0.193 108.5
0.1915 107.7
0.189 108.2
0.1895 107.54
0.1925 108.02
0.193 108.2
0.19 108.1
0.188 106.78
0.1885 107.5
0.1885 107.58
0.1855 107.3
0.186 106.72
0.186 106.94
0.185 107.7
0.1855 106.62
0.1825 103.5
0.1845 104.7
0.185 105.28
0.185 108.88
0.1835 108.8
0.183 110.5
0.182 110.36
0.1815 110.86
0.18 112.3
0.182 110.4
0.18 109.4
0.18 109.24
0.183 111.3
0.18 110
0.178 108.56
0.1815 109.38
0.1815 109.02
0.1795 109.4
0.1815 109
0.182 109.74
0.182 107.84
-0.27379

Таттел__ао to Аэрофлот

0.2 0.21 0.22 0.23 0.24

roven the presence of moderate negetive correlation between Таттел__ао


resort to diferent methods of revealing dependence between tickers,
ly scatter plot.
<TICKER> <PER> <DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <VOL>
Аэрофлот D 1/3/2019 0 101.9 101.9 100.72 101.5 1710190
Аэрофлот D 1/4/2019 0 101.5 101.68 100.8 101.1 1320990
Аэрофлот D 1/8/2019 0 101.5 101.84 100.8 101.1 1265180
Аэрофлот D 1/9/2019 0 101.14 103.18 100.86 102.06 5537730
Аэрофлот D 1/10/2019 0 102.88 105.14 102.46 105.14 6235350
Аэрофлот D 1/11/2019 0 105.14 106.5 104.6 104.66 5808220
Аэрофлот D 1/14/2019 0 104.68 106.96 103.76 106.22 4649660
Аэрофлот D 1/15/2019 0 106.7 107.2 105.22 106.98 6100840
Аэрофлот D 1/16/2019 0 106.4 109.26 106.14 108.4 5847190
Аэрофлот D 1/17/2019 0 108.34 109.84 107.56 109.06 6083470
Аэрофлот D 1/18/2019 0 109.58 110.3 106.74 107 7870530
Аэрофлот D 1/21/2019 0 107.08 107.48 105.6 105.8 4701210
Аэрофлот D 1/22/2019 0 105.8 106.96 105.24 105.24 3021950
Аэрофлот D 1/23/2019 0 105.24 106.54 105.22 105.4 2956240
Аэрофлот D 1/24/2019 0 105.78 106.04 104.78 105.38 3444490
Аэрофлот D 1/25/2019 0 105.78 106.76 104.92 105.7 3185430
Аэрофлот D 1/28/2019 0 105.9 106.8 105.06 105.8 2579360
Аэрофлот D 1/29/2019 0 105.76 106.3 105.26 106.1 1942800
Аэрофлот D 1/30/2019 0 106.1 109.08 106.02 108.6 8415050
Аэрофлот D 1/31/2019 0 109.08 109.7 107.1 107.92 5842840
Аэрофлот D 2/1/2019 0 108.06 108.56 105.08 105.22 7739440
Аэрофлот D 2/4/2019 0 105.68 106.22 102.42 102.44 9699020
Аэрофлот D 2/5/2019 0 100.3 103.3 100.02 102.26 11882560
Аэрофлот D 2/6/2019 0 102.8 102.8 101.78 102 4598940
Аэрофлот D 2/7/2019 0 101.6 102.2 101.12 101.62 3380950
Аэрофлот D 2/8/2019 0 102.46 102.46 101.52 101.9 2128870
Аэрофлот D 2/11/2019 0 102 102.48 101.68 101.78 2491040
Аэрофлот D 2/12/2019 0 102 102.7 101.62 102.7 3969450
Аэрофлот D 2/13/2019 0 102.12 102.42 100 100.14 6609270
Аэрофлот D 2/14/2019 0 100 101.86 99.06 101.36 5850800
Аэрофлот D 2/15/2019 0 101.68 102.32 100.66 101.62 3073200
Аэрофлот D 2/18/2019 0 101.6 102.48 100.72 100.74 2008780
Аэрофлот D 2/19/2019 0 100.76 101.24 99.56 100 4945030
Аэрофлот D 2/20/2019 0 101 101.24 99.72 100.04 4304650
Аэрофлот D 2/21/2019 0 100.2 100.48 99.76 100 4411660
Аэрофлот D 2/22/2019 0 100.32 100.32 99.92 100.12 2059800
Аэрофлот D 2/25/2019 0 100.12 100.38 99.36 100.04 4912110
Аэрофлот D 2/26/2019 0 100.04 100.22 98.36 98.98 4806690
Аэрофлот D 2/27/2019 0 99 99.44 95.96 97.7 9696010
Аэрофлот D 2/28/2019 0 97.42 97.56 95.78 97.1 4360200
Аэрофлот D 3/1/2019 0 96.54 97.74 96.54 96.76 3499940
Аэрофлот D 3/4/2019 0 96.6 98.88 96.6 98.36 3927090
Аэрофлот D 3/5/2019 0 96.4 97 94.5 96.26 7607800
Аэрофлот D 3/6/2019 0 96.8 98.78 96.28 98.12 7144920
Аэрофлот D 3/7/2019 0 98.3 99.9 97.3 99.68 6952420
Аэрофлот D 3/11/2019 0 99.7 102.5 99.24 102.1 10108570
Аэрофлот D 3/12/2019 0 102.5 102.62 100.12 100.22 3432780
Аэрофлот D 3/13/2019 0 100.4 100.9 99.4 100.5 3427950
Аэрофлот D 3/14/2019 0 99.94 101.3 98.2 99.66 5056350
Аэрофлот D 3/15/2019 0 99.14 100.38 99.04 100.08 3710150
Аэрофлот D 3/18/2019 0 100.04 100.52 99.12 99.92 3738600
Аэрофлот D 3/19/2019 0 99.82 100.38 99.24 99.46 1869400
Аэрофлот D 3/20/2019 0 99.52 99.92 98.2 98.22 4253960
Аэрофлот D 3/21/2019 0 98.54 98.6 97.16 97.3 4878980
Аэрофлот D 3/22/2019 0 97.7 97.7 96.58 97.66 3410500
Аэрофлот D 3/25/2019 0 96.6 98.46 96.26 97 3975030
Аэрофлот D 3/26/2019 0 97.1 97.56 96.84 97.02 1645190
Аэрофлот D 3/27/2019 0 97.36 97.4 96.06 96.1 3834880
Аэрофлот D 3/28/2019 0 96.06 97 95.86 96.7 1422810
Аэрофлот D 3/29/2019 0 96.88 97.38 96.06 96.3 3472680
Аэрофлот D 4/1/2019 0 96.68 97.78 96.34 97.78 2353150
Аэрофлот D 4/2/2019 0 97.5 98.88 97.5 98.36 2684030
Аэрофлот D 4/3/2019 0 98.9 99.34 97.72 98.5 2870640
Аэрофлот D 4/4/2019 0 98.04 98.96 97.86 98.36 1033340
Аэрофлот D 4/5/2019 0 98.98 99.66 97.88 99.54 2704300
Аэрофлот D 4/8/2019 0 99.8 99.88 98.44 98.58 1455020
Аэрофлот D 4/9/2019 0 98.58 98.98 96.76 97.24 2899920
Аэрофлот D 4/10/2019 0 97.24 98.22 96.82 97.32 3069910
Аэрофлот D 4/11/2019 0 97.36 98.62 97 98.4 2735030
Аэрофлот D 4/12/2019 0 98.52 98.9 97.34 98.22 2962940
Аэрофлот D 4/15/2019 0 97.84 98.88 97.7 98.72 2468590
Аэрофлот D 4/16/2019 0 99 99.4 98.1 99.12 2951870
Аэрофлот D 4/17/2019 0 99.3 99.38 98.28 98.62 1723610
Аэрофлот D 4/18/2019 0 98.7 99.1 98 98 1010640
Аэрофлот D 4/19/2019 0 98.48 98.48 97.5 97.6 719450
Аэрофлот D 4/22/2019 0 97.84 98.3 97.52 97.6 1415480
Аэрофлот D 4/23/2019 0 97.74 97.86 96.56 96.8 2774620
Аэрофлот D 4/24/2019 0 96.8 97.12 96.14 96.32 2192780
Аэрофлот D 4/25/2019 0 96.5 97.14 96 96.34 2557160
Аэрофлот D 4/26/2019 0 96.4 97.12 96 97.12 2487010
Аэрофлот D 4/29/2019 0 96.86 97.5 96.54 96.98 1843500
Аэрофлот D 4/30/2019 0 96.74 97.3 96.32 96.32 3902950
Аэрофлот D 5/2/2019 0 96.44 96.86 95.52 96.86 1433820
Аэрофлот D 5/3/2019 0 96.9 96.98 96.14 96.7 1409820
Аэрофлот D 5/6/2019 0 93.6 95.56 92.7 94.94 6252540
Аэрофлот D 5/7/2019 0 95 95.42 94.3 94.5 2556300
Аэрофлот D 5/8/2019 0 94.5 94.98 94.24 94.24 2476540
Аэрофлот D 5/10/2019 0 94.3 94.58 92.9 92.9 2497240
Аэрофлот D 5/13/2019 0 93.5 93.7 91.16 91.28 3442810
Аэрофлот D 5/14/2019 0 91.22 92.9 91.22 91.6 2676030
Аэрофлот D 5/15/2019 0 92 92.3 90.08 90.08 3805870
Аэрофлот D 5/16/2019 0 90.38 92.96 90.12 91.68 5226630
Аэрофлот D 5/17/2019 0 91.68 92.48 91.02 91.96 2428440
Аэрофлот D 5/20/2019 0 92.2 92.2 90.84 91.08 2317150
Аэрофлот D 5/21/2019 0 91.28 91.6 90.32 90.76 2203830
Аэрофлот D 5/22/2019 0 90.58 91.38 90.2 91 2155550
Аэрофлот D 5/23/2019 0 91.3 91.48 90.6 90.74 2702960
Аэрофлот D 5/24/2019 0 90.98 91.72 90.94 91 3343510
Аэрофлот D 5/27/2019 0 91.2 91.44 90.64 91.2 1457500
Аэрофлот D 5/28/2019 0 91.2 91.58 90.68 90.68 3019680
Аэрофлот D 5/29/2019 0 90.5 91.2 89.7 91.12 3249600
Аэрофлот D 5/30/2019 0 91.12 91.48 90.36 90.42 1291480
Аэрофлот D 5/31/2019 0 90.5 94.6 90.5 93.8 14350660
Аэрофлот D 6/3/2019 0 93.4 96.8 93.22 96.8 15744000
Аэрофлот D 6/4/2019 0 97.04 98.5 95.76 96.34 5721930
Аэрофлот D 6/5/2019 0 96.4 96.84 94.5 96.1 3489930
Аэрофлот D 6/6/2019 0 95.98 97.36 95.56 96.02 3743950
Аэрофлот D 6/7/2019 0 96 96.7 95.24 95.86 2084950
Аэрофлот D 6/10/2019 0 95.8 96.62 95 95.4 2322510
Аэрофлот D 6/11/2019 0 95.5 96.86 95.12 95.6 3687660
Аэрофлот D 6/13/2019 0 95.7 98.4 95.44 98.18 7163650
Аэрофлот D 6/14/2019 0 98.32 98.8 97.16 97.66 5472880
Аэрофлот D 6/17/2019 0 97.94 100.82 97.78 100.38 10725410
Аэрофлот D 6/18/2019 0 100 101.82 99.02 99.3 9208180
Аэрофлот D 6/19/2019 0 99.32 99.92 98.34 99.26 5089000
Аэрофлот D 6/20/2019 0 98.88 99.88 97.32 98.9 7583800
Аэрофлот D 6/21/2019 0 99.2 100.66 98.98 100.04 6978290
Аэрофлот D 6/24/2019 0 100.2 100.88 99.82 100.24 2414930
Аэрофлот D 6/25/2019 0 100.18 102.2 99.9 101.3 7631310
Аэрофлот D 6/26/2019 0 101.3 102.4 101.04 101.52 3172120
Аэрофлот D 6/27/2019 0 101.54 102.8 101.3 102.32 4540920
Аэрофлот D 6/28/2019 0 102.34 102.74 101.22 101.76 2765320
Аэрофлот D 7/1/2019 0 102.12 102.3 100.06 101.46 4893200
Аэрофлот D 7/2/2019 0 101.06 101.38 100.7 100.9 2962100
Аэрофлот D 7/3/2019 0 101.48 104.6 101.22 104.6 12478870
Аэрофлот D 7/4/2019 0 102.52 110.8 102.44 110.6 28317310
Аэрофлот D 7/5/2019 0 110.94 112.8 108.2 110 14924500
Аэрофлот D 7/8/2019 0 108.98 110.32 107.54 108.5 5084850
Аэрофлот D 7/9/2019 0 108 108.76 105.56 106.94 6355120
Аэрофлот D 7/10/2019 0 106.9 109.84 106.42 108.62 7019120
Аэрофлот D 7/11/2019 0 109.16 109.48 106.7 107.82 4733330
Аэрофлот D 7/12/2019 0 107.52 109.8 107 109.08 4809300
Аэрофлот D 7/15/2019 0 109.5 111.32 108.5 108.5 4487320
Аэрофлот D 7/16/2019 0 108.7 109.34 107.56 107.7 4093090
Аэрофлот D 7/17/2019 0 107.6 108.34 106.26 108.2 2950760
Аэрофлот D 7/18/2019 0 107.96 108.64 107.04 107.54 1443470
Аэрофлот D 7/19/2019 0 107.86 108.62 107.62 108.02 2045000
Аэрофлот D 7/22/2019 0 108 108.54 107.6 108.2 1576220
Аэрофлот D 7/23/2019 0 108.08 108.22 107.36 108.1 3518800
Аэрофлот D 7/24/2019 0 108.32 109.82 106.54 106.78 4126120
Аэрофлот D 7/25/2019 0 107.3 108.36 105.68 107.5 3423480
Аэрофлот D 7/26/2019 0 107.98 108.14 107.2 107.58 1488400
Аэрофлот D 7/29/2019 0 107.7 108.3 107.22 107.3 988800
Аэрофлот D 7/30/2019 0 107 107.5 106.6 106.72 1568100
Аэрофлот D 7/31/2019 0 106.7 108.08 106.7 106.94 3712630
Аэрофлот D 8/1/2019 0 107.24 109.74 106.32 107.7 3725040
Аэрофлот D 8/2/2019 0 105.56 107.26 104.5 106.62 4852010
Аэрофлот D 8/5/2019 0 106.62 106.82 102.6 103.5 4889580
Аэрофлот D 8/6/2019 0 103.38 106 103.2 104.7 3727590
Аэрофлот D 8/7/2019 0 104.56 105.82 103.6 105.28 4285790
Аэрофлот D 8/8/2019 0 105.36 109.08 105.12 108.88 6220580
Аэрофлот D 8/9/2019 0 109.28 110.36 107.4 108.8 6687270
Аэрофлот D 8/12/2019 0 109.1 111 109.1 110.5 5033260
Аэрофлот D 8/13/2019 0 110.3 111.96 110.08 110.36 6385450
Аэрофлот D 8/14/2019 0 110.6 111.36 110.18 110.86 4705410
Аэрофлот D 8/15/2019 0 110.98 112.42 110.5 112.3 6050700
Аэрофлот D 8/16/2019 0 112.3 112.48 108.8 110.4 5243690
Аэрофлот D 8/19/2019 0 110.98 111.26 108.76 109.4 2674200
Аэрофлот D 8/20/2019 0 109.48 109.6 108.22 109.24 3469970
Аэрофлот D 8/21/2019 0 108.6 111.7 108.6 111.3 3821370
Аэрофлот D 8/22/2019 0 111.4 111.84 102 110 8945990
Аэрофлот D 8/23/2019 0 110 110.36 108.32 108.56 2898700
Аэрофлот D 8/26/2019 0 108.5 109.52 107.6 109.38 1977640
Аэрофлот D 8/27/2019 0 109.3 109.84 108.54 109.02 4410230
Аэрофлот D 8/28/2019 0 108.86 109.6 108.7 109.4 4162070
Аэрофлот D 8/29/2019 0 109.5 109.7 108.56 109 3432750
Аэрофлот D 8/30/2019 0 108.8 110.32 107.72 109.74 8116170
Аэрофлот D 9/2/2019 0 109.56 109.74 107.8 107.84 4235100
<OPENINT>longreturns for close prices <CLOSE>
0
0 -0.0039486725 Mean 101.35761905
0 0 Standard Error 0.4382576192
0 0.0094507496 Median 100.31
115
0 0.0297319198 Mode 100.04
0 -0.0045757944 Standard Deviation 5.6804679783 110
0 0.0147954141 Sample Variance 32.267716453
0 0.0071294861 Kurtosis -0.944573906 105
0 0.0131861879 Skewness -0.01934852
100
0 0.0060701005 Range 22.22
0 -0.019069355 Minimum 90.08
95
0 -0.011278315 Maximum 112.3
0 -0.0053070633 Sum 17028.08 90
0 0.0015191799 Count 168
0 -0.0001897713 Largest(1) 112.3 85
1/3/2019 2/3/2019 3/3/2019 4/3/201
0 0.0030320281 Smallest(1) 90.08
0 0.0009456265 Confidence Level(95,0%) 0.8652392893
0 0.0028315262 This chart isn't available in your ver
0 0.0232893619 1st quartile 97.21
0 -0.0062811956 3rd quartile 106.94 Editing this shape or saving this wo
permanently break the chart.
0 -0.0253368156 IQR 9.73
0 -0.026776135
0 -0.0017586717 the normal range
0 -0.0025457764 x min 82.615
0 -0.0037324471 x max 121.535
0 0.0027515741
0 -0.0011783191
0 0.0089984958
0 -0.02524291
0 0.0121093291
0 0.0025618302
0 -0.0086974258
0 -0.0073727543 This chart isn't available in your vers
0 0.00039992
0 -0.00039992 Editing this shape or saving this wor
permanently break the chart.
0 0.0011992806
0 -0.0007993606
0 -0.0106522965
0 -0.0130162505
0 -0.0061601838
0 -0.0035076896
0 0.0164005316
0 -0.0215813535
0 0.0191383555
0 0.0157738356
0 0.0239876701
0 -0.0185849556
0 0.002789958
0 -0.0083933346 <
0 0.0042054733
30000000
0 -0.0016000003
0 -0.0046143125 25000000
0 -0.0125456927
0 -0.0094108714 20000000
0 0.0036930694
0 -0.0067810801 15000000

