RS Chart
Assessment - Russian Traded Index - 6/04/20 - RS = 39
 ⇐ 
  instrument freshest Δday 6/04/20 Δwk 8/07/19  prc diff Δ39  Curr ∅-RS
real-time RS chart chart S add note RTX 1,516.430  15:51 1.40 1,495.420 1.40 2,064.420 -569.000 -27.56  USD -23.44 
real-time RS chart chart add note Moscow Exchange 101.370  15:49 0.62 100.750 0.62 96.420 4.330 4.49  RUB 4.70 
real-time RS chart chart add note Norilsk Nickel 23.870  14:13 0.29 23.610 1.10 20.150 3.460 17.17  EUR 4.28 
real-time RS chart chart add note Surgutneftegaz 4.470  12:32 -0.71 4.502 -0.71 3.670 0.832 22.67  EUR 2.00 
real-time RS chart chart add note Transneft 158,450.000  15:49 -0.88 159,850.000 -0.88 171,500.000 -11,650.000 -6.79  RUB -0.45 
real-time RS chart chart S add note Mobile TeleSystems 7.450  13:58 2.05 7.300 2.05 7.550 -0.250 -3.31  EUR -5.47 
real-time RS chart chart S add note Lukoil 61.940  15:35 -0.39 62.180 -0.39 75.000 -12.820 -17.09  EUR -18.19 
real-time RS chart chart S add note ALROSA 65.800  15:49 3.62 63.500 3.62 87.100 -23.600 -27.10  RUB -19.85 
real-time RS chart chart S add note Magnit 8.865  08:43 0.74 8.800 0.74 13.080 -4.280 -32.72  EUR -20.59 
real-time RS chart chart S add note Severstal 10.920  11:40 6.12 10.290 6.12 14.730 -4.440 -30.14  EUR -21.07 
real-time RS chart chart S add note Gazprom 4.590  15:35 0.24 4.579 0.24 6.938 -2.359 -34.00  EUR -22.76 
real-time RS chart chart S add note Tatneft 42.500  14:09 -4.32 44.420 -4.32 63.400 -18.980 -29.94  EUR -24.68 
real-time RS chart chart S add note Rosneft 4.174  15:46 -0.62 4.189 -0.36 5.862 -1.673 -28.54  EUR -26.39 
real-time RS chart chart S add note VTB Bank 0.837  14:55 2.95 0.813 2.95 1.163 -0.350 -30.09  EUR -27.78 
real-time RS chart chart S add note Sberbank 9.420  14:43 1.84 9.250 1.84 13.900 -4.650 -33.45  EUR -28.29 
real-time RS chart chart S add note Novatek 126.000  11:53 12.20 112.300 12.20 184.800 -72.500 -39.23  EUR -32.15 
 RTX - 15 out of 15 instruments rated - 6/04/20 / 8/07/19 - 3 did rise, Market-Ratio(39) = 20.00 % 
 
Technical Chart
RTX RS = 39 - B/S = 73/71
Market Chart
4/01/16 scale up chart 6/04/20
 


Transactions Russian Traded Index * A39 - 73/71 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
2/01/06 23/10/06 294    - cash -
short 23/10/06  30/10/06 7  RT RS QC  Surgutneftegaz 100  988  EUR 10.120  10.060 10.180  0.060 1  10,060 36  
long 30/10/06   6/11/06 7  RT RS QC  Novatek 100  226  EUR 44.500  46.350    1.850 4  10,478 736  
short 6/11/06   5/03/07 119  RT RS QC  Surgutneftegaz 100  993  EUR 10.550  8.380 13.282  2.732 26  13,191 103  
long 5/03/07  26/03/07 21  RT RS QC  Sberbank 100  962  EUR 13.700  12.800    -0.900 -7  12,325 -69  
short 26/03/07   3/12/07 252  RT RS QC  Surgutneftegaz 100  1,286  EUR 9.580  8.240 11.138  1.558 16  14,328 24  
long 3/12/07  14/01/08 42  RT RS QC  Mobile TeleSystems 100  545  EUR 26.250  22.840    -3.410 -13  12,470 -70  
short 14/01/08   5/05/08 112  RT RS QC  Surgutneftegaz 100  1,632  EUR 7.640  6.940 8.411  0.771 10  13,727 37  
long 5/05/08  19/05/08 14  RT RS QC  Tatneft 100  142  EUR 96.200  100.450    4.250 4  14,331 209  
