Share-o-matic - Portfolio

Wed, 18th May 2022, 16:31UTC

Assessment - Russian Traded Index in Japanese yen - 16/05/22 - RS = 39

		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	16/08/21	prc diff	⇓ Δ39	∅-RS
		RTX	127,474.074	28/02	-22.31	127,474.074		241,310.030	-113,835.955	-47.17	-36.06
		VTB Bank	111.018	25/02	-5.17	111.018		155.507	-44.489	-28.61	-17.85
		Mobile TeleSystems	706.477	25/02	1.94	706.477		939.520	-233.044	-24.80	-20.89
		Inter RAO UES	5.535	Mon	0.34	5.535		6.474	-0.938	-14.49	0.28
	S	Surgutneftegaz	349.874	28/02	-22.62	349.874		505.397	-155.523	-30.77	-27.66
	S	Rosneft	551.725	25/02	-2.38	551.725		842.329	-290.604	-34.50	-28.16
	S	Gazprom	363.331	1/03	-19.16	363.331		875.374	-512.043	-58.49	-48.57
	S	Norilsk Nickel	1,270.312	1/03	-32.57	1,270.312		3,699.766	-2,429.453	-65.67	-51.14
		Magnit	578.638	1/03	22.86	578.638		1,645.780	-1,067.142	-64.84	-51.33
	S	Polyus	3,364.175	1/03	-45.18	3,364.175		9,848.764	-6,484.589	-65.84	-53.08
	S	Tatneft	1,480.237	1/03	-33.33	1,480.237		4,444.903	-2,964.666	-66.70	-54.00
		Sberbank	511.355	25/02	11.76	511.355		1,969.753	-1,458.398	-74.04	-56.96
	S	Lukoil	2,758.624	28/02	-31.67	2,758.624		9,745.093	-6,986.469	-71.69	-57.69
	S	Novatek	4,656.018	28/02	-69.91	4,656.018		25,788.211	-21,132.193	-81.95	-63.98
RTX - 13 out of 13 instruments rated - 16/05/22 / 16/08/21 - 0 did rise, Market-Ratio(39) in JPY = 0.00 %

