I was puzzled by the question of which stocks rise the most and fall 2% per day. Provided that the closing price of the day should be higher than the opening price by this same 2% or more. At the same time, what happened during the day is not important. The first experiments showed that the leaders were the shares of the farthest echelon. Therefore, I cut them down by volatility and got the following TOP, which is given below. Next, the question arose: which stocks correlate with each other in growth and decline? I collected a sample of such stocks, drum roll… for 365 days, only SBER + SBERP correlate one to one. Over 180 days there are a little more, but mostly general declines, which can be attributed to the general decline of the market. Therefore, the list is given for 90 days. What conclusions can be drawn? If PHOR moves by 2%, then consider the entire market to be moving)) Otherwise, interesting data for automating trading and supplementing advisors. Prepared scripts to play around with yourself here . It’s very easy to launch, you need to add token to the config and then npx ts-node and specify this file.
How to read: ‘1’: { cnt: 3, days: [Array], volumes: [Array] }, ‘1’ – movement in percentage cnt: 3 – number of such days cPlus: 22 – number of days with growth cMin: 23 — number of days with a fall
TOP stocks growing by 2% or more per day
{
uid: 'a8dc188b-cae8-40c0-99e8-f561f4339751',
ticker: 'UWGN',
name: 'HVAC',
stat: {
'1': { cnt: 3, days: [Array], volumes: [Array] },
'2': { cnt: 4, days: [Array], volumes: [Array] },
'4': { cnt: 5, days: [Array], volumes: [Array] },
'5': { cnt: 2, days: [Array], volumes: [Array] },
'6': { cnt: 2, days: [Array], volumes: [Array] },
'7': { cnt: 5, days: [Array], volumes: [Array] },
'9': { cnt: 2, days: [Array], volumes: [Array] },
'10': { cnt: 1, days: [Array], volumes: [Array] },
'16': { cnt: 1, days: [Array], volumes: [Array] },
'-2': { cnt: 2, days: [Array], volumes: [Array] },
'-16': { cnt: 1, days: [Array], volumes: [Array] },
'-58': { cnt: 1, days: [Array], volumes: [Array] },
'-34': { cnt: 1, days: [Array], volumes: [Array] },
'-4': { cnt: 4, days: [Array], volumes: [Array] },
'-3': { cnt: 4, days: [Array], volumes: [Array] },
'-1': { cnt: 7, days: [Array], volumes: [Array] },
'-12': { cnt: 1, days: [Array], volumes: [Array] },
'-42': { cnt: 1, days: [Array], volumes: [Array] },
'-13': { cnt: 1, days: [Array], volumes: [Array] },
'-5': { cnt: 3, days: [Array], volumes: [Array] },
'-10': { cnt: 2, days: [Array], volumes: [Array] },
'-7': { cnt: 1, days: [Array], volumes: [Array] },
'-8': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 23,
cPlus: 22,
minVol: 1080299,
maxVol: 148541205
}
{
uid: '5a3a39f4-3bd5-47a2-8719-ce3e203fd10d',
ticker: 'GRNT',
name: 'Urban Innovative Technologies',
stat: {
'1': { cnt: 5, days: [Array], volumes: [Array] },
'2': { cnt: 1, days: [Array], volumes: [Array] },
'3': { cnt: 4, days: [Array], volumes: [Array] },
'4': { cnt: 1, days: [Array], volumes: [Array] },
'5': { cnt: 2, days: [Array], volumes: [Array] },
'6': { cnt: 1, days: [Array], volumes: [Array] },
'11': { cnt: 1, days: [Array], volumes: [Array] },
'14': { cnt: 1, days: [Array], volumes: [Array] },
'15': { cnt: 1, days: [Array], volumes: [Array] },
'22': { cnt: 1, days: [Array], volumes: [Array] },
'24': { cnt: 1, days: [Array], volumes: [Array] },
'34': { cnt: 1, days: [Array], volumes: [Array] },
'-45': { cnt: 1, days: [Array], volumes: [Array] },
