Risk Ranking |
Ranking |
Company |
Beta Coefficient |
1 |
UES |
1,3845 |
2 |
Mosenergo |
1,2802 |
3 |
Rostelekom |
1,2235 |
4 |
Surgutneftegaz |
1,1769 |
5 |
Sberbank Rossii |
1,0378 |
6 |
Norilsk Nickel |
1,0269 |
7 |
Lukoil Holding |
0,9386 |
8 |
Tatneft |
0,9302 |
9 |
Bashkirenergo |
0,9296 |
10 |
Irkutskenergo |
0,7871 |
11 |
Kuzbasenergo |
0,7646 |
12 |
Gazprom |
0,7306 |
13 |
Petmol |
0,7059 |
14 |
GAZ |
0,6870 |
15 |
Kamaz |
0,6844 |
16 |
Aeroflot |
0,6118 |
17 |
Sibneft |
0,5723 |
18 |
Bashinformsvayz |
0,5088 |
19 |
Megionneftgas |
0,4940 |
20 |
Samaraenergo |
0,4727 |
21 |
Kolenergo |
0,4670 |
22 |
Novosibirsk Telephone |
0,4010 |
23 |
Khantymansyiskokrtelecom |
0,3941 |
24 |
Kubanenergo |
0,3878 |
25 |
St.Petersburg Telephone |
0,3862 |
26 |
Krasnoyarskenergo |
0,3841 |
27 |
Bryansksvyazinform |
0,3478 |
28 |
Azot Kemerovo |
0,3377 |
29 |
Elektrosvyaz Irkutsk |
0,3200 |
30 |
Kazan Telephone |
0,3097 |
31 |
Moscow Telephone |
0,3006 |
32 |
Kubanelektrosvyaz |
0,2844 |
33 |
Nizhnovsvyazinform |
0,2743 |
34 |
Voronezhenergo |
0,2649 |
35 |
Svyazinform Samara |
0,2627 |
36 |
Elektrosvyaz Murmansk |
0,2578 |
37 |
Tyumentelecom |
0,2533 |
38 |
Electrosvyaz Moscow Reg. |
0,2385 |
39 |
Uralsvyazinform |
0,2377 |
40 |
Novosibirskenergo |
0,2350 |
41 |
Electrosvayz Kemerovskaya Reg. |
0,2310 |
42 |
Elektrosvyaz Novosibirsk |
0,2268 |
43 |
GUM |
0,2084 |
44 |
Surgutneftegaz Holding |
0,1706 |
45 |
Electrosvyaz (Rostov reg.) |
0,1484 |
46 |
Sverdlovskenergo |
0,1339 |
47 |
Permenergo |
0,1228 |
48 |
Cheliabenergo |
0,1198 |
49 |
Elektrosvyaz Tver |
0,0980 |
50 |
Severstal |
0,0930 |
Ranking |
Company |
Beta Coefficient |
51 |
Sakhalinmorneftegaz |
0,0892 |
52 |
Svyazinform Cheliabinsk |
0,0886 |
53 |
Amursvyaz |
0,0717 |
54 |
Baltika |
0,0458 |
55 |
St.Pb International Telephone |
0,0228 |
| Beta coefficient calculated on the data from 07/05/99 to 29/10/99 by
formula: b =COV(Ri,Rm)/Vm COV(Ri,Rm) – stock price growth and market growth covariation Those companies quotation prices for common stocks of which were available in AK&M - List database at the date of compilation were ranked |
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