Statistik over vækst, fald og korrelation af bestande i 90 dage - Programming, investment and algorithmic trading

Jeg undrede mig over spørgsmålet om, hvilke aktier der stiger mest og falder 2 % om dagen. Forudsat at dagens lukkekurs skal være højere end åbningskursen med de samme 2 % eller mere. Samtidig er det ikke vigtigt, hvad der skete i løbet af dagen. De første eksperimenter viste, at lederne var aktierne i det fjerneste lag. Derfor skar jeg dem ned ved volatilitet og fik følgende TOP, som er givet nedenfor. Dernæst opstod spørgsmålet: hvilke aktier korrelerer med hinanden i vækst og tilbagegang? Jeg samlede en prøve af sådanne lagre, tromlerulle… i 365 dage, kun SBER + SBERP korrelerer en til en. Over 180 dage er der lidt flere, men mest generelle fald, som kan tilskrives markedets generelle tilbagegang. Derfor er listen givet i 90 dage. Hvilke konklusioner kan man drage? Hvis PHOR bevæger sig med 2%, så anser hele markedet for at bevæge sig)) Ellers interessante data til automatisering af handel og supplering af rådgivere. Forberedte scripts til at lege med dig selv her . Det er meget nemt at starte, du skal tilføje token til konfigurationen og derefter npx ts-node og specificere denne fil.

Sådan læser du: ‘1’: { cnt: 3, dage: [Array], volumener: [Array] }, ‘1’ – bevægelse i procent cnt: 3 – antal sådanne dage cPlus: 22 – antal dage med vækst cMin: 23 — antal dage med fald

Contents

TOP-aktier vokser med 2% eller mere om dagen
TOP-aktier falder 2% eller mere om dagen
Korrelation af 90 dages vækst på 2 % eller mere pr. dag
Korrelation af et 90-dages fald på 2 % eller mere pr. dag

TOP-aktier vokser med 2% eller mere om dagen

{
  uid: 'a8dc188b-cae8-40c0-99e8-f561f4339751',
  ticker: 'UWGN',
  navn: 'HVAC',
  stat: {
    '1': { cnt: 3, dage: [Array], volumener: [Array] },
    '2': { cnt: 4, dage: [Array], volumener: [Array] },
    '4': { cnt: 5, dage: [Array], volumener: [Array] },
    '5': { cnt: 2, dage: [Array], volumener: [Array] },
    '6': { cnt: 2, dage: [Array], volumener: [Array] },
    '7': { cnt: 5, dage: [Array], volumener: [Array] },
    '9': { cnt: 2, dage: [Array], volumener: [Array] },
    '10': { cnt: 1, dage: [Array], volumener: [Array] },
    '16': { cnt: 1, dage: [Array], volumener: [Array] },
    '-2': { cnt: 2, dage: [Array], volumener: [Array] },
    '-16': { cnt: 1, dage: [Array], volumener: [Array] },
    '-58': { cnt: 1, dage: [Array], volumener: [Array] },
    '-34': { cnt: 1, dage: [Array], volumener: [Array] },
    '-4': { cnt: 4, dage: [Array], volumener: [Array] },
    '-3': { cnt: 4, dage: [Array], volumener: [Array] },
    '-1': { cnt: 7, dage: [Array], volumener: [Array] },
    '-12': { cnt: 1, dage: [Array], volumener: [Array] },
    '-42': { cnt: 1, dage: [Array], volumener: [Array] },
    '-13': { cnt: 1, dage: [Array], volumener: [Array] },
    '-5': { cnt: 3, dage: [Array], volumener: [Array] },
    '-10': { cnt: 2, dage: [Array], volumener: [Array] },
    '-7': { cnt: 1, dage: [Array], volumener: [Array] },
    '-8': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 23,
  cPlus: 22,
  minVol: 1080299,
  maxVol: 148541205
}
{
  uid: '5a3a39f4-3bd5-47a2-8719-ce3e203fd10d',
  ticker: 'GRNT',
  navn: 'Urban Innovative Technologies',
  stat: {
    '1': { cnt: 5, dage: [Array], volumener: [Array] },
    '2': { cnt: 1, dage: [Array], volumener: [Array] },
    '3': { cnt: 4, dage: [Array], volumener: [Array] },
    '4': { cnt: 1, dage: [Array], volumener: [Array] },
    '5': { cnt: 2, dage: [Array], volumener: [Array] },
    '6': { cnt: 1, dage: [Array], volumener: [Array] },
    '11': { cnt: 1, dage: [Array], volumener: [Array] },
    '14': { cnt: 1, dage: [Array], volumener: [Array] },
    '15': { cnt: 1, dage: [Array], volumener: [Array] },
    '22': { cnt: 1, dage: [Array], volumener: [Array] },
    '24': { cnt: 1, dage: [Array], volumener: [Array] },
    '34': { cnt: 1, dage: [Array], volumener: [Array] },
    '-45': { cnt: 1, dage: [Array], volumener: [Array] },
    '-48': { cnt: 1, dage: [Array], volumener: [Array] },
    '-12': { cnt: 1, dage: [Array], volumener: [Array] },
