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

Assessment - Russian Traded Index - 10/07/19 - RS = 41

		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	12/24/18	prc diff	⇓ Δ41	Curr	∅-RS
		RTX	1,977.110	Fri	1.62	1,939.270	1.95	1,569.900	369.370	23.53	USD	7.66
	L	Surgutneftegaz	5.150	Fri	1.98	4.870	5.75	3.450	1.420	41.16	EUR	36.73
		Gazprom	6.380	Fri	2.01	6.288	1.46	3.870	2.418	62.48	EUR	30.84
	L	Norilsk Nickel	22.750	Fri	0.84	22.530	0.98	16.580	5.950	35.89	EUR	22.41
		Novatek	188.500	Fri	2.72	181.700	3.74	146.410	35.290	24.10	EUR	11.49
		Sberbank	13.140	Fri	3.06	12.800	2.66	9.410	3.390	36.03	EUR	9.44
		VTB Bank	1.158	Fri	2.57	1.155	0.26	1.020	0.135	13.24	EUR	6.53
		Lukoil	76.660	Fri	2.65	75.200	1.94	62.430	12.770	20.45	EUR	6.16
		Mobile TeleSystems	7.550	Fri	2.03	7.400	2.03	6.380	1.020	15.99	EUR	5.15
	L	Rosneft	5.790	Fri	1.22	5.862	-1.23	5.270	0.592	11.23	EUR	3.00
		Moscow Exchange	90.250	Fri	0.28	91.010	-0.84	81.680	9.330	11.42	RUB	0.75
	S	Tatneft	59.760	Fri	2.89	57.140	4.59	53.780	3.360	6.25	EUR	-5.91
	S	Transneft	153,350.000	Fri	0.10	153,850.000	-0.32	163,750.000	-9,900.000	-6.05	RUB	-6.24
		Magnit	10.525	Fri	-1.03	11.185	-5.90	11.100	0.085	0.77	EUR	-8.43
	S	Severstal	12.600	Fri	2.52	12.270	2.69	12.180	0.090	0.74	EUR	-9.85
		ALROSA	70.600	Fri	-3.55	72.250	-2.28	96.090	-23.840	-24.81	RUB	-19.87
RTX - 15 out of 15 instruments rated - 10/07/19 / 12/24/18 - 13 did rise, Market-Ratio(41) = 86.67 %

