RS Chart
Assessment - Russian Traded Index - 9/16/19 - RS = 39
 ⇐ 
  instrument freshest Δday 9/16/19 Δwk 12/17/18  prc diff Δ39  Curr ∅-RS
real-time RS chart chart add note RTX 2,012.150  08:04 -0.22 2,037.030 -1.22 1,632.720 404.310 24.76  USD 14.19 
real-time RS chart chart L add note Surgutneftegaz 5.060  06:04 0.50 5.345 -5.33 3.700 1.645 44.46  EUR 52.78 
real-time RS chart chart add note Gazprom 6.500  08:04 -0.12 6.600 -1.52 4.080 2.520 61.76  EUR 40.78 
real-time RS chart chart L add note Norilsk Nickel 22.160  06:20 -0.18 22.350 -0.85 17.850 4.500 25.21  EUR 24.51 
real-time RS chart chart add note Sberbank 13.325  06:03 -1.41 13.510 -1.37 9.740 3.770 38.71  EUR 17.18 
real-time RS chart chart add note Novatek 185.900  06:06 -0.54 185.500 0.22 152.310 33.190 21.79  EUR 15.43 
real-time RS chart chart add note Lukoil 76.800  07:04 0.31 78.780 -2.51 66.000 12.780 19.36  EUR 12.69 
real-time RS chart chart L add note VTB Bank 1.185  07:23 0.34 1.203 -1.50 1.070 0.133 12.43  EUR 11.22 
real-time RS chart chart L add note Moscow Exchange 96.630  08:19 -0.02 97.350 -0.74 84.170 13.180 15.66  RUB 7.61 
real-time RS chart chart L add note Tatneft 62.720  06:03 -2.79 64.820 -3.24 57.220 7.600 13.28  EUR 6.76 
real-time RS chart chart add note Rosneft 5.970  07:23 -0.13 6.062 -1.52 5.440 0.622 11.43  EUR 6.64 
real-time RS chart chart add note Mobile TeleSystems 7.345  07:01 -2.08 7.246 1.37 6.290 0.956 15.20  EUR 3.10 
real-time RS chart chart add note Severstal 13.840  06:03 -1.14 13.750 0.65 12.640 1.110 8.78  EUR 0.86 
real-time RS chart chart S add note Magnit 12.210  06:03 -1.37 12.140 0.58 11.880 0.260 2.19  EUR -0.85 
real-time RS chart chart S add note Transneft 153,100.000  08:18 -0.13 154,000.000 -0.58 168,700.000 -14,700.000 -8.71  RUB -6.57 
real-time RS chart chart add note ALROSA 77.550  08:19 0.65 77.800 -0.32 97.480 -19.680 -20.19  RUB -15.47 
 RTX - 15 out of 15 instruments rated - 9/16/19 / 12/17/18 - 13 did rise, Market-Ratio(39) = 86.67 % 
 
Technical Chart
RTX RS = 39 - B/S = 73/71
Market Chart
1/05/15 scale up chart 9/16/19
 


Transactions Russian Traded Index * A39 - 73/71 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
1/02/06 10/23/06 294    - cash -
short 10/23/06  10/30/06 7  RT RS QC  Surgutneftegaz 100  988  EUR 10.120  10.060 10.180  0.060 1  10,060 36  
long 10/30/06  11/06/06 7  RT RS QC  Novatek 100  226  EUR 44.500  46.350    1.850 4  10,478 736  
short 11/06/06   3/05/07 119  RT RS QC  Surgutneftegaz 100  993  EUR 10.550  8.380 13.282  2.732 26  13,191 103  
long 3/05/07   3/26/07 21  RT RS QC  Sberbank 100  962  EUR 13.700  12.800    -0.900 -7  12,325 -69  
short 3/26/07  12/03/07 252  RT RS QC  Surgutneftegaz 100  1,286  EUR 9.580  8.240 11.138  1.558 16  14,328 24  
long 12/03/07   1/14/08 42  RT RS QC  Mobile TeleSystems 100  545  EUR 26.250  22.840    -3.410 -13  12,470 -70  
short 1/14/08   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   5/19/08 14  RT RS QC  Tatneft 100  142  EUR 96.200  100.450    4.250 4  14,331 209  
short 5/19/08   5/26/08 7  RT RS QC  VTB Bank 100  2,719  EUR 5.270  5.170 5.372  0.102 2  14,608 171  
long 5/26/08   6/16/08 21  RT RS QC  Tatneft 100  142  EUR 102.500  98.100    -4.400 -4  13,983 -53  
short 6/16/08   7/20/09 399  RT RS QC  VTB Bank 100  3,059  EUR 4.570  1.750 11.934  7.364 161  36,510 141  
long 7/20/09   7/27/09 7  RT RS QC  Novatek 100  1,200  EUR 30.410  31.380    0.970 3  37,674 414  
short 7/27/09   8/10/09 14  RT RS QC  Tatneft 100  2,250  EUR 16.740  15.810 17.725  0.985 6  39,890 344  
