Abstract
Тhe statistical dependencies of the RTS stock indicators and the financial sector of the Russian stock market on the dynamics of the global financial stock market sector are studied. The experimental calculations were carried out and the main factors influencing the dynamics of this market in 2006–2019 (before the pandemic) and in 2020–2021 (during the pandemic) were identified. Calculations were carried out both on the dynamics of the RTS index and on the stock quotes of the largest banks as PJSC Sberbank and VTB Bank. It was shown that the COVID-19 pandemic did not have a significant qualitative impact on the closeness of the statistical relationship between the dynamics of these indicators and the indicator of the financial sector of the global stock market, since the coefficients of determination of the statistical relationship remained high.
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