RS Chart
Assessment - Russian Traded Index - 10/07/19 - RS = 41
 ⇐ 
  instrument freshest Δday 10/07/19 Δwk 12/24/18  prc diff Δ41  Curr ∅-RS
real-time RS chart chart add note RTX 1,977.110  Fri 1.62 1,939.270 1.95 1,569.900 369.370 23.53  USD 7.66 
real-time RS chart chart L add note Surgutneftegaz 5.150  Fri 1.98 4.870 5.75 3.450 1.420 41.16  EUR 36.73 
real-time RS chart chart add note Gazprom 6.380  Fri 2.01 6.288 1.46 3.870 2.418 62.48  EUR 30.84 
real-time RS chart chart L add note Norilsk Nickel 22.750  Fri 0.84 22.530 0.98 16.580 5.950 35.89  EUR 22.41 
real-time RS chart chart add note Novatek 188.500  Fri 2.72 181.700 3.74 146.410 35.290 24.10  EUR 11.49 
real-time RS chart chart add note Sberbank 13.140  Fri 3.06 12.800 2.66 9.410 3.390 36.03  EUR 9.44 
real-time RS chart chart add note VTB Bank 1.158  Fri 2.57 1.155 0.26 1.020 0.135 13.24  EUR 6.53 
real-time RS chart chart add note Lukoil 76.660  Fri 2.65 75.200 1.94 62.430 12.770 20.45  EUR 6.16 
real-time RS chart chart add note Mobile TeleSystems 7.550  Fri 2.03 7.400 2.03 6.380 1.020 15.99  EUR 5.15 
real-time RS chart chart L add note Rosneft 5.790  Fri 1.22 5.862 -1.23 5.270 0.592 11.23  EUR 3.00 
real-time RS chart chart add note Moscow Exchange 90.250  Fri 0.28 91.010 -0.84 81.680 9.330 11.42  RUB 0.75 
real-time RS chart chart S add note Tatneft 59.760  Fri 2.89 57.140 4.59 53.780 3.360 6.25  EUR -5.91 
real-time RS chart chart S add note Transneft 153,350.000  Fri 0.10 153,850.000 -0.32 163,750.000 -9,900.000 -6.05  RUB -6.24 
real-time RS chart chart add note Magnit 10.525  Fri -1.03 11.185 -5.90 11.100 0.085 0.77  EUR -8.43 
real-time RS chart chart S add note Severstal 12.600  Fri 2.52 12.270 2.69 12.180 0.090 0.74  EUR -9.85 
real-time RS chart chart add note 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
Market Chart
1/05/15 scale up chart 10/07/19
 


Transactions Russian Traded Index * L41 - 52 ex 6 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellprc diffd %assetyield 
long 1/02/06   2/05/07 399  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Severstal 100  5,288  EUR 5.050  12.770    7.720 153  67,533 64  
  7/11/11   8/08/11 28  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  ALROSA 100  1,178  RUB 72.970  66.210    -6.760 -9  78,009 -99  
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellprc diffd %assetyield 
7/27/15 8/03/15 7    - cash -
  8/03/15   8/17/15 14  RT RS QC  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  RT RS QC  Transneft 100  462  RUB 156.000  144.500    -11.500 -7  66,829 -39  
  11/16/15  11/30/15 14  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Sberbank 100  4,948  EUR 16.900  10.600    -6.300 -37  52,461 -97  
  4/16/18   7/16/18 91  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Gazprom 100  9,900  EUR 6.330  6.380    0.050 1  63,167 8  
accum 1/02/06 10/11/192779 days out of 5033 invested (55%) 532 63,167 27  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 Severstallong 10/22/07  1/28/089816.3014.46-1.84 -11.29 
   2/11/08  4/14/086316.2016.300.10 0.62 
   8/24/09  7/11/116865.0512.777.72 152.87125.71 
 Sberbank  1/02/06  2/05/073994.7610.485.72 120.17 
   2/19/07  2/26/07712.6012.680.08 0.63 
   3/19/07  5/14/075612.7013.520.82 6.46 
   6/18/07  6/25/07713.6814.640.96 7.02 
  11/16/15 11/30/15145.776.340.56 9.75 
   5/30/16  9/05/16987.718.500.79 10.29 
   9/12/16  6/19/172808.569.300.74 8.63 
   1/22/18  1/29/18715.3715.29-0.08 -0.52 
   2/26/18  4/16/184916.9010.60-6.30 -37.28107.11 
 Magnit  5/21/12  6/18/122818.7420.982.24 11.95 
   7/02/12 10/29/1211922.4327.605.17 23.05 
  11/05/12 11/12/12727.1028.211.11 4.10 
   1/14/13  4/22/139831.2537.936.68 21.38 
   9/16/13  9/23/13747.4946.47-1.02 -2.1570.31 
 Tatneft  7/03/17  7/10/17733.0231.59-1.43 -4.33 
   4/16/18  7/16/189150.4257.266.84 13.578.65 
 Gazprom  5/27/19  8/19/19845.646.040.40 7.17 
   9/02/19 10/11/19396.336.380.05 0.798.01 
 Novatek  4/28/08  7/07/087049.4254.204.78 9.67 
   7/20/09  8/10/092130.4133.342.93 9.63 
   7/11/11  8/08/1128103.2587.68-15.57 -15.08 
   9/24/18 10/01/187149.94156.566.62 4.42 
  12/17/18 12/24/187152.31146.41-5.90 -3.87 
   1/07/19  2/25/1949151.22157.566.34 4.196.78 
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 Moscow Exchange  2/10/14  2/17/14762.6065.332.73 4.364.36 
 Norilsk Nickel  7/02/07  7/23/072117.4017.16-0.24 -1.38 
   5/26/14  6/02/14714.1314.510.38 2.68 
   5/06/19  5/13/19719.6018.94-0.67 -3.39-2.17 
 Lukoil  3/04/19  3/11/19773.9573.950.00 0.00 
   3/25/19  4/29/193579.2977.04-2.25 -2.84-2.84 
 VTB Bank  6/15/15  7/13/15282.452.36-0.09 -3.67-3.67 
 Transneft  2/20/12  4/16/125656.9059.943.04 5.34 
   1/27/14  2/03/14784.5079.38-5.12 -6.06 
   9/21/15 11/16/1556156.00144.50-11.50 -7.37-8.34 
 ALROSA  1/26/15  2/02/15773.4576.102.65 3.61 
   2/09/15  3/09/152878.4574.50-3.95 -5.04 
   4/06/15  6/08/156372.8263.78-9.04 -12.41 
   7/20/15  7/27/15772.9766.21-6.76 -9.26 
   8/03/15  8/17/151473.4967.96-5.53 -7.52-27.69 


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