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

Assessment - Russian Traded Index - 7/26/21 - RS = 41

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	10/12/20	prc diff	⇓ Δ41	Curr	∅-RS
		RTX	2,123.010	15:51	-0.68	2,090.460	1.56	1,469.900	620.560	42.22	USD	17.08
	L	Gazprom	6.570	15:35	-0.15	6.435	2.10	3.674	2.761	75.15	EUR	38.69
		VTB Bank	1.100	14:08	1.85	1.060	3.77	0.681	0.379	55.65	EUR	25.35
	L	Novatek	188.000	06:10	3.30	176.000	6.82	118.600	57.400	48.40	EUR	24.23
		Rosneft	6.200	14:08	-2.52	6.260	-0.96	4.190	2.070	49.40	EUR	22.81
	L	Lukoil	72.500	15:58	-1.63	73.000	-0.68	48.770	24.230	49.68	EUR	20.89
		Sberbank	14.100	14:55	0.71	13.800	2.17	9.004	4.796	53.27	EUR	18.35
		Norilsk Nickel	29.050	15:57		28.750	1.04	21.700	7.050	32.49	EUR	12.71
		Mobile TeleSystems	7.300	14:57	1.39	7.200	1.39	7.200	0.000	0.00	EUR	-1.64
	S	Tatneft	34.100	06:03		33.300	2.40	29.840	3.460	11.60	EUR	-3.83
		Surgutneftegaz	3.800	06:03	2.15	3.680	3.26	3.756	-0.076	-2.02	EUR	-5.64
	S	Magnit	12.000	06:03	-1.64	11.800	1.69	12.280	-0.480	-3.91	EUR	-6.27
	S	Polyus	78.000	14:44		78.500	-0.64	88.000	-9.500	-10.80	EUR	-7.25
		Inter RAO UES	4.350	15:49	-1.48	4.361	-0.25	5.303	-0.942	-17.76	RUB	-16.01
RTX - 13 out of 13 instruments rated - 7/26/21 / 10/12/20 - 8 did rise, Market-Ratio(41) = 61.54 %

Technical Chart

	RTX RS = 41 - B/S = 83/82

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

Transactions Russian Traded Index * L41 - 83/82 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		3/19/07	441		- cash -
long	3/19/07	4/09/07	21		Sberbank	100	787	EUR	12.700	14.120	1.420	11	11,118	531
4/09/07		12/10/07	245		- cash -
	12/10/07	12/24/07	14		Mobile TeleSystems	100	437	EUR	25.440	27.940	2.500	10	12,210	1,052
12/24/07		7/20/09	574		- cash -
	7/20/09	7/27/09	7		Novatek	100	401	EUR	30.410	31.380	0.970	3	12,599	414
7/27/09		8/03/09	7		- cash -
	8/03/09	8/10/09	7		Magnit	100	1,953	EUR	6.450	6.740	0.290	4	13,165	891
8/10/09		8/31/09	21		- cash -
	8/31/09	6/28/10	301		Magnit	100	1,645	EUR	8.000	14.300	6.300	79	23,529	102
6/28/10		7/12/10	14		- cash -
	7/12/10	7/19/10	7		Magnit	100	1,652	EUR	14.240	16.620	2.380	17	27,461	316,042
7/19/10		8/09/10	21		- cash -
	8/09/10	8/23/10	14		Magnit	100	1,701	EUR	16.140	17.000	0.860	5	28,924	287
8/23/10		9/06/10	14		- cash -
	9/06/10	9/27/10	21		Magnit	100	1,742	EUR	16.600	17.250	0.650	4	30,056	95
9/27/10		11/22/10	56		- cash -
	11/22/10	12/27/10	35		Magnit	100	1,555	EUR	19.320	22.310	2.990	15	34,705	348
12/27/10		1/10/11	14		- cash -
	1/10/11	1/17/11	7		Uralkali	100	1,246	EUR	27.850	28.500	0.650	2	35,515	233
1/17/11		1/31/11	14		- cash -
	1/31/11	3/28/11	56		Uralkali	100	1,239	EUR	28.660	30.280	1.620	6	37,522	43
3/28/11		4/04/11	7		- cash -
	4/04/11	4/11/11	7		Uralkali	100	1,229	EUR	30.520	28.200	-2.320	-8	34,671	-98
4/11/11		4/18/11	7		- cash -
	4/18/11	5/02/11	14		Uralkali	100	1,213	EUR	28.580	26.500	-2.080	-7	32,148	-86
5/02/11		9/28/15	1610		- cash -
	9/28/15	10/05/15	7		Severstal	100	3,428	EUR	9.378	9.368	-0.010	0	32,114	-5
10/05/15		10/12/15	7		- cash -
	10/12/15	11/02/15	21		Moscow Exchange	100	364	RUB	88.200	91.990	3.790	4	33,493	108
11/02/15		7/18/16	259		- cash -
	7/18/16	7/25/16	7		Sberbank	100	4,029	EUR	8.312	7.903	-0.409	-5	31,845	-93
7/25/16		9/19/16	56		- cash -
	9/19/16	10/10/16	21		Sberbank	100	3,732	EUR	8.531	8.790	0.259	3	32,812	68
10/10/16		10/17/16	7		- cash -
	10/17/16	5/08/17	203		Sberbank	100	3,835	EUR	8.554	10.760	2.206	26	41,272	51
5/08/17		5/15/17	7		- cash -
	5/15/17	5/22/17	7		Sberbank	100	3,645	EUR	11.320	10.910	-0.410	-4	39,778	-85
5/22/17		6/24/19	763		- cash -
	6/24/19	7/01/19	7		Gazprom	100	6,176	EUR	6.440	6.858	0.418	6	42,359	2,555
7/01/19		9/09/19	70		- cash -
	9/09/19	10/14/19	35		Gazprom	100	6,610	EUR	6.408	6.330	-0.078	-1	41,844	-12
10/14/19		11/11/19	28		- cash -
	11/11/19	11/18/19	7		Surgutneftegaz	100	6,199	EUR	6.750	6.460	-0.290	-4	40,046	-90
11/18/19		12/30/19	42		- cash -
	12/30/19	1/06/20	7		Surgutneftegaz	100	5,538	EUR	7.230	7.445	0.215	3	41,237	361
1/06/20		1/27/20	21		- cash -
	1/27/20	2/03/20	7		Surgutneftegaz	100	6,205	EUR	6.645	6.370	-0.275	-4	39,530	-89
2/03/20		12/28/20	329		- cash -
	12/28/20	1/25/21	28		Magnit	100	2,827	EUR	13.980	12.700	-1.280	-9	35,912	-71
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
1/25/21		6/21/21	147		- cash -
	6/21/21	6/28/21	7		Gazprom	100	5,820	EUR	6.170	6.385	0.215	3	37,163	497
6/28/21		7/30/21	32		- cash -
accum	3/19/07	6/28/21	875	days out of 5688 invested (15%)							272		37,163	73

