Share-o-matic - Assessment RTX (Russian Traded Index)

Assessment - Russian Traded Index in Swiss Franc - 7/26/21 - RS = 39

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ39	∅-RS
		RTX	1,942.423	Fri	-0.68	1,912.641	1.56	1,319.211	593.431	44.98	17.93
	L	Gazprom	7.103	Fri	-0.15	6.957	2.10	3.816	3.141	82.29	38.16
		VTB Bank	1.189	Fri	1.85	1.146	3.77	0.772	0.374	48.37	24.84
	L	Novatek	203.247	Fri	3.30	190.274	6.82	125.210	65.064	51.96	23.74
		Rosneft	6.703	Fri	-2.52	6.768	-0.96	4.438	2.330	52.49	22.37
	L	Lukoil	78.380	Fri	-1.63	78.920	-0.68	50.041	28.879	57.71	20.41
		Sberbank	15.244	Fri	0.71	14.919	2.17	10.015	4.905	48.97	17.89
		Norilsk Nickel	31.406	Fri		31.082	1.04	23.412	7.669	32.76	12.23
		Mobile TeleSystems	7.892	Fri	1.39	7.784	1.39	7.504	0.280	3.73	-2.13
	S	Tatneft	36.866	Fri		36.001	2.40	30.702	5.299	17.26	-4.25
		Surgutneftegaz	4.108	Fri	2.15	3.978	3.26	3.964	0.014	0.36	-6.11
	S	Magnit	12.973	Fri	-1.64	12.757	1.69	13.218	-0.461	-3.49	-6.76
	S	Polyus	84.326	Fri		84.866	-0.64	94.390	-9.523	-10.09	-7.76
		Inter RAO UES	0.054	Fri	-1.48	0.054	-0.25	0.062	-0.008	-13.06	-14.10
RTX - 13 out of 13 instruments rated - 7/26/21 / 10/26/20 - 10 did rise, Market-Ratio(39) in CHF = 76.92 %

