Objective: The purpose of the article is to develop an effective approach to rating Russian companies and financial instruments based on ESG factors, which makes it easier to promote the sustainable development concept in Russia and contributes to the implementation and financing of "green" projects. Methods: The article examines the role and place of the ESG agenda at the present stage of economic and social development. Authors used methods of synthesis, analysis, classification and systematization of information. Results: The main provisions formulated by scientists and practitioners from all over the world are summarized. The list of criteria characterizing the company, society and the state in terms of compliance with the principles of sustainable development is highlighted. The author's weights distribution model of the described characteristics is proposed in order to form parametric systems for evaluating issuers for compliance with ESG criteria. The international and Russian experience of rating "green" projects is analyzed, and options for improving Russian practice are proposed. The list of risks inherent in the "green" financial instruments issues is highlighted. Conclusion: Particular attention is paid to the impossibility of all factors comprehensive consideration by an individual investor, in connection with which the idea is put forward about the expediency of using innovative technologies, such as neural networks, for rating issues of "green" financial instruments and issuers themselves, in order to facilitate the investor's asset selection process. General conclusions are drawn about the state and prospects of the sustainability market in the world and in Russia, recommendations are given to the investors.

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.

The article lists the problems inherent to the Russian stock market at the present stage, special attention is paid to the liquidity issues. The authors evaluate the shares of all issuers listed on the Moscow Stock Exchange for the possibility of their inclusion in an active strategy based on average trading volumes. The article calculates the effectiveness of using the methods of average values in assessing the compliance of the selected instruments with the minimum required liquidity values. In the course of the work, the industry features of the Russian market are taken into account. The classifier of the Moscow Exchange is used to distribute issuers by industry. In parallel, the liquidity imbalance between the branches of the Russian stock market is being investigated. The conclusion is given about the real number of stock market instruments suitable for use in active trading strategies. The result of the study is a formed set of shares distributed by industry.