RTSI Index

RTSI closed down by -2.44% to 1586.12 on 23 January 2021 and +-4.81% on a weekly basis. RTSI momentum was last calculated at +50.0/100 indicating positive momentum. RTSI trend is +75.0/100 indicating a positive trend. RTSI momentum exhaustion is 0.75496 indicating RTSI is oversold.RTSI RSI is 59.1601 .

RTSI Index Chart

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Date Value
16-08-22 1.142,05
15-08-22 1.112,93
12-08-22 1.116,32
11-08-22 1.106,29
10-08-22 1.118,40
09-08-22 1.116,28
08-08-22 1.083,52
05-08-22 1.072,31
04-08-22 1.104,77
03-08-22 1.105,99

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RTSI Index

RTSI Index Statistics

MacroVar multi-factor statistical models monitor financial factors which are used to analyze and predict the RTSI. Click here to explore the financial factors monitored and their current signals.

Click here to explore the methodology used for estimating the RTSI trading signals presented in the RTSI statistics table.

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
RTSI RTS 881.59 -0.5 -1 -3.96858 32.7469 0.07114 -0.05908 -0.38608 -0.41431

RTSI closed at 1586.12 on 23 January 2021. RTSI trend was last calculated at +75.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. RTSI momentum was last calculated at +50.0/100 (range: -100 to +100) indicating positive momentum. RTSI momentum exhaustion is 0.75496 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating RTSI is oversold and a possible reversal is imminent. RTSI RSI was last calculated at 59.1601. RTSI moving averages were last recorded as follows: 1-month moving average: 1380.94 in an uptrend , 1-quarter moving average: 1258.02 in an uptrend and 1-year moving average: 1261.53 in a downtrend. RTSI annual return was last recorded at None%, daily return was last recorded at -2.44%, and weekly return was last recorded at -4.81%. RTSI histrorical 20-day volatility was last recorded at 23.2748%, RTSI alpha None, RTSI beta None and RTSI maximum drawdown was recorded at None%. MacroVar models monitor RTSI statistics based on historical data since 1970.

RTSI Index News

RTSI Factors

RTSI

Factor Symbol Last Value Predicted Value R2 MacroVar Signal
Russia PMI vs Stocks RU.FACT.STPMI 1311.05 53.1089 -1.3915

RTSI related Indicators

RTSI

Security Type Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
Russia ETF Stock Index ETF RSX 5.65 -1 -1 -3.08659 13.0264 0 0 -0.31598 -0.778
Russia PMI vs Stocks Stock Index vs PMI Factor RU.FACT.STPMI 1311.05

Russia Markets

Market Symbol Last Mom Trend Exh RSI 1D% 1W% 1M% 1Y%
RTSI RTS 881.59 -0.5 -1 -3.96858 32.7469 0.07114 -0.05908 -0.38608 -0.41431
Russia ETF RSX 5.65 -1 -1 -3.08659 13.0264 0 0 -0.31598 -0.778
Russian Ruble US Dollar (RUB/USD) RUBUSD 87.5 -0.5 0.25 0.89467 40.9405 -0.07895 -0.17492 -0.20084 0.13005
Russia 10-Year Bond Yield RU.10Y 12.685 -0.5 0.5 2.10717 46.6474 0 -0.06796 -0.00588 0.7791
Russia 5-Year Bond Yield RU.5Y 22.05 1 1 10.1457 92.014 0.48785 0.71063 1.31375 2.47244
Russia 2-year bond yield RU.2Y 14.31 0 0.75 2.22355 49.2349 0 -0.05482 0.06079 1.54174
Russia Yield Curve RU.YC 0.33 0 0.75 1.20524 64.77 -8.33 -36.54 -71.79 1.38281
Russia Credit Default Swaps CDS.Russia 85.5 -0.5 -0.25 -0.52485 52.0676 -0.87 -0.58 -11.86 0.4674

