| |
| |
Assessment - Russian Traded Index - 22/02/21 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/02/21 |
⇓ Δwk |
25/05/20 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
RTX |
60.500 |
Fri |
-96.80 |
1,891.150 |
-96.80 |
1,662.340 |
228.810 |
13.76 |
USD |
16.55 |
| |  |
 |
 |
 |
L |
 |
Rosneft |
5.760 |
Fri |
-1.03 |
5.620 |
2.49 |
4.680 |
0.940 |
20.09 |
EUR |
26.65 |
| |  |
 |
 |
 |
L |
 |
Norilsk Nickel |
26.000 |
Fri |
0.39 |
29.000 |
-10.34 |
28.800 |
0.200 |
0.69 |
EUR |
20.28 |
| |  |
 |
 |
 |
L |
 |
Novatek |
142.000 |
Fri |
-2.74 |
151.000 |
-5.96 |
140.600 |
10.400 |
7.40 |
EUR |
20.01 |
| |  |
 |
 |
 |
L |
 |
Sberbank |
12.050 |
Fri |
-1.63 |
12.250 |
-1.63 |
9.874 |
2.376 |
24.06 |
EUR |
18.02 |
| |  |
 |
 |
 |
L |
 |
Gazprom |
4.810 |
Fri |
-2.24 |
5.010 |
-3.99 |
5.040 |
-0.030 |
-0.60 |
EUR |
14.83 |
| |  |
 |
 |
 |
L |
 |
Lukoil |
61.800 |
Fri |
-3.44 |
64.000 |
-3.44 |
69.300 |
-5.300 |
-7.65 |
EUR |
10.40 |
| |  |
 |
 |
 |
|
 |
Magnit |
11.100 |
Fri |
-2.63 |
11.900 |
-6.72 |
10.000 |
1.900 |
19.00 |
EUR |
6.00 |
| |  |
 |
 |
 |
|
 |
Inter RAO UES |
5.105 |
Fri |
-1.02 |
5.151 |
-0.89 |
5.149 |
0.002 |
0.04 |
RUB |
-1.29 |
| |  |
 |
 |
 |
L |
 |
VTB Bank |
0.790 |
Fri |
0.64 |
0.780 |
1.28 |
0.854 |
-0.074 |
-8.61 |
EUR |
-3.08 |
| |  |
 |
 |
 |
S |
 |
Polyus |
74.000 |
Fri |
-1.33 |
74.500 |
-0.67 |
77.950 |
-3.450 |
-4.43 |
EUR |
-4.13 |
| |  |
 |
 |
 |
L |
 |
Tatneft |
35.400 |
Fri |
-1.67 |
34.800 |
1.72 |
42.380 |
-7.580 |
-17.89 |
EUR |
-4.29 |
| |  |
 |
 |
 |
|
 |
Mobile TeleSystems |
6.900 |
Fri |
|
7.000 |
-1.43 |
8.450 |
-1.450 |
-17.16 |
EUR |
-6.47 |
| |  |
 |
 |
 |
L |
 |
Surgutneftegaz |
3.600 |
Fri |
-3.23 |
3.680 |
-2.17 |
5.010 |
-1.330 |
-26.55 |
EUR |
-10.55 |
RTX - 13 out of 13 instruments rated - 22/02/21 / 25/05/20 - 6 did rise, Market-Ratio(39) = 46.15 % |
Technical Chart
Transactions Russian Traded Index * A39 - 73/71 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
2/01/06 |
23/10/06 |
294 |
|
- cash - |
short |
23/10/06 |
30/10/06 |
7 |
 |
 |
 |
Surgutneftegaz |
100 |
988 |
EUR |
10.120 |
10.060 |
10.180 |
0.060 |
1 |
10,060 |
36 |
|
long |
30/10/06 |
6/11/06 |
7 |
 |
 |
 |
Novatek |
100 |
226 |
EUR |
44.500 |
46.350 |
|
1.850 |
4 |
10,478 |
736 |
|
short |
6/11/06 |
5/03/07 |
119 |
 |
 |
 |
Surgutneftegaz |
100 |
993 |
EUR |
10.550 |
8.380 |
13.282 |
2.732 |
26 |
13,191 |
103 |
|
long |
5/03/07 |
26/03/07 |
21 |
 |
 |
 |
Sberbank |
100 |
962 |
EUR |
13.700 |
12.800 |
|
-0.900 |
-7 |
12,325 |
-69 |
|
short |
26/03/07 |
3/12/07 |
252 |
 |
 |
 |
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 |
 |
 |
 |
Mobile TeleSystems |
100 |
545 |
EUR |
26.250 |
22.840 |
|
-3.410 |
-13 |
12,470 |
-70 |
|
short |
14/01/08 |
5/05/08 |