0 0.0002061643
10000000
0 -0.0095278268
0 0.0062240865 5000000
0 -0.0041450837
0 0.0152517383 0
80 85 90
0 0.0059141602
0 0.0014223308
0 -0.0014223308 5) 1. The distribution of data is assymet
0 0.0119253561 it is shown from the statistical histogra
0 -0.0096911722 (skeweness>0, kurtosis <0, the bins in t
0 -0.0136862518 assymetrically).
0 0.0008223685
0 0.0110362861 5) 2. The distribution of data is large le
0 -0.0018309434 From the discriptive statistics we can se
0 0.0050776995 |Skeweness| <0,5, and from the statisti
0 0.0040436772 we can see that the most values are clu
0 -0.0050571565 of the distribution while the left tail of t
0 -0.0063066021
0 -0.0040899853 5) 3. From the visual supplementaries w
0 0 distribution of data has an arbitrary for
0 -0.0082304991
0 -0.0049710127 >0
0 0.0002076196 <0
0 0.0080637261 Due to conditional formatting we can se
0 -0.0014425556 is fluctating over the given period, the s
0 -0.0068287901 and in the early of July the close price
0 0.0055906554 again edges down, goes up, such tende
0 -0.0016532345
0 -0.0183682893 The time plot of longreturns for close p
0 -0.0046452786 permanent fluctations in close prices.
0 -0.0027551146 Acrually, all log-returns are between -0
0 -0.0143210741 where they decrease (< -0,02) or increa
0 -0.0175919403 All in all, the decreases and increases in
0 0.0034995661 almost the same periodicity. The pecul
0 -0.0167331073 of conditional formatting are similar to
0 0.0176060886
0 0.0030494469 Prediction
0 -0.0096154587 After increasing the trend line for the ti
0 -0.0035195813 prices for 30 periods, we can see that th
0 0.0026408466
0 -0.0028612323 According to the trend line on the time
0 0.0028612323 the close price is gradually falling, as it
0 0.0021953906 of the fact that the line of time plot has
0 -0.0057180714
0 0.0048404935
0 -0.0077118373
0 0.0366993741
0 0.0314821383
0 -0.0047633931
0 -0.0024942852
0 -0.0008328129
0 -0.0016677094
0 -0.0048102153
0 0.0020942416
0 0.0266297086
0 -0.00531047
0 0.0274709256
0 -0.0108174132
0 -0.0004029009
0 -0.0036334315
0 0.0114608674
0 0.0019972046
0 0.0105191007
0 0.0021694122
0 0.0078493339
0 -0.0054880577
0 -0.0029524675
0 -0.0055347048
0 0.0360136243
0 0.0557765375
0 -0.0054397233
0 -0.0137301928
0 -0.0144822435
0 0.0155876231
0 -0.0073923826
0 0.011618388
0 -0.005331385
0 -0.0074005888
0 0.0046317823
0 -0.006118495
0 0.0044535238
0 0.0016649712
0 -0.0009246418
0 -0.0122860816
0 0.0067202045
0 0.0007439093
0 -0.0026061072
0 -0.0054200675
0 0.0020593474
0 0.0070816546
0 -0.0100784728
0 -0.0296994987
0 0.0115275052
0 0.0055243497
0 0.0336228908
0 -0.0007350239
0 0.0155041865
0 -0.0012677716
0 0.0045203946
0 0.0129057178
0 -0.0170637279
0 -0.0090992439
0 -0.0014635934
0 0.0186819617
0 -0.0117488925
0 -0.0131773503
0 0.0075250424
0 -0.0032967063
0 0.0034795384
0 -0.0036630078
0 0.0067660494
0 -0.0174652845
<CLOSE> Japanese candlestick histogram for the A
25

20

15

10

0
8/1/2019 8/8/2019 8/15/2019 8/2
3/2019 3/3/2019 4/3/2019 5/3/2019 6/3/2019 7/3/2019 8/3/2019 Col umn H

sn't available in your version of Excel.


longreturns for close prices
shape or saving this workbook into a different file format will
y break the chart. 0.08

0.06

0.04

0.02

0
1 7 13 19 25 31 37 43 49 55 61 67 73 79 85 91 97 03 09 15
1 1 1
-0.02

-0.04

n't available in your version of Excel.