short 19/05/08  26/05/08 7  RT RS QC  VTB Bank 100  2,719  EUR 5.270  5.170 5.372  0.102 2  14,608 171  
long 26/05/08  16/06/08 21  RT RS QC  Tatneft 100  142  EUR 102.500  98.100    -4.400 -4  13,983 -53  
short 16/06/08  20/07/09 399  RT RS QC  VTB Bank 100  3,059  EUR 4.570  1.750 11.934  7.364 161  36,510 141  
long 20/07/09  27/07/09 7  RT RS QC  Novatek 100  1,200  EUR 30.410  31.380    0.970 3  37,674 414  
short 27/07/09  10/08/09 14  RT RS QC  Tatneft 100  2,250  EUR 16.740  15.810 17.725  0.985 6  39,890 344  
long 10/08/09   3/01/11 511  RT RS QC  Severstal 100  8,224  EUR 4.850  13.520    8.670 179  111,192 108  
short 3/01/11  10/01/11 7  RT RS QC  Mobile TeleSystems 100  7,243  EUR 15.350  15.680 15.020  -0.330 -2  108,802 -68  
long 10/01/11  11/07/11 182  RT RS QC  Uralkali 100  3,906  EUR 27.850  33.800    5.950 21  132,042 47  
short 11/07/11  18/07/11 7  RT RS QC  Mobile TeleSystems 100  10,180  EUR 12.970  12.740 13.204  0.234 2  134,427 154  
long 18/07/11   1/08/11 14  RT RS QC  Uralkali 100  3,983  EUR 33.750  32.400    -1.350 -4  129,050 -66  
short 1/08/11  25/06/12 329  RT RS QC  Mobile TeleSystems 100  10,474  EUR 12.320  13.400 11.240  -1.080 -9  117,738 -10  
long 25/06/12   2/07/12 7  RT RS QC  Magnit 100  5,540  EUR 21.250  22.430    1.180 6  124,275 1,574  
short 2/07/12   9/07/12 7  RT RS QC  RusHydro 100  61,219  EUR 2.030  2.080 1.980  -0.050 -2  121,214 -73  
long 9/07/12  16/07/12 7  RT RS QC  Magnit 100  5,601  EUR 21.640  22.510    0.870 4  126,087 681  
short 16/07/12   3/09/12 49  RT RS QC  RusHydro 100  59,195  EUR 2.130  2.010 2.257  0.127 6  133,616 54  
long 3/09/12  17/09/12 14  RT RS QC  Magnit 100  5,516  EUR 24.220  27.650    3.430 14  152,536 3,060  
short 17/09/12   4/02/13 140  RT RS QC  RusHydro 100  72,983  EUR 2.090  1.770 2.468  0.378 18  180,116 54  
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
long 4/02/13  11/03/13 35  RT RS QC  Magnit 100  5,196  EUR 34.660  34.010    -0.650 -2  176,739 -18  
short 11/03/13  14/09/15 917  RT RS QC  RusHydro 100  105,201  EUR 1.680  0.774 3.647  1.967 117  383,617 36  
long 14/09/15  21/09/15 7  RT RS QC  Uralkali 100  28,227  EUR 13.590  13.624    0.034 0  384,577 14  
short 21/09/15  28/09/15 7  RT RS QC  Mobile TeleSystems 100  60,658  EUR 6.340  6.096 6.594  0.254 4  399,972 674  
long 28/09/15   2/11/15 35  RT RS QC  Severstal 100  42,649  EUR 9.378  10.465    1.087 12  446,331 214  
short 2/11/15  25/04/16 175  RT RS QC  Mobile TeleSystems 100  71,745  EUR 6.221  7.952 4.490  -1.731 -28  322,140 -49  
long 25/04/16   2/05/16 7  RT RS QC  Sberbank 100  47,310  EUR 6.809  6.933    0.124 2  328,007 156  
short 2/05/16  23/05/16 21  RT RS QC  Magnit 100  10,899  EUR 30.093  29.592 30.603  0.509 2  333,560 34  
long 23/05/16   6/06/16 14  RT RS QC  Sberbank 100  50,084  EUR 6.660  7.550    0.890 13  378,135 2,531  
short 6/06/16  20/06/16 14  RT RS QC  Magnit 100  12,277  EUR 30.800  27.697 34.251  3.451 11  420,498 1,493  
long 20/06/16  27/06/16 7  RT RS QC  Sberbank 100  55,010  EUR 7.644  7.400    -0.244 -3  407,075 -82  