    '-20': { cnt: 2, dage: [Array], volumener: [Array] },
    '-42': { cnt: 1, dage: [Array], volumener: [Array] },
    '-13': { cnt: 3, dage: [Array], volumener: [Array] },
    '-11': { cnt: 2, dage: [Array], volumener: [Array] },
    '-9': { cnt: 3, dage: [Array], volumener: [Array] },
    '-7': { cnt: 2, dage: [Array], volumener: [Array] },
    '-22': { cnt: 1, dage: [Array], volumener: [Array] },
    '-15': { cnt: 1, dage: [Array], volumener: [Array] },
    '-10': { cnt: 2, dage: [Array], volumener: [Array] },
    '-8': { cnt: 2, dage: [Array], volumener: [Array] },
    '-6': { cnt: 2, dage: [Array], volumener: [Array] },
    '-5': { cnt: 1, dage: [Array], volumener: [Array] },
    '-4': { cnt: 3, dage: [Array], volumener: [Array] },
    '-3': { cnt: 4, dage: [Array], volumener: [Array] },
    '-1': { cnt: 4, dage: [Array], volumener: [Array] },
    '-28': { cnt: 1, dage: [Array], volumener: [Array] },
    '-2': { cnt: 4, dage: [Array], volumener: [Array] }
  },
  cMin: 37,
  cPlus: 15,
  minVol: 3652622,
  maxVol: 451442668
}
{
  uid: 'eb4ba863-e85f-4f80-8c29-f2627938ee58',
  ticker: 'MTLR',
  navn: 'Mechel',
  stat: {
    '1': { cnt: 7, dage: [Array], volumener: [Array] },
    '2': { cnt: 3, dage: [Array], volumener: [Array] },
    '3': { cnt: 4, dage: [Array], volumener: [Array] },
    '4': { cnt: 5, dage: [Array], volumener: [Array] },
    '5': { cnt: 3, dage: [Array], volumener: [Array] },
    '-2': { cnt: 6, dage: [Array], volumener: [Array] },
    '-1': { cnt: 15, dage: [Array], volumener: [Array] },
    '-4': { cnt: 4, dage: [Array], volumener: [Array] },
    '-6': { cnt: 2, dage: [Array], volumener: [Array] },
    '-3': { cnt: 2, dage: [Array], volumener: [Array] }
  },
  cMin: 14,
  cPlus: 15,
  minVol: 3683364,
  maxVol: 85606616
}
{
  uid: '85d3979a-8e8c-4652-8b61-2c020613ee70',
  ticker: 'ORUP',
  navn: 'Ruslands fodtøj',
  stat: {
    '1': { cnt: 7, dage: [Array], volumener: [Array] },
    '2': { cnt: 3, dage: [Array], volumener: [Array] },
    '3': { cnt: 2, dage: [Array], volumener: [Array] },
    '6': { cnt: 2, dage: [Array], volumener: [Array] },
    '7': { cnt: 1, dage: [Array], volumener: [Array] },
    '9': { cnt: 1, dage: [Array], volumener: [Array] },
    '10': { cnt: 1, dage: [Array], volumener: [Array] },
    '15': { cnt: 1, dage: [Array], volumener: [Array] },
    '29': { cnt: 1, dage: [Array], volumener: [Array] },
    '-3': { cnt: 7, dage: [Array], volumener: [Array] },
    '-18': { cnt: 1, dage: [Array], volumener: [Array] },
    '-7': { cnt: 2, dage: [Array], volumener: [Array] },
    '-5': { cnt: 1, dage: [Array], volumener: [Array] },
    '-10': { cnt: 1, dage: [Array], volumener: [Array] },
    '-9': { cnt: 3, dage: [Array], volumener: [Array] },
    '-12': { cnt: 1, dage: [Array], volumener: [Array] },
    '-2': { cnt: 8, dage: [Array], volumener: [Array] },
    '-8': { cnt: 4, dage: [Array], volumener: [Array] },
    '-1': { cnt: 5, dage: [Array], volumener: [Array] },
    '-19': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 29,
  cPlus: 12,
  minVol: 224246,
  maxVol: 15374442
}
{
  uid: '127361c2-32ec-448c-b3ec-602166f537ea',
  ticker: 'POLY',
  navn: 'polymetal',
  stat: {
    '1': { cnt: 8, dage: [Array], volumener: [Array] },
    '2': { cnt: 5, dage: [Array], volumener: [Array] },
    '3': { cnt: 1, dage: [Array], volumener: [Array] },
    '4': { cnt: 1, dage: [Array], volumener: [Array] },
    '5': { cnt: 1, dage: [Array], volumener: [Array] },
    '6': { cnt: 1, dage: [Array], volumener: [Array] },
    '17': { cnt: 1, dage: [Array], volumener: [Array] },
    '-1': { cnt: 17, dage: [Array], volumener: [Array] },
    '-17': { cnt: 1, dage: [Array], volumener: [Array] },
    '-21': { cnt: 1, dage: [Array], volumener: [Array] },
    '-8': { cnt: 1, dage: [Array], volumener: [Array] },
    '-3': { cnt: 4, dage: [Array], volumener: [Array] },
    '-2': { cnt: 1, dage: [Array], volumener: [Array] },
    '-5': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 9,
  cPlus: 10,
  minVol: 145744,
  maxVol: 19412247
}
{
  uid: '7bedd86b-478d-4742-a28c-29d27f8dbc7d',
  ticker: 'SGZH',
  navn: 'Segezha',