<Dependence of close prices on open
shape or saving this workbook into a different file format will
break the chart. 115

110

105

100

95

90

85
85 90 95 100 105
95

90

85
85 90 95 100 105

<VOLUME>

85 90 95 100 105 110 115

ution of data is assymetric,


m the statistical histogram and descriptive statistics
kurtosis <0, the bins in the histogram are situated

bution of data is large left-skewed.


ptive statistics we can see that
0,5, and from the statistical histogram
the most values are clustered around the right tail
on while the left tail of the distribution is longer.

isual supplementaries we can see that the


data has an arbitrary form.

max
min
nal formatting we can see that the close price
r the given period, the sharpest decrease is in the early of August(-0,029 - blue color),
y of July the close price has the strongest increase in price(0,0557- yellow color), and then the trend
wn, goes up, such tendency seems to be periodic.

f longreturns for close prices shows us


tations in close prices.
-returns are between -0,02 and 0,03, except for a few times
crease (< -0,02) or increase (> 0,03).
ecreases and increases in log-returns replace each other with
me periodicity. The peculiarities that were pointed out on the base
ormatting are similar to ones in description of time plot.

the trend line for the time plot of the log-returns for close
riods, we can see that the price will continue to gradually fall.

e trend line on the time plot of close prices of Аэрофлот,


s gradually falling, as it has a decreasing trendline, in spite
the line of time plot has sharp fluctations, both ups and downs, downs are still prevailing.
andlestick histogram for the August 2019

2019 8/15/2019 8/22/2019 8/29/2019


Col umn H

longreturns for close prices

3 49 55 61 67 73 79 85 91 97 03 09 15 21 27 33 39 45 51 57 63
1 1 1 1 1 1 1 1 1 1 1

dence of close prices on open prices>

95 100 105 110 115


95 100 105 110 115

0.055776537
-0.029699499
<CLOSE Аэрофлот> <CLOSE ТГК_1>
101.5 0.00815 Аэрофлот to ТГК_1 correlation coef 0.515535
101.1 0.008304
101.1 0.008256
102.06 0.008362
105.14 0.0088 Price dependance Аэрофлот to ТГК_1
104.66 0.008728 0.0115
106.22 0.00872
0.011
106.98 0.00881
108.4 0.00882 0.0105
109.06 0.009028
107 0.00904 0.01

105.8 0.009248 0.0095


105.24 0.009124
105.4 0.009168 0.009

105.38 0.0093 0.0085


105.7 0.009382
105.8 0.009214 0.008
85 90 95 100 105 110
106.1 0.009124
108.6 0.00912
107.92 0.00917 Correlation ratio 0.515535
105.22 0.0091 The calculation of correlation ratio proven the presence of mode
102.44 0.009132 and ТГК_1. All in all, we should resort to diferent methods of re
102.26 0.00915 as it is not always enough to use only scatter plot.
102 0.009002
101.62 0.00891
101.9 0.008902
101.78 0.008926
102.7 0.00889
100.14 0.008806
101.36 0.008646
101.62 0.008654
100.74 0.00868
100 0.00858
100.04 0.008644
100 0.008608
100.12 0.008718
100.04 0.008702
98.98 0.008674
97.7 0.008644
97.1 0.00849
96.76 0.00854
98.36 0.008612
96.26 0.008538
98.12 0.00855
99.68 0.00849
102.1 0.008516
100.22 0.008558
100.5 0.00852
99.66 0.008776
100.08 0.008718
99.92 0.00867
99.46 0.00865
98.22 0.00856
97.3 0.008504
97.66 0.00847
97 0.008364
97.02 0.00856
96.1 0.008418
96.7 0.008438
96.3 0.00844
97.78 0.00861
98.36 0.008608
98.5 0.008606
98.36 0.008554
99.54 0.00855
98.58 0.008684
97.24 0.008702
97.32 0.008522
98.4 0.008508
98.22 0.008528
98.72 0.008516
99.12 0.00853
98.62 0.008532
98 0.008578
97.6 0.00878
97.6 0.008908
96.8 0.008766
96.32 0.00878
96.34 0.008758
97.12 0.008762
96.98 0.0088
96.32 0.008912
96.86 0.009104
96.7 0.009334
94.94 0.00929
94.5 0.009226
94.24 0.008966
92.9 0.00882
91.28 0.008722
91.6 0.00881
90.08 0.00896
91.68 0.00915
91.96 0.00928
91.08 0.00929
90.76 0.00926
91 0.009276
90.74 0.009386
91 0.009448
91.2 0.009636
90.68 0.009466
91.12 0.0093
90.42 0.009308
93.8 0.00927
96.8 0.00944
96.34 0.009352
96.1 0.009428
96.02 0.009704
95.86 0.009926
95.4 0.0099
95.6 0.009976
98.18 0.010012
97.66 0.01017
100.38 0.010626
99.3 0.010834
99.26 0.01079
98.9 0.010842
100.04 0.0108
100.24 0.010874
101.3 0.010408
101.52 0.010438
102.32 0.010456
101.76 0.0105
101.46 0.010848
100.9 0.010796
104.6 0.0111
110.6 0.01108
110 0.010878
108.5 0.0104
106.94 0.01016
108.62 0.010302
107.82 0.010298
109.08 0.01026
108.5 0.01001
107.7 0.009952
108.2 0.009972
107.54 0.009988
108.02 0.01024
108.2 0.010248
108.1 0.010172
106.78 0.0099
107.5 0.009904
107.58 0.009904
107.3 0.0102
106.72 0.01029
106.94 0.010322
107.7 0.010256
106.62 0.0101
103.5 0.010278
104.7 0.010318
105.28 0.01029
108.88 0.010262
108.8 0.010288
110.5 0.010294
110.36 0.01031
110.86 0.01018
112.3 0.010158
110.4 0.0103
109.4 0.010488
109.24 0.010476
111.3 0.0106
110 0.01059
108.56 0.010614
109.38 0.010786
109.02 0.01079
109.4 0.0108
109 0.010676
109.74 0.01087
107.84 0.01095
от to ТГК_1