short 27/06/16   4/07/16 7  RT RS QC  Magnit 100  15,293  EUR 26.618  29.884 23.352  -3.266 -12  357,128 -100  
long 4/07/16  11/07/16 7  RT RS QC  Sberbank 100  44,887  EUR 7.956  8.165    0.209 3  366,510 287  
short 11/07/16  15/08/16 35  RT RS QC  Magnit 100  12,017  EUR 30.498  37.900 23.096  -7.402 -24  277,560 -94  
long 15/08/16  22/08/16 7  RT RS QC  Sberbank 100  34,483  EUR 8.049  7.699    -0.350 -4  265,491 -90  
short 22/08/16   5/09/16 14  RT RS QC  Surgutneftegaz 100  64,627  EUR 4.108  4.289 3.927  -0.181 -4  253,793 -69  
long 5/09/16   5/06/17 273  RT RS QC  Sberbank 100  29,858  EUR 8.500  10.030    1.530 18  299,476 25  
short 5/06/17  26/02/18 266  RT RS QC  Moscow Exchange 100  2,903  RUB 103.140  115.000 91.280  -11.860 -11  265,046 -15  
long 26/02/18   9/04/18 42  RT RS QC  Sberbank 100  15,683  EUR 16.900  12.150    -4.750 -28  190,552 -94  
short 9/04/18  23/04/18 14  RT RS QC  Magnit 100  12,953  EUR 14.710  15.460 13.960  -0.750 -5  180,837 -74  
long 23/04/18  11/06/18 49  RT RS QC  Tatneft 100  3,445  EUR 52.480  53.180    0.700 1  183,249 10  
short 11/06/18  10/06/19 364  RT RS QC  Magnit 100  11,724  EUR 15.630  12.305 19.854  4.224 27  232,765 27  
long 10/06/19  17/06/19 7  RT RS QC  Gazprom 100  37,182  EUR 6.260  6.342    0.082 1  235,814 97  
short 17/06/19   8/07/19 21  RT RS QC  ALROSA 100  2,712  RUB 86.930  87.100 86.760  -0.170 0  235,353 -3  
long 8/07/19   5/08/19 28  RT RS QC  Gazprom 100  33,922  EUR 6.938  6.116    -0.822 -12  207,469 -81  
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 5/08/19   2/09/19 28  RT RS QC  ALROSA 100  2,668  RUB 77.750  74.350 81.306  3.556 5  216,955 79  
long 2/09/19   7/10/19 35  RT RS QC  Gazprom 100  34,274  EUR 6.330  6.288    -0.042 -1  215,516 -7  
short 7/10/19  14/10/19 7  RT RS QC  ALROSA 100  2,982  RUB 72.250  68.880 75.785  3.535 5  226,057 1,107  
long 14/10/19  21/10/19 7  RT RS QC  Surgutneftegaz 100  44,368  EUR 5.095  4.972    -0.123 -2  220,600 -72  
short 21/10/19  28/10/19 7  RT RS QC  ALROSA 100  3,007  RUB 73.350  70.680 76.121  2.771 4  228,932 591  
long 28/10/19   3/02/20 98  RT RS QC  Surgutneftegaz 100  36,954  EUR 6.195  6.370    0.175 3  235,399 11  
short 3/02/20  10/02/20 7  RT RS QC  Novatek 100  1,455  EUR 161.700  150.500 173.734  12.034 7  252,907 4,122  
long 10/02/20   2/03/20 21  RT RS QC  Surgutneftegaz 100  38,789  EUR 6.520  5.150    -1.370 -21  199,767 -98  
short 2/03/20   7/04/20 36  RT RS QC  Novatek 100  1,534  EUR 130.200  126.000 134.540  4.340 3  206,424 39  
accum23/10/06 7/04/204915 days out of 5209 invested (94%) 1,964 206,424 25  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Severstallong 10/08/09  3/01/115114.8513.528.67 178.76 
 long 28/09/15  2/11/15359.3810.471.09 11.59211.07 
 VTB Bankshort 19/05/08 26/05/0875.275.175.370.10 1.93 
 short 16/06/08 20/07/093994.571.7511.937.36 161.14166.19 
 RusHydroshort  2/07/12  9/07/1272.032.081.98-0.05 -2.46 
 short 16/07/12  3/09/12492.132.012.260.13 5.97 
 short 17/09/12  4/02/131402.091.772.470.38 18.08 
 short 11/03/13 14/09/159171.680.773.651.97 117.05164.92 
