Assessment - Banks - 5/06/24 - RS = 23
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
11/27/23
prc diff
⇓ Δ23
Curr
∅-RS
L
SOM Banks
282.400
Fri
0.95
279.350
1.09
230.923
48.427
20.97
USD
19.59
L
Banco Macro
6,778.050
Fri
-1.31
7,130.650
-4.94
2,549.400
4,581.250
179.70
ARS
275.15
L
BBVA Banco Francés
3,744.100
Fri
-0.80
4,250.450
-11.91
1,690.900
2,559.550
151.37
ARS
213.70
Banco de Valores
324.000
Fri
8.00
279.000
16.13
171.750
107.250
62.45
ARS
87.24
L
Banco Sabadell
1.870
Fri
0.73
1.890
-1.03
1.331
0.559
41.96
EUR
63.46
L
BPER Banca
4.742
Fri
-0.38
4.840
-2.02
3.390
1.450
42.77
EUR
53.97
L
Unipol
8.575
Fri
0.18
8.415
1.90
5.314
3.101
58.36
EUR
52.07
Unicredit
36.025
Fri
0.10
34.840
3.40
24.795
10.045
40.51
EUR
43.86
L
Deutsche Bank
15.878
Fri
-0.14
15.606
1.74
11.052
4.554
41.21
EUR
41.52
L
Intesa Sanpaolo
3.601
Fri
0.59
3.563
1.05
2.600
0.963
37.04
EUR
35.40
L
KB Financial
79,300.000
Fri
3.52
73,700.000
7.60
52,400.000
21,300.000
40.65
KRW
33.80
L
American Express
242.300
Fri
1.32
234.330
3.40
164.040
70.290
42.85
USD
33.38
L
Wells Fargo
61.890
Fri
1.00
60.190
2.82
43.020
17.170
39.91
USD
31.98
L
Banco BPM
6.228
Fri
1.43
6.222
0.10
5.048
1.174
23.26
EUR
31.33
L
Citigroup
63.530
Fri
0.33
62.810
1.15
45.080
17.730
39.33
USD
31.01
L
NatWest
319.300
Fri
0.47
305.000
4.69
203.900
101.100
49.58
GBP
30.89
L
State Bank of India
817.350
Fri
-0.30
807.800
1.18
560.700
247.100
44.07
INR
29.57
L
Commerzbank
14.005
Fri
0.11
13.845
1.16
11.035
2.810
25.46
EUR
28.86
L
Erste Group Bank
45.700
Fri
0.44
44.920
1.74
35.740
9.180
25.69
EUR
27.36
L
Unicaja Banco
1.277
Fri
1.51
1.257
1.59
1.017
0.240
23.60
EUR
27.31
L
Chiba Bank
1,297.500
Fri
0.46
1,322.500
-1.89
1,123.500
199.000
17.71
JPY
25.52
L
Banco Santander
4.735
Fri
-0.74
4.571
3.59
3.720
0.851
22.88
EUR
25.13
L
Credit Agricole
15.450
Fri
0.13
15.000
3.00
11.732
3.268
27.86
EUR
24.70
Banco Bilbao Viz
9.710
Fri
1.15
9.840
-1.32
8.400
1.440
17.14
EUR
24.56
L
Banco Comercial
0.342
Fri
1.48
0.327
4.49
0.300
0.027
9.06
EUR
24.52
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
11/27/23
prc diff
⇓ Δ23
Curr
∅-RS
L
Resona
966.100
Fri
0.48
969.600
-0.36
789.300
180.300
22.84
JPY
24.50
L
Bankinter
7.570
Fri
1.75
7.382
2.55
6.400
0.982
15.34
EUR
22.72
L
Bank of America
38.450
Fri
0.44
37.690
2.02
29.560
8.130
27.50
USD
22.59
JP Morgan Chase
198.770
Fri
0.64
192.000
3.53
153.190
38.810
25.33
USD
21.69
Fukuoka
4,189.000
Fri
-0.10
4,146.000
1.04
3,615.000
531.000
14.69
JPY
21.51
BNY Mellon
58.440
Fri
0.15
57.480
1.67
47.000
10.480
22.30
USD
20.68
L
Westpac Banking
26.660
Fri
1.29
27.120
-1.70
21.100
6.020
28.53
AUD
20.52
L
Bank of China
3.740
Fri
3.31
3.550
5.35
2.880
0.670
23.26
HKD
20.36
L
Banca Mediolanum
10.790
Fri
2.57
10.280