Technical Chart

	RTX RS = 39 - B/S = 73/71

1/02/17	scale up chart	7/26/21

Transactions Russian Traded Index in Swiss Franc * A39 - 73/71 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		10/23/06	294		- cash -
short	10/23/06	10/30/06	7		Surgutneftegaz	100	622	16.077	16.004	16.149	0.072	0	10,045	26
long	10/30/06	11/06/06	7		Novatek	100	141	70.795	73.905		3.110	4	10,484	841
short	11/06/06	3/05/07	119		Surgutneftegaz	100	623	16.822	13.450	21.040	4.218	25	13,111	99
long	3/05/07	3/26/07	21		Sberbank	100	596	21.989	20.726		-1.263	-6	12,359	-64
short	3/26/07	12/03/07	252		Surgutneftegaz	100	796	15.512	13.650	17.628	2.116	14	14,043	20
long	12/03/07	1/14/08	42		Mobile TeleSystems	100	322	43.483	37.172		-6.311	-15	12,011	-74
short	1/14/08	5/05/08	112		Surgutneftegaz	100	965	12.434	11.317	13.661	1.227	10	13,195	36
long	5/05/08	5/19/08	14		Tatneft	100	84	156.873	163.944		7.071	5	13,789	216
short	5/19/08	5/26/08	7		VTB Bank	100	1,603	8.601	8.356	8.854	0.253	3	14,194	352
long	5/26/08	6/16/08	21		Tatneft	100	85	165.661	157.921		-7.739	-5	13,537	-56
short	6/16/08	7/20/09	399		VTB Bank	100	1,840	7.357	2.657	20.367	13.010	177	37,475	154
long	7/20/09	7/27/09	7		Novatek	100	811	46.178	47.776		1.598	3	38,771	490
short	7/27/09	8/10/09	14		Tatneft	100	1,521	25.487	24.241	26.796	1.309	5	40,763	269
long	8/10/09	1/03/11	511		Severstal	100	5,481	7.437	16.919		9.482	128	92,736	80
short	1/03/11	1/10/11	7		Mobile TeleSystems	100	4,827	19.209	19.573	18.845	-0.364	-2	90,977	-63
long	1/10/11	7/11/11	182		Uralkali	100	2,616	34.765	40.337		5.572	16	105,553	35
short	7/11/11	7/18/11	7		Mobile TeleSystems	100	6,819	15.478	14.688	16.311	0.833	5	111,233	1,438
long	7/18/11	8/01/11	14		Uralkali	100	2,858	38.910	36.674		-2.237	-6	104,840	-79
short	8/01/11	6/25/12	329		Mobile TeleSystems	100	7,518	13.945	16.092	11.798	-2.147	-15	88,699	-17
long	6/25/12	7/02/12	7		Magnit	100	3,475	25.519	26.945		1.426	6	93,654	1,604
short	7/02/12	7/09/12	7		RusHydro	100	38,404	2.439	2.498	2.379	-0.060	-2	91,364	-73
long	7/09/12	7/16/12	7		Magnit	100	3,515	25.992	27.032		1.040	4	95,021	674
short	7/16/12	9/03/12	49		RusHydro	100	37,147	2.558	2.414	2.711	0.153	6	100,693	54
long	9/03/12	9/17/12	14		Magnit	100	3,461	29.086	33.645		4.559	16	116,470	4,352
short	9/17/12	2/04/13	140		RusHydro	100	45,798	2.543	2.193	2.949	0.406	16	135,073	47
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/04/13	3/11/13	35		Magnit	100	3,145	42.940	42.074		-0.867	-2	132,348	-19
short	3/11/13	9/14/15	917		RusHydro	100	63,679	2.078	0.848	5.091	3.013	145	324,185	43
long	9/14/15	9/21/15	7		Uralkali	100	21,761	14.897	14.815		-0.083	-1	322,388	-25
short	9/21/15	9/28/15	7		Mobile TeleSystems	100	46,762	6.894	6.675	7.120	0.226	3	332,964	438
long	9/28/15	11/02/15	35		Severstal	100	32,424	10.269	11.378		1.109	11	368,911	191
short	11/02/15	4/25/16	175		Mobile TeleSystems	100	54,544	6.763	8.736	4.791	-1.973	-29	261,319	-51
long	4/25/16	5/02/16	7		Sberbank	100	34,933	7.480	7.633		0.153	2	266,659	187
short	5/02/16	5/23/16	21		Magnit	100	8,048	33.132	32.850	33.417	0.285	1	268,950	16
