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
279.715
Thu
-0.19
279.350
0.13
230.923
48.427
20.97
USD
19.59
L
Banco Macro
6,930.850
Wed
-0.82
7,130.650
-2.80
2,549.400
4,581.250
179.70
ARS
275.15
L
BBVA Banco Francés
3,853.700
Wed
1.68
4,250.450
-9.33
1,690.900
2,559.550
151.37
ARS
213.70
Banco de Valores
302.000
Wed
-0.49
279.000
8.24
171.750
107.250
62.45
ARS
87.24
L
Banco Sabadell
1.857
Thu
3.17
1.890
-1.75
1.331
0.559
41.96
EUR
63.46
L
BPER Banca
4.760
Thu
-2.98
4.840
-1.65
3.390
1.450
42.77
EUR
53.97
L
Unipol
8.555
Thu
-0.98
8.415
1.66
5.314
3.101
58.36
EUR
52.07
Unicredit
35.995
Thu
0.07
34.840
3.32
24.795
10.045
40.51
EUR
43.86
L
Deutsche Bank
15.900
Thu
-0.62
15.606
1.88
11.052
4.554
41.21
EUR
41.52
L
Intesa Sanpaolo
3.580
Thu
-0.39
3.563
0.46
2.600
0.963
37.04
EUR
35.40
L
KB Financial
76,600.000
Thu
-1.42
73,700.000
3.93
52,400.000
21,300.000
40.65
KRW
33.80
L
American Express
237.510
Thu
0.54
234.330
1.36
164.040
70.290
42.85
USD
33.38
L
Wells Fargo
61.230
Wed
1.61
60.190
1.73
43.020
17.170
39.91
USD
31.98
L
Banco BPM
6.138
Thu
-1.48
6.222
-1.35
5.048
1.174
23.26
EUR
31.33
L
Citigroup
62.750
Wed
1.21
62.810
-0.10
45.080
17.730
39.33
USD
31.01
L
NatWest
317.800
Thu
0.25
305.000
4.20
203.900
101.100
49.58
GBP
30.89
L
State Bank of India
819.800
Thu
1.11
807.800
1.49
560.700
247.100
44.07
INR
29.57
L
Commerzbank
13.995
Thu
-0.67
13.845
1.08
11.035
2.810
25.46
EUR
28.86
L
Erste Group Bank
45.500
Thu
-0.02
44.920
1.29
35.740
9.180
25.69
EUR
27.36
L
Unicaja Banco
1.258
Thu
-0.47
1.257
0.08
1.017
0.240
23.60
EUR
27.31
L
Chiba Bank
1,291.500
Thu
0.90
1,322.500
-2.34
1,123.500
199.000
17.71
JPY
25.52
L
Banco Santander
4.770
Thu
-0.03
4.571
4.36
3.720
0.851
22.88
EUR
25.13
L
Credit Agricole
15.430
Thu
0.26
15.000
2.87
11.732
3.268
27.86
EUR
24.70
Banco Bilbao Viz
9.600
Thu
-6.71
9.840
-2.44
8.400
1.440
17.14
EUR
24.56
L
Banco Comercial
0.337
Thu
1.38
0.327
2.96
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
961.500
Thu
1.24
969.600
-0.84
789.300
180.300
22.84
JPY
24.50
L
Bankinter
7.444
Thu
-1.01
7.382
0.84
6.400
0.982
15.34
EUR
22.72
L
Bank of America
37.710
Wed
-0.34
37.690
0.05
29.560
8.130
27.50
USD
22.59
JP Morgan Chase
196.930
Thu
0.65
192.000
2.57
153.190
38.810
25.33
USD
21.69
Fukuoka
4,193.000
Thu
1.72
4,146.000
1.13
3,615.000
531.000
14.69
JPY
21.51
BNY Mellon
57.510
Wed
0.19
57.480
0.05
47.000
10.480
22.30
USD
20.68
L
Westpac Banking
26.320
Thu
-3.02
27.120