4.96
8.094
2.186
27.01
EUR
18.69
IBK
13,880.000
Fri
0.29
13,660.000
1.61
11,730.000
1,930.000
16.45
KRW
17.98
L
National Australia B
33.810
Fri
0.87
34.660
-2.45
28.020
6.640
23.70
AUD
17.77
L
Mediobanca
14.450
Fri
2.41
13.680
5.63
10.770
2.910
27.02
EUR
17.15
Agricultural Bank
4.370
Fri
-0.23
4.350
0.46
3.630
0.720
19.83
CNY
16.60
L
Lloyds Bank
54.300
Fri
0.67
52.180
4.06
42.050
10.130
24.09
GBP
16.34
L
Banco del Bajio
62.200
Fri
-0.43
67.000
-7.16
57.010
9.990
17.52
MXN
16.23
L
ICICI Bank
1,117.050
Fri
0.12
1,146.300
-2.55
929.000
217.300
23.39
INR
15.99
Sumitomo Mitsui Trst
3,279.000
Fri
1.96
3,246.000
1.02
2,776.000
470.000
16.93
JPY
15.74
L
Suncorp-Metway
16.250
Fri
-0.67
16.190
0.37
13.790
2.400
17.40
AUD
15.60
L
BNP Paribas
71.200
Fri
0.84
68.230
4.35
56.420
11.810
20.93
EUR
15.55
Danske Bank
190.750
Wed
-2.18
199.050
-4.17
177.100
21.950
12.39
DKK
15.46
L
National Bank CA
116.020
Fri
0.66
114.130
1.66
90.190
23.940
26.54
CAD
15.27
L
China Merchants B HK
37.850
Fri
4.56
36.050
4.99
29.000
7.050
24.31
HKD
15.14
L
KBC
71.380
Fri
0.37
70.140
1.77
52.560
17.580
33.45
EUR
14.83
L
FinecoBank
15.150
Fri
1.07
14.590
3.84
11.960
2.630
21.99
EUR
14.32
L
HSBC
696.000
Fri
0.74
705.500
-1.35
607.400
98.100
16.15
GBP
14.30
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
11/27/23
prc diff
⇓ Δ23
Curr
∅-RS
Cdn Imp Bk Comm
67.550
Fri
0.55
66.110
2.18
52.880
13.230
25.02
CAD
14.03
L
HSBC
68.000
Fri
0.44
69.200
-1.73
59.850
9.350
15.62
HKD
13.89
S.E.B
153.150
Fri
3.83
149.950
2.13
127.150
22.800
17.93
SEK
13.79
L
Bank of Ireland
9.850
Fri
0.31
10.120
-2.67
8.578
1.542
17.98
EUR
13.63
L
Jyske Bank
541.500
Wed
-2.43
580.000
-6.64
474.000
106.000
22.36
DKK
13.30
L
Standard Chartered
775.000
Fri
2.68
755.000
2.65
667.400
87.600
13.13
GBP
13.09
U.S. Bancorp
41.850
Fri
0.75
41.820
0.07
36.790
5.030
13.67
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
24.130
4.640
19.23
AUD
12.42
Axis Bank
1,120.100
Fri
0.40
1,143.650
-2.06
1,009.000
134.650
13.34
INR
12.38
ANZ Banking NZ
31.900
Fri
1.85
31.000
2.90
26.200
4.800
18.32
NZD
12.28
L
ABN AMRO
16.230
Fri
1.18
15.660
3.64
12.550
3.110
24.78
EUR
12.25
L
Banca Generali
39.960
Fri
2.94
37.160
7.53
32.530
4.630
14.23
EUR
12.25
UBS
26.950
Fri
2.35
24.900
8.23
23.010
1.890
8.21
CHF
12.10
L
Bank of China (HK)
25.150
Fri
4.36
24.150
4.14
21.350
2.800
13.11
HKD
11.83
Regional
155.800
Fri
0.33
158.560
-1.74
149.030
9.530
6.39
MXN
11.81
Woori Financial
14,530.000
Fri
1.32
14,130.000
2.83
12,750.000
1,380.000
10.82
KRW
11.39
L
OCBC
14.120
Fri
1.51
14.270
-1.05
12.650
1.620
12.81
SGD
11.29
L
ICBC
4.530
Fri
4.14
4.290
5.59
3.780
0.510
13.49
HKD
11.18
L
Hang Seng Bank
109.100
Fri
2.73
105.300
3.61
89.100
16.200
18.18
HKD
10.48
Swedbank
219.400
Fri
