Chii RTS? Concept, mifananidzo, nzira nokuti pakuverenga simba rinomutsa kuchinja

Russian Trading System (RTS) mumwe maviri kupfuura wemari exchanges kuti vanotengesa kuchengetedzeka Russian. It yakarongwa 1995 serimwe rinogona kutsiva kuti hunotovapo panguva MICEX. Pakapera RTS kweanenge makore 20 yava kuva huru dzinotambudza mamiriro, izvo kwete chete kunopa mapindiro voga vanoita uye rwenyanzvi kutengesa kuchengetedzeka pamusika vechikamu asi anewo dzinoverengeka mimwe mabasa, kusanganisira kupishinura, nzvimbo uye panodonedzerwa.

Pfungwa yacho RTS indekisi

Chii RTS? paakati Ndiwo mamiriro ari kuchengetedzeka Russian kumusika, uko rinowanikwa pachishandiswa kuchengetedzeka kwema vakagumisa pamusoro dzokutengeserana pasi RTS. Its ukoshi zvinoratidza zvachose musika capitalization kuti migove vakatenga pamusoro Russian pamusika wemari. Uyewo capitalization neimwe kambani ndiwo musika ukoshi paminiti mugove kane uwandu migove dzaivapo, uye unoratidza chaiye musika kukosha kambani.

RTS indekisi, pamwe MICEX indekisi, munhu kutungamirira chokukomborerwa zvipfuwo pamusika wemari. Zvisinei, pashure kwemapazi MICEX zvokutengeserana platforms uye RTS kukarukureta vose indekisi chaizvoizvo kuita mumwe chete pamwe Stock Exchange MICEX-RTS. Musiyano mukuru pakati izvi nhamba mbiri ndechokuti MICEX indekisi rinowanikwa muna rubles, ukuwo RTS - mune madhora. Naizvozvo, kuchinja yayo inobata kwete chete simba rinomutsa vana nomutengo anogoverana makambani Russian, asi vo Kuchinja Ruble Gengi pamusoro dhora. Under chenguva US Dollar Gengi ikure RTS indekisi anoratidza zvakawanda zvakanaka kuitika, zvichienzaniswa MICEX indekisi. Kureva, ukoshi hwayo iri kukura nokukurumidza, asi zvinoderedza zvikuru zvishoma nezvishoma pane "vakwikwidzi" ayo.

Mhando RTS Indices

Exchange RTS indekisi vanosanganisira mhuri yose yakasiyana kukarukureta indices. Idzi dzinosanganisira: indekisi RTS Standart, kuti RTS-2 Index, iyo indekisi volatility (RTSVX), RTS Siberia (RTSSIB) uye zvinoverengeka sectoral indices.

Huru RTS Index (RTSI) rinowanikwa pahwaro mashoko pamusoro vanotengesa anogoverana 50 pakukura makambani Russian. Izvi zvinosanganisira Gazprom, Lukoil, Sberbank, Surgutneftegas, uye vanoverengeka anogoverana mamwe makambani. Kuti vakwanise migove chekambani muna RTS indekisi vanofanira kusangana zviviri zvinodiwa. Chekutanga, kuti migove anofanira nhumbi pamusoro RTS Stock Exchange. Chechipiri, chekambani capitalization anofanira kanenge 0.5% kubva zvachose capitalization pakati migove zvose zvinosanganisirwa indekisi. The mazita makambani pasi Quarterly ongororo.

The kukarukureta algorithm

RTSI indekisi rinowanikwa pokutangira kubva September 1, 1995. Zvakanga iyoyo raparurwa zvokutengeserana securities pamusoro dzokutengeserana pasi RTS. kukosha kwayo zvinoratidzwa hama dzakabatana. At musi pazuva kutengesa rokutanga indekisi RTSI akanga conventionally vaifungidzira kuti 100 points.