Technical Chart

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

1/01/18	scale up chart	16/05/22

Transactions Russian Traded Index in Japanese yen * 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
2/01/06		23/10/06	294		- cash -
short	23/10/06	30/10/06	7		Surgutneftegaz	100	6	1,516.178	1,507.390	1,525.018	8.839	1	10,053	35
long	30/10/06	6/11/06	7		Novatek	100	1	6,667.880	6,956.208		288.328	4	10,341	809
short	6/11/06	5/03/07	119		Surgutneftegaz	100	6	1,583.344	1,290.604	1,942.485	359.141	23	12,496	87
long	5/03/07	26/03/07	21		Sberbank	100	5	2,109.937	2,008.320		-101.617	-5	11,988	-58
short	26/03/07	3/12/07	252		Surgutneftegaz	100	7	1,503.102	1,341.390	1,684.310	181.208	12	13,257	18
long	3/12/07	14/01/08	42		Mobile TeleSystems	100	3	4,273.238	3,673.586		-599.652	-14	11,458	-73
short	14/01/08	5/05/08	112		Surgutneftegaz	100	9	1,228.818	1,128.028	1,338.613	109.796	9	12,446	32
long	5/05/08	19/05/08	14		Tatneft	100	0	15,636.348	16,301.026		664.678	4	12,446	0
short	19/05/08	26/05/08	7		VTB Bank	100	14	855.216	842.452	868.173	12.958	2	12,627	119
long	26/05/08	16/06/08	21		Tatneft	100	0	16,702.375	16,326.783		-375.592	-2	12,627	0
short	16/06/08	20/07/09	399		VTB Bank	100	16	760.585	232.593	2,487.138	1,726.553	227	40,252	196
long	20/07/09	27/07/09	7		Novatek	100	9	4,041.793	4,225.317		183.524	5	41,904	913
short	27/07/09	10/08/09	14		Tatneft	100	18	2,254.041	2,188.104	2,321.965	67.924	3	43,126	117
long	10/08/09	3/01/11	511		Severstal	100	64	671.240	1,466.650		795.410	118	94,033	75
short	3/01/11	10/01/11	7		Mobile TeleSystems	100	56	1,665.168	1,683.091	1,647.245	-17.923	-1	93,029	-43
long	10/01/11	11/07/11	182		Uralkali	100	31	2,989.419	3,886.662		897.243	30	120,843	69
short	11/07/11	18/07/11	7		Mobile TeleSystems	100	81	1,491.420	1,426.880	1,558.880	67.460	5	126,308	904
long	18/07/11	1/08/11	14		Uralkali	100	33	3,780.000	3,582.144		-197.856	-5	119,778	-75
short	1/08/11	25/06/12	329		Mobile TeleSystems	100	87	1,362.099	1,354.472	1,369.769	7.670	1	120,446	1
long	25/06/12	2/07/12	7		Magnit	100	56	2,147.950	2,266.776		118.826	6	127,100	1,557
short	2/07/12	9/07/12	7		RusHydro	100	619	205.152	203.549	206.767	1.616	1	128,100	51
long	9/07/12	16/07/12	7		Magnit	100	60	2,117.690	2,183.470		65.780	3	132,047	393
short	16/07/12	3/09/12	49		RusHydro	100	639	206.610	198.106	215.480	8.870	4	137,714	37
long	3/09/12	17/09/12	14		Magnit	100	57	2,387.123	2,845.738		458.615	19	163,855	9,667
short	17/09/12	4/02/13	140		RusHydro	100	761	215.103	224.117	206.088	-9.015	-4	156,995	-11
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/02/13	11/03/13	35		Magnit	100	35	4,388.649	4,246.149		-142.501	-3	152,008	-29
short	11/03/13	14/09/15	917		RusHydro	100	724	209.748	105.327	417.693	207.945	99	302,560	32
long	14/09/15	21/09/15	7		Uralkali	100	163	1,849.341	1,838.082		-11.259	-1	300,725	-27
short	21/09/15	28/09/15	7		Mobile TeleSystems	100	351	855.361	821.899	890.185	34.824	4	312,948	701
long	28/09/15	2/11/15	35		Severstal	100	247	1,264.398	1,391.897		127.499	10	344,440	172
short	2/11/15	25/04/16	175		Mobile TeleSystems	100	416	827.424	996.704	658.145	-169.280	-20	274,020	-38
long	25/04/16	2/05/16	7		Sberbank	100	321	853.440	850.887		-2.553	0	273,201	-14
short	2/05/16	23/05/16	21		Magnit	100	73	3,693.314	3,626.943	3,760.899	67.585	2	278,134	37
long	23/05/16	6/06/16	14		Sberbank	100	340	816.283	922.006		105.723	13	314,080	2,293
short	6/06/16	20/06/16	14		Magnit	100	83	3,761.296	3,256.198	4,344.745	583.449	16	362,506	4,193
long	20/06/16	27/06/16	7		Sberbank	100	403	898.667	834.158		-64.509	-7	336,509	-98
short	27/06/16	4/07/16	7		Magnit	100	112	3,000.487	3,417.534	2,583.441	-417.047	-14	289,800	-100
long	4/07/16	11/07/16	7		Sberbank	100	318	909.848	927.903		18.055	2	295,541	179
