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

Assessment - Russian Traded Index - 2/22/21 - RS = 41

		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	5/11/20	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 - 2/22/21 / 5/11/20 - 9 did rise, Market-Ratio(41) = 69.23 %

Technical Chart

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

1/02/17	scale up chart	2/22/21

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	1/02/06	2/05/07	399		Sberbank	100	2,100	EUR	4.760	10.480	5.720	120	22,012	106
2/05/07		3/19/07	42		- cash -
	3/19/07	5/14/07	56		Sberbank	100	1,733	EUR	12.700	13.520	0.820	6	23,433	50
5/14/07		6/18/07	35		- cash -
	6/18/07	6/25/07	7		Sberbank	100	1,712	EUR	13.680	14.640	0.960	7	25,077	3,335
6/25/07		7/02/07	7		- cash -
	7/02/07	7/23/07	21		Norilsk Nickel	100	1,441	EUR	17.400	17.160	-0.240	-1	24,731	-21
7/23/07		10/22/07	91		- cash -
	10/22/07	1/28/08	98		Norilsk Nickel	100	1,186	EUR	20.850	16.600	-4.250	-20	19,690	-57
1/28/08		2/11/08	14		- cash -
	2/11/08	2/25/08	14		Mobile TeleSystems	100	887	EUR	22.180	21.940	-0.240	-1	19,477	-25
2/25/08		4/07/08	42		- cash -
	4/07/08	4/14/08	7		Novatek	100	378	EUR	51.500	46.300	-5.200	-10	17,512	-100
4/14/08		5/05/08	21		- cash -
	5/05/08	6/30/08	56		Tatneft	100	182	EUR	96.200	87.500	-8.700	-9	15,928	-46
6/30/08		7/20/09	385		- cash -
	7/20/09	8/10/09	21		Novatek	100	523	EUR	30.410	33.340	2.930	10	17,461	395
8/10/09		8/24/09	14		- cash -
	8/24/09	3/14/11	567		Magnit	100	2,494	EUR	7.000	19.580	12.580	180	48,835	94
	3/14/11	8/08/11	147		Novatek	100	561	EUR	87.040	87.680	0.640	1	49,194	2
8/08/11		2/20/12	196		- cash -
	2/20/12	4/16/12	56		Magnit	100	2,376	EUR	20.700	21.000	0.300	1	49,907	10
4/16/12		5/21/12	35		- cash -
	5/21/12	6/18/12	28		Magnit	100	2,663	EUR	18.740	20.980	2.240	12	55,872	336
6/18/12		7/02/12	14		- cash -
	7/02/12	9/10/12	70		Magnit	100	2,490	EUR	22.430	25.310	2.880	13	63,043	88
9/10/12		9/17/12	7		- cash -
	9/17/12	10/15/12	28		Magnit	100	2,280	EUR	27.650	25.530	-2.120	-8	58,210	-65
10/15/12		10/22/12	7		- cash -
	10/22/12	10/29/12	7		Magnit	100	2,262	EUR	25.730	27.600	1.870	7	62,440	3,779
10/29/12		11/05/12	7		- cash -
	11/05/12	11/12/12	7		Magnit	100	2,304	EUR	27.100	28.210	1.110	4	64,997	711
11/12/12		1/14/13	63		- cash -
	1/14/13	4/15/13	91		Magnit	100	2,079	EUR	31.250	37.590	6.340	20	78,178	110
4/15/13		2/09/15	665		- cash -
	2/09/15	2/23/15	14		Norilsk Nickel	100	5,139	EUR	15.210	15.721	0.511	3	80,804	137
2/23/15		4/13/15	49		- cash -
	4/13/15	5/11/15	28		Magnit	100	1,442	EUR	56.000	49.500	-6.500	-12	71,431	-80
	5/11/15	6/08/15	28		Inter RAO UES	100	56,422	RUB	1.266	1.159	-0.107	-8	65,394	-68
6/08/15		6/15/15	7		- cash -
	6/15/15	6/22/15	7		VTB Bank	100	26,691	EUR	2.450	2.568	0.118	5	68,543	1,062
6/22/15		6/29/15	7		- cash -
	6/29/15	7/06/15	7		VTB Bank	100	27,908	EUR	2.456	2.288	-0.168	-7	63,855	-98
7/06/15		7/20/15	14		- cash -
	7/20/15	7/27/15	7		VTB Bank	100	27,022	EUR	2.363	2.128	-0.235	-10	57,505	-100
7/27/15		9/21/15	56		- cash -
	9/21/15	11/30/15	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
11/30/15		5/30/16	182		- cash -
	5/30/16	7/25/16	56		Inter RAO UES	100	32,376	RUB	1.951	2.672	0.722	37	86,510	678
7/25/16		8/15/16	21		- cash -
	8/15/16	9/05/16	21		Inter RAO UES	100	33,202	RUB	2.606	2.983	0.377	14	99,027	947
9/05/16		9/12/16	7		- cash -
	9/12/16	6/19/17	280		Inter RAO UES	100	30,516	RUB	3.245	3.601	0.356	11	109,875	15
6/19/17		2/26/18	252		- cash -
	2/26/18	4/16/18	49		Sberbank	100	6,501	EUR	16.900	10.600	-6.300	-37	68,919	-97
	4/16/18	7/23/18	98		Tatneft	100	1,366	EUR	50.420	56.360	5.940	12	77,033	51
7/23/18		9/24/18	63		- cash -
	9/24/18	10/01/18	7		Novatek	100	513	EUR	149.940	156.560	6.620	4	80,429	851
10/01/18		12/03/18	63		- cash -
	12/03/18	12/10/18	7		Novatek	100	517	EUR	155.420	149.310	-6.110	-4	77,270	-88
12/10/18		12/17/18	7		- cash -
	12/17/18	12/24/18	7		Novatek	100	507	EUR	152.310	146.410	-5.900	-4	74,279	-87
12/24/18		1/07/19	14		- cash -
	1/07/19	2/04/19	28		Novatek	100	491	EUR	151.220	158.850	7.630	5	78,025	90
2/04/19		3/25/19	49		- cash -
	3/25/19	6/24/19	91		Lukoil	100	984	EUR	79.290	73.720	-5.570	-7	72,544	-25
	6/24/19	1/27/20	217		Gazprom	100	11,264	EUR	6.440	6.590	0.150	2	74,234	4
	1/27/20	3/09/20	42		Surgutneftegaz	100	11,171	EUR	6.645	3.774	-2.871	-43	42,162	-99
3/09/20		12/21/20	287		- cash -
	12/21/20	2/22/21	63		Magnit	100	3,059	EUR	13.780	11.900	-1.880	-14	36,411	-57
	2/22/21	2/26/21	4		Rosneft	100	6,478	EUR	5.620	5.760	0.140	2	37,318	844
accum	1/02/06	2/26/21	2813	days out of 5536 invested (51%)							273		37,318	19

