Russia 10-Year Bond Yield

Russia 10-Year Bond Yield closed down by -1.25% to 7.12 on 23 January 2021 and +-0.28% on a weekly basis. Russia 10-Year Bond Yield momentum was last calculated at -50.0/100 indicating negative momentum. Russia 10-Year Bond Yield trend is -25.0/100 indicating a negative trend. Russia 10-Year Bond Yield momentum exhaustion is -0.52199 indicating Russia 10-Year Bond Yield is oversold.Russia 10-Year Bond Yield RSI is 47.5003 .

Russia 10-Year Bond Yield Chart

Russia 10-Year Bond Yield

Russia 10-Year Bond Yield Statistics

MacroVar multi-factor statistical models monitor financial factors which are used to analyze and predict the Russia 10-Year Bond Yield. Click here to explore the financial factors monitored and their current signals.

Click here to explore the methodology used for estimating the Russia 10-Year Bond Yield trading signals presented in the Russia 10-Year Bond Yield statistics table.

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
Russia 10-Year Bond Yield RU.10Y 7.12 -0.5 -0.25 -0.52199 47.5003 -1.25 -0.28 0.85 -0.06725

Russia 10-Year Bond Yield closed at 7.12 on 23 January 2021. Russia 10-Year Bond Yield trend was last calculated at -25.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. Russia 10-Year Bond Yield momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. Russia 10-Year Bond Yield momentum exhaustion is -0.52199 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating Russia 10-Year Bond Yield is oversold and a possible reversal is imminent. Russia 10-Year Bond Yield RSI was last calculated at 47.5003. Russia 10-Year Bond Yield moving averages were last recorded as follows: 1-month moving average: 5.8845 in an uptrend , 1-quarter moving average: 5.985 in a downtrend and 1-year moving average: 6.13841 in a downtrend. Russia 10-Year Bond Yield annual return was last recorded at None%, daily return was last recorded at -1.25%, and weekly return was last recorded at -0.28%. Russia 10-Year Bond Yield histrorical 20-day volatility was last recorded at 8.87996%, Russia 10-Year Bond Yield alpha None, Russia 10-Year Bond Yield beta None and Russia 10-Year Bond Yield maximum drawdown was recorded at None%. MacroVar models monitor Russia 10-Year Bond Yield statistics based on historical data since 1970.

Russia 10-Year Bond Yield News

Russia 10-Year Bond Yield Factors

Russia 10-Year Bond Yield

Factor Symbol Last Value Predicted Value R2 MacroVar Signal
Russia PMI vs 10Y RU.FACT.10YPMI 5.85 42.7955 -0.251786
Russia 10Y vs FX RU.FACT.FX10Y 5.905 4.662 0.033

