graduate student
Moskva, Moscow, Russian Federation
graduate student
The article analyzes problems and features of the Russian stock market at the current stage. Particular attention is paid to the problems of excessive levels of risk and volatility, as well as the discrepancy between the volatility and risk distribution to the distribution of the securities expected yield. The authors also consider the imbalance in the intersectoral context based on the changes dynamics in the profitability of the Moscow Stock Exchange's industry indices. The relationship between liquidity and volatility is also analyzed. In the course of the study, stocks are distributed by industry using the industry classifier of the Moscow Stock Exchange, intra-industry analysis is carried out on the basis of the oil and gas, financial and metallurgical companies stocks. Based on the conducted research, the key problems and their impact on the trading and market analysis methods used by investors and traders are identified. Recommendations on the application of these methods are given.
stock market, investments, volatility, return, risk, securities, trading volumes
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