Share-o-matic - Assessment Banks

Assessment - Banks in Euro - 1/07/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
		SOM Banks	255.512	12/08/24	0.22	265.132	-3.63	237.673	27.459	11.55	18.42
	S	Heartland	0.600	12/08/24	0.95	0.549	9.28	0.668	-0.119	-17.85	-29.62
		Banco Comercial	0.378	12/08/24	0.16	0.347	9.00	0.265	0.082	30.99	19.66
		Cdn Imp Bk Comm	47.280	12/08/24	-0.36	44.133	7.13	44.676	-0.544	-1.22	9.11
	L	NatWest	394.357	12/08/24	0.48	371.257	6.22	290.358	80.898	27.86	34.32
		U.S. Bancorp	38.662	12/08/24	-1.43	36.583	5.68	39.318	-2.735	-6.96	3.04
		National Bank CA	77.627	12/08/24	0.39	73.618	5.45	73.089	0.528	0.72	6.95
		BNY Mellon	58.986	12/08/24	-0.80	56.040	5.26	51.095	4.945	9.68	21.81
		Agricultural Bank	0.594	12/08/24	0.65	0.568	4.50	0.542	0.026	4.80	16.35
	S	Toronto-Dominion	53.264	12/08/24	0.19	51.019	4.40	54.457	-3.438	-6.31	-8.00
	S	KakaoBank	14.731	12/08/24	1.39	14.158	4.05	19.654	-5.496	-27.97	-19.38
		Westpac Banking	17.497	12/08/24	0.61	16.871	3.71	16.004	0.866	5.41	19.88
		KB Financial	55.619	12/08/24	0.73	53.664	3.64	47.751	5.913	12.38	31.89
	L	Commonwealth Bank	80.931	12/08/24	0.76	78.246	3.43	70.882	7.364	10.39	18.82
		Ind and Comm Bk	0.767	12/08/24	1.18	0.745	2.92	0.681	0.065	9.49	17.29
		Woori Financial	9.944	12/08/24	0.55	9.708	2.43	10.131	-0.423	-4.18	7.45
		Erste Group Bank	46.100	12/08/24	0.37	45.090	2.24	37.190	7.900	21.24	17.30
	L	Royal Bank CA	100.925	12/08/24	-0.72	98.815	2.14	89.536	9.279	10.36	12.44
	L	Lloyds Bank	66.944	12/08/24	-0.28	65.553	2.12	55.423	10.130	18.28	22.90
		FinecoBank	14.435	12/08/24	0.94	14.185	1.76	12.940	1.245	9.62	8.57
		Raiffeisen Bank Int	16.610	12/08/24	1.59	16.340	1.65	20.200	-3.860	-19.11	1.72
		American Express	221.001	12/08/24	-0.34	217.980	1.39	201.573	16.408	8.14	27.96
		BBVA Banco Francés	4.109	12/08/24	0.75	4.056	1.32	2.530	1.525	60.28	25.74
	S	DNB	18.752	12/08/24	0.14	18.534	1.18	18.543	-0.009	-0.05	2.31
		Credit Agricole	13.205	12/08/24	0.57	13.100	0.80	12.598	0.502	3.98	4.62
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
		Banca Generali	38.080	12/08/24	0.74	37.800	0.74	34.450	3.350	9.72	8.56
		KBC	66.580	12/08/24	-0.21	66.160	0.63	66.460	-0.300	-0.45	6.24
		JP Morgan Chase	192.230	12/08/24	0.19	191.540	0.36	171.895	19.645	11.43	25.36
	S	Svenska Handelsbank	8.956	12/08/24	0.29	8.925	0.34	11.114	-2.189	-19.70	1.38
		National Australia B	22.314	12/08/24	1.01	22.364	-0.22	20.487	1.877	9.16	20.85
		Mediobanca	14.030	12/08/24	0.94	14.090	-0.43	12.580	1.510	12.00	12.29
		ANZ Banking AU	17.497	12/08/24	0.93	17.639	-0.81	17.288	0.351	2.03	10.78
		Standard Chartered	850.943	12/08/24	0.92	862.965	-1.39	797.989	64.976	8.14	8.69
		Suncorp-Metway	10.441	12/08/24	1.38	10.621	-1.69	9.217	1.404	15.23	21.47
		Bank Nova Scotia	41.717	12/08/24	-3.42	42.457	-1.74	45.246	-2.790	-6.17	-2.06
	L	Kotak Mahindra Bank	19.811	12/08/24	0.16	20.209	-1.97	19.186	1.023	5.33	2.33
		ABN AMRO	15.290	12/08/24	0.92	15.665	-2.39	14.965	0.700	4.68	8.42
		ANZ Banking NZ	17.004	12/08/24	0.13	17.428	-2.44	17.339	0.089	0.52	9.70
