A Comparative Analysis of Statistical Indicators of Market Returns for Russian Energy Companies' Stocks

The article presents the results of an analysis of common stock market returns for five Russian blue-chip energy companies over the period 2023–2025. The securities are compared based on average returns, variance, asymmetry and excess for various return calculation timeframes: daily, weekly, and monthly. The resulting tables and graphs are used to verify the empirical distribution of returns conforms to a normal law.