112 |
 |
 |
 |
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 |
 |
 |
 |
Tatneft |
100 |
142 |
EUR |
96.200 |
100.450 |
|
4.250 |
4 |
14,331 |
209 |
|
short |
19/05/08 |
26/05/08 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Tatneft |
100 |
142 |
EUR |
102.500 |
98.100 |
|
-4.400 |
-4 |
13,983 |
-53 |
|
short |
16/06/08 |
20/07/09 |
399 |
 |
 |
 |
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 |
 |
 |
 |
Novatek |
100 |
1,200 |
EUR |
30.410 |
31.380 |
|
0.970 |
3 |
37,674 |
414 |
|
short |
27/07/09 |
10/08/09 |
14 |
 |
 |
 |
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 |
 |
 |
 |
Severstal |
100 |
8,224 |
EUR |
4.850 |
13.520 |
|
8.670 |
179 |
111,192 |
108 |
|
short |
3/01/11 |
10/01/11 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Uralkali |
100 |
3,906 |
EUR |
27.850 |
33.800 |
|
5.950 |
21 |
132,042 |
47 |
|
short |
11/07/11 |
18/07/11 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Uralkali |
100 |
3,983 |
EUR |
33.750 |
32.400 |
|
-1.350 |
-4 |
129,050 |
-66 |
|
short |
1/08/11 |
25/06/12 |
329 |
 |
 |
 |
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 |
 |
 |
 |
Magnit |
100 |
5,540 |
EUR |
21.250 |
22.430 |
|
1.180 |
6 |
124,275 |
1,574 |
|
short |
2/07/12 |
9/07/12 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Magnit |
100 |
5,601 |
EUR |
21.640 |
22.510 |
|
0.870 |
4 |
126,087 |
681 |
|
short |
16/07/12 |
3/09/12 |
49 |
 |
 |
 |
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 |
 |
 |
 |
Magnit |
100 |
5,516 |
EUR |
24.220 |
27.650 |
|
3.430 |
14 |
152,536 |
3,060 |
|
short |
17/09/12 |
4/02/13 |
140 |
 |
 |
 |
RusHydro |
100 |
72,983 |
EUR |
2.090 |
1.770 |
2.468 |
0.378 |
18 |
180,116 |
54 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
4/02/13 |
11/03/13 |
35 |
 |
 |
 |
Magnit |
100 |
5,196 |
EUR |
34.660 |
34.010 |
|
-0.650 |
-2 |
176,739 |
-18 |
|
short |
11/03/13 |
14/09/15 |
917 |
 |
 |
 |
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 |
 |
 |
 |
Uralkali |
100 |
28,227 |
EUR |
13.590 |
13.624 |
|
0.034 |
0 |
384,577 |
14 |
|
short |
21/09/15 |
28/09/15 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Severstal |
100 |
42,649 |
EUR |
9.378 |
10.465 |
|
1.087 |
12 |
446,331 |
214 |
|
short |
2/11/15 |
25/04/16 |
175 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
47,310 |
EUR |
6.809 |
6.933 |
|
0.124 |
2 |
328,007 |
156 |
|
short |
2/05/16 |
23/05/16 |
21 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
50,084 |
EUR |
6.660 |
7.550 |
|
0.890 |
13 |
378,135 |
2,531 |
|
short |
6/06/16 |
20/06/16 |
14 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
55,010 |
EUR |
7.644 |
7.400 |
|
-0.244 |
-3 |
407,075 |
-82 |
|
short |
27/06/16 |
4/07/16 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