short	11/07/16	15/08/16	35		Magnit	100	85	3,465.915	4,293.123	2,638.707	-827.208	-24	225,229	-94
long	15/08/16	22/08/16	7		Sberbank	100	247	911.750	874.368		-37.383	-4	215,995	-89
short	22/08/16	5/09/16	14		Surgutneftegaz	100	462	466.541	494.492	438.591	-27.950	-6	203,082	-80
long	5/09/16	5/06/17	273		Sberbank	100	207	979.991	1,247.511		267.521	27	258,459	38
short	5/06/17	26/02/18	266		Moscow Exchange	100	1,283	201.387	220.371	182.403	-18.984	-9	234,103	-13
long	26/02/18	9/04/18	42		Sberbank	100	105	2,225.679	1,598.260		-627.420	-28	168,224	-94
short	9/04/18	23/04/18	14		Magnit	100	86	1,935.012	2,051.186	1,818.838	-116.174	-6	158,233	-80
long	23/04/18	11/06/18	49		Tatneft	100	22	6,962.889	6,898.776		-64.113	-1	156,822	-7
short	11/06/18	10/06/19	364		Magnit	100	77	2,027.602	1,510.266	2,722.148	694.546	34	210,302	34
long	10/06/19	17/06/19	7		Gazprom	100	273	768.327	772.183		3.856	1	211,355	30
short	17/06/19	8/07/19	21		ALROSA	100	1,439	146.787	148.958	144.615	-2.172	-1	208,230	-23
long	8/07/19	5/08/19	28		Gazprom	100	246	845.846	727.180		-118.666	-14	179,038	-86
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/08/19	2/09/19	28		ALROSA	100	1,419	126.121	118.166	134.613	8.491	7	191,087	134
long	2/09/19	7/10/19	35		Gazprom	100	259	737.040	739.217		2.177	0	191,651	3
short	7/10/19	14/10/19	7		ALROSA	100	1,609	119.088	116.123	122.129	3.041	3	196,543	272
long	14/10/19	21/10/19	7		Surgutneftegaz	100	322	609.041	601.642		-7.399	-1	194,161	-47
short	21/10/19	28/10/19	7		ALROSA	100	1,554	124.939	120.779	129.243	4.304	3	200,848	485
long	28/10/19	3/02/20	98		Surgutneftegaz	100	268	748.065	765.687		17.622	2	205,571	9
short	3/02/20	10/02/20	7		Novatek	100	10	19,436.663	18,012.894	20,972.971	1,536.307	8	220,934	5,181
long	10/02/20	2/03/20	21		Surgutneftegaz	100	283	780.359	620.534		-159.825	-20	175,704	-98
short	2/03/20	7/12/20	280		Novatek	100	11	15,688.058	17,151.096	14,225.021	-1,463.038	-9	159,610	-12
long	7/12/20	4/01/21	28		Magnit	100	97	1,639.443	1,907.092		267.649	16	185,572	618
short	4/01/21	18/01/21	14		Tatneft	100	42	4,388.336	4,457.690	4,318.981	-69.354	-2	182,659	-34
long	18/01/21	25/01/21	7		Rosneft	100	259	703.714	673.091		-30.623	-4	174,728	-90
short	25/01/21	15/03/21	49		Tatneft	100	42	4,159.551	5,597.611	2,721.491	-1,438.060	-35	114,329	-96
long	15/03/21	22/03/21	7		Rosneft	100	134	851.358	812.999		-38.359	-5	109,189	-91
short	22/03/21	7/06/21	77		Surgutneftegaz	100	220	496.111	538.354	453.868	-42.243	-9	99,896	-34
long	7/06/21	26/07/21	49		Gazprom	100	121	819.524	838.616		19.091	2	102,206	19
short	26/07/21	2/08/21	7		Inter RAO UES	100	15,654	6.529	6.556	6.502	-0.027	0	101,781	-20
long	2/08/21	13/09/21	42		Gazprom	100	118	855.829	999.327		143.498	17	118,713	285
short	13/09/21	27/09/21	14		Polyus	100	12	9,740.025	8,831.160	10,742.427	1,002.402	10	130,742	1,186
long	27/09/21	4/10/21	7		Gazprom	100	121	1,072.726	1,134.207		61.481	6	138,181	1,728
short	4/10/21	11/10/21	7		Polyus	100	15	8,823.759	9,243.890	8,403.629	-420.130	-5	131,879	-92
long	11/10/21	29/11/21	49		Gazprom	100	112	1,174.171	1,030.567		-143.603	-12	115,796	-62
short	29/11/21	6/12/21	7		Inter RAO UES	100	17,545	6.600	6.616	6.584	-0.016	0	115,514	-12
long	6/12/21	13/12/21	7		Gazprom	100	112	1,024.456	971.165		-53.291	-5	109,545	-94
short	13/12/21	27/12/21	14		Inter RAO UES	100	16,869	6.494	6.587	6.400	-0.093	-1	107,971	-31
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	27/12/21	3/01/22	7		Gazprom	100	101	1,062.991	1,072.213		9.223	1	108,903	57
short	3/01/22	16/05/22	133		Inter RAO UES	100	16,012	6.801	5.535	8.357	1.555	23	133,807	76
accum	23/10/06	16/05/22	5686	days out of 5980 invested (95%)							1,238		133,807	18