'-48': { cnt: 1, days: [Array], volumes: [Array] },
'-12': { cnt: 1, days: [Array], volumes: [Array] },
'-20': { cnt: 2, days: [Array], volumes: [Array] },
'-42': { cnt: 1, days: [Array], volumes: [Array] },
'-13': { cnt: 3, days: [Array], volumes: [Array] },
'-11': { cnt: 2, days: [Array], volumes: [Array] },
'-9': { cnt: 3, days: [Array], volumes: [Array] },
'-7': { cnt: 2, days: [Array], volumes: [Array] },
'-22': { cnt: 1, days: [Array], volumes: [Array] },
'-15': { cnt: 1, days: [Array], volumes: [Array] },
'-10': { cnt: 2, days: [Array], volumes: [Array] },
'-8': { cnt: 2, days: [Array], volumes: [Array] },
'-6': { cnt: 2, days: [Array], volumes: [Array] },
'-5': { cnt: 1, days: [Array], volumes: [Array] },
'-4': { cnt: 3, days: [Array], volumes: [Array] },
'-3': { cnt: 4, days: [Array], volumes: [Array] },
'-1': { cnt: 4, days: [Array], volumes: [Array] },
'-28': { cnt: 1, days: [Array], volumes: [Array] },
'-2': { cnt: 4, days: [Array], volumes: [Array] }
},
cMin: 37,
cPlus: 15,
minVol: 3652622,
maxVol: 451442668
}
{
uid: 'eb4ba863-e85f-4f80-8c29-f2627938ee58',
ticker: 'MTLR',
name: 'Mechel',
stat: {
'1': { cnt: 7, days: [Array], volumes: [Array] },
'2': { cnt: 3, days: [Array], volumes: [Array] },
'3': { cnt: 4, days: [Array], volumes: [Array] },
'4': { cnt: 5, days: [Array], volumes: [Array] },
'5': { cnt: 3, days: [Array], volumes: [Array] },
'-2': { cnt: 6, days: [Array], volumes: [Array] },
'-1': { cnt: 15, days: [Array], volumes: [Array] },
'-4': { cnt: 4, days: [Array], volumes: [Array] },
'-6': { cnt: 2, days: [Array], volumes: [Array] },
'-3': { cnt: 2, days: [Array], volumes: [Array] }
},
cMin: 14,
cPlus: 15,
minVol: 3683364,
maxVol: 85606616
}
{
uid: '85d3979a-8e8c-4652-8b61-2c020613ee70',
ticker: 'ORUP',
name: 'Footwear of Russia',
stat: {
'1': { cnt: 7, days: [Array], volumes: [Array] },
'2': { cnt: 3, days: [Array], volumes: [Array] },
'3': { cnt: 2, days: [Array], volumes: [Array] },
'6': { cnt: 2, days: [Array], volumes: [Array] },
'7': { cnt: 1, days: [Array], volumes: [Array] },
'9': { cnt: 1, days: [Array], volumes: [Array] },
'10': { cnt: 1, days: [Array], volumes: [Array] },
'15': { cnt: 1, days: [Array], volumes: [Array] },
'29': { cnt: 1, days: [Array], volumes: [Array] },
'-3': { cnt: 7, days: [Array], volumes: [Array] },
'-18': { cnt: 1, days: [Array], volumes: [Array] },
'-7': { cnt: 2, days: [Array], volumes: [Array] },
'-5': { cnt: 1, days: [Array], volumes: [Array] },
'-10': { cnt: 1, days: [Array], volumes: [Array] },
'-9': { cnt: 3, days: [Array], volumes: [Array] },
'-12': { cnt: 1, days: [Array], volumes: [Array] },
'-2': { cnt: 8, days: [Array], volumes: [Array] },
'-8': { cnt: 4, days: [Array], volumes: [Array] },
'-1': { cnt: 5, days: [Array], volumes: [Array] },
'-19': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 29,
cPlus: 12,
minVol: 224246,
maxVol: 15374442
}
{
uid: '127361c2-32ec-448c-b3ec-602166f537ea',
ticker: 'POLY',
name: 'Polymetal',
stat: {
'1': { cnt: 8, days: [Array], volumes: [Array] },
'2': { cnt: 5, days: [Array], volumes: [Array] },
'3': { cnt: 1, days: [Array], volumes: [Array] },
'4': { cnt: 1, days: [Array], volumes: [Array] },
'5': { cnt: 1, days: [Array], volumes: [Array] },
'6': { cnt: 1, days: [Array], volumes: [Array] },
'17': { cnt: 1, days: [Array], volumes: [Array] },
'-1': { cnt: 17, days: [Array], volumes: [Array] },
'-17': { cnt: 1, days: [Array], volumes: [Array] },
'-21': { cnt: 1, days: [Array], volumes: [Array] },
'-8': { cnt: 1, days: [Array], volumes: [Array] },
