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

Assessment - Russian Traded Index - 9/16/19 - RS = 39

		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	12/17/18	prc diff	⇓ Δ39	Curr	∅-RS
		RTX	2,012.150	08:04	-0.22	2,037.030	-1.22	1,632.720	404.310	24.76	USD	14.19
	L	Surgutneftegaz	5.060	06:04	0.50	5.345	-5.33	3.700	1.645	44.46	EUR	52.78
		Gazprom	6.500	08:04	-0.12	6.600	-1.52	4.080	2.520	61.76	EUR	40.78
	L	Norilsk Nickel	22.160	06:20	-0.18	22.350	-0.85	17.850	4.500	25.21	EUR	24.51
		Sberbank	13.325	06:03	-1.41	13.510	-1.37	9.740	3.770	38.71	EUR	17.18
		Novatek	185.900	06:06	-0.54	185.500	0.22	152.310	33.190	21.79	EUR	15.43
		Lukoil	76.800	07:04	0.31	78.780	-2.51	66.000	12.780	19.36	EUR	12.69
	L	VTB Bank	1.185	07:23	0.34	1.203	-1.50	1.070	0.133	12.43	EUR	11.22
	L	Moscow Exchange	96.630	08:19	-0.02	97.350	-0.74	84.170	13.180	15.66	RUB	7.61
	L	Tatneft	62.720	06:03	-2.79	64.820	-3.24	57.220	7.600	13.28	EUR	6.76
		Rosneft	5.970	07:23	-0.13	6.062	-1.52	5.440	0.622	11.43	EUR	6.64
		Mobile TeleSystems	7.345	07:01	-2.08	7.246	1.37	6.290	0.956	15.20	EUR	3.10
		Severstal	13.840	06:03	-1.14	13.750	0.65	12.640	1.110	8.78	EUR	0.86
	S	Magnit	12.210	06:03	-1.37	12.140	0.58	11.880	0.260	2.19	EUR	-0.85
	S	Transneft	153,100.000	08:18	-0.13	154,000.000	-0.58	168,700.000	-14,700.000	-8.71	RUB	-6.57
		ALROSA	77.550	08:19	0.65	77.800	-0.32	97.480	-19.680	-20.19	RUB	-15.47
RTX - 15 out of 15 instruments rated - 9/16/19 / 12/17/18 - 13 did rise, Market-Ratio(39) = 86.67 %

