RTSI Index (Russia) Market Value

RTSI Index   1,122  5.00  0.44%   
RTSI Index's market value is the price at which a share of RTSI Index stock trades on a public exchange. It measures the collective expectations of RTSI Index investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of RTSI Index and determine expected loss or profit from investing in RTSI Index over a given investment horizon.
Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any Index could be tightly coupled with the direction of predictive economic indicators such as signals in population.

RTSI Index 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to RTSI Index's index what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of RTSI Index.
No Change 0.00  0.0 
In 2 years 11 months and 16 days
If you would invest  0.00  in RTSI Index on March 20, 2021 and sell it all today you would earn a total of 0.00 from holding RTSI Index or generate 0.0% return on investment in RTSI Index over 1080 days.

RTSI Index Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure RTSI Index's index current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess RTSI Index upside and downside potential and time the market with a certain degree of confidence.

RTSI Index Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for RTSI Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RTSI Index's standard deviation. In reality, there are many statistical measures that can use RTSI Index historical prices to predict the future RTSI Index's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of RTSI Index's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of RTSI Index in the context of predictive analytics.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as RTSI Index. Your research has to be compared to or analyzed against RTSI Index's peers to derive any actionable benefits. When done correctly, RTSI Index's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in RTSI Index.

RTSI Index Backtested Returns

RTSI Index maintains Sharpe Ratio (i.e., Efficiency) of 0.0927, which implies the entity had 0.0927% return per unit of standard deviation over the last 3 months. Our standpoint towards forecasting the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for RTSI Index, which you can use to evaluate the future volatility of the index. The index holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. the returns on MARKET and RTSI Index are completely uncorrelated.



Insignificant predictability

RTSI Index has insignificant predictability. Overlapping area represents the amount of predictability between RTSI Index time series from 20th of March 2021 to 11th of September 2022 and 11th of September 2022 to 4th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of RTSI Index price movement. The serial correlation of 0.13 indicates that less than 13.0% of current RTSI Index price fluctuation can be explain by its past prices.
Correlation Coefficient0.13
Spearman Rank Test-0.07
Residual Average0.0
Price Variance8220.74

RTSI Index lagged returns against current returns

Autocorrelation, which is RTSI Index index's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting RTSI Index's index expected returns. We can calculate the autocorrelation of RTSI Index returns to help us make a trade decision. For example, suppose you find that RTSI Index index has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   

RTSI Index regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If RTSI Index index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RTSI Index index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RTSI Index index over time.
   Current vs Lagged Prices   

RTSI Index Lagged Returns

When evaluating RTSI Index's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RTSI Index index have on its future price. RTSI Index autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, RTSI Index autocorrelation shows the relationship between RTSI Index index current value and its past values and can show if there is a momentum factor associated with investing in RTSI Index.
   Regressed Prices   

Currently Active Assets on Macroaxis

Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any Index could be tightly coupled with the direction of predictive economic indicators such as signals in population.
You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

Complementary Tools for RTSI Index analysis

When running RTSI Index's price analysis, check to measure RTSI Index's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy RTSI Index is operating at the current time. Most of RTSI Index's value examination focuses on studying past and present price action to predict the probability of RTSI Index's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RTSI Index's price. Additionally, you may evaluate how the addition of RTSI Index to your portfolios can decrease your overall portfolio volatility.
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RTSI Index technical index analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, index market cycles, or different charting patterns.
A focus of RTSI Index technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of RTSI Index trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...