Estatistik kwasans, bès ak korelasyon aksyon pou 90 jou - Программирование, инвестиции и алготрейдинг

Mwen te sezi pa kesyon an nan ki aksyon monte pi plis ak tonbe 2% chak jou. Bay ke pri a fèmen nan jounen an ta dwe pi wo pase pri a ouvèti pa sa a menm 2% oswa plis. An menm tan an, sa ki te pase pandan jounen an pa enpòtan. Eksperyans yo premye te montre ke lidè yo te aksyon yo nan echèl ki pi lwen. Se poutèt sa, mwen koupe yo pa volatilité ak te resevwa TOP sa a, ki se bay anba a. Apre sa, kesyon an leve: ki aksyon ki gen rapò youn ak lòt nan kwasans ak bès? Mwen kolekte yon echantiyon nan aksyon sa yo, woulo tanbou … pou 365 jou, sèlman SBER + SBERP korelasyon youn a youn. Plis pase 180 jou gen yon ti kras plis, men sitou jeneral bès, ki ka atribiye a n bès jeneral nan mache a. Se poutèt sa, lis la bay pou 90 jou. Ki konklizyon yo ka tire? Si PHOR deplase pa 2%, Lè sa a, konsidere tout mache a ap deplase)) Sinon, done enteresan pou automatisation komès ak sipleman konseye. Prepare Scripts pou jwe ak tèt ou isit la . Li trè fasil pou lanse, ou bezwen ajoute siy nan konfigirasyon an ak Lè sa a, npx ts-node epi presize dosye sa a.

Ki jan yo li: ‘1’: { cnt: 3, jou: [Array], komèsan: [Array] }, ‘1’ – mouvman an pousantaj cnt: 3 – kantite jou sa yo cPlus: 22 – kantite jou ak kwasans cMin: 23 — kantite jou ki gen yon tonbe

Contents

Aksyon TOP ap grandi pa 2% oswa plis chak jou
TOP aksyon yo tonbe 2% oswa plis chak jou
Korelasyon nan kwasans 90 jou nan 2% oswa plis pou chak jou
Korelasyon yon gout 90 jou nan 2% oswa plis pou chak jou