'-3': { cnt: 4, days: [Array], volumes: [Array] },
'-2': { cnt: 1, days: [Array], volumes: [Array] },
'-5': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 9,
cPlus: 10,
minVol: 145744,
maxVol: 19412247
}
{
uid: '7bedd86b-478d-4742-a28c-29d27f8dbc7d',
ticker: 'SGZH',
name: 'Segezha',
stat: {
'1': { cnt: 10, days: [Array], volumes: [Array] },
'2': { cnt: 6, days: [Array], volumes: [Array] },
'3': { cnt: 2, days: [Array], volumes: [Array] },
'5': { cnt: 1, days: [Array], volumes: [Array] },
'11': { cnt: 1, days: [Array], volumes: [Array] },
'-1': { cnt: 13, days: [Array], volumes: [Array] },
'-6': { cnt: 1, days: [Array], volumes: [Array] },
'-5': { cnt: 2, days: [Array], volumes: [Array] },
'-3': { cnt: 6, days: [Array], volumes: [Array] },
'-2': { cnt: 5, days: [Array], volumes: [Array] },
'-4': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 15,
cPlus: 10,
minVol: 490940,
maxVol: 23752388
}
{
uid: '8e2b0325-0292-4654-8a18-4f63ed3b0e09',
ticker: 'VTBR',
name: 'VTB Bank',
stat: {
'1': { cnt: 13, days: [Array], volumes: [Array] },
'2': { cnt: 1, days: [Array], volumes: [Array] },
'3': { cnt: 3, days: [Array], volumes: [Array] },
'4': { cnt: 2, days: [Array], volumes: [Array] },
'-1': { cnt: 23, days: [Array], volumes: [Array] },
'-2': { cnt: 5, days: [Array], volumes: [Array] },
'-5': { cnt: 1, days: [Array], volumes: [Array] },
'-4': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 7,
cPlus: 6,
minVol: 2986414,
maxVol: 18656181
}
TOP stocks falling 2% or more per day
{
uid: '5a3a39f4-3bd5-47a2-8719-ce3e203fd10d',
ticker: 'GRNT',
name: 'Urban Innovative Technologies',
stat: {
'1': { cnt: 5, days: [Array], volumes: [Array] },
'2': { cnt: 1, days: [Array], volumes: [Array] },
'3': { cnt: 4, days: [Array], volumes: [Array] },
'4': { cnt: 1, days: [Array], volumes: [Array] },
'5': { cnt: 2, days: [Array], volumes: [Array] },
'6': { cnt: 1, days: [Array], volumes: [Array] },
'11': { cnt: 1, days: [Array], volumes: [Array] },
'14': { cnt: 1, days: [Array], volumes: [Array] },
'15': { cnt: 1, days: [Array], volumes: [Array] },
'22': { cnt: 1, days: [Array], volumes: [Array] },
'24': { cnt: 1, days: [Array], volumes: [Array] },
'34': { cnt: 1, days: [Array], volumes: [Array] },
'-45': { cnt: 1, days: [Array], volumes: [Array] },
'-48': { cnt: 1, days: [Array], volumes: [Array] },
'-12': { cnt: 1, days: [Array], volumes: [Array] },
'-20': { cnt: 2, days: [Array], volumes: [Array] },
'-42': { cnt: 1, days: [Array], volumes: [Array] },
'-13': { cnt: 3, days: [Array], volumes: [Array] },
'-11': { cnt: 2, days: [Array], volumes: [Array] },
'-9': { cnt: 3, days: [Array], volumes: [Array] },
'-7': { cnt: 2, days: [Array], volumes: [Array] },
'-22': { cnt: 1, days: [Array], volumes: [Array] },
'-15': { cnt: 1, days: [Array], volumes: [Array] },
'-10': { cnt: 2, days: [Array], volumes: [Array] },
'-8': { cnt: 2, days: [Array], volumes: [Array] },
'-6': { cnt: 2, days: [Array], volumes: [Array] },
'-5': { cnt: 1, days: [Array], volumes: [Array] },
'-4': { cnt: 3, days: [Array], volumes: [Array] },
'-3': { cnt: 4, days: [Array], volumes: [Array] },
'-1': { cnt: 4, days: [Array], volumes: [Array] },
'-28': { cnt: 1, days: [Array], volumes: [Array] },
'-2': { cnt: 4, days: [Array], volumes: [Array] }
},
cMin: 37,
cPlus: 15,
minVol: 3652622,
maxVol: 451442668
}
{
uid: '85d3979a-8e8c-4652-8b61-2c020613ee70',
ticker: 'ORUP',
name: 'Footwear of Russia',
stat: {
'1': { cnt: 7, days: [Array], volumes: [Array] },