105 110 115

en the presence of moderate positive correlation between Аэрофлот


o diferent methods of revealing dependence between tickers,
<TICKER> <PER> <DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <VOL>
ТГК-1 D 1/3/2019 0 0.0079 0.008272 0.0079 0.00815 603200000
ТГК-1 D 1/4/2019 0 0.008188 0.00832 0.008188 0.008304 513500000
ТГК-1 D 1/8/2019 0 0.008318 0.008368 0.0082 0.008256 523000000
ТГК-1 D 1/9/2019 0 0.0083 0.0084 0.008118 0.008362 602200000
ТГК-1 D 1/10/2019 0 0.008396 0.0089 0.0083 0.0088 3321000000
ТГК-1 D 1/11/2019 0 0.008706 0.008882 0.008612 0.008728 2296100000
ТГК-1 D 1/14/2019 0 0.008676 0.008762 0.008622 0.00872 1117900000
ТГК-1 D 1/15/2019 0 0.008734 0.008828 0.008726 0.00881 673500000
ТГК-1 D 1/16/2019 0 0.008796 0.00889 0.00872 0.00882 992100000
ТГК-1 D 1/17/2019 0 0.00882 0.0091 0.008804 0.009028 1398500000
ТГК-1 D 1/18/2019 0 0.009176 0.00919 0.008948 0.00904 1677200000
ТГК-1 D 1/21/2019 0 0.009098 0.0095 0.009042 0.009248 2347700000
ТГК-1 D 1/22/2019 0 0.009288 0.009288 0.00897 0.009124 2114000000
ТГК-1 D 1/23/2019 0 0.009092 0.009396 0.00909 0.009168 2423700000
ТГК-1 D 1/24/2019 0 0.009168 0.009328 0.009142 0.0093 1840000000
ТГК-1 D 1/25/2019 0 0.009206 0.009516 0.009206 0.009382 803800000
ТГК-1 D 1/28/2019 0 0.00932 0.009496 0.009202 0.009214 664100000
ТГК-1 D 1/29/2019 0 0.0092 0.009228 0.009 0.009124 1016600000
ТГК-1 D 1/30/2019 0 0.009102 0.009142 0.009034 0.00912 1084400000
ТГК-1 D 1/31/2019 0 0.009128 0.00922 0.009062 0.00917 678900000
ТГК-1 D 2/1/2019 0 0.00917 0.009172 0.00901 0.0091 717900000
ТГК-1 D 2/4/2019 0 0.0092 0.009206 0.009022 0.009132 927200000
ТГК-1 D 2/5/2019 0 0.009168 0.009234 0.009148 0.00915 549000000
ТГК-1 D 2/6/2019 0 0.00923 0.009278 0.008996 0.009002 1576100000
ТГК-1 D 2/7/2019 0 0.009 0.009048 0.00885 0.00891 1259100000
ТГК-1 D 2/8/2019 0 0.00896 0.00903 0.008856 0.008902 884300000
ТГК-1 D 2/11/2019 0 0.0089 0.008998 0.008856 0.008926 575900000
ТГК-1 D 2/12/2019 0 0.009 0.009026 0.008886 0.00889 848600000
ТГК-1 D 2/13/2019 0 0.00892 0.008974 0.007322 0.008806 2315300000
ТГК-1 D 2/14/2019 0 0.00872 0.008756 0.008558 0.008646 1473700000
ТГК-1 D 2/15/2019 0 0.008604 0.00869 0.008564 0.008654 275200000
ТГК-1 D 2/18/2019 0 0.00866 0.00879 0.008578 0.00868 1041600000
ТГК-1 D 2/19/2019 0 0.008752 0.008754 0.008556 0.00858 648000000
ТГК-1 D 2/20/2019 0 0.008638 0.008696 0.008564 0.008644 950000000
ТГК-1 D 2/21/2019 0 0.008688 0.008728 0.008602 0.008608 533700000
ТГК-1 D 2/22/2019 0 0.008604 0.00874 0.0086 0.008718 1113000000
ТГК-1 D 2/25/2019 0 0.00867 0.008796 0.008646 0.008702 423100000
ТГК-1 D 2/26/2019 0 0.008706 0.008754 0.00861 0.008674 325800000
ТГК-1 D 2/27/2019 0 0.008734 0.008734 0.008578 0.008644 637300000
ТГК-1 D 2/28/2019 0 0.008662 0.008678 0.00847 0.00849 1336900000
ТГК-1 D 3/1/2019 0 0.00846 0.00859 0.00846 0.00854 828100000
ТГК-1 D 3/4/2019 0 0.008598 0.00867 0.008554 0.008612 622800000
ТГК-1 D 3/5/2019 0 0.008614 0.008698 0.0085 0.008538 663600000
ТГК-1 D 3/6/2019 0 0.008572 0.00861 0.008486 0.00855 224500000
ТГК-1 D 3/7/2019 0 0.008598 0.008598 0.00849 0.00849 272300000
ТГК-1 D 3/11/2019 0 0.0085 0.008578 0.008422 0.008516 1658900000
ТГК-1 D 3/12/2019 0 0.008526 0.008644 0.0085 0.008558 637800000
ТГК-1 D 3/13/2019 0 0.008576 0.008586 0.008474 0.00852 596600000
ТГК-1 D 3/14/2019 0 0.008678 0.00921 0.008634 0.008776 6554600000
ТГК-1 D 3/15/2019 0 0.0088 0.008872 0.008634 0.008718 1469500000
ТГК-1 D 3/18/2019 0 0.008776 0.008776 0.008622 0.00867 930700000
ТГК-1 D 3/19/2019 0 0.008632 0.008754 0.008602 0.00865 694100000
ТГК-1 D 3/20/2019 0 0.00868 0.00868 0.008524 0.00856 568800000
ТГК-1 D 3/21/2019 0 0.008568 0.00862 0.008412 0.008504 1616900000
ТГК-1 D 3/22/2019 0 0.008504 0.008532 0.008414 0.00847 833400000
ТГК-1 D 3/25/2019 0 0.008442 0.008488 0.008262 0.008364 1784700000
ТГК-1 D 3/26/2019 0 0.00842 0.008766 0.008362 0.00856 4918900000
ТГК-1 D 3/27/2019 0 0.008536 0.008596 0.008416 0.008418 1233700000
ТГК-1 D 3/28/2019 0 0.008456 0.008492 0.008402 0.008438 436600000
ТГК-1 D 3/29/2019 0 0.008494 0.0085 0.008376 0.00844 786100000
ТГК-1 D 4/1/2019 0 0.00875 0.00875 0.00853 0.00861 1694400000
ТГК-1 D 4/2/2019 0 0.008628 0.008664 0.008572 0.008608 1335900000
ТГК-1 D 4/3/2019 0 0.008658 0.008696 0.008558 0.008606 1026200000
ТГК-1 D 4/4/2019 0 0.008646 0.008646 0.008532 0.008554 1888000000
ТГК-1 D 4/5/2019 0 0.008534 0.008612 0.008512 0.00855 2650600000
ТГК-1 D 4/8/2019 0 0.008594 0.00875 0.008562 0.008684 1874900000
ТГК-1 D 4/9/2019 0 0.008646 0.008748 0.00861 0.008702 994200000
ТГК-1 D 4/10/2019 0 0.008724 0.00881 0.00848 0.008522 7012000000
ТГК-1 D 4/11/2019 0 0.008588 0.00862 0.008486 0.008508 3788100000
ТГК-1 D 4/12/2019 0 0.008502 0.008586 0.008498 0.008528 995400000
ТГК-1 D 4/15/2019 0 0.008522 0.008576 0.008506 0.008516 1573100000
ТГК-1 D 4/16/2019 0 0.00857 0.008572 0.00851 0.00853 501100000
ТГК-1 D 4/17/2019 0 0.008532 0.008576 0.008506 0.008532 756900000
ТГК-1 D 4/18/2019 0 0.008554 0.00867 0.008464 0.008578 2351600000
ТГК-1 D 4/19/2019 0 0.008576 0.008786 0.008576 0.00878 5112300000
ТГК-1 D 4/22/2019 0 0.0088 0.009028 0.0088 0.008908 3220600000
ТГК-1 D 4/23/2019 0 0.008938 0.008946 0.008756 0.008766 1975300000
ТГК-1 D 4/24/2019 0 0.008778 0.008848 0.00874 0.00878 880300000
ТГК-1 D 4/25/2019 0 0.00881 0.00881 0.008712 0.008758 944300000
ТГК-1 D 4/26/2019 0 0.008702 0.008792 0.008692 0.008762 1088300000
ТГК-1 D 4/29/2019 0 0.008766 0.008822 0.008764 0.0088 628800000
ТГК-1 D 4/30/2019 0 0.00883 0.008998 0.008798 0.008912 2818400000
ТГК-1 D 5/2/2019 0 0.008986 0.009196 0.008908 0.009104 2586400000
ТГК-1 D 5/3/2019 0 0.00902 0.00937 0.00902 0.009334 2595300000
ТГК-1 D 5/6/2019 0 0.00912 0.009308 0.00912 0.00929 1139000000
ТГК-1 D 5/7/2019 0 0.009334 0.009334 0.00918 0.009226 1879900000
ТГК-1 D 5/8/2019 0 0.009226 0.009226 0.008916 0.008966 2919300000
ТГК-1 D 5/10/2019 0 0.00891 0.00891 0.008778 0.00882 1992200000
ТГК-1 D 5/13/2019 0 0.008762 0.008846 0.008624 0.008722 1676300000
ТГК-1 D 5/14/2019 0 0.008792 0.008892 0.008664 0.00881 1925300000
ТГК-1 D 5/15/2019 0 0.008802 0.009094 0.008802 0.00896 2450900000
ТГК-1 D 5/16/2019 0 0.008994 0.009178 0.008914 0.00915 1404400000
ТГК-1 D 5/17/2019 0 0.009156 0.0093 0.009052 0.00928 1726900000
ТГК-1 D 5/20/2019 0 0.009218 0.00933 0.009064 0.00929 3259200000
ТГК-1 D 5/21/2019 0 0.009294 0.0093 0.0092 0.00926 947400000
ТГК-1 D 5/22/2019 0 0.009284 0.009322 0.0092 0.009276 1904700000
ТГК-1 D 5/23/2019 0 0.009204 0.00954 0.009156 0.009386 3959400000
ТГК-1 D 5/24/2019 0 0.009302 0.00955 0.009302 0.009448 2659100000
ТГК-1 D 5/27/2019 0 0.009436 0.0098 0.00932 0.009636 1788000000
ТГК-1 D 5/28/2019 0 0.009662 0.009878 0.009436 0.009466 7760000000
ТГК-1 D 5/29/2019 0 0.009468 0.009638 0.009228 0.0093 6818700000
ТГК-1 D 5/30/2019 0 0.00938 0.009398 0.009284 0.009308 3279700000
ТГК-1 D 5/31/2019 0 0.00927 0.009352 0.009212 0.00927 2256400000
ТГК-1 D 6/3/2019 0 0.009304 0.00945 0.009004 0.00944 5168900000
ТГК-1 D 6/4/2019 0 0.00942 0.0095 0.009324 0.009352 3514000000
ТГК-1 D 6/5/2019 0 0.009398 0.00947 0.00927 0.009428 3105400000
ТГК-1 D 6/6/2019 0 0.009466 0.00973 0.009466 0.009704 4206400000
ТГК-1 D 6/7/2019 0 0.009674 0.009964 0.00967 0.009926 2706000000
ТГК-1 D 6/10/2019 0 0.009946 0.010168 0.009804 0.0099 6344800000
ТГК-1 D 6/11/2019 0 0.009984 0.010054 0.009802 0.009976 2459500000
ТГК-1 D 6/13/2019 0 0.009956 0.01014 0.009956 0.010012 6128400000
ТГК-1 D 6/14/2019 0 0.010012 0.0102 0.009952 0.01017 3684000000
ТГК-1 D 6/17/2019 0 0.010164 0.01075 0.010034 0.010626 8406400000
ТГК-1 D 6/18/2019 0 0.010626 0.01098 0.01062 0.010834 5014700000
ТГК-1 D 6/19/2019 0 0.01075 0.01105 0.010638 0.01079 4288300000
ТГК-1 D 6/20/2019 0 0.01079 0.011 0.010712 0.010842 2555100000
ТГК-1 D 6/21/2019 0 0.010842 0.010908 0.010512 0.0108 2997500000
ТГК-1 D 6/24/2019 0 0.01074 0.010928 0.010596 0.010874 7169200000
ТГК-1 D 6/25/2019 0 0.01033 0.010626 0.010312 0.010408 5063000000
ТГК-1 D 6/26/2019 0 0.010412 0.0105 0.0104 0.010438 1334600000
ТГК-1 D 6/27/2019 0 0.010476 0.0105 0.010374 0.010456 2399500000
ТГК-1 D 6/28/2019 0 0.010456 0.010554 0.01042 0.0105 2178100000
ТГК-1 D 7/1/2019 0 0.010594 0.01088 0.010452 0.010848 4431500000
ТГК-1 D 7/2/2019 0 0.01096 0.01124 0.010748 0.010796 5477200000
ТГК-1 D 7/3/2019 0 0.0108 0.011122 0.010724 0.0111 3625200000
ТГК-1 D 7/4/2019 0 0.011102 0.011218 0.011014 0.01108 3050900000
ТГК-1 D 7/5/2019 0 0.011002 0.0111 0.010618 0.010878 6483700000
ТГК-1 D 7/8/2019 0 0.010878 0.010932 0.0104 0.0104 5724800000
ТГК-1 D 7/9/2019 0 0.010422 0.010444 0.010026 0.01016 7776500000
ТГК-1 D 7/10/2019 0 0.01022 0.010388 0.010116 0.010302 2991300000
ТГК-1 D 7/11/2019 0 0.01029 0.010588 0.010232 0.010298 5036700000
ТГК-1 D 7/12/2019 0 0.010372 0.010374 0.010144 0.01026 1484900000
ТГК-1 D 7/15/2019 0 0.010202 0.010356 0.01001 0.01001 1919900000
ТГК-1 D 7/16/2019 0 0.010056 0.010094 0.00992 0.009952 5137500000
ТГК-1 D 7/17/2019 0 0.00993 0.010416 0.009914 0.009972 5102900000
ТГК-1 D 7/18/2019 0 0.009978 0.010166 0.009972 0.009988 3522000000
ТГК-1 D 7/19/2019 0 0.010086 0.01024 0.010054 0.01024 3819100000
ТГК-1 D 7/22/2019 0 0.01024 0.010396 0.0102 0.010248 1857900000
ТГК-1 D 7/23/2019 0 0.01022 0.01034 0.01013 0.010172 2344300000
ТГК-1 D 7/24/2019 0 0.010172 0.01027 0.009826 0.0099 4014200000
ТГК-1 D 7/25/2019 0 0.009906 0.010038 0.0097 0.009904 6505500000
ТГК-1 D 7/26/2019 0 0.00996 0.010052 0.00985 0.009904 1332000000
ТГК-1 D 7/29/2019 0 0.009998 0.0103 0.009994 0.0102 3258000000
ТГК-1 D 7/30/2019 0 0.010236 0.010418 0.010126 0.01029 6563300000
ТГК-1 D 7/31/2019 0 0.01032 0.010452 0.010224 0.010322 2342700000
ТГК-1 D 8/1/2019 0 0.010302 0.010354 0.010204 0.010256 1329100000
ТГК-1 D 8/2/2019 0 0.010204 0.010256 0.009978 0.0101 1964300000
ТГК-1 D 8/5/2019 0 0.010298 0.010498 0.0101 0.010278 3839900000
ТГК-1 D 8/6/2019 0 0.0103 0.010494 0.01025 0.010318 3187500000
ТГК-1 D 8/7/2019 0 0.010318 0.010396 0.010226 0.01029 1965300000
ТГК-1 D 8/8/2019 0 0.01039 0.01039 0.010238 0.010262 2759500000
ТГК-1 D 8/9/2019 0 0.010366 0.010398 0.01024 0.010288 2667900000
ТГК-1 D 8/12/2019 0 0.01036 0.01036 0.010242 0.010294 1196800000
ТГК-1 D 8/13/2019 0 0.010296 0.010342 0.010222 0.01031 1763400000
ТГК-1 D 8/14/2019 0 0.010324 0.010386 0.01012 0.01018 3095700000
ТГК-1 D 8/15/2019 0 0.01018 0.010268 0.01002 0.010158 3380200000
ТГК-1 D 8/16/2019 0 0.010198 0.01039 0.010028 0.0103 1373700000
ТГК-1 D 8/19/2019 0 0.01037 0.01049 0.010338 0.010488 5967800000
ТГК-1 D 8/20/2019 0 0.010494 0.010742 0.010356 0.010476 4357400000
ТГК-1 D 8/21/2019 0 0.010488 0.01065 0.010472 0.0106 1831100000
ТГК-1 D 8/22/2019 0 0.010648 0.01074 0.01055 0.01059 4302300000
ТГК-1 D 8/23/2019 0 0.01065 0.01072 0.01035 0.010614 8364400000
ТГК-1 D 8/26/2019 0 0.010594 0.01082 0.010532 0.010786 1527300000
ТГК-1 D 8/27/2019 0 0.010786 0.010866 0.01075 0.01079 1974800000
ТГК-1 D 8/28/2019 0 0.010792 0.010868 0.010554 0.0108 2737600000
ТГК-1 D 8/29/2019 0 0.010792 0.010858 0.01055 0.010676 5765100000
ТГК-1 D 8/30/2019 0 0.010764 0.01095 0.010676 0.01087 2244900000
ТГК-1 D 9/2/2019 0 0.01087 0.010996 0.010802 0.01095 1682500000
<OPENINT>longreturns for close prices <CLOSE>
0
0 0.0187193992 Mean 0.0094094524
0 -0.0057971177 Standard Error 6.341332E-05
0 0.0127574242 Median 0.009169
0.0115
0 0.0510540885 Mode 0.0088
0 -0.008215473 Standard Deviation 0.0008219306 0.011
0 -0.0009170106 Sample Variance 6.755699E-07
0.0105
0 0.010268202 Kurtosis -1.219112167
0 0.0011344301 Skewness 0.4551283915 0.01
0 0.0233089889 Range 0.00295
0.0095
0 0.0013283154 Minimum 0.00815
0 0.0227481375 Maximum 0.0111 0.009
0 -0.0134990075 Sum 1.580788
0.0085
0 0.0048108556 Count 168
0 0.0142952402 Largest(1) 0.0111 0.008
1/3/2019 2/3/2019 3/3/2019 4/3
0 0.0087785597 Smallest(1) 0.00815
0 -0.0180688934 Confidence Level(95,0%) 0.0001251951
0 -0.0098157621 This chart isn't available in your v
0 -0.0004385003
0 0.0054674822 1st quatile 0.0086785 Editing this shape or saving this w
permanently break the chart.
0 -0.0076628727 3rd quatile 0.010242
0 0.0035103151 IQR 0.0015635
0 0.0019691506
0 -0.0163071044 the normal range
0 -0.0102725334 x min 0.00633325
0 -0.0008982709 x max 0.01258725
0 0.0026923956
0 -0.0040413167
0 -0.0094937422
0 -0.0183365211
0 0.0009248556
0 0.0029998869
0 -0.0115876152
0 0.0074315251 This chart isn't available in your
0 -0.0041734352
Editing this shape or saving this
0 0.0126978504 permanently break the chart.
0 -0.0018369695
0 -0.0032228389
0 -0.0034646068
0 -0.0179764383
0 0.0058720075
0 0.0083955717
0 -0.0086297912
0 0.0014044946
0 -0.0070422826
0 0.0030577467
0 0.004919771
0 -0.0044501772
0 0.0296043821
0 -0.0066308692
0 -0.005521063 9000000000
0 -0.0023094698 8000000000
0 -0.0104591308
7000000000
0 -0.0065635491
6000000000
0 -0.0040061324
0 -0.0125937271 5000000000
0 0.0231634086 4000000000
0 -0.0167279198 3000000000
0 0.0023730434 2000000000
0 0.0002369949
1000000000
0 0.0199420098
0 -0.000232315 0
0.008 0.0085 0.0
0 -0.000232369
0 -0.0060606246
0 -0.0004677269
0 0.0155509691 5) 1. The distribution of data is assymet
0 0.0020706323 it is shown from the statistical histogra
0 -0.0209018292 (skeweness>0, kurtosis <0, the bins in t
0 -0.0016441577 assymetrically).
0 0.0023479701
0 -0.0014081204 5) 2. The distribution of data is large le
0 0.0016426145 From the discriptive statistics we can se
0 0.0002344391 |Skeweness| <0,5, and from the statisti
0 0.0053769855 we can see that the most values are clu
0 0.0232756216 of the distribution while the right tail of
0 0.0144733417
0 -0.0160691474 5) 3. From the visual supplementaries w
0 0.0015958057 distribution of data has an arbitrary for
0 -0.0025088393
0 0.000456621 >0
0 0.0043275321 <0
0 0.0126469617 Due to conditional formatting we can se
0 0.0213151942 is fluctating over the given period, the s
0 0.0249497701 and in the early of January the close pr
0 -0.0047250947 again edges down, goes up, such tende
0 -0.0069129677
0 -0.0285859394 The time plot of longreturns for close p
0 -0.0164177757 permanent fluctations in close prices.
0 -0.0111733006 Acrually, all log-returns are between -0
0 0.0100388705 where they decrease (< -0,02) or increa
0 0.016882787 All in all, the decreases and increases in
0 0.0209836523 almost the same periodicity. The pecul
0 0.0141076675 of conditional formatting are similar to
0 0.001077006
0 -0.0032345042 Prediction
0 0.0017263707 After increasing the trend line for the ti
0 0.011788798 prices for 30 periods, we can see that th
0 0.0065838615
0 0.0197030059 According to the trend line on the time
0 -0.0177996533 the close price is gradually falling, as it
0 -0.0176920313 of the fact that the line of time plot has
0 0.0008598453
0 -0.0040908659
0 0.0181726006
0 -0.009365756
0 0.0080937609
0 0.0288541866
0 0.0226194055
0 -0.00262282
0 0.0076474512
0 0.0036021652
0 0.0156578365
0 0.043861618
0 0.0193855092
0 -0.004069558
0 0.0048077016
0 -0.0038813467
0 0.0068284846
0 -0.0437998775
0 0.002878252
0 0.0017229831
0 0.0041992808
0 0.032605474
0 -0.004805036
0 0.0277694132
0 -0.001803427
0 -0.0183992803
0 -0.0449365949
0 -0.023347364
0 0.013879609
0 -0.0003883495
0 -0.0036968619
0 -0.0246682464
0 -0.0058110573
0 0.0020076297
0 0.0016032068
0 0.0249172472
0 0.000780945
0 -0.007443717
0 -0.0271040904
0 0.0004039588
0 0
0 0.0294490043
0 0.0087848296
0 0.0031049899
0 -0.0064146395
0 -0.0153274763
0 0.0174702647
0 0.0038842543
0 -0.002717393
0 -0.0027247973
0 0.002530415
0 0.0005830337
0 0.0015530968
0 -0.0126892869
0 -0.0021634387
0 0.0138823229
0 0.0180878512
0 -0.0011448198
0 0.0117670745
0 -0.0009438415
0 0.0022637248
0 0.0160751125
0 0.0003707824
0 0.0009263549
0 -0.0115479026
0 0.0180084696
0 0.0073327551
<CLOSE> Japanese candlestick histogram f
25
5

