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

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

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

2/01/17	scale up chart	22/02/21

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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