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Magnit	long	8/03/09	8/10/09	7	6.45	6.74	0.29	4.50
		8/31/09	6/28/10	301	8.00	14.30	6.30	78.75
		7/12/10	7/19/10	7	14.24	16.62	2.38	16.71
		8/09/10	8/23/10	14	16.14	17.00	0.86	5.33
		9/06/10	9/27/10	21	16.60	17.25	0.65	3.92
		11/22/10	12/27/10	35	19.32	22.31	2.99	15.48
		12/28/20	1/25/21	28	13.98	12.70	-1.28	-9.16	150.31
Sberbank		3/19/07	4/09/07	21	12.70	14.12	1.42	11.18
		7/18/16	7/25/16	7	8.31	7.90	-0.41	-4.92
		9/19/16	10/10/16	21	8.53	8.79	0.26	3.04
		10/17/16	5/08/17	203	8.55	10.76	2.21	25.79
		5/15/17	5/22/17	7	11.32	10.91	-0.41	-3.62	32.05
Mobile TeleSystems		12/10/07	12/24/07	14	25.44	27.94	2.50	9.83	9.83
Gazprom		6/24/19	7/01/19	7	6.44	6.86	0.42	6.49
		9/09/19	10/14/19	35	6.41	6.33	-0.08	-1.22
		6/21/21	6/28/21	7	6.17	6.39	0.22	3.48	8.86
Moscow Exchange		10/12/15	11/02/15	21	88.20	91.99	3.79	4.30	4.30
Novatek		7/20/09	7/27/09	7	30.41	31.38	0.97	3.19	3.19
Severstal		9/28/15	10/05/15	7	9.38	9.37	-0.01	-0.11	-0.11
Surgutneftegaz		11/11/19	11/18/19	7	6.75	6.46	-0.29	-4.30
		12/30/19	1/06/20	7	7.23	7.45	0.22	2.97
		1/27/20	2/03/20	7	6.65	6.37	-0.27	-4.14	-5.53
Uralkali		1/10/11	1/17/11	7	27.85	28.50	0.65	2.33
		1/31/11	3/28/11	56	28.66	30.28	1.62	5.65
		4/04/11	4/11/11	7	30.52	28.20	-2.32	-7.60
		4/18/11	5/02/11	14	28.58	26.50	-2.08	-7.28	-7.37

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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