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

Assessment - Russian Traded Index - 22/11/21 - RS = 41

		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	8/02/21	prc diff	⇓ Δ41	Curr	∅-RS
		RTX	2,097.990	Fri	-4.57	2,149.540	-2.40	1,907.690	241.850	12.68	USD	5.55
		Gazprom	7.560	Fri	-5.85	7.590	-0.40	5.050	2.540	50.30	EUR	32.21
	L	Surgutneftegaz	4.580	Fri	-4.18	4.740	-3.38	3.800	0.940	24.74	EUR	20.52
		Rosneft	6.580	Fri	-6.00	6.920	-4.91	5.520	1.400	25.36	EUR	15.01
		VTB Bank	1.090	Fri	-3.54	1.120	-2.68	0.815	0.305	37.42	EUR	14.19
		Lukoil	74.200	Fri	-6.55	78.400	-5.36	64.000	14.400	22.50	EUR	13.29
		Magnit	13.900	Fri	-0.71	14.500	-4.14	12.600	1.900	15.08	EUR	11.88
		Novatek	189.000	Fri	-4.55	186.000	1.61	154.000	32.000	20.78	EUR	10.26
		Sberbank	14.250	Fri	-6.25	14.650	-2.73	12.200	2.450	20.08	EUR	7.23
	L	Polyus	83.500	Fri	1.83	85.000	-1.76	80.500	4.500	5.59	EUR	6.49
		Mobile TeleSystems	7.050	Fri	-3.42	7.550	-6.62	7.500	0.050	0.67	EUR	1.32
		Tatneft	32.500	Fri	-8.96	34.900	-6.88	35.000	-0.100	-0.29	EUR	-2.50
	S	Norilsk Nickel	25.200	Fri	-4.55	26.000	-3.08	28.800	-2.800	-9.72	EUR	-5.82
		Inter RAO UES	4.330	Fri	-4.56	4.361	-0.70	5.374	-1.013	-18.85	RUB	-11.45
RTX - 13 out of 13 instruments rated - 22/11/21 / 8/02/21 - 10 did rise, Market-Ratio(41) = 76.92 %

