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

Assessment - Russian Traded Index in Renminbi yuán - 7/26/21 - RS = 39

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ39	∅-RS
		RTX	13,756.328	Fri	-0.68	13,545.416	1.56	9,757.238	3,788.178	38.82	14.96
	L	Gazprom	50.303	Fri	-0.15	49.269	2.10	28.227	21.042	74.55	34.56
		VTB Bank	8.422	Fri	1.85	8.116	3.77	5.713	2.403	42.07	21.69
	L	Novatek	1,439.403	Fri	3.30	1,347.526	6.82	926.084	421.443	45.51	20.53
		Rosneft	47.470	Fri	-2.52	47.929	-0.96	32.825	15.104	46.01	19.09
	L	Lukoil	555.089	Fri	-1.63	558.917	-0.68	370.116	188.801	51.01	17.35
		Sberbank	107.955	Fri	0.71	105.658	2.17	74.071	31.587	42.64	14.86
		Norilsk Nickel	222.418	Fri		220.122	1.04	173.165	46.957	27.12	9.42
		Mobile TeleSystems	55.892	Fri	1.39	55.126	1.39	55.502	-0.376	-0.68	-4.37
	S	Tatneft	261.083	Fri		254.958	2.40	227.081	27.877	12.28	-6.51
		Surgutneftegaz	29.094	Fri	2.15	28.176	3.26	29.321	-1.145	-3.91	-8.25
	S	Magnit	91.877	Fri	-1.64	90.346	1.69	97.762	-7.417	-7.59	-8.87
	S	Polyus	597.199	Fri		601.027	-0.64	698.131	-97.103	-13.91	-9.74
		Inter RAO UES	0.383	Fri	-1.48	0.384	-0.25	0.461	-0.077	-16.75	-15.99
RTX - 13 out of 13 instruments rated - 7/26/21 / 10/26/20 - 8 did rise, Market-Ratio(39) in CNY = 61.54 %

