RTSI Index (Russia) Price on November 14, 2022
| RTSI Index | 1,178 0.98 0.08% |
Below is the normalized historical share price chart for RTSI Index extending back to September 01, 1995. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of RTSI Index stands at 1,178, as last reported on the 11th of May 2024, with the highest price reaching 1,182 and the lowest price hitting 1,175 during the day.
If you're considering investing in RTSI Index, it is important to understand the factors that can impact its price. RTSI Index maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the entity had a 0.1% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for RTSI Index, which you can use to evaluate the volatility of the index. RTSI Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.1004
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | RTSI | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average RTSI Index is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of RTSI Index by adding it to a well-diversified portfolio.
RTSI Index Valuation on November 14, 2022
It is possible to determine the worth of RTSI Index on a given historical date. On November 14, 2022 RTSI was worth 1162.14 at the beginning of the trading date compared to the closed value of 1170.05. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of RTSI Index index. Still, in general, we apply an absolute valuation method to find RTSI Index's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of RTSI Index where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against RTSI Index's related companies.
| Open | High | Low | Close | Volume | |
| 1,164 | 1,166 | 1,152 | 1,158 | 1.00 | |
11/14/2022 | 1,162 | 1,173 | 1,156 | 1,170 | 1.00 |
| 1,172 | 1,177 | 1,154 | 1,160 | 1.00 |
| Backtest RTSI Index | | | RTSI Index History | Previous | Next |
RTSI Index Trading Date Momentum on November 14, 2022
| On November 15 2022 RTSI Index was traded for 1,160 at the closing time. The highest price during the trading period was 1,177 and the lowest recorded bid was listed for 1,154 . There was no trading activity during the period 1.0. Lack of trading volume on November 15, 2022 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 0.89% . The trading delta at closing time to the current price is 1.45% . |
Price Boundaries
RTSI Index Period Price Range
Low | November 14, 2022
| High |
1,162 | 1,170 |
RTSI Index May 11, 2024 Market Strength
Market strength indicators help investors to evaluate how RTSI Index index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RTSI Index shares will generate the highest return on investment. By undertsting and applying RTSI Index index market strength indicators, traders can identify RTSI Index entry and exit signals to maximize returns
RTSI Index Technical Drivers
RTSI Index May 11, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for RTSI Index's price direction in advance. Along with the technical and fundamental analysis of RTSI Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of RTSI to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0589 | |||
| Mean Deviation | 0.5975 | |||
| Semi Deviation | 0.6965 | |||
| Downside Deviation | 0.8016 | |||
| Coefficient Of Variation | 1094.23 | |||
| Standard Deviation | 0.8193 | |||
| Variance | 0.6713 | |||
| Information Ratio | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.01) | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.18 | |||
| Downside Variance | 0.6426 | |||
| Semi Variance | 0.4852 | |||
| Expected Short fall | (0.62) | |||
| Skewness | 0.3301 | |||
| Kurtosis | 2.52 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
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 board of governors. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.