Technical Chart

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

1/05/15	scale up chart	10/07/19

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		2/19/07	14		- cash -
	2/19/07	2/26/07	7		Sberbank	100	1,746	EUR	12.600	12.680	0.080	1	22,152	39
2/26/07		3/19/07	21		- cash -
	3/19/07	5/14/07	56		Sberbank	100	1,744	EUR	12.700	13.520	0.820	6	23,582	50
5/14/07		6/18/07	35		- cash -
	6/18/07	6/25/07	7		Sberbank	100	1,723	EUR	13.680	14.640	0.960	7	25,236	3,335
6/25/07		7/02/07	7		- cash -
	7/02/07	7/23/07	21		Norilsk Nickel	100	1,450	EUR	17.400	17.160	-0.240	-1	24,888	-21
7/23/07		10/22/07	91		- cash -
	10/22/07	1/28/08	98		Severstal	100	1,526	EUR	16.300	14.460	-1.840	-11	22,080	-36
1/28/08		2/11/08	14		- cash -
	2/11/08	4/14/08	63		Severstal	100	1,362	EUR	16.200	16.300	0.100	1	22,216	4
4/14/08		4/28/08	14		- cash -
	4/28/08	7/07/08	70		Novatek	100	449	EUR	49.420	54.200	4.780	10	24,362	62
7/07/08		7/20/09	378		- cash -
	7/20/09	8/10/09	21		Novatek	100	801	EUR	30.410	33.340	2.930	10	26,709	395
8/10/09		8/24/09	14		- cash -
	8/24/09	7/11/11	686		Severstal	100	5,288	EUR	5.050	12.770	7.720	153	67,533	64
	7/11/11	8/08/11	28		Novatek	100	654	EUR	103.250	87.680	-15.570	-15	57,350	-88
8/08/11		2/20/12	196		- cash -
	2/20/12	4/16/12	56		Transneft	100	1,007	RUB	56.903	59.942	3.039	5	60,410	40
4/16/12		5/21/12	35		- cash -
	5/21/12	6/18/12	28		Magnit	100	3,223	EUR	18.740	20.980	2.240	12	67,630	336
6/18/12		7/02/12	14		- cash -
	7/02/12	10/29/12	119		Magnit	100	3,015	EUR	22.430	27.600	5.170	23	83,217	89
10/29/12		11/05/12	7		- cash -
	11/05/12	11/12/12	7		Magnit	100	3,070	EUR	27.100	28.210	1.110	4	86,625	711
11/12/12		1/14/13	63		- cash -
	1/14/13	4/22/13	98		Magnit	100	2,771	EUR	31.250	37.930	6.680	21	105,135	106
4/22/13		9/16/13	147		- cash -
	9/16/13	9/23/13	7		Magnit	100	2,213	EUR	47.490	46.470	-1.020	-2	102,878	-68
9/23/13		1/27/14	126		- cash -
	1/27/14	2/03/14	7		Transneft	100	1,217	RUB	84.500	79.380	-5.120	-6	96,647	-96
2/03/14		2/10/14	7		- cash -
	2/10/14	2/17/14	7		Moscow Exchange	100	1,543	RUB	62.600	65.330	2.730	4	100,859	826
2/17/14		5/26/14	98		- cash -
	5/26/14	6/02/14	7		Norilsk Nickel	100	7,136	EUR	14.133	14.512	0.379	3	103,564	297
6/02/14		1/26/15	238		- cash -
	1/26/15	2/02/15	7		ALROSA	100	1,409	RUB	73.450	76.100	2.650	4	107,298	535
2/02/15		2/09/15	7		- cash -
	2/09/15	3/09/15	28		ALROSA	100	1,367	RUB	78.450	74.500	-3.950	-5	101,898	-49
3/09/15		4/06/15	28		- cash -
	4/06/15	6/08/15	63		ALROSA	100	1,399	RUB	72.820	63.780	-9.040	-12	89,251	-54
6/08/15		6/15/15	7		- cash -
	6/15/15	7/13/15	28		VTB Bank	100	36,429	EUR	2.450	2.360	-0.090	-4	85,973	-39
7/13/15		7/20/15	7		- cash -
	7/20/15	7/27/15	7		ALROSA	100	1,178	RUB	72.970	66.210	-6.760	-9	78,009	-99
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
7/27/15		8/03/15	7		- cash -
	8/03/15	8/17/15	14		ALROSA	100	1,061	RUB	73.490	67.960	-5.530	-8	72,142	-87
8/17/15		9/21/15	35		- cash -
	9/21/15	11/16/15	56		Transneft	100	462	RUB	156.000	144.500	-11.500	-7	66,829	-39
	11/16/15	11/30/15	14		Sberbank	100	11,578	EUR	5.772	6.335	0.563	10	73,347	1,032
11/30/15		5/30/16	182		- cash -
	5/30/16	9/05/16	98		Sberbank	100	9,516	EUR	7.707	8.500	0.793	10	80,894	44
9/05/16		9/12/16	7		- cash -
	9/12/16	6/19/17	280		Sberbank	100	9,449	EUR	8.561	9.300	0.739	9	87,876	11
6/19/17		7/03/17	14		- cash -
	7/03/17	7/10/17	7		Tatneft	100	2,661	EUR	33.020	31.590	-1.430	-4	84,071	-90
7/10/17		1/22/18	196		- cash -
	1/22/18	1/29/18	7		Sberbank	100	5,469	EUR	15.370	15.290	-0.080	-1	83,634	-24
1/29/18		2/26/18	28		- cash -
	2/26/18	4/16/18	49		Sberbank	100	4,948	EUR	16.900	10.600	-6.300	-37	52,461	-97
	4/16/18	7/16/18	91		Tatneft	100	1,040	EUR	50.420	57.260	6.840	14	59,575	67
7/16/18		9/24/18	70		- cash -
	9/24/18	10/01/18	7		Novatek	100	397	EUR	149.940	156.560	6.620	4	62,203	851
10/01/18		12/17/18	77		- cash -
	12/17/18	12/24/18	7		Novatek	100	408	EUR	152.310	146.410	-5.900	-4	59,796	-87
12/24/18		1/07/19	14		- cash -
	1/07/19	2/25/19	49		Novatek	100	395	EUR	151.220	157.560	6.340	4	62,300	36
2/25/19		3/04/19	7		- cash -
	3/04/19	3/11/19	7		Lukoil	100	842	EUR	73.950	73.950	0.000	0	62,300	0
3/11/19		3/25/19	14		- cash -
	3/25/19	4/29/19	35		Lukoil	100	785	EUR	79.290	77.040	-2.250	-3	60,534	-26
4/29/19		5/06/19	7		- cash -
	5/06/19	5/13/19	7		Norilsk Nickel	100	3,088	EUR	19.600	18.935	-0.665	-3	58,480	-83
5/13/19		5/27/19	14		- cash -
	5/27/19	8/19/19	84		Gazprom	100	10,376	EUR	5.636	6.040	0.404	7	62,672	35
8/19/19		9/02/19	14		- cash -
	9/02/19	10/11/19	39		Gazprom	100	9,900	EUR	6.330	6.380	0.050	1	63,167	8
accum	1/02/06	10/11/19	2779	days out of 5033 invested (55%)							532		63,167	27