Technical Chart

	RTX RS = 39 - B/S = 73/71

1/02/17	scale up chart	7/26/21

Transactions Russian Traded Index in Renminbi yuán * A39 - 73/71 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		10/23/06	294		- cash -
short	10/23/06	10/30/06	7		Surgutneftegaz	100	99	100.934	101.121	100.747	-0.187	0	9,981	-9
long	10/30/06	11/06/06	7		Novatek	100	22	447.305	463.936		16.631	4	10,347	571
short	11/06/06	3/05/07	119		Surgutneftegaz	100	97	105.599	85.583	130.296	24.697	23	12,743	91
long	3/05/07	3/26/07	21		Sberbank	100	91	139.915	131.476		-8.439	-6	11,975	-66
short	3/26/07	12/03/07	252		Surgutneftegaz	100	121	98.402	89.206	108.546	10.144	10	13,202	15
long	12/03/07	1/14/08	42		Mobile TeleSystems	100	46	284.183	245.117		-39.066	-14	11,405	-72
short	1/14/08	5/05/08	112		Surgutneftegaz	100	139	81.992	74.807	89.867	7.875	10	12,500	35
long	5/05/08	5/19/08	14		Tatneft	100	12	1,036.949	1,094.132		57.182	6	13,186	305
short	5/19/08	5/26/08	7		VTB Bank	100	229	57.402	56.568	58.250	0.847	1	13,380	115
long	5/26/08	6/16/08	21		Tatneft	100	11	1,121.504	1,041.724		-79.780	-7	12,503	-72
short	6/16/08	7/20/09	399		VTB Bank	100	257	48.529	16.858	139.697	91.168	188	35,933	163
long	7/20/09	7/27/09	7		Novatek	100	122	292.949	304.533		11.585	4	37,346	656
short	7/27/09	8/10/09	14		Tatneft	100	229	162.457	153.204	172.269	9.812	6	39,593	361
long	8/10/09	1/03/11	511		Severstal	100	842	46.998	119.392		72.394	154	100,549	95
short	1/03/11	1/10/11	7		Mobile TeleSystems	100	741	135.553	134.116	137.005	1.452	1	101,625	74
long	1/10/11	7/11/11	182		Uralkali	100	426	238.209	311.572		73.362	31	132,878	71
short	7/11/11	7/18/11	7		Mobile TeleSystems	100	1,111	119.559	116.003	123.224	3.665	3	136,950	383
long	7/18/11	8/01/11	14		Uralkali	100	445	307.307	300.005		-7.303	-2	133,700	-47
short	8/01/11	6/25/12	329		Mobile TeleSystems	100	1,172	114.076	106.297	122.424	8.348	7	143,484	8
long	6/25/12	7/02/12	7		Magnit	100	851	168.568	179.326		10.758	6	152,639	2,417
short	7/02/12	7/09/12	7		RusHydro	100	9,404	16.230	16.142	16.318	0.088	1	153,471	33
long	7/09/12	7/16/12	7		Magnit	100	913	167.935	174.036		6.101	4	159,041	543
short	7/16/12	9/03/12	49		RusHydro	100	9,657	16.468	16.012	16.937	0.469	3	163,566	23
long	9/03/12	9/17/12	14		Magnit	100	847	192.946	229.429		36.482	19	194,467	9,038
short	9/17/12	2/04/13	140		RusHydro	100	11,213	17.342	15.185	19.806	2.464	14	222,091	41
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/04/13	3/11/13	35		Magnit	100	746	297.348	277.620		-19.728	-7	207,374	-51
short	3/11/13	9/14/15	917		RusHydro	100	15,121	13.714	5.580	33.703	19.990	146	509,639	43
long	9/14/15	9/21/15	7		Uralkali	100	5,201	97.974	97.085		-0.890	-1	505,011	-38
short	9/21/15	9/28/15	7		Mobile TeleSystems	100	11,178	45.179	43.638	46.775	1.596	4	522,848	511
long	9/28/15	11/02/15	35		Severstal	100	7,788	67.131	73.028		5.896	9	568,769	141
short	11/02/15	4/25/16	175		Mobile TeleSystems	100	13,101	43.412	58.188	28.636	-14.776	-34	375,189	-58
long	4/25/16	5/02/16	7		Sberbank	100	7,530	49.824	51.761		1.937	4	389,774	631
short	5/02/16	5/23/16	21		Magnit	100	1,734	224.671	217.664	231.904	7.233	3	402,316	73