	S	Bank Montreal	75.883	12/08/24	-0.10	77.905	-2.60	84.187	-6.282	-7.46	-5.45
	L	HDFC Bank	18.555	12/08/24	0.60	19.059	-2.64	15.915	3.144	19.76	10.73
		IBK	9.088	12/08/24	0.37	9.337	-2.67	9.716	-0.379	-3.90	11.57
		Banco de Valores	0.348	12/08/24	-0.15	0.358	-2.71	0.289	0.069	24.01	10.78
		Intesa Sanpaolo	3.471	12/08/24	0.54	3.582	-3.10	3.000	0.582	19.38	22.08
		ICICI Bank	13.108	12/08/24	0.10	13.545	-3.22	12.134	1.411	11.63	20.20
		Banca Mediolanum	10.230	12/08/24	1.29	10.590	-3.40	10.000	0.590	5.90	16.83
		Banco Sabadell	1.788	12/08/24	0.45	1.852	-3.43	1.253	0.599	47.82	41.15
	L	ICBC	0.535	12/08/24	2.05	0.554	-3.45	0.473	0.081	17.06	21.06
	L	State Bank of India	9.082	12/08/24	-1.42	9.410	-3.49	8.576	0.834	9.73	29.67
	L	China Constr Bk HK	0.663	12/08/24	1.46	0.689	-3.81	0.571	0.118	20.66	24.74
		BNP Paribas	59.250	12/08/24		61.670	-3.92	57.270	4.400	7.68	-1.82
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
		Bank of Ireland	9.412	12/08/24	-0.93	9.816	-4.12	8.426	1.390	16.50	9.58
		S.E.B	13.213	12/08/24	-0.10	13.835	-4.50	13.627	0.208	1.53	16.86
		Unicredit	34.570	12/08/24	0.38	36.205	-4.52	31.305	4.900	15.65	27.09
	L	Bank of America	35.586	12/08/24	-0.29	37.301	-4.60	32.366	4.935	15.25	26.04
		BPER Banca	4.765	12/08/24	-0.27	4.996	-4.62	3.803	1.193	31.37	31.96
		OCBC	9.499	12/08/24	0.29	9.959	-4.62	8.915	1.044	11.72	11.07
	L	Unipol	8.975	12/08/24	0.06	9.435	-4.88	7.516	1.919	25.53	55.74
		Danske Bank	26.611	12/08/24	0.15	28.039	-5.09	27.667	0.372	1.35	16.12
		Bankinter	7.294	12/08/24	0.19	7.694	-5.20	6.068	1.626	26.80	21.96
	L	HSBC	7.682	12/08/24	0.63	8.154	-5.78	7.139	1.015	14.21	11.48
		DBS Bank	23.338	12/08/24	1.22	24.808	-5.92	22.917	1.891	8.25	8.09
		Jyske Bank	69.595	12/08/24	0.48	74.020	-5.98	75.782	-1.762	-2.33	6.13
		Banco Bilbao Viz	8.924	12/08/24	0.27	9.500	-6.06	9.414	0.086	0.91	9.25
	L	United Overseas Bank	20.117	12/08/24	0.58	21.498	-6.42	19.304	2.194	11.37	9.61
		China Merchants Bank	4.112	12/08/24	-0.65	4.399	-6.52	4.032	0.367	9.10	8.17
	S	Banco del Bajio	2.638	12/08/24	0.64	2.830	-6.79	3.469	-0.639	-18.41	-8.93
	L	HSBC	758.895	12/08/24	0.22	814.289	-6.80	711.454	102.835	14.45	11.44
		Swedbank	18.158	12/08/24	-0.86	19.517	-6.96	20.388	-0.871	-4.27	10.77
		Banco BPM	5.782	12/08/24	-0.31	6.216	-6.98	5.550	0.666	12.00	18.12
	L	Bank of China (HK)	2.662	12/08/24		2.871	-7.28	2.478	0.393	15.88	12.12
		IndusInd Bank	15.098	12/08/24	0.08	16.284	-7.28	17.010	-0.726	-4.27	-0.83
		Banco Macro	6.819	12/08/24	0.91	7.375	-7.54	4.607	2.769	60.10	48.04
	L	Axis Bank	13.013	12/08/24	1.89	14.104	-7.73	12.294	1.810	14.72	20.77
		UBS	25.638	12/08/24	0.44	27.836	-7.89	26.559	1.277	4.81	13.41
		Nordea Bank	10.504	12/08/24	-0.13	11.411	-7.95	11.306	0.105	0.93	7.25
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
		Banco Santander	4.089	12/08/24	-0.24	4.448	-8.06	3.856	0.592	15.34	15.44
	S	Regional	6.436	12/08/24	-0.39	7.012	-8.20	8.715	-1.704	-19.55	-8.47
	L	Industrial Bank	2.084	12/08/24	-0.55	2.272	-8.28	2.099	0.173	8.25	11.41
	L	China Merchants B HK	3.880	12/08/24		4.232	-8.32	3.508	0.724	20.65	14.99
