Share-o-matic - Assessment Banks

Assessment - Banks - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Banks	282.400	Fri	0.95	279.350	1.09	224.743	54.607	24.30	USD	19.59
	L	Banco Macro	6,778.050	Fri	-1.31	7,130.650	-4.94	1,768.000	5,362.650	303.32	ARS	275.15
	L	BBVA Banco Francés	3,744.100	Fri	-0.80	4,250.450	-11.91	1,225.000	3,025.450	246.98	ARS	213.70
		Banco de Valores	324.000	Fri	8.00	279.000	16.13	129.250	149.750	115.86	ARS	87.24
	L	Banco Sabadell	1.870	Fri	0.73	1.890	-1.03	1.191	0.699	58.65	EUR	63.46
	L	BPER Banca	4.742	Fri	-0.38	4.840	-2.02	3.193	1.647	51.58	EUR	53.97
	L	Unipol	8.575	Fri	0.18	8.415	1.90	5.106	3.309	64.81	EUR	52.07
		Unicredit	36.025	Fri	0.10	34.840	3.40	23.435	11.405	48.67	EUR	43.86
	L	Deutsche Bank	15.878	Fri	-0.14	15.606	1.74	10.626	4.980	46.87	EUR	41.52
	L	Intesa Sanpaolo	3.601	Fri	0.59	3.563	1.05	2.566	0.997	38.85	EUR	35.40
	L	KB Financial	79,300.000	Fri	3.52	73,700.000	7.60	55,700.000	18,000.000	32.32	KRW	33.80
	L	American Express	242.300	Fri	1.32	234.330	3.40	152.990	81.340	53.17	USD	33.38
	L	Wells Fargo	61.890	Fri	1.00	60.190	2.82	41.340	18.850	45.60	USD	31.98
	L	Banco BPM	6.228	Fri	1.43	6.222	0.10	4.904	1.318	26.88	EUR	31.33
	L	Citigroup	63.530	Fri	0.33	62.810	1.15	42.040	20.770	49.41	USD	31.01
	L	NatWest	319.300	Fri	0.47	305.000	4.69	189.800	115.200	60.70	GBP	30.89
	L	State Bank of India	817.350	Fri	-0.30	807.800	1.18	574.350	233.450	40.65	INR	29.57
	L	Commerzbank	14.005	Fri	0.11	13.845	1.16	10.385	3.460	33.32	EUR	28.86
	L	Erste Group Bank	45.700	Fri	0.44	44.920	1.74	34.440	10.480	30.43	EUR	27.36
	L	Unicaja Banco	1.277	Fri	1.51	1.257	1.59	1.010	0.247	24.46	EUR	27.31
	L	Chiba Bank	1,297.500	Fri	0.46	1,322.500	-1.89	1,112.000	210.500	18.93	JPY	25.52
	L	Banco Santander	4.735	Fri	-0.74	4.571	3.59	3.540	1.031	29.11	EUR	25.13
	L	Credit Agricole	15.450	Fri	0.13	15.000	3.00	11.674	3.326	28.49	EUR	24.70
		Banco Bilbao Viz	9.710	Fri	1.15	9.840	-1.32	7.718	2.122	27.49	EUR	24.56
	L	Banco Comercial	0.342	Fri	1.48	0.327	4.49	0.289	0.039	13.37	EUR	24.52
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Resona	966.100	Fri	0.48	969.600	-0.36	794.100	175.500	22.10	JPY	24.50
	L	Bankinter	7.570	Fri	1.75	7.382	2.55	6.052	1.330	21.98	EUR	22.72
	L	Bank of America	38.450	Fri	0.44	37.690	2.02	28.330	9.360	33.04	USD	22.59
		JP Morgan Chase	198.770	Fri	0.64	192.000	3.53	144.080	47.920	33.26	USD	21.69
		Fukuoka	4,189.000	Fri	-0.10	4,146.000	1.04	3,950.000	196.000	4.96	JPY	21.51
		BNY Mellon	58.440	Fri	0.15	57.480	1.67	44.990	12.490	27.76	USD	20.68
	L	Westpac Banking	26.660	Fri	1.29	27.120	-1.70	21.920	5.200	23.72	AUD	20.52
	L	Bank of China	3.740	Fri	3.31	3.550	5.35	2.820	0.730	25.89	HKD	20.36
	L	Banca Mediolanum	10.790	Fri	2.57	10.280	4.96	7.962	2.318	29.11	EUR	18.69
		IBK	13,880.000	Fri	0.29	13,660.000	1.61	11,580.000	2,080.000	17.96	KRW	17.98
	L	National Australia B	33.810	Fri	0.87	34.660	-2.45	29.340	5.320	18.13	AUD	17.77
	L	Mediobanca	14.450	Fri	2.41	13.680	5.63	11.500	2.180	18.96	EUR	17.15