Technical Chart

	RTX RS = 41 - B/S = 52/52

2/01/17	scale up chart	22/11/21

Transactions Russian Traded Index * L41 - 52 ex 6 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
long	2/01/06	5/02/07	399		Sberbank	100	2,100	EUR	4.760	10.480	5.720	120	22,012	106
5/02/07		19/03/07	42		- cash -
	19/03/07	14/05/07	56		Sberbank	100	1,733	EUR	12.700	13.520	0.820	6	23,433	50
14/05/07		18/06/07	35		- cash -
	18/06/07	25/06/07	7		Sberbank	100	1,712	EUR	13.680	14.640	0.960	7	25,077	3,335
25/06/07		2/07/07	7		- cash -
	2/07/07	23/07/07	21		Norilsk Nickel	100	1,441	EUR	17.400	17.160	-0.240	-1	24,731	-21
23/07/07		22/10/07	91		- cash -
	22/10/07	28/01/08	98		Norilsk Nickel	100	1,186	EUR	20.850	16.600	-4.250	-20	19,690	-57
28/01/08		11/02/08	14		- cash -
	11/02/08	25/02/08	14		Mobile TeleSystems	100	887	EUR	22.180	21.940	-0.240	-1	19,477	-25
25/02/08		7/04/08	42		- cash -
	7/04/08	14/04/08	7		Novatek	100	378	EUR	51.500	46.300	-5.200	-10	17,512	-100
14/04/08		5/05/08	21		- cash -
	5/05/08	30/06/08	56		Tatneft	100	182	EUR	96.200	87.500	-8.700	-9	15,928	-46
30/06/08		20/07/09	385		- cash -
	20/07/09	10/08/09	21		Novatek	100	523	EUR	30.410	33.340	2.930	10	17,461	395
10/08/09		24/08/09	14		- cash -
	24/08/09	14/03/11	567		Magnit	100	2,494	EUR	7.000	19.580	12.580	180	48,835	94
	14/03/11	8/08/11	147		Novatek	100	561	EUR	87.040	87.680	0.640	1	49,194	2
8/08/11		20/02/12	196		- cash -
	20/02/12	16/04/12	56		Magnit	100	2,376	EUR	20.700	21.000	0.300	1	49,907	10
16/04/12		21/05/12	35		- cash -
	21/05/12	18/06/12	28		Magnit	100	2,663	EUR	18.740	20.980	2.240	12	55,872	336
18/06/12		2/07/12	14		- cash -
	2/07/12	10/09/12	70		Magnit	100	2,490	EUR	22.430	25.310	2.880	13	63,043	88
10/09/12		17/09/12	7		- cash -
	17/09/12	15/10/12	28		Magnit	100	2,280	EUR	27.650	25.530	-2.120	-8	58,210	-65
15/10/12		22/10/12	7		- cash -
	22/10/12	29/10/12	7		Magnit	100	2,262	EUR	25.730	27.600	1.870	7	62,440	3,779
29/10/12		5/11/12	7		- cash -
	5/11/12	12/11/12	7		Magnit	100	2,304	EUR	27.100	28.210	1.110	4	64,997	711
12/11/12		14/01/13	63		- cash -
	14/01/13	15/04/13	91		Magnit	100	2,079	EUR	31.250	37.590	6.340	20	78,178	110
15/04/13		9/02/15	665		- cash -
	9/02/15	23/02/15	14		Norilsk Nickel	100	5,139	EUR	15.210	15.721	0.511	3	80,804	137
23/02/15		13/04/15	49		- cash -
	13/04/15	11/05/15	28		Magnit	100	1,442	EUR	56.000	49.500	-6.500	-12	71,431	-80
	11/05/15	8/06/15	28		Inter RAO UES	100	56,422	RUB	1.266	1.159	-0.107	-8	65,394	-68
8/06/15		15/06/15	7		- cash -
	15/06/15	22/06/15	7		VTB Bank	100	26,691	EUR	2.450	2.568	0.118	5	68,543	1,062
22/06/15		29/06/15	7		- cash -
	29/06/15	6/07/15	7		VTB Bank	100	27,908	EUR	2.456	2.288	-0.168	-7	63,855	-98
6/07/15		20/07/15	14		- cash -
	20/07/15	27/07/15	7		VTB Bank	100	27,022	EUR	2.363	2.128	-0.235	-10	57,505	-100
27/07/15		21/09/15	56		- cash -
	21/09/15	30/11/15	70		Inter RAO UES	100	53,767	RUB	1.070	1.175	0.105	10	63,150	63
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
30/11/15		30/05/16	182		- cash -
	30/05/16	25/07/16	56		Inter RAO UES	100	32,376	RUB	1.951	2.672	0.722	37	86,510	678
25/07/16		15/08/16	21		- cash -
	15/08/16	5/09/16	21		Inter RAO UES	100	33,202	RUB	2.606	2.983	0.377	14	99,027	947
5/09/16		12/09/16	7		- cash -
	12/09/16	19/06/17	280		Inter RAO UES	100	30,516	RUB	3.245	3.601	0.356	11	109,875	15
19/06/17		26/02/18	252		- cash -
	26/02/18	16/04/18	49		Sberbank	100	6,501	EUR	16.900	10.600	-6.300	-37	68,919	-97
	16/04/18	23/07/18	98		Tatneft	100	1,366	EUR	50.420	56.360	5.940	12	77,033	51
23/07/18		24/09/18	63		- cash -
	24/09/18	1/10/18	7		Novatek	100	513	EUR	149.940	156.560	6.620	4	80,429	851
1/10/18		3/12/18	63		- cash -
	3/12/18	10/12/18	7		Novatek	100	517	EUR	155.420	149.310	-6.110	-4	77,270	-88
10/12/18		17/12/18	7		- cash -
	17/12/18	24/12/18	7		Novatek	100	507	EUR	152.310	146.410	-5.900	-4	74,279	-87
24/12/18		7/01/19	14		- cash -
	7/01/19	4/02/19	28		Novatek	100	491	EUR	151.220	158.850	7.630	5	78,025	90
4/02/19		25/03/19	49		- cash -
	25/03/19	24/06/19	91		Lukoil	100	984	EUR	79.290	73.720	-5.570	-7	72,544	-25
	24/06/19	27/01/20	217		Gazprom	100	11,264	EUR	6.440	6.590	0.150	2	74,234	4
	27/01/20	9/03/20	42		Surgutneftegaz	100	11,171	EUR	6.645	3.774	-2.871	-43	42,162	-99
9/03/20		21/12/20	287		- cash -
	21/12/20	22/02/21	63		Magnit	100	3,059	EUR	13.780	11.900	-1.880	-14	36,411	-57
	22/02/21	22/03/21	28		Rosneft	100	6,478	EUR	5.620	6.260	0.640	11	40,557	308
22/03/21		29/03/21	7		- cash -
	29/03/21	26/11/21	242		Rosneft	100	6,356	EUR	6.380	6.580	0.200	3	41,828	5
accum	2/01/06	26/11/21	3078	days out of 5808 invested (53%)							318		41,828	18

