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MacroVar monitors real-time economic, financial and geopolitical developments for the Russia economy and Russia markets by analyzing financial, economic data and real-time news using statistical models. To help you forecast and analyze economic and financial developments, our team provides you with explanations of the theory and structure of our models and access to financial and economic data.

Russia Overview

 
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Russia Overview presents the current trends and dynamics of the major Russia financial markets and economic indicators. Select Details to get more information for each indicator, use Factors to monitor current statistical analysis of financial & economic factors affecting the specific asset, and select research to read the latest MacroVar research for the specific asset/indicator.


SymbolPrice1D%MoM%YoY%MTBFactorsResearchDetails
RTSIRTS1068.77-2.23-0.0410.26
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Momentum-0.5High2024-07-22 17:27:53MacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
Trend-0.5High2024-07-22 17:27:53MacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Russia PMI vs StocksPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Research is available only to premium users. Upgrade your account.
Description
Russia 2-year bond yieldRU.2Y18.09-0.280.183.84
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumHighMacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
TrendHighMacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Research is available only to premium users. Upgrade your account.
Description
Russia 10-Year Bond YieldRU.10Y15.120.20.0137.91
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Momentum-100.0High2024-01-20 14:12:16MacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
Trend50.0High2024-01-20 14:12:16MacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Russia PMI vs 10YPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Research is available only to premium users. Upgrade your account.
Description
Russian Ruble US Dollar (RUB/USD)RUBUSD88.3500.01-1.98
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Momentum0.0High2024-07-22 17:27:53MacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
Trend0.0High2024-03-21 13:08:31MacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Russia 10Y vs FXPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Russia 2Y vs FXPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Brent Oil vs RUBUSDPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Russia PMI vs FXPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Research is available only to premium users. Upgrade your account.
Description
Manufacturing PMIru.manpmi54.9114
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumUpHigh2024-07-11 09:32:08Momentum of a macroeconomic indicator is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M), quarter over quarter (Q/Q) returns.Learn More about MacroVar Momentum Macro Trends
TrendUpHigh2024-07-11 09:32:08A macroeconomic indicator is in an uptrend when last value is higher than its twelve month moving average and its twelve month moving average slope is positive (last twelve month moving average is higher than the previous month’s twelve month moving average). MacroVar calculates the number of months the current value has recorded highs or lows. Trend change is assumed when a specific indicator has recorded a 3-month high / low or more.MacroVar Momentum Macro Trends
Research is available only to premium users. Upgrade your account.
Description
Services PMIru.servpmi47.6-4-4-16
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumDownHigh2024-07-11 09:32:08Momentum of a macroeconomic indicator is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M), quarter over quarter (Q/Q) returns.Learn More about MacroVar Momentum Macro Trends
TrendDownHigh2024-07-11 09:32:08A macroeconomic indicator is in an uptrend when last value is higher than its twelve month moving average and its twelve month moving average slope is positive (last twelve month moving average is higher than the previous month’s twelve month moving average). MacroVar calculates the number of months the current value has recorded highs or lows. Trend change is assumed when a specific indicator has recorded a 3-month high / low or more.MacroVar Momentum Macro Trends
Research is available only to premium users. Upgrade your account.
Description
SymbolPrice1D%MoM%YoY%MTBFactorsResearchDetails
RTSIRTS1068.77-2.23-0.0410.26
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Momentum-0.5High2024-07-22 17:27:53MacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
Trend-0.5High2024-07-22 17:27:53MacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Russia PMI vs StocksPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Research is available only to premium users. Upgrade your account.
Description
Russia ETFRSX5.620-0.01-78.97
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Russia PMI vs ETFPremium Factors are available to premium users only. Upgrade your account.
MomentumHighMacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
TrendHighMacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Research is available only to premium users. Upgrade your account.
Description
Russia 2-year bond yieldRU.2Y18.09-0.280.183.84
