RS Chart
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
real-time RS chart chart L add note RTX 1,804.813  Thu 0.03 1,830.343 -1.39 1,533.236 297.107 19.38   17.01 
real-time RS chart chart add note Rosneft 6.630  Thu 3.41 6.543 1.34 4.550 1.992 43.79   26.02 
real-time RS chart chart L add note Lukoil 75.165  Thu 3.15 74.399 1.03 64.139 10.260 16.00   15.87 
real-time RS chart chart add note Polyus 88.622  Thu 0.62 89.716 -1.22 103.076 -13.360 -12.96   0.68 
real-time RS chart chart add note Tatneft 37.637  Thu 0.58 37.637 42.918 -5.281 -12.30   -3.08 
real-time RS chart chart L add note Gazprom 5.853  Thu 0.56 5.892 -0.65 4.706 1.186 25.19   22.21 
real-time RS chart chart L add note Surgutneftegaz 4.245  06:06 0.52 4.245 4.835 -0.590 -12.20   -2.84 
real-time RS chart chart add note Magnit 12.910  Thu 13.020 -0.84 14.731 -1.712 -11.62   -2.01 
real-time RS chart chart add note Mobile TeleSystems 7.823  Thu 7.878 -0.69 8.220 -0.343 -4.17   -1.78 
real-time RS chart chart L add note Norilsk Nickel 33.370  Wed 32.932 1.33 25.299 7.634 30.17   23.45 
real-time RS chart chart L add note Sberbank 14.716  Thu -0.37 15.482 -4.95 11.103 4.379 39.44   30.69 
real-time RS chart chart add note Inter RAO UES 0.061  Wed -0.78 0.062 -1.55 0.076 -0.014 -18.15   -4.08 
real-time RS chart chart L add note VTB Bank 1.171  Thu -0.93 1.204 -2.73 0.971 0.233 23.98   37.58 
real-time RS chart chart add note 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
Market Chart
1/02/17 scale up chart 5/10/21
 


Transactions Russian Traded Index in Swiss Franc * L41 - 52 ex 6 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellprc diffd %assetyield 
long 1/02/06   2/05/07 399  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Magnit 100  1,696   10.614  25.317    14.703 139  42,943 75  
  3/14/11   8/08/11 147  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Magnit 100  1,062   57.893  51.579    -6.314 -11  54,816 -78  
  5/11/15   6/08/15 28  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Inter RAO UES 100  2,607,950   0.016  0.018    0.002 16  47,406 113  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellprc diffd %assetyield 
11/30/15 5/30/16 182    - cash -
  5/30/16   7/25/16 56  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Sberbank 100  4,616   19.510  12.599    -6.910 -35  58,172 -96  
  4/16/18   7/23/18 98  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Lukoil 100  733   88.997  81.693    -7.305 -8  59,958 -29  
  6/24/19   1/27/20 217  RT RS QC  Gazprom 100  8,401   7.136  7.040    -0.096 -1  59,151 -2  
  1/27/20   3/09/20 42  RT RS QC  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  RT RS QC  Magnit 100  2,235   14.926  12.961    -1.965 -13  28,970 -56  
  2/22/21   3/22/21 28  RT RS QC  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  RT RS QC  Rosneft 100  4,634   7.046  6.630    -0.416 -6  30,729 -39  
accum 1/02/06 5/13/212881 days out of 5611 invested (51%) 207 30,729 15  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 Magnitlong  8/24/09  3/14/1156710.6125.3214.70 138.52 
   2/20/12  4/16/125625.0225.250.23 0.93 
   5/21/12  6/18/122822.5125.202.69 11.96 
   7/02/12  9/10/127026.9530.643.69 13.69 
   9/17/12 10/15/122833.6430.87-2.77 -8.24 
  10/22/12 10/29/12731.1033.382.28 7.35 
  11/05/12 11/12/12732.7234.021.30 3.98 
   1/14/13  4/15/139138.0945.727.63 20.02 
   4/13/15  5/11/152857.8951.58-6.31 -10.91 
  12/21/20  2/22/216314.9312.96-1.97 -13.16191.44 
 Inter RAO UES  5/11/15  6/08/15280.020.02-0.00 -16.78 
   9/21/15 11/30/15700.020.020.00 15.60 
   5/30/16  7/25/16560.030.040.01 36.18 
   8/15/16  9/05/16210.040.050.01 13.84 
   9/12/16  6/19/172800.050.060.01 22.5682.79 
 Sberbank  1/02/06  2/05/073997.4116.959.54 128.80 
   3/19/07  5/14/075620.4122.291.88 9.19 
   6/18/07  6/25/07722.7424.241.50 6.62 
   2/26/18  4/16/184919.5112.60-6.91 -35.4272.01 
 Rosneft  2/22/21  3/22/21286.126.900.78 12.73 
   3/29/21  5/13/21457.056.63-0.42 -5.906.07 
 Mobile TeleSystems  2/11/08  2/25/081435.4935.31-0.19 -0.53-0.53 
 Gazprom  6/24/19  1/27/202177.147.04-0.10 -1.35-1.35 
 Tatneft  5/05/08  6/30/0856156.87140.75-16.12 -10.28 
   4/16/18  7/23/189859.9365.445.51 9.19-2.03 
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 Lukoil  3/25/19  6/24/199189.0081.69-7.30 -8.21-8.21 
 VTB Bank  6/15/15  6/22/1572.572.680.11 4.45 
   6/29/15  7/06/1572.552.38-0.17 -6.62 
   7/20/15  7/27/1572.472.27-0.19 -7.84-10.11 
 Novatek  4/07/08  4/14/08781.5273.27-8.25 -10.13 
   7/20/09  8/10/092146.1851.124.94 10.70 
   3/14/11  8/08/11147112.5496.03-16.52 -14.67 
   9/24/18 10/01/187169.73178.358.63 5.08 
  12/03/18 12/10/187176.12167.88-8.24 -4.68 
  12/17/18 12/24/187171.56165.25-6.31 -3.68 
   1/07/19  2/04/1928170.04181.2011.17 6.57-12.72 
 Norilsk Nickel  7/02/07  7/23/072128.7828.49-0.29 -1.00 
  10/22/07  1/28/089834.7726.73-8.04 -23.13 
   2/09/15  2/23/151415.9216.931.01 6.31-19.09 
 Surgutneftegaz  1/27/20  3/09/20427.104.00-3.10 -43.60-43.60 


Annotations
12/19/16RTXindex adaption: Transneft (Транснефть) replaces Uralkali (Уралкалий)
12/22/15RTXdeletion of instrument Uralkali PJSC GDR (US91688E2063 - M6B1)
9/21/15RTXALROSA (АЛРОСА) and Moscow Exchange (Московская Биржа) replace
Rostelecom (Ростелеком) and RusHydro (РусГидро)
8/28/15RTXcomplete analysis