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

Assessment - Russian Traded Index in Swiss Franc - 5/10/21 - RS = 41

		⇓instrument	freshest		Δday	5/10/21	⇓ Δwk	7/27/20	prc diff	⇓ Δ41	⇓∅-RS
	L	RTX	1,804.813	Thu	0.03	1,830.343	-1.39	1,533.236	297.107	19.38	17.01
		Rosneft	6.630	Thu	3.41	6.543	1.34	4.550	1.992	43.79	26.02
	L	Lukoil	75.165	Thu	3.15	74.399	1.03	64.139	10.260	16.00	15.87
		Polyus	88.622	Thu	0.62	89.716	-1.22	103.076	-13.360	-12.96	0.68
		Tatneft	37.637	Thu	0.58	37.637		42.918	-5.281	-12.30	-3.08
	L	Gazprom	5.853	Thu	0.56	5.892	-0.65	4.706	1.186	25.19	22.21
	L	Surgutneftegaz	4.245	06:06	0.52	4.245		4.835	-0.590	-12.20	-2.84
		Magnit	12.910	Thu		13.020	-0.84	14.731	-1.712	-11.62	-2.01
		Mobile TeleSystems	7.823	Thu		7.878	-0.69	8.220	-0.343	-4.17	-1.78
	L	Norilsk Nickel	33.370	Wed		32.932	1.33	25.299	7.634	30.17	23.45
	L	Sberbank	14.716	Thu	-0.37	15.482	-4.95	11.103	4.379	39.44	30.69
		Inter RAO UES	0.061	Wed	-0.78	0.062	-1.55	0.076	-0.014	-18.15	-4.08
	L	VTB Bank	1.171	Thu	-0.93	1.204	-2.73	0.971	0.233	23.98	37.58
		Novatek	169.586	06:06	-1.27	171.774	-1.27	140.392	31.382	22.35	17.84
RTX - 13 out of 13 instruments rated - 5/10/21 / 7/27/20 - 7 did rise, Market-Ratio(41) in CHF = 53.85 %