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumHighMacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
TrendHighMacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Research is available only to premium users. Upgrade your account.
Description
Russia 10-Year Bond YieldRU.10Y15.120.20.0137.91
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Momentum-100.0High2024-01-20 14:12:16MacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
Trend50.0High2024-01-20 14:12:16MacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Russia PMI vs 10YPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Research is available only to premium users. Upgrade your account.
Description
Russia Yield CurveRU.YC-2.98-2.621.1-365.63
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Research is available only to premium users. Upgrade your account.
Description
Russian Ruble US Dollar (RUB/USD)RUBUSD88.3500.01-1.98
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Momentum0.0High2024-07-22 17:27:53MacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
Trend0.0High2024-03-21 13:08:31MacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Russia 10Y vs FXPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Russia 2Y vs FXPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Brent Oil vs RUBUSDPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Russia PMI vs FXPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Research is available only to premium users. Upgrade your account.
Description
Russia Credit Default SwapsCDS.Russia000-100
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Z-scoresPremium Factors are available to premium users only. Upgrade your account.MacroVar CDS and Volatilites are analyzed by calculating the 1-year and 5-year z-scores. Extreme values of absolute z-scores (greater than 2) indicate elevated credit risk conditions and vice-versa.Learn More about MacroVar Risk Management model
Research is available only to premium users. Upgrade your account.
Description
SymbolPrice1D%MoM%YoY%MTBFactorsResearchDetails
Composite PMIru.comppmi49.8-3-3-8
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumDownHigh2024-07-11 09:32:08Momentum of a macroeconomic indicator is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M), quarter over quarter (Q/Q) returns.Learn More about MacroVar Momentum Macro Trends
TrendDownHigh2024-07-11 09:32:08A macroeconomic indicator is in an uptrend when last value is higher than its twelve month moving average and its twelve month moving average slope is positive (last twelve month moving average is higher than the previous month’s twelve month moving average). MacroVar calculates the number of months the current value has recorded highs or lows. Trend change is assumed when a specific indicator has recorded a 3-month high / low or more.MacroVar Momentum Macro Trends
Research is available only to premium users. Upgrade your account.
Description
Manufacturing PMIru.manpmi54.9114
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumUpHigh2024-07-11 09:32:08Momentum of a macroeconomic indicator is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M), quarter over quarter (Q/Q) returns.Learn More about MacroVar Momentum Macro Trends
TrendUpHigh2024-07-11 09:32:08A macroeconomic indicator is in an uptrend when last value is higher than its twelve month moving average and its twelve month moving average slope is positive (last twelve month moving average is higher than the previous month’s twelve month moving average). MacroVar calculates the number of months the current value has recorded highs or lows. Trend change is assumed when a specific indicator has recorded a 3-month high / low or more.MacroVar Momentum Macro Trends
Research is available only to premium users. Upgrade your account.
Description
Services PMIru.servpmi47.6-4-4-16
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumDownHigh2024-07-11 09:32:08Momentum of a macroeconomic indicator is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M), quarter over quarter (Q/Q) returns.Learn More about MacroVar Momentum Macro Trends
TrendDownHigh2024-07-11 09:32:08A macroeconomic indicator is in an uptrend when last value is higher than its twelve month moving average and its twelve month moving average slope is positive (last twelve month moving average is higher than the previous month’s twelve month moving average). MacroVar calculates the number of months the current value has recorded highs or lows. Trend change is assumed when a specific indicator has recorded a 3-month high / low or more.MacroVar Momentum Macro Trends
Research is available only to premium users. Upgrade your account.
Description
GDP Growth (annual)ru.gdpgrowthan5.41010-871
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumDownHigh2024-07-11 09:32:08Momentum of a macroeconomic indicator is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M), quarter over quarter (Q/Q) returns.Learn More about MacroVar Momentum Macro Trends
TrendUpHigh2024-07-11 09:32:08A macroeconomic indicator is in an uptrend when last value is higher than its twelve month moving average and its twelve month moving average slope is positive (last twelve month moving average is higher than the previous month’s twelve month moving average). MacroVar calculates the number of months the current value has recorded highs or lows. Trend change is assumed when a specific indicator has recorded a 3-month high / low or more.MacroVar Momentum Macro Trends