3.15
217.400
0.92
193.300
24.100
12.47
SEK
10.47
Commonwealth Bank
117.540
Fri
0.38
116.590
0.81
102.610
13.980
13.62
AUD
10.29
L
China Merchants Bank
35.620
Fri
2.24
34.880
2.12
29.400
5.480
18.64
CNY
10.16
L
Royal Bank CA
141.080
Fri
0.09
139.140
1.39
118.130
21.010
17.79
CAD
10.02
Ind and Comm Bk
5.400
Fri
0.37
5.370
0.56
4.780
0.590
12.34
CNY
9.35
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
11/27/23
prc diff
⇓ Δ23
Curr
∅-RS
Raiffeisen Bank Int
17.750
Fri
0.97
16.900
5.03
15.250
1.650
10.82
EUR
9.03
L
DBS Bank
35.400
Fri
0.34
35.810
-1.14
31.740
4.070
12.82
SGD
8.92
L
United Overseas Bank
30.340
Fri
-0.03
30.560
-0.72
27.210
3.350
12.31
SGD
8.05
Nordea Bank
132.300
Fri
2.04
129.300
2.32
117.700
11.600
9.86
SEK
7.80
Nordea Bank
11.340
Fri
1.52
11.110
2.07
10.306
0.804
7.80
EUR
6.66
Bank Montreal
128.160
Fri
0.57
127.180
0.77
109.750
17.430
15.88
CAD
6.23
L
Industrial Bank
17.070
Fri
1.25
16.820
1.49
14.750
2.070
14.03
CNY
6.06
IndusInd Bank
1,410.150
Fri
0.62
1,497.500
-5.83
1,476.000
21.500
1.46
INR
3.87
L
Societe Generale
25.920
Fri
2.61
24.205
7.09
22.490
1.715
7.63
EUR
3.23
Bank Nova Scotia
65.670
Fri
0.18
64.820
1.31
60.250
4.570
7.59
CAD
1.82
S
KakaoBank
24,050.000
Fri
25,300.000
-4.94
25,250.000
50.000
0.20
KRW
-1.38
S
DNB
203.700
Fri
0.54
202.200
0.74
205.900
-3.700
-1.80
NOK
-2.04
S
Svenska Handelsbank
98.300
Fri
2.61
97.800
0.51
100.100
-2.300
-2.30
SEK
-2.19
HDFC Bank
1,437.900
Fri
-0.66
1,522.650
-5.57
1,531.400
-8.750
-0.57
INR
-2.35
Aozora Bank
2,415.500
Fri
0.27
2,534.500
-4.70
3,067.000
-532.500
-17.36
JPY
-7.56
Toronto-Dominion
77.380
Fri
0.81
75.130
2.99
83.070
-7.940
-9.56
CAD
-8.16
S
Kotak Mahindra Bank
1,627.950
Fri
-0.92
1,624.300
0.22
1,746.900
-122.600
-7.02
INR
-9.98
Umweltbank
6.580
Fri
-2.08
6.560
0.30
7.860
-1.300
-16.54
EUR
-21.40
S
Heartland
1.000
Fri
1.010
-0.99
1.640
-0.630
-38.41
NZD
-32.44
Banks - 93 out of 93 instruments rated - 5/06/24 / 11/27/23 - 85 did rise, Market-Ratio(23) = 91.40 %
Technical Chart
Transactions Banks * L23 - 30 ex 9 (1)
⇐
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield long
1/02/06
5/22/06
140
Resona
100
212
JPY
47.160
34.780
-12.380
-26
7,375
-55
5/22/06
6/26/06
35
Kotak Mahindra Bank
100
993
INR
7.421
5.990
-1.431
-19
5,954
-89
6/26/06
9/04/06
70
Umweltbank
100
1,691
EUR
3.520
3.490
-0.030
-1
5,903
-4
9/04/06
7/30/07
329
Kotak Mahindra Bank
100
758
INR
7.780
17.928
10.148
130
13,595
152
7/30/07
8/06/07
7
- cash -
8/06/07
9/10/07
35
China Merchants Bank
100
525
CNY
25.860
27.960
2.100
8
14,698
126
9/10/07
9/24/07
14
- cash -
9/24/07
11/19/07
56
China Merchants Bank
100
504
CNY
29.120
30.130
1.010
3
15,207
25
11/19/07
12/03/07
14
- cash -
12/03/07
12/17/07
14
IndusInd Bank
100
1,270
INR
11.965