'2': { cnt: 3, days: [Array], volumes: [Array] },
'3': { cnt: 2, days: [Array], volumes: [Array] },
'6': { cnt: 2, days: [Array], volumes: [Array] },
'7': { cnt: 1, days: [Array], volumes: [Array] },
'9': { cnt: 1, days: [Array], volumes: [Array] },
'10': { cnt: 1, days: [Array], volumes: [Array] },
'15': { cnt: 1, days: [Array], volumes: [Array] },
'29': { cnt: 1, days: [Array], volumes: [Array] },
'-3': { cnt: 7, days: [Array], volumes: [Array] },
'-18': { cnt: 1, days: [Array], volumes: [Array] },
'-7': { cnt: 2, days: [Array], volumes: [Array] },
'-5': { cnt: 1, days: [Array], volumes: [Array] },
'-10': { cnt: 1, days: [Array], volumes: [Array] },
'-9': { cnt: 3, days: [Array], volumes: [Array] },
'-12': { cnt: 1, days: [Array], volumes: [Array] },
'-2': { cnt: 8, days: [Array], volumes: [Array] },
'-8': { cnt: 4, days: [Array], volumes: [Array] },
'-1': { cnt: 5, days: [Array], volumes: [Array] },
'-19': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 29,
cPlus: 12,
minVol: 224246,
maxVol: 15374442
}
{
uid: 'a8dc188b-cae8-40c0-99e8-f561f4339751',
ticker: 'UWGN',
name: 'HVAC',
stat: {
'1': { cnt: 3, days: [Array], volumes: [Array] },
'2': { cnt: 4, days: [Array], volumes: [Array] },
'4': { cnt: 5, days: [Array], volumes: [Array] },
'5': { cnt: 2, days: [Array], volumes: [Array] },
'6': { cnt: 2, days: [Array], volumes: [Array] },
'7': { cnt: 5, days: [Array], volumes: [Array] },
'9': { cnt: 2, days: [Array], volumes: [Array] },
'10': { cnt: 1, days: [Array], volumes: [Array] },
'16': { cnt: 1, days: [Array], volumes: [Array] },
'-2': { cnt: 2, days: [Array], volumes: [Array] },
'-16': { cnt: 1, days: [Array], volumes: [Array] },
'-58': { cnt: 1, days: [Array], volumes: [Array] },
'-34': { cnt: 1, days: [Array], volumes: [Array] },
'-4': { cnt: 4, days: [Array], volumes: [Array] },
'-3': { cnt: 4, days: [Array], volumes: [Array] },
'-1': { cnt: 7, days: [Array], volumes: [Array] },
'-12': { cnt: 1, days: [Array], volumes: [Array] },
'-42': { cnt: 1, days: [Array], volumes: [Array] },
'-13': { cnt: 1, days: [Array], volumes: [Array] },
'-5': { cnt: 3, days: [Array], volumes: [Array] },
'-10': { cnt: 2, days: [Array], volumes: [Array] },
'-7': { cnt: 1, days: [Array], volumes: [Array] },
'-8': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 23,
cPlus: 22,
minVol: 1080299,
maxVol: 148541205
}
{
uid: '7bedd86b-478d-4742-a28c-29d27f8dbc7d',
ticker: 'SGZH',
name: 'Segezha',
stat: {
'1': { cnt: 10, days: [Array], volumes: [Array] },
'2': { cnt: 6, days: [Array], volumes: [Array] },
'3': { cnt: 2, days: [Array], volumes: [Array] },
'5': { cnt: 1, days: [Array], volumes: [Array] },
'11': { cnt: 1, days: [Array], volumes: [Array] },
'-1': { cnt: 13, days: [Array], volumes: [Array] },
'-6': { cnt: 1, days: [Array], volumes: [Array] },
'-5': { cnt: 2, days: [Array], volumes: [Array] },
'-3': { cnt: 6, days: [Array], volumes: [Array] },
'-2': { cnt: 5, days: [Array], volumes: [Array] },
'-4': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 15,
cPlus: 10,
minVol: 490940,
maxVol: 23752388
}
{
uid: 'eb4ba863-e85f-4f80-8c29-f2627938ee58',
ticker: 'MTLR',
name: 'Mechel',
stat: {
'1': { cnt: 7, days: [Array], volumes: [Array] },
'2': { cnt: 3, days: [Array], volumes: [Array] },
'3': { cnt: 4, days: [Array], volumes: [Array] },
'4': { cnt: 5, days: [Array], volumes: [Array] },
'5': { cnt: 3, days: [Array], volumes: [Array] },
'-2': { cnt: 6, days: [Array], volumes: [Array] },
'-1': { cnt: 15, days: [Array], volumes: [Array] },