44,887 |
EUR |
7.956 |
8.165 |
|
0.209 |
3 |
366,510 |
287 |
|
short |
11/07/16 |
15/08/16 |
35 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
34,483 |
EUR |
8.049 |
7.699 |
|
-0.350 |
-4 |
265,491 |
-90 |
|
short |
22/08/16 |
5/09/16 |
14 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
29,858 |
EUR |
8.500 |
10.030 |
|
1.530 |
18 |
299,476 |
25 |
|
short |
5/06/17 |
26/02/18 |
266 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
15,683 |
EUR |
16.900 |
12.150 |
|
-4.750 |
-28 |
190,552 |
-94 |
|
short |
9/04/18 |
23/04/18 |
14 |
 |
 |
 |
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 |
 |
 |
 |
Tatneft |
100 |
3,445 |
EUR |
52.480 |
53.180 |
|
0.700 |
1 |
183,249 |
10 |
|
short |
11/06/18 |
10/06/19 |
364 |
 |
 |
 |
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 |
 |
 |
 |
Gazprom |
100 |
37,182 |
EUR |
6.260 |
6.342 |
|
0.082 |
1 |
235,814 |
97 |
|
short |
17/06/19 |
8/07/19 |
21 |
 |
 |
 |
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 |
 |
 |
 |
Gazprom |
100 |
33,922 |
EUR |
6.938 |
6.116 |
|
-0.822 |
-12 |
207,469 |
-81 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/08/19 |
2/09/19 |
28 |
 |
 |
 |
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 |
 |
 |
 |
Gazprom |
100 |
34,274 |
EUR |
6.330 |
6.288 |
|
-0.042 |
-1 |
215,516 |
-7 |
|
short |
7/10/19 |
14/10/19 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Surgutneftegaz |
100 |
44,368 |
EUR |
5.095 |
4.972 |
|
-0.123 |
-2 |
220,600 |
-72 |
|
short |
21/10/19 |
28/10/19 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Surgutneftegaz |
100 |
36,954 |
EUR |
6.195 |
6.370 |
|
0.175 |
3 |
235,399 |
11 |
|
short |
3/02/20 |
10/02/20 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Surgutneftegaz |
100 |
38,789 |
EUR |
6.520 |
5.150 |
|
-1.370 |
-21 |
199,767 |
-98 |
|
short |
2/03/20 |
7/12/20 |
280 |
 |
 |
 |
Novatek |
100 |
1,534 |
EUR |
130.200 |
136.000 |
124.400 |
-5.800 |
-4 |
190,869 |
-6 |
|
long |
7/12/20 |
4/01/21 |
28 |
 |
 |
 |
Magnit |
100 |
14,682 |
EUR |
13.000 |
15.080 |
|
2.080 |
16 |
221,408 |
592 |
|
short |
4/01/21 |
18/01/21 |
14 |
 |
 |
 |
Tatneft |
100 |
6,380 |
EUR |
34.700 |
35.600 |
33.800 |
-0.900 |
-3 |
215,666 |
-50 |
|
long |
18/01/21 |
25/01/21 |
7 |
 |
 |
 |
Rosneft |
100 |
38,374 |
EUR |
5.620 |
5.340 |
|
-0.280 |
-5 |
204,921 |
-93 |
|
short |
25/01/21 |
26/02/21 |
32 |
 |
 |
 |
Tatneft |
100 |
6,209 |
EUR |
33.000 |
35.400 |
30.600 |
-2.400 |
-7 |
190,020 |
-58 |
|
accum | 23/10/06 |
26/02/21 | 5243 |
days out of 5537 invested (95%) |
1,800 |
190,020 |
23 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Severstal | long | 10/08/09 | 3/01/11 | 511 | 4.85 | 13.52 | | 8.67 | 178.76 | | | |
| long | 28/09/15 | 2/11/15 | 35 | 9.38 | 10.47 | | 1.09 | 11.59 | | | 211.07 |
