Share-o-matic - Assessment Banks

Assessment - Banks in Swiss Franc - 14/10/19 - RS = 13

		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	15/07/19	prc diff	⇓ Δ13	⇓∅-RS
		SOM Banks	178.762	Fri	0.14	175.005	2.15	180.893	-5.888	-3.25	-2.17
	S	Yes Bank	0.719	Fri	8.44	0.561	28.18	1.339	-0.778	-58.08	-68.24
	S	Indiabulls HF	3.236	Fri	33.60	2.768	16.89	9.178	-6.410	-69.84	-68.42
	S	Ferratum	9.566	Fri		8.357	14.47	12.329	-3.973	-32.22	-25.89
		RBS	299.168	Fri	2.63	270.168	10.73	282.548	-12.380	-4.38	-4.80
		IndusInd Bank	18.791	Fri	0.19	17.503	7.36	21.189	-3.686	-17.39	-17.21
		Banca Generali	31.205	Fri	0.50	29.094	7.26	29.493	-0.399	-1.35	15.46
	L	BPER Banca	4.306	Fri	2.22	4.044	6.47	4.218	-0.174	-4.12	2.66
	L	Banco Sabadell	1.124	Fri	0.44	1.062	5.82	1.042	0.020	1.96	-1.11
	L	Unicredit	12.645	Fri	0.56	11.950	5.82	12.682	-0.732	-5.77	-2.32
	L	Banco BPM	2.362	Fri	-0.09	2.235	5.66	2.077	0.158	7.61	7.62
		State Bank of India	3.774	Fri	5.31	3.575	5.56	5.172	-1.597	-30.87	-14.53
	L	Mediobanca	11.677	Fri	0.38	11.111	5.10	10.336	0.775	7.50	16.46
	L	Jyske Bank	34.580	Fri	0.30	32.975	4.87	34.033	-1.057	-3.11	-9.30
	L	FinecoBank	11.056	Fri	-0.05	10.551	4.78	11.104	-0.553	-4.98	-4.22
	L	UBI Banca	3.156	Fri	-0.10	3.019	4.52	2.892	0.128	4.42	8.08
		Bank of Ireland	4.770	Fri	-2.25	4.570	4.38	5.105	-0.535	-10.48	-15.62
		Shinsei Bank	15.039	Fri	0.93	14.414	4.34	15.711	-1.298	-8.26	2.78
	L	Bank of America	30.258	Fri	0.30	29.051	4.15	28.766	0.285	0.99	4.11
		Lloyds Bank	75.564	Fri	-1.26	72.551	4.15	71.284	1.267	1.78	1.21
		HDFC	29.313	Fri	2.23	28.198	3.96	32.540	-4.342	-13.34	0.62
	S	Axis Bank	9.931	Fri	-0.11	9.566	3.81	10.770	-1.203	-11.17	-1.06
		Bankia	1.988	Fri	-0.96	1.919	3.61	2.351	-0.432	-18.37	-23.78
	L	Bankinter	6.791	Fri	0.16	6.558	3.55	7.136	-0.578	-8.10	-11.28
	L	BNP Paribas	51.667	Fri	0.02	49.908	3.53	47.499	2.409	5.07	3.10
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	15/07/19	prc diff	⇓ Δ13	⇓∅-RS
	L	JP Morgan Chase	120.193	Fri	0.17	116.095	3.53	112.130	3.965	3.54	8.13
	L	Deutsche Bank	7.798	Fri	-0.63	7.534	3.50	7.634	-0.100	-1.31	-7.99
		U.S. Bancorp	54.902	Fri	0.66	53.098	3.40	52.295	0.803	1.54	3.40
	L	BNY Mellon	45.202	Fri	2.16	43.766	3.28	42.480	1.287	3.03	-7.10
	L	Societe Generale	28.621	Fri		27.725	3.23	25.296	2.429	9.60	-5.04
	L	Aareal Bank	32.151	Fri	-0.48	31.150	3.21	25.911	5.238	20.22	1.31
