| |
| |
Assessment - Russian Traded Index - 22/02/21 - RS = 41
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/02/21 |
⇓ Δwk |
11/05/20 |
prc diff |
⇓ Δ41 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
RTX |
60.500 |
Fri |
-96.80 |
1,891.150 |
-96.80 |
1,543.450 |
347.700 |
22.53 |
USD |
16.55 |
| |  |
 |
 |
 |
L |
 |
Rosneft |
5.760 |
Fri |
-1.03 |
5.620 |
2.49 |
4.267 |
1.353 |
31.71 |
EUR |
26.65 |
| |  |
 |
 |
 |
L |
 |
Norilsk Nickel |
26.000 |
Fri |
0.39 |
29.000 |
-10.34 |
26.070 |
2.930 |
11.24 |
EUR |
20.28 |
| |  |
 |
 |
 |
L |
 |
Novatek |
142.000 |
Fri |
-2.74 |
151.000 |
-5.96 |
127.400 |
23.600 |
18.52 |
EUR |
20.01 |
| |  |
 |
 |
 |
L |
 |
Sberbank |
12.050 |
Fri |
-1.63 |
12.250 |
-1.63 |
9.536 |
2.714 |
28.46 |
EUR |
18.02 |
| |  |
 |
 |
 |
L |
 |
Gazprom |
4.810 |
Fri |
-2.24 |
5.010 |
-3.99 |
4.545 |
0.465 |
10.23 |
EUR |
14.83 |
| |  |
 |
 |
 |
L |
 |
Lukoil |
61.800 |
Fri |
-3.44 |
64.000 |
-3.44 |
61.120 |
2.880 |
4.71 |
EUR |
10.40 |
| |  |
 |
 |
 |
|
 |
Magnit |
11.100 |
Fri |
-2.63 |
11.900 |
-6.72 |
10.280 |
1.620 |
15.76 |
EUR |
6.00 |
| |  |
 |
 |
 |
|
 |
Inter RAO UES |
5.105 |
Fri |
-1.02 |
5.151 |
-0.89 |
4.824 |
0.328 |
6.79 |
RUB |
-1.29 |
| |  |
 |
 |
 |
L |
 |
VTB Bank |
0.790 |
Fri |
0.64 |
0.780 |
1.28 |
0.856 |
-0.076 |
-8.88 |
EUR |
-3.08 |
| |  |
 |
 |
 |
S |
 |
Polyus |
74.000 |
Fri |
-1.33 |
74.500 |
-0.67 |
72.200 |
2.300 |
3.19 |
EUR |
-4.13 |
| |  |
 |
 |
 |
L |
 |
Tatneft |
35.400 |
Fri |
-1.67 |
34.800 |
1.72 |
41.040 |
-6.240 |
-15.20 |
EUR |
-4.29 |
| |  |
 |
 |
 |
|
 |
Mobile TeleSystems |
6.900 |
Fri |
|
7.000 |
-1.43 |
7.900 |
-0.900 |
-11.39 |
EUR |
-6.47 |
| |  |
 |
 |
 |
L |
 |
Surgutneftegaz |
3.600 |
Fri |
-3.23 |
3.680 |
-2.17 |
4.568 |
-0.888 |
-19.44 |
EUR |
-10.55 |
RTX - 13 out of 13 instruments rated - 22/02/21 / 11/05/20 - 9 did rise, Market-Ratio(41) = 69.23 % |
Technical Chart
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 | |
2/01/06 |
19/03/07 |
441 |
|
- cash - |
long |
19/03/07 |
9/04/07 |
21 |
 |
 |
 |
Sberbank |
100 |
787 |
EUR |
12.700 |
14.120 |
|
1.420 |
11 |
11,118 |
531 |
|
9/04/07 |
10/12/07 |
245 |
|
- cash - |
|
10/12/07 |
24/12/07 |
14 |
 |
 |
 |
Mobile TeleSystems |
100 |
437 |
EUR |
25.440 |
27.940 |
|
2.500 |
10 |
12,210 |
1,052 |
|
24/12/07 |
20/07/09 |
574 |
|
- cash - |
|
20/07/09 |
27/07/09 |
7 |
 |
 |
 |
Novatek |
100 |
401 |
EUR |
30.410 |
31.380 |
|
0.970 |
3 |
12,599 |
414 |
|
27/07/09 |
3/08/09 |
7 |
|
- cash - |
|
3/08/09 |
10/08/09 |
7 |
 |
 |
 |
Magnit |
100 |
1,953 |
EUR |
6.450 |
6.740 |
|
0.290 |
4 |
13,165 |
891 |
|
10/08/09 |
31/08/09 |
21 |
|
- cash - |
|
31/08/09 |
28/06/10 |
301 |
 |
 |
 |
Magnit |
100 |
1,645 |
EUR |
8.000 |
14.300 |
|
6.300 |
79 |
23,529 |
102 |
|
28/06/10 |
12/07/10 |
14 |