Technical Chart

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

1/05/15	scale up chart	9/16/19

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

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	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	988	EUR	10.120	10.060	10.180	0.060	1	10,060	36
long	10/30/06	11/06/06	7		Novatek	100	226	EUR	44.500	46.350		1.850	4	10,478	736
short	11/06/06	3/05/07	119		Surgutneftegaz	100	993	EUR	10.550	8.380	13.282	2.732	26	13,191	103
long	3/05/07	3/26/07	21		Sberbank	100	962	EUR	13.700	12.800		-0.900	-7	12,325	-69
short	3/26/07	12/03/07	252		Surgutneftegaz	100	1,286	EUR	9.580	8.240	11.138	1.558	16	14,328	24
long	12/03/07	1/14/08	42		Mobile TeleSystems	100	545	EUR	26.250	22.840		-3.410	-13	12,470	-70
short	1/14/08	5/05/08	112		Surgutneftegaz	100	1,632	EUR	7.640	6.940	8.411	0.771	10	13,727	37
long	5/05/08	5/19/08	14		Tatneft	100	142	EUR	96.200	100.450		4.250	4	14,331	209
short	5/19/08	5/26/08	7		VTB Bank	100	2,719	EUR	5.270	5.170	5.372	0.102	2	14,608	171
long	5/26/08	6/16/08	21		Tatneft	100	142	EUR	102.500	98.100		-4.400	-4	13,983	-53
short	6/16/08	7/20/09	399		VTB Bank	100	3,059	EUR	4.570	1.750	11.934	7.364	161	36,510	141
long	7/20/09	7/27/09	7		Novatek	100	1,200	EUR	30.410	31.380		0.970	3	37,674	414
short	7/27/09	8/10/09	14		Tatneft	100	2,250	EUR	16.740	15.810	17.725	0.985	6	39,890	344
long	8/10/09	1/03/11	511		Severstal	100	8,224	EUR	4.850	13.520		8.670	179	111,192	108
short	1/03/11	1/10/11	7		Mobile TeleSystems	100	7,243	EUR	15.350	15.680	15.020	-0.330	-2	108,802	-68
long	1/10/11	7/11/11	182		Uralkali	100	3,906	EUR	27.850	33.800		5.950	21	132,042	47
short	7/11/11	7/18/11	7		Mobile TeleSystems	100	10,180	EUR	12.970	12.740	13.204	0.234	2	134,427	154
long	7/18/11	8/01/11	14		Uralkali	100	3,983	EUR	33.750	32.400		-1.350	-4	129,050	-66
short	8/01/11	6/25/12	329		Mobile TeleSystems	100	10,474	EUR	12.320	13.400	11.240	-1.080	-9	117,738	-10
long	6/25/12	7/02/12	7		Magnit	100	5,540	EUR	21.250	22.430		1.180	6	124,275	1,574
short	7/02/12	7/09/12	7		RusHydro	100	61,219	EUR	2.030	2.080	1.980	-0.050	-2	121,214	-73
long	7/09/12	7/16/12	7		Magnit	100	5,601	EUR	21.640	22.510		0.870	4	126,087	681
short	7/16/12	9/03/12	49		RusHydro	100	59,195	EUR	2.130	2.010	2.257	0.127	6	133,616	54
long	9/03/12	9/17/12	14		Magnit	100	5,516	EUR	24.220	27.650		3.430	14	152,536	3,060
short	9/17/12	2/04/13	140		RusHydro	100	72,983	EUR	2.090	1.770	2.468	0.378	18	180,116	54
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/04/13	3/11/13	35		Magnit	100	5,196	EUR	34.660	34.010		-0.650	-2	176,739	-18
short	3/11/13	9/14/15	917		RusHydro	100	105,201	EUR	1.680	0.774	3.647	1.967	117	383,617	36
long	9/14/15	9/21/15	7		Uralkali	100	28,227	EUR	13.590	13.624		0.034	0	384,577	14
short	9/21/15	9/28/15	7		Mobile TeleSystems	100	60,658	EUR	6.340	6.096	6.594	0.254	4	399,972	674
long	9/28/15	11/02/15	35		Severstal	100	42,649	EUR	9.378	10.465		1.087	12	446,331	214
short	11/02/15	4/25/16	175		Mobile TeleSystems	100	71,745	EUR	6.221	7.952	4.490	-1.731	-28	322,140	-49
long	4/25/16	5/02/16	7		Sberbank	100	47,310	EUR	6.809	6.933		0.124	2	328,007	156
short	5/02/16	5/23/16	21		Magnit	100	10,899	EUR	30.093	29.592	30.603	0.509	2	333,560	34
long	5/23/16	6/06/16	14		Sberbank	100	50,084	EUR	6.660	7.550		0.890	13	378,135	2,531
short	6/06/16	6/20/16	14		Magnit	100	12,277	EUR	30.800	27.697	34.251	3.451	11	420,498	1,493
long	6/20/16	6/27/16	7		Sberbank	100	55,010	EUR	7.644	7.400		-0.244	-3	407,075	-82
short	6/27/16	7/04/16	7		Magnit	100	15,293	EUR	26.618	29.884	23.352	-3.266	-12	357,128	-100
long	7/04/16	7/11/16	7		Sberbank	100	44,887	EUR	7.956	8.165		0.209	3	366,510	287
short	7/11/16	8/15/16	35		Magnit	100	12,017	EUR	30.498	37.900	23.096	-7.402	-24	277,560	-94
long	8/15/16	8/22/16	7		Sberbank	100	34,483	EUR	8.049	7.699		-0.350	-4	265,491	-90
short	8/22/16	9/05/16	14		Surgutneftegaz	100	64,627	EUR	4.108	4.289	3.927	-0.181	-4	253,793	-69
long	9/05/16	6/05/17	273		Sberbank	100	29,858	EUR	8.500	10.030		1.530	18	299,476	25
short	6/05/17	2/26/18	266		Moscow Exchange	100	2,903	RUB	103.140	115.000	91.280	-11.860	-11	265,046	-15
long	2/26/18	4/09/18	42		Sberbank	100	15,683	EUR	16.900	12.150		-4.750	-28	190,552	-94
short	4/09/18	4/23/18	14		Magnit	100	12,953	EUR	14.710	15.460	13.960	-0.750	-5	180,837	-74
long	4/23/18	6/11/18	49		Tatneft	100	3,445	EUR	52.480	53.180		0.700	1	183,249	10
short	6/11/18	6/10/19	364		Magnit	100	11,724	EUR	15.630	12.305	19.854	4.224	27	232,765	27
long	6/10/19	6/17/19	7		Gazprom	100	37,182	EUR	6.260	6.342		0.082	1	235,814	97
short	6/17/19	7/08/19	21		ALROSA	100	2,712	RUB	86.930	87.100	86.760	-0.170	0	235,353	-3
long	7/08/19	8/05/19	28		Gazprom	100	33,922	EUR	6.938	6.116		-0.822	-12	207,469	-81
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/05/19	9/02/19	28		ALROSA	100	2,668	RUB	77.750	74.350	81.306	3.556	5	216,955	79
long	9/02/19	9/18/19	16		Gazprom	100	34,274	EUR	6.330	6.500		0.170	3	222,782	83
accum	10/23/06	9/18/19	4713	days out of 5007 invested (94%)								2,128		222,782	27

