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

Assessment - Russian Traded Index in Swiss Franc - 11/18/19 - RS = 39

		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	2/18/19	prc diff	⇓ Δ39	∅-RS
	L	RTX	2,107.137	16:45	0.55	2,095.642	0.55	1,726.714	368.928	21.37	14.33
	L	Surgutneftegaz	7.088	07:02	0.23	7.072	0.23	3.964	3.108	78.42	69.75
		Gazprom	7.652	16:35	0.92	7.582	0.92	4.736	2.846	60.09	33.85
	L	Norilsk Nickel	27.281	13:40	1.71	26.821	1.71	20.591	6.230	30.25	23.30
	L	VTB Bank	1.415	15:06	-1.97	1.444	-1.97	1.227	0.217	17.72	18.13
	L	Lukoil	94.322	16:35	0.35	93.994	0.35	83.353	10.641	12.77	15.70
	L	Mobile TeleSystems	9.360	14:45	2.40	9.141	2.40	7.655	1.486	19.41	15.08
	L	Rosneft	6.941	14:40	-1.25	7.028	-1.25	6.099	0.929	15.24	10.87
		Sberbank	14.888	14:32	0.89	14.757	0.89	12.516	2.241	17.91	9.39
		Novatek	203.620	08:35	-0.32	204.277	-0.32	174.179	30.098	17.28	9.30
	L	Moscow Exchange	1.556	15:49	0.50	1.549	0.50	1.361	0.188	13.81	11.83
	L	Tatneft	70.457	10:31	-1.05	71.201	-1.05	70.837	0.365	0.51	5.21
	L	Transneft	2,714.059	15:45	1.33	2,678.440	1.33	2,557.326	121.114	4.74	7.63
	S	Severstal	14.034	16:16	2.56	13.684	2.56	15.389	-1.705	-11.08	-8.88
	S	Magnit	12.069	08:50	0.59	11.998	0.59	14.583	-2.585	-17.72	-11.08
	L	ALROSA	1.180	15:47	0.69	1.172	0.69	1.475	-0.303	-20.54	-11.48
RTX - 15 out of 15 instruments rated - 11/18/19 / 2/18/19 - 12 did rise, Market-Ratio(39) in CHF = 80.00 %

Technical Chart

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

1/05/15	scale up chart	11/18/19

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	11/19/19	22		Surgutneftegaz	100	26,464	6.841	7.088		0.247	4	187,591	80
accum	10/23/06	11/19/19	4775	days out of 5069 invested (94%)							1,776		187,591	25

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
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	11/19/19	22	6.84	7.09		0.25	3.61	51.18
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	14.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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
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	8.01
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	3.22
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
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	-12.58
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	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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