Research is available only to premium users. Upgrade your account.
Description
Inflation CPIru.inflationcpi8.644161
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumUpMedium2024-07-11 09:32:08Momentum of a macroeconomic indicator is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M), quarter over quarter (Q/Q) returns.Learn More about MacroVar Momentum Macro Trends
TrendUpMedium2024-07-11 09:32:08A macroeconomic indicator is in an uptrend when last value is higher than its twelve month moving average and its twelve month moving average slope is positive (last twelve month moving average is higher than the previous month’s twelve month moving average). MacroVar calculates the number of months the current value has recorded highs or lows. Trend change is assumed when a specific indicator has recorded a 3-month high / low or more.MacroVar Momentum Macro Trends
Research is available only to premium users. Upgrade your account.
Description
Unemployment rateru.unemploymentrate2.6-4-4-21
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumDownMedium2024-07-11 09:32:08Momentum of a macroeconomic indicator is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M), quarter over quarter (Q/Q) returns.Learn More about MacroVar Momentum Macro Trends
TrendDownMedium2024-07-11 09:32:08A macroeconomic indicator is in an uptrend when last value is higher than its twelve month moving average and its twelve month moving average slope is positive (last twelve month moving average is higher than the previous month’s twelve month moving average). MacroVar calculates the number of months the current value has recorded highs or lows. Trend change is assumed when a specific indicator has recorded a 3-month high / low or more.MacroVar Momentum Macro Trends
Research is available only to premium users. Upgrade your account.
Description
SymbolPrice1D%MoM%YoY%MTBFactorsResearchDetails
RTSIRTS1068.77-2.23-0.0410.26
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Momentum-0.5High2024-07-22 17:27:53MacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
Trend-0.5High2024-07-22 17:27:53MacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Russia PMI vs StocksPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Research is available only to premium users. Upgrade your account.
Description
Russia 2-year bond yieldRU.2Y18.09-0.280.183.84
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
MomentumHighMacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
TrendHighMacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Research is available only to premium users. Upgrade your account.
Description
Russia 10-Year Bond YieldRU.10Y15.120.20.0137.91
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Momentum-100.0High2024-01-20 14:12:16MacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
Trend50.0High2024-01-20 14:12:16MacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Russia PMI vs 10YPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Research is available only to premium users. Upgrade your account.
Description
Russian Ruble US Dollar (RUB/USD)RUBUSD88.3500.01-1.98
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Momentum0.0High2024-07-22 17:27:53MacroVar momentum signal ranges from -100 to +100. Momentum trading is used to capture moves in short timeframes. Momentum must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Momentum Signals
Trend0.0High2024-03-21 13:08:31MacroVar Trend signal ranges from -100 to +100. The market trend signal is derived as the mean value from 8 calculations for each asset. A trend can last for day(s), weeks and even months. Trends must be monitored in conjuction with other MacroVar Macroeconomic and Financial factors. Learn More about MacroVar Trend Signals
Bubble RiskHighMacroVar bubble risk model monitors a financial asset price relative to its 252-day moving average to identify possible inflection points (Overbought or Oversold conditions). Extreme moves are often followed by price reversals when bubble risk model indicators have values greater than 2.5 or less than -2.5.Learn More about MacroVar Bubble Risk Model
Russia 10Y vs FXPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Russia 2Y vs FXPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Brent Oil vs RUBUSDPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
Russia PMI vs FXPremium Factors are available to premium users only. Upgrade your account.MacroVar factor models use regression analysis to monitor a specific financial market (e.g. S&P 500) compared to macroeconomic (e.g. US ISM Manufacturing PMI) and financial factors (US North America Credit Default Swaps Index) closely correlated with the market in search for possible significant anomalies or divergencies which can confirm signals from MacroVar momentum and trend dynamics models.Learn More about MacroVar Multi-Factor models
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Russia Credit Default SwapsCDS.Russia000-100
FactorLastSignalImportanceValuation (Over/Under)Last SignalLogic
Z-scoresPremium Factors are available to premium users only. Upgrade your account.MacroVar CDS and Volatilites are analyzed by calculating the 1-year and 5-year z-scores. Extreme values of absolute z-scores (greater than 2) indicate elevated credit risk conditions and vice-versa.Learn More about MacroVar Risk Management model
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Russia Market News

