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
stmk81449 var1=6149endMacroVar offers Free access to our database of historical data for the largest economies and financial markets including economic indicators, stocks, bonds, commodities, currencies and credit default swaps.
- Click the CSV button below to download the last 5 years of historical data.
- Download for Free unlimited historical data by Creating your free account
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 |
Copy the following Code to your Website
MacroVar API for Python offers free access to last 5 years of historical data. click the Copy Button below and run code in your computer.
To get full historical data:
- create a free account
- Use your username and password in the code below.
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 |