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Severstal	long	10/22/07	1/28/08	98	16.30	14.46	-1.84	-11.29
		2/11/08	4/14/08	63	16.20	16.30	0.10	0.62
		8/24/09	7/11/11	686	5.05	12.77	7.72	152.87	125.71
Sberbank		1/02/06	2/05/07	399	4.76	10.48	5.72	120.17
		2/19/07	2/26/07	7	12.60	12.68	0.08	0.63
		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
		11/16/15	11/30/15	14	5.77	6.34	0.56	9.75
		5/30/16	9/05/16	98	7.71	8.50	0.79	10.29
		9/12/16	6/19/17	280	8.56	9.30	0.74	8.63
		1/22/18	1/29/18	7	15.37	15.29	-0.08	-0.52
		2/26/18	4/16/18	49	16.90	10.60	-6.30	-37.28	107.11
Magnit		5/21/12	6/18/12	28	18.74	20.98	2.24	11.95
		7/02/12	10/29/12	119	22.43	27.60	5.17	23.05
		11/05/12	11/12/12	7	27.10	28.21	1.11	4.10
		1/14/13	4/22/13	98	31.25	37.93	6.68	21.38
		9/16/13	9/23/13	7	47.49	46.47	-1.02	-2.15	70.31
Tatneft		7/03/17	7/10/17	7	33.02	31.59	-1.43	-4.33
		4/16/18	7/16/18	91	50.42	57.26	6.84	13.57	8.65
Gazprom		5/27/19	8/19/19	84	5.64	6.04	0.40	7.17
		9/02/19	10/11/19	39	6.33	6.38	0.05	0.79	8.01
Novatek		4/28/08	7/07/08	70	49.42	54.20	4.78	9.67
		7/20/09	8/10/09	21	30.41	33.34	2.93	9.63
		7/11/11	8/08/11	28	103.25	87.68	-15.57	-15.08
		9/24/18	10/01/18	7	149.94	156.56	6.62	4.42
		12/17/18	12/24/18	7	152.31	146.41	-5.90	-3.87
		1/07/19	2/25/19	49	151.22	157.56	6.34	4.19	6.78
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Moscow Exchange		2/10/14	2/17/14	7	62.60	65.33	2.73	4.36	4.36
Norilsk Nickel		7/02/07	7/23/07	21	17.40	17.16	-0.24	-1.38
		5/26/14	6/02/14	7	14.13	14.51	0.38	2.68
		5/06/19	5/13/19	7	19.60	18.94	-0.67	-3.39	-2.17
Lukoil		3/04/19	3/11/19	7	73.95	73.95	0.00	0.00
		3/25/19	4/29/19	35	79.29	77.04	-2.25	-2.84	-2.84
VTB Bank		6/15/15	7/13/15	28	2.45	2.36	-0.09	-3.67	-3.67
Transneft		2/20/12	4/16/12	56	56.90	59.94	3.04	5.34
		1/27/14	2/03/14	7	84.50	79.38	-5.12	-6.06
		9/21/15	11/16/15	56	156.00	144.50	-11.50	-7.37	-8.34
ALROSA		1/26/15	2/02/15	7	73.45	76.10	2.65	3.61
		2/09/15	3/09/15	28	78.45	74.50	-3.95	-5.04
		4/06/15	6/08/15	63	72.82	63.78	-9.04	-12.41
		7/20/15	7/27/15	7	72.97	66.21	-6.76	-9.26
		8/03/15	8/17/15	14	73.49	67.96	-5.53	-7.52	-27.69

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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