VTB Bank | short | 19/05/08 | 26/05/08 | 7 | 5.27 | 5.17 | 5.37 | 0.10 | 1.93 | | | |
| short | 16/06/08 | 20/07/09 | 399 | 4.57 | 1.75 | 11.93 | 7.36 | 161.14 | | | 166.19 |
RusHydro | short | 2/07/12 | 9/07/12 | 7 | 2.03 | 2.08 | 1.98 | -0.05 | -2.46 | | | |
| short | 16/07/12 | 3/09/12 | 49 | 2.13 | 2.01 | 2.26 | 0.13 | 5.97 | | | |
| short | 17/09/12 | 4/02/13 | 140 | 2.09 | 1.77 | 2.47 | 0.38 | 18.08 | | | |
| short | 11/03/13 | 14/09/15 | 917 | 1.68 | 0.77 | 3.65 | 1.97 | 117.05 | | | 164.92 |
Magnit | long | 25/06/12 | 2/07/12 | 7 | 21.25 | 22.43 | | 1.18 | 5.55 | | | |
| long | 9/07/12 | 16/07/12 | 7 | 21.64 | 22.51 | | 0.87 | 4.02 | | | |
| long | 3/09/12 | 17/09/12 | 14 | 24.22 | 27.65 | | 3.43 | 14.16 | | | |
| long | 4/02/13 | 11/03/13 | 35 | 34.66 | 34.01 | | -0.65 | -1.88 | | | |
| short | 2/05/16 | 23/05/16 | 21 | 30.09 | 29.59 | 30.60 | 0.51 | 1.69 | | | |
| short | 6/06/16 | 20/06/16 | 14 | 30.80 | 27.70 | 34.25 | 3.45 | 11.20 | | | |
| short | 27/06/16 | 4/07/16 | 7 | 26.62 | 29.88 | 23.35 | -3.27 | -12.27 | | | |
| short | 11/07/16 | 15/08/16 | 35 | 30.50 | 37.90 | 23.10 | -7.40 | -24.27 | | | |
| short | 9/04/18 | 23/04/18 | 14 | 14.71 | 15.46 | 13.96 | -0.75 | -5.10 | | | |
| short | 11/06/18 | 10/06/19 | 364 | 15.63 | 12.31 | 19.85 | 4.22 | 27.02 | | | |
| long | 7/12/20 | 4/01/21 | 28 | 13.00 | 15.08 | | 2.08 | 16.00 | | | 29.22 |
Surgutneftegaz | short | 23/10/06 | 30/10/06 | 7 | 10.12 | 10.06 | 10.18 | 0.06 | 0.60 | | | |
| short | 6/11/06 | 5/03/07 | 119 | 10.55 | 8.38 | 13.28 | 2.73 | 25.89 | | | |
| short | 26/03/07 | 3/12/07 | 252 | 9.58 | 8.24 | 11.14 | 1.56 | 16.26 | | | |
| short | 14/01/08 | 5/05/08 | 112 | 7.64 | 6.94 | 8.41 | 0.77 | 10.09 | | | |
| short | 22/08/16 | 5/09/16 | 14 | 4.11 | 4.29 | 3.93 | -0.18 | -4.41 | | | |
| long | 14/10/19 | 21/10/19 | 7 | 5.10 | 4.97 | | -0.12 | -2.41 | | | |
| long | 28/10/19 | 3/02/20 | 98 | 6.20 | 6.37 | | 0.18 | 2.82 | | | |
| long | 10/02/20 | 2/03/20 | 21 | 6.52 | 5.15 | | -1.37 | -21.01 | | | 22.81 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Uralkali | long | 10/01/11 | 11/07/11 | 182 | 27.85 | 33.80 | | 5.95 | 21.36 | | | |
| long | 18/07/11 | 1/08/11 | 14 | 33.75 | 32.40 | | -1.35 | -4.00 | | | |
| long | 14/09/15 | 21/09/15 | 7 | 13.59 | 13.62 | | 0.03 | 0.25 | | | 16.80 |
ALROSA | short | 17/06/19 | 8/07/19 | 21 | 86.93 | 87.10 | 86.76 | -0.17 | -0.20 | | | |
| short | 5/08/19 | 2/09/19 | 28 | 77.75 | 74.35 | 81.31 | 3.56 | 4.57 | | | |
| short | 7/10/19 | 14/10/19 | 7 | 72.25 | 68.88 | 75.78 | 3.53 | 4.89 | | | |
| short | 21/10/19 | 28/10/19 | 7 | 73.35 | 70.68 | 76.12 | 2.77 | 3.78 | | | 13.61 |
Novatek | long | 30/10/06 | 6/11/06 | 7 | 44.50 | 46.35 | | 1.85 | 4.16 | | | |