  stat: {
    '1': { cnt: 10, dage: [Array], volumener: [Array] },
    '2': { cnt: 6, dage: [Array], volumener: [Array] },
    '3': { cnt: 2, dage: [Array], volumener: [Array] },
    '5': { cnt: 1, dage: [Array], volumener: [Array] },
    '11': { cnt: 1, dage: [Array], volumener: [Array] },
    '-1': { cnt: 13, dage: [Array], volumener: [Array] },
    '-6': { cnt: 1, dage: [Array], volumener: [Array] },
    '-5': { cnt: 2, dage: [Array], volumener: [Array] },
    '-3': { cnt: 6, dage: [Array], volumener: [Array] },
    '-2': { cnt: 5, dage: [Array], volumener: [Array] },
    '-4': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 15,
  cPlus: 10,
  minVol: 490940,
  maxVol: 23752388
}
{
  uid: '8e2b0325-0292-4654-8a18-4f63ed3b0e09',
  ticker: 'VTBR',
  navn: 'VTB Bank',
  stat: {
    '1': { cnt: 13, dage: [Array], volumener: [Array] },
    '2': { cnt: 1, dage: [Array], volumener: [Array] },
    '3': { cnt: 3, dage: [Array], volumener: [Array] },
    '4': { cnt: 2, dage: [Array], volumener: [Array] },
    '-1': { cnt: 23, dage: [Array], volumener: [Array] },
    '-2': { cnt: 5, dage: [Array], volumener: [Array] },
    '-5': { cnt: 1, dage: [Array], volumener: [Array] },
    '-4': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 7,
  cPlus: 6,
  minVol: 2986414,
  maxVol: 18656181
}

TOP-aktier falder 2% eller mere om dagen

{
  uid: '5a3a39f4-3bd5-47a2-8719-ce3e203fd10d',
  ticker: 'GRNT',
  navn: 'Urban Innovative Technologies',
  stat: {
    '1': { cnt: 5, dage: [Array], volumener: [Array] },
    '2': { cnt: 1, dage: [Array], volumener: [Array] },
    '3': { cnt: 4, dage: [Array], volumener: [Array] },
    '4': { cnt: 1, dage: [Array], volumener: [Array] },
    '5': { cnt: 2, dage: [Array], volumener: [Array] },
    '6': { cnt: 1, dage: [Array], volumener: [Array] },
    '11': { cnt: 1, dage: [Array], volumener: [Array] },
    '14': { cnt: 1, dage: [Array], volumener: [Array] },
    '15': { cnt: 1, dage: [Array], volumener: [Array] },
    '22': { cnt: 1, dage: [Array], volumener: [Array] },
    '24': { cnt: 1, dage: [Array], volumener: [Array] },
    '34': { cnt: 1, dage: [Array], volumener: [Array] },
    '-45': { cnt: 1, dage: [Array], volumener: [Array] },
    '-48': { cnt: 1, dage: [Array], volumener: [Array] },
    '-12': { cnt: 1, dage: [Array], volumener: [Array] },
    '-20': { cnt: 2, dage: [Array], volumener: [Array] },
    '-42': { cnt: 1, dage: [Array], volumener: [Array] },
    '-13': { cnt: 3, dage: [Array], volumener: [Array] },
    '-11': { cnt: 2, dage: [Array], volumener: [Array] },
    '-9': { cnt: 3, dage: [Array], volumener: [Array] },
    '-7': { cnt: 2, dage: [Array], volumener: [Array] },
    '-22': { cnt: 1, dage: [Array], volumener: [Array] },
    '-15': { cnt: 1, dage: [Array], volumener: [Array] },
    '-10': { cnt: 2, dage: [Array], volumener: [Array] },
    '-8': { cnt: 2, dage: [Array], volumener: [Array] },
    '-6': { cnt: 2, dage: [Array], volumener: [Array] },
    '-5': { cnt: 1, dage: [Array], volumener: [Array] },
    '-4': { cnt: 3, dage: [Array], volumener: [Array] },
    '-3': { cnt: 4, dage: [Array], volumener: [Array] },
    '-1': { cnt: 4, dage: [Array], volumener: [Array] },
    '-28': { cnt: 1, dage: [Array], volumener: [Array] },
    '-2': { cnt: 4, dage: [Array], volumener: [Array] }
  },
  cMin: 37,
  cPlus: 15,
  minVol: 3652622,
  maxVol: 451442668
}
{
  uid: '85d3979a-8e8c-4652-8b61-2c020613ee70',
  ticker: 'ORUP',
  navn: 'Ruslands fodtøj',
  stat: {
    '1': { cnt: 7, dage: [Array], volumener: [Array] },
    '2': { cnt: 3, dage: [Array], volumener: [Array] },
    '3': { cnt: 2, dage: [Array], volumener: [Array] },
    '6': { cnt: 2, dage: [Array], volumener: [Array] },
    '7': { cnt: 1, dage: [Array], volumener: [Array] },
    '9': { cnt: 1, dage: [Array], volumener: [Array] },
    '10': { cnt: 1, dage: [Array], volumener: [Array] },
    '15': { cnt: 1, dage: [Array], volumener: [Array] },
    '29': { cnt: 1, dage: [Array], volumener: [Array] },
    '-3': { cnt: 7, dage: [Array], volumener: [Array] },
    '-18': { cnt: 1, dage: [Array], volumener: [Array] },