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Magnit	long	8/24/09	3/14/11	567	7.00	19.58	12.58	179.71
		2/20/12	4/16/12	56	20.70	21.00	0.30	1.45
		5/21/12	6/18/12	28	18.74	20.98	2.24	11.95
		7/02/12	9/10/12	70	22.43	25.31	2.88	12.84
		9/17/12	10/15/12	28	27.65	25.53	-2.12	-7.67
		10/22/12	10/29/12	7	25.73	27.60	1.87	7.27
		11/05/12	11/12/12	7	27.10	28.21	1.11	4.10
		1/14/13	4/15/13	91	31.25	37.59	6.34	20.29
		4/13/15	5/11/15	28	56.00	49.50	-6.50	-11.61
		12/21/20	2/22/21	63	13.78	11.90	-1.88	-13.64	239.36
Inter RAO UES		5/11/15	6/08/15	28	1.27	1.16	-0.11	-8.45
		9/21/15	11/30/15	70	1.07	1.17	0.11	9.82
		5/30/16	7/25/16	56	1.95	2.67	0.72	36.99
		8/15/16	9/05/16	21	2.61	2.98	0.38	14.47
		9/12/16	6/19/17	280	3.25	3.60	0.36	10.96	74.92
Sberbank		1/02/06	2/05/07	399	4.76	10.48	5.72	120.17
		3/19/07	5/14/07	56	12.70	13.52	0.82	6.46
		6/18/07	6/25/07	7	13.68	14.64	0.96	7.02
		2/26/18	4/16/18	49	16.90	10.60	-6.30	-37.28	57.33
Rosneft		2/22/21	2/26/21	4	5.62	5.76	0.14	2.49	2.49
Gazprom		6/24/19	1/27/20	217	6.44	6.59	0.15	2.33	2.33
Tatneft		5/05/08	6/30/08	56	96.20	87.50	-8.70	-9.04
		4/16/18	7/23/18	98	50.42	56.36	5.94	11.78	1.67
Novatek		4/07/08	4/14/08	7	51.50	46.30	-5.20	-10.10
		7/20/09	8/10/09	21	30.41	33.34	2.93	9.63
		3/14/11	8/08/11	147	87.04	87.68	0.64	0.74
		9/24/18	10/01/18	7	149.94	156.56	6.62	4.42
		12/03/18	12/10/18	7	155.42	149.31	-6.11	-3.93
		12/17/18	12/24/18	7	152.31	146.41	-5.90	-3.87
		1/07/19	2/04/19	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		2/11/08	2/25/08	14	22.18	21.94	-0.24	-1.08	-1.08
Lukoil		3/25/19	6/24/19	91	79.29	73.72	-5.57	-7.02	-7.02
VTB Bank		6/15/15	6/22/15	7	2.45	2.57	0.12	4.82
		6/29/15	7/06/15	7	2.46	2.29	-0.17	-6.84
		7/20/15	7/27/15	7	2.36	2.13	-0.24	-9.94	-12.06
Norilsk Nickel		7/02/07	7/23/07	21	17.40	17.16	-0.24	-1.38
		10/22/07	1/28/08	98	20.85	16.60	-4.25	-20.38
		2/09/15	2/23/15	14	15.21	15.72	0.51	3.36	-18.84
Surgutneftegaz		1/27/20	3/09/20	42	6.65	3.77	-2.87	-43.21	-43.21

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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