long	5/23/16	6/06/16	14		Sberbank	100	36,377	7.393	8.317		0.924	12	302,556	2,054
short	6/06/16	6/20/16	14		Magnit	100	8,917	33.929	30.123	38.216	4.287	13	340,782	2,124
long	6/20/16	6/27/16	7		Sberbank	100	40,990	8.314	7.990		-0.324	-4	327,508	-87
short	6/27/16	7/04/16	7		Magnit	100	11,395	28.739	32.358	25.121	-3.619	-13	286,270	-100
long	7/04/16	7/11/16	7		Sberbank	100	33,230	8.615	8.870		0.256	3	294,767	360
short	7/11/16	8/15/16	35		Magnit	100	8,896	33.133	41.247	25.020	-8.114	-24	222,589	-95
long	8/15/16	8/22/16	7		Sberbank	100	25,410	8.760	8.389		-0.371	-4	213,165	-90
short	8/22/16	9/05/16	14		Surgutneftegaz	100	47,623	4.476	4.685	4.267	-0.209	-5	203,203	-71
long	9/05/16	6/05/17	273		Sberbank	100	21,884	9.285	10.891		1.605	17	238,331	24
short	6/05/17	2/26/18	266		Moscow Exchange	100	135,563	1.758	1.932	1.584	-0.174	-10	214,787	-13
long	2/26/18	4/09/18	42		Sberbank	100	11,009	19.510	14.321		-5.188	-27	157,668	-93
short	4/09/18	4/23/18	14		Magnit	100	9,093	17.339	18.462	16.216	-1.123	-6	147,457	-83
long	4/23/18	6/11/18	49		Tatneft	100	2,352	62.670	61.759		-0.911	-1	145,316	-10
short	6/11/18	6/10/19	364		Magnit	100	8,005	18.151	13.778	23.914	5.762	32	191,443	32
long	6/10/19	6/17/19	7		Gazprom	100	27,313	7.009	7.104		0.095	1	194,039	102
short	6/17/19	7/08/19	21		ALROSA	100	143,682	1.350	1.361	1.340	-0.011	-1	192,506	-13
long	7/08/19	8/05/19	28		Gazprom	100	24,907	7.729	6.670		-1.059	-14	166,135	-85
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/05/19	9/02/19	28		ALROSA	100	143,611	1.157	1.102	1.214	0.057	5	174,330	87
long	9/02/19	10/07/19	35		Gazprom	100	25,352	6.876	6.872		-0.004	0	174,222	-1
short	10/07/19	10/14/19	7		ALROSA	100	157,372	1.107	1.068	1.147	0.040	4	180,570	546
long	10/14/19	10/21/19	7		Surgutneftegaz	100	32,232	5.602	5.466		-0.136	-2	176,188	-72
short	10/21/19	10/28/19	7		ALROSA	100	155,213	1.135	1.105	1.167	0.031	3	181,057	314
long	10/28/19	2/03/20	98		Surgutneftegaz	100	26,464	6.841	6.807		-0.034	0	180,155	-2
short	2/03/20	2/10/20	7		Novatek	100	1,042	172.802	160.505	186.042	13.239	8	193,950	4,596
long	2/10/20	3/02/20	21		Surgutneftegaz	100	27,892	6.953	5.502		-1.452	-21	153,462	-98
short	3/02/20	12/07/20	280		Novatek	100	1,103	139.095	146.763	131.428	-7.668	-6	145,004	-7
long	12/07/20	1/04/21	28		Magnit	100	10,336	14.029	16.285		2.256	16	168,323	599
short	1/04/21	1/18/21	14		Tatneft	100	4,491	37.473	38.306	36.640	-0.833	-2	164,582	-44
long	1/18/21	1/25/21	7		Rosneft	100	27,216	6.047	5.759		-0.288	-5	156,745	-92
short	1/25/21	3/15/21	49		Tatneft	100	4,404	35.591	47.605	23.576	-12.015	-34	103,832	-95
long	3/15/21	3/22/21	7		Rosneft	100	14,340	7.240	6.900		-0.340	-5	98,956	-92
short	3/22/21	6/07/21	77		Surgutneftegaz	100	23,500	4.211	4.420	4.001	-0.209	-5	94,036	-21
long	6/07/21	7/26/21	49		Gazprom	100	13,975	6.729	6.957		0.228	3	97,224	28
short	7/26/21	7/30/21	4		Inter RAO UES	100	1,795,056	0.054	0.054	0.054	0.000	0	97,472	26
accum	10/23/06	7/30/21	5397	days out of 5691 invested (95%)							875		97,472	17