Russia Markets

Market Symbol Last Mom Trend Exh RSI 1D% 1W% 1M% 1Y%
RTSI RTS 1586.12 0.5 0.75 0.75496 59.1601 -2.44 -4.81 4.62 -0.09932
Russia ETF RSX 28.1 1 0.75 1.34355 63.2073 -2.53 -3.17 5.01 -0.01378
Russian Ruble US Dollar (RUB/USD) RUBUSD 73.96 -1 0 0.26279 45.5344 -0.23 1.83 -0.64 0.20409
Russia 10-Year Bond Yield RU.10Y 7.12 -0.5 -0.25 -0.52199 47.5003 -1.25 -0.28 0.85 -0.06725
Russia 5-Year Bond Yield RU.5Y 6.88 0 0.25 -0.46596 47.664 -2.69 -0.86 2.99 -0.11398
Russia 2-year bond yield RU.2Y 6.79 -1 -1 -0.94186 32.6087 -0.88 2.57 15.28 -0.22518
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 Actual Previous M/M% Y/Y% Trend Slope ZS5Y Update
balance of trade 10206 10591 -0.0363516 1.72305 1.0 1.0 0.983333 2021-05-31
bank lending rate 6.42 6.03 0.0646766 -0.11326 1.0 -1.0 0.75 2021-05-31
business confidence 0.3 -0.3 -2 -1.04286 1.0 1.0 0.0166667 2021-05-31
capacity utilization 60 60 0 0.0344828 -1.0 1.0 0.916667 2021-05-31
capital flows 24869 5992 3.15037 -0.217907 1.0 -1.0 0.466667 2021-01-01
car registrations 151964 148676 0.0221152 2.90432 -1.0 1.0 0.983333 2021-04-30
cash reserve ratio 8 8 0 0 -1.0 -1.0 0.266667 2019-12-31
central bank balance sheet 50061100 49500200 0.0113313 -0.0144871 1.0 -1.0 0.216667 2021-03-31
composite pmi 55 56.2 -0.0213523 0.124744 1.0 1.0 0.9 2021-06-30
consumer confidence -18 -21 -0.142857 1.25 -1.0 -1.0 0.7 2021-04-01
consumer price index cpi 647.4 643 0.00684292 0.0649778 1.0 1.0 0.966667 2021-06-30
core inflation rate 6.55 6.04 0.0844371 1.26644 1.0 1.0 0.933333 2021-06-30
current account 5500 3181 0.729016 -0.572351 -1.0 -1.0 0.2 2020-12-31
current account to gdp 3.9 6.8 -0.426471 -0.338983 -1.0 -1.0 0 2019-01-31
deposit interest rate 3.33 3.36 -0.00892857 -0.189781 -1.0 -1.0 0.45 2021-05-31
exports 34816 36863 -0.0555299 0.658774 1.0 1.0 1 2021-05-31
external debt 471.4 459.3 0.0263444 -0.0290422 1.0 -1.0 0.4 2021-04-01
fiscal expenditure 16756800 13734300 0.220069 0.118126 -1.0 1.0 0.733333 2021-05-31
foreign direct investment 3886 2275 0.708132 0.784206 -1.0 1.0 0.7 2020-10-01
foreign exchange reserves 591529 605232 -0.0226409 0.0398279 1.0 1.0 0.1 2021-06-30
gdp 1483.5 1687.45 -0.120863 -0.106783 -1.0 -1.0 0 2020-01-31
Real GDP 20514.8 24995.5 -0.17926 0.0211093 -1.0 1.0 0.35 2021-01-01
gdp growth 1.5 -3.2 -1.46875 1.5 1.0 1.0 0.933333 2020-05-01
gdp growth annual -0.7 -1.8 -0.611111 -1.36842 -1.0 -1.0 0.4 2021-01-01
gold reserves 2295.42 2298.53 -0.00135304 0.213994 1.0 1.0 0.166667 2021-01-01
government budget -3.8 1.8 -3.11111 -1.92683 -1.0 -1.0 0 2019-02-28
Government budget 625.91 312.07 1.00567 -1.76039 1.0 1.0 0.25 2021-06-30
government debt 16945.2 14572.8 0.162796 0.465886 1.0 1.0 0 2020-06-01
government debt to gdp 17.8 14.6 0.219178 1.73846 1.0 1.0 0 2020-01-31
government revenues 17950200 14467100 0.24076 0.167569 -1.0 1.0 0.816667 2021-05-31
housing index 8 6.3 0.269841 -0.65812 1.0 -1.0 0 2019-01-31
housing starts 5 6 -0.166667 0.388889 -1.0 1.0 0.983333 2021-05-31
imports 24610 26272 -0.0632613 0.427411 1.0 1.0 0.983333 2021-05-31
industrial production 11.8 7.6 0.552632 -2.22917 1.0 1.0 0.3 2021-05-31
industrial production mom -2.1 -4.1 -0.487805 -0.637931 -1.0 1.0 0.266667 2021-05-31
inflation cpi 6.5 6 0.0833333 1.02492 1.0 1.0 0.85 2021-06-30
interbank rate 4.61 4.52 -0.104854 -0.00646552 -1.0 -1.0 0.433333 2021-03-31
interest rate 4.25 4.5 -0.0555556 -0.433333 -1.0 -1.0 0.0166667 2020-07-24
loans to private sector 35632200 34848300 0.0224946 0.132195 1.0 1.0 0.916667 2021-04-30
manufacturing pmi 49.2 51.9 -0.0520231 -0.00404858 -1.0 -1.0 0.45 2021-06-30
money supply m0 12752.3 12859.9 -0.00836709 0.137654 1.0 1.0 0.766667 2021-05-31
money supply m1 33276.7 33030.3 0.00745982 0.257081 1.0 1.0 0.816667 2021-05-31
money supply m2 59194.1 59206.3 -0.000206059 0.115439 1.0 1.0 0.683333 2021-05-31
Producer Price Index 729.7 705 0.0350355 0.101434 1.0 1.0 0.9 2021-02-28
PPI Index 31.1 35.3 -0.11898 -3.20567 1.0 1.0 0.1 2021-06-30
retail sales MoM 9.2 -2.4 -4.83333 -0.0980392 1.0 -1.0 0.35 2021-03-31
retail sales 27.2 35.1 -0.225071 -2.41667 1.0 1.0 0.15 2021-05-31
services pmi 56.5 57.5 -0.0173913 0.182008 1.0 1.0 0.925 2021-06-30
total vehicle sales 157808 147378 0.0707704 0.286947 1.0 1.0 0.95 2021-06-30
unemployment rate 4.9 5.2 -0.0576923 -0.196721 -1.0 -1.0 0.0166667 2021-05-31