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Magnit	long	24/08/09	14/03/11	567	7.00	19.58	12.58	179.71
		20/02/12	16/04/12	56	20.70	21.00	0.30	1.45
		21/05/12	18/06/12	28	18.74	20.98	2.24	11.95
		2/07/12	10/09/12	70	22.43	25.31	2.88	12.84
		17/09/12	15/10/12	28	27.65	25.53	-2.12	-7.67
		22/10/12	29/10/12	7	25.73	27.60	1.87	7.27
		5/11/12	12/11/12	7	27.10	28.21	1.11	4.10
		14/01/13	15/04/13	91	31.25	37.59	6.34	20.29
		13/04/15	11/05/15	28	56.00	49.50	-6.50	-11.61
		21/12/20	22/02/21	63	13.78	11.90	-1.88	-13.64	239.36
Inter RAO UES		11/05/15	8/06/15	28	1.27	1.16	-0.11	-8.45
		21/09/15	30/11/15	70	1.07	1.17	0.11	9.82
		30/05/16	25/07/16	56	1.95	2.67	0.72	36.99
		15/08/16	5/09/16	21	2.61	2.98	0.38	14.47
		12/09/16	19/06/17	280	3.25	3.60	0.36	10.96	74.92
Sberbank		2/01/06	5/02/07	399	4.76	10.48	5.72	120.17
		19/03/07	14/05/07	56	12.70	13.52	0.82	6.46
		18/06/07	25/06/07	7	13.68	14.64	0.96	7.02
		26/02/18	16/04/18	49	16.90	10.60	-6.30	-37.28	57.33
Rosneft		22/02/21	22/03/21	28	5.62	6.26	0.64	11.39
		29/03/21	26/11/21	242	6.38	6.58	0.20	3.13	14.88
Gazprom		24/06/19	27/01/20	217	6.44	6.59	0.15	2.33	2.33
Tatneft		5/05/08	30/06/08	56	96.20	87.50	-8.70	-9.04
		16/04/18	23/07/18	98	50.42	56.36	5.94	11.78	1.67
Novatek		7/04/08	14/04/08	7	51.50	46.30	-5.20	-10.10
		20/07/09	10/08/09	21	30.41	33.34	2.93	9.63
		14/03/11	8/08/11	147	87.04	87.68	0.64	0.74
		24/09/18	1/10/18	7	149.94	156.56	6.62	4.42
		3/12/18	10/12/18	7	155.42	149.31	-6.11	-3.93
		17/12/18	24/12/18	7	152.31	146.41	-5.90	-3.87
		7/01/19	4/02/19	28	151.22	158.85	7.63	5.05	0.57
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Mobile TeleSystems		11/02/08	25/02/08	14	22.18	21.94	-0.24	-1.08	-1.08
Lukoil		25/03/19	24/06/19	91	79.29	73.72	-5.57	-7.02	-7.02
VTB Bank		15/06/15	22/06/15	7	2.45	2.57	0.12	4.82
		29/06/15	6/07/15	7	2.46	2.29	-0.17	-6.84
		20/07/15	27/07/15	7	2.36	2.13	-0.24	-9.94	-12.06
Norilsk Nickel		2/07/07	23/07/07	21	17.40	17.16	-0.24	-1.38
		22/10/07	28/01/08	98	20.85	16.60	-4.25	-20.38
		9/02/15	23/02/15	14	15.21	15.72	0.51	3.36	-18.84
Surgutneftegaz		27/01/20	9/03/20	42	6.65	3.77	-2.87	-43.21	-43.21

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


	is taking down something concerning