| |
| |
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
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 |
|
|