| long | 20/07/09 | 27/07/09 | 7 | 30.41 | 31.38 | | 0.97 | 3.19 | | | |
| short | 3/02/20 | 10/02/20 | 7 | 161.70 | 150.50 | 173.73 | 12.03 | 7.44 | | | |
| short | 2/03/20 | 7/12/20 | 280 | 130.20 | 136.00 | 124.40 | -5.80 | -4.45 | | | 10.33 |
Tatneft | long | 5/05/08 | 19/05/08 | 14 | 96.20 | 100.45 | | 4.25 | 4.42 | | | |
| long | 26/05/08 | 16/06/08 | 21 | 102.50 | 98.10 | | -4.40 | -4.29 | | | |
| short | 27/07/09 | 10/08/09 | 14 | 16.74 | 15.81 | 17.72 | 0.98 | 5.88 | | | |
| long | 23/04/18 | 11/06/18 | 49 | 52.48 | 53.18 | | 0.70 | 1.33 | | | |
| short | 4/01/21 | 18/01/21 | 14 | 34.70 | 35.60 | 33.80 | -0.90 | -2.59 | | | |
| short | 25/01/21 | 26/02/21 | 32 | 33.00 | 35.40 | 30.60 | -2.40 | -7.27 | | | -3.15 |
Rosneft | long | 18/01/21 | 25/01/21 | 7 | 5.62 | 5.34 | | -0.28 | -4.98 | | | -4.98 |
Gazprom | long | 10/06/19 | 17/06/19 | 7 | 6.26 | 6.34 | | 0.08 | 1.31 | | | |
| long | 8/07/19 | 5/08/19 | 28 | 6.94 | 6.12 | | -0.82 | -11.85 | | | |
| long | 2/09/19 | 7/10/19 | 35 | 6.33 | 6.29 | | -0.04 | -0.66 | | | -11.29 |
Moscow Exchange | short | 5/06/17 | 26/02/18 | 266 | 103.14 | 115.00 | 91.28 | -11.86 | -11.50 | | | -11.50 |
Sberbank | long | 5/03/07 | 26/03/07 | 21 | 13.70 | 12.80 | | -0.90 | -6.57 | | | |
| long | 25/04/16 | 2/05/16 | 7 | 6.81 | 6.93 | | 0.12 | 1.82 | | | |
| long | 23/05/16 | 6/06/16 | 14 | 6.66 | 7.55 | | 0.89 | 13.36 | | | |
| long | 20/06/16 | 27/06/16 | 7 | 7.64 | 7.40 | | -0.24 | -3.19 | | | |
| long | 4/07/16 | 11/07/16 | 7 | 7.96 | 8.17 | | 0.21 | 2.63 | | | |
| long | 15/08/16 | 22/08/16 | 7 | 8.05 | 7.70 | | -0.35 | -4.35 | | | |
| long | 5/09/16 | 5/06/17 | 273 | 8.50 | 10.03 | | 1.53 | 18.00 | | | |
| long | 26/02/18 | 9/04/18 | 42 | 16.90 | 12.15 | | -4.75 | -28.11 | | | -13.06 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Mobile TeleSystems | long | 3/12/07 | 14/01/08 | 42 | 26.25 | 22.84 | | -3.41 | -12.99 | | | |
| short | 3/01/11 | 10/01/11 | 7 | 15.35 | 15.68 | 15.02 | -0.33 | -2.15 | | | |
| short | 11/07/11 | 18/07/11 | 7 | 12.97 | 12.74 | 13.20 | 0.23 | 1.81 | | | |
| short | 1/08/11 | 25/06/12 | 329 | 12.32 | 13.40 | 11.24 | -1.08 | -8.77 | | | |
| short | 21/09/15 | 28/09/15 | 7 | 6.34 | 6.10 | 6.59 | 0.25 | 4.00 | | | |
| short | 2/11/15 | 25/04/16 | 175 | 6.22 | 7.95 | 4.49 | -1.73 | -27.83 | | | -40.64 |
Annotations
19/12/16 | RTX | | | index adaption: Transneft (Транснефть) replaces Uralkali (Уралкалий) |
22/12/15 | RTX | | | deletion of instrument Uralkali PJSC GDR (US91688E2063 - M6B1) |
21/09/15 | RTX | | | ALROSA (АЛРОСА) and Moscow Exchange (Московская Биржа) replace
Rostelecom (Ростелеком) and RusHydro (РусГидро) |
28/08/15 | RTX | | | complete analysis |
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