RS Chart
Assessment - Russian Traded Index - 9/16/19 - RS = 10
 ⇐ 
  instrument freshest Δday 9/16/19 Δwk 7/08/19  prc diff Δ10  Curr ∅-RS
real-time RS chart chart add note RTX 2,012.150  08:04 -0.22 2,037.030 -1.22 2,064.420 -27.390 -1.33  USD 14.19 
real-time RS chart chart L add note Surgutneftegaz 5.060  06:04 0.50 5.345 -5.33 3.670 1.675 45.64  EUR 52.78 
real-time RS chart chart add note Gazprom 6.500  08:04 -0.12 6.600 -1.52 6.938 -0.338 -4.87  EUR 40.78 
real-time RS chart chart L add note Norilsk Nickel 22.160  06:20 -0.18 22.350 -0.85 20.150 2.200 10.92  EUR 24.51 
real-time RS chart chart add note Sberbank 13.325  06:03 -1.41 13.510 -1.37 13.900 -0.390 -2.81  EUR 17.18 
real-time RS chart chart add note Novatek 185.900  06:06 -0.54 185.500 0.22 184.800 0.700 0.38  EUR 15.43 
real-time RS chart chart add note Lukoil 76.800  07:04 0.31 78.780 -2.51 75.000 3.780 5.04  EUR 12.69 
real-time RS chart chart L add note VTB Bank 1.185  07:23 0.34 1.203 -1.50 1.163 0.040 3.44  EUR 11.22 
real-time RS chart chart L add note Moscow Exchange 96.630  08:19 -0.02 97.350 -0.74 96.420 0.930 0.96  RUB 7.61 
real-time RS chart chart L add note Tatneft 62.720  06:03 -2.79 64.820 -3.24 63.400 1.420 2.24  EUR 6.76 
real-time RS chart chart add note Rosneft 5.970  07:23 -0.13 6.062 -1.52 5.862 0.200 3.41  EUR 6.64 
real-time RS chart chart add note Mobile TeleSystems 7.345  07:01 -2.08 7.246 1.37 7.550 -0.304 -4.03  EUR 3.10 
real-time RS chart chart add note Severstal 13.840  06:03 -1.14 13.750 0.65 14.730 -0.980 -6.65  EUR 0.86 
real-time RS chart chart S add note Magnit 12.210  06:03 -1.37 12.140 0.58 13.080 -0.940 -7.19  EUR -0.85 
real-time RS chart chart S add note Transneft 153,100.000  08:18 -0.13 154,000.000 -0.58 171,500.000 -17,500.000 -10.20  RUB -6.57 
real-time RS chart chart add note ALROSA 77.550  08:19 0.65 77.800 -0.32 87.100 -9.300 -10.68  RUB -15.47 
 RTX - 15 out of 15 instruments rated - 9/16/19 / 7/08/19 - 8 did rise, Market-Ratio(10) = 53.33 % 
 
Technical Chart
RTX RS = 10 - B/S = 36/36
Market Chart
1/05/15 scale up chart 9/16/19
 


Transactions Russian Traded Index * S10 - 36 ex 11 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
1/02/06 7/14/08 924    - cash -
short 7/14/08  12/29/08 168  RT RS QC  Norilsk Nickel 100  684  EUR 14.600  5.090 41.878  27.278 187  28,658 887  
12/29/08 1/05/09 7    - cash -
  1/05/09   1/26/09 21  RT RS QC  Severstal 100  13,026  EUR 2.200  1.990 2.432  0.232 11  31,683 472  
1/26/09 2/02/09 7    - cash -
  2/02/09   2/09/09 7  RT RS QC  VTB Bank 100  37,717  EUR 0.840  0.960 0.720  -0.120 -14  27,157 -100  
2/09/09 2/16/09 7    - cash -
  2/16/09   2/23/09 7  RT RS QC  VTB Bank 100  34,816  EUR 0.780  0.760 0.801  0.021 3  27,871 287  
2/23/09 7/06/09 133    - cash -
  7/06/09   7/20/09 14  RT RS QC  Tatneft 100  2,083  EUR 13.380  15.050 11.710  -1.670 -12  24,392 -97  
7/20/09 7/27/09 7    - cash -
  7/27/09   8/24/09 28  RT RS QC  Tatneft 100  1,457  EUR 16.740  16.490 16.994  0.254 2  24,762 22  
8/24/09 6/07/10 287    - cash -
  6/07/10   6/28/10 21  RT RS QC  Gazprom 100  3,668  EUR 6.750  6.330 7.198  0.448 7  26,405 205  
