RTS index
RTS index | |
---|---|
base data | |
Country | Russia |
Stock exchange | Russian Trading System |
ISIN | RU000A0JPEB3 |
WKN | not known |
symbol | RTSI |
RIC | ^ IRTS |
Bloomberg code | RTSI $ <INDEX> |
category | Stock index |
Type | Price index |
family | RTS indices |
The RTS index ( english Russian Trading System Index , RTSI) is one of two equity indices of the Russian stock exchange (MICEX RTS) and includes up to 50 of the largest listed companies in Russia. The index was introduced on September 1, 1995. The RTS index is the benchmark for Russian securities trading.
calculation
Technically speaking, the RTS index is a price index that is weighted according to market capitalization (on a free float basis). Dividend payments and corporate actions such as stock splits have no impact on the index. The index is calculated in US dollars based on an initial level of 100 index points dated September 1, 1995. The calculation is made during trading hours from 10:30 am to 6:00 pm local time (8:30 am to 4:00 pm) CET ) updated every second.
The composition is reviewed every three months by the Moscow Stock Exchange RTS . In order to avoid clustering of individual companies, an upper limit of 15 percent of the index weighting per company was introduced. Since the energy sector in Russia has experienced great growth, over 50 percent of the index is still characterized by energy companies. Above all the companies Gazprom and Lukoil . The financial sector and the metal industry follow at a distance. Nevertheless, the RTS index is a much more diversified price barometer compared to other Russian indices such as the RTX or RDX due to its breadth.
history
20th century
The RTS index started on September 1, 1995 with 100.00 points. On July 7, 1997, he passed the 500-point mark for the first time with a final score of 504.55 points. By October 6, 1997, the leading Russian index rose to 571.66 points. Since September 1995 the profit is 471.7 percent.
In the course of the Russian crisis, there was a massive outflow of capital, which triggered an economic crisis in the country. The first signs of an economic crisis had already emerged in the aftermath of the turbulence of the Asian crisis in autumn 1997. The crisis made investors in Russia nervous and withdrew their money. As a result, the currency, the Russian ruble , came under pressure. At the same time, the Russian government had a great need for short-term loans to fill gaps in the budget.
In the wake of the crisis, the RTS index suffered the worst slump in its history. On October 28, 1997 the RTSI closed below the limit of 400 points and on January 23, 1998 below the mark of 300 points. On August 18, 1998, with a final score of 99.58 points, the limit of 100 points also fell. By October 5, 1998, the index fell to an all-time low of 38.53 points. The loss since October 1997 is 93.3 percent.
The Russian economy recovered rapidly from the slump in output in the wake of the 1998 financial crisis. The decline in gross domestic product by around five percent was made up for in 1999. From 1999 to 2005, overall economic production grew by an average of around 6.5 percent per year. The sharp devaluation of the ruble that occurred in 1998 gave the Russian economy a boost. From mid-1999, the sharp rise in prices for Russian energy exports gave the economy a further boost to growth.
21st century
Between 1998 and 2008, the leading Russian index experienced the greatest increase in its history. On September 30, 2005, the RTSI closed with 1,007.76 points for the first time above the limit of 1,000 points and on April 13, 2007 with 2,001.59 points above the 2,000 point mark. On May 19, 2008, the index marked an all-time high with a closing level of 2,487.92 points. The profit since the all-time low on October 5, 1998 is 6,357.1 percent.
In the course of the international financial crisis , the RTS index began to decline again. From the third quarter of 2008, the crisis increasingly affected the real economy. As a result, share prices collapsed worldwide. On July 25, 2008 the index closed below the limit of 2,000 points and on October 6, 2008 below the mark of 1,000 points. On January 23, 2009, the RTSI closed trading at a low of 498.20 points. The decline since the all-time high on May 19, 2008 is 80.0 percent. January 23, 2009 marks the turning point of the downward trend. From the beginning of 2009 the index was on the way up again. By April 8, 2011 it rose by 326.5 percent to a closing level of 2,123.56 points.
The weakening of the global economy and the intensification of the euro crisis led to a slump in the Russian benchmark index. On October 5, 2011, the RTS index ended trading at 1,217.21 points. The loss since the peak on April 8, 2011 is 42.7 percent. The announcement of new bond purchase programs by the European Central Bank and the US Federal Reserve , which are basically unlimited, led to a recovery in prices on the stock market. The monetary stimulus played a bigger role in the price formation than the global economic slowdown and the state of the companies. On January 8, 2013, the index closed at 1,576.10 points, 29.5 percent higher than on October 5, 2011.