12.140
0.175
1
15,429
46
12/17/07
1/07/08
21
- cash -
1/07/08
1/14/08
7
IndusInd Bank
100
1,180
INR
13.075
12.350
-0.725
-6
14,574
-95
1/14/08
8/11/08
210
- cash -
8/11/08
9/01/08
21
Hang Seng Bank
100
101
HKD
142.930
139.490
-3.440
-2
14,226
-35
9/01/08
4/06/09
217
- cash -
4/06/09
4/13/09
7
Industrial Bank
100
1,591
CNY
8.940
8.530
-0.410
-5
13,574
-91
4/13/09
4/20/09
7
- cash -
4/20/09
8/31/09
133
Industrial Bank
100
1,558
CNY
8.710
10.330
1.620
19
16,098
60
8/31/09
12/21/09
112
Bank of Ireland
100
345
EUR
46.620
24.210
-22.410
-48
8,366
-88
12/21/09
6/07/10
168
IndusInd Bank
100
623
INR
13.415
18.625
5.210
39
11,612
104
6/07/10
6/14/10
7
- cash -
6/14/10
6/28/10
14
IndusInd Bank
100
597
INR
19.430
20.050
0.620
3
11,982
127
6/28/10
7/05/10
7
- cash -
7/05/10
8/23/10
49
IndusInd Bank
100
576
INR
20.780
22.760
1.980
10
13,123
97
8/23/10
9/06/10
14
- cash -
9/06/10
1/10/11
126
IndusInd Bank
100
557
INR
23.530
22.355
-1.175
-5
12,468
-14
1/10/11
5/02/11
112
BBVA Banco Francés
100
809
ARS
15.400
14.000
-1.400
-9
11,336
-27
5/02/11
6/13/11
42
Aozora Bank
100
659
JPY
17.200
17.700
0.500
3
11,665
28
6/13/11
6/20/11
7
- cash -
6/20/11
6/27/11
7
Umweltbank
100
2,186
EUR
5.335
5.400
0.065
1
11,807
88
6/27/11
1/16/12
203
- cash -
1/16/12
3/05/12
49
U.S. Bancorp
100
410
USD
28.770
28.900
0.130
0
11,861
3
3/05/12
4/09/12
35
Aozora Bank
100
498
JPY
23.800
21.400
-2.400
-10
10,665
-67
4/09/12
7/23/12
105
IndusInd Bank
100
323
INR
32.940
32.805
-0.135
0
10,622
-1
7/23/12
8/06/12
14
- cash -
8/06/12
8/27/12
21
Regional
100
232
MXN
45.600
48.200
2.600
6
11,225
162
8/27/12
9/03/12
7
- cash -
9/03/12
2/18/13
168
Regional
100
240
MXN
46.650
59.300
12.650
27
14,261
68
2/18/13
6/24/13
126
KBC
100
480
EUR
29.690
27.370
-2.320
-8
13,147
-21
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
6/24/13
10/14/13
112
Lloyds Bank
100
21,767
GBP
0.604
0.757
0.153
25
16,469
108
10/14/13
5/25/15
588
BBVA Banco Francés
100
690
ARS
23.850
69.700
45.850
192
48,106
95
5/25/15
7/20/15
56
Industrial Bank
100
2,386
CNY
20.160
17.070
-3.090
-15
40,733
-66
7/20/15
8/24/15
35
FinecoBank
100
5,777
EUR
7.050
6.525
-0.525
-7
37,700
-55
8/24/15
6/20/16
301
- cash -
6/20/16
11/21/16
154
Banco Macro
100
386
ARS
97.650
111.750
14.100
14
43,142
38
11/21/16
5/15/17
175
Bank of America
100
2,122
USD
20.330
24.060
3.730
18
51,058
42
5/15/17
9/18/17
126
Credit Agricole
100
3,545
EUR
14.400
15.035
0.635
4
53,309
13
9/18/17
2/26/18
161
Raiffeisen Bank Int
100
1,890
EUR
28.195
31.760
3.565
13
60,046
31
2/26/18
5/07/18
70
BBVA Banco Francés
100
375
ARS
160.000
132.600
-27.400
-17
49,771
-62
5/07/18
5/21/18
14
FinecoBank
100
4,898
EUR
10.160
8.898
-1.262
-12
43,590
-97
5/21/18
6/04/18
14
DBS Bank
100
1,482
SGD
29.400
28.800