Russia 10-Year Bond Yield Trading Signals


MacroVar estimates the following signals: Russia 10-Year Bond Yield momentum, Russia 10-Year Bond Yield trend, Russia 10-Year Bond Yield oscillator, Russia 10-Year Bond Yield RSI and Russia 10-Year Bond Yield returns.

Russia 10-Year Bond Yield Momentum

Momentum trading is used to capture moves in shorter timeframes than trends. Momentum is the relative change occurring in markets. Relative change is different to a trend. A long-term trend can be up but the short-term momentum of a specific market can be 0. If a market moves down and then moves up and then moves back down the net relative change in price is 0. That means momentum is 0. A short-term positive momentum, with a long-term downtrend results in markets with no momentum.

MacroVarRussia 10-Year Bond Yield momentum signal ranges from -100 to +100. The Russia 10-Year Bond Yield momentum signal is derived as the mean value from 4 calculations for the Russia 10-Year Bond Yield. The timeframes monitored are the following: 1 Day (1 trading day), 1 Week (5 trading days), 1 Month (20 trading days), 3 Months (60 trading days)
For each timeframe, the following calculations are performed: 1. Russia 10-Year Bond Yield return is calculated for the specific timeframe and 2. if the return calculated is higher than 0, signal value output is 1 else signal value is -1. Russia 10-Year Bond Yield momentum signal is the aggregate of the the 4 values. A technical momentum rollover is identified when Russia 10-Year Bond Yield momentum signal moves from positive to negative value or vice-versa.

Russia 10-Year Bond Yield trend

Russia 10-Year Bond Yield trend signal ranges from -100 to +100. Russia 10-Year Bond Yield trend indicator is the mean value of the 8 calculations described below. The timeframes monitored are the following: 1-month (20 trading days), 3-months (60 trading days), 6-months (125 trading days), 1-year (250 trading days)
For each timeframe, the following calculations are performed: 1. Russia 10-Year Bond Yield Closing price vs Russia 10-Year Bond Yield moving average (MA) calculation: If Russia 10-Year Bond Yield is greater than Russia 10-Year Bond Yield MA value is +1, else -1, 2. Russia 10-Year Bond Yield Moving average slope calculation: if current Russia 10-Year Bond Yield moving average is higher than the previous MA, Russia 10-Year Bond Yield upward slope +1, else -1
Russia 10-Year Bond Yield trend model can be used as a trend strength indicator. Russia 10-Year Bond Yield trend strength values ranging between +75 and +100 or -75 and -100 show strong trend strength.
A technical trend rollover is identified when Russia 10-Year Bond Yield trend strength indicator moves from positive to negative value or vice-versa.