'-4': { cnt: 4, days: [Array], volumes: [Array] },
'-6': { cnt: 2, days: [Array], volumes: [Array] },
'-3': { cnt: 2, days: [Array], volumes: [Array] }
},
cMin: 14,
cPlus: 15,
minVol: 3683364,
maxVol: 85606616
}
{
uid: '127361c2-32ec-448c-b3ec-602166f537ea',
ticker: 'POLY',
name: 'Polymetal',
stat: {
'1': { cnt: 8, days: [Array], volumes: [Array] },
'2': { cnt: 5, days: [Array], volumes: [Array] },
'3': { cnt: 1, days: [Array], volumes: [Array] },
'4': { cnt: 1, days: [Array], volumes: [Array] },
'5': { cnt: 1, days: [Array], volumes: [Array] },
'6': { cnt: 1, days: [Array], volumes: [Array] },
'17': { cnt: 1, days: [Array], volumes: [Array] },
'-1': { cnt: 17, days: [Array], volumes: [Array] },
'-17': { cnt: 1, days: [Array], volumes: [Array] },
'-21': { cnt: 1, days: [Array], volumes: [Array] },
'-8': { cnt: 1, days: [Array], volumes: [Array] },
'-3': { cnt: 4, days: [Array], volumes: [Array] },
'-2': { cnt: 1, days: [Array], volumes: [Array] },
'-5': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 9,
cPlus: 10,
minVol: 145744,
maxVol: 19412247
}
{
uid: '8e2b0325-0292-4654-8a18-4f63ed3b0e09',
ticker: 'VTBR',
name: 'VTB Bank',
stat: {
'1': { cnt: 13, days: [Array], volumes: [Array] },
'2': { cnt: 1, days: [Array], volumes: [Array] },
'3': { cnt: 3, days: [Array], volumes: [Array] },
'4': { cnt: 2, days: [Array], volumes: [Array] },
'-1': { cnt: 23, days: [Array], volumes: [Array] },
'-2': { cnt: 5, days: [Array], volumes: [Array] },
'-5': { cnt: 1, days: [Array], volumes: [Array] },
'-4': { cnt: 1, days: [Array], volumes: [Array] }
},
cMin: 7,
cPlus: 6,
minVol: 2986414,
maxVol: 18656181
}
Correlation of 90 day growth of 2% or more per day
Movement together with Detsky Mir (DSKY) DEK (DVEC) Red October (KROT) Movement together with Kazanorgsintez – ordinary shares (KZOS) TNS Energo Voronezh (VRSB) Movement together with Samolet Group of Companies (SMLT) Mechel – Preferred shares (MTLRP) Movement together with Saratov Refinery – preferred shares (KRKNP) United Aircraft Corporation (UNAC) Movement together with Inter RAO UES (IRAO) Yakovlev (IRKT) LSR Group (LSRG) FESCO (FESH) Movement together with Sber Bank (SBER) Sber Bank – preferred shares (SBERP) Movement together with MTS (MTSS) Mother and Child (MDMG) Novoship – JSC (NOMP) Movement together with LUKOIL (LKOH) SOLLERS (SVAV) Mother and Child (MDMG) DEK (DVEC) DVMP (FESH) Unipro (UPRO ) NMTP (NMTP) Moving together with RUSAL (RUAL) En+ (ENPG) Yakovlev (IRKT) United Aircraft Corporation (UNAC) Kazanorgsintez – preferred shares (KZOSP) VTB Bank (VTBR) NKHP (NKHP) GTM (GTRK) NLMK (NLMK) ) Udmurtneft (UDMN) Surgutneftegaz (SNGS) Movement together with PhosAgro (PHOR) Krasnogorsk plant named after. S.A. Zvereva – preferred shares (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 – preferred shares (PMSBP) Mechel (MTLR) DEK (DVEC) TGK-14 (TGKN) Rosseti Center (MRKC) FSK Rosseti (FEES) Kaluga Sales Company (KLSB) Rosseti North-West (MRKZ) Surgutneftegaz – preferred shares (SNGSP) Raspadskaya (RASP) TNS Energo Voronezh (VRSB) Segezha (SGZH) IDGC of Siberia (MRKS) Rusolovo (ROLO) Polyus (PLZL) Second Generating Company of the Wholesale Electricity Market (OGKB) Ashinsky Metallurgical Plant (AMEZ) TGC-2 – preferred shares (TGKBP) Rosneft (ROSN) EuroTrans (EUTR) Mechel – Preferred Shares (MTLRP) Pipe Metallurgical Company (TRMK) Softline (SOFL) Rosseti Ural (MRKU) IDGC of the South (MRKY) Movement together with Norilsk Nickel (GMKN) Yakovlev (IRKT) United