    '-7': { cnt: 2, dage: [Array], volumener: [Array] },
    '-5': { cnt: 1, dage: [Array], volumener: [Array] },
    '-10': { cnt: 1, dage: [Array], volumener: [Array] },
    '-9': { cnt: 3, dage: [Array], volumener: [Array] },
    '-12': { cnt: 1, dage: [Array], volumener: [Array] },
    '-2': { cnt: 8, dage: [Array], volumener: [Array] },
    '-8': { cnt: 4, dage: [Array], volumener: [Array] },
    '-1': { cnt: 5, dage: [Array], volumener: [Array] },
    '-19': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 29,
  cPlus: 12,
  minVol: 224246,
  maxVol: 15374442
}
{
  uid: 'a8dc188b-cae8-40c0-99e8-f561f4339751',
  ticker: 'UWGN',
  navn: 'HVAC',
  stat: {
    '1': { cnt: 3, dage: [Array], volumener: [Array] },
    '2': { cnt: 4, dage: [Array], volumener: [Array] },
    '4': { cnt: 5, dage: [Array], volumener: [Array] },
    '5': { cnt: 2, dage: [Array], volumener: [Array] },
    '6': { cnt: 2, dage: [Array], volumener: [Array] },
    '7': { cnt: 5, dage: [Array], volumener: [Array] },
    '9': { cnt: 2, dage: [Array], volumener: [Array] },
    '10': { cnt: 1, dage: [Array], volumener: [Array] },
    '16': { cnt: 1, dage: [Array], volumener: [Array] },
    '-2': { cnt: 2, dage: [Array], volumener: [Array] },
    '-16': { cnt: 1, dage: [Array], volumener: [Array] },
    '-58': { cnt: 1, dage: [Array], volumener: [Array] },
    '-34': { cnt: 1, dage: [Array], volumener: [Array] },
    '-4': { cnt: 4, dage: [Array], volumener: [Array] },
    '-3': { cnt: 4, dage: [Array], volumener: [Array] },
    '-1': { cnt: 7, dage: [Array], volumener: [Array] },
    '-12': { cnt: 1, dage: [Array], volumener: [Array] },
    '-42': { cnt: 1, dage: [Array], volumener: [Array] },
    '-13': { cnt: 1, dage: [Array], volumener: [Array] },
    '-5': { cnt: 3, dage: [Array], volumener: [Array] },
    '-10': { cnt: 2, dage: [Array], volumener: [Array] },
    '-7': { cnt: 1, dage: [Array], volumener: [Array] },
    '-8': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 23,
  cPlus: 22,
  minVol: 1080299,
  maxVol: 148541205
}
{
  uid: '7bedd86b-478d-4742-a28c-29d27f8dbc7d',
  ticker: 'SGZH',
  navn: 'Segezha',
  stat: {
    '1': { cnt: 10, dage: [Array], volumener: [Array] },
    '2': { cnt: 6, dage: [Array], volumener: [Array] },
    '3': { cnt: 2, dage: [Array], volumener: [Array] },
    '5': { cnt: 1, dage: [Array], volumener: [Array] },
    '11': { cnt: 1, dage: [Array], volumener: [Array] },
    '-1': { cnt: 13, dage: [Array], volumener: [Array] },
    '-6': { cnt: 1, dage: [Array], volumener: [Array] },
    '-5': { cnt: 2, dage: [Array], volumener: [Array] },
    '-3': { cnt: 6, dage: [Array], volumener: [Array] },
    '-2': { cnt: 5, dage: [Array], volumener: [Array] },
    '-4': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 15,
  cPlus: 10,
  minVol: 490940,
  maxVol: 23752388
}
{
  uid: 'eb4ba863-e85f-4f80-8c29-f2627938ee58',
  ticker: 'MTLR',
  navn: 'Mechel',
  stat: {
    '1': { cnt: 7, dage: [Array], volumener: [Array] },
    '2': { cnt: 3, dage: [Array], volumener: [Array] },
    '3': { cnt: 4, dage: [Array], volumener: [Array] },
    '4': { cnt: 5, dage: [Array], volumener: [Array] },
    '5': { cnt: 3, dage: [Array], volumener: [Array] },
    '-2': { cnt: 6, dage: [Array], volumener: [Array] },
    '-1': { cnt: 15, dage: [Array], volumener: [Array] },
    '-4': { cnt: 4, dage: [Array], volumener: [Array] },
    '-6': { cnt: 2, dage: [Array], volumener: [Array] },
    '-3': { cnt: 2, dage: [Array], volumener: [Array] }
  },
  cMin: 14,
  cPlus: 15,
  minVol: 3683364,
  maxVol: 85606616
}
{
  uid: '127361c2-32ec-448c-b3ec-602166f537ea',
  ticker: 'POLY',
  navn: 'polymetal',
  stat: {
    '1': { cnt: 8, dage: [Array], volumener: [Array] },
    '2': { cnt: 5, dage: [Array], volumener: [Array] },
    '3': { cnt: 1, dage: [Array], volumener: [Array] },
    '4': { cnt: 1, dage: [Array], volumener: [Array] },
    '5': { cnt: 1, dage: [Array], volumener: [Array] },
    '6': { cnt: 1, dage: [Array], volumener: [Array] },
    '17': { cnt: 1, dage: [Array], volumener: [Array] },
    '-1': { cnt: 17, dage: [Array], volumener: [Array] },