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
VTB Bank	short	19/05/08	26/05/08	7	855.22	842.45	868.17	12.96	1.52
	short	16/06/08	20/07/09	399	760.59	232.59	2,487.14	1,726.55	227.00	231.96
Severstal	long	10/08/09	3/01/11	511	671.24	1,466.65		795.41	118.50
	long	28/09/15	2/11/15	35	1,264.40	1,391.90		127.50	10.08	140.53
RusHydro	short	2/07/12	9/07/12	7	205.15	203.55	206.77	1.62	0.79
	short	16/07/12	3/09/12	49	206.61	198.11	215.48	8.87	4.29
	short	17/09/12	4/02/13	140	215.10	224.12	206.09	-9.01	-4.19
	short	11/03/13	14/09/15	917	209.75	105.33	417.69	207.95	99.14	100.55
Magnit	long	25/06/12	2/07/12	7	2,147.95	2,266.78		118.83	5.53
	long	9/07/12	16/07/12	7	2,117.69	2,183.47		65.78	3.11
	long	3/09/12	17/09/12	14	2,387.12	2,845.74		458.61	19.21
	long	4/02/13	11/03/13	35	4,388.65	4,246.15		-142.50	-3.25
	short	2/05/16	23/05/16	21	3,693.31	3,626.94	3,760.90	67.58	1.83
	short	6/06/16	20/06/16	14	3,761.30	3,256.20	4,344.74	583.45	15.51
	short	27/06/16	4/07/16	7	3,000.49	3,417.53	2,583.44	-417.05	-13.90
	short	11/07/16	15/08/16	35	3,465.91	4,293.12	2,638.71	-827.21	-23.87
	short	9/04/18	23/04/18	14	1,935.01	2,051.19	1,818.84	-116.17	-6.00
	short	11/06/18	10/06/19	364	2,027.60	1,510.27	2,722.15	694.55	34.25
	long	7/12/20	4/01/21	28	1,639.44	1,907.09		267.65	16.33	42.05
Uralkali	long	10/01/11	11/07/11	182	2,989.42	3,886.66		897.24	30.01
	long	18/07/11	1/08/11	14	3,780.00	3,582.14		-197.86	-5.23
	long	14/09/15	21/09/15	7	1,849.34	1,838.08		-11.26	-0.61	22.46
Inter RAO UES	short	26/07/21	2/08/21	7	6.53	6.56	6.50	-0.03	-0.42
	short	29/11/21	6/12/21	7	6.60	6.62	6.58	-0.02	-0.24
	short	13/12/21	27/12/21	14	6.49	6.59	6.40	-0.09	-1.44
	short	3/01/22	16/05/22	133	6.80	5.54	8.36	1.56	22.87	20.31
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
ALROSA	short	17/06/19	8/07/19	21	146.79	148.96	144.61	-2.17	-1.48
	short	5/08/19	2/09/19	28	126.12	118.17	134.61	8.49	6.73
	short	7/10/19	14/10/19	7	119.09	116.12	122.13	3.04	2.55
	short	21/10/19	28/10/19	7	124.94	120.78	129.24	4.30	3.44	11.55
Novatek	long	30/10/06	6/11/06	7	6,667.88	6,956.21		288.33	4.32
	long	20/07/09	27/07/09	7	4,041.79	4,225.32		183.52	4.54
	short	3/02/20	10/02/20	7	19,436.66	18,012.89	20,972.97	1,536.31	7.90
	short	2/03/20	7/12/20	280	15,688.06	17,151.10	14,225.02	-1,463.04	-9.33	6.71
Polyus	short	13/09/21	27/09/21	14	9,740.03	8,831.16	10,742.43	1,002.40	10.29
	short	4/10/21	11/10/21	7	8,823.76	9,243.89	8,403.63	-420.13	-4.76	5.04
Surgutneftegaz	short	23/10/06	30/10/06	7	1,516.18	1,507.39	1,525.02	8.84	0.58
	short	6/11/06	5/03/07	119	1,583.34	1,290.60	1,942.48	359.14	22.68