	L	Hang Seng Bank	10.971	12/08/24	0.38	11.986	-8.47	10.729	1.257	11.71	6.69
	L	Nordea Bank	10.420	12/08/24	-0.19	11.415	-8.72	11.312	0.103	0.91	6.97
		Citigroup	53.924	12/08/24		59.136	-8.81	51.694	7.442	14.40	28.74
		Societe Generale	20.520	12/08/24	0.44	22.600	-9.20	22.745	-0.145	-0.64	-5.83
	L	Aozora Bank	13.646	9/08/24	3.28	15.141	-9.87	15.448	-0.307	-1.99	-10.36
		Sumitomo Mitsui Trst	19.157	9/08/24	2.72	21.470	-10.78	19.085	2.385	12.50	17.75
	L	Umweltbank	5.640	12/08/24	-1.40	6.380	-11.60	6.020	0.360	5.98	-15.93
	L	Bank of China	0.406	12/08/24	1.19	0.460	-11.69	0.363	0.097	26.78	29.46
		Unicaja Banco	1.150	12/08/24	-0.86	1.306	-11.94	0.959	0.348	36.25	21.08
		Deutsche Bank	13.308	12/08/24	0.14	15.406	-13.62	12.596	2.810	22.31	26.34
		Wells Fargo	48.535	12/08/24	-1.33	56.488	-14.08	51.390	5.098	9.92	27.49
		Commerzbank	12.420	12/08/24	0.89	14.605	-14.96	10.695	3.910	36.56	23.82
		Resona	5.215	9/08/24	3.93	6.272	-16.85	5.167	1.105	21.39	21.94
		Fukuoka	20.997	9/08/24	5.30	25.538	-17.78	24.054	1.484	6.17	12.18
		Chiba Bank	6.191	9/08/24	3.22	8.404	-26.33	7.505	0.899	11.98	20.48
Banks - 93 out of 93 instruments rated - 1/07/24 / 4/03/24 - 73 did rise, Market-Ratio(17) in EUR = 78.49 %

Technical Chart

	Banks RS = 17 - B/S = 42/41

3/01/22	scale up chart	1/07/24

Transactions Banks in Euro * L17 - 42/41 (3)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
2/01/06		11/09/06	252		- cash -
long	11/09/06	18/06/07	280		Sberbank	33	413	8.060	13.680	5.620	70	12,321	99
					Bank of East Asia	33	987	3.377	3.993	0.615	18	12,929	24
					China Minsheng Bk	33	10,775	0.310	0.900	0.590	191	19,291	302
100							93					135
18/06/07		25/06/07	7		- cash -
	25/06/07	30/07/07	35		China Merchants Bank	33	3,439	1.870	2.193	0.324	17	20,405	429
					Hua Xia Bank	33	10,248	0.627	0.679	0.052	8	20,934	128
					Shanghai Pudong	33	4,125	1.559	1.681	0.122	8	21,438	120
100							11					201
30/07/07		8/10/07	70		- cash -
	8/10/07	15/10/07	7		China Merchants Bank	33	2,409	2.966	2.971	0.005	0	21,450	9
					Hua Xia Bank	33	7,174	0.996	1.127	0.131	13	22,389	62,549
					Shanghai Pudong	33	3,255	2.195	2.142	-0.053	-2	22,218	-72
100							4					545
15/10/07		29/10/07	14		- cash -
	29/10/07	5/11/07	7		China Merchants Bank	33	2,330	3.178	2.990	-0.187	-6	21,781	-96
					Hua Xia Bank	33	7,392	1.002	0.933	-0.069	-7	21,273	-98
					Shanghai Pudong	33	3,253	2.277	2.145	-0.132	-6	20,843	-96
100							-6					-96
5/11/07		3/12/07	28		- cash -
	3/12/07	17/12/07	14		China Merchants Bank	33	2,461	2.823	2.626	-0.197	-7	20,358	-85
					Shanghai Pudong	33	3,316	2.095	1.848	-0.247	-12	19,541	-96
					State Bank of India	33	16,541	0.420	0.399	-0.021	-5	19,190	-74
100							-8					-88
17/12/07		19/05/08	154		- cash -
	19/05/08	26/05/08	7		Hang Seng Bank	33	537	11.897	11.865	-0.032	0	19,173	-13
					HDFC	33	7,906	0.810	0.767	-0.042	-5	18,839	-94
					Axis Bank	33	23,574	0.272	0.226	-0.045	-17	17,776	-100
100							-7					-98
26/05/08		30/03/09	308		- cash -
	30/03/09	25/01/10	301		Bank of Bejing	33	9,360	0.633	0.826	0.193	30	19,581	38