 Surgutneftegazshort 23/10/06 30/10/06710.1210.0610.180.06 0.60 
 short  6/11/06  5/03/0711910.558.3813.282.73 25.89 
 short 26/03/07  3/12/072529.588.2411.141.56 16.26 
 short 14/01/08  5/05/081127.646.948.410.77 10.09 
 short 22/08/16  5/09/16144.114.293.93-0.18 -4.41 
 long 14/10/19 21/10/1975.104.97-0.12 -2.41 
 long 28/10/19  3/02/20986.206.370.18 2.82 
 long 10/02/20  2/03/20216.525.15-1.37 -21.0122.81 
 Novateklong 30/10/06  6/11/06744.5046.351.85 4.16 
 long 20/07/09 27/07/09730.4131.380.97 3.19 
 short  3/02/20 10/02/207161.70150.50173.7312.03 7.44 
 short  2/03/20  7/04/2036130.20126.00134.544.34 3.3319.33 
 Uralkalilong 10/01/11 11/07/1118227.8533.805.95 21.36 
 long 18/07/11  1/08/111433.7532.40-1.35 -4.00 
 long 14/09/15 21/09/15713.5913.620.03 0.2516.80 
 ALROSAshort 17/06/19  8/07/192186.9387.1086.76-0.17 -0.20 
 short  5/08/19  2/09/192877.7574.3581.313.56 4.57 
 short  7/10/19 14/10/19772.2568.8875.783.53 4.89 
 short 21/10/19 28/10/19773.3570.6876.122.77 3.7813.61 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Magnitlong 25/06/12  2/07/12721.2522.431.18 5.55 
 long  9/07/12 16/07/12721.6422.510.87 4.02 
 long  3/09/12 17/09/121424.2227.653.43 14.16 
 long  4/02/13 11/03/133534.6634.01-0.65 -1.88 
 short  2/05/16 23/05/162130.0929.5930.600.51 1.69 
 short  6/06/16 20/06/161430.8027.7034.253.45 11.20 
 short 27/06/16  4/07/16726.6229.8823.35-3.27 -12.27 
 short 11/07/16 15/08/163530.5037.9023.10-7.40 -24.27 
 short  9/04/18 23/04/181414.7115.4613.96-0.75 -5.10 
 short 11/06/18 10/06/1936415.6312.3119.854.22 27.0211.39 
 Tatneftlong  5/05/08 19/05/081496.20100.454.25 4.42 
 long 26/05/08 16/06/0821102.5098.10-4.40 -4.29 
 short 27/07/09 10/08/091416.7415.8117.720.98 5.88 
 long 23/04/18 11/06/184952.4853.180.70 1.337.23 
 Gazpromlong 10/06/19 17/06/1976.266.340.08 1.31 
 long  8/07/19  5/08/19286.946.12-0.82 -11.85 
 long  2/09/19  7/10/19356.336.29-0.04 -0.66-11.29 
 Moscow Exchangeshort  5/06/17 26/02/18266103.14115.0091.28-11.86 -11.50-11.50 
 Sberbanklong  5/03/07 26/03/072113.7012.80-0.90 -6.57 
 long 25/04/16  2/05/1676.816.930.12 1.82 
 long 23/05/16  6/06/16146.667.550.89 13.36 
 long 20/06/16 27/06/1677.647.40-0.24 -3.19 
 long  4/07/16 11/07/1677.968.170.21 2.63 
 long 15/08/16 22/08/1678.057.70-0.35 -4.35 
 long  5/09/16  5/06/172738.5010.031.53 18.00 
 long 26/02/18  9/04/184216.9012.15-4.75 -28.11-13.06 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Mobile TeleSystemslong  3/12/07 14/01/084226.2522.84-3.41 -12.99 
 short  3/01/11 10/01/11715.3515.6815.02-0.33 -2.15 
 short 11/07/11 18/07/11712.9712.7413.200.23 1.81 
 short  1/08/11 25/06/1232912.3213.4011.24-1.08 -8.77 
 short 21/09/15 28/09/1576.346.106.590.25 4.00 
 short  2/11/15 25/04/161756.227.954.49-1.73 -27.83-40.64 


Annotations
19/12/16RTXindex adaption: Transneft (Транснефть) replaces Uralkali (Уралкалий)
22/12/15RTXdeletion of instrument Uralkali PJSC GDR (US91688E2063 - M6B1)
21/09/15RTXALROSA (АЛРОСА) and Moscow Exchange (Московская Биржа) replace
Rostelecom (Ростелеком) and RusHydro (РусГидро)
28/08/15RTXcomplete analysis