The most important trend indicator
The Russia 10-Year Bond Yield 52-week simple moving average and its slope are the most important indicators defining a market’s trend. Russia 10-Year Bond Yield is in an uptrend when Russia 10-Year Bond Yield price is higher than the 52-week moving average and the Russia 10-Year Bond Yield 52-week moving average has an upward slope. If fundamentals of the market have not changed and the moving average slope is still in uptrend, a price drop signifies a market correction and not a change of trend. Traders should watch oscillators like the Russia 10-Year Bond Yield oscillator and Russia 10-Year Bond Yield RSI to buy the dip and still follow the trend. The moving average slope turn signifies a change of trend.

Russia 10-Year Bond Yield oscillator

The Russia 10-Year Bond Yield oscillator estimated by MacroVar is the z-score of the current Russia 10-Year Bond Yield price versus Russia 10-Year Bond Yield 1-year simple moving average price. The formula for the Russia 10-Year Bond Yield oscillator is:
Russia 10-Year Bond Yield oscillator = (Current Price – 250 trading days Russia 10-Year Bond Yield simple moving average price) / (250 days Russia 10-Year Bond Yield price standard deviation)

Russia 10-Year Bond Yield oversold conditions
Russia 10-Year Bond Yield is oversold when it is subject to a persistent downward pressure due to extreme fund outflows. When the Russia 10-Year Bond Yield is oversold it is often due for a rebound. Values of the Russia 10-Year Bond Yield oscillator lower than -2.5 signify oversold conditions. It must be noted that the Russia 10-Year Bond Yield oscillator must be analyzed ibn conjunction with the rest of Russia 10-Year Bond Yield quantitative factors. Traders should pay less attention to overbought or oversold conditions during strong trends. They should pay close attention during counter trends and all combined with the Russia 10-Year Bond Yield RSI.
Russia 10-Year Bond Yield overbought conditions
Russia 10-Year Bond Yield is overbought when it is subject to a persistent upward pressure due to extreme fund inflows. When the Russia 10-Year Bond Yield is overbought it is often due for a correction. Values of the Russia 10-Year Bond Yield oscillator higher than +2.5 signify overbought conditions. It must be noted that the MacroVar oscillator must be compared to the rest of the Russia 10-Year Bond Yield quantitative factors. Traders should pay less attention to overbought or oversold conditions during strong trends. They should pay close attention during counter trends and all combined with the RSI.

Russia 10-Year Bond Yield RSI indicator

The RSI indicator measures the speed and change of price movements. The RSI indicator oscillates between 0 and 100. RSI is a useful indicator during normal trending market conditions when an asset price oscillates around its trend value. During big moves and strong trends however, like short squeezes or price spikes RSI and other oscillators don’t work.
During normal trend market conditions and when Russia 10-Year Bond Yield is in a downtrend RSI values between 50-60 signify overbought conditions before the downtrend is ready to resume. During Russia 10-Year Bond Yield uptrend, RSI values of 40 to 50 signify oversold conditions before the uptrend is ready to resume. It is strongly not recommended to enter a position when the RSI is “overbought” and falling or vice versa.

Russia 10-Year Bond Yield returns

MacroVar calculates Russia 10-Year Bond Yield returns for the following timeframes: Daily, Weekly, Monthly, Yearly. The formula for calculating returns is:

Russia 10-Year Bond Yield returns = (Russia 10-Year Bond Yield Closing Price – Russia 10-Year Bond Yield Previous Price)/(Russia 10-Year Bond Yield Previous Price)
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