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Industrial Bank	33	6,350	0.933	1.328	0.395	42	22,087	53
					Shanghai Pudong	33	4,449	1.332	1.630	0.298	22	23,414	28
100							32					40
25/01/10		1/03/10	35		- cash -
	1/03/10	3/05/10	63		Aareal Bank	33	556	14.034	14.803	0.769	5	23,841	36
					KBC	33	232	33.620	35.195	1.575	5	24,207	30
					VTB Bank	33	2,270	3.440	3.640	0.200	6	24,661	39
100							5					35
3/05/10		31/05/10	28		- cash -
	31/05/10	28/06/10	28		Banco Macro	33	3,408	2.412	2.420	0.008	0	24,688	4
					KBC	33	257	31.885	32.760	0.875	3	24,913	42
					VTB Bank	33	2,109	3.910	4.050	0.140	4	25,208	58
100							2					33
28/06/10		6/09/10	70		- cash -
	6/09/10	29/11/10	84		Banco Macro	33	2,730	3.078	3.931	0.853	28	27,536	189
					BBVA Banco Francés	33	3,819	2.200	2.981	0.781	36	30,520	275
					State Bank of India	33	16,916	0.497	0.504	0.007	1	30,636	6
100							22					133
29/11/10		6/12/10	7		- cash -
	6/12/10	16/05/11	161		Aareal Bank	33	518	19.708	23.250	3.542	18	32,471	45
					Banco Macro	33	2,480	4.117	2.548	-1.569	-38	28,579	-66
					BBVA Banco Francés	33	3,428	2.980	2.366	-0.614	-21	26,476	-41
100							-14					-28
16/05/11		19/12/11	217		- cash -
	19/12/11	26/12/11	7		Banco Sabadell	33	3,499	2.522	2.490	-0.032	-1	26,364	-49
					Aozora Bank	33	43,671	0.202	0.204	0.002	1	26,454	70
					China Minsheng Bk	33	12,169	0.725	0.710	-0.015	-2	26,274	-66
100							-1					-33
26/12/11		2/01/12	7		- cash -
	2/01/12	21/05/12	140		U.S. Bancorp	33	411	21.283	24.053	2.770	13	27,412	38
					Bankinter	33	2,816	3.111	1.935	-1.176	-38	24,101	-71
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Aozora Bank	33	40,067	0.219	0.172	-0.046	-21	22,241	-46
100							-15					-35
21/05/12		13/08/12	84		- cash -
	13/08/12	10/06/13	301		Regional	33	2,564	2.891	4.295	1.404	49	25,841	62
					KBC	33	405	18.305	30.855	12.550	69	30,924	88
					Alpha Services	33	117	63.000	24.500	-38.500	-61	26,419	-68
100							19					23
10/06/13		15/07/13	35		- cash -
	15/07/13	2/09/13	49		Lloyds Bank	33	10,970	0.803	0.868	0.066	8	27,138	79
					Bank of Ireland	33	1,726	5.100	6.750	1.650	32	29,986	707
					FBD	33	572	15.400	14.320	-1.080	-7	29,368	-42
100							11					120
2/09/13		9/09/13	7		- cash -
	9/09/13	6/10/14	392		Banco Macro	33	3,980	2.460	4.444	1.984	81	37,265	73
					BBVA Banco Francés	33	4,433	2.208	4.865	2.656	120	49,041	109
					Bank of Ireland	33	1,382	7.080	9.240	2.160	31	52,026	28
100							77					70
6/10/14		27/10/14	21		- cash -
	27/10/14	5/01/15	70		Banco Macro	33	3,915	4.429	4.753	0.324	7	53,295	45
					BBVA Banco Francés	33	3,743	4.633	5.106	0.473	10	55,066	66
					Axis Bank	33	31,687	0.547	0.683	0.136	25	59,371	218
100							14					99
5/01/15		19/01/15	14		- cash -
	19/01/15	17/08/15	210		BBVA Banco Francés	33	3,337	5.929	7.748	1.819	31	65,440	59
					Bank of Comm	33	22,005	0.899	0.949	0.049	5	66,520	10
					China Everbright Bk	33	32,756	0.604	0.631	0.027	4	67,394	8
100							14					25
17/08/15		21/12/15	126		- cash -
	21/12/15	11/01/16	21		Umweltbank	33	1,386	16.200	16.540	0.340	2	67,865	43