-2.95
21.100
6.020
28.53
AUD
20.52
L
Bank of China
3.620
Thu
1.12
3.550
1.97
2.880
0.670
23.26
HKD
20.36
L
Banca Mediolanum
10.520
Thu
0.38
10.280
2.33
8.094
2.186
27.01
EUR
18.69
IBK
13,840.000
Thu
-0.79
13,660.000
1.32
11,730.000
1,930.000
16.45
KRW
17.98
L
National Australia B
33.520
Thu
-1.30
34.660
-3.29
28.020
6.640
23.70
AUD
17.77
L
Mediobanca
14.110
Thu
0.79
13.680
3.14
10.770
2.910
27.02
EUR
17.15
Agricultural Bank
4.380
Thu
-1.13
4.350
0.69
3.630
0.720
19.83
CNY
16.60
L
Lloyds Bank
53.940
Thu
52.180
3.37
42.050
10.130
24.09
GBP
16.34
L
Banco del Bajio
62.880
Wed
-3.78
67.000
-6.15
57.010
9.990
17.52
MXN
16.23
L
ICICI Bank
1,115.700
Thu
-0.65
1,146.300
-2.67
929.000
217.300
23.39
INR
15.99
Sumitomo Mitsui Trst
3,216.000
Thu
0.69
3,246.000
-0.92
2,776.000
470.000
16.93
JPY
15.74
L
Suncorp-Metway
16.360
Thu
0.49
16.190
1.05
13.790
2.400
17.40
AUD
15.60
L
BNP Paribas
70.610
Thu
0.96
68.230
3.49
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
114.520
Wed
0.80
114.130
0.34
90.190
23.940
26.54
CAD
15.27
L
China Merchants B HK
36.200
Thu
1.83
36.050
0.42
29.000
7.050
24.31
HKD
15.14
L
KBC
71.120
Thu
1.11
70.140
1.40
52.560
17.580
33.45
EUR
14.83
L
FinecoBank
14.990
Thu
2.60
14.590
2.74
11.960
2.630
21.99
EUR
14.32
L
HSBC
690.900
Thu
-4.15
705.500
-2.07
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
66.730
Wed
1.34
66.110
0.94
52.880
13.230
25.02
CAD
14.03
L
HSBC
67.700
Thu
-0.33
69.200
-2.17
59.850
9.350
15.62
HKD
13.89
S.E.B
147.500
Wed
-2.74
149.950
-1.63
127.150
22.800
17.93
SEK
13.79
L
Bank of Ireland
9.824
Thu
-1.66
10.120
-2.92
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
754.800
Thu
0.45
755.000
-0.03
667.400
87.600
13.13
GBP
13.09
U.S. Bancorp
41.690
Wed
0.26
41.820
-0.31
36.790
5.030
13.67
USD
13.04
L
China Constr Bk HK
5.280
Thu
1.54
5.220
1.15
4.560
0.660
14.47
HKD
12.60
ANZ Banking AU
28.790
Thu
-1.13
28.770
0.07
24.130
4.640
19.23
AUD
12.42
Axis Bank
1,115.650
Thu
-1.15
1,143.650
-2.45
1,009.000
134.650
13.34
INR
12.38
ANZ Banking NZ
31.320
Thu
-1.04
31.000
1.03
26.200
4.800
18.32
NZD
12.28
L
ABN AMRO
16.040
Thu
0.82
15.660
2.43
12.550
3.110
24.78
EUR
12.25
L
Banca Generali
38.820
Thu
1.68
37.160
4.47
32.530
4.630
14.23
EUR
12.25
UBS
26.330
Wed
-1.72
24.900
5.74
23.010
1.890
8.21
CHF
12.10
L
Bank of China (HK)
24.100
Thu
0.21
24.150
-0.21
21.350
2.800
13.11
HKD
11.83
Regional
155.810
Wed
-0.53
158.560
-1.73
149.030
9.530
6.39
MXN
11.81