Kuti tinzwisise zvinodzidziswa RTS, tinopa muenzaniso zvimiso kukarukureta ukoshi hwayo. Kufunga kuti sezvo September 1, 1995 zvachose capitalization pamusoro makambani ane migove vanobatanidzwa RTSI indekisi, akanga 500 000 emadhora. On Zvimiso musi rinotevera kukarukureta rwuchiwanzwa kuti, muti, 850 zviuru zvamadhora. Chezita kukosha indekisi hazvisi:

850 000/500 000 * 100 pfungwa * 1.0752559 = 183 pfungwa (1.0752559 - nokururamiswa coefficient yaishandiswa kukarukureta).

Nemamwe mashoko, pamusika wemari capitalization kwakawedzera 1,83 nguva.

Zvinofanira pakuverenga

RTS indekisi rinoitwa pachishandiswa mashoko ari kutengesa mutengo migove vanobatanidzwa indekisi. Izvi zvinoitwa ose 15 mumasekonzi, kureva panguva chaiyo. Asi nokuti vashambadzi uye pamusika wemari vaongorori zvinokosha ruzivo pamusoro umbowo kukosha indekisi sezvo hwomukova uye dzivharwe emaoko, uyewo kufadza uye shoma tsika pakupera yacho wokutengesera chechikamu. It anoshandisa date ichi kuongorora simba rinomutsa uye dzinoitwa kuchinja mitengo kuti migove ine issuers Russian.

Zvino zvakava pachena kuti RTS indekisi iri uye chii algorithm vayo kukarukureta. Ndiyo nguva kuongorora kuchinja kukosha kwayo panguva okisheni panguva RTS Stock Exchange. Index tsika dzichichinja. Ichi kuoma muitiro ane matambudziko zvakawanda yose yakasiyana zvinhu, izvo zvinosanganisira mamiriro hwenyika yose zvayo uye macroeconomic mamiriro ezvinhu munyika, uye mamiriro yacho bhizimisi, uye chokwadi mamiriro ezvinhu munhu makambani. Russia nhasi inobatana zvichiitika misika munyika kupatsanura. Naizvozvo, kukosha mudzimba mumisika ndiri akanyatsojeka tisanzwe nokufamba mukati indices pamusoro dzakabudirira pamisika, kusanganisira NASDAQ uye DowJones.

History of RTS

1260 pfungwa - zvakakosha saka nhasi ndiyo RTS indekisi. The simba hunoratidza kuti mumakore 19 apfuura, capitalization yeRussian ronda migove akamuka kanopfuura ka12. Pakutanga zvakanga anotarisa netariro kwazvo. Asi chaizvoizvo?

Indekisi yaisvika soro pamwero yaro muna May 2008. Panguva iyoyo, yaiva 2498,10 points. Zvisinei, dambudziko ra2008 zvakaita kuti yakanyanya rutapudzo iri capitalization makambani Russian. Somugumisiro ichi kuwa indekisi ukoshi kwakadonha kuti ufanane 80 points. Pasinei kuzoita wokuRussia upfumi, zvipfuwo pamusika wemari haisi zvakazara akapora kubva dzakakomba nekufirwa kutambudzika. Somugumisiro, nhasi, vaitungamirira emisasa Russian upfumi anenge isingadhuri kaviri kupfuura pakati 2008. Zvino inobva ikure dhora kuzorwa Ruble neinopfuura 10 rubles. (Aine pamwero 23-25 rubles. Kuna chipo 35 rubles. Per dhora).

Chii RTS? Zviri mhando imwe litmus muedzo mamiriro wokuRussia pamusika wemari, uye, naizvozvo, upfumi hwose. Zviri maererano rinomutsa ayo zvinogona akapedzisa sei zvinobudirira kukudziridza kupfuura zvipfuwo makambani. indekisi kuchinja kuongorora chinoita kuti tigumise pamusoro mamiriro pakati kuchengetedzeka pamusika uye mumwe mukuru nzira zvisarudzo pamusoro kutenga kana kutengesa anogoverana kuti issuers Russian.