long	5/23/16	6/06/16	14		Sberbank	100	8,212	48.988	56.272		7.284	15	462,132	3,612
short	6/06/16	6/20/16	14		Magnit	100	2,013	229.559	206.157	255.616	26.058	11	514,587	1,550
long	6/20/16	6/27/16	7		Sberbank	100	9,044	56.897	54.346		-2.551	-4	491,515	-91
short	6/27/16	7/04/16	7		Magnit	100	2,514	195.483	221.793	169.172	-26.310	-13	425,371	-100
long	7/04/16	7/11/16	7		Sberbank	100	7,203	59.048	60.364		1.316	2	434,850	216
short	7/11/16	8/15/16	35		Magnit	100	1,928	225.472	281.396	169.547	-55.924	-25	327,028	-95
long	8/15/16	8/22/16	7		Sberbank	100	5,472	59.761	57.946		-1.816	-3	317,092	-80
short	8/22/16	9/05/16	14		Surgutneftegaz	100	10,255	30.918	31.941	29.896	-1.023	-3	306,606	-58
long	9/05/16	6/05/17	273		Sberbank	100	4,843	63.301	76.680		13.379	21	371,401	29
short	6/05/17	2/26/18	266		Moscow Exchange	100	30,003	12.379	13.003	11.754	-0.624	-5	352,668	-7
long	2/26/18	4/09/18	42		Sberbank	100	2,685	131.326	94.400		-36.926	-28	253,521	-94
short	4/09/18	4/23/18	14		Magnit	100	2,218	114.289	119.205	109.374	-4.915	-4	242,619	-68
long	4/23/18	6/11/18	49		Tatneft	100	599	404.649	401.210		-3.439	-1	240,559	-6
short	6/11/18	6/10/19	364		Magnit	100	2,040	117.919	96.465	144.144	26.225	22	294,058	22
long	6/10/19	6/17/19	7		Gazprom	100	5,991	49.075	49.251		0.176	0	295,112	21
short	6/17/19	7/08/19	21		ALROSA	100	31,521	9.362	9.431	9.294	-0.068	-1	292,965	-12
long	7/08/19	8/05/19	28		Gazprom	100	5,470	53.550	48.260		-5.290	-10	264,028	-74
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/05/19	9/02/19	28		ALROSA	100	31,543	8.370	7.982	8.777	0.407	5	276,857	86
long	9/02/19	10/07/19	35		Gazprom	100	5,560	49.789	49.410		-0.378	-1	274,754	-8
short	10/07/19	10/14/19	7		ALROSA	100	34,516	7.960	7.568	8.372	0.412	5	288,984	1,292
long	10/14/19	10/21/19	7		Surgutneftegaz	100	7,280	39.693	39.199		-0.494	-1	285,389	-48
short	10/21/19	10/28/19	7		ALROSA	100	35,058	8.140	7.841	8.451	0.311	4	296,294	607
long	10/28/19	2/03/20	98		Surgutneftegaz	100	6,101	48.563	49.462		0.900	2	301,783	7
short	2/03/20	2/10/20	7		Novatek	100	240	1,255.584	1,146.238	1,375.362	119.777	10	330,530	11,470
long	2/10/20	3/02/20	21		Surgutneftegaz	100	6,656	49.658	40.006		-9.651	-19	266,290	-98
short	3/02/20	12/07/20	280		Novatek	100	263	1,011.420	1,076.318	946.522	-64.898	-6	249,222	-8
long	12/07/20	1/04/21	28		Magnit	100	2,422	102.883	119.360		16.476	16	289,128	593
short	1/04/21	1/18/21	14		Tatneft	100	1,052	274.654	278.958	270.350	-4.304	-2	284,600	-34
long	1/18/21	1/25/21	7		Rosneft	100	6,462	44.038	42.009		-2.029	-5	271,488	-91
short	1/25/21	3/15/21	49		Tatneft	100	1,045	259.604	333.323	185.886	-73.719	-28	194,452	-92
long	3/15/21	3/22/21	7		Rosneft	100	3,835	50.696	48.638		-2.058	-4	186,558	-88
short	3/22/21	6/07/21	77		Surgutneftegaz	100	6,285	29.680	31.517	27.843	-1.837	-6	175,013	-26
long	6/07/21	7/26/21	49		Gazprom	100	3,647	47.977	49.269		1.292	3	179,723	22
short	7/26/21	7/30/21	4		Inter RAO UES	100	468,543	0.384	0.383	0.385	0.001	0	180,155	24
accum	10/23/06	7/30/21	5397	days out of 5691 invested (95%)							1,702		180,155	22