    '-17': { cnt: 1, dage: [Array], volumener: [Array] },
    '-21': { cnt: 1, dage: [Array], volumener: [Array] },
    '-8': { cnt: 1, dage: [Array], volumener: [Array] },
    '-3': { cnt: 4, dage: [Array], volumener: [Array] },
    '-2': { cnt: 1, dage: [Array], volumener: [Array] },
    '-5': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 9,
  cPlus: 10,
  minVol: 145744,
  maxVol: 19412247
}
{
  uid: '8e2b0325-0292-4654-8a18-4f63ed3b0e09',
  ticker: 'VTBR',
  navn: 'VTB Bank',
  stat: {
    '1': { cnt: 13, dage: [Array], volumener: [Array] },
    '2': { cnt: 1, dage: [Array], volumener: [Array] },
    '3': { cnt: 3, dage: [Array], volumener: [Array] },
    '4': { cnt: 2, dage: [Array], volumener: [Array] },
    '-1': { cnt: 23, dage: [Array], volumener: [Array] },
    '-2': { cnt: 5, dage: [Array], volumener: [Array] },
    '-5': { cnt: 1, dage: [Array], volumener: [Array] },
    '-4': { cnt: 1, dage: [Array], volumener: [Array] }
  },
  cMin: 7,
  cPlus: 6,
  minVol: 2986414,
  maxVol: 18656181
}

Korrelation af 90 dages vækst på 2 % eller mere pr. dag

Bevægelse sammen med Detsky Mir (DSKY) DEK (DVEC) Red October (KROT) Bevægelse sammen med Kazanorgsintez – ordinære aktier (KZOS) TNS Energo Voronezh (VRSB) Bevægelse sammen med Samolet Group of Companies (SMLT) Mechel – Præferenceaktier (MTLRP) Bevægelse sammen med Saratov Refinery – foretrukne aktier (KRKNP) United Aircraft Corporation (UNAC) Bevægelse sammen med Inter RAO UES (IRAO) Yakovlev (IRKT) LSR Group (LSRG) FESCO (FESH) Bevægelse sammen med Sber Bank (SBER) Sber Bank – foretrukne aktier (SBERP) Bevægelse sammen med MTS (MTSS) Mor og Barn (MDMG) Novoship – JSC (NOMP) Bevægelse sammen med LUKOIL (LKOH) SOLLERS (SVAV) Mor og Barn (MDMG) DEK (DVEC) DVMP (FESH) Unipro (UPRO ) NMTP (NMTP) Flytter sammen med RUSAL (RUAL) En+ (ENPG) Yakovlev (IRKT) United Aircraft Corporation (UNAC) Kazanorgsintez – foretrukne aktier (KZOSP) VTB Bank (VTBR) NKHP (NKHP) GTM (GTRK) NLMK ( NLMK) ) Udmurtneft (UDMN) Surgutneftegaz (SNGS) Bevægelse sammen med PhosAgro (PHOR) Krasnogorsk plante opkaldt efter. S.A. Zvereva – foretrukne aktier (KZIZP) IDGC of Volga (MRKV) VK (VKCO) Tattelecom (TTLK) SOLLERS (SVAV) EL5-Energo (ELFV) Belon (BLNG) ChZPSN (PRFN) NKHP (NKHP) GTM (GTRK) M.video ( MVID) Permenergosbyt – foretrukne aktier (PMSBP) Mechel (MTLR) DEK (DVEC) TGK-14 (TGKN) Rosseti Center (MRKC) FSK Rosseti (FEES) Kaluga Sales Company (KLSB) Rosseti North-West (MRKZ) Surgutneftegaz – foretrukket aktier (SNGSP) Raspadskaya (RASP) TNS Energo Voronezh (VRSB) Segezha (SGZH) IDGC of Siberia (MRKS) Rusolovo (ROLO) Polyus (PLZL) Andenproducerende virksomhed for engroselektricitetsmarkedet (OGKB) Ashinsky Metallurgical Plant (AMEZ) TGC -2 – foretrukne aktier (TGKBP) Rosneft (ROSN) EuroTrans (EUTR) Mechel – Preferred Shares (MTLRP) Pipe Metallurgical Company (TRMK) Softline (SOFL) Rosseti Ural (MRKU) IDGC of the South (MRKY) Movement sammen med Norilsk Nickel (GMKN) Yakovlev (IRKT) United Aircraft Corporation (UNAC) LSR Group (LSRG) Etalon Group PLC GDR (ETLN) HeadHunter Group PLC (HHRU) MGTS – foretrukne aktier (MGTSP) ALROSA (ALRS) Mechel (MTLR) Gazprom (GAZP) Rostelecom (RTKM) Inter RAO UES (IRAO) Novabev Group (BELU) FESCO (FESH) Andet generatorselskab for engroselektricitetsmarkedet (OGKB) Globaltrans Investment PLC (GLTR) Udmurtneft (UDMN) MKB (CBOM) EuroTrans (EUTR) Mechel – Preferred Shares (MTLRP) Pipe Metallurgical Company ( TRMK) Saratov Oil Refinery – foretrukne aktier (KRKNP) Bevægelse sammen med Rosseti Center og Volga Region (MRKP) NKHP (NKHP) DEK (DVEC) Permenergosbyt (PMSB) Bevægelse sammen med Lenenergo – præferenceaktie (LSNGP) Kaluga Sales Company (KLSB)

Korrelation af et 90-dages fald på 2 % eller mere pr. dag

