Comparative Analysis of the Interdependence of Russian and World Stock Indices

The article uses statistical methods, grouping and detailing methods, structural and comparative analysis to study the dynamic relationship between a sample of stock indices of shares of Russia, industrialized countries and emerging market countries. Comparison of the dynamics of the MICEX stock indices with world stock indices showed that the degree of change in the Moscow Exchange Index in yuan for the period 03/04/2025–04/01/2025 is close in value to the degree of change in the S&P 500 index and the pan-European Stoxx 600 index. The degree and direction of change in stock indices is confirmed by the nature of the correlation between the Russian stock index of shares IMOEXCNY and the Stoxx 600 index — an index of shares of industrialized countries. A close correlation has been established between the Russian stock indices IMOEXCNY and RTSI and the Shanghai Stock Exchange indices SSE Composite and SSE 50, as well as between the SSE 50 index and the sectoral indices of Finance MOEXFN and Consumer Sector MOEXCN.