|
- cash - |
|
12/07/10 |
19/07/10 |
7 |
 |
 |
 |
Magnit |
100 |
1,652 |
EUR |
14.240 |
16.620 |
|
2.380 |
17 |
27,461 |
316,042 |
|
19/07/10 |
9/08/10 |
21 |
|
- cash - |
|
9/08/10 |
23/08/10 |
14 |
 |
 |
 |
Magnit |
100 |
1,701 |
EUR |
16.140 |
17.000 |
|
0.860 |
5 |
28,924 |
287 |
|
23/08/10 |
6/09/10 |
14 |
|
- cash - |
|
6/09/10 |
27/09/10 |
21 |
 |
 |
 |
Magnit |
100 |
1,742 |
EUR |
16.600 |
17.250 |
|
0.650 |
4 |
30,056 |
95 |
|
27/09/10 |
22/11/10 |
56 |
|
- cash - |
|
22/11/10 |
27/12/10 |
35 |
 |
 |
 |
Magnit |
100 |
1,555 |
EUR |
19.320 |
22.310 |
|
2.990 |
15 |
34,705 |
348 |
|
27/12/10 |
10/01/11 |
14 |
|
- cash - |
|
10/01/11 |
17/01/11 |
7 |
 |
 |
 |
Uralkali |
100 |
1,246 |
EUR |
27.850 |
28.500 |
|
0.650 |
2 |
35,515 |
233 |
|
17/01/11 |
31/01/11 |
14 |
|
- cash - |
|
31/01/11 |
28/03/11 |
56 |
 |
 |
 |
Uralkali |
100 |
1,239 |
EUR |
28.660 |
30.280 |
|
1.620 |
6 |
37,522 |
43 |
|
28/03/11 |
4/04/11 |
7 |
|
- cash - |
|
4/04/11 |
11/04/11 |
7 |
 |
 |
 |
Uralkali |
100 |
1,229 |
EUR |
30.520 |
28.200 |
|
-2.320 |
-8 |
34,671 |
-98 |
|
11/04/11 |
18/04/11 |
7 |
|
- cash - |
|
18/04/11 |
2/05/11 |
14 |
 |
 |
 |
Uralkali |
100 |
1,213 |
EUR |
28.580 |
26.500 |
|
-2.080 |
-7 |
32,148 |
-86 |
|
2/05/11 |
28/09/15 |
1610 |
|
- cash - |
|
28/09/15 |
5/10/15 |
7 |
 |
 |
 |
Severstal |
100 |
3,428 |
EUR |
9.378 |
9.368 |
|
-0.010 |
0 |
32,114 |
-5 |
|
5/10/15 |
12/10/15 |
7 |
|
- cash - |
|
12/10/15 |
2/11/15 |
21 |
 |
 |
 |
Moscow Exchange |
100 |
364 |
RUB |
88.200 |
91.990 |
|
3.790 |
4 |
33,493 |
108 |
|
2/11/15 |
18/07/16 |
259 |
|
- cash - |
|
18/07/16 |
25/07/16 |
7 |
 |
 |
 |
Sberbank |
100 |
4,029 |
EUR |
8.312 |
7.903 |
|
-0.409 |
-5 |
31,845 |
-93 |
|
25/07/16 |
19/09/16 |
56 |
|
- cash - |
|
19/09/16 |
10/10/16 |
21 |
 |
 |
 |
Sberbank |
100 |
3,732 |
EUR |
8.531 |
8.790 |
|
0.259 |
3 |
32,812 |
68 |
|
10/10/16 |
17/10/16 |
7 |
|
- cash - |
|
17/10/16 |
8/05/17 |
203 |
 |
 |
 |
Sberbank |
100 |
3,835 |
EUR |
8.554 |
10.760 |
|
2.206 |
26 |
41,272 |
51 |
|
8/05/17 |
15/05/17 |
7 |
|
- cash - |
|
15/05/17 |
22/05/17 |
7 |
 |
 |
 |
Sberbank |
100 |
3,645 |
EUR |
11.320 |
10.910 |
|
-0.410 |
-4 |
39,778 |
-85 |
|
22/05/17 |
24/06/19 |
763 |
|
- cash - |
|
24/06/19 |
1/07/19 |
7 |
 |
 |
 |
Gazprom |
100 |
6,176 |
EUR |
6.440 |
6.858 |
|
0.418 |
6 |
42,359 |
2,555 |
|
1/07/19 |
9/09/19 |
70 |
|
- cash - |
|
9/09/19 |
14/10/19 |
35 |
 |
 |
 |
Gazprom |
100 |
6,610 |
EUR |
6.408 |
6.330 |
|
-0.078 |
-1 |
41,844 |
-12 |
|
14/10/19 |
11/11/19 |
28 |
|
- cash - |
|
11/11/19 |
18/11/19 |
7 |
 |
 |
 |
Surgutneftegaz |
100 |
6,199 |
EUR |
6.750 |
6.460 |
|
-0.290 |
-4 |
40,046 |
-90 |
|
18/11/19 |
30/12/19 |
42 |
|
- cash - |
|
30/12/19 |
6/01/20 |
7 |
 |
 |
 |
Surgutneftegaz |
100 |
5,538 |
EUR |
7.230 |