Woori Financial
14,340.000
Thu
-1.10
14,130.000
1.49
12,750.000
1,380.000
10.82
KRW
11.39
L
OCBC
13.910
Thu
1.16
14.270
-2.52
12.650
1.620
12.81
SGD
11.29
L
ICBC
4.350
Thu
1.40
4.290
1.40
3.780
0.510
13.49
HKD
11.18
L
Hang Seng Bank
106.200
Thu
-0.38
105.300
0.85
89.100
16.200
18.18
HKD
10.48
Swedbank
212.700
Wed
-2.88
217.400
-2.16
193.300
24.100
12.47
SEK
10.47
Commonwealth Bank
117.090
Thu
-2.21
116.590
0.43
102.610
13.980
13.62
AUD
10.29
L
China Merchants Bank
34.840
Thu
0.78
34.880
-0.11
29.400
5.480
18.64
CNY
10.16
L
Royal Bank CA
139.890
Wed
0.89
139.140
0.54
118.130
21.010
17.79
CAD
10.02
Ind and Comm Bk
5.380
Thu
-0.55
5.370
0.19
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
17.580
Thu
2.15
16.900
4.02
15.250
1.650
10.82
EUR
9.03
L
DBS Bank
35.280
Thu
0.31
35.810
-1.48
31.740
4.070
12.82
SGD
8.92
L
United Overseas Bank
30.350
Thu
1.57
30.560
-0.69
27.210
3.350
12.31
SGD
8.05
Nordea Bank
129.650
Wed
-1.07
129.300
0.27
117.700
11.600
9.86
SEK
7.80
Nordea Bank
11.170
Wed
-0.71
11.110
0.54
10.306
0.804
7.80
EUR
6.66
Bank Montreal
127.560
Wed
0.98
127.180
0.30
109.750
17.430
15.88
CAD
6.23
L
Industrial Bank
16.860
Thu
0.48
16.820
0.24
14.750
2.070
14.03
CNY
6.06
IndusInd Bank
1,401.450
Thu
-2.85
1,497.500
-6.41
1,476.000
21.500
1.46
INR
3.87
L
Societe Generale
25.260
Thu
1.24
24.205
4.36
22.490
1.715
7.63
EUR
3.23
Bank Nova Scotia
65.640
Wed
1.47
64.820
1.27
60.250
4.570
7.59
CAD
1.82
S
KakaoBank
24,050.000
Thu
-6.05
25,300.000
-4.94
25,250.000
50.000
0.20
KRW
-1.38
S
DNB
202.600
Wed
-0.20
202.200
0.20
205.900
-3.700
-1.80
NOK
-2.04
S
Svenska Handelsbank
95.800
Wed
-2.15
97.800
-2.04
100.100
-2.300
-2.30
SEK
-2.19
HDFC Bank
1,447.500
Thu
-2.37
1,522.650
-4.94
1,531.400
-8.750
-0.57
INR
-2.35
Aozora Bank
2,409.000
Thu
-2.33
2,534.500
-4.95
3,067.000
-532.500
-17.36
JPY
-7.56
Toronto-Dominion
76.900
Wed
1.22
75.130
2.36
83.070
-7.940
-9.56
CAD
-8.16
S
Kotak Mahindra Bank
1,643.100
Thu
-0.32
1,624.300
1.16
1,746.900
-122.600
-7.02
INR
-9.98
Umweltbank
6.720
Thu
-1.18
6.560
2.44
7.860
-1.300
-16.54
EUR
-21.40
S
Heartland
1.000
Thu
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
5/08/24
569
Banco de Valores
100
286
ARS
61.200
302.000
240.800
393
86,398
178
accum 1/02/06
5/08/24 5114
days out of 6703 invested (76%)
764
86,398
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 5/08/24 569 61.20 302.00 240.80 393.46 439.98
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