1 20

5 15

1
10
5
5
9
0
5
8/1/2019 8/8/2019 8/15/2019
8 Col umn H
3/2019 2/3/2019 3/3/2019 4/3/2019 5/3/2019 6/3/2019 7/3/2019 8/3/2019

chart isn't available in your version of Excel.


longreturns for clos
ng this shape or saving this workbook into a different file format will
0.06
anently break the chart.

0.04

0.02

0
1 7 13 19 25 31 37 43 49 55 61 67 73 79 85 91

-0.02

-0.04

-0.06

s chart isn't available in your version of Excel.


<Dependence of close price
ing this shape or saving this workbook into a different file format will
manently break the chart. 0.0115

0.011

0.0105

0.01

0.0095

0.009

0.0085

0.008

0.0075
0.0075 0.008 0.0085 0.009 0.0095
0.0095

0.009

0.0085

0.008

0.0075
0.0075 0.008 0.0085 0.009 0.0095

<VOLUME>
00000000
00000000
00000000
00000000
00000000
00000000
00000000
00000000
00000000
0
0.008 0.0085 0.009 0.0095 0.01 0.0105 0.011 0.0115

istribution of data is assymetric,


n from the statistical histogram and descriptive statistics
s>0, kurtosis <0, the bins in the histogram are situated

distribution of data is large left-skewed.


iscriptive statistics we can see that
ss| <0,5, and from the statistical histogram
e that the most values are clustered around the left tail
ibution while the right tail of the distribution is longer.

the visual supplementaries we can see that the


n of data has an arbitrary form.

max
min
ditional formatting we can see that the close price
g over the given period, the sharpest decrease is in the early of July(-0,044 - blue color),
early of January the close price has the strongest increase in price(0,051- yellow color), and then the trend
s down, goes up, such tendency seems to be periodic.

lot of longreturns for close prices shows us


t fluctations in close prices.
ll log-returns are between -0,02 and 0,02, except for a few times
y decrease (< -0,02) or increase (> 0,02).
he decreases and increases in log-returns replace each other with
e same periodicity. The peculiarities that were pointed out on the base
onal formatting are similar to ones in description of time plot.

asing the trend line for the time plot of the log-returns for close
30 periods, we can see that the price will continue to gradually fall.

to the trend line on the time plot of close prices of ТГК_1,


rice is gradually falling, as it has a decreasing trendline, in spite
that the line of time plot has sharp fluctations, both ups and downs, downs are still prevailing.
anese candlestick histogram for the August 2019

8/8/2019 8/15/2019 8/22/2019 8/29/2019


Col umn H

longreturns for close prices

25 31 37 43 49 55 61 67 73 79 85 91 97 103 109 115 121 127 133 139 145 151 157 163

<Dependence of close prices on open prices>

0.008 0.0085 0.009 0.0095 0.01 0.0105 0.011 0.0115


0.008 0.0085 0.009 0.0095 0.01 0.0105 0.011 0.0115

0.05105489
-0.044936595
<CLOSE ТГК_1 > <CLOSE МРСК_СЗ>
0.00815 0.0549 ТГК_1 to МРСК_СЗ correlation coef 0.847506
0.008304 0.0544
0.008256 0.0564
0.008362 0.0568
Price dependance ТГК_1 to МРСК_СЗ_
0.0088 0.0562
0.075
0.008728 0.0568
0.00872 0.0583
0.07
0.00881 0.0584
0.00882 0.0604 0.065
0.009028 0.062
0.00904 0.0632 0.06
0.009248 0.0627
0.009124 0.06 0.055

0.009168 0.06
0.05
0.0093 0.0595
0.009382 0.0593 0.045
0.009214 0.0576 0.008 0.0085 0.009 0.0095 0.01 0.0105 0.011 0.011

0.009124 0.0579
0.00912 0.058
0.00917 0.0588 Correlation ratio 0.847506
0.0091 0.0566 The calculation of correlation ratio proven the presence of mode
0.009132 0.0575 and ТГК_1. All in all, we should resort to diferent methods of re
0.00915 0.0578 as it is not always enough to use only scatter plot.
0.009002 0.0573
0.00891 0.0569
0.008902 0.0564
0.008926 0.0549
0.00889 0.0552
0.008806 0.0549
0.008646 0.0537
0.008654 0.0531
0.00868 0.055
0.00858 0.0545
0.008644 0.0535
0.008608 0.0527
0.008718 0.05
0.008702 0.05
0.008674 0.05
0.008644 0.0494
0.00849 0.0491
0.00854 0.0497
0.008612 0.0497
0.008538 0.0489
0.00855 0.0487
0.00849 0.0488
0.008516 0.051
0.008558 0.0509
0.00852 0.0548
0.008776 0.053
0.008718 0.0519
0.00867 0.0515
0.00865 0.0528
0.00856 0.0527
0.008504 0.0513
0.00847 0.0504
0.008364 0.0515
0.00856 0.0513
0.008418 0.0512
0.008438 0.0518
0.00844 0.0519
0.00861 0.0526
0.008608 0.0531
0.008606 0.0545
0.008554 0.0536
0.00855 0.054
0.008684 0.0542
0.008702 0.0533
0.008522 0.0533
0.008508 0.0529
0.008528 0.053
0.008516 0.0529
0.00853 0.0525
0.008532 0.0533
0.008578 0.053
0.00878 0.0527
0.008908 0.053
0.008766 0.0527
0.00878 0.0533
0.008758 0.053
0.008762 0.0545
0.0088 0.0546
0.008912 0.054
0.009104 0.05505
0.009334 0.0556
0.00929 0.0561
0.009226 0.05675
0.008966 0.0567
0.00882 0.05555
0.008722 0.0543
0.00881 0.0541
0.00896 0.05415
0.00915 0.0545
0.00928 0.05545
0.00929 0.05515
0.00926 0.056
0.009276 0.05655
0.009386 0.05665
0.009448 0.0567
0.009636 0.057
0.009466 0.05955
0.0093 0.0603
0.009308 0.0612
0.00927 0.0602
0.00944 0.0598
0.009352 0.0617
0.009428 0.061
0.009704 0.0608
0.009926 0.0622
0.0099 0.0621
0.009976 0.0629
0.010012 0.0634
0.01017 0.06785
0.010626 0.0697
0.010834 0.06965
0.01079 0.07035
0.010842 0.06995
0.0108 0.06915
0.010874 0.06695
0.010408 0.068
0.010438 0.06875
0.010456 0.068
0.0105 0.068
0.010848 0.06775
0.010796 0.066
0.0111 0.06255
0.01108 0.06265
0.010878 0.06325
0.0104 0.06395
0.01016 0.06415
0.010302 0.06415
0.010298 0.063
0.01026 0.06295
0.01001 0.0626
0.009952 0.0634
0.009972 0.0648
0.009988 0.06415
0.01024 0.0634
0.010248 0.0635
0.010172 0.0638
0.0099 0.0654
0.009904 0.06505
0.009904 0.066
0.0102 0.0688
0.01029 0.0679
0.010322 0.0679
0.010256 0.06765
0.0101 0.0673
0.010278 0.0656
0.010318 0.06505
0.01029 0.06425
0.010262 0.06445
0.010288 0.06405
0.010294 0.063
0.01031 0.0616
0.01018 0.06
0.010158 0.0583
0.0103 0.05845
0.010488 0.0607
0.010476 0.061
0.0106 0.06125
0.01059 0.0621
0.010614 0.0599
0.010786 0.0595
0.01079 0.05965
0.0108 0.0597
0.010676 0.05995
0.01087 0.0601
0.01095 0.06035
МРСК_СЗ_