Aksyon TOP ap grandi pa 2% oswa plis chak jou

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

TOP aksyon yo tonbe 2% oswa plis chak jou

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

Korelasyon nan kwasans 90 jou nan 2% oswa plis pou chak jou

Mouvman ansanm ak Detsky Mir (DSKY) DEK (DVEC) Wouj Oktòb (KROT) Mouvman ansanm ak Kazanorgsintez – aksyon òdinè (KZOS) TNS Energo Voronezh (VRSB) Mouvman ansanm ak Samolet Group of Companies (SMLT) Mechel – Aksyon prefere (MTLRP) Mouvman ansanm ak Saratov Rafineri – aksyon prefere (KRKNP) United Aircraft Corporation (UNAC) Mouvman ansanm ak Inter RAO UES (IRAO) Yakovlev (IRKT) LSR Group (LSRG) FESCO (FESH) Mouvman ansanm ak Sber Bank (SBER) Sber Bank – aksyon preferans (SBERP) Mouvman ansanm ak MTS (MTSS) Manman ak Timoun (MDMG) Novoship – JSC (NOMP) Mouvman ansanm ak LUKOIL (LKOH) SOLLERS (SVAV) Manman ak Timoun (MDMG) DEK (DVEC) DVMP (FESH) Unipro (UPRO ) NMTP (NMTP) Deplase ansanm ak RUSAL (RUAL) En+ (ENPG) Yakovlev (IRKT) United Aircraft Corporation (UNAC) Kazanorgsintez – aksyon prefere (KZOSP) VTB Bank (VTBR) NKHP (NKHP) GTM (GTRK) NLMK ( NLMK) ) Udmurtneft (UDMN) Surgutneftegaz (SNGS) Mouvman ansanm ak PhosAgro (PHOR) Krasnogorsk plant yo te rele apre. S.A. Zvereva – aksyon prefere (KZIZP) IDGC nan Volga (MRKV) VK (VKCO) Tattelecom (TTLK) SOLLERS (SVAV) EL5-Energo (ELFV) Belon (BLNG) ChZPSN (PRFN) NKHP (NKHP) GTM (GTRK) M.video (MVID) Permenergosbyt – aksyon prefere (PMSBP) Mechel (MTLR) DEK (DVEC) TGK-14 (TGKN) Rosseti Center (MRKC) FSK Rosseti (FEES) Kaluga Sales Company (KLSB) Rosseti North-West (MRKZ) Surgutneftegaz – prefere aksyon (SNGSP) Raspadskaya (RASP) TNS Energo Voronezh (VRSB) Segezha (SGZH) IDGC nan Siberia (MRKS) Rusolovo (ROLO) Polyus (PLZL) Dezyèm konpayi Generation nan mache elektrisite an gwo (OGKB) Ashinsky Metallurgical Plant (AMEZ) TGC -2 – aksyon prefere (TGKBP) Rosneft (ROSN) EuroTrans (EUTR) Mechel – Aksyon Preferans (MTLRP) Pipe Metallurgical Company (TRMK) Softline (SOFL) Rosseti Ural (MRKU) IDGC nan Sid (MRKY) Mouvman ansanm ak Norilsk Nikèl (GMKN) Yakovlev (IRKT) United Aircraft Corporation (UNAC) LSR Group (LSRG) Etalon Group PLC GDR (ETLN) HeadHunter Group PLC (HHRU) MGTS – aksyon prefere (MGTSP) ALROSA (ALRS) Mechel (MTLR) Gazprom (GAZP) Rostelecom (RTKM) Inter RAO UES (IRAO) Novabev Group (BELU) FESCO (FESH) Dezyèm konpayi génération nan mache elektrisite an gwo (OGKB) Globaltrans Investment PLC (GLTR) Udmurtneft (UDMN) MKB (CBOM) EuroTrans (EUTR) Mechel – Preferred Shares (MTLRP) Pipe Metallurgical Company (TRMK) Saratov Oil Refinery – aksyon prefere (KRKNP) Mouvman ansanm ak Rosseti Center ak Rejyon Volga (MRKP) NKHP (NKHP) DEK (DVEC) Permenergosbyt (PMSB) Mouvman ansanm ak Lenenergo – aksyon prefere (LSNGP) Konpayi Komèsyal Kaluga (KLSB)