					Sberbank	33	4,196	5.354	4.550	-0.804	-15	64,491	-94
					Shanghai Pudong	33	8,305	2.706	2.391	-0.315	-12	61,873	-88
100							-8					-77
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
11/01/16		16/05/16	126		- cash -
	16/05/16	4/07/16	49		Banco Macro	33	3,776	5.461	6.563	1.103	20	66,037	294
					Regional	33	4,133	4.990	5.118	0.127	3	66,563	21
					Sberbank	33	2,991	6.896	7.956	1.060	15	69,734	190
100							13					144
4/07/16		18/07/16	14		- cash -
	18/07/16	26/03/18	616		Banco Macro	33	3,206	7.249	8.712	1.464	20	74,426	12
					Sberbank	33	2,796	8.312	14.970	6.658	80	93,042	42
					Axis Bank	33	30,349	0.766	0.629	-0.137	-18	88,877	-11
100							27					15
26/03/18		23/07/18	119		- cash -
	23/07/18	13/08/18	21		FinecoBank	33	2,910	10.180	10.045	-0.135	-1	88,484	-21
					Kotak Mahindra Bank	33	17,842	1.660	1.612	-0.049	-3	87,611	-41
					Yes Bank	33	61,707	0.480	0.464	-0.016	-3	86,625	-44
100							-3					-36
13/08/18		24/09/18	42		- cash -
	24/09/18	8/10/18	14		American Express	33	309	93.262	93.092	-0.170	0	86,573	-5
					FinecoBank	33	2,474	11.680	10.730	-0.950	-8	84,222	-89
					Fukuoka	33	117,360	0.246	0.249	0.003	1	84,557	35
100							-2					-47
8/10/18		11/02/19	126		- cash -
	11/02/19	17/06/19	126		Banco Macro	33	5,575	5.056	5.851	0.795	16	88,991	53
					BBVA Banco Francés	33	7,496	3.760	2.874	-0.885	-24	82,355	-54
					Axis Bank	33	33,085	0.852	0.992	0.140	16	86,989	55
100							3					9
17/06/19		8/07/19	21		- cash -
	8/07/19	29/07/19	21		Banco Macro	33	4,447	6.520	6.481	-0.039	-1	86,814	-10
					Banca Generali	33	1,099	26.380	26.660	0.280	1	87,122	20
					Sberbank	33	2,086	13.900	13.415	-0.485	-3	86,110	-46
100							-1					-16
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
29/07/19		16/09/19	49		- cash -
	16/09/19	7/10/19	21		Unipol	33	6,006	4.779	4.767	-0.012	0	86,038	-4
					Banca Generali	33	1,012	28.360	28.080	-0.280	-1	85,754	-16
					Sberbank	33	2,124	13.510	12.800	-0.710	-5	84,246	-61
100							-2					-32
7/10/19		14/10/19	7		- cash -
	14/10/19	2/03/20	140		Mediobanca	33	2,779	10.105	7.902	-2.203	-22	78,124	-47
					Unipol	33	5,739	4.893	4.335	-0.558	-11	74,922	-27
					Kotak Mahindra Bank	33	13,915	2.018	1.970	-0.049	-2	74,245	-6
100							-12					-28
2/03/20		6/07/20	126		- cash -
	6/07/20	28/09/20	84		Deutsche Bank	33	2,809	8.808	7.272	-1.536	-17	69,931	-57
					BBVA Banco Francés	33	12,693	1.950	1.402	-0.548	-28	62,970	-76
					FinecoBank	33	1,913	12.935	11.710	-1.225	-9	60,626	-35
100							-18					-59
28/09/20		12/10/20	14		- cash -
	12/10/20	19/10/20	7		UBI Banca	33	5,626	3.592	3.592	0.000	0	60,626	0
		2/11/20	21		FinecoBank	33	1,641	12.310	12.020	-0.290	-2	60,150	-34
					HDFC Bank	33	14,440	1.400	1.403	0.003	0	60,189	3
100							-1					-12
2/11/20		9/11/20	7		- cash -
	9/11/20	7/03/22	483		BBVA Banco Francés	33	12,261	1.636	1.675	0.039	2	60,663	2
					HDFC Bank	33	13,118	1.529	1.584	0.055	4	61,381	3
					IndusInd Bank	33	22,679	0.885	0.998	0.113	13	63,945	10
100							6					5
7/03/22		21/03/22	14		- cash -
	21/03/22	9/05/22	49		Banco del Bajio	33	9,305	2.291	2.306	0.016	1	64,092	5