Aircraft Corporation (UNAC) LSR Group (LSRG) Etalon Group PLC GDR (ETLN) HeadHunter Group PLC (HHRU) MGTS – preferred shares (MGTSP) ALROSA (ALRS) Mechel (MTLR) Gazprom (GAZP) Rostelecom (RTKM) Inter RAO UES (IRAO) Novabev Group (BELU) FESCO (FESH) Second Generating Company of the Wholesale Electricity Market (OGKB) Globaltrans Investment PLC (GLTR) Udmurtneft (UDMN) MKB (CBOM) EuroTrans (EUTR) Mechel – Preferred Shares (MTLRP) Pipe Metallurgical Company ( TRMK) Saratov Oil Refinery – preferred shares (KRKNP) Movement together with Rosseti Center and Volga Region (MRKP) NKHP (NKHP) DEK (DVEC) Permenergosbyt (PMSB) Movement together with Lenenergo – preferred shares (LSNGP) Kaluga Sales Company (KLSB)
Correlation of a 90-day drop of 2% or more per day
Movement together with FSK Rosseti (FEES) IDGC of Siberia (MRKS) Movement together with Rosseti Center and Volga Region (MRKP) Fix Price Group (FIXP) ChZPSN (PRFN) Rusolovo (ROLO) Movement together with Lenta (LENT) SOLLERS (SVAV) Kaluga Sales company (KLSB) Movement together with Samolet Group (SMLT) Yakovlev (IRKT) Cian ADR (CIAN) GTM (GTRK) Red October (KROT) Movement together with Sovcomflot (FLOT) Globaltrans Investment PLC (GLTR) Movement together with Rosseti Moscow region ( MSRS) SOLLERS (SVAV) Lenenergo (LSNG) Movement together with VTB Bank (VTBR) SOLLERS (SVAV) Movement together with MTS (MTSS) NCSP (NMTP) Movement together with Bashneft – preferred shares (BANEP) Rosseti North-West (MRKZ) FESH (FESH) IDGC of the South (MRKY) Moving together with RUSAL (RUAL) YATEK (YAKG) Rosseti North-West (MRKZ) Ashinsky Metallurgical Plant (AMEZ) Moving together with Inter RAO UES (IRAO) En+ (ENPG) VSMPO-AVISMA ( VSMO) SOLLERS (SVAV) Krasnogorsk plant named after. S.A. Zvereva – JSC (KZIZ) Fix Price Group (FIXP) MGTS – preferred shares (MGTSP) Slavneft (SLAV) ChZPSN (PRFN) Aeroflot (AFLT) RUSAL (RUAL) Obuv Rossii (ORUP) TGK-14 (TGKN) Lenenergo (LSNG) YATEK (YAKG) Rosseti Moscow Region (MSRS) Rosseti North-West (MRKZ) Novoship – preferred shares (NOMPP) Unipro (UPRO) Globaltrans Investment PLC (GLTR) NCSP (NMTP) Ashinsky Metallurgical Plant (AMEZ) Saratov Refinery – preferred shares (KRKNP ) Movement together with Lenenergo – preferred shares (LSNGP) Ufaorgsintez – preferred shares (UFOSP) SOLLERS (SVAV) NITEL (NTZL) CHZPSN (PRFN) Aeroflot (AFLT) DEK (DVEC) Lenenergo (LSNG) Rosseti North-West (MRKZ) Unipro (UPRO) NMTP (NMTP) Movement together with Polyus (PLZL) Tattelecom (TTLK) SOLLERS (SVAV) Etalon Group PLC GDR (ETLN) Fix Price Group (FIXP) HeadHunter Group PLC (HHRU) CHZPSN (PRFN) Bank St. Petersburg ( 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 together with Rosneft (ROSN) Etalon Group PLC GDR (ETLN) Seligdar (SELG) Obuv Rossii (ORUP) Bank St. Petersburg (BSPB) Rosseti North-West (MRKZ) FESCO (FESH) Unipro (UPRO ) Movement together with 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) Movement together with PhosAgro (PHOR)En+ (ENPG) Ufaorgsintez – preferred shares (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 plant named after. S.A. Zvereva – JSC (KZIZ) Etalon Group PLC GDR (ETLN) Rostelecom – Preferred shares (RTKMP) Kazanorgsintez – preferred shares (KZOSP) Whoosh (WUSH) KAMAZ (KMAZ) Kazanorgsintez – ordinary shares (KZOS) United medical group (GEMC) Fix Price Group (FIXP) HeadHunter Group PLC (HHRU) Lenzoloto (LNZL) MGTS – preferred shares (MGTSP) EL5-Energo (ELFV) Seligdar (SELG) Tatneft – preferred shares (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) Mother