6/28/10 7/05/10 7    - cash -
  7/05/10   7/12/10 7  RT RS QC  Rosneft 100  5,629  EUR 4.690  4.780 4.600  -0.090 -2  25,898 -64  
7/12/10 5/02/11 294    - cash -
  5/02/11   7/04/11 63  RT RS QC  Mobile TeleSystems 100  1,875  EUR 13.810  13.070 14.592  0.782 6  27,364 38  
7/04/11 8/01/11 28    - cash -
  8/01/11  10/24/11 84  RT RS QC  Mobile TeleSystems 100  2,221  EUR 12.320  10.510 14.442  2.122 17  32,076 99  
10/24/11 11/14/11 21    - cash -
  11/14/11  11/28/11 14  RT RS QC  Norilsk Nickel 100  2,525  EUR 12.700  12.990 12.410  -0.290 -2  31,344 -45  
11/28/11 4/23/12 147    - cash -
  4/23/12   7/16/12 84  RT RS QC  Norilsk Nickel 100  2,414  EUR 12.980  12.810 13.152  0.172 1  31,760 6  
7/16/12 10/15/12 91    - cash -
  10/15/12  12/10/12 56  RT RS QC  VTB Bank 100  12,454  EUR 2.550  2.550 2.550  0.000 0  31,760 0  
12/10/12 3/18/13 98    - cash -
  3/18/13   6/24/13 98  RT RS QC  Severstal 100  3,776  EUR 8.410  5.750 12.301  3.891 46  46,451 312  
6/24/13 12/16/13 175    - cash -
  12/16/13   2/17/14 63  RT RS QC  Rosneft 100  9,125  EUR 5.090  5.280 4.900  -0.190 -4  44,717 -20  
2/17/14 2/24/14 7    - cash -
  2/24/14   5/12/14 77  RT RS QC  Mobile TeleSystems 100  3,526  EUR 12.680  12.520 12.842  0.162 1  45,288 6  
5/12/14 7/28/14 77    - cash -
  7/28/14   8/25/14 28  RT RS QC  Sberbank 100  7,303  EUR 6.201  6.832 5.570  -0.631 -10  40,680 -75  
8/25/14 9/01/14 7    - cash -
  9/01/14   9/08/14 7  RT RS QC  Sberbank 100  6,531  EUR 6.228  6.796 5.660  -0.568 -9  36,970 -99  
9/08/14 9/15/14 7    - cash -
  9/15/14   9/29/14 14  RT RS QC  Sberbank 100  5,738  EUR 6.442  6.350 6.535  0.093 1  37,506 45  
9/29/14 10/20/14 21    - cash -
  10/20/14  11/24/14 35  RT RS QC  Sberbank 100  6,547  EUR 5.728  5.600 5.859  0.131 2  38,363 27  
11/24/14 12/01/14 7    - cash -
  12/01/14   1/26/15 56  RT RS QC  Sberbank 100  7,931  EUR 4.837  3.512 6.662  1.825 38  52,836 706  
1/26/15 2/02/15 7    - cash -
  2/02/15   2/09/15 7  RT RS QC  Sberbank 100  15,729  EUR 3.359  3.785 2.933  -0.426 -13  46,135 -100  
2/09/15 6/22/15 133    - cash -
  6/22/15  10/12/15 112  RT RS QC  Mobile TeleSystems 100  5,302  EUR 8.700  6.877 11.006  2.306 27  58,363 115  
10/12/15 12/21/15 70    - cash -
  12/21/15   2/22/16 63  RT RS QC  Mobile TeleSystems 100  10,208  EUR 5.717  6.433 5.001  -0.716 -13  51,054 -54  
2/22/16 6/27/16 126    - cash -
  6/27/16   7/04/16 7  RT RS QC  Magnit 100  1,918  EUR 26.618  29.884 23.352  -3.266 -12  44,790 -100  
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
7/04/16 2/20/17 231    - cash -
  2/20/17   4/03/17 42  RT RS QC  Magnit 100  1,234  EUR 36.270  36.000 36.542  0.272 1  45,126 7  
4/03/17 4/10/17 7    - cash -
  4/10/17   8/07/17 119  RT RS QC  Moscow Exchange 100  419  RUB 107.550  110.750 104.350  -3.200 -3  43,785 -9  
  8/07/17   9/04/17 28  RT RS QC  Gazprom 100  13,070  EUR 3.350  3.378 3.322  -0.028 -1  43,419 -10  
9/04/17 12/25/17 112    - cash -
  12/25/17   1/08/18 14  RT RS QC  Magnit 100  1,938  EUR 22.400  24.400 20.400  -2.000 -9  39,543 -91  
1/08/18 3/26/18 77    - cash -
  3/26/18   4/02/18 7  RT RS QC  Magnit 100  2,598  EUR 15.220  15.070 15.372  0.151 1  39,937 68  