					Shinsei Bank	33	122,952	0.173	0.167	-0.006	-4	63,312	-24
					Woori Financial	33	1,966,448	0.011	0.011	0.001	5	64,345	42
100							1					5
9/05/22		12/09/22	126		- cash -
	12/09/22	19/09/22	7		Banco Macro	33	6,612	3.244	3.592	0.348	11	66,649	20,329
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					BBVA Banco Francés	33	9,796	2.190	2.349	0.159	7	68,210	3,796
					Yes Bank	33	983,439	0.022	0.020	-0.001	-6	66,901	-96
100							4					662
19/09/22		24/10/22	35		- cash -
	24/10/22	27/03/23	154		Banco Macro	33	7,697	2.897	3.171	0.274	9	69,011	24
					BBVA Banco Francés	33	11,123	2.005	2.408	0.404	20	73,501	54
					Bank of Ireland	33	3,034	7.350	9.016	1.666	23	78,556	62
100							17					46
27/03/23		3/04/23	7		- cash -
	3/04/23	8/05/23	35		Banco Macro	33	8,015	3.267	3.287	0.020	1	78,717	7
					BBVA Banco Francés	33	10,824	2.419	2.580	0.161	7	80,456	96
					Unicredit	33	1,460	17.930	18.980	1.050	6	81,989	81
100							4					56
8/05/23		10/07/23	63		- cash -
	10/07/23	30/10/23	112		Banco Macro	33	5,849	4.672	4.015	-0.658	-14	78,143	-39
					BBVA Banco Francés	33	7,792	3.507	2.912	-0.595	-17	73,506	-45
					Unicredit	33	1,283	21.295	23.490	2.195	10	76,322	38
100							-7					-21
30/10/23		6/11/23	7		- cash -
	6/11/23	27/11/23	21		Banco Macro	33	5,407	4.705	6.496	1.791	38	86,008	27,146
					BBVA Banco Francés	33	7,804	3.260	4.308	1.049	32	94,192	12,650
					Banco de Valores	33	73,983	0.344	0.438	0.094	27	101,123	6,484
100							32					13,203
27/11/23		4/12/23	7		- cash -
	4/12/23	12/08/24	252		Banco Macro	33	5,338	6.314	6.819	0.505	8	103,822	12
					BBVA Banco Francés	33	8,034	4.195	4.109	-0.086	-2	103,127	-3
					Banco de Valores	33	78,509	0.429	0.348	-0.081	-19	96,745	-26
100							-4					-6
accum	11/09/06	12/08/24	5129	days out of 7523 invested (68%)						867		96,745	18

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Banco Macro	long	31/05/10	28/06/10	28	2.41	2.42	0.01	0.33	33	0.11
		6/09/10	29/11/10	84	3.08	3.93	0.85	27.71		9.24
		6/12/10	16/05/11	161	4.12	2.55	-1.57	-38.11		-12.70
		9/09/13	6/10/14	392	2.46	4.44	1.98	80.67		26.89
		27/10/14	5/01/15	70	4.43	4.75	0.32	7.32		2.44
		16/05/16	4/07/16	49	5.46	6.56	1.10	20.19		6.73
		18/07/16	26/03/18	616	7.25	8.71	1.46	20.19		6.73
		11/02/19	17/06/19	126	5.06	5.85	0.80	15.73		5.24
		8/07/19	29/07/19	21	6.52	6.48	-0.04	-0.61		-0.20
		12/09/22	19/09/22	7	3.24	3.59	0.35	10.74		3.58
		24/10/22	27/03/23	154	2.90	3.17	0.27	9.46		3.15
		3/04/23	8/05/23	35	3.27	3.29	0.02	0.62		0.21
		10/07/23	30/10/23	112	4.67	4.01	-0.66	-14.07		-4.69
		6/11/23	27/11/23	21	4.70	6.50	1.79	38.07		12.69
		4/12/23	12/08/24	252	6.31	6.82	0.51	8.01		2.67	75.29
China Minsheng Bk		11/09/06	18/06/07	280	0.31	0.90	0.59	190.63		63.54
		19/12/11	26/12/11	7	0.73	0.71	-0.01	-2.04		-0.68	62.43
BBVA Banco Francés		6/09/10	29/11/10	84	2.20	2.98	0.78	35.52		11.84
		6/12/10	16/05/11	161	2.98	2.37	-0.61	-20.60		-6.87
		9/09/13	6/10/14	392	2.21	4.86	2.66	120.29		40.10
		27/10/14	5/01/15	70	4.63	5.11	0.47	10.21		3.40
		19/01/15	17/08/15	210	5.93	7.75	1.82	30.67		10.22