and child (MDMG) Bashneft – preferred shares (BANEP) Rosseti Center and Volga Region (MRKP) Sovcomflot (FLOT) Permenergosbyt – preferred shares (PMSBP) Tatneft (TATN) X5 RetailGroup GDR (FIVE) Mechel (MTLR) DEK (DVEC) Sber Bank – preferred shares (SBERP) Rostelecom (RTKM) Bank St. Petersburg (BSPB) MTS (MTSS) Astra Group (ASTR) TGK-14 (TGKN) RKK Energy named after S.P. Korolev (RKKE) Lenenergo (LSNG) Rosseti Center ( MRKC) FSK Rosseti (FEES) Krasny Oktyabr (KROT) Permenergosbyt (PMSB) YATEK (YAKG) TGK-2 (TGKB) Kaluga Sales Company (KLSB) ChMK (CHMK) ZIL – preferred shares (ZILLP) RussNeft (RNFT) Rosseti Moscow region (MSRS) Rosseti North-West (MRKZ) QIWI (QIWI) Inter RAO UES (IRAO) RusHydro (HYDR) NLMK (NLMK) Novabev Group (BELU) TCS Group (TCSG) Surgutneftegaz – preferred shares (SNGSP) Yandex (YNDX) FESCO (FESH) NOVATEK (NVTK) YuUNK (UNKL) Nizhnekamskneftekhim (NKNC) Novoship – preferred shares (NOMPP) TNS energo Voronezh (VRSB) Segezha (SGZH) Lenenergo – preferred shares (LSNGP) Norilsk Nickel (GMKN) Moscow Exchange (MOEX) Unipro (UPRO) IDGC of Siberia (MRKS) Rusolovo (ROLO) Mosenergo (MSNG) AFK Sistema (AFKS) Polyus (PLZL) Ozon Holdings PLC (OZON) LUKOIL (LKOH) Second Generating Company of the Wholesale Electricity Market (OGKB) Globaltrans Investment PLC (GLTR) Udmurtneft (UDMN) NCSP (NMTP) TGK-1 (TGKA) Surgutneftegaz (SNGS) Asha Metallurgical Plant (AMEZ) AbrauDurso (ABRD) Central Telegraph – preferred shares (CNTLP) PIK (PIKK) Rosneft (ROSN) EuroTrans (EUTR) Mechel – Preferred shares (MTLRP) Pipe Metallurgical Company (TRMK) IDGC of the South (MRKY) Saratov Refinery – preferred shares (KRKNP) Severstal (CHMF) Movement together with Tatneft – preferred shares (TATNP)Etalon Group PLC GDR (ETLN) Seligdar (SELG) Obuv Rossii (ORUP) Tatneft (TATN) X5 RetailGroup GDR (FIVE) Rostelecom (RTKM) Bank St. Petersburg (BSPB) RussNeft (RNFT) Rosseti North-West (MRKZ) RusHydro ( HYDR) Surgutneftegaz – preferred shares (SNGSP) Yandex (YNDX) FESCO (FESH) NOVATEK (NVTK) Unipro (UPRO) NCSP (NMTP) Surgutneftegaz (SNGS) Rosneft (ROSN) Movement together with Sber Bank (SBER) 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) Tatneft ( TATN) X5 RetailGroup GDR (FIVE) Sber Bank – preferred shares (SBERP) Bank St. Petersburg (BSPB) TGK-14 (TGKN) Lenenergo (LSNG) Rosseti Center (MRKC) FGC Rosseti (FEES) 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 together with 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) Movement together with Sber Bank – preferred shares (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 (FIVE) Bank St. Petersburg (BSPB) TGK-14 (TGKN) ) Lenenergo (LSNG) Rosseti Center (MRKC) FGC Rosseti (FEES) 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 together with Novabev Group (BELU) Yakovlev (IRKT) Movement together with Norilsk Nickel (GMKN) )En+ (ENPG) Ufaorgsintez – preferred shares (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 plant named after. S.A. Zvereva – JSC (KZIZ) Etalon Group PLC GDR (ETLN) Rostelecom – Preferred shares (RTKMP) Kazanorgsintez – preferred shares (KZOSP) Whoosh (WUSH) KAMAZ (KMAZ) Kazanorgsintez – ordinary shares (KZOS) United medical group (GEMC) Fix Price Group (FIXP) PhosAgro (PHOR) HeadHunter Group PLC (HHRU) Lenzoloto (LNZL) MGTS – preferred shares (MGTSP) EL5-Energo (ELFV) Seligdar (SELG) Tatneft – preferred shares (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) Mother and Child (MDMG) Bashneft – preferred shares (BANEP) Rosseti Center and Volga Region (MRKP) Sovcomflot (FLOT) Permenergosbyt – preferred shares (PMSBP) Tatneft (TATN) X5 RetailGroup GDR (FIVE) Mechel (MTLR) DEK (DVEC) ) Sber Bank – preferred shares (SBERP) Rostelecom (RTKM) Bank St. Petersburg (BSPB) MTS (MTSS) Astra Group (ASTR) TGK-14 (TGKN) RKK Energy named after S.P. Korolev (RKKE) Lenenergo (LSNG ) Rosseti Center (MRKC) FGC Rosseti (FEES) Krasny Oktyabr (KROT) Permenergosbyt (PMSB) YATEK (YAKG) TGK-2 (TGKB) Kaluga Sales Company (KLSB) ChMK (CHMK) ZIL – preferred shares (ZILLP) RussNeft (RNFT ) Rosseti Moscow region (MSRS) Rosseti North-West (MRKZ) QIWI (QIWI) Inter RAO UES (IRAO) RusHydro (HYDR) NLMK (NLMK) Novabev Group (BELU) TCS Group (TCSG) Surgutneftegaz – preferred shares (SNGSP) Yandex (YNDX) FESH (FESH) NOVATEK (NVTK) YuUNK (UNKL) Nizhnekamskneftekhim (NKNC) Novoship – preferred shares (NOMPP) TNS energo Voronezh (VRSB) Segezha (SGZH) Lenenergo – preferred shares (LSNGP) Moscow Exchange (MOEX) Unipro ( UPRO) IDGC of Siberia (MRKS) Rusolovo (ROLO) Mosenergo (MSNG) AFK Sistema (AFKS) Polyus (PLZL) Ozon Holdings PLC (OZON) LUKOIL (LKOH) Second Generating Company of the Wholesale Electricity Market (OGKB) Globaltrans Investment PLC (GLTR) Udmurtneft (UDMN) NCSP (NMTP) TGK-1 (TGKA) Surgutneftegaz (SNGS) Asha Metallurgical Plant (AMEZ) AbrauDurso (ABRD) Central Telegraph – preferred shares (CNTLP) PIK (PIKK) Rosneft (ROSN) EuroTrans (EUTR) Mechel – Preferred shares (MTLRP) Pipe Metallurgical Company (TRMK) IDGC of the South (MRKY) Saratov Refinery – preferred shares (KRKNP) Severstal (CHMF) Movement together with LUKOIL (LKOH)En+ (ENPG) Yakovlev (IRKT) United Aircraft Corporation (UNAC) VK (VKCO) Tattelecom (TTLK) SOLLERS (SVAV) Etalon Group PLC GDR (ETLN) Rostelecom – Preferred shares (RTKMP) Whoosh (WUSH) KAMAZ (KMAZ) Fix Price Group (FIXP) HeadHunter Group PLC (HHRU) Seligdar (SELG) Tatneft – preferred shares (TATNP) ChZPSN (PRFN) Magnitogorsk Iron and Steel Works (MAGN) Obuv Rossii (ORUP) Sber Bank (SBER) Bashneft – preferred shares (BANEP) Sovcomflot (FLOT) Tatneft (TATN) X5 RetailGroup GDR (FIVE) Sber Bank – preferred shares (SBERP) Rostelecom (RTKM) Bank St. Petersburg (BSPB) TGK-14 (TGKN) Lenenergo (LSNG) Rosseti Center (MRKC) FSK Rosseti ( FEES) YATEK (YAKG) Kaluga Sales Company (KLSB) RussNeft (RNFT) Rosseti North-West (MRKZ) QIWI (QIWI) RusHydro (HYDR) TCS Group (TCSG) Surgutneftegaz – preferred shares (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 of the South (MRKY) Saratov Oil Refinery – preferred shares (KRKNP) Movement together with Transneft – preferred shares (TRNFP) Krasnogorsk Plant named after. S.A. Zverev – preferred shares (KZIZP) Obneftegazgeologiya – preferred shares (OBNEP) Magnit (MGNT) SPB Exchange (SPBE) Krasnogorsk plant named after. S.A. Zvereva – JSC (KZIZ) Etalon Group PLC GDR (ETLN) United medical group (GEMC) MGTS – preferred shares (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 – preferred shares (NOMPP) Unipro (UPRO) NCSP ( NMTP) Surgutneftegaz (SNGS) Rosneft (ROSN) Moving with 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 – preferred shares (BANEP) Sovcomflot (FLOT) Mostotrest (MSTT) DEK (DVEC) Bank St. Petersburg (BSPB) Lenenergo (LSNG) Rosseti Center (MRKC) Positive Technologies (POSI) FGC Rosseti (FEES) 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 – preferred shares (CNTLP) Rosneft (ROSN) Rosseti Ural ( MRKU) IDGC of the South (MRKY) Saratov Refinery – preferred shares (KRKNP)