Russia Economic Indicators

Indicator Symbol Actual Previous M/M% Y/Y% Trend Slope ZS5Y Update
balance of trade ru.balanceoftrade 10206 10591 -0.0363516 1.72305 1.0 1.0 0.983333 2021-05-31
bank lending rate ru.banks.lendingrate 6.42 6.03 0.0646766 -0.11326 1.0 -1.0 0.75 2021-05-31
business confidence ru.bizconfidence -2.7 -3 -10 800 Down Down 45 2022-07-27
capacity utilization ru.caputilization 61 61 0 1.67 UP UP 25 2022-05-04
capital flows ru.capitalflows 58000 48221.5 20.28 86.32 UP UP 100 2022-05-04
car registrations ru.carregistrations 32412 27761 16.75 -75.56 Down Down 5 2022-08-06
cash reserve ratio ru.cashreserveratio 5 4 25 -37.5 Down Down 5 2022-07-31
central bank balance sheet ru.cb.assets 46036300 48447300 -4.98 -8.76 Down Down 60 2022-08-11
composite pmi ru.comppmi 52.2 50.4 3.57 0.97 UP UP 50 2022-08-03
consumer confidence ru.consconfidence -31 -21 47.62 106.67 Down Down 6.67 2022-06-24
consumer price index cpi ru.cpi 229.9 230.8 -0.39 -64.6 Down Down 6.67 2022-08-11
core inflation rate ru.coreinflationrate 18.4 19.18 -4.07 171.39 UP UP 93.33 2022-08-11
current account ru.currentaccount 70100 68384 2.51 582.57 UP UP 100 2022-07-12
current account to gdp ru.currentaccountgdp 3.9 6.8 -0.426471 -0.338983 -1.0 -1.0 0 2019-01-31
deposit interest rate ru.depositrate 3.33 3.36 -0.00892857 -0.189781 -1.0 -1.0 0.45 2021-05-31
exports ru.exports 34816 36863 -0.0555299 0.658774 1.0 1.0 1 2021-05-31
external debt ru.externaldebt 472.8 453.5 4.26 -1.99 UP Down 30 2022-07-22
fiscal expenditure ru.fiscalexp 6206780 2518020 146.5 156.2 Down UP 18.33 2022-05-04
foreign direct investment ru.fdi 3886 2275 0.708132 0.784206 -1.0 1.0 0.7 2020-10-01
foreign exchange reserves ru.fxreserves 576904 584121 -1.24 -4.01 Down Down 61.67 2022-08-06
gdp ru.gdp 1483.5 1687.45 -0.120863 -0.106783 -1.0 -1.0 0 2020-01-31
Real GDP ru.realgdp 21357.2 26426.4 -19.18 5.72 Down UP 51.67 2022-06-16
gdp growth ru.gdpgrowth 1.5 -3.2 -1.46875 1.5 1.0 1.0 0.933333 2020-05-01
gdp growth annual ru.gdpgrowthan -4 3.5 -214.29 -463.64 Down Down 10 2022-08-11
gold reserves ru.goldres 2298.53 2298.53 0 6.01 UP UP 90.83 2022-08-11
government budget ru.govbudget -3.8 1.8 -3.11111 -1.92683 -1.0 -1.0 0 2019-02-28
Government budget ru.govbudgetvalue 625.91 312.07 1.00567 -1.76039 1.0 1.0 0.25 2021-06-30
government debt ru.govdebt 15873.6 15875.7 -0.01 7.75 UP UP 93.33 2022-04-29
government debt to gdp ru.govdebtgdp 17.8 14.6 0.219178 1.73846 1.0 1.0 0 2020-01-31
government revenues ru.govrev 7154780 3428550 108.68 185.44 Down UP 20 2022-05-04
housing index ru.housingindex 23.33 17.2 35.64 429.02 UP UP 95 2022-05-04
housing starts ru.housingstarts 8.1 6.9 17.39 5.19 Down UP 76.67 2022-07-31
imports ru.imports 24610 26272 -0.0632613 0.427411 1.0 1.0 0.983333 2021-05-31
industrial production ru.indproduction -1.8 -1.7 5.88 -117.65 Down Down 16.67 2022-07-27
industrial production mom ru.indproductionmm 2 -1.9 -205.26 -4.76 UP Down 60 2022-07-31
inflation cpi ru.inflationcpi 15.1 15.9 -5.03 132.31 UP UP 93.33 2022-08-11
interbank rate ru.interbankrate 4.61 4.52 -0.104854 -0.00646552 -1.0 -1.0 0.433333 2021-03-31
interest rate ru.interestrate 4.25 4.5 -0.0555556 -0.433333 -1.0 -1.0 0.0166667 2020-07-24
loans to private sector ru.loanprivate 35632200 34848300 0.0224946 0.132195 1.0 1.0 0.916667 2021-04-30
Russia ru.manpmi 50.3 50.9 -1.18 5.89 UP UP 56.67 2022-08-02
money supply m0 ru.msm0 13293.1 13233.5 0.45 3.96 UP UP 95 2022-07-31
money supply m1 ru.msm1 36457.9 34720.4 5 8.01 UP UP 98.33 2022-07-31
money supply m2 ru.msm2 69623.2 68993.4 0.91 16.85 UP UP 100 2022-07-31
Producer Price Index ru.producerprices 268.33 279.8 -4.1 12.13 UP UP 31.67 2022-07-22
PPI Index ru.producerpricesch 11.3 19.3 -41.45 -63.67 Down Down 61.67 2022-07-22
retail sales MoM ru.retailsales 1.1 0.5 120 83.33 UP UP 51.67 2022-07-31
retail sales ru.retailsalesan -9.6 -10.1 -4.95 -188.07 Down Down 8.33 2022-07-27
services pmi ru.servpmi 54.7 51.7 5.8 2.24 UP UP 68.33 2022-08-03
total vehicle sales ru.vehiclesales 32412 27761 16.75 -76.17 Down Down 5 2022-08-06
unemployment rate ru.unemploymentrate 4.9 5.2 -0.0576923 -0.196721 -1.0 -1.0 0.0166667 2021-05-31

RMacroVar Trading Signals:

MacroVar calculates the following signals: RTSI momentum, RTSI trend, RTSI oscillator, RTSI RSI, RTSI returns and other RTSI statistics and technical signals. Click here to explore MacroVar Models.