		11/02/19	17/06/19	126	3.76	2.87	-0.89	-23.55		-7.85
		6/07/20	28/09/20	84	1.95	1.40	-0.55	-28.12		-9.37
		9/11/20	7/03/22	483	1.64	1.67	0.04	2.36		0.79
		12/09/22	19/09/22	7	2.19	2.35	0.16	7.28		2.43
		24/10/22	27/03/23	154	2.00	2.41	0.40	20.13		6.71
		3/04/23	8/05/23	35	2.42	2.58	0.16	6.64		2.21
		10/07/23	30/10/23	112	3.51	2.91	-0.60	-16.97		-5.66
		6/11/23	27/11/23	21	3.26	4.31	1.05	32.17		10.72
		4/12/23	12/08/24	252	4.20	4.11	-0.09	-2.06		-0.69	62.25
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Sberbank		11/09/06	18/06/07	280	8.06	13.68	5.62	69.73		23.24
		21/12/15	11/01/16	21	5.35	4.55	-0.80	-15.02		-5.01
		16/05/16	4/07/16	49	6.90	7.96	1.06	15.37		5.12
		18/07/16	26/03/18	616	8.31	14.97	6.66	80.10		26.70
		8/07/19	29/07/19	21	13.90	13.42	-0.49	-3.49		-1.16
		16/09/19	7/10/19	21	13.51	12.80	-0.71	-5.26		-1.75	51.42
Bank of Ireland		15/07/13	2/09/13	49	5.10	6.75	1.65	32.35		10.78
		9/09/13	6/10/14	392	7.08	9.24	2.16	30.51		10.17
		24/10/22	27/03/23	154	7.35	9.02	1.67	22.67		7.56	31.27
KBC		1/03/10	3/05/10	63	33.62	35.20	1.58	4.68		1.56
		31/05/10	28/06/10	28	31.89	32.76	0.87	2.74		0.91
		13/08/12	10/06/13	301	18.31	30.86	12.55	68.56		22.85	25.91
Regional		13/08/12	10/06/13	301	2.89	4.30	1.40	48.57		16.19
		16/05/16	4/07/16	49	4.99	5.12	0.13	2.55		0.85	17.18
Industrial Bank		30/03/09	25/01/10	301	0.93	1.33	0.39	42.30		14.10	14.10
Bank of Bejing		30/03/09	25/01/10	301	0.63	0.83	0.19	30.46		10.15	10.15
Aareal Bank		1/03/10	3/05/10	63	14.03	14.80	0.77	5.48		1.83
		6/12/10	16/05/11	161	19.71	23.25	3.54	17.97		5.99	7.93
Bank of East Asia		11/09/06	18/06/07	280	3.38	3.99	0.62	18.22		6.07	6.07
Unicredit		3/04/23	8/05/23	35	17.93	18.98	1.05	5.86		1.95
		10/07/23	30/10/23	112	21.30	23.49	2.20	10.31		3.44	5.45
Hua Xia Bank		25/06/07	30/07/07	35	0.63	0.68	0.05	8.22		2.74
		8/10/07	15/10/07	7	1.00	1.13	0.13	13.15		4.38
		29/10/07	5/11/07	7	1.00	0.93	-0.07	-6.87		-2.29	4.79
U.S. Bancorp		2/01/12	21/05/12	140	21.28	24.05	2.77	13.02		4.34	4.34
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
IndusInd Bank		9/11/20	7/03/22	483	0.88	1.00	0.11	12.78		4.26	4.26
VTB Bank		1/03/10	3/05/10	63	3.44	3.64	0.20	5.81		1.94
		31/05/10	28/06/10	28	3.91	4.05	0.14	3.58		1.19	3.15
Lloyds Bank		15/07/13	2/09/13	49	0.80	0.87	0.07	8.16		2.72	2.72
Banco de Valores		6/11/23	27/11/23	21	0.34	0.44	0.09	27.24		9.08
		4/12/23	12/08/24	252	0.43	0.35	-0.08	-18.93		-6.31	2.20
Bank of Comm		19/01/15	17/08/15	210	0.90	0.95	0.05	5.46		1.82	1.82
Woori Financial		21/03/22	9/05/22	49	0.01	0.01	0.00	4.85		1.62	1.62
China Everbright Bk		19/01/15	17/08/15	210	0.60	0.63	0.03	4.42		1.47	1.47
Axis Bank		19/05/08	26/05/08	7	0.27	0.23	-0.05	-16.61		-5.54
		27/10/14	5/01/15	70	0.55	0.68	0.14	24.82		8.27
		18/07/16	26/03/18	616	0.77	0.63	-0.14	-17.91		-5.97
		11/02/19	17/06/19	126	0.85	0.99	0.14	16.44		5.48	1.44
China Merchants Bank		25/06/07	30/07/07	35	1.87	2.19	0.32	17.33		5.78
		8/10/07	15/10/07	7	2.97	2.97	0.00	0.16		0.05
		29/10/07	5/11/07	7	3.18	2.99	-0.19	-5.90		-1.97
		3/12/07	17/12/07	14	2.82	2.63	-0.20	-6.98		-2.33	1.34