0.0105 0.011 0.0115

en the presence of moderate positive correlation between Аэрофлот


o diferent methods of revealing dependence between tickers,
<TICKER> <PER> <DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <VOL> <OPENINT>
МРСК СЗ D 1/3/2019 0 0.0555 0.0555 0.0538 0.0549 3340000 0
МРСК СЗ D 1/4/2019 0 0.0542 0.0555 0.0542 0.0544 3650000 0
МРСК СЗ D 1/8/2019 0 0.0534 0.058 0.0534 0.0564 32600000 0
МРСК СЗ D 1/9/2019 0 0.0566 0.0584 0.0562 0.0568 16170000 0
МРСК СЗ D 1/10/2019 0 0.0576 0.0576 0.0558 0.0562 6980000 0
МРСК СЗ D 1/11/2019 0 0.0559 0.0587 0.0559 0.0568 24680000 0
МРСК СЗ D 1/14/2019 0 0.0569 0.0598 0.0568 0.0583 17320000 0
МРСК СЗ D 1/15/2019 0 0.0595 0.0597 0.0571 0.0584 17040000 0
МРСК СЗ D 1/16/2019 0 0.0585 0.0617 0.0578 0.0604 28470000 0
МРСК СЗ D 1/17/2019 0 0.0601 0.062 0.0601 0.062 9890000 0
МРСК СЗ D 1/18/2019 0 0.0616 0.064 0.0615 0.0632 8170000 0
МРСК СЗ D 1/21/2019 0 0.0629 0.0636 0.062 0.0627 7390000 0
МРСК СЗ D 1/22/2019 0 0.062 0.063 0.0596 0.06 31770000 0
МРСК СЗ D 1/23/2019 0 0.0592 0.0615 0.0592 0.06 78100000 0
МРСК СЗ D 1/24/2019 0 0.0594 0.06 0.0586 0.0595 29990000 0
МРСК СЗ D 1/25/2019 0 0.0596 0.0596 0.0585 0.0593 15980000 0
МРСК СЗ D 1/28/2019 0 0.0585 0.0597 0.0576 0.0576 29930000 0
МРСК СЗ D 1/29/2019 0 0.0576 0.058 0.057 0.0579 23420000 0
МРСК СЗ D 1/30/2019 0 0.057 0.0585 0.057 0.058 13830000 0
МРСК СЗ D 1/31/2019 0 0.0573 0.0588 0.0573 0.0588 16620000 0
МРСК СЗ D 2/1/2019 0 0.0573 0.0587 0.0561 0.0566 25940000 0
МРСК СЗ D 2/4/2019 0 0.0566 0.0581 0.0566 0.0575 27900000 0
МРСК СЗ D 2/5/2019 0 0.0572 0.0578 0.0566 0.0578 21970000 0
МРСК СЗ D 2/6/2019 0 0.0578 0.0578 0.0566 0.0573 7620000 0
МРСК СЗ D 2/7/2019 0 0.0571 0.0573 0.0565 0.0569 19250000 0
МРСК СЗ D 2/8/2019 0 0.0569 0.0569 0.0558 0.0564 16310000 0
МРСК СЗ D 2/11/2019 0 0.0569 0.0587 0.0542 0.0549 20480000 0
МРСК СЗ D 2/12/2019 0 0.0544 0.0552 0.0544 0.0552 21750000 0
МРСК СЗ D 2/13/2019 0 0.0552 0.0558 0.0545 0.0549 13130000 0
МРСК СЗ D 2/14/2019 0 0.0544 0.0555 0.0526 0.0537 41460000 0
МРСК СЗ D 2/15/2019 0 0.0533 0.055 0.0502 0.0531 78990000 0
МРСК СЗ D 2/18/2019 0 0.0537 0.055 0.0529 0.055 13010000 0
МРСК СЗ D 2/19/2019 0 0.055 0.0558 0.054 0.0545 9060000 0
МРСК СЗ D 2/20/2019 0 0.054 0.0547 0.053 0.0535 20200000 0
МРСК СЗ D 2/21/2019 0 0.0538 0.0545 0.0509 0.0527 91910000 0
МРСК СЗ D 2/22/2019 0 0.0482 0.0512 0.0482 0.05271140000 0
МРСК СЗ D 2/25/2019 0 0.0505 0.0508 0.0499 0.05 74800000 0
МРСК СЗ D 2/26/2019 0 0.05 0.0506 0.0496 0.05 68420000 0
МРСК СЗ D 2/27/2019 0 0.0499 0.0504 0.0471 0.0494 26920000 0
МРСК СЗ D 2/28/2019 0 0.0499 0.0499 0.0484 0.0491 10150000 0
МРСК СЗ D 3/1/2019 0 0.0492 0.0501 0.0491 0.0497 15580000 0
МРСК СЗ D 3/4/2019 0 0.0502 0.0503 0.0495 0.0497 11530000 0
МРСК СЗ D 3/5/2019 0 0.05 0.0502 0.0488 0.0489 22680000 0
МРСК СЗ D 3/6/2019 0 0.0488 0.05 0.0484 0.0487 44700000 0
МРСК СЗ D 3/7/2019 0 0.0488 0.05 0.0481 0.0488 55180000 0
МРСК СЗ D 3/11/2019 0 0.049 0.0551 0.0483 0.051326380000 0
МРСК СЗ D 3/12/2019 0 0.0516 0.0524 0.0502 0.0509 64740000 0
МРСК СЗ D 3/13/2019 0 0.0511 0.0557 0.0506 0.0548340130000 0
МРСК СЗ D 3/14/2019 0 0.0558 0.0574 0.0528 0.053194250000 0
МРСК СЗ D 3/15/2019 0 0.0535 0.0542 0.0513 0.0519 81800000 0
МРСК СЗ D 3/18/2019 0 0.0519 0.0535 0.051 0.0515 78290000 0
МРСК СЗ D 3/19/2019 0 0.0516 0.054 0.051 0.0528163770000 0
МРСК СЗ D 3/20/2019 0 0.0534 0.0548 0.0513 0.0527142300000 0
МРСК СЗ D 3/21/2019 0 0.0527 0.0529 0.0512 0.0513194510000 0
МРСК СЗ D 3/22/2019 0 0.0515 0.052 0.0501 0.0504 87120000 0
МРСК СЗ D 3/25/2019 0 0.0503 0.0519 0.0501 0.0515 52720000 0
МРСК СЗ D 3/26/2019 0 0.0514 0.0522 0.0504 0.0513 78670000 0
МРСК СЗ D 3/27/2019 0 0.0511 0.0512 0.0504 0.0512 41140000 0
МРСК СЗ D 3/28/2019 0 0.0513 0.0522 0.0508 0.0518 27930000 0
МРСК СЗ D 3/29/2019 0 0.0518 0.0522 0.0515 0.0519 37190000 0
МРСК СЗ D 4/1/2019 0 0.0521 0.053 0.0519 0.0526 74710000 0
МРСК СЗ D 4/2/2019 0 0.0526 0.0536 0.0524 0.0531 70460000 0
МРСК СЗ D 4/3/2019 0 0.0532 0.0547 0.0531 0.0545 72920000 0
МРСК СЗ D 4/4/2019 0 0.0546 0.0547 0.0533 0.0536 33340000 0
МРСК СЗ D 4/5/2019 0 0.0538 0.0542 0.0528 0.054119920000 0
МРСК СЗ D 4/8/2019 0 0.0535 0.0544 0.0535 0.0542 16040000 0
МРСК СЗ D 4/9/2019 0 0.0543 0.0543 0.0531 0.0533 30140000 0
МРСК СЗ D 4/10/2019 0 0.0538 0.0538 0.0526 0.0533 59160000 0
МРСК СЗ D 4/11/2019 0 0.0533 0.0535 0.0525 0.0529 6240000 0
МРСК СЗ D 4/12/2019 0 0.0526 0.0539 0.0522 0.053 14790000 0
МРСК СЗ D 4/15/2019 0 0.053 0.0537 0.0525 0.0529 33030000 0
МРСК СЗ D 4/16/2019 0 0.0526 0.0534 0.052 0.0525 25820000 0
МРСК СЗ D 4/17/2019 0 0.0522 0.0535 0.0522 0.0533 41710000 0
МРСК СЗ D 4/18/2019 0 0.0528 0.0535 0.0525 0.053 21480000 0
МРСК СЗ D 4/19/2019 0 0.0534 0.0537 0.0525 0.0527 27420000 0
МРСК СЗ D 4/22/2019 0 0.0532 0.0532 0.0522 0.053 28560000 0
МРСК СЗ D 4/23/2019 0 0.0531 0.0533 0.0523 0.0527 28680000 0
МРСК СЗ D 4/24/2019 0 0.0527 0.0535 0.0525 0.0533 54010000 0
МРСК СЗ D 4/25/2019 0 0.0534 0.054 0.0524 0.053 50740000 0
МРСК СЗ D 4/26/2019 0 0.0534 0.0554 0.053 0.0545112650000 0
МРСК СЗ D 4/29/2019 0 0.0541 0.0554 0.0541 0.0546 30260000 0
МРСК СЗ D 4/30/2019 0 0.0547 0.0547 0.0539 0.054 5100000 0
МРСК СЗ D 5/2/2019 0 0.054 0.05585 0.054 0.05505 28950000 0
МРСК СЗ D 5/3/2019 0 0.0557 0.056 0.05505 0.0556 23380000 0
МРСК СЗ D 5/6/2019 0 0.0552 0.0569 0.0552 0.0561 54060000 0
МРСК СЗ D 5/7/2019 0 0.05655 0.0586 0.0555 0.05675 77950000 0
МРСК СЗ D 5/8/2019 0 0.05615 0.057 0.056 0.0567 38850000 0
МРСК СЗ D 5/10/2019 0 0.0564 0.05735 0.05555 0.05555 19840000 0
МРСК СЗ D 5/13/2019 0 0.0561 0.0562 0.0541 0.0543 46500000 0
МРСК СЗ D 5/14/2019 0 0.05415 0.0545 0.0534 0.0541 31960000 0
МРСК СЗ D 5/15/2019 0 0.0541 0.05435 0.05355 0.05415 27630000 0
МРСК СЗ D 5/16/2019 0 0.05385 0.0545 0.05375 0.0545 23660000 0
МРСК СЗ D 5/17/2019 0 0.05455 0.05585 0.05435 0.05545 8990000 0
МРСК СЗ D 5/20/2019 0 0.056 0.056 0.0547 0.05515 9440000 0
МРСК СЗ D 5/21/2019 0 0.0558 0.0566 0.0555 0.056 33620000 0
МРСК СЗ D 5/22/2019 0 0.0565 0.057 0.05585 0.05655 32100000 0
МРСК СЗ D 5/23/2019 0 0.05655 0.057 0.0563 0.05665 47110000 0
МРСК СЗ D 5/24/2019 0 0.0569 0.05725 0.05655 0.0567 37210000 0
МРСК СЗ D 5/27/2019 0 0.0569 0.0575 0.0566 0.057 48920000 0
МРСК СЗ D 5/28/2019 0 0.05745 0.061 0.05665 0.05955164450000 0
МРСК СЗ D 5/29/2019 0 0.06 0.061 0.0592 0.0603 90050000 0
МРСК СЗ D 5/30/2019 0 0.06095 0.06195 0.06 0.0612 42850000 0
МРСК СЗ D 5/31/2019 0 0.06125 0.06135 0.0598 0.0602 40980000 0
МРСК СЗ D 6/3/2019 0 0.0607 0.06135 0.05855 0.0598 90690000 0
МРСК СЗ D 6/4/2019 0 0.06 0.06235 0.0597 0.0617 76400000 0
МРСК СЗ D 6/5/2019 0 0.0622 0.0624 0.06015 0.061 94520000 0
МРСК СЗ D 6/6/2019 0 0.061 0.0615 0.06 0.0608 58400000 0
МРСК СЗ D 6/7/2019 0 0.06095 0.06225 0.0606 0.0622 82040000 0
МРСК СЗ D 6/10/2019 0 0.06245 0.063 0.0614 0.0621 39240000 0
МРСК СЗ D 6/11/2019 0 0.0621 0.0633 0.062 0.0629100740000 0
МРСК СЗ D 6/13/2019 0 0.0629 0.06375 0.06255 0.0634 62810000 0
МРСК СЗ D 6/14/2019 0 0.06365 0.0685 0.06255 0.06785302600000 0
МРСК СЗ D 6/17/2019 0 0.06615 0.0715 0.06605 0.0697182900000 0
МРСК СЗ D 6/18/2019 0 0.07055 0.07055 0.0675 0.06965 48450000 0
МРСК СЗ D 6/19/2019 0 0.06955 0.07095 0.06915 0.07035 44360000 0
МРСК СЗ D 6/20/2019 0 0.07065 0.07065 0.06975 0.06995 58710000 0
МРСК СЗ D 6/21/2019 0 0.07 0.07 0.0681 0.06915 80380000 0
МРСК СЗ D 6/24/2019 0 0.066 0.06885 0.06595 0.06695 41210000 0
МРСК СЗ D 6/25/2019 0 0.0668 0.06895 0.0668 0.068 30180000 0
МРСК СЗ D 6/26/2019 0 0.0678 0.0689 0.0678 0.06875 14870000 0
МРСК СЗ D 6/27/2019 0 0.0689 0.069 0.06795 0.068 42710000 0
МРСК СЗ D 6/28/2019 0 0.06855 0.0687 0.0679 0.068 12490000 0
МРСК СЗ D 7/1/2019 0 0.0688 0.06885 0.0674 0.06775 47370000 0
МРСК СЗ D 7/2/2019 0 0.0684 0.06845 0.06555 0.066 90270000 0
МРСК СЗ D 7/3/2019 0 0.0664 0.0675 0.06205 0.06255166640000 0
МРСК СЗ D 7/4/2019 0 0.06265 0.06325 0.06235 0.06265 43670000 0
МРСК СЗ D 7/5/2019 0 0.0628 0.064 0.06215 0.06325 35780000 0
МРСК СЗ D 7/8/2019 0 0.06325 0.0642 0.06325 0.06395 30550000 0
МРСК СЗ D 7/9/2019 0 0.0633 0.0643 0.06325 0.06415 14170000 0
МРСК СЗ D 7/10/2019 0 0.0637 0.06445 0.06355 0.06415 22950000 0
МРСК СЗ D 7/11/2019 0 0.0641 0.06425 0.063 0.063 25580000 0
МРСК СЗ D 7/12/2019 0 0.06325 0.0634 0.0622 0.06295 32240000 0
МРСК СЗ D 7/15/2019 0 0.0629 0.0638 0.062 0.0626 26850000 0
МРСК СЗ D 7/16/2019 0 0.0626 0.06345 0.062 0.0634 75500000 0
МРСК СЗ D 7/17/2019 0 0.0636 0.0656 0.0626 0.0648 77930000 0
МРСК СЗ D 7/18/2019 0 0.06495 0.06495 0.0635 0.06415 12600000 0
МРСК СЗ D 7/19/2019 0 0.06365 0.0645 0.0625 0.0634 21020000 0
МРСК СЗ D 7/22/2019 0 0.0636 0.0644 0.06325 0.0635 24100000 0
МРСК СЗ D 7/23/2019 0 0.06345 0.0639 0.0631 0.0638 13590000 0
МРСК СЗ D 7/24/2019 0 0.0639 0.066 0.06345 0.0654 83980000 0
МРСК СЗ D 7/25/2019 0 0.0652 0.06595 0.0643 0.06505 49620000 0
МРСК СЗ D 7/26/2019 0 0.0655 0.06695 0.06505 0.066 45250000 0
МРСК СЗ D 7/29/2019 0 0.06635 0.0688 0.06565 0.0688122710000 0
МРСК СЗ D 7/30/2019 0 0.0682 0.0689 0.067 0.0679 62500000 0
МРСК СЗ D 7/31/2019 0 0.06815 0.06815 0.0668 0.0679 57680000 0
МРСК СЗ D 8/1/2019 0 0.06695 0.0679 0.0668 0.06765 18430000 0
МРСК СЗ D 8/2/2019 0 0.06675 0.0675 0.06635 0.0673 32910000 0
МРСК СЗ D 8/5/2019 0 0.06765 0.06765 0.06505 0.0656 94250000 0
МРСК СЗ D 8/6/2019 0 0.065 0.0655 0.0631 0.06505 36070000 0
МРСК СЗ D 8/7/2019 0 0.0651 0.06545 0.06395 0.06425 31820000 0
МРСК СЗ D 8/8/2019 0 0.06385 0.0649 0.06385 0.06445 28750000 0
МРСК СЗ D 8/9/2019 0 0.0645 0.06455 0.0638 0.06405118620000 0
МРСК СЗ D 8/12/2019 0 0.0642 0.06425 0.06295 0.063 90600000 0
МРСК СЗ D 8/13/2019 0 0.06285 0.0629 0.06085 0.0616230340000 0
МРСК СЗ D 8/14/2019 0 0.0611 0.0618 0.0596 0.06165980000 0
МРСК СЗ D 8/15/2019 0 0.0603 0.06055 0.0569 0.0583172850000 0
МРСК СЗ D 8/16/2019 0 0.05875 0.0589 0.0581 0.05845 19250000 0
МРСК СЗ D 8/19/2019 0 0.05885 0.06095 0.05855 0.0607 27670000 0
МРСК СЗ D 8/20/2019 0 0.06085 0.0615 0.06005 0.061 31020000 0
МРСК СЗ D 8/21/2019 0 0.06145 0.0617 0.06065 0.06125 15410000 0
МРСК СЗ D 8/22/2019 0 0.0617 0.0626 0.06065 0.0621 26720000 0
МРСК СЗ D 8/23/2019 0 0.0629 0.0629 0.05915 0.0599125230000 0
МРСК СЗ D 8/26/2019 0 0.0595 0.05965 0.059 0.0595 29780000 0
МРСК СЗ D 8/27/2019 0 0.05955 0.06035 0.0595 0.05965 15780000 0
МРСК СЗ D 8/28/2019 0 0.05965 0.06015 0.0595 0.0597 4620000 0
МРСК СЗ D 8/29/2019 0 0.06035 0.06095 0.0593 0.05995 20720000 0
МРСК СЗ D 8/30/2019 0 0.05935 0.0609 0.05935 0.0601 17790000 0
МРСК СЗ D 9/2/2019 0 0.0596 0.06055 0.0596 0.06035 27960000 0
longreturns for close prices <CLOSE>

