Key Factors Of Electric Power Companies’ Investment Attractiveness During The Coronavirus Crisis
Table 2:
| Indicator | MOEXOG | MOEXCN | MOEXCH | MOEXMM | MOEXTL | MOEXFN | MOEXTN | MOEXEUP | MOEXBMI |
| Beta coefficient | 1,01 | 0,43 | 0,38 | 0,67 | 0,71 | 0,89 | 0,51 | 0,65 | 1,00 |
| Volatility (10D) | - | - | - | - | - | - | - | - | - |
| Actual | 0,036 | 0,016 | 0,006 | 0,023 | 0,016 | 0,033 | 0,037 | 0,029 | 0,025 |
| Model | 0,025 | 0,005 | 0,006 | 0,016 | 0,013 | 0,020 | 0,010 | 0,012 | 0,025 |
| Daily yield change (max.) | - | - | - | - | - | - | - | - | - |
| Positive | 10,25% | 4,41% | 3,51% | 10,14% | 5,85% | 7,47% | 7,61% | 7,37% | 7,72% |
| Negative | -11,10% | -8,35% | -5,28% | -7,76% | -7,70% | -10,03% | -9,46% | -10,77% | -8,28% |