Bevægelse sammen med FSK Rosseti (FEES) IDGC of Siberia (MRKS) Bevægelse sammen med Rosseti Center og Volga Region (MRKP) Fix Price Group (FIXP) ChZPSN (PRFN) Rusolovo (ROLO) Bevægelse sammen med Lenta (LENT) SOLLERS (SVAV) Kaluga Salgsselskab (KLSB) Movement sammen med Samolet Group (SMLT) Yakovlev (IRKT) Cian ADR (CIAN) GTM (GTRK) Red October (KROT) Movement sammen med Sovcomflot (FLOT) Globaltrans Investment PLC (GLTR) Movement sammen med Rosseti Moskva region ( MSRS) SOLLERS (SVAV) Lenenergo (LSNG) Bevægelse sammen med VTB Bank (VTBR) SOLLERS (SVAV) Bevægelse sammen med MTS (MTSS) NCSP (NMTP) Bevægelse sammen med Bashneft – foretrukne aktier (BANEP) Rosseti North-West ( MRKZ) FESH (FESH) Sydens IDGC (MRKY) Flytter sammen med RUSAL (RUAL) YATEK (YAKG) Rosseti North-West (MRKZ) Ashinsky Metallurgical Plant (AMEZ) Flytter sammen med Inter RAO UES (IRAO) En+ (ENPG) VSMPO-AVISMA ( VSMO) SOLLERS (SVAV) Krasnogorsk-anlæg opkaldt efter. S.A. Zvereva – JSC (KZIZ) Fix Price Group (FIXP) MGTS – foretrukne aktier (MGTSP) Slavneft (SLAV) ChZPSN (PRFN) Aeroflot (AFLT) RUSAL (RUAL) Obuv Rossii (ORUP) TGK-14 (TGKN) Lenenergo (LSNG) YATEK (YAKG) Rosseti Moskva-regionen (MSRS) Rosseti North-West (MRKZ) Novoship – foretrukne aktier (NOMPP) Unipro (UPRO) Globaltrans Investment PLC (GLTR) NCSP (NMTP) Ashinsky Metallurgical Plant (AMEZ) Saratov Refinery – foretrukne aktier ( KRKNP ) Bevægelse sammen med Lenenergo – foretrukne aktier (LSNGP) Ufaorgsintez – foretrukne aktier (UFOSP) SOLLERS (SVAV) NITEL (NTZL) CHZPSN (PRFN) Aeroflot (AFLT) DEK (DVEC) Lenenergo (LSNG) Rosseti North-West (MRKZ) Unipro (UPRO) NMTP (NMTP) Bevægelse sammen med Polyus (PLZL) Tattelecom (TTLK) SOLLERS (SVAV) Etalon Group PLC GDR (ETLN) Fix Price Group (FIXP) HeadHunter Group PLC (HHRU) CHZPSN (PRFN) Bank St. ( BSPB) Lenenergo (LSNG) YATEK (YAKG) Kaluga Sales Company (KLSB) Rosseti North-West (MRKZ) QIWI (QIWI) FESCO (FESH) Unipro (UPRO) IDGC of Siberia (MRKS) Globaltrans Investment PLC (GLTR) Ashinsky Metallurgical Plant (AMEZ) ) IDGC of the South (MRKY) Movement sammen med Rosneft (ROSN) Etalon Group PLC GDR (ETLN) Seligdar (SELG) Obuv Rossii (ORUP) Bank St. Petersburg (BSPB) Rosseti North-West (MRKZ) FESCO (FESH) Unipro (UPRO ) Bevægelse sammen med Rostelecom – Preferred shares (RTKMP) SOLLERS (SVAV) Etalon Group PLC GDR (ETLN) HeadHunter Group PLC (HHRU) Kaluga Sales Company (KLSB) RussNeft (RNFT) FESCO (FESH) NCSP ( NMTP) Surgutneftegaz (SNGS) Bevægelse sammen med PhosAgro (PHOR)En+ (ENPG) Ufaorgsintez – foretrukne aktier (UFOSP) Yakovlev (IRKT) IDGC of Volga (MRKV) VSMPO-AVISMA (VSMO) United Aircraft Corporation (UNAC) LSR Group (LSRG) VK (VKCO) Tattelecom (TTLK) Central Telegraph (CNTL) ) ) SOLLERS (SVAV) Krasnogorsk anlæg opkaldt efter. S.A. Zvereva – JSC (KZIZ) Etalon Group PLC GDR (ETLN) Rostelecom – Præferenceaktier (RTKMP) Kazanorgsintez – præferenceaktier (KZOSP) Whoosh (WUSH) KAMAZ (KMAZ) Kazanorgsintez – ordinære aktier (KZOS) Fix Price Group (GEMC) Group (FIXP) HeadHunter Group PLC (HHRU) Lenzoloto (LNZL) MGTS – foretrukne aktier (MGTSP) EL5-Energo (ELFV) Seligdar (SELG) Tatneft – foretrukne aktier (TATNP) Slavneft (SLAV) NITEL (NTZL) Belon (BLNG) CHZPSN (PRFN) Urban Innovative Technologies (GRNT) Magnitogorsk Iron and Steel Works (MAGN) VTB Bank (VTBR) Bashneft (BANE) Aeroflot (AFLT) Cyan ADR (CIAN) RUSAL (RUAL) Obuv Rossii (ORUP) Sber Bank (SBER) Mor og barn (MDMG) Bashneft – foretrukne aktier (BANEP) Rosseti Center og Volga-regionen (MRKP) Sovcomflot (FLOT) Permenergosbyt – foretrukne aktier (PMSBP) Tatneft (TATN) X5 RetailGroup GDR (FEM) Mechel (MTLR) DEK (DVEC) Sber Bank – foretrukne aktier (SBERP) Rostelecom (RTKM) Bank St. Petersburg (BSPB) MTS (MTSS) Astra Group (ASTR) TGK-14 (TGKN) RKK Energy opkaldt efter S.P. Korolev (RKKE) Lenenergo (LSNG) Rosseti Center ( MRKC) FSK Rosseti (GEBYR) Krasny Oktyabr (KROT) Permenergosbyt (PMSB) YATEK (YAKG) TGK-2 (TGKB) Kaluga Sales Company (KLSB) ChMK (CHMK) ZIL – foretrukne aktier (ZILLP) RussNeft (RNFT) Rosseti Moskva-regionen (MSRS) Rosseti North-West (MRKZ) QIWI (QIWI) Inter RAO UES (IRAO) RusHydro (HYDR) NLMK (NLMK) Novabev Group (BELU) TCS Group (TCSG) Surgutneftegaz – foretrukne aktier (SNGSP) Yandex (YNDX) FESCO (FESH) NOVATEK (NVTK) YuUNK (UNKL) Nizhnekamskneftekhim (NKNC) Novoship – foretrukne aktier (NOMPP) TNS energo Voronezh (VRSB) Segezha (SGZH) Lenenergo – foretrukne aktier (LSNGP) Norilsk Nickel (GMKN) Moscow Exchange (MOEX) (UPRO) IDGC of Siberia (MRKS) Rusolovo (ROLO) Mosenergo (MSNG) AFK Sistema (AFKS) Polyus (PLZL) Ozon Holdings PLC (OZON) LUKOIL (LKOH) Andenproducerende virksomhed på engroselektricitetsmarkedet (OGKB) Globaltrans Investment PLC (GLTR) Udmurtneft (UDMN) NCSP (NMTP) TGK-1 (TGKA) Surgutneftegaz (SNGS) Asha Metallurgical Plant (AMEZ) AbrauDurso (ABRD) Central Telegraph – foretrukne aktier (CNTLP) PIK (PIKK) Rosneft (ROSN) EuroTrans (EUTR) ) Mechel – Preferred shares (MTLRP) Pipe Metallurgical Company (TRMK) IDGC of the South (MRKY) Saratov Raffinaderi – præferenceaktier (KRKNP) Severstal (CHMF) Movement sammen med Tatneft – foretrukne aktier (TATNP)Etalon Group PLC GDR (ETLN) Seligdar (SELG) Obuv Rossii (ORUP) Tatneft (TATN) X5 RetailGroup GDR (FEM) Rostelecom (RTKM) Bank St. Petersburg (BSPB) RussNeft (RNFT) Rosseti North-West (MRKZ) RusHydro ( HYDR) Surgutneftegaz – foretrukne aktier (SNGSP) Yandex (YNDX) FESCO (FESH) NOVATEK (NVTK) Unipro (UPRO) NCSP (NMTP) Surgutneftegaz (SNGS) Rosneft (ROSN) Movement sammen med Sber Bank (SBER) United Yakovlev (IRKT) aircraft corporation (UNAC) VK (VKCO) Tattelecom (TTLK) SOLLERS (SVAV) Etalon Group PLC GDR (ETLN) Whoosh (WUSH) KAMAZ (KMAZ) Fix Price Group (FIXP) HeadHunter Group PLC (HHRU) CHZPSN (PRFN) Tatneft ( TATN) X5 RetailGroup GDR (FEM) Sber Bank – foretrukne aktier (SBERP) Bank St. Petersburg (BSPB) TGK-14 (TGKN) Lenenergo (LSNG) Rosseti Center (MRKC) FGC Rosseti (GEBYRER) YATEK (YAKG) Kaluga Sales Company (KLSB) RussNeft (RNFT) Rosseti North-West (MRKZ) QIWI (QIWI) FESH (FESH) YuUNK (UNKL) Unipro (UPRO) IDGC of Siberia (MRKS) Polyus (PLZL) Globaltrans Investment PLC (GLTR) NMTP (NMTP) Ashinsky Metallurgical Plant (AMEZ) IDGC of the South (MRKY) Movement sammen med Tatneft (TATN) Etalon Group PLC GDR (ETLN) X5 RetailGroup GDR (FIVE) Bank St. Petersburg (BSPB) RussNeft (RNFT) Rosseti North-West (MRKZ) ) FESCO (FESH) ) Unipro (UPRO) NCSP (NMTP) Bevægelse sammen med Sber Bank – foretrukne aktier (SBERP) Yakovlev (IRKT) United Aircraft Corporation (UNAC) VK (VKCO) Tattelecom (TTLK) SOLLERS (SVAV) Etalon Group PLC GDR (ETLN) Whoosh (WUSH) KAMAZ (KMAZ) Fix Price Group (FIXP) HeadHunter Group PLC (HHRU) CHZPSN (PRFN) Sber Bank (SBER) Tatneft (TATN) X5 RetailGroup GDR (FEM) Bank St. Petersburg (BSPB) TGK-14 (TGKN) ) Lenenergo (LSNG) Rosseti Center (MRKC) FGC Rosseti (GEBYR) YATEK (YAKG) Kaluga Sales Company (KLSB) RussNeft (RNFT) Rosseti North-West (MRKZ) QIWI (QIWI) FESH (FESH) UNKL (UNKL) Unipro ( UPRO) IDGC of Siberia (MRKS) Polyus (PLZL) Globaltrans Investment PLC (GLTR) NCSP (NMTP) Ashinsky Metallurgical Plant (AMEZ) IDGC of the South (MRKY) Movement sammen med Novabev Group (BELU) Yakovlev (IRKT) Bevægelse sammen med Norilsk Nickel (GMKN) )En+ (ENPG) Ufaorgsintez – foretrukne aktier (UFOSP) Yakovlev (IRKT) IDGC of Volga (MRKV) VSMPO-AVISMA (VSMO) United Aircraft Corporation (UNAC) LSR Group (LSRG) VK (VKCO) Tattelecom (TTLK) Central Telegraph (CNTL) ) ) SOLLERS (SVAV) Krasnogorsk anlæg opkaldt efter. S.A. Zvereva – JSC (KZIZ) Etalon Group PLC GDR (ETLN) Rostelecom – Præferenceaktier (RTKMP) Kazanorgsintez – præferenceaktier (KZOSP) Whoosh (WUSH) KAMAZ (KMAZ) Kazanorgsintez – ordinære aktier (KZOS) Fix Price Group (GEMC) Group (FIXP) PhosAgro (PHOR) HeadHunter Group PLC (HHRU) Lenzoloto (LNZL) MGTS – foretrukne aktier (MGTSP) EL5-Energo (ELFV) Seligdar (SELG) Tatneft – foretrukne aktier (TATNP) Slavneft (SLAV) NITEL (NTZL) Belon (BLNG) CHZPSN (PRFN) Urban Innovative Technologies (GRNT) Magnitogorsk Iron and Steel Works (MAGN) VTB Bank (VTBR) Bashneft (BANE) Aeroflot (AFLT) Cian ADR (CIAN) RUSAL (RUAL) Obuv Rossii (ORUP) Sber Bank (SBER) Mor og barn (MDMG) Bashneft – foretrukne aktier (BANEP) Rosseti Center og Volga-regionen (MRKP) Sovcomflot (FLOT) Permenergosbyt – foretrukne aktier (PMSBP) Tatneft (TATN) X5 RetailGroup GDR (FEM) Mechel (MTLR) DEK (DVEC) ) Sber Bank – foretrukne aktier (SBERP) Rostelecom (RTKM) Bank St. Petersburg (BSPB) MTS (MTSS) Astra Group (ASTR) TGK-14 (TGKN) RKK Energy opkaldt efter S.P. Korolev (RKKE) Lenenergo ( LSNG ) Rosseti Center (MRKC) FGC Rosseti (GEBYR) Krasny Oktyabr (KROT) Permenergosbyt (PMSB) YATEK (YAKG) TGK-2 (TGKB) Kaluga Sales