		Agricultural Bank	4.370	Fri	-0.23	4.350	0.46	3.580	0.770	21.51	CNY	16.60
	L	Lloyds Bank	54.300	Fri	0.67	52.180	4.06	42.130	10.050	23.85	GBP	16.34
	L	Banco del Bajio	62.200	Fri	-0.43	67.000	-7.16	57.960	9.040	15.60	MXN	16.23
	L	ICICI Bank	1,117.050	Fri	0.12	1,146.300	-2.55	945.450	200.850	21.24	INR	15.99
		Sumitomo Mitsui Trst	3,279.000	Fri	1.96	3,246.000	1.02	2,832.000	414.000	14.62	JPY	15.74
	L	Suncorp-Metway	16.250	Fri	-0.67	16.190	0.37	13.650	2.540	18.61	AUD	15.60
	L	BNP Paribas	71.200	Fri	0.84	68.230	4.35	56.810	11.420	20.10	EUR	15.55
		Danske Bank	190.750	Wed	-2.18	199.050	-4.17	168.200	30.850	18.34	DKK	15.46
	L	National Bank CA	116.020	Fri	0.66	114.130	1.66	88.220	25.910	29.37	CAD	15.27
	L	China Merchants B HK	37.850	Fri	4.56	36.050	4.99	31.150	4.900	15.73	HKD	15.14
	L	KBC	71.380	Fri	0.37	70.140	1.77	53.540	16.600	31.00	EUR	14.83
	L	FinecoBank	15.150	Fri	1.07	14.590	3.84	11.675	2.915	24.97	EUR	14.32
	L	HSBC	696.000	Fri	0.74	705.500	-1.35	609.300	96.200	15.79	GBP	14.30
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		Cdn Imp Bk Comm	67.550	Fri	0.55	66.110	2.18	51.920	14.190	27.33	CAD	14.03
	L	HSBC	68.000	Fri	0.44	69.200	-1.73	58.550	10.650	18.19	HKD	13.89
		S.E.B	153.150	Fri	3.83	149.950	2.13	124.250	25.700	20.68	SEK	13.79
	L	Bank of Ireland	9.850	Fri	0.31	10.120	-2.67	8.336	1.784	21.40	EUR	13.63
	L	Jyske Bank	541.500	Wed	-2.43	580.000	-6.64	482.000	98.000	20.33	DKK	13.30
	L	Standard Chartered	775.000	Fri	2.68	755.000	2.65	632.000	123.000	19.46	GBP	13.09
		U.S. Bancorp	41.850	Fri	0.75	41.820	0.07	35.270	6.550	18.57	USD	13.04
	L	China Constr Bk HK	5.640	Fri	6.82	5.220	8.05	4.560	0.660	14.47	HKD	12.60
		ANZ Banking AU	29.090	Fri	1.04	28.770	1.11	25.740	3.030	11.77	AUD	12.42
		Axis Bank	1,120.100	Fri	0.40	1,143.650	-2.06	1,009.400	134.250	13.30	INR	12.38
		ANZ Banking NZ	31.900	Fri	1.85	31.000	2.90	28.140	2.860	10.16	NZD	12.28
	L	ABN AMRO	16.230	Fri	1.18	15.660	3.64	13.045	2.615	20.05	EUR	12.25
	L	Banca Generali	39.960	Fri	2.94	37.160	7.53	31.370	5.790	18.46	EUR	12.25
		UBS	26.950	Fri	2.35	24.900	8.23	21.880	3.020	13.80	CHF	12.10
	L	Bank of China (HK)	25.150	Fri	4.36	24.150	4.14	21.700	2.450	11.29	HKD	11.83
		Regional	155.800	Fri	0.33	158.560	-1.74	143.410	15.150	10.56	MXN	11.81
		Woori Financial	14,530.000	Fri	1.32	14,130.000	2.83	12,570.000	1,560.000	12.41	KRW	11.39
	L	OCBC	14.120	Fri	1.51	14.270	-1.05	13.150	1.120	8.52	SGD	11.29
	L	ICBC	4.530	Fri	4.14	4.290	5.59	3.790	0.500	13.19	HKD	11.18
	L	Hang Seng Bank	109.100	Fri	2.73	105.300	3.61	92.800	12.500	13.47	HKD	10.48
		Swedbank	219.400	Fri	3.15	217.400	0.92	182.850	34.550	18.90	SEK	10.47
		Commonwealth Bank	117.540	Fri	0.38	116.590	0.81	100.420	16.170	16.10	AUD	10.29
	L	China Merchants Bank	35.620	Fri	2.24	34.880	2.12	31.140	3.740	12.01	CNY	10.16
	L	Royal Bank CA	141.080	Fri	0.09	139.140	1.39	116.220	22.920	19.72	CAD	10.02
		Ind and Comm Bk	5.400	Fri	0.37	5.370	0.56	4.710	0.660	14.01	CNY	9.35