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Severstal	long	8/10/09	1/03/11	511	4.85	13.52		8.67	178.76
	long	9/28/15	11/02/15	35	9.38	10.47		1.09	11.59	211.07
VTB Bank	short	5/19/08	5/26/08	7	5.27	5.17	5.37	0.10	1.93
	short	6/16/08	7/20/09	399	4.57	1.75	11.93	7.36	161.14	166.19
RusHydro	short	7/02/12	7/09/12	7	2.03	2.08	1.98	-0.05	-2.46
	short	7/16/12	9/03/12	49	2.13	2.01	2.26	0.13	5.97
	short	9/17/12	2/04/13	140	2.09	1.77	2.47	0.38	18.08
	short	3/11/13	9/14/15	917	1.68	0.77	3.65	1.97	117.05	164.92
Surgutneftegaz	short	10/23/06	10/30/06	7	10.12	10.06	10.18	0.06	0.60
	short	11/06/06	3/05/07	119	10.55	8.38	13.28	2.73	25.89
	short	3/26/07	12/03/07	252	9.58	8.24	11.14	1.56	16.26
	short	1/14/08	5/05/08	112	7.64	6.94	8.41	0.77	10.09
	short	8/22/16	9/05/16	14	4.11	4.29	3.93	-0.18	-4.41	54.95
Uralkali	long	1/10/11	7/11/11	182	27.85	33.80		5.95	21.36
	long	7/18/11	8/01/11	14	33.75	32.40		-1.35	-4.00
	long	9/14/15	9/21/15	7	13.59	13.62		0.03	0.25	16.80
Magnit	long	6/25/12	7/02/12	7	21.25	22.43		1.18	5.55
	long	7/09/12	7/16/12	7	21.64	22.51		0.87	4.02
	long	9/03/12	9/17/12	14	24.22	27.65		3.43	14.16
	long	2/04/13	3/11/13	35	34.66	34.01		-0.65	-1.88
	short	5/02/16	5/23/16	21	30.09	29.59	30.60	0.51	1.69
	short	6/06/16	6/20/16	14	30.80	27.70	34.25	3.45	11.20
	short	6/27/16	7/04/16	7	26.62	29.88	23.35	-3.27	-12.27
	short	7/11/16	8/15/16	35	30.50	37.90	23.10	-7.40	-24.27
	short	4/09/18	4/23/18	14	14.71	15.46	13.96	-0.75	-5.10
	short	6/11/18	6/10/19	364	15.63	12.31	19.85	4.22	27.02	11.39
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novatek	long	10/30/06	11/06/06	7	44.50	46.35		1.85	4.16
	long	7/20/09	7/27/09	7	30.41	31.38		0.97	3.19	7.48
Tatneft	long	5/05/08	5/19/08	14	96.20	100.45		4.25	4.42
	long	5/26/08	6/16/08	21	102.50	98.10		-4.40	-4.29
	short	7/27/09	8/10/09	14	16.74	15.81	17.72	0.98	5.88
	long	4/23/18	6/11/18	49	52.48	53.18		0.70	1.33	7.23
ALROSA	short	6/17/19	7/08/19	21	86.93	87.10	86.76	-0.17	-0.20
	short	8/05/19	9/02/19	28	77.75	74.35	81.31	3.56	4.57	4.37
Gazprom	long	6/10/19	6/17/19	7	6.26	6.34		0.08	1.31
	long	7/08/19	8/05/19	28	6.94	6.12		-0.82	-11.85
	long	9/02/19	9/18/19	16	6.33	6.50		0.17	2.69	-8.29
Moscow Exchange	short	6/05/17	2/26/18	266	103.14	115.00	91.28	-11.86	-11.50	-11.50
Sberbank	long	3/05/07	3/26/07	21	13.70	12.80		-0.90	-6.57
	long	4/25/16	5/02/16	7	6.81	6.93		0.12	1.82
	long	5/23/16	6/06/16	14	6.66	7.55		0.89	13.36
	long	6/20/16	6/27/16	7	7.64	7.40		-0.24	-3.19
	long	7/04/16	7/11/16	7	7.96	8.17		0.21	2.63
	long	8/15/16	8/22/16	7	8.05	7.70		-0.35	-4.35
	long	9/05/16	6/05/17	273	8.50	10.03		1.53	18.00
	long	2/26/18	4/09/18	42	16.90	12.15		-4.75	-28.11	-13.06
Mobile TeleSystems	long	12/03/07	1/14/08	42	26.25	22.84		-3.41	-12.99
	short	1/03/11	1/10/11	7	15.35	15.68	15.02	-0.33	-2.15
	short	7/11/11	7/18/11	7	12.97	12.74	13.20	0.23	1.81
	short	8/01/11	6/25/12	329	12.32	13.40	11.24	-1.08	-8.77
	short	9/21/15	9/28/15	7	6.34	6.10	6.59	0.25	4.00
	short	11/02/15	4/25/16	175	6.22	7.95	4.49	-1.73	-27.83	-40.64

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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