Analysis of Russian Industries in the Stock Market

Abstract

Analysis of industries in the stock market using graph theoretic model is performed. It is shown that in the Russian stock market there are some big industries which form sets that do not have any connection between each other and can be called clusters. The result is obtained not only by conventional approach to analyse the stock markets such as studying histograms, finding cliques and independent sets, but also by a more detailed investigation which is related, in particular, with the degrees of vertices. This analysis could provide division of the market to some sets of stocks which constitute industries in the stock market.

Appendix

Number	Code	Full names
1	BEGY	JSC Bashkirenergo common stock
2	DVEC	JSC Far East Energy Company common stock
3	EONR	JSC OGK 4 common stock
4	ETGK	JSC Yenisei TGK 13 common stock
5	FEES	JSC Federal Grid Company of Unified Energy System
		common stock
6	HYDR	JSC RusGidro
7	IRGZ	JSC Irkutskenergo common stock
8	KCHE	JSC Kamchatskenergo common stock
9	KISB	JSC Kirovenergosbyt common stock
10	KISBP	JSC Kirovenergosbyt preferred stock
11	KRSG	JSC Krasnoyarsk hydro electric station common stock
12	KUBE	JSC Energy and Electrification of Kuban
13	LSNG	JSC Energy and Electrification Lenenergo common stock
14	LSNGP	JSC Energy and Electrification Lenenergo preferred stock
15	MRKC	JSC Interregional Distribution Grid Company of the center Caucasus
		common stock
16	MRKH	JSC Interregional Distribution Grid Companies Holding common stock
17	MRKHP	JSC Interregional Distribution Grid Companies Holding preferred stock
18	MRKK	JSC Interregional Distribution Grid Company of the North Caucasus
		common stock
19	MRKP	JSC Interregional Distribution Grid Company of the Center and Privolzhe
		common stock
20	MRKS	Interregional Distribution Grid Company of the Siberia common stock
21	MRKU	JSC Interregional Distribution Grid Company of Urals common stock
22	MRKV	Interregional Distribution Grid Company of Volgi common stock
23	MRKY	Interregional Distribution Grid Company of the South common stock
24	MRKZ	Interregional Distribution Grid Company of the North-West common stock
25	MSNG	Mosenergo common stock
26	MSRS	JSC Moscow United Electric Grid Company common stock
27	MSSB	JSC Mosenergosbyt common stock
28	MSSV	JSC Moscow United Energy Company common stock
29	OGKA	JSC OGK 1 common stock
30	OGKB	JSC OGK 2 common stock
31	OGKC	JSC OGK 3 common stock
32	OGKE	JSC OGK 5
33	PMSB	JSC Perm Energy Retail Company common stock
34	PMSBP	JSC Perm Energy Retail Company preferred stock
35	RKKE	Rocket and Space Corporation Energia Korolev common stock
36	RTSB	JSC Energosbyt Rostovenergo common stock
37	RTSBP	JSC Energosbyt Rostovenergo preferred stock
38	RZSB	JSC Ryazan Energy Retail Company common stock
39	STSBP	JSC Stavropolenergosbyt preferred stock
40	SVSB	JSC Sverdlovenergosbyt common stock
41	SVSBP	JSC Sverdlovenergosbyt preferred stock
42	TASB	JSC Tambov Energy Company common stock
43	TASBP	JSC Tambov Energy Company preferred stock
44	TGKA	TGK 1 common stock
45	TGKB	TGK 2 common stock
46	TGKBP	TGK 2 preferred stock
47	TGKD	JSC Kvadra common stock
48	TGKDP	JSC Kvadra preferred stock
49	TGKE	JSC TGK 5 common stock
50	TGKF	JSC TGK 6 common stock
51	TGKI	JSC TGK 9 common stock
52	TGKJ	JSC Fortum common stock
53	TGKK	JSC TGK 11 common stock
54	TGKN	JSC TGK 14 common stock
55	TORS	JSC Tomsk distribution company common stock
56	TORSP	JSC Tomsk distribution company preferred stock
57	UDSB	JSC Udmurt Energy Retail Company
58	UDSBP	JSC Udmurt Energy Retail Company preferred stock
59	VDSB	JSC Vladymirenergosbyt common stock
60	VGSB	JSC Volgograd Energy Retail Companycommon stock
61	VGSBP	JSC Volgograd Energy Retail Company preferred stock
62	VRAO	JSC Rao Energy System of East common stock
63	YKEN	JSC YakutskEnergo common stock
64	YKENP	JSC YakutskEnergo preferred stock
65	ASSB	JSC Astrakhan Energy Retail Company
66	KBSB	JSC Kubanenergosbyt common stock
67	CLSB	JSC Chelyabenergosbyt
68	CLSBP	JSC Chelyabenergosbyt preferred stock
69	DASB	Dagenstan Energy Retail Company common stock
70	AMEZ	JSC Ashin iron plant common stock
71	ARMD	JSC ARMADA common stock
72	CHEP	JSC Chelyabinsk Pipe Rolling Plant common stock
73	CHMF	JSC Severstal common stock
74	CHZN	Chelyabinsk Zinc Plant common stock
75	GMKN	JSC Norilsk Nickel common stock
76	IRKT	JSC Irkut Corporation common stock
77	LNZL	JSC Lenzoloto common stock
78	MAGN	JSC Magnitogorst Iron and Steel Plant common stock
79	MTLR	JSC Mechel common stock
80	NLMK	JSC Novolipetsk Metallurgical combine common stock
81	PLZL	JSC Polyus Gold
82	PMTL	JSC Polymetal common stock
83	RUSP	JSC Ruspolimet common stock
84	GAZP	JSC Gazprom common stock
85	ROSN	JSC Rosneft
86	LKOH	JSC Lukoil common stock
87	SIBN	JSC Gazprom Neft common stock
88	SNGS	JSC Surgutneftegas common stock
89	SNGSP	JSC Surgutneftegas preferred stock
90	TATN	JSC Tatneft common stock
91	TATNP	JSC Tatneft preferred stock
92	UKUZ	JSC South Kuzbass common stock
93	MFGS	Slavneft-Megionneftegaz common stock
94	MFGSP	Megionneftegas preferred stock
95	AKRN	JSC Akron common stock
96	AZKM	JSC Azot common stock
97	DGBZ	JSC Dorogobuzh common stock
98	DGBZP	JSC Dorogobuzh preferred stock
99	KLNA	JSC Concern Kalina common stock
100	NKNC	JSC Nizhnekamskneftekhim common stock
101	NKNCP	JSC Nizhnekamskneftekhim preferred stock
102	PHST	JSC Pharmstandart common stock
103	URKA	JSC Uralkali common stock
104	VLHZ	JSC Vladimir Chemical Plant common stock
105	VRPH	JSC VEROPHARM common stock