Highs
The overview shows the all-time highs of the RTS index.
Points | date | |
---|---|---|
in the course of trading | 2,498.10 | Monday May 19, 2008 |
on a closing price basis | 2,487.92 | Monday May 19, 2008 |
Milestones
The table shows the milestones of the RTS index since 1995.
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Best days
The table shows the best days of the RTS index since 1995.
rank | date | Final score in points |
Change in points |
Change in% |
---|---|---|---|---|
1 | 19 Sep 2008 | 1,295.91 | 237.07 | 22.39 |
2 | Oct 30, 2008 | 758.71 | 114.71 | 17.81 |
3 | Dec 31, 1999 | 175.26 | 25.25 | 16.83 |
4th | July 14, 1998 | 183.65 | 26.45 | 16.82 |
5 | June 17, 1996 | 170.13 | 23.27 | 15.85 |
6th | Aug 14, 1998 | 115.00 | 13.83 | 13.67 |
7th | May 28, 1996 | 164.49 | 19.73 | 13.63 |
8th | Oct 15, 1998 | 58.73 | 6.84 | 13.18 |
9 | June 2, 1998 | 192.75 | 21.04 | 12.25 |
10 | Oct 29, 2008 | 644.00 | 68.36 | 11.88 |
11 | May 5, 1999 | 102.69 | 10.86 | 11.83 |
12 | May 17, 1999 | 92.13 | 9.55 | 11.57 |
13 | Oct 9, 2008 | 844.75 | 83.12 | 10.91 |
14th | Nov 25, 2008 | 692.51 | 67.60 | 10.82 |
15th | Nov 23, 1998 | 70.13 | 6.77 | 10.69 |
16 | 10 Mar 2009 | 634.92 | 58.53 | 10.15 |
17th | June 17, 2004 | 587.10 | 53.84 | 10.10 |
18th | Apr 25, 1996 | 108.63 | 9.93 | 10.06 |
19th | Dec 20, 1999 | 132.17 | 11.96 | 9.95 |
20th | May 27, 1996 | 144.76 | 13.09 | 9.94 |
21st | Oct 14, 2008 | 869.51 | 78.31 | 9.90 |
22nd | Dec 5, 2000 | 155.10 | 13.52 | 9.55 |
23 | Oct 21, 1998 | 61.94 | 5.26 | 9.28 |
24 | July 15, 1996 | 174.59 | 14.69 | 9.19 |
25th | July 13, 1998 | 157.20 | 13.18 | 9.15 |
26th | Oct 14, 1998 | 51.89 | 4.22 | 8.85 |
27 | 4th July 1996 | 227.79 | 18.43 | 8.80 |
28 | May 24, 1996 | 131.67 | 10.49 | 8.66 |
29 | Jan. 4, 2001 | 142.15 | 11.13 | 8.50 |
30th | June 3, 1998 | 209.07 | 16.32 | 8.47 |
31 | June 24, 1996 | 195.64 | 14.98 | 8.29 |
32 | Jan. 26, 2009 | 539.38 | 41.18 | 8.27 |
33 | Dec 15, 1999 | 118.03 | 9.00 | 8.26 |
34 | Dec 21, 1999 | 142.67 | 10.50 | 7.94 |
35 | 25 Sep 2000 | 194.18 | 14.20 | 7.89 |
36 | Dec 8, 2000 | 163.03 | 11.69 | 7.72 |
37 | Nov 24, 2008 | 624.91 | 44.79 | 7.72 |
38 | June 17, 1998 | 181.99 | 12.97 | 7.67 |
39 | May 18, 1999 | 99.15 | 7.02 | 7.62 |
40 | Jan. 11, 2010 | 1,553.06 | 108.45 | 7.51 |
41 | 11th Mar 1999 | 82.24 | 5.72 | 7.48 |
42 | 3rd July 1997 | 481.13 | 33.19 | 7.41 |
43 | Feb 22, 1999 | 75.40 | 5.18 | 7.38 |
44 | Nov 5, 2008 | 829.80 | 56.43 | 7.30 |
45 | Feb 11, 1999 | 67.53 | 4.55 | 7.23 |
46 | Jan. 13, 1998 | 341.76 | 22.74 | 7.13 |
47 | 23 Aug 1999 | 116.85 | 7.76 | 7.11 |
48 | Apr 1, 2009 | 685.51 | 48.42 | 7.06 |
49 | 9 Mar 2000 | 211.25 | 13.92 | 7.05 |
50 | Sep 14 2012 | 1,589.40 | 104.52 | 7.04 |
Worst days
The table shows the worst days of the RTS index since 1995.
