Abstract
This paper presents the results of the study of the fulfillment of the key conditions and prerequisites of the hypotheses of the efficiency and fractality of price behavior in financial markets for the period 1997–2021. Its relevance is due to the high volatility of the Russian stock market and its imperfections, which lead to significant price deviations.
 On the example of the analysis of the dynamics of the MOEX stock index, the method of testing the dynamics of prices on large arrays of real data with the use of statistical data processing methods and modern information technologies is demonstrated.
 The article concludes that the nature of the Russian market as a whole has a fractal character. At the same time, the assumptions underlying the hypothesis of information efficiency of the market are not fulfilled.
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