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		Raiffeisen Bank Int	17.750	Fri	0.97	16.900	5.03	14.980	1.920	12.82	EUR	9.03
	L	DBS Bank	35.400	Fri	0.34	35.810	-1.14	33.750	2.060	6.10	SGD	8.92
	L	United Overseas Bank	30.340	Fri	-0.03	30.560	-0.72	28.000	2.560	9.14	SGD	8.05
		Nordea Bank	132.300	Fri	2.04	129.300	2.32	117.960	11.340	9.61	SEK	7.80
		Nordea Bank	11.340	Fri	1.52	11.110	2.07	10.090	1.020	10.11	EUR	6.66
		Bank Montreal	128.160	Fri	0.57	127.180	0.77	108.600	18.580	17.11	CAD	6.23
	L	Industrial Bank	17.070	Fri	1.25	16.820	1.49	15.270	1.550	10.15	CNY	6.06
		IndusInd Bank	1,410.150	Fri	0.62	1,497.500	-5.83	1,470.250	27.250	1.85	INR	3.87
	L	Societe Generale	25.920	Fri	2.61	24.205	7.09	21.670	2.535	11.70	EUR	3.23
		Bank Nova Scotia	65.670	Fri	0.18	64.820	1.31	59.240	5.580	9.42	CAD	1.82
	S	KakaoBank	24,050.000	Fri		25,300.000	-4.94	24,600.000	700.000	2.85	KRW	-1.38
	S	DNB	203.700	Fri	0.54	202.200	0.74	199.000	3.200	1.61	NOK	-2.04
	S	Svenska Handelsbank	98.300	Fri	2.61	97.800	0.51	97.220	0.580	0.60	SEK	-2.19
		HDFC Bank	1,437.900	Fri	-0.66	1,522.650	-5.57	1,494.500	28.150	1.88	INR	-2.35
		Aozora Bank	2,415.500	Fri	0.27	2,534.500	-4.70	3,023.000	-488.500	-16.16	JPY	-7.56
		Toronto-Dominion	77.380	Fri	0.81	75.130	2.99	81.350	-6.220	-7.65	CAD	-8.16
	S	Kotak Mahindra Bank	1,627.950	Fri	-0.92	1,624.300	0.22	1,740.200	-115.900	-6.66	INR	-9.98
		Umweltbank	6.580	Fri	-2.08	6.560	0.30	6.660	-0.100	-1.50	EUR	-21.40
	S	Heartland	1.000	Fri		1.010	-0.99	1.660	-0.650	-39.16	NZD	-32.44
Banks - 93 out of 93 instruments rated - 5/06/24 / 11/06/23 - 88 did rise, Market-Ratio(26) = 94.62 %

Technical Chart

	Banks RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions Banks * 26 - 60/40 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		7/30/07	574		- cash -
short	7/30/07	5/18/09	658		FBD	50	191	EUR	26.090	6.830	99.662	73.572	282	24,052	110
					Shinsei Bank	50	122	JPY	40.900	12.300	136.001	95.101	233	35,654	95
100							257							103
long	5/18/09	2/08/10	266		Industrial Bank	50	1,737	CNY	10.260	12.200		1.940	19	39,024	27
					ICICI Bank	50	1,273	INR	14.000	16.475		2.475	18	42,175	25
100							18							26
short	2/08/10	3/29/10	49		Lloyds Bank	50	44,676	GBP	0.472	0.633	0.312	-0.161	-34	35,004	-95
					Eurobank Ergasias	50	4	EUR	5,050.000	7,120.000	2,980.000	-2,070.000	-41	26,724	-98
100							-37							-97
long	3/29/10	5/17/10	49		KBC	50	364	EUR	36.650	30.890		-5.760	-16	24,628	-72
					VTB Bank	50	3,248	EUR	4.120	3.830		-0.290	-7	23,686	-42
100							-11							-59
short	5/17/10	8/02/10	77		Alpha Services	50	48	EUR	242.500	315.000	170.000	-72.500	-30	20,206	-81
					National Bank Greece	50	0	EUR	14,711.100	16,625.100	12,797.100	-1,914.000	-13	20,206	0
100							-30							-81
long	8/02/10	9/20/10	49		Banco Macro	50	635	ARS	15.900	18.500		2.600	16	21,857	209
					VTB Bank	50	2,514	EUR	4.020	4.250		0.230	6	22,435	51
100							11							118