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
RusHydro	short	7/02/12	7/09/12	7	2.44	2.50	2.38	-0.06	-2.45
	short	7/16/12	9/03/12	49	2.56	2.41	2.71	0.15	5.97
	short	9/17/12	2/04/13	140	2.54	2.19	2.95	0.41	15.97
	short	3/11/13	9/14/15	917	2.08	0.85	5.09	3.01	144.95	193.67
VTB Bank	short	5/19/08	5/26/08	7	8.60	8.36	8.85	0.25	2.94
	short	6/16/08	7/20/09	399	7.36	2.66	20.37	13.01	176.84	184.98
Severstal	long	8/10/09	1/03/11	511	7.44	16.92		9.48	127.51
	long	9/28/15	11/02/15	35	10.27	11.38		1.11	10.80	152.07
Magnit	long	6/25/12	7/02/12	7	25.52	26.95		1.43	5.59
	long	7/09/12	7/16/12	7	25.99	27.03		1.04	4.00
	long	9/03/12	9/17/12	14	29.09	33.64		4.56	15.67
	long	2/04/13	3/11/13	35	42.94	42.07		-0.87	-2.02
	short	5/02/16	5/23/16	21	33.13	32.85	33.42	0.28	0.86
	short	6/06/16	6/20/16	14	33.93	30.12	38.22	4.29	12.63
	short	6/27/16	7/04/16	7	28.74	32.36	25.12	-3.62	-12.59
	short	7/11/16	8/15/16	35	33.13	41.25	25.02	-8.11	-24.49
	short	4/09/18	4/23/18	14	17.34	18.46	16.22	-1.12	-6.48
	short	6/11/18	6/10/19	364	18.15	13.78	23.91	5.76	31.75
	long	12/07/20	1/04/21	28	14.03	16.28		2.26	16.08	33.48
ALROSA	short	6/17/19	7/08/19	21	1.35	1.36	1.34	-0.01	-0.79
	short	8/05/19	9/02/19	28	1.16	1.10	1.21	0.06	4.93
	short	10/07/19	10/14/19	7	1.11	1.07	1.15	0.04	3.64
	short	10/21/19	10/28/19	7	1.14	1.10	1.17	0.03	2.76	10.88
Novatek	long	10/30/06	11/06/06	7	70.80	73.91		3.11	4.39
	long	7/20/09	7/27/09	7	46.18	47.78		1.60	3.46
	short	2/03/20	2/10/20	7	172.80	160.51	186.04	13.24	7.66
	short	3/02/20	12/07/20	280	139.10	146.76	131.43	-7.67	-5.51	9.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Surgutneftegaz	short	10/23/06	10/30/06	7	16.08	16.00	16.15	0.07	0.45
	short	11/06/06	3/05/07	119	16.82	13.45	21.04	4.22	25.07
	short	3/26/07	12/03/07	252	15.51	13.65	17.63	2.12	13.64
	short	1/14/08	5/05/08	112	12.43	11.32	13.66	1.23	9.87
	short	8/22/16	9/05/16	14	4.48	4.69	4.27	-0.21	-4.67
	long	10/14/19	10/21/19	7	5.60	5.47		-0.14	-2.43
	long	10/28/19	2/03/20	98	6.84	6.81		-0.03	-0.50
	long	2/10/20	3/02/20	21	6.95	5.50		-1.45	-20.88
	short	3/22/21	6/07/21	77	4.21	4.42	4.00	-0.21	-4.97	9.16
Uralkali	long	1/10/11	7/11/11	182	34.77	40.34		5.57	16.03
	long	7/18/11	8/01/11	14	38.91	36.67		-2.24	-5.75
	long	9/14/15	9/21/15	7	14.90	14.81		-0.08	-0.55	8.75
Inter RAO UES	short	7/26/21	7/30/21	4	0.05	0.05	0.05	0.00	0.25	0.25
Rosneft	long	1/18/21	1/25/21	7	6.05	5.76		-0.29	-4.76
	long	3/15/21	3/22/21	7	7.24	6.90		-0.34	-4.70	-9.23
Gazprom	long	6/10/19	6/17/19	7	7.01	7.10		0.10	1.36
	long	7/08/19	8/05/19	28	7.73	6.67		-1.06	-13.70
	long	9/02/19	10/07/19	35	6.88	6.87		-0.00	-0.06
	long	6/07/21	7/26/21	49	6.73	6.96		0.23	3.39	-9.62
Moscow Exchange	short	6/05/17	2/26/18	266	1.76	1.93	1.58	-0.17	-9.88	-9.88
Sberbank	long	3/05/07	3/26/07	21	21.99	20.73		-1.26	-5.74
	long	4/25/16	5/02/16	7	7.48	7.63		0.15	2.04
	long	5/23/16	6/06/16	14	7.39	8.32		0.92	12.50
	long	6/20/16	6/27/16	7	8.31	7.99		-0.32	-3.90
	long	7/04/16	7/11/16	7	8.61	8.87		0.26	2.97
	long	8/15/16	8/22/16	7	8.76	8.39		-0.37	-4.23
	long	9/05/16	6/05/17	273	9.29	10.89		1.61	17.29
	long	2/26/18	4/09/18	42	19.51	14.32		-5.19	-26.59	-11.72
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Tatneft	long	5/05/08	5/19/08	14	156.87	163.94		7.07	4.51
	long	5/26/08	6/16/08	21	165.66	157.92		-7.74	-4.67
	short	7/27/09	8/10/09	14	25.49	24.24	26.80	1.31	5.14
	long	4/23/18	6/11/18	49	62.67	61.76		-0.91	-1.45
	short	1/04/21	1/18/21	14	37.47	38.31	36.64	-0.83	-2.22
	short	1/25/21	3/15/21	49	35.59	47.61	23.58	-12.01	-33.76	-33.14
Mobile TeleSystems	long	12/03/07	1/14/08	42	43.48	37.17		-6.31	-14.51
	short	1/03/11	1/10/11	7	19.21	19.57	18.84	-0.36	-1.90
	short	7/11/11	7/18/11	7	15.48	14.69	16.31	0.83	5.38
	short	8/01/11	6/25/12	329	13.95	16.09	11.80	-2.15	-15.40
	short	9/21/15	9/28/15	7	6.89	6.68	7.12	0.23	3.28
	short	11/02/15	4/25/16	175	6.76	8.74	4.79	-1.97	-29.17	-45.30

Annotations

12/19/16	RTX	index adaption: Transneft (Транснефть) replaces Uralkali (Уралкалий)
12/22/15	RTX	deletion of instrument Uralkali PJSC GDR (US91688E2063 - M6B1)
9/21/15	RTX	ALROSA (АЛРОСА) and Moscow Exchange (Московская Биржа) replace Rostelecom (Ростелеком) and RusHydro (РусГидро)
8/28/15	RTX	complete analysis


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