	L	Banco Bilbao Viz	5.254	Fri	1.09	5.096	3.11	5.461	-0.365	-6.69	-7.99
		Banco Santander	4.255	Fri	0.31	4.128	3.08	4.618	-0.490	-10.60	-8.83
	L	Sumitomo Mitsui Trst	35.349	Fri	0.42	34.411	2.73	36.097	-1.686	-4.67	-5.49
		Sberbank	14.602	Fri	0.76	14.217	2.71	15.229	-1.012	-6.64	7.85
	L	Credit Agricole	12.694	Fri		12.364	2.67	12.207	0.157	1.29	2.69
	L	Chiba Bank	5.151	Fri	0.18	5.022	2.56	5.076	-0.054	-1.05	-7.66
	L	Intesa Sanpaolo	2.457	Fri	0.13	2.397	2.50	2.271	0.126	5.54	5.19
		Bank of China (HK)	3.407	Fri	-0.56	3.324	2.49	3.901	-0.577	-14.79	-13.86
	L	Regional	5.058	Fri	0.52	4.935	2.47	5.033	-0.098	-1.94	0.43
		Umweltbank	10.995	Fri	-0.99	10.732	2.46	11.420	-0.689	-6.03	2.28
	L	Unipol	5.504	Fri	0.66	5.380	2.31	5.118	0.262	5.12	16.20
		Woori Financial	10.161	Fri	-0.41	9.951	2.12	11.531	-1.581	-13.71	-17.85
		ICICI Bank	6.127	Fri	0.57	6.002	2.09	6.066	-0.064	-1.05	11.61
	L	DNB	17.578	Fri	-0.34	17.222	2.07	18.639	-1.417	-7.60	-3.17
		HDFC Bank	17.201	Fri	0.74	16.857	2.04	17.199	-0.343	-1.99	8.80
	L	S.E.B	9.525	Fri	-0.11	9.340	1.98	9.877	-0.537	-5.43	-2.63
	L	Fukuoka	18.562	Fri	0.30	18.203	1.97	18.697	-0.493	-2.64	-10.65
	L	Kotak Mahindra Bank	22.607	Fri	0.67	22.190	1.88	21.663	0.528	2.44	17.74
	L	Swedbank	14.417	Fri	-0.56	14.168	1.76	15.591	-1.422	-9.12	-16.95
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	15/07/19	prc diff	⇓ Δ13	⇓∅-RS
	L	Aozora Bank	24.422	Fri	-0.15	24.008	1.72	23.973	0.034	0.14	-10.10
	S	ABN AMRO	18.208	Fri	-1.10	17.917	1.63	21.338	-3.421	-16.03	-18.92
	L	Svenska Handelsbank	9.531	Fri	-0.38	9.381	1.60	10.380	-0.999	-9.63	-9.01
	L	Credit Suisse	12.165	Fri	-0.73	11.975	1.59	12.155	-0.180	-1.48	-0.11
		HSBC	7.741	Fri		7.620	1.58	8.179	-0.559	-6.83	-6.03
	L	Raiffeisen Bank Int	23.530	Fri	0.71	23.167	1.57	24.237	-1.070	-4.41	-6.85
	L	National Bank CA	50.822	Fri	0.13	50.053	1.54	47.829	2.225	4.65	8.49
	L	Resona	4.192	Fri	-0.63	4.128	1.54	4.214	-0.086	-2.04	-7.34
	L	Shizuoka Bank	7.414	Fri	-0.12	7.303	1.51	7.504	-0.201	-2.67	-5.33
	L	Wells Fargo	49.818	Fri	0.73	49.120	1.42	45.984	3.136	6.82	2.23
	L	National Australia B	19.415	Fri	-0.35	19.145	1.41	18.728	0.416	2.22	6.31
	S	Commerzbank	5.831	Fri	-1.01	5.753	1.36	7.173	-1.420	-19.79	-21.73
	L	KBC	67.798	Fri	-0.32	66.896	1.35	66.082	0.815	1.23	-0.27
	L	Nordea Bank	7.147	Fri	-0.06	7.057	1.28	7.522	-0.465	-6.18	-9.92
	L	Cdn Imp Bk Comm	83.724	Fri	0.49	82.849	1.06	77.748	5.101	6.56	2.52