Korelasyon yon gout 90 jou nan 2% oswa plis pou chak jou

Mouvman ansanm ak FSK Rosseti (FEES) IDGC nan Siberia (MRKS) Mouvman ansanm ak Rosseti Center and Volga Region (MRKP) Fix Price Group (FIXP) ChZPSN (PRFN) Rusolovo (ROLO) Mouvman ansanm ak Lenta (LENT) SOLLERS (SVAV) Kaluga Komèsyal konpayi (KLSB) Mouvman ansanm ak Samolet Group (SMLT) Yakovlev (IRKT) Cian ADR (CIAN) GTM (GTRK) Wouj Oktòb (KROT) Mouvman ansanm ak Sovcomflot (FLOT) Globaltrans Investment PLC (GLTR) Mouvman ansanm ak Rosseti Moskou rejyon ( MSRS) SOLLERS (SVAV) Lenenergo (LSNG) Mouvman ansanm ak VTB Bank (VTBR) SOLLERS (SVAV) Mouvman ansanm ak MTS (MTSS) NCSP (NMTP) Mouvman ansanm ak Bashneft – aksyon prefere (BANEP) Rosseti Nò-West ( MRKZ) FESH (FESH) IDGC Sid la (MRKY) Deplase ansanm ak RUSAL (RUAL) YATEK (YAKG) Rosseti North-West (MRKZ) Ashinsky Metallurgical Plant (AMEZ) Deplase ansanm ak Inter RAO UES (IRAO) En+ (ENPG) VSMPO-AVISMA (VSMO) SOLLERS (SVAV) Krasnogorsk plant yo te rele apre. S.A. Zvereva – JSC (KZIZ) Gwoup Pri ranje (FIXP) MGTS – aksyon prefere (MGTSP) Slavneft (SLAV) ChZPSN (PRFN) Aeroflot (AFLT) RUSAL (RUAL) Obuv Rossii (ORUP) TGK-14 (TGKN) Lenenergo (LSNG) YATEK (YAKG) Rosseti Moskou Rejyon (MSRS) Rosseti North-West (MRKZ) Novoship – aksyon prefere (NOMPP) Unipro (UPRO) Globaltrans Investment PLC (GLTR) NCSP (NMTP) Ashinsky Metallurgical Plant (AMEZ) Saratov Rafineri – aksyon prefere ( KRKNP ) Mouvman ansanm ak Lenenergo – aksyon prefere (LSNGP) Ufaorgsintez – aksyon prefere (UFOSP) SOLLERS (SVAV) NITEL (NTZL) CHZPSN (PRFN) Aeroflot (AFLT) DEK (DVEC) Lenenergo (LSNG) Rosseti North-West (MRKZ) Unipro (UPRO) NMTP (NMTP) Mouvman ansanm ak 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 nan Siberia (MRKS) Globaltrans Investment PLC (GLTR) Ashinsky Metallurgical Plant (AMEZ) ) IDGC nan Sid (MRKY) Mouvman ansanm ak Rosneft (ROSN) Etalon Group PLC GDR (ETLN) Seligdar (SELG) Obuv Rossii (ORUP) Bank St. Petersburg (BSPB) Rosseti North-West (MRKZ) FESCO (FESH) Unipro (UPRO ) Mouvman ansanm ak Rostelecom – Aksyon Preferans (RTKMP) SOLLERS (SVAV) Etalon Group PLC GDR (ETLN) HeadHunter Group PLC (HHRU) Kaluga Sales Company (KLSB) RussNeft (RNFT) FESCO (FESH) NCSP ( NMTP) Mouvman Surgutneftegaz (SNGS) ansanm ak PhosAgro (PHOR)En+ (ENPG) Ufaorgsintez – aksyon prefere (UFOSP) Yakovlev (IRKT) IDGC nan Volga (MRKV) VSMPO-AVISMA (VSMO) United Aircraft Corporation (UNAC) LSR Group (LSRG) VK (VKCO) Tattelecom (TTLK) Central Telegraph (CNTL) ) ) SOLLERS (SVAV) Krasnogorsk plant yo te rele apre. S.A. Zvereva – JSC (KZIZ) Etalon Group PLC GDR (ETLN) Rostelecom – Aksyon Preferans (RTKMP) Kazanorgsintez – Aksyon prefere (KZOSP) Whoosh (WUSH) KAMAZ (KMAZ) Kazanorgsintez – Aksyon òdinè (KZOS) United Medical Group (GEMC) Fikse Pri Group (FIXP) HeadHunter Group PLC (HHRU) Lenzoloto (LNZL) MGTS – aksyon prefere (MGTSP) EL5-Energo (ELFV) Seligdar (SELG) Tatneft – aksyon prefere (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) Manman ak pitit (MDMG) Bashneft – aksyon prefere (BANEP) Sant Rosseti ak Rejyon Volga (MRKP) Sovcomflot (FLOT) Permenergosbyt – aksyon prefere (PMSBP) Tatneft (TATN) X5 RetailGroup GDR (FIVE) Mechel (MTLR) DEK (DVEC) Sber Bank – aksyon pi pito (SBERP) Rostelecom (RTKM) Bank St. Petersburg (BSPB) MTS (MTSS) Astra Group (ASTR) TGK-14 (TGKN) RKK Enèji yo rele apre 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 – aksyon prefere (ZILLP) RussNeft (RNFT) Rosseti Moskou rejyon (MSRS) Rosseti North-West (MRKZ) QIWI (QIWI) Inter RAO UES (IRAO) RusHydro (HYDR) NLMK (NLMK) Novabev Group (BELU) TCS Group (TCSG) Surgutneftegaz – aksyon pi pito (SNGSP) Yandex (YNDX) FESCO (FESH) NOVATEK (NVTK) YuUNK (UNKL) Nizhnekamskneftekhim (NKNC) Novoship – aksyon prefere (NOMPP) TNS enèji Voronezh (VRSB) Segezha (SGZH) Lenenergo – aksyon prefere (LSNGP) Norilsk Nickel (GMKN) Moscow Exchange (GMKN) Moscow (UPRO) IDGC nan Siberia (MRKS) Rusolovo (ROLO) Mosenergo (MSNG) AFK Sistema (AFKS) Polyus (PLZL) Ozon Holdings PLC (OZON) LUKOIL (LKOH) Dezyèm konpayi jenere nan mache elektrisite an gwo (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 – Aksyon Preferans (MTLRP) Pipe Metallurgical Company (TRMK) IDGC nan Sid la (MRKY) Saratov Rafineri – aksyon prefere (KRKNP) Severstal (CHMF) Mouvman ansanm ak Tatneft – aksyon prefere (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 – aksyon prefere (SNGSP) Yandex (YNDX) FESCO (FESH) NOVATEK (NVTK) Unipro (UPRO) NCSP (NMTP) Surgutneftegaz (SNGS) Rosneft (ROSN) Mouvman ansanm ak Sber Bank (SBER) Yakovlev (IRKT) United konpayi avyon (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 (SENK) Sber Bank – aksyon pi pito (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 nan Siberia (MRKS) Polyus (PLZL) Globaltrans Investment PLC (GLTR) NMTP (NMTP) Ashinsky Metallurgical Plant (AMEZ) IDGC nan Sid (MRKY) Mouvman ansanm ak 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) Mouvman ansanm ak Sber Bank – aksyon prefere (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 (FRÈ) YATEK (YAKG) Kaluga Sales Company (KLSB) RussNeft (RNFT) Rosseti North-West (MRKZ) QIWI (QIWI) FESH (FESH) UNKL (UNKL) Unipro (UPRO) IDGC nan Siberia (MRKS) Polyus (PLZL) Globaltrans Investment PLC (GLTR) NCSP (NMTP) Ashinsky Metallurgical Plant (AMEZ) IDGC nan Sid (MRKY) Mouvman ansanm ak Novabev Group (BELU) Yakovlev (IRKT) Mouvman ansanm ak Norilsk Nikèl (GMKN) )En+ (ENPG) Ufaorgsintez – aksyon prefere (UFOSP) Yakovlev (IRKT) IDGC nan Volga (MRKV) VSMPO-AVISMA (VSMO) United Aircraft Corporation (UNAC) LSR Group (LSRG) VK (VKCO) Tattelecom (TTLK) Central Telegraph (CNTL) ) ) SOLLERS (SVAV) Krasnogorsk plant yo te rele apre. S.A. Zvereva – JSC (KZIZ) Etalon Group PLC GDR (ETLN) Rostelecom – Aksyon Preferans (RTKMP) Kazanorgsintez – Aksyon prefere (KZOSP) Whoosh (WUSH) KAMAZ (KMAZ) Kazanorgsintez – Aksyon òdinè (KZOS) United Medical Group (GEMC) Fikse Pri Group (FIXP) PhosAgro (PHOR) HeadHunter Group PLC (HHRU) Lenzoloto (LNZL) MGTS – aksyon prefere (MGTSP) EL5-Energo (ELFV) Seligdar (SELG) Tatneft – aksyon prefere (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) Manman ak Timoun (MDMG) Bashneft – aksyon prefere (BANEP) Sant Rosseti ak Rejyon Volga (MRKP) Sovcomflot (FLOT) Permenergosbyt – aksyon prefere (PMSBP) Tatneft (TATN) X5 RetailGroup GDR (FIVE) Mechel (MTLR) DEK (DVEC) ) Sber Bank – aksyon prefere (SBERP) Rostelecom (RTKM) Bank St. Petersburg (BSPB) MTS (MTSS) Astra Group (ASTR) TGK-14 (TGKN) RKK Enèji yo te rele apre 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 – aksyon prefere (ZILLP) RussNeft ( RNFT ) Rosseti Moskou rejyon (MSRS) Rosseti North-West (MRKZ) QIWI (QIWI) Inter RAO UES (IRAO) RusHydro (HYDR) NLMK (NLMK) Novabev Group (BELU) TCS Group (TCSG) Surgutneftegaz – aksyon prefere (SNGSP) Yandex (YNDX) FESH (FESH) NOVATEK (NVTK) YuUNK (UNKL) Nizhnekamskneftekhim (NKNC) Novoship – aksyon pi pito (NOMPP) TNS enèji Voronezh (VRSB) Segezha (SGZH) Lenenergo – aksyon pi pito (LSNGP) Moscowpro (LSNGP) Mosco (UPRO) IDGC nan Siberia (MRKS) Rusolovo (ROLO) Mosenergo (MSNG) AFK Sistema (AFKS) Polyus (PLZL) Ozon Holdings PLC (OZON) LUKOIL (LKOH) Dezyèm konpayi Generation nan mache elektrisite an gwo (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 – Aksyon Preferans (MTLRP) Pipe Metallurgical Company (TRMK) IDGC nan Sid la (MRKY) Saratov Rafineri – aksyon prefere (KRKNP) Severstal (CHMF) Mouvman ansanm ak 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 – aksyon prefere (TATNP) ChZPSN (PRFN) Magnitogorsk Iron and Steel Works (MAGN) Obuv Rossii (ORUP) Sber Bank (SBER) Bashneft – aksyon prefere (BANEP) Sovcomflot (FLOT) Tatneft (TATN) X5 RetailGroup GDR (SENK) Sber Bank – aksyon prefere (SBERP) Rostelecom (RTKM) Bank St. Petersburg (BSPB) TGK-14 (TGKN) Lenenergo (LSNG) Rosseti Center (MRKC) FSK Rosseti (FRÈ) YATEK (YAKG) Kaluga Komèsyal Konpayi (KLSB) RussNeft (RNFT) Rosseti North-West (MRKZ) QIWI (QIWI) RusHydro (HYDR) TCS Group (TCSG) Surgutneftegaz – aksyon pi pito (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 nan Sid (MRKY) Saratov Oil Refinery – aksyon pi pito (KRKNP) Mouvman ansanm ak Transneft – aksyon pi pito (TRNFP) Krasnogorsk Plant yo te rele apre. S.A. Zverev – aksyon pi pito (KZIZP) Obneftegazgeologiya – aksyon pi pito (OBNEP) Magnit (MGNT) SPB Echanj (SPBE) Krasnogorsk plant yo te rele apre. S.A. Zvereva – JSC (KZIZ) Etalon Group PLC GDR (ETLN) United Medical Group (GEMC) MGTS – aksyon prefere (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 – aksyon prefere (BANEP) Sovcomflot (FLOT) Mostotrest (MSTT) DEK (DVEC) Bank St. Petersburg (BSPB) Lenenergo (LSNG) Rosseti Center (MRKC) Teknoloji pozitif (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 nan Sid la (MRKY) Saratov Rafineri – aksyon pi pito (KRKNP)