short	9/20/10	12/06/10	77		Piraeus Financial	50	0	EUR	642,906.000	541,596.000	763,166.871	120,260.871	19	22,435	0
					National Bank Greece	50	1	EUR	12,350.100	10,110.000	15,086.545	2,736.445	22	25,172	158
100							22							158
long	12/06/10	5/09/11	154		Banco Macro	50	574	ARS	21.900	15.150		-6.750	-31	21,297	-58
					BBVA Banco Francés	50	795	ARS	15.850	13.900		-1.950	-12	19,747	-27
100							-22							-44
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/09/11	2/06/12	273		Bank of Ireland	50	1,406	EUR	7.020	4.350	11.329	4.309	61	25,805	90
					Piraeus Financial	50	0	EUR	330,000.000	194,700.000	559,322.034	229,322.034	69	25,805	0
100							61							90
long	2/06/12	6/04/12	119		Bank of Ireland	50	2,966	EUR	4.350	2.910		-1.440	-33	21,534	-71
					Aozora Bank	50	617	JPY	20.900	15.300		-5.600	-27	18,079	-62
100							-30							-66
short	6/04/12	7/02/12	28		Unicredit	50	691	EUR	13.079	14.723	11.435	-1.644	-13	16,943	-83
					National Bank Greece	50	6	EUR	1,500.000	2,115.000	885.000	-615.000	-41	13,253	-100
100							-27							-98
long	7/02/12	7/23/12	21		U.S. Bancorp	50	204	USD	32.440	33.420		0.980	3	13,453	68
					Wells Fargo	50	197	USD	33.550	33.440		-0.110	0	13,431	-6
100							1							26
short	7/23/12	10/08/12	77		Banco Popular	50	913	EUR	7.350	7.150	7.556	0.206	3	13,619	14
					Bankia	50	207	EUR	32.428	53.008	11.848	-20.580	-63	9,359	-99
100							-30							-82
long	10/08/12	8/24/15	1050		Alpha Services	50	48	EUR	96.000	3.600		-92.400	-96	4,923	-68
					Eurobank Ergasias	50	3	EUR	1,230.000	3.300		-1,226.700	-100	1,243	-87
100							-98							-73
short	8/24/15	8/08/16	350		Alpha Services	50	172	EUR	3.600	1.760	7.364	3.764	105	1,891	111
					Piraeus Financial	50	0	EUR	2,376.000	42.240	133,650.000	131,274.000	5,525	1,891	0
100							105							111
long	8/08/16	4/02/18	602		Banco Macro	50	8	ARS	109.350	215.450		106.100	97	2,739	51
					Sberbank	50	125	EUR	8.077	15.010		6.933	86	3,606	46
100							91							48
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/02/18	4/15/19	378		Deutsche Bank	50	161	EUR	11.162	7.648	16.291	5.129	46	4,432	44
					Gentera	50	141	MXN	12.760	18.670	6.850	-5.910	-46	3,598	-45
100							0							0
long	4/15/19	6/03/19	49		FinecoBank	50	145	EUR	12.385	9.152		-3.233	-26	3,130	-89
					Axis Bank	50	23	INR	76.285	81.265		4.980	7	3,244	60
100							-10							-54
short	6/03/19	6/24/19	21		Fukuoka	50	88	JPY	18.430	19.360	17.500	-0.930	-5	3,162	-59
					Yes Bank	50	108	INR	14.945	11.195	19.951	5.006	33	3,703	15,064
100							14							902
long	6/24/19	8/05/19	42		Umweltbank	50	156	EUR	11.800	10.050		-1.750	-15	3,430	-75
					Banco Macro	50	6	ARS	286.900	288.400		1.500	1	3,439	5
100							-7							-49
short	8/05/19	11/11/19	98		Indiabulls HF	50	36	INR	47.675	23.855	95.280	47.605	100	5,153	1,218
					Yes Bank	50	212	INR	8.110	7.300	9.010	0.900	11	5,344	48
100							55							417
long	11/11/19	3/09/20	119		Banca Generali	50	86	EUR	30.900	22.600		-8.300	-27	4,630	-62
					ICICI Bank	50	54	INR	49.680	45.775		-3.905	-8	4,419	-22