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
VTB Bank	short	5/19/08	5/26/08	7	57.40	56.57	58.25	0.85	1.48
	short	6/16/08	7/20/09	399	48.53	16.86	139.70	91.17	187.86	192.11
RusHydro	short	7/02/12	7/09/12	7	16.23	16.14	16.32	0.09	0.55
	short	7/16/12	9/03/12	49	16.47	16.01	16.94	0.47	2.85
	short	9/17/12	2/04/13	140	17.34	15.18	19.81	2.46	14.21
	short	3/11/13	9/14/15	917	13.71	5.58	33.70	19.99	145.76	190.24
Severstal	long	8/10/09	1/03/11	511	47.00	119.39		72.39	154.04
	long	9/28/15	11/02/15	35	67.13	73.03		5.90	8.78	176.35
Uralkali	long	1/10/11	7/11/11	182	238.21	311.57		73.36	30.80
	long	7/18/11	8/01/11	14	307.31	300.00		-7.30	-2.38
	long	9/14/15	9/21/15	7	97.97	97.08		-0.89	-0.91	26.53
Magnit	long	6/25/12	7/02/12	7	168.57	179.33		10.76	6.38
	long	7/09/12	7/16/12	7	167.94	174.04		6.10	3.63
	long	9/03/12	9/17/12	14	192.95	229.43		36.48	18.91
	long	2/04/13	3/11/13	35	297.35	277.62		-19.73	-6.63
	short	5/02/16	5/23/16	21	224.67	217.66	231.90	7.23	3.22
	short	6/06/16	6/20/16	14	229.56	206.16	255.62	26.06	11.35
	short	6/27/16	7/04/16	7	195.48	221.79	169.17	-26.31	-13.46
	short	7/11/16	8/15/16	35	225.47	281.40	169.55	-55.92	-24.80
	short	4/09/18	4/23/18	14	114.29	119.20	109.37	-4.92	-4.30
	short	6/11/18	6/10/19	364	117.92	96.47	144.14	26.22	22.24
	long	12/07/20	1/04/21	28	102.88	119.36		16.48	16.01	24.24
ALROSA	short	6/17/19	7/08/19	21	9.36	9.43	9.29	-0.07	-0.73
	short	8/05/19	9/02/19	28	8.37	7.98	8.78	0.41	4.86
	short	10/07/19	10/14/19	7	7.96	7.57	8.37	0.41	5.18
	short	10/21/19	10/28/19	7	8.14	7.84	8.45	0.31	3.82	13.67
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novatek	long	10/30/06	11/06/06	7	447.31	463.94		16.63	3.72
	long	7/20/09	7/27/09	7	292.95	304.53		11.58	3.95
	short	2/03/20	2/10/20	7	1,255.58	1,146.24	1,375.36	119.78	9.54
	short	3/02/20	12/07/20	280	1,011.42	1,076.32	946.52	-64.90	-6.42	10.53
Surgutneftegaz	short	10/23/06	10/30/06	7	100.93	101.12	100.75	-0.19	-0.19
	short	11/06/06	3/05/07	119	105.60	85.58	130.30	24.70	23.39
	short	3/26/07	12/03/07	252	98.40	89.21	108.55	10.14	10.31
	short	1/14/08	5/05/08	112	81.99	74.81	89.87	7.87	9.60
	short	8/22/16	9/05/16	14	30.92	31.94	29.90	-1.02	-3.31
	long	10/14/19	10/21/19	7	39.69	39.20		-0.49	-1.24
	long	10/28/19	2/03/20	98	48.56	49.46		0.90	1.85
	long	2/10/20	3/02/20	21	49.66	40.01		-9.65	-19.44
	short	3/22/21	6/07/21	77	29.68	31.52	27.84	-1.84	-6.19	9.45
Inter RAO UES	short	7/26/21	7/30/21	4	0.38	0.38	0.38	0.00	0.24	0.24
Moscow Exchange	short	6/05/17	2/26/18	266	12.38	13.00	11.75	-0.62	-5.04	-5.04
Sberbank	long	3/05/07	3/26/07	21	139.92	131.48		-8.44	-6.03
	long	4/25/16	5/02/16	7	49.82	51.76		1.94	3.89
	long	5/23/16	6/06/16	14	48.99	56.27		7.28	14.87
	long	6/20/16	6/27/16	7	56.90	54.35		-2.55	-4.48
	long	7/04/16	7/11/16	7	59.05	60.36		1.32	2.23
	long	8/15/16	8/22/16	7	59.76	57.95		-1.82	-3.04
	long	9/05/16	6/05/17	273	63.30	76.68		13.38	21.14
	long	2/26/18	4/09/18	42	131.33	94.40		-36.93	-28.12	-7.55
Gazprom	long	6/10/19	6/17/19	7	49.08	49.25		0.18	0.36
	long	7/08/19	8/05/19	28	53.55	48.26		-5.29	-9.88
	long	9/02/19	10/07/19	35	49.79	49.41		-0.38	-0.76
	long	6/07/21	7/26/21	49	47.98	49.27		1.29	2.69	-7.83
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Rosneft	long	1/18/21	1/25/21	7	44.04	42.01		-2.03	-4.61
	long	3/15/21	3/22/21	7	50.70	48.64		-2.06	-4.06	-8.48
Tatneft	long	5/05/08	5/19/08	14	1,036.95	1,094.13		57.18	5.51
	long	5/26/08	6/16/08	21	1,121.50	1,041.72		-79.78	-7.11
	short	7/27/09	8/10/09	14	162.46	153.20	172.27	9.81	6.04
	long	4/23/18	6/11/18	49	404.65	401.21		-3.44	-0.85
	short	1/04/21	1/18/21	14	274.65	278.96	270.35	-4.30	-1.57
	short	1/25/21	3/15/21	49	259.60	333.32	185.89	-73.72	-28.40	-27.37
Mobile TeleSystems	long	12/03/07	1/14/08	42	284.18	245.12		-39.07	-13.75
	short	1/03/11	1/10/11	7	135.55	134.12	137.01	1.45	1.07
	short	7/11/11	7/18/11	7	119.56	116.00	123.22	3.66	3.07
	short	8/01/11	6/25/12	329	114.08	106.30	122.42	8.35	7.32
	short	9/21/15	9/28/15	7	45.18	43.64	46.77	1.60	3.53
	short	11/02/15	4/25/16	175	43.41	58.19	28.64	-14.78	-34.04	-34.15

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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