7.445 |
|
0.215 |
3 |
41,237 |
361 |
|
6/01/20 |
27/01/20 |
21 |
|
- cash - |
|
27/01/20 |
3/02/20 |
7 |
 |
 |
 |
Surgutneftegaz |
100 |
6,205 |
EUR |
6.645 |
6.370 |
|
-0.275 |
-4 |
39,530 |
-89 |
|
3/02/20 |
28/12/20 |
329 |
|
- cash - |
|
28/12/20 |
25/01/21 |
28 |
 |
 |
 |
Magnit |
100 |
2,827 |
EUR |
13.980 |
12.700 |
|
-1.280 |
-9 |
35,912 |
-71 |
|
25/01/21 |
1/03/21 |
35 |
|
- cash - |
accum | 19/03/07 |
25/01/21 | 868 |
days out of 5537 invested (16%) |
259 |
35,912 |
71 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Magnit | long | 3/08/09 | 10/08/09 | 7 | 6.45 | 6.74 | | 0.29 | 4.50 | | | |
| | 31/08/09 | 28/06/10 | 301 | 8.00 | 14.30 | | 6.30 | 78.75 | | | |
| | 12/07/10 | 19/07/10 | 7 | 14.24 | 16.62 | | 2.38 | 16.71 | | | |
| | 9/08/10 | 23/08/10 | 14 | 16.14 | 17.00 | | 0.86 | 5.33 | | | |
| | 6/09/10 | 27/09/10 | 21 | 16.60 | 17.25 | | 0.65 | 3.92 | | | |
| | 22/11/10 | 27/12/10 | 35 | 19.32 | 22.31 | | 2.99 | 15.48 | | | |
| | 28/12/20 | 25/01/21 | 28 | 13.98 | 12.70 | | -1.28 | -9.16 | | | 150.31 |
Sberbank | | 19/03/07 | 9/04/07 | 21 | 12.70 | 14.12 | | 1.42 | 11.18 | | | |
| | 18/07/16 | 25/07/16 | 7 | 8.31 | 7.90 | | -0.41 | -4.92 | | | |
| | 19/09/16 | 10/10/16 | 21 | 8.53 | 8.79 | | 0.26 | 3.04 | | | |
| | 17/10/16 | 8/05/17 | 203 | 8.55 | 10.76 | | 2.21 | 25.79 | | | |
| | 15/05/17 | 22/05/17 | 7 | 11.32 | 10.91 | | -0.41 | -3.62 | | | 32.05 |
Mobile TeleSystems | | 10/12/07 | 24/12/07 | 14 | 25.44 | 27.94 | | 2.50 | 9.83 | | | 9.83 |
Gazprom | | 24/06/19 | 1/07/19 | 7 | 6.44 | 6.86 | | 0.42 | 6.49 | | | |
| | 9/09/19 | 14/10/19 | 35 | 6.41 | 6.33 | | -0.08 | -1.22 | | | 5.19 |
Moscow Exchange | | 12/10/15 | 2/11/15 | 21 | 88.20 | 91.99 | | 3.79 | 4.30 | | | 4.30 |
Novatek | | 20/07/09 | 27/07/09 | 7 | 30.41 | 31.38 | | 0.97 | 3.19 | | | 3.19 |
Severstal | | 28/09/15 | 5/10/15 | 7 | 9.38 | 9.37 | | -0.01 | -0.11 | | | -0.11 |
Surgutneftegaz | | 11/11/19 | 18/11/19 | 7 | 6.75 | 6.46 | | -0.29 | -4.30 | | | |
| | 30/12/19 | 6/01/20 | 7 | 7.23 | 7.45 | | 0.22 | 2.97 | | | |
| | 27/01/20 | 3/02/20 | 7 | 6.65 | 6.37 | | -0.27 | -4.14 | | | -5.53 |
Uralkali | | 10/01/11 | 17/01/11 | 7 | 27.85 | 28.50 | | 0.65 | 2.33 | | | |
| | 31/01/11 | 28/03/11 | 56 | 28.66 | 30.28 | | 1.62 | 5.65 | | | |
| | 4/04/11 | 11/04/11 | 7 | 30.52 | 28.20 | | -2.32 | -7.60 | | | |
| | 18/04/11 | 2/05/11 | 14 | 28.58 | 26.50 | | -2.08 | -7.28 | | | -7.37 |
Annotations
19/12/16 | RTX | | | index adaption: Transneft (Транснефть) replaces Uralkali (Уралкалий) |
22/12/15 | RTX | | | deletion of instrument Uralkali PJSC GDR (US91688E2063 - M6B1) |
21/09/15 | RTX | | | ALROSA (АЛРОСА) and Moscow Exchange (Московская Биржа) replace
Rostelecom (Ростелеком) and RusHydro (РусГидро) |
28/08/15 | RTX | | | complete analysis |
|
|