100							-17							-44
short	3/09/20	9/14/20	189		ABN AMRO	50	231	EUR	9.528	8.300	10.938	1.410	15	4,745	31
					Yes Bank	50	1,043	INR	2.125	1.475	3.061	0.936	44	5,721	102
100							29							65
long	9/14/20	3/07/22	539		BBVA Banco Francés	50	20	ARS	138.200	197.550		59.350	43	6,908	27
					FinecoBank	50	240	EUR	12.290	12.700		0.410	3	7,007	2
100							22							15
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/07/22	12/12/22	280		Raiffeisen Bank Int	50	319	EUR	10.980	14.630	7.330	-3.650	-33	5,842	-41
					Sberbank	50	922	EUR	3.800	3.800	3.800	0.000	0	5,842	0
100							-17							-21
long	12/12/22	8/14/23	245		BBVA Banco Francés	50	8	ARS	328.550	1,025.150		696.600	212	11,415	445
					Yes Bank	50	1,523	INR	2.110	1.695		-0.415	-20	10,783	-28
100							85							149
short	8/14/23	9/11/23	28		Umweltbank	50	520	EUR	10.350	9.780	10.953	0.603	6	11,097	109
					China Constr Bk HK	50	1,285	HKD	4.200	4.310	4.090	-0.110	-3	10,955	-29
100							2							23
long	9/11/23	5/10/24	242		Banco Macro	50	3	ARS	1,577.750	6,778.050		5,200.300	330	26,556	801
					BBVA Banco Francés	50	5	ARS	1,137.700	3,744.100		2,606.400	229	39,588	503
100							275							633
accum	7/30/07	5/10/24	6130	days out of 6704 invested (91%)								296		39,588	9

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Financial	short	9/20/10	12/06/10	77	642,906.00	541,596.00	763,166.87	120,260.87	18.71	50	9.35
	short	5/09/11	2/06/12	273	330,000.00	194,700.00	559,322.03	229,322.03	69.49		34.75
	short	8/24/15	8/08/16	350	2,376.00	42.24	133,650.00	131,274.00	5,525.00		2,762.50	4,117.85
BBVA Banco Francés	long	12/06/10	5/09/11	154	15.85	13.90		-1.95	-12.30		-6.15
	long	9/14/20	3/07/22	539	138.20	197.55		59.35	42.95		21.47
	long	12/12/22	8/14/23	245	328.55	1,025.15		696.60	212.02		106.01
	long	9/11/23	5/10/24	242	1,137.70	3,744.10		2,606.40	229.09		114.55	403.87
Banco Macro	long	8/02/10	9/20/10	49	15.90	18.50		2.60	16.35		8.18
	long	12/06/10	5/09/11	154	21.90	15.15		-6.75	-30.82		-15.41
	long	8/08/16	4/02/18	602	109.35	215.45		106.10	97.03		48.51
	long	6/24/19	8/05/19	42	286.90	288.40		1.50	0.52		0.26
	long	9/11/23	5/10/24	242	1,577.75	6,778.05		5,200.30	329.60		164.80	260.80
FBD	short	7/30/07	5/18/09	658	26.09	6.83	99.66	73.57	281.99		141.00	141.00
Shinsei Bank	short	7/30/07	5/18/09	658	40.90	12.30	136.00	95.10	232.52		116.26	116.26
Indiabulls HF	short	8/05/19	11/11/19	98	47.68	23.86	95.28	47.61	99.85		49.93	49.93
Sberbank	long	8/08/16	4/02/18	602	8.08	15.01		6.93	85.84		42.92
	short	3/07/22	12/12/22	280	3.80	3.80	3.80	0.00	0.00		0.00	42.92
Yes Bank	short	6/03/19	6/24/19	21	14.95	11.20	19.95	5.01	33.50		16.75
	short	8/05/19	11/11/19	98	8.11	7.30	9.01	0.90	11.10		5.55
	short	3/09/20	9/14/20	189	2.13	1.48	3.06	0.94	44.07		22.03
	long	12/12/22	8/14/23	245	2.11	1.70		-0.42	-19.67		-9.83	35.59
Deutsche Bank	short	4/02/18	4/15/19	378	11.16	7.65	16.29	5.13	45.95		22.97	22.97
Industrial Bank	long	5/18/09	2/08/10	266	10.26	12.20		1.94	18.91		9.45	9.45