-0.0091491947 Mean 0.0583136905 <CLOSE>


0.0361050046 Standard Error 0.0004303121
0.075
0.0070671672 Median 0.05755
-0.0106195688 Mode 0.053 0.07
0.0106195688 Standard Deviation 0.0055774828
0.065
0.0260657676 Sample Variance 3.110831E-05
0.0017137965 Kurtosis -0.883545787 0.06
0.0336732151 Skewness 0.3062518069 0.055
0.0261452801 Range 0.02165
0.0191699161 Minimum 0.0487 0.05
-0.0079428535 Maximum 0.07035 0.045
-0.0440168854 Sum 9.7967
0 Count 168 0.04
1/3/2019 2/3/2019 3/3/2019 4/3/2019 5/3/2019
-0.0083682497 Largest(1) 0.07035
-0.0033670065 Smallest(1) 0.0487
-0.0290867383 Confidence Level(95,0%) 0.0008495528 This chart isn't available in your version of Exce
0.0051948169
Editing this shape or saving this workbook into
0.001725626
permanently break the chart.
0.0136988444 1st quatile 0.053575
-0.0381328697 3rd quatile 0.06275
0.0157759626 IQR 0.009175
0.0052038279
-0.008688152 the normal range
-0.0070052826 x min 0.0398125
-0.0088261826 x max 0.0765125
-0.02695581
0.0054496048
-0.0054496048
-0.022100347
-0.0112360733
0.035156257 This chart isn't available in your version of Exce
-0.0091324836
-0.0185190478 Editing this shape or saving this workbook into a
permanently break the chart.
-0.0150661984
-0.0525924501
0
0
-0.0120725812
-0.0060913894
0.0121458983
0
-0.0162275366
-0.0040983664
0.0020512828
0.0440953199
-0.0019627092
0.0738272704 <VOLUME>
-0.0333982804 400000000
-0.0209731234
350000000
-0.0077369825
0.024929383 300000000
-0.0018957352 250000000
-0.0269247034
200000000
-0.0176995771
0.0215906326 150000000
-0.0038910555 100000000
-0.0019512201
50000000
0.0116506172
0.0019286409 0
0.04 0.045 0.05 0.055
0.0133973296
0.0094608085
0.0260237734
-0.0166516336
0.0074349785 5) 1. The distribution of data is assymetric,
0.0036968619 it is shown from the statistical histogram and desc
-0.0167445773 (skeweness>0, kurtosis <0, the bins in the histogram
0 assymetrically).
-0.0075329923
0.0018885747 5) 2. The distribution of data is large left-skewed.
-0.0018885747 From the discriptive statistics we can see that
-0.0075901693 |Skeweness| <0,5, and from the statistical histogra
0.0151231616 we can see that the most values are clustered arou
-0.0056444176 of the distribution while the right tail of the distrib
-0.005676458
0.005676458 5) 3. From the visual supplementaries we can see t
-0.005676458 distribution of data has an arbitrary form.
0.0113208756
-0.0056444176 >0
0.0279087881 <0
0.0018331811 Due to conditional formatting we can see that the
-0.0110498362 is fluctating over the given period, the sharpest de
0.0192578166 and in the middle of March the close price has the
0.0099413381 again edges down, goes up, such tendency seems t
0.0089526113
0.0115198438 The time plot of longreturns for close prices shows
-0.0008814456 permanent fluctations in close prices.
-0.0204906946 Acrually, all log-returns are between -0,02 and 0,0
-0.0227592891 where they decrease (< -0,02) or increase (> 0,02)
-0.0036900411 All in all, the decreases and increases in log-return
0.0009237876 almost the same periodicity. The peculiarities that
0.0064427282 of conditional formatting are similar to ones in des
0.0172810121
-0.0054249681 Prediction
0.015294945 After increasing the trend line for the time plot of t
0.0097735118 prices for 30 periods, we can see that the price wil
0.0017667849
0.0008822233 According to the trend line on the time plot of clos
0.0052770571 the close price is gradually falling, as it has a decre
0.043765028 of the fact that the line of time plot has sharp fluct
0.0125158079
0.0148150858
-0.0164748372
-0.0066666914
0.03127827
-0.0114100667
-0.0032840752
0.0227652108
-0.0016090108
0.0128001748
0.0079176977
0.0678355248
0.0269009315
-0.0007176175
0.0100000833
-0.0057020824
-0.011502643
-0.032331986
0.015561633
0.0109690314
-0.0109690314
0
-0.0036832454
-0.0261697177
-0.0536885051
0.0015974444
0.0095314463
0.0110064004
0.003122563
0
-0.0180893647
-0.0007939659
-0.0055754824
0.0126985833
0.0218417419
-0.0100815123
-0.0117602296
0.0015760445
0.0047132845
0.0247690681
-0.0053660535
0.0144985371
0.0415490029
-0.0131677104
0
-0.0036886799
-0.005187118
-0.0255845407
-0.008419491
-0.0123744812
0.0031080056
-0.006225701
-0.016529302
-0.0224728559
-0.0263173083
-0.0287424689
0.0025695946
0.0377720101
0.0049301661
0.0040899853
0.0137821395
-0.0360694838
-0.0067001926
0.002517836
0.0008378719
0.0041788611
0.0024989601
0.004151106
<CLOSE> Japanese candlestick histogram for the Augu
25

20

15

10

0
8/1/2019 8/8/2019 8/15/2019 8/22/201
9 3/3/2019 4/3/2019 5/3/2019 6/3/2019 7/3/2019 8/3/2019 Col umn H

ilable in your version of Excel.


longreturns for close prices
or saving this workbook into a different file format will
the chart. 0.1