4/02/18 4/09/18 7    - cash -
  4/09/18   4/23/18 14  RT RS QC  Magnit 100  2,714  EUR 14.710  15.460 13.960  -0.750 -5  37,901 -74  
4/23/18 5/07/18 14    - cash -
  5/07/18   5/14/18 7  RT RS QC  Magnit 100  2,376  EUR 15.950  16.310 15.590  -0.360 -2  37,046 -70  
5/14/18 7/23/18 70    - cash -
  7/23/18   7/30/18 7  RT RS QC  Magnit 100  2,608  EUR 14.200  14.190 14.210  0.010 0  37,072 4  
7/30/18 8/06/18 7    - cash -
  8/06/18   8/27/18 21  RT RS QC  Magnit 100  2,585  EUR 14.340  12.850 16.003  1.663 12  41,370 573  
8/27/18 9/10/18 14    - cash -
  9/10/18   9/24/18 14  RT RS QC  Sberbank 100  4,793  EUR 8.630  10.350 6.910  -1.720 -20  33,126 -100  
9/24/18 12/10/18 77    - cash -
  12/10/18   1/07/19 28  RT RS QC  Mobile TeleSystems 100  5,308  EUR 6.240  6.780 5.700  -0.540 -9  30,260 -69  
1/07/19 8/12/19 217    - cash -
  8/12/19   9/09/19 28  RT RS QC  ALROSA 100  389  RUB 77.750  75.300 80.280  2.530 3  31,244 52  
9/09/19 9/18/19 9    - cash -
accum 7/14/08 9/09/191470 days out of 5007 invested (29%) 212 31,244 33  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Norilsk Nickelshort  7/14/08 12/29/0816814.605.0941.8827.28 186.84 
  11/14/11 11/28/111412.7012.9912.41-0.29 -2.28 
   4/23/12  7/16/128412.9812.8113.150.17 1.33184.01 
 Severstal  1/05/09  1/26/09212.201.992.430.23 10.55 
   3/18/13  6/24/13988.415.7512.303.89 46.2661.70 
 Mobile TeleSystems  5/02/11  7/04/116313.8113.0714.590.78 5.66 
   8/01/11 10/24/118412.3210.5114.442.12 17.22 
   2/24/14  5/12/147712.6812.5212.840.16 1.28 
   6/22/15 10/12/151128.706.8811.012.31 26.51 
  12/21/15  2/22/16635.726.435.00-0.72 -12.52 
  12/10/18  1/07/19286.246.785.70-0.54 -8.6526.81 
 Gazprom  6/07/10  6/28/10216.756.337.200.45 6.64 
   8/07/17  9/04/17283.353.383.32-0.03 -0.845.74 
 ALROSA  8/12/19  9/09/192877.7575.3080.282.53 3.253.25 
 Moscow Exchange  4/10/17  8/07/17119107.55110.75104.35-3.20 -2.98-2.98 
 Rosneft  7/05/10  7/12/1074.694.784.60-0.09 -1.92 
  12/16/13  2/17/14635.095.284.90-0.19 -3.73-5.58 
 Tatneft  7/06/09  7/20/091413.3815.0511.71-1.67 -12.48 
   7/27/09  8/24/092816.7416.4916.990.25 1.52-11.15 
 VTB Bank  2/02/09  2/09/0970.840.960.72-0.12 -14.29 
   2/16/09  2/23/0970.780.760.800.02 2.63 
  10/15/12 12/10/12562.552.552.550.00 0.00-12.03 
 Magnit  6/27/16  7/04/16726.6229.8823.35-3.27 -12.27 
   2/20/17  4/03/174236.2736.0036.540.27 0.75 
  12/25/17  1/08/181422.4024.4020.40-2.00 -8.93 
   3/26/18  4/02/18715.2215.0715.370.15 1.00 
   4/09/18  4/23/181414.7115.4613.96-0.75 -5.10 
   5/07/18  5/14/18715.9516.3115.59-0.36 -2.26 
   7/23/18  7/30/18714.2014.1914.210.01 0.07 
   8/06/18  8/27/182114.3412.8516.001.66 11.60-15.79 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Sberbank  7/28/14  8/25/14286.206.835.57-0.63 -10.18 
   9/01/14  9/08/1476.236.805.66-0.57 -9.12 
   9/15/14  9/29/14146.446.356.540.09 1.45 
  10/20/14 11/24/14355.735.605.860.13 2.29 
  12/01/14  1/26/15564.843.516.661.82 37.73 
   2/02/15  2/09/1573.363.792.93-0.43 -12.68 
   9/10/18  9/24/18148.6310.356.91-1.72 -19.93-18.43 


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