Technical Chart

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

1/02/17	scale up chart	5/10/21

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

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	2/05/07	399		Sberbank	100	1,349	7.409	16.952	9.543	129	22,874	113
2/05/07		3/19/07	42		- cash -
	3/19/07	5/14/07	56		Sberbank	100	1,120	20.413	22.289	1.876	9	24,975	77
5/14/07		6/18/07	35		- cash -
	6/18/07	6/25/07	7		Sberbank	100	1,098	22.736	24.241	1.505	7	26,627	2,726
6/25/07		7/02/07	7		- cash -
	7/02/07	7/23/07	21		Norilsk Nickel	100	925	28.781	28.494	-0.287	-1	26,362	-16
7/23/07		10/22/07	91		- cash -
	10/22/07	1/28/08	98		Norilsk Nickel	100	758	34.769	26.728	-8.042	-23	20,266	-62
1/28/08		2/11/08	14		- cash -
	2/11/08	2/25/08	14		Mobile TeleSystems	100	570	35.492	35.306	-0.187	-1	20,160	-13
2/25/08		4/07/08	42		- cash -
	4/07/08	4/14/08	7		Novatek	100	247	81.519	73.265	-8.254	-10	18,121	-100
4/14/08		5/05/08	21		- cash -
	5/05/08	6/30/08	56		Tatneft	100	115	156.873	140.753	-16.121	-10	16,267	-51
6/30/08		7/20/09	385		- cash -
	7/20/09	8/10/09	21		Novatek	100	352	46.178	51.120	4.943	11	18,007	486
8/10/09		8/24/09	14		- cash -
	8/24/09	3/14/11	567		Magnit	100	1,696	10.614	25.317	14.703	139	42,943	75
	3/14/11	8/08/11	147		Novatek	100	381	112.543	96.027	-16.516	-15	36,650	-33
8/08/11		2/20/12	196		- cash -
	2/20/12	4/16/12	56		Magnit	100	1,464	25.022	25.255	0.232	1	36,991	6
4/16/12		5/21/12	35		- cash -
	5/21/12	6/18/12	28		Magnit	100	1,643	22.509	25.201	2.693	12	41,414	336
6/18/12		7/02/12	14		- cash -
	7/02/12	9/10/12	70		Magnit	100	1,536	26.945	30.635	3.690	14	47,082	95
9/10/12		9/17/12	7		- cash -
	9/17/12	10/15/12	28		Magnit	100	1,399	33.645	30.871	-2.774	-8	43,202	-67
10/15/12		10/22/12	7		- cash -
	10/22/12	10/29/12	7		Magnit	100	1,389	31.097	33.382	2.285	7	46,376	3,933
10/29/12		11/05/12	7		- cash -
	11/05/12	11/12/12	7		Magnit	100	1,417	32.715	34.018	1.303	4	48,223	667
11/12/12		1/14/13	63		- cash -
	1/14/13	4/15/13	91		Magnit	100	1,265	38.091	45.717	7.626	20	57,870	108
4/15/13		2/09/15	665		- cash -
	2/09/15	2/23/15	14		Norilsk Nickel	100	3,633	15.925	16.930	1.005	6	61,521	393
2/23/15		4/13/15	49		- cash -
	4/13/15	5/11/15	28		Magnit	100	1,062	57.893	51.579	-6.314	-11	54,816	-78
	5/11/15	6/08/15	28		Inter RAO UES	100	2,375,778	0.023	0.019	-0.004	-17	45,620	-91
6/08/15		6/15/15	7		- cash -
	6/15/15	6/22/15	7		VTB Bank	100	17,757	2.569	2.683	0.114	4	47,648	866
6/22/15		6/29/15	7		- cash -
	6/29/15	7/06/15	7		VTB Bank	100	18,661	2.553	2.384	-0.169	-7	44,496	-97
7/06/15		7/20/15	14		- cash -
	7/20/15	7/27/15	7		VTB Bank	100	18,043	2.466	2.273	-0.193	-8	41,008	-99
7/27/15		9/21/15	56		- cash -
	9/21/15	11/30/15	70		Inter RAO UES	100	2,607,950	0.016	0.018	0.002	16	47,406	113
L/S	date buy	date sell	days		instrument	spl	pieces	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	1,600,705	0.030	0.040	0.011	36	64,558	649
7/25/16		8/15/16	21		- cash -
	8/15/16	9/05/16	21		Inter RAO UES	100	1,630,903	0.040	0.045	0.005	14	73,492	851
9/05/16		9/12/16	7		- cash -
	9/12/16	6/19/17	280		Inter RAO UES	100	1,501,451	0.049	0.060	0.011	23	90,071	30
6/19/17		2/26/18	252		- cash -
	2/26/18	4/16/18	49		Sberbank	100	4,616	19.510	12.599	-6.910	-35	58,172	-96
	4/16/18	7/23/18	98		Tatneft	100	970	59.930	65.440	5.510	9	63,517	39
7/23/18		9/24/18	63		- cash -
	9/24/18	10/01/18	7		Novatek	100	374	169.726	178.353	8.627	5	66,743	1,227
10/01/18		12/03/18	63		- cash -
	12/03/18	12/10/18	7		Novatek	100	378	176.116	167.877	-8.239	-5	63,629	-92
12/10/18		12/17/18	7		- cash -
	12/17/18	12/24/18	7		Novatek	100	370	171.562	165.247	-6.315	-4	61,292	-86
12/24/18		1/07/19	14		- cash -
	1/07/19	2/04/19	28		Novatek	100	360	170.038	181.205	11.167	7	65,312	129
2/04/19		3/25/19	49		- cash -
	3/25/19	6/24/19	91		Lukoil	100	733	88.997	81.693	-7.305	-8	59,958	-29
	6/24/19	1/27/20	217		Gazprom	100	8,401	7.136	7.040	-0.096	-1	59,151	-2
	1/27/20	3/09/20	42		Surgutneftegaz	100	8,332	7.099	4.004	-3.095	-44	33,362	-99
3/09/20		12/21/20	287		- cash -
	12/21/20	2/22/21	63		Magnit	100	2,235	14.926	12.961	-1.965	-13	28,970	-56
	2/22/21	3/22/21	28		Rosneft	100	4,732	6.121	6.900	0.779	13	32,657	377
3/22/21		3/29/21	7		- cash -
	3/29/21	5/13/21	45		Rosneft	100	4,634	7.046	6.630	-0.416	-6	30,729	-39
accum	1/02/06	5/13/21	2881	days out of 5611 invested (51%)						207		30,729	15

