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

Assessment - Russian Traded Index - 2/24/20 - RS = 41

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	5/13/19	prc diff	⇓ Δ41	Curr	∅-RS
		RTX	1,975.650	16:45	-5.25	2,172.030	-9.04	1,781.190	390.840	21.94	USD	9.16
		Surgutneftegaz	5.555	14:52	-9.82	6.440	-13.74	3.260	3.180	97.55	EUR	49.24
	L	Norilsk Nickel	29.300	17:16	-3.49	30.080	-2.59	18.935	11.145	58.86	EUR	36.35
	L	Mobile TeleSystems	9.000	15:29	-6.25	9.550	-5.76	6.900	2.650	38.41	EUR	24.52
		VTB Bank	1.277	11:52	-3.26	1.340	-4.70	0.979	0.361	36.87	EUR	16.30
		Moscow Exchange	104.730	15:49	-2.40	111.330	-5.93	86.340	24.990	28.94	RUB	16.22
		Lukoil	83.120	16:35	-3.86	87.460	-4.96	72.540	14.920	20.57	EUR	11.15
		Rosneft	5.912	16:23	-5.56	6.418	-7.88	5.730	0.688	12.01	EUR	8.00
		Gazprom	5.940	16:35	-5.32	6.326	-6.10	4.405	1.921	43.61	EUR	7.98
		Sberbank	13.345	16:52	-5.42	13.900	-3.99	12.340	1.560	12.64	EUR	5.71
	L	ALROSA	76.260	15:49	-3.47	83.200	-8.34	94.480	-11.280	-11.94	RUB	0.60
	S	Tatneft	58.600	13:45	-4.53	62.480	-6.21	57.520	4.960	8.62	EUR	-0.09
	S	Transneft	157,450.000	15:48	-1.59	162,250.000	-2.96	159,900.000	2,350.000	1.47	RUB	-0.88
	L	Magnit	10.730	12:31	-4.45	11.570	-7.26	12.400	-0.830	-6.69	EUR	-1.72
		Severstal	12.120	12:55	-3.04	12.600	-3.81	13.340	-0.740	-5.55	EUR	-7.06
	S	Novatek	137.500	15:49	-5.76	151.100	-9.00	163.800	-12.700	-7.75	EUR	-13.28
RTX - 15 out of 15 instruments rated - 2/24/20 / 5/13/19 - 11 did rise, Market-Ratio(41) = 73.33 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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	1/27/20	147		Gazprom	100	9,900	EUR	6.330	6.590	0.260	4	65,246	11
	1/27/20	2/27/20	31		Surgutneftegaz	100	9,818	EUR	6.645	5.555	-1.090	-16	54,545	-88
accum	1/02/06	2/27/20	2915	days out of 5169 invested (56%)							445		54,545	24

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
Gazprom		5/27/19	8/19/19	84	5.64	6.04	0.40	7.17
		9/02/19	1/27/20	147	6.33	6.59	0.26	4.11	11.57
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
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
Surgutneftegaz		1/27/20	2/27/20	31	6.65	5.56	-1.09	-16.40	-16.40
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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