HDFC Bank		12/10/20	2/11/20	21	1.40	1.40	0.00	0.19		0.06
		9/11/20	7/03/22	483	1.53	1.58	0.05	3.58		1.19	1.26
Umweltbank		21/12/15	11/01/16	21	16.20	16.54	0.34	2.10		0.70	0.70
Fukuoka		24/09/18	8/10/18	14	0.25	0.25	0.00	1.16		0.39	0.39
Banco del Bajio		21/03/22	9/05/22	49	2.29	2.31	0.02	0.69		0.23	0.23
Banca Generali		8/07/19	29/07/19	21	26.38	26.66	0.28	1.06		0.35
		16/09/19	7/10/19	21	28.36	28.08	-0.28	-0.99		-0.33	0.02
UBI Banca		12/10/20	19/10/20	7	3.59	3.59	0.00	0.00		0.00	0.00
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
American Express		24/09/18	8/10/18	14	93.26	93.09	-0.17	-0.18		-0.06	-0.06
Hang Seng Bank		19/05/08	26/05/08	7	11.90	11.86	-0.03	-0.27		-0.09	-0.09
Banco Sabadell		19/12/11	26/12/11	7	2.52	2.49	-0.03	-1.27		-0.42	-0.42
Shanghai Pudong		25/06/07	30/07/07	35	1.56	1.68	0.12	7.85		2.62
		8/10/07	15/10/07	7	2.20	2.14	-0.05	-2.40		-0.80
		29/10/07	5/11/07	7	2.28	2.14	-0.13	-5.80		-1.93
		3/12/07	17/12/07	14	2.09	1.85	-0.25	-11.77		-3.92
		30/03/09	25/01/10	301	1.33	1.63	0.30	22.40		7.47
		21/12/15	11/01/16	21	2.71	2.39	-0.32	-11.65		-3.88	-0.93
Shinsei Bank		21/03/22	9/05/22	49	0.17	0.17	-0.01	-3.66		-1.22	-1.22
State Bank of India		3/12/07	17/12/07	14	0.42	0.40	-0.02	-5.04		-1.68
		6/09/10	29/11/10	84	0.50	0.50	0.01	1.38		0.46	-1.23
HDFC		19/05/08	26/05/08	7	0.81	0.77	-0.04	-5.22		-1.74	-1.74
Kotak Mahindra Bank		23/07/18	13/08/18	21	1.66	1.61	-0.05	-2.94		-0.98
		14/10/19	2/03/20	140	2.02	1.97	-0.05	-2.41		-0.80	-1.78
FBD		15/07/13	2/09/13	49	15.40	14.32	-1.08	-7.01		-2.34	-2.34
Yes Bank		23/07/18	13/08/18	21	0.48	0.46	-0.02	-3.33		-1.11
		12/09/22	19/09/22	7	0.02	0.02	-0.00	-6.10		-2.03	-3.12
Unipol		16/09/19	7/10/19	21	4.78	4.77	-0.01	-0.25		-0.08
		14/10/19	2/03/20	140	4.89	4.34	-0.56	-11.40		-3.80	-3.88
Deutsche Bank		6/07/20	28/09/20	84	8.81	7.27	-1.54	-17.44		-5.81	-5.81
Aozora Bank		19/12/11	26/12/11	7	0.20	0.20	0.00	1.03		0.34
		2/01/12	21/05/12	140	0.22	0.17	-0.05	-21.22		-7.07	-6.76
FinecoBank		23/07/18	13/08/18	21	10.18	10.05	-0.14	-1.33		-0.44
		24/09/18	8/10/18	14	11.68	10.73	-0.95	-8.13		-2.71
		6/07/20	28/09/20	84	12.94	11.71	-1.23	-9.47		-3.16
		12/10/20	2/11/20	21	12.31	12.02	-0.29	-2.36		-0.79	-6.94
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Mediobanca		14/10/19	2/03/20	140	10.11	7.90	-2.20	-21.80		-7.27	-7.27
Bankinter		2/01/12	21/05/12	140	3.11	1.94	-1.18	-37.80		-12.60	-12.60
Alpha Services		13/08/12	10/06/13	301	63.00	24.50	-38.50	-61.11		-20.37	-20.37

Annotations

16/05/22	Cdn Imp Bk Comm	stock split 1:2 (two for one)
18/09/17	Umweltbank	stock split 1:5 (five for one)
10/07/17	Bank of Ireland	reverse split 30:1 (one for thirty)
23/01/17	Unicredit	reverse stock split 10:1 (one for ten)
24/10/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
13/01/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
21/09/15	Unipol	re-joins the MIB as replacement for Autogrill
19/05/15	Svenska Handelsbank	ex Split 1:3 (three for one)
11/03/15	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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