	short	26/03/07	3/12/07	252	1,503.10	1,341.39	1,684.31	181.21	12.06
	short	14/01/08	5/05/08	112	1,228.82	1,128.03	1,338.61	109.80	8.94
	short	22/08/16	5/09/16	14	466.54	494.49	438.59	-27.95	-5.99
	long	14/10/19	21/10/19	7	609.04	601.64		-7.40	-1.21
	long	28/10/19	3/02/20	98	748.06	765.69		17.62	2.36
	long	10/02/20	2/03/20	21	780.36	620.53		-159.83	-20.48
	short	22/03/21	7/06/21	77	496.11	538.35	453.87	-42.24	-8.51	4.16
Gazprom	long	10/06/19	17/06/19	7	768.33	772.18		3.86	0.50
	long	8/07/19	5/08/19	28	845.85	727.18		-118.67	-14.03
	long	2/09/19	7/10/19	35	737.04	739.22		2.18	0.30
	long	7/06/21	26/07/21	49	819.52	838.62		19.09	2.33
	long	2/08/21	13/09/21	42	855.83	999.33		143.50	16.77
	long	27/09/21	4/10/21	7	1,072.73	1,134.21		61.48	5.73
	long	11/10/21	29/11/21	49	1,174.17	1,030.57		-143.60	-12.23
	long	6/12/21	13/12/21	7	1,024.46	971.16		-53.29	-5.20
	long	27/12/21	3/01/22	7	1,062.99	1,072.21		9.22	0.87	-8.12
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Rosneft	long	18/01/21	25/01/21	7	703.71	673.09		-30.62	-4.35
	long	15/03/21	22/03/21	7	851.36	813.00		-38.36	-4.51	-8.66
Moscow Exchange	short	5/06/17	26/02/18	266	201.39	220.37	182.40	-18.98	-9.43	-9.43
Sberbank	long	5/03/07	26/03/07	21	2,109.94	2,008.32		-101.62	-4.82
	long	25/04/16	2/05/16	7	853.44	850.89		-2.55	-0.30
	long	23/05/16	6/06/16	14	816.28	922.01		105.72	12.95
	long	20/06/16	27/06/16	7	898.67	834.16		-64.51	-7.18
	long	4/07/16	11/07/16	7	909.85	927.90		18.06	1.98
	long	15/08/16	22/08/16	7	911.75	874.37		-37.38	-4.10
	long	5/09/16	5/06/17	273	979.99	1,247.51		267.52	27.30
	long	26/02/18	9/04/18	42	2,225.68	1,598.26		-627.42	-28.19	-11.05
Mobile TeleSystems	long	3/12/07	14/01/08	42	4,273.24	3,673.59		-599.65	-14.03
	short	3/01/11	10/01/11	7	1,665.17	1,683.09	1,647.24	-17.92	-1.08
	short	11/07/11	18/07/11	7	1,491.42	1,426.88	1,558.88	67.46	4.52
	short	1/08/11	25/06/12	329	1,362.10	1,354.47	1,369.77	7.67	0.56
	short	21/09/15	28/09/15	7	855.36	821.90	890.19	34.82	4.07
	short	2/11/15	25/04/16	175	827.42	996.70	658.14	-169.28	-20.46	-26.00
Tatneft	long	5/05/08	19/05/08	14	15,636.35	16,301.03		664.68	4.25
	long	26/05/08	16/06/08	21	16,702.38	16,326.78		-375.59	-2.25
	short	27/07/09	10/08/09	14	2,254.04	2,188.10	2,321.97	67.92	3.01
	long	23/04/18	11/06/18	49	6,962.89	6,898.78		-64.11	-0.92
	short	4/01/21	18/01/21	14	4,388.34	4,457.69	4,318.98	-69.35	-1.58
	short	25/01/21	15/03/21	49	4,159.55	5,597.61	2,721.49	-1,438.06	-34.57	-33.02

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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