Application of the Pearson and Shapiro — Wilk Tests to Assess the distribution of Stock Returns of Large Oil and Gas Issuers
This article presents the results of applying statistical tests to verify the distribution of market returns on common stocks of four large Russian blue-chip companies. The conformity of the market return distribution to the normal law was assessed using the Pearson and Shapiro — Wilk tests. Returns over a monthly interval are characterized by a normal distribution. Among the statistical indicators of the companies studied, the data from PAO Tatneft proved to be the most significant.
Authors
- Tatyana Averina
- L. Seitova
Institutions
- Tula State Pedagogical University named after L.N. Tolstoy (RU)
- Karakalpak State University (UZ)
Publication Details
- Journal
- Scientific Research and Development Economics
- Published
- 2026-02-02
- DOI
- https://doi.org/10.12737/2587-9111-2026-14-1-43-46
- Primary Topic
- Economic and Technological Systems Analysis
- Type
- article
- Field-Weighted Citation Impact
- 0.00