  
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TimeHeadlines
2024-06-17 14:17 Putin to visit North Korea on June 18th - 19th - TASS cites Kremlin.
2024-05-31 15:09 US Secretary of State Blinken: Ukraine asked the US for authorization to use US weapons against Russia.
2024-05-31 15:09 US Secretary of State Blinken: Biden approved use of US weapons inside Russia.
2024-04-10 15:25 Russia orders oil companies to raise fuel supplies to the domestic market.
2024-04-05 16:33 Russia may temporarily impose extra met tax on gold - Ifx.
2024-03-19 15:16 According to Gunvor's estimates, Ukrainian drone strikes have disrupted the refining of 600,000 barrels of oil in Russia.
2024-03-19 15:12 Sources indicate that Russia plans to boost oil exports despite the recent drone attacks on its refineries.
2024-03-19 15:12 Sources report that Russian oil exports from its western ports were increased by 10% in March to reach 2.15 million barrels per day due to unexpected refinery shutdowns.
2024-02-29 11:05 Putin has stated that Russia is prepared to engage in discussions with the United States regarding strategic stability.
2024-02-29 11:05 TASS reports that Russia is not interested in the Black Sea grain deal as it has its own export capacities.
Monitor Real-Time Market News >>

Russia Economic Overview

  
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Russia economic overview presents a snapshot of Russia current economic conditions. You can find details for the Russia economy subsections by exploring the sections below.


IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
Composite PMIru.comppmi49.851.4-3-8DownDown
Manufacturing PMIru.manpmi54.954.414UPUP
services pmiru.servpmi47.649.8-4-16DownDown

Russia Manufacturing

  
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MacroVar tracks hundreds of indicators related to Russia manufacturing. Our focus is on the most important leading indicators based on the ISM report and related indicators. The ISM report is the most important report reflecting the real demand of goods in the Russia economy.


1IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
Manufacturing PMIru.manpmi54.954.414UPUP
industrial productionru.indproduction1.95.3-64-67DownDown

Russia Services

  
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MacroVar tracks hundreds of indicators related to Russia services. Our focus is on the most important leading indicators based on the ISM report and related indicators. The ISM report is the most important report reflecting the real demand of services in the Russia economy.


IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
services pmiru.servpmi47.649.8-4-16DownDown

Russia consumer sentiment

  
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Consumer spending makes up 67% of the U.S. Economy. MacroVar monitors direct consumer reports like the University of Michigan Consumer Sentiment Index and indirect macroeconomic indicators related to Russia employment and Russia consumer activity (building permits).


IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
consumer confidenceru.consconfidence-6.0-7s-14-67UPUP
unemployment rateru.unemploymentrate2.62.7s-4-21DownDown
retail salesru.retailsalesan7.58.2s-9-22DownDown
retail sales MoMru.retailsales1.9-2.4s-179-5UPDown
car registrationsru.carregistrations8326065200s2899UPUP

Russia Construction

  
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The Russia construction sector is a significant component of the Russia economy. MacroVar monitors leading indicators of construction activity like building permits and new home sales.


IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
housing startsru.housingstarts7.288.72-17-15DownDown

Russia Macroeconomic outlook

  
Russia Macroeconomic outlook presents an overview of the long-term fundamental coincident factors of the Russia economy. Components monitored are the country's rserves, debt, Monetary Policy and Fiscal Policy. Explore Russia macroeconomic model in detail.


IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
gdpru.gdp2021.422240.42-10-1UPDown
Real GDPru.realgdp39268.6735797.41057UPUP
gdp growth annualru.gdpgrowthan5.44.910-871UPUP
gdp growthru.gdpgrowth-0.83.2-125-300DownDown
inflation cpiru.inflationcpi8.68.34161UPUP
interest rateru.interestrate16.0160113UPUP
unemployment rateru.unemploymentrate2.62.7-4-21DownDown
government debtru.govdebt20586.5420564.5010UPUP
external debtru.externaldebt316.8322.3-2-33DownDown
government debt to gdpru.govdebtgdp14.916-757UPUP
current accountru.currentaccount18000.022555-203DownUP
current account to gdpru.currentaccountgdp2.510.5-76-47DownDown
exportsru.exports32988.041299-20-12DownDown
importsru.imports22584.022719-1-14DownDown
foreign exchange reservesru.fxreserves593498.0599040-11UPUP
gold reservesru.goldres2332.742332.7402UPUP
government revenuesru.govrev17093.01429020120UPUP
fiscal expenditureru.fiscalexp18022.0152701866UPUP

Russia Inflation

  
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MacroVar monitors major inflation indexes and subcompoonents based on Bureau of Labour Statistics monthly report.


IndicatorSymbolActualPreviousM/M%Y/Y%Trend
inflation cpiru.inflationcpi8.68.34161
core inflation rateru.coreinflationrate8.738.641312
Produce Prices YoYru.producerpricesch14.016.2-140

Russia Employment

  
MacroVar monitors leading indicators (ISM/NMI employment activity), coincident (Initial & Continuing jobless claims) and lagging indicators of Russia employment. Russia employment is one of the major factors affecting Russia monetary policy.


IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
unemployment rateru.unemploymentrate2.62.7-4-21DownDown

Russia Monetary Policy

  
Russia Monetary policy is monitored by tracking the most important indicators related to the Fed's balance sheet and interest rates.


IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
interest rateru.interestrate16.0160113UPUP
central bank balance sheetru.cb.assets62189594.062450900-018UPUP
money supply m1ru.msm149987.050119-05UPUP
money supply m2ru.msm2102519.0103107-119UPUP
government debt to gdpru.govdebtgdp14.916-757UPUP
loans to private sectorru.loanprivate61360000.060605000125UPUP
Russia Credit Rating (S&P)RATING.S&P.RU
Russia Credit Rating (Moody's)RATING.MOODYS.RU
Russia Credit Rating (Fitch)RATING.FITCH.RU

Russia Fiscal Policy

  
Russia Fiscal policy is monitored by tracking the most important indicators related to the Treasury's decisions on government spending, revenues and budget surplus/deficit.


IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
government revenuesru.govrev17093.01429020120UPUP
fiscal expenditureru.fiscalexp18022.0152701866UPUP
government budgetru.govbudget-1.9-2.3-17-337DownDown
Government budgetru.govbudgetvalue-929.0-983-5-60UPUP
government debtru.govdebt20586.5420564.5010UPUP
government debt to gdpru.govdebtgdp14.916-757UPUP

Russia Trade

  
Russia trade activity is monitored by tracking Trade and Capital flows.


IndicatorSymbolActualPreviousM/M%Y/Y%TrendSlope
current accountru.currentaccount18000.022555-203DownUP
current account to gdpru.currentaccountgdp2.510.5-76-47DownDown
balance of traderu.balanceoftrade12610.0104002140UPUP
importsru.imports22584.022719-1-14DownDown
exportsru.exports32988.041299-20-12DownDown
capital flowsru.capitalflows23736.6410448.61273DownUP
foreign direct investmentru.fdi-9581.018295-152-253UPDown
external debtru.externaldebt316.8322.3-2-33DownDown
foreign exchange reservesru.fxreserves593498.0599040-11UPUP
gold reservesru.goldres2332.742332.7402UPUP