0.08

0.06

0.04

0.02

0
1 7 13 19 25 31 37 43 49 55 61 67 73 79 85 91 97 03 09 15 21 2
-0.02 1 1 1 1 1

-0.04

-0.06

-0.08

lable in your version of Excel.

r saving this workbook into a different file format will <Dependence of close prices on open price
the chart. 0.075

0.07

0.065

0.06

0.055

0.05

0.045
0.045 0.05 0.055 0.06 0.065
0.055

0.05

0.045
0.045 0.05 0.055 0.06 0.065

<VOLUME>

045 0.05 0.055 0.06 0.065 0.07 0.075

of data is assymetric,
tatistical histogram and descriptive statistics
s <0, the bins in the histogram are situated

of data is large left-skewed.


atistics we can see that
d from the statistical histogram
most values are clustered around the left tail
ile the right tail of the distribution is longer.

upplementaries we can see that the


s an arbitrary form.

max 0.07382727
min -0.053688505
matting we can see that the close price
iven period, the sharpest decrease is in the early of July(-0,053 - blue color),
March the close price has the strongest increase in price(0,0738- yellow color), and then the trend
es up, such tendency seems to be periodic.

eturns for close prices shows us


in close prices.
ns are between -0,02 and 0,02, except for a few times
(< -0,02) or increase (> 0,02).
es and increases in log-returns replace each other with
odicity. The peculiarities that were pointed out on the base
tting are similar to ones in description of time plot.

end line for the time plot of the log-returns for close
we can see that the price will continue to gradually fall.

d line on the time plot of close prices of МРСК_СЗ,


ually falling, as it has a decreasing trendline, in spite
e of time plot has sharp fluctations, both ups and downs, downs are still prevailing.
ck histogram for the August 2019

8/15/2019 8/22/2019 8/29/2019


Col umn H

eturns for close prices

61 67 73 79 85 91 97 103 109 115 121 127 133 139 145 151 157 163

close prices on open prices>

0.06 0.065 0.07 0.075


0.06 0.065 0.07 0.075
<CLOSE КАМАЗ> <CLOSE Таттел__ао> <CLOSE Аэрофлот> <CLOSE ТГК_1 > <CLOSE МРСК_СЗ>
55.3 0.1784 101.5 0.00815 0.0549
56 0.1786 101.1 0.008304 0.0544
56.1 0.1772 101.1 0.008256 0.0564
59.4 0.18 102.06 0.008362 0.0568
60.7 0.1842 105.14 0.0088 0.0562
59.6 0.19 104.66 0.008728 0.0568
60 0.19 106.22 0.00872 0.0583
60 0.188 106.98 0.00881 0.0584
60.9 0.19 108.4 0.00882 0.0604
61.1 0.1932 109.06 0.009028 0.062
60.5 0.1912 107 0.00904 0.0632
60.7 0.194 105.8 0.009248 0.0627
60 0.1968 105.24 0.009124 0.06
61 0.1988 105.4 0.009168 0.06
61 0.1988 105.38 0.0093 0.0595
61.1 0.202 105.7 0.009382 0.0593
61.1 0.2006 105.8 0.009214 0.0576
60.3 0.1998 106.1 0.009124 0.0579
59.7 0.1998 108.6 0.00912 0.058
59 0.1996 107.92 0.00917 0.0588
61 0.1998 105.22 0.0091 0.0566
60.6 0.1998 102.44 0.009132 0.0575
60.1 0.2026 102.26 0.00915 0.0578
60.6 0.205 102 0.009002 0.0573
60.6 0.206 101.62 0.00891 0.0569
60.5 0.2084 101.9 0.008902 0.0564
60.7 0.2054 101.78 0.008926 0.0549
60.5 0.2076 102.7 0.00889 0.0552
60.5 0.199 100.14 0.008806 0.0549
59.6 0.2 101.36 0.008646 0.0537
59.9 0.2018 101.62 0.008654 0.0531
59.7 0.2008 100.74 0.00868 0.055
57.7 0.2034 100 0.00858 0.0545
59.1 0.2016 100.04 0.008644 0.0535
59 0.2004 100 0.008608 0.0527
59.8 0.2 100.12 0.008718 0.05
59.5 0.199 100.04 0.008702 0.05
59.3 0.1996 98.98 0.008674 0.05
57 0.2024 97.7 0.008644 0.0494
57.9 0.2014 97.1 0.00849 0.0491
57.9 0.2026 96.76 0.00854 0.0497
57.4 0.202 98.36 0.008612 0.0497
56.9 0.2024 96.26 0.008538 0.0489
56.1 0.201 98.12 0.00855 0.0487
56.3 0.2014 99.68 0.00849 0.0488
56.2 0.2014 102.1 0.008516 0.051
55.6 0.2078 100.22 0.008558 0.0509
55 0.2096 100.5 0.00852 0.0548
53.9 0.2122 99.66 0.008776 0.053
54.2 0.219 100.08 0.008718 0.0519
55.3 0.2212 99.92 0.00867 0.0515
55.1 0.2126 99.46 0.00865 0.0528
55 0.2136 98.22 0.00856 0.0527
54.5 0.2118 97.3 0.008504 0.0513
54.7 0.213 97.66 0.00847 0.0504
55 0.2158 97 0.008364 0.0515
55.1 0.2158 97.02 0.00856 0.0513
55 0.2138 96.1 0.008418 0.0512
55.1 0.2112 96.7 0.008438 0.0518
54.6 0.2122 96.3 0.00844 0.0519
55.1 0.2148 97.78 0.00861 0.0526
55.4 0.2146 98.36 0.008608 0.0531
55.5 0.211 98.5 0.008606 0.0545
55.3 0.2124 98.36 0.008554 0.0536
54.7 0.2112 99.54 0.00855 0.054
54.9 0.2114 98.58 0.008684 0.0542
52.4 0.2144 97.24 0.008702 0.0533
52.3 0.22 97.32 0.008522 0.0533
52.1 0.2234 98.4 0.008508 0.0529
51.7 0.2216 98.22 0.008528 0.053
51.4 0.2268 98.72 0.008516 0.0529
50.6 0.2278 99.12 0.00853 0.0525
55.4 0.2276 98.62 0.008532 0.0533
57.3 0.2222 98 0.008578 0.053
56 0.2248 97.6 0.00878 0.0527
55.3 0.2252 97.6 0.008908 0.053
55.2 0.227 96.8 0.008766 0.0527
54.8 0.2254 96.32 0.00878 0.0533
54.2 0.226 96.34 0.008758 0.053
55 0.2274 97.12 0.008762 0.0545
55.9 0.2248 96.98 0.0088 0.0546
55.5 0.2258 96.32 0.008912 0.054
55.1 0.224 96.86 0.009104 0.05505
55.1 0.226 96.7 0.009334 0.0556
55.3 0.2265 94.94 0.00929 0.0561
54.8 0.224 94.5 0.009226 0.05675
54.5 0.224 94.24 0.008966 0.0567
54.7 0.2225 92.9 0.00882 0.05555
53.3 0.1975 91.28 0.008722 0.0543
53.1 0.195 91.6 0.00881 0.0541
53.9 0.1885 90.08 0.00896 0.05415
54.5 0.1885 91.68 0.00915 0.0545
55 0.18 91.96 0.00928 0.05545
57.1 0.18 91.08 0.00929 0.05515
55.9 0.1785 90.76 0.00926 0.056
55.6 0.18 91 0.009276 0.05655
56 0.1775 90.74 0.009386 0.05665
56 0.1765 91 0.009448 0.0567
55.8 0.1775 91.2 0.009636 0.057
54.3 0.1795 90.68 0.009466 0.05955
54.7 0.178 91.12 0.0093 0.0603
54.9 0.1755 90.42 0.009308 0.0612
54.4 0.1745 93.8 0.00927 0.0602
54.9 0.171 96.8 0.00944 0.0598
54.5 0.172 96.34 0.009352 0.0617
54.7 0.174 96.1 0.009428 0.061
55.2 0.177 96.02 0.009704 0.0608
54.6 0.182 95.86 0.009926 0.0622
54 0.1835 95.4 0.0099 0.0621
54.4 0.182 95.6 0.009976 0.0629
54.5 0.181 98.18 0.010012 0.0634
54.5 0.1825 97.66 0.01017 0.06785
54.7 0.1825 100.38 0.010626 0.0697
55.6 0.1805 99.3 0.010834 0.06965
55.2 0.178 99.26 0.01079 0.07035
55.4 0.18 98.9 0.010842 0.06995
55.3 0.1795 100.04 0.0108 0.06915
55.8 0.1785 100.24 0.010874 0.06695
56.7 0.181 101.3 0.010408 0.068
59 0.179 101.52 0.010438 0.06875
58.3 0.1825 102.32 0.010456 0.068
59.2 0.1835 101.76 0.0105 0.068
60 0.184 101.46 0.010848 0.06775
60 0.187 100.9 0.010796 0.066
58.1 0.192 104.6 0.0111 0.06255
58.6 0.193 110.6 0.01108 0.06265
58.8 0.193 110 0.010878 0.06325
58.1 0.194 108.5 0.0104 0.06395
57.8 0.196 106.94 0.01016 0.06415
57.3 0.1955 108.62 0.010302 0.06415
56.3 0.195 107.82 0.010298 0.063
56.1 0.1895 109.08 0.01026 0.06295
56.3 0.193 108.5 0.01001 0.0626
54.6 0.1915 107.7 0.009952 0.0634
55.4 0.189 108.2 0.009972 0.0648
55 0.1895 107.54 0.009988 0.06415
55.3 0.1925 108.02 0.01024 0.0634
55 0.193 108.2 0.010248 0.0635
57.3 0.19 108.1 0.010172 0.0638
57 0.188 106.78 0.0099 0.0654
56.4 0.1885 107.5 0.009904 0.06505
56.4 0.1885 107.58 0.009904 0.066
56 0.1855 107.3 0.0102 0.0688
56.4 0.186 106.72 0.01029 0.0679
56.5 0.186 106.94 0.010322 0.0679
56.6 0.185 107.7 0.010256 0.06765
55.4 0.1855 106.62 0.0101 0.0673
55.1 0.1825 103.5 0.010278 0.0656
56.2 0.1845 104.7 0.010318 0.06505
56.2 0.185 105.28 0.01029 0.06425
56.4 0.185 108.88 0.010262 0.06445
54.5 0.1835 108.8 0.010288 0.06405
54.6 0.183 110.5 0.010294 0.063
54.1 0.182 110.36 0.01031 0.0616
55.8 0.1815 110.86 0.01018 0.06
53.7 0.18 112.3 0.010158 0.0583
53.3 0.182 110.4 0.0103 0.05845
54.3 0.18 109.4 0.010488 0.0607
54.6 0.18 109.24 0.010476 0.061
55.4 0.183 111.3 0.0106 0.06125
56.2 0.18 110 0.01059 0.0621
55.2 0.178 108.56 0.010614 0.0599
54.8 0.1815 109.38 0.010786 0.0595
54.5 0.1815 109.02 0.01079 0.05965
55.3 0.1795 109.4 0.0108 0.0597
57.2 0.1815 109 0.010676 0.05995
57 0.182 109.74 0.01087 0.0601
57.1 0.182 107.84 0.01095 0.06035
<CLOSE КАМАЗ> <CLOSE Таттел__ао> <CLOSE Аэрофлот> <CLOSE ТГК_1 >
<CLOSE КАМАЗ> 1
<CLOSE Таттел__ао> -0.1083269191 1
<CLOSE Аэрофлот> 0.3289677246 -0.2737941906 1
<CLOSE ТГК_1 > -0.0297171632 -0.6249295327 0.5155354705 1
<CLOSE МРСК_СЗ> 0.0809397208 -0.6411577948 0.462240309 0.8475055005

From the correlation matrix we can see the strongest positive correlation between МРСК_СЗ and ТГК_1
(0,84), the strongest negative correlation is between МРСК_СЗ and Таттел__ао (-0,64).
The smallest positive linear relationship can be traced between МРСК_СЗ and КАМАЗ (0,08), while the
weakest negative relationship is between ТГК_1 and КАМАЗ (-0,02).
<CLOSE МРСК_СЗ>