Company (KLSB) ChMK (CHMK) ZIL – foretrukne aktier (ZILLP) RussNeft ( RNFT ) Rosseti Moskva-regionen (MSRS) Rosseti North-West (MRKZ) QIWI (QIWI) Inter RAO UES (IRAO) RusHydro (HYDR) NLMK (NLMK) Novabev Group (BELU) TCS Group (TCSG) Surgutneftegaz – foretrukne aktier (SNGSP) Yandex (YNDX) FESH (FESH) NOVATEK (NVTK) YuUNK (UNKL) Nizhnekamskneftekhim (NKNC) Novoship – foretrukne aktier (NOMPP) TNS energo Voronezh (VRSB) Segezha (SGZH) Lenenergo – foretrukne aktier (LSNGP) Moskva Exchange (MOEX) ( UPRO) IDGC of Siberia (MRKS) Rusolovo (ROLO) Mosenergo (MSNG) AFK Sistema (AFKS) Polyus (PLZL) Ozon Holdings PLC (OZON) LUKOIL (LKOH) Andenproducerende virksomhed på engroselektricitetsmarkedet (OGKB) Globaltrans Investment PLC (GLTR) Udmurtneft (UDMN) NCSP (NMTP) TGK-1 (TGKA) Surgutneftegaz (SNGS) Asha Metallurgical Plant (AMEZ) AbrauDurso (ABRD) Central Telegraph – foretrukne aktier (CNTLP) PIK (PIKK) Rosneft (ROSN) EuroTrans (EUTR) ) Mechel – Preferred shares (MTLRP) Pipe Metallurgical Company (TRMK) IDGC of the South (MRKY) Saratov Refinery – Preference shares (KRKNP) Severstal (CHMF) Movement sammen med LUKOIL (LKOH)En+ (ENPG) Yakovlev (IRKT) United Aircraft Corporation (UNAC) VK (VKCO) Tattelecom (TTLK) SOLLERS (SVAV) Etalon Group PLC GDR (ETLN) Rostelecom – Foretrukne aktier (RTKMP) Whoosh (WUSH) KAMAZ (KMAZ) Fastpris Group (FIXP) HeadHunter Group PLC (HHRU) Seligdar (SELG) Tatneft – foretrukne aktier (TATNP) ChZPSN (PRFN) Magnitogorsk Iron and Steel Works (MAGN) Obuv Rossii (ORUP) Sber Bank (SBER) Bashneft – foretrukne aktier (BANEP) Sovcomflot (FLOT) Tatneft (TATN) X5 RetailGroup GDR (FEM) Sber Bank – foretrukne aktier (SBERP) Rostelecom (RTKM) Bank St. Petersburg (BSPB) TGK-14 (TGKN) Lenenergo (LSNG) Rosseti Center (MRKC) FSK Rosseti ( GEBYRER) YATEK (YAKG) Kaluga Sales Company (KLSB) RussNeft (RNFT) Rosseti North-West (MRKZ) QIWI (QIWI) RusHydro (HYDR) TCS Group (TCSG) Surgutneftegaz – foretrukne aktier (SNGSP) Yandex (YNDX) FESCO ( FESH) ) NOVATEK (NVTK) YuUNK (UNKL) Unipro (UPRO) IDGC of Siberia (MRKS) AFK Sistema (AFKS) Polyus (PLZL) Ozon Holdings PLC (OZON) Globaltrans Investment PLC (GLTR) NMTP (NMTP) Surgutneftegaz (SNGS) Ashinsky Metallurgical Plant ( AMEZ) Rosneft (ROSN) IDGC i Syd (MRKY) Saratov Oil Refinery – foretrukne aktier (KRKNP) Bevægelse sammen med Transneft – foretrukne aktier (TRNFP) Krasnogorsk Plant opkaldt efter. S.A. Zverev – foretrukne aktier (KZIZP) Obneftegazgeologiya – foretrukne aktier (OBNEP) Magnit (MGNT) SPB Exchange (SPBE) Krasnogorsk-anlæg opkaldt efter. S.A. Zvereva – JSC (KZIZ) Etalon Group PLC GDR (ETLN) United Medical Group (GEMC) MGTS – foretrukne aktier (MGTSP) Seligdar (SELG) RusAgro (AGRO) Slavneft (SLAV) Belon (BLNG) Aeroflot (AFLT) KarMani (CARM) Obuv Rossii (ORUP) M.video (MVID) Bank St. Petersburg (BSPB) RussNeft (RNFT) Rosseti North-West (MRKZ) FESCO (FESH) INARCTIKA (AQUA) Novoship – foretrukne aktier (NOMPP) Unipro (UPRO) NCSP ( NMTP) Surgutneftegaz (SNGS) Rosneft (ROSN) Flytning med Gazprom (GAZP)Yakovlev (IRKT) United Aircraft Corporation (UNAC) Tattelecom (TTLK) SOLLERS (SVAV) SPB Exchange (SPBE) Etalon Group PLC GDR (ETLN) Rostelecom – Preferred Shares (RTKMP) Fix Price Group (FIXP) HENDERSON (HNFG) HeadHunter Group PLC (HHRU) Seligdar (SELG) RusAgro (AGRO) VEON (VEON-RX) NITEL (NTZL) ChZPSN (PRFN) KarMani (CARM) NKHP (NKHP) Obuv Rossii (ORUP) Genetiko (GECO) GTM (GTRK) M.video ( MVID) Bashneft – foretrukne aktier (BANEP) Sovcomflot (FLOT) Mostotrest (MSTT) DEK (DVEC) Bank St. Petersburg (BSPB) Lenenergo (LSNG) Rosseti Center (MRKC) Positive Technologies (POSI) FGC Rosseti (GEBYRER) YATEK (YAKG) ) ) Kaluga Sales Company (KLSB) ChMK (CHMK) RussNeft (RNFT) Rosseti North-West (MRKZ) QIWI (QIWI) Nauka-Svyaz (NSVZ) TCS Group (TCSG) FESCO (FESH) UNK (UNKL) INARCTIKA (AQUA) Unipro (UPRO) IDGC of Siberia (MRKS) Polyus (PLZL) Globaltrans Investment PLC (GLTR) NCSP (NMTP) Surgutneftegaz (SNGS) Ashinsky Metallurgical Plant (AMEZ) AbrauDurso (ABRD) Central Telegraph – foretrukne aktier (CNTLP) Rosneft (ROSN) Rosseti Ural (MRKU) IDGC i Syd (MRKY) Saratov-raffinaderiet – foretrukne aktier (KRKNP)