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RTSI Index (RTSI)

QUOTE AND NEWS
Radiation Therapy Services Announces Pricing of $350 Million of Second Lien Notes Due 2017
Globe Newswire  Apr 27  Comment 
FORT MYERS, Fla., April 27, 2012 (GLOBE NEWSWIRE) -- Radiation Therapy Services Holdings, Inc. ("Radiation Therapy Services" or the "Company") today announced that its wholly-owned subsidiary, Radiation Therapy Services, Inc. ("RTSI"), has priced
Radiation Therapy Services Announces Launch of Financing to Support Strategic Growth Plans
Globe Newswire  Apr 23  Comment 
FORT MYERS, Fla., April 23, 2012 (GLOBE NEWSWIRE) -- Radiation Therapy Services Holdings, Inc. ("Radiation Therapy Services" or the "Company") today announced that its wholly-owned subsidiary, Radiation Therapy Services, Inc. ("RTSI"), intends to
Russian stocks sink 4% after protest, arrests
MarketWatch  Mar 6  Comment 
Russian stocks dropped the most in three months Tuesday, pulling back from gains seen after Vladimir Putin won the country's presidential election. The Russia RTS index dropped 4.3% to 1,676.48, erasing a 1.5% gain from Monday. The drop comes...
Russian stocks off 1.2% after protests and arrests in wake of election result
MarketWatch  Mar 6  Comment 
Russian stocks up 1.2% after likely Putin victory
MarketWatch  Mar 5  Comment 
Russia's RTS index rose 1.2% to 1,747.85 in early trading on Monday, after Vladimir Putin reportedly secured 63.7% of the votes in Russian presidential elections. According to media reports quoting the Central Election Commission, more than 99%...
World’s Biggest Stock Drop Stoked by Protests: Russia Overnight
BusinessWeek  Dec 12  Comment 
Protests against Prime Minister Vladimir Putin are compounding concerns over weaker oil and slower global growth that sent Russia’s RTS index to drop the most in the world last week and spur speculation that more declines are likely.
Civil unrest after poll rattles Russian indices
Financial Times  Dec 9  Comment 
Protests in Moscow send investors scrambling from equity markets, with Moscow’s RTS index losing 8.8 per cent in a week
Russian stocks set for post-election rally in 2012
The Economic Times  Dec 1  Comment 
The poll of 12 analysts, taken over the past week, showed a median end-2012 forecast of 1,851 points for the dollar-traded RTS index.
More Than 1 Million Trades Executed In The RTS Index Futures
Mondo Visione  Sep 26  Comment 
By the end of the main trading session on September 23, 2011, FORTS market participants had executed 1,048,230 trades in the RTS Index futures. This is an all-time high for the six years of trading after the launch of this type of contract. Last...
MICEX And RTS Index Committees Approve The Main Principles Of Integration Of Stock Market Indices
Mondo Visione  Sep 22  Comment 
The joint meeting of the MICEX SE’s Index Committee and the RTS Index Committee, held on September 22, discussed the principles and stages of integration of the MICEX and RTS indices. During the discussion, participants in the meeting worked out...
RTS Index Futures Trading Volume Exceeded USD10 Billion
Mondo Visione  Aug 10  Comment 
On August 8, 2011 by 6.45pm MSK the trading volume in futures contracts on RTS Index amounted to USD10,553,121,366 (RUB299,056,463,903) or 3,019,242 contracts, setting a new trading record since 2005. 918,220 trades on the most liquid...




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The Russian Trading System Index or the RTSI, comprises of 50 of the largest stocks (both common and preferred) capturing 85% of the total market capitalization of the Russian Trading System exchange[1]. It is a capitalization weighted index with a restrictive cap of 15% on all the stocks[2]. The index is rebalanced and the constituents are checked on a quarterly basis.

The index was first calculated on 1st September, 1995 with a base value of 100[3]. The Russian Trading system works with Standard and Poor's since 2006 to calculate the RTSI[4]. The RTSI is one of the few indices which, outside the US, is calculated in USD. The Russian Ruble (RUB) index is based on the USD one.

Weighting and Calculations

The RTSI is a restricted market cap index where the weight restriction is maintained at 15% of an individual stock. The index is calculated with the Image: ACF209.gif

where the adjusting coefficient value (Zn) is 1.4026 as a 13th September 2008[5].

  • Ii = intial value of the index
  • MCn= New sum of market cap in USD
  • MCi= Initial sum of market cap in USD

The Market Capitalization is calculated by the RTS as[6]:
Image: ACF20B.gif

where:

  • Wi= Free floating coefficient of stock i
  • Ci= restrictive coefficient for the stock
  • Qi= quantity of shares issued
  • Pi= Price of the stock

The Free float Adjustment factor represents the proportion of shares that is free floated as a percentage of issued shares and then its rounded up to the nearest multiple of 5% for calculation purposes. To find the free-float capitalization of a company, first find its market cap (number of outstanding shares x share price) then multiply its free-float factor. The free-float method, therefore, does not include restricted stocks, such as those held by company insiders.

Contents

Composition

Eligibility

For the stocks to be eligible for the RTS Index, they need to satisfy the following criteria[7]:

  • Eligible stocks have to be common or preferred.
  • Stocks must be based in Russia, that covers headquarters, senior management and location of company operations.
  • Stocks have to be publicly floated, private or government holdings are removed.
  • Constituent companies are capped at 15% index of the total market capitalization of the market
  • The average number of "bid" and "ask" quotes in the exchange should be atleast two and the spread in this quote should be less than 15%.

List of companies

The list of companies on the RTSI as of September 2008[8]:

References

  1. ↑ RTSI Description
  2. ↑ RTSI Description
  3. ↑ RTSI Description
  4. ↑ RTS Indices Methodology
  5. ↑ RTSI Calculations
  6. ↑ RTSI Calculations
  7. ↑ RTS Factsheet
  8. ↑ RTSI companies
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