Bank of Ireland	short	5/09/11	2/06/12	273	7.02	4.35	11.33	4.31	61.38		30.69
	long	2/06/12	6/04/12	119	4.35	2.91		-1.44	-33.10		-16.55	9.06
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ABN AMRO	short	3/09/20	9/14/20	189	9.53	8.30	10.94	1.41	14.80		7.40	7.40
ICICI Bank	long	5/18/09	2/08/10	266	14.00	16.48		2.48	17.68		8.84
	long	11/11/19	3/09/20	119	49.68	45.78		-3.91	-7.86		-3.93	4.56
Axis Bank	long	4/15/19	6/03/19	49	76.29	81.27		4.98	6.53		3.26	3.26
U.S. Bancorp	long	7/02/12	7/23/12	21	32.44	33.42		0.98	3.02		1.51	1.51
Banco Popular	short	7/23/12	10/08/12	77	7.35	7.15	7.56	0.21	2.80		1.40	1.40
Wells Fargo	long	7/02/12	7/23/12	21	33.55	33.44		-0.11	-0.33		-0.16	-0.16
VTB Bank	long	3/29/10	5/17/10	49	4.12	3.83		-0.29	-7.04		-3.52
	long	8/02/10	9/20/10	49	4.02	4.25		0.23	5.72		2.86	-0.76
China Constr Bk HK	short	8/14/23	9/11/23	28	4.20	4.31	4.09	-0.11	-2.62		-1.31	-1.31
Fukuoka	short	6/03/19	6/24/19	21	18.43	19.36	17.50	-0.93	-5.05		-2.52	-2.52
Umweltbank	long	6/24/19	8/05/19	42	11.80	10.05		-1.75	-14.83		-7.42
	short	8/14/23	9/11/23	28	10.35	9.78	10.95	0.60	5.83		2.91	-4.72
Unicredit	short	6/04/12	7/02/12	28	13.08	14.72	11.44	-1.64	-12.57		-6.28	-6.28
KBC	long	3/29/10	5/17/10	49	36.65	30.89		-5.76	-15.72		-7.86	-7.86
FinecoBank	long	4/15/19	6/03/19	49	12.39	9.15		-3.23	-26.10		-13.05
	long	9/14/20	3/07/22	539	12.29	12.70		0.41	3.34		1.67	-11.60
Aozora Bank	long	2/06/12	6/04/12	119	20.90	15.30		-5.60	-26.79		-13.40	-13.40
Banca Generali	long	11/11/19	3/09/20	119	30.90	22.60		-8.30	-26.86		-13.43	-13.43
Raiffeisen Bank Int	short	3/07/22	12/12/22	280	10.98	14.63	7.33	-3.65	-33.24		-16.62	-16.62
Lloyds Bank	short	2/08/10	3/29/10	49	0.47	0.63	0.31	-0.16	-34.00		-17.00	-17.00
National Bank Greece	short	5/17/10	8/02/10	77	14,711.10	16,625.10	12,797.10	-1,914.00	-13.01		-6.51
	short	9/20/10	12/06/10	77	12,350.10	10,110.00	15,086.55	2,736.45	22.16		11.08
	short	6/04/12	7/02/12	28	1,500.00	2,115.00	885.00	-615.00	-41.00		-20.50	-17.44
Gentera	short	4/02/18	4/15/19	378	12.76	18.67	6.85	-5.91	-46.32		-23.16	-23.16
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Bankia	short	7/23/12	10/08/12	77	32.43	53.01	11.85	-20.58	-63.46		-31.73	-31.73
Alpha Services	short	5/17/10	8/02/10	77	242.50	315.00	170.00	-72.50	-29.90		-14.95
	long	10/08/12	8/24/15	1050	96.00	3.60		-92.40	-96.25		-48.13
	short	8/24/15	8/08/16	350	3.60	1.76	7.36	3.76	104.54		52.27	-32.82
Eurobank Ergasias	short	2/08/10	3/29/10	49	5,050.00	7,120.00	2,980.00	-2,070.00	-40.99		-20.50
	long	10/08/12	8/24/15	1050	1,230.00	3.30		-1,226.70	-99.73		-49.87	-60.14

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
1/13/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
5/19/15	Svenska Handelsbank	ex Split 1:3 (three for one)
3/11/15	Banks	first full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing, but there is a well performing [Alternating] technique.


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