rank | date | Final score in points |
Change in points |
Change in% |
---|---|---|---|---|
1 | Oct 6, 2008 | 866.39 | −204.59 | −19.10 |
2 | Oct 28, 1997 | 392.86 | −92.30 | −19.03 |
3 | Aug 27, 1998 | 63.20 | −13.06 | −17.13 |
4th | May 12, 1999 | 81.39 | −15.72 | −16.19 |
5 | Jan. 12, 1998 | 319.02 | −53.44 | −14.35 |
6th | Feb 17, 2009 | 552.03 | −84.77 | −13.91 |
7th | Aug 26, 1998 | 76.26 | −12.24 | −13.83 |
8th | Oct 24, 2008 | 549.43 | −87.11 | −13.68 |
9 | Nov 12, 2008 | 634.94 | −90.95 | −12.53 |
10 | 17 Sep 1998 | 51.70 | −7.16 | −12.16 |
11 | July 8, 1996 | 190.15 | −26.24 | −12.12 |
12 | May 18, 1998 | 227.61 | −30.49 | −11.81 |
13 | May 22, 2006 | 1,318.50 | −172.14 | −11.55 |
14th | 16 Sep 2008 | 1,131.12 | −146.48 | −11.47 |
15th | Oct 22, 2008 | 665.78 | −81.24 | −11.33 |
16 | Oct 8, 2008 | 761.63 | −96.53 | −11.25 |
17th | Nov 30, 2000 | 143.42 | −17.53 | −10.89 |
18th | Nov 11, 2008 | 725.89 | -86.69 | −10.67 |
19th | May 27, 1998 | 187.23 | −22.10 | −10.56 |
20th | June 28, 1996 | 204.13 | −23.57 | −10.35 |
21st | June 1, 1998 | 171.71 | −19.58 | −10.24 |
22nd | Oct. 27, 2003 | 535.05 | −59.86 | −10.06 |
23 | Oct 16, 2008 | 713.90 | -75.08 | −9.52 |
24 | Aug 19, 1998 | 90.19 | −9.39 | −9.43 |
25th | June 13, 2006 | 1,234.82 | −127.69 | −9.37 |
26th | Oct 15, 2008 | 788.98 | −80.53 | −9.26 |
27 | Nov 12, 1997 | 350.01 | −35.68 | −9.25 |
28 | Aug 11, 1998 | 109.90 | −11.01 | −9.11 |
29 | May 29, 1996 | 149.55 | −14.94 | −9.08 |
30th | July 27, 1998 | 143.46 | −14.28 | −9.05 |
31 | Aug 18, 1998 | 99.58 | −9.85 | −9.00 |
32 | Aug 10, 1998 | 120.91 | −11.95 | −8.99 |
33 | Dec 15, 2000 | 136.71 | −13.18 | −8.79 |
34 | 22 Sep 2011 | 1,387.86 | −130.78 | −8.61 |
35 | Jan. 3, 2001 | 131.02 | −12.27 | −8.56 |
36 | Nov 10, 1997 | 402.10 | −36.24 | −8.27 |
37 | Oct 30, 2003 | 496.66 | −43.79 | −8.14 |
38 | Dec 11, 1997 | 339.25 | −29.91 | −8.10 |
39 | Oct. 4, 1995 | 72.06 | −6.33 | −8.08 |
40 | Oct 17, 2005 | 915.41 | -79.47 | −7.99 |
41 | Aug 4, 1999 | 105.46 | −9.01 | −7.87 |
42 | Feb 21, 2001 | 162.39 | −13.88 | −7.87 |
43 | Apr 17, 2000 | 203.38 | −17.29 | −7.84 |
44 | Aug 8, 2011 | 1,657.77 | −140.98 | −7.84 |
45 | July 11, 1996 | 156.08 | −12.71 | −7.53 |
46 | Jan. 13, 1999 | 55.64 | −4.53 | −7.53 |
47 | Sep 9 2008 | 1,395.11 | −113.30 | −7.51 |
48 | 22 Sep 2000 | 179.98 | −14.39 | −7.40 |
49 | July 24, 2002 | 324.96 | −25.93 | −7.39 |
50 | Jan. 21, 2008 | 1,999.83 | −159.27 | −7.38 |
Annual development
The table shows the annual development of the RTS index since 1995.
