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

Assessment - Russian Traded Index - 8/10/20 - RS = 39

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ39	Curr	∅-RS
	L	RTX	1,697.630	09:39	2.13	1,662.260	2.13	2,169.530	-507.270	-23.38	USD	-8.92
	L	Moscow Exchange	142.140	08:20	0.97	140.010	1.52	100.000	40.010	40.01	RUB	32.99
	L	Magnit	12.700	06:01	-1.09	12.840	-1.09	11.005	1.835	16.67	EUR	22.76
	L	ALROSA	69.160	08:19	-0.99	69.500	-0.49	75.770	-6.270	-8.28	RUB	-2.08
	S	Norilsk Nickel	23.910	06:20	0.67	23.750	0.67	25.310	-1.560	-6.16	EUR	-3.55
	S	Mobile TeleSystems	7.500	06:03		7.500		8.450	-0.950	-11.24	EUR	-5.52
		Transneft	137,550.000	08:20	1.29	136,050.000	1.10	175,450.000	-39,400.000	-22.46	RUB	-10.01
		Severstal	10.620	06:01	1.34	10.480	1.34	12.760	-2.280	-17.87	EUR	-11.60
	L	Sberbank	10.500	07:13	2.24	10.270	2.24	13.745	-3.475	-25.28	EUR	-11.88
	S	Surgutneftegaz	4.276	06:01	0.94	4.236	0.94	6.750	-2.514	-37.24	EUR	-14.68
		Novatek	126.100	06:01	0.56	125.400	0.56	189.700	-64.300	-33.90	EUR	-15.10
		Lukoil	59.060	Mon	0.37	59.060		84.920	-25.860	-30.45	EUR	-17.64
		Rosneft	4.286	08:00	1.32	4.210	1.81	6.362	-2.152	-33.83	EUR	-17.73
		VTB Bank	0.795	06:03	-1.12	0.804	-1.12	1.307	-0.504	-38.52	EUR	-21.88
		Gazprom	4.375	08:02	1.84	4.296	1.84	7.352	-3.056	-41.57	EUR	-22.97
		Tatneft	38.480	06:43	0.94	38.120	0.94	66.600	-28.480	-42.76	EUR	-24.84
RTX - 15 out of 15 instruments rated - 8/10/20 / 11/11/19 - 2 did rise, Market-Ratio(39) = 13.33 %

Technical Chart

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

1/04/16	scale up chart	8/10/20

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	10/07/19	35		Gazprom	100	34,274	EUR	6.330	6.288		-0.042	-1	215,516	-7
short	10/07/19	10/14/19	7		ALROSA	100	2,982	RUB	72.250	68.880	75.785	3.535	5	226,057	1,107
long	10/14/19	10/21/19	7		Surgutneftegaz	100	44,368	EUR	5.095	4.972		-0.123	-2	220,600	-72
short	10/21/19	10/28/19	7		ALROSA	100	3,007	RUB	73.350	70.680	76.121	2.771	4	228,932	591
long	10/28/19	2/03/20	98		Surgutneftegaz	100	36,954	EUR	6.195	6.370		0.175	3	235,399	11
short	2/03/20	2/10/20	7		Novatek	100	1,455	EUR	161.700	150.500	173.734	12.034	7	252,907	4,122
long	2/10/20	3/02/20	21		Surgutneftegaz	100	38,789	EUR	6.520	5.150		-1.370	-21	199,767	-98
short	3/02/20	8/11/20	162		Novatek	100	1,534	EUR	130.200	126.100	134.433	4.233	3	206,260	7
accum	10/23/06	8/11/20	5041	days out of 5335 invested (94%)								1,963		206,260	25

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
	long	10/14/19	10/21/19	7	5.10	4.97		-0.12	-2.41
	long	10/28/19	2/03/20	98	6.20	6.37		0.18	2.82
	long	2/10/20	3/02/20	21	6.52	5.15		-1.37	-21.01	22.81
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
	short	2/03/20	2/10/20	7	161.70	150.50	173.73	12.03	7.44
	short	3/02/20	8/11/20	162	130.20	126.10	134.43	4.23	3.25	19.23
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
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
	short	10/07/19	10/14/19	7	72.25	68.88	75.78	3.53	4.89
	short	10/21/19	10/28/19	7	73.35	70.68	76.12	2.77	3.78	13.61
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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
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	10/07/19	35	6.33	6.29		-0.04	-0.66	-11.29
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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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