long 8/10/09   1/03/11 511  RT RS QC  Severstal 100  8,224  EUR 4.850  13.520    8.670 179  111,192 108  
short 1/03/11   1/10/11 7  RT RS QC  Mobile TeleSystems 100  7,243  EUR 15.350  15.680 15.020  -0.330 -2  108,802 -68  
long 1/10/11   7/11/11 182  RT RS QC  Uralkali 100  3,906  EUR 27.850  33.800    5.950 21  132,042 47  
short 7/11/11   7/18/11 7  RT RS QC  Mobile TeleSystems 100  10,180  EUR 12.970  12.740 13.204  0.234 2  134,427 154  
long 7/18/11   8/01/11 14  RT RS QC  Uralkali 100  3,983  EUR 33.750  32.400    -1.350 -4  129,050 -66  
short 8/01/11   6/25/12 329  RT RS QC  Mobile TeleSystems 100  10,474  EUR 12.320  13.400 11.240  -1.080 -9  117,738 -10  
long 6/25/12   7/02/12 7  RT RS QC  Magnit 100  5,540  EUR 21.250  22.430    1.180 6  124,275 1,574  
short 7/02/12   7/09/12 7  RT RS QC  RusHydro 100  61,219  EUR 2.030  2.080 1.980  -0.050 -2  121,214 -73  
long 7/09/12   7/16/12 7  RT RS QC  Magnit 100  5,601  EUR 21.640  22.510    0.870 4  126,087 681  
short 7/16/12   9/03/12 49  RT RS QC  RusHydro 100  59,195  EUR 2.130  2.010 2.257  0.127 6  133,616 54  
long 9/03/12   9/17/12 14  RT RS QC  Magnit 100  5,516  EUR 24.220  27.650    3.430 14  152,536 3,060  
short 9/17/12   2/04/13 140  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 2/04/13   3/11/13 35  RT RS QC  Magnit 100  5,196  EUR 34.660  34.010    -0.650 -2  176,739 -18  
short 3/11/13   9/14/15 917  RT RS QC  RusHydro 100  105,201  EUR 1.680  0.774 3.647  1.967 117  383,617 36  
long 9/14/15   9/21/15 7  RT RS QC  Uralkali 100  28,227  EUR 13.590  13.624    0.034 0  384,577 14  
short 9/21/15   9/28/15 7  RT RS QC  Mobile TeleSystems 100  60,658  EUR 6.340  6.096 6.594  0.254 4  399,972 674  
long 9/28/15  11/02/15 35  RT RS QC  Severstal 100  42,649  EUR 9.378  10.465    1.087 12  446,331 214  
short 11/02/15   4/25/16 175  RT RS QC  Mobile TeleSystems 100  71,745  EUR 6.221  7.952 4.490  -1.731 -28  322,140 -49  
long 4/25/16   5/02/16 7  RT RS QC  Sberbank 100  47,310  EUR 6.809  6.933    0.124 2  328,007 156  
short 5/02/16   5/23/16 21  RT RS QC  Magnit 100  10,899  EUR 30.093  29.592 30.603  0.509 2  333,560 34  
long 5/23/16   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   6/20/16 14  RT RS QC  Magnit 100  12,277  EUR 30.800  27.697 34.251  3.451 11  420,498 1,493  
long 6/20/16   6/27/16 7  RT RS QC  Sberbank 100  55,010  EUR 7.644  7.400    -0.244 -3  407,075 -82  
short 6/27/16   7/04/16 7  RT RS QC  Magnit 100  15,293  EUR 26.618  29.884 23.352  -3.266 -12  357,128 -100  
long 7/04/16   7/11/16 7  RT RS QC  Sberbank 100  44,887  EUR 7.956  8.165    0.209 3  366,510 287  
short 7/11/16   8/15/16 35  RT RS QC  Magnit 100  12,017  EUR 30.498  37.900 23.096  -7.402 -24  277,560 -94  
long 8/15/16   8/22/16 7  RT RS QC  Sberbank 100  34,483  EUR 8.049  7.699    -0.350 -4  265,491 -90  
short 8/22/16   9/05/16 14  RT RS QC  Surgutneftegaz 100  64,627  EUR 4.108  4.289 3.927  -0.181 -4  253,793 -69  
long 9/05/16   6/05/17 273  RT RS QC  Sberbank 100  29,858  EUR 8.500  10.030    1.530 18  299,476 25  
short 6/05/17   2/26/18 266  RT RS QC  Moscow Exchange 100  2,903  RUB 103.140  115.000 91.280  -11.860 -11  265,046 -15  
long 2/26/18   4/09/18 42  RT RS QC  Sberbank 100  15,683  EUR 16.900  12.150    -4.750 -28  190,552 -94  
short 4/09/18   4/23/18 14  RT RS QC  Magnit 100  12,953  EUR 14.710  15.460 13.960  -0.750 -5  180,837 -74  
long 4/23/18   6/11/18 49  RT RS QC  Tatneft 100  3,445  EUR 52.480  53.180    0.700 1  183,249 10  