year | Final score in points |
Change in points |
Change in% |
---|---|---|---|
1995 | 82.92 | ||
1996 | 200.50 | 117.58 | 141.80 |
1997 | 396.86 | 196.36 | 97.94 |
1998 | 58.93 | −337.93 | −85.15 |
1999 | 175.26 | 116.33 | 197.40 |
2000 | 143.29 | −31.97 | −18.24 |
2001 | 260.05 | 116.76 | 81.49 |
2002 | 359.07 | 99.02 | 38.08 |
2003 | 567.25 | 208.18 | 57.98 |
2004 | 614.11 | 46.86 | 8.26 |
2005 | 1,125.60 | 511.49 | 83.29 |
2006 | 1,921.92 | 796.32 | 70.75 |
2007 | 2,290.51 | 368.59 | 19.18 |
2008 | 631.89 | −1,658.62 | −72.41 |
2009 | 1,444.61 | 812.72 | 128.62 |
2010 | 1,770.26 | 325.65 | 22.54 |
2011 | 1,380.49 | −389.77 | −22.02 |
2012 | 1,530.41 | 149.92 | 10.61 |
2013 | 1,442.73 | −87.68 | −5.73 |
2014 | 790.71 | -652.02 | −45.19 |
2015 | 757.04 | −33.67 | −4.26 |
2016 | 1,152.33 | 395.29 | 52.22 |
2017 | 1,154.43 | 2.10 | 0.18 |
2018 | 1,066.13 | −88.30 | −7.65 |
2019 | 1,548.92 | 482.79 | 45.82 |
composition
As of December 27, 2019, the RTS index consisted of the following companies:
Companies | Branch | logo | Index weighting in% | Free float in% |
---|---|---|---|---|
Aeroflot | Airlines | 0.4 | 41 | |
AFK system | Conglomerate | 0.41 | 33 | |
ALROSA | Mining (diamonds) | 1.79 | 34 | |
Detski me | retail trade | 0.21 | 34 | |
FSK JeES | Network operator | 0.39 | 18th | |
PhosAgro | fertilizer | 0.66 | 25th | |
Gazprom | oil and gas | 14.39 | 46 | |
Inter RAO | Electricity supplier | 1.48 | 33 | |
Lenta | retail trade | 0.17 | 21st | |
LSR Group | property | 0.28 | 42 | |
Lukoil | oil and gas | 13.57 | 54 | |
M.video | retail trade | 0.2 | 27 | |
Magnite | retail trade | 2.10 | 71 | |
MMK | steel | 0.64 | 16 | |
Megaphone | telecommunications | 0.67 | 21st | |
Mechel | Mining (coal) | 0.21 | 50 | |
Mobile TeleSystems | telecommunications | 2.44 | 45 | |
Moscow Stock Exchange | Stock exchange | 1.20 | 58 | |
Moscow Credit Bank | Banks | 0.30 | 20th | |
NLMK | steel | 1.38 | 19th | |
Nornickel | Mining | 6.63 | 38 | |
Novatek | oil and gas | 4.62 | 21st | |
PIK | construction | 0.40 | 18th | |
Polyus gold | Mining | 1.70 | 21st | |
Polymetal | Mining | 1.73 | 45 | |
Rosneft | oil and gas | 4.48 | 11 | |
Rostelekom | telecommunications | 0.55 | 32 | |
RUSAL | aluminum | 0.63 | 16 | |
RusHydro | Electricity supplier | 0.39 | 19th | |
Sberbank | Banks | 14.27 | 48 | |
Sberbank Vz. | Banks | 1.24 | 100 | |
Severstal | steel | 1.33 | 20th | |
Surgutneftegas | oil and gas | 3.52 | 25th | |
Surgutneftegas Vz. | oil and gas | 1.66 | 73 | |
Tatneft | oil and gas | 4.01 | 32 | |
Tatneft Vz. | oil and gas | 0.71 | 100 | |
TCS Group | Finances | 1.18 | 89 | |
TMK | Tube | 0.25 | 30th | |
Transneft Vz. | Pipeline operator | 0.74 | 32 | |
Unipro | Electricity supplier | 0.24 | 16 | |
United Wagon Company | Rail vehicle construction | 0.21 | 26th | |
VTB | Banks | 1.36 | 27 | |
X5 Retail Group | retail trade | 2.01 | 41 | |
Yandex | Internet | 4.69 | 96 |
Web links
- RTS Exchange, description (English)
- Current price on the Moscow Stock Exchange
- Index at Bloomberg
- Index at Yahoo
Individual evidence
- ^ RTS Exchange: Historical prices from 1995
- ↑ a b c d Stooq: Historical prices from 1995
- ↑ a b Yahoo: Historical prices from 2004
- ↑ RTS index since 1995. Accessed January 21, 2020 .
- ^ RTS Index: Constituents