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

Assessment - Russian Traded Index in Renminbi yuán - 5/10/21 - RS = 39

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	8/10/20	prc diff	⇓ Δ39	∅-RS
	L	RTX	12,866.448	Thu	0.03	13,048.449	-1.39	11,565.257	1,483.192	12.82	13.88
	L	VTB Bank	8.346	Thu	-0.93	8.580	-2.73	6.572	2.008	30.56	33.96
	L	Sberbank	104.907	Thu	-0.37	110.367	-4.95	83.994	26.373	31.40	27.10
		Rosneft	47.267	Thu	3.41	46.643	1.34	34.432	12.211	35.46	22.45
	L	Norilsk Nickel	237.894	Wed		234.774	1.33	194.242	40.532	20.87	20.13
	L	Gazprom	41.729	Thu	0.56	42.002	-0.65	35.135	6.867	19.54	18.92
		Novatek	1,208.969	06:06	-1.27	1,224.569	-1.27	1,025.596	198.972	19.40	14.60
	L	Lukoil	535.846	Thu	3.15	530.386	1.03	483.028	47.358	9.80	12.78
		Polyus	631.784	Thu	0.62	639.584	-1.22	809.681	-170.098	-21.01	-1.80
		Inter RAO UES	0.435	Wed	-0.78	0.442	-1.55	0.535	-0.093	-17.35	-6.46
		Mobile TeleSystems	55.769	Thu		56.159	-0.69	61.340	-5.181	-8.45	-4.23
		Magnit	92.038	Thu		92.818	-0.84	105.013	-12.196	-11.61	-4.52
	L	Surgutneftegaz	30.263	06:06	0.52	30.263		34.645	-4.381	-12.65	-5.24
		Tatneft	268.313	Thu	0.58	268.313		311.768	-43.455	-13.94	-5.56
RTX - 13 out of 13 instruments rated - 5/10/21 / 8/10/20 - 7 did rise, Market-Ratio(39) in CNY = 53.85 %

Technical Chart

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

1/02/17	scale up chart	5/10/21

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	5/14/21	53		Surgutneftegaz	100	6,285	29.680	30.263	29.097	-0.583	-2	182,892	-13
accum	10/23/06	5/14/21	5317	days out of 5611 invested (95%)							1,729		182,892	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
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	5/14/21	53	29.68	30.26	29.10	-0.58	-1.97	14.38
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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
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
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
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	-10.24
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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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