-0.600
-2
42,701
-42
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Kotak Mahindra Bank
100
322
INR
132.335
131.530
-0.805
-1
42,442
-27
6/18/18
8/13/18
56
- cash -
8/13/18
8/20/18
7
Banco del Bajio
100
932
MXN
45.490
44.310
-1.180
-3
41,342
-75
8/20/18
8/27/18
7
- cash -
8/27/18
10/08/18
42
Axis Bank
100
635
INR
65.020
55.655
-9.365
-14
35,395
-74
10/08/18
10/15/18
7
Banco del Bajio
100
772
MXN
45.820
46.980
1.160
3
36,291
268
10/15/18
2/18/19
126
- cash -
2/18/19
2/25/19
7
Banco Macro
100
167
ARS
217.100
206.400
-10.700
-5
34,504
-93
2/25/19
3/18/19
21
- cash -
3/18/19
5/20/19
63
Industrial Bank
100
1,787
CNY
19.300
18.210
-1.090
-6
32,556
-29
5/20/19
7/15/19
56
Axis Bank
100
416
INR
78.240
74.975
-3.265
-4
31,198
-24
7/15/19
8/05/19
21
Banco Macro
100
107
ARS
290.100
288.400
-1.700
-1
31,016
-10
8/05/19
9/09/19
35
- cash -
9/09/19
9/30/19
21
Banca Generali
100
1,090
EUR
28.440
28.300
-0.140
0
30,863
-8
9/30/19
10/21/19
21
- cash -
10/21/19
12/23/19
63
Banca Generali
100
1,078
EUR
28.620
29.380
0.760
3
31,683
16
12/23/19
3/02/20
70
Banco de Valores
100
2,321
ARS
13.650
14.500
0.850
6
33,655
37
3/02/20
8/17/20
168
- cash -
8/17/20
2/08/21
175
Banco de Valores
100
1,228
ARS
27.400
27.950
0.550
2
34,331
4
2/08/21
8/30/21
203
State Bank of India
100
864
INR
39.705
42.270
2.565
6
36,547
12
8/30/21
11/29/21
91
BBVA Banco Francés
100
139
ARS
261.400
205.950
-55.450
-21
28,839
-62
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
11/29/21
1/24/22
56
Raiffeisen Bank Int
100
1,129
EUR
25.540
23.100
-2.440
-10
26,085
-48
1/24/22
2/14/22
21
Woori Financial
100
1,798
KRW
14.500
14.700
0.200
1
26,444
27
2/14/22
3/07/22
21
Banco Sabadell
100
29,220
EUR
0.905
0.594
-0.311
-34
17,357
-100
3/07/22
6/20/22
105
Banco de Valores
100
487
ARS
35.600
37.900
2.300
6
18,477
24
6/20/22
8/15/22
56
- cash -
8/15/22
8/22/22
7
Banco de Valores
100
307
ARS
60.000
59.900
-0.100
0
18,446
-8
8/22/22
9/12/22
21
- cash -
9/12/22
9/26/22
14
Banco de Valores
100
278
ARS
66.200
62.900
-3.300
-5
17,529
-74
9/26/22
10/17/22
21
- cash -
10/17/22
5/10/24
571
Banco de Valores
100
286
ARS
61.200
324.000
262.800
429
92,690
190
accum 1/02/06
5/10/24 5115
days out of 6704 invested (76%)
827
92,690
17
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Banco de Valores long 12/23/19 3/02/20 70 13.65 14.50 0.85 6.23
8/17/20 2/08/21 175 27.40 27.95 0.55 2.01
3/07/22 6/20/22 105 35.60 37.90 2.30 6.46
8/15/22 8/22/22 7 60.00 59.90 -0.10 -0.17
9/12/22 9/26/22 14 66.20 62.90 -3.30 -4.98
10/17/22 5/10/24 571 61.20 324.00 262.80 429.41 479.32
Kotak Mahindra Bank 5/22/06 6/26/06 35 7.42 5.99 -1.43 -19.29
9/04/06 7/30/07 329 7.78 17.93 10.15 130.43
6/11/18 6/18/18 7 132.34 131.53 -0.81 -0.61 84.86