short 6/11/18   6/10/19 364  RT RS QC  Magnit 100  11,724  EUR 15.630  12.305 19.854  4.224 27  232,765 27  
long 6/10/19   6/17/19 7  RT RS QC  Gazprom 100  37,182  EUR 6.260  6.342    0.082 1  235,814 97  
short 6/17/19   7/08/19 21  RT RS QC  ALROSA 100  2,712  RUB 86.930  87.100 86.760  -0.170 0  235,353 -3  
long 7/08/19   8/05/19 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 8/05/19   9/02/19 28  RT RS QC  ALROSA 100  2,668  RUB 77.750  74.350 81.306  3.556 5  216,955 79  
long 9/02/19   9/18/19 16  RT RS QC  Gazprom 100  34,274  EUR 6.330  6.500    0.170 3  222,782 83  
accum10/23/06 9/18/194713 days out of 5007 invested (94%) 2,128 222,782 27  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Severstallong  8/10/09  1/03/115114.8513.528.67 178.76 
 long  9/28/15 11/02/15359.3810.471.09 11.59211.07 
 VTB Bankshort  5/19/08  5/26/0875.275.175.370.10 1.93 
 short  6/16/08  7/20/093994.571.7511.937.36 161.14166.19 
 RusHydroshort  7/02/12  7/09/1272.032.081.98-0.05 -2.46 
 short  7/16/12  9/03/12492.132.012.260.13 5.97 
 short  9/17/12  2/04/131402.091.772.470.38 18.08 
 short  3/11/13  9/14/159171.680.773.651.97 117.05164.92 
 Surgutneftegazshort 10/23/06 10/30/06710.1210.0610.180.06 0.60 
 short 11/06/06  3/05/0711910.558.3813.282.73 25.89 
 short  3/26/07 12/03/072529.588.2411.141.56 16.26 
 short  1/14/08  5/05/081127.646.948.410.77 10.09 
 short  8/22/16  9/05/16144.114.293.93-0.18 -4.4154.95 
 Uralkalilong  1/10/11  7/11/1118227.8533.805.95 21.36 
 long  7/18/11  8/01/111433.7532.40-1.35 -4.00 
 long  9/14/15  9/21/15713.5913.620.03 0.2516.80 
 Magnitlong  6/25/12  7/02/12721.2522.431.18 5.55 
 long  7/09/12  7/16/12721.6422.510.87 4.02 
 long  9/03/12  9/17/121424.2227.653.43 14.16 
 long  2/04/13  3/11/133534.6634.01-0.65 -1.88 
 short  5/02/16  5/23/162130.0929.5930.600.51 1.69 
 short  6/06/16  6/20/161430.8027.7034.253.45 11.20 
 short  6/27/16  7/04/16726.6229.8823.35-3.27 -12.27 
 short  7/11/16  8/15/163530.5037.9023.10-7.40 -24.27 
 short  4/09/18  4/23/181414.7115.4613.96-0.75 -5.10 
 short  6/11/18  6/10/1936415.6312.3119.854.22 27.0211.39 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Novateklong 10/30/06 11/06/06744.5046.351.85 4.16 
 long  7/20/09  7/27/09730.4131.380.97 3.197.48 
 Tatneftlong  5/05/08  5/19/081496.20100.454.25 4.42 
 long  5/26/08  6/16/0821102.5098.10-4.40 -4.29 
 short  7/27/09  8/10/091416.7415.8117.720.98 5.88 
 long  4/23/18  6/11/184952.4853.180.70 1.337.23 
 ALROSAshort  6/17/19  7/08/192186.9387.1086.76-0.17 -0.20 
 short  8/05/19  9/02/192877.7574.3581.313.56 4.574.37 
 Gazpromlong  6/10/19  6/17/1976.266.340.08 1.31 
 long  7/08/19  8/05/19286.946.12-0.82 -11.85 
 long  9/02/19  9/18/19166.336.500.17 2.69-8.29 
 Moscow Exchangeshort  6/05/17  2/26/18266103.14115.0091.28-11.86 -11.50-11.50 
 Sberbanklong  3/05/07  3/26/072113.7012.80-0.90 -6.57 
 long  4/25/16  5/02/1676.816.930.12 1.82 
 long  5/23/16  6/06/16146.667.550.89 13.36 
 long  6/20/16  6/27/1677.647.40-0.24 -3.19 
 long  7/04/16  7/11/1677.968.170.21 2.63 
 long  8/15/16  8/22/1678.057.70-0.35 -4.35 
 long  9/05/16  6/05/172738.5010.031.53 18.00 
 long  2/26/18  4/09/184216.9012.15-4.75 -28.11-13.06 
 Mobile TeleSystemslong 12/03/07  1/14/084226.2522.84-3.41 -12.99 
 short  1/03/11  1/10/11715.3515.6815.02-0.33 -2.15 
 short  7/11/11  7/18/11712.9712.7413.200.23 1.81 
 short  8/01/11  6/25/1232912.3213.4011.24-1.08 -8.77 
 short  9/21/15  9/28/1576.346.106.590.25 4.00 
 short 11/02/15  4/25/161756.227.954.49-1.73 -27.83-40.64 


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