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	10.61	25.32	14.70	138.52
		2/20/12	4/16/12	56	25.02	25.25	0.23	0.93
		5/21/12	6/18/12	28	22.51	25.20	2.69	11.96
		7/02/12	9/10/12	70	26.95	30.64	3.69	13.69
		9/17/12	10/15/12	28	33.64	30.87	-2.77	-8.24
		10/22/12	10/29/12	7	31.10	33.38	2.28	7.35
		11/05/12	11/12/12	7	32.72	34.02	1.30	3.98
		1/14/13	4/15/13	91	38.09	45.72	7.63	20.02
		4/13/15	5/11/15	28	57.89	51.58	-6.31	-10.91
		12/21/20	2/22/21	63	14.93	12.96	-1.97	-13.16	191.44
Inter RAO UES		5/11/15	6/08/15	28	0.02	0.02	-0.00	-16.78
		9/21/15	11/30/15	70	0.02	0.02	0.00	15.60
		5/30/16	7/25/16	56	0.03	0.04	0.01	36.18
		8/15/16	9/05/16	21	0.04	0.05	0.01	13.84
		9/12/16	6/19/17	280	0.05	0.06	0.01	22.56	82.79
Sberbank		1/02/06	2/05/07	399	7.41	16.95	9.54	128.80
		3/19/07	5/14/07	56	20.41	22.29	1.88	9.19
		6/18/07	6/25/07	7	22.74	24.24	1.50	6.62
		2/26/18	4/16/18	49	19.51	12.60	-6.91	-35.42	72.01
Rosneft		2/22/21	3/22/21	28	6.12	6.90	0.78	12.73
		3/29/21	5/13/21	45	7.05	6.63	-0.42	-5.90	6.07
Mobile TeleSystems		2/11/08	2/25/08	14	35.49	35.31	-0.19	-0.53	-0.53
Gazprom		6/24/19	1/27/20	217	7.14	7.04	-0.10	-1.35	-1.35
Tatneft		5/05/08	6/30/08	56	156.87	140.75	-16.12	-10.28
		4/16/18	7/23/18	98	59.93	65.44	5.51	9.19	-2.03
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Lukoil		3/25/19	6/24/19	91	89.00	81.69	-7.30	-8.21	-8.21
VTB Bank		6/15/15	6/22/15	7	2.57	2.68	0.11	4.45
		6/29/15	7/06/15	7	2.55	2.38	-0.17	-6.62
		7/20/15	7/27/15	7	2.47	2.27	-0.19	-7.84	-10.11
Novatek		4/07/08	4/14/08	7	81.52	73.27	-8.25	-10.13
		7/20/09	8/10/09	21	46.18	51.12	4.94	10.70
		3/14/11	8/08/11	147	112.54	96.03	-16.52	-14.67
		9/24/18	10/01/18	7	169.73	178.35	8.63	5.08
		12/03/18	12/10/18	7	176.12	167.88	-8.24	-4.68
		12/17/18	12/24/18	7	171.56	165.25	-6.31	-3.68
		1/07/19	2/04/19	28	170.04	181.20	11.17	6.57	-12.72
Norilsk Nickel		7/02/07	7/23/07	21	28.78	28.49	-0.29	-1.00
		10/22/07	1/28/08	98	34.77	26.73	-8.04	-23.13
		2/09/15	2/23/15	14	15.92	16.93	1.01	6.31	-19.09
Surgutneftegaz		1/27/20	3/09/20	42	7.10	4.00	-3.10	-43.60	-43.60

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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