BBVA Banco Francés 1/10/11 5/02/11 112 15.40 14.00 -1.40 -9.09
10/14/13 5/25/15 588 23.85 69.70 45.85 192.24
2/26/18 5/07/18 70 160.00 132.60 -27.40 -17.13
8/30/21 11/29/21 91 261.40 205.95 -55.45 -21.21 73.47
IndusInd Bank 12/03/07 12/17/07 14 11.97 12.14 0.17 1.46
1/07/08 1/14/08 7 13.08 12.35 -0.73 -5.54
12/21/09 6/07/10 168 13.42 18.63 5.21 38.84
6/14/10 6/28/10 14 19.43 20.05 0.62 3.19
7/05/10 8/23/10 49 20.78 22.76 1.98 9.53
9/06/10 1/10/11 126 23.53 22.36 -1.18 -4.99
4/09/12 7/23/12 105 32.94 32.81 -0.13 -0.41 42.29
Regional 8/06/12 8/27/12 21 45.60 48.20 2.60 5.70
9/03/12 2/18/13 168 46.65 59.30 12.65 27.12 34.36
Lloyds Bank 6/24/13 10/14/13 112 0.60 0.76 0.15 25.26 25.26
Bank of America 11/21/16 5/15/17 175 20.33 24.06 3.73 18.35 18.35
China Merchants Bank 8/06/07 9/10/07 35 25.86 27.96 2.10 8.12
9/24/07 11/19/07 56 29.12 30.13 1.01 3.47 11.87
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Banco Macro 6/20/16 11/21/16 154 97.65 111.75 14.10 14.44
2/18/19 2/25/19 7 217.10 206.40 -10.70 -4.93
7/15/19 8/05/19 21 290.10 288.40 -1.70 -0.59 8.16
State Bank of India 2/08/21 8/30/21 203 39.71 42.27 2.57 6.46 6.46
Credit Agricole 5/15/17 9/18/17 126 14.40 15.04 0.64 4.41 4.41
Banca Generali 9/09/19 9/30/19 21 28.44 28.30 -0.14 -0.49
10/21/19 12/23/19 63 28.62 29.38 0.76 2.66 2.15
Raiffeisen Bank Int 9/18/17 2/26/18 161 28.20 31.76 3.57 12.64
11/29/21 1/24/22 56 25.54 23.10 -2.44 -9.55 1.88
Woori Financial 1/24/22 2/14/22 21 14.50 14.70 0.20 1.38 1.38
U.S. Bancorp 1/16/12 3/05/12 49 28.77 28.90 0.13 0.45 0.45
Umweltbank 6/26/06 9/04/06 70 3.52 3.49 -0.03 -0.85
6/20/11 6/27/11 7 5.34 5.40 0.07 1.22 0.36
Banco del Bajio 8/13/18 8/20/18 7 45.49 44.31 -1.18 -2.59
10/08/18 10/15/18 7 45.82 46.98 1.16 2.53 -0.13
DBS Bank 5/21/18 6/04/18 14 29.40 28.80 -0.60 -2.04 -2.04
Hang Seng Bank 8/11/08 9/01/08 21 142.93 139.49 -3.44 -2.41 -2.41
Aozora Bank 5/02/11 6/13/11 42 17.20 17.70 0.50 2.91
3/05/12 4/09/12 35 23.80 21.40 -2.40 -10.08 -7.47
KBC 2/18/13 6/24/13 126 29.69 27.37 -2.32 -7.81 -7.81
Industrial Bank 4/06/09 4/13/09 7 8.94 8.53 -0.41 -4.59
4/20/09 8/31/09 133 8.71 10.33 1.62 18.60
5/25/15 7/20/15 56 20.16 17.07 -3.09 -15.33
3/18/19 5/20/19 63 19.30 18.21 -1.09 -5.65 -9.60
Axis Bank 8/27/18 10/08/18 42 65.02 55.66 -9.37 -14.40
5/20/19 7/15/19 56 78.24 74.98 -3.27 -4.17 -17.98
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
FinecoBank 7/20/15 8/24/15 35 7.05 6.53 -0.52 -7.45
5/07/18 5/21/18 14 10.16 8.90 -1.26 -12.42 -18.94
Resona 1/02/06 5/22/06 140 47.16 34.78 -12.38 -26.25 -26.25
Banco Sabadell 2/14/22 3/07/22 21 0.91 0.59 -0.31 -34.36 -34.36
Bank of Ireland 8/31/09 12/21/09 112 46.62 24.21 -22.41 -48.07 -48.07
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.
write an annotation