	L	UBS	11.185	Fri		11.070	1.04	11.950	-0.880	-7.36	-9.21
	S	Banco Comercial	0.214	Fri	-1.97	0.212	0.99	0.317	-0.105	-33.19	-19.67
	L	Nordea Bank	7.125	Fri	-0.21	7.059	0.94	7.538	-0.479	-6.35	-9.84
	S	Banco Macro	3.233	Fri	-0.40	3.207	0.80	6.813	-3.606	-52.92	-29.03
		Commonwealth Bank	53.761	Fri	-0.59	53.376	0.72	56.164	-2.788	-4.96	2.38
		Banco Santander MX	1.366	Fri	0.19	1.357	0.69	1.536	-0.180	-11.71	-2.13
		China Constr Bk HK	0.796	Fri	-0.79	0.791	0.64	0.789	0.002	0.21	-3.14
	L	Royal Bank CA	80.633	Fri	0.30	80.165	0.58	78.745	1.420	1.80	6.03
	S	Bank of Communicats	0.671	Fri	-1.49	0.667	0.57	0.741	-0.074	-9.96	-12.34
	L	Bank Nova Scotia	56.975	Fri	0.11	56.658	0.56	52.489	4.169	7.94	5.89
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	15/07/19	prc diff	⇓ Δ13	⇓∅-RS
		Erste Group Bank	33.316	Fri	0.90	33.140	0.53	37.099	-3.959	-10.67	-8.75
		Toronto-Dominion	55.866	Fri	0.16	55.610	0.46	57.830	-2.220	-3.84	0.61
	L	VTB Bank	1.292	Fri	-0.59	1.288	0.34	1.383	-0.095	-6.87	5.84
		ANZ Banking AU	18.739	Fri	-0.68	18.679	0.33	18.708	-0.029	-0.15	0.28
		Bank of China	0.403	Fri	-0.63	0.402	0.32	0.410	-0.009	-2.08	-5.91
		American Express	116.384	Fri	-1.98	116.035	0.30	126.572	-10.537	-8.32	4.55
		Agricultural Bank	0.504	Fri	-0.56	0.502	0.28	0.514	-0.012	-2.28	-4.38
	L	Danske Bank	14.168	Fri	-1.74	14.129	0.27	15.457	-1.328	-8.59	-18.24
	L	KB Financial	36.134	Fri	-0.12	36.092	0.12	36.850	-0.758	-2.06	-6.73
		Triodos Groenfonds	65.082	Fri	0.03	65.126	-0.07	65.250	-0.124	-0.19	-0.41
		Bank Montreal	73.026	Fri	-0.03	73.116	-0.12	75.127	-2.011	-2.68	-0.46
		ICBC	0.689	Fri	-1.09	0.690	-0.18	0.695	-0.004	-0.63	-2.12
	L	Westpac Banking	19.469	Fri	-0.83	19.509	-0.21	19.269	0.240	1.25	3.49
	L	Suncorp-Metway	9.073	Fri	-1.39	9.093	-0.22	9.160	-0.067	-0.73	-2.74
		Bank of China	0.517	Fri	-0.54	0.518	-0.27	0.530	-0.012	-2.25	-2.71
	S	OCBC	7.825	Fri	-1.01	7.854	-0.37	8.364	-0.510	-6.10	-3.51
		Standard Chartered	817.785	Fri	-1.21	822.053	-0.52	883.500	-61.447	-6.95	2.09
		Bank of East Asia	2.347	Fri	-0.32	2.359	-0.54	2.812	-0.453	-16.11	-22.17
	S	Hang Seng Bank	20.758	Fri	-1.27	20.885	-0.61	24.500	-3.615	-14.76	-11.15
	L	Heartland	1.017	Fri	-1.82	1.023	-0.61	1.112	-0.089	-7.97	0.76
	L	Citigroup	69.528	Fri	0.20	70.026	-0.71	70.596	-0.570	-0.81	9.12
		Ind and Comm Bk	0.800	Fri	-0.70	0.807	-0.87	0.802	0.005	0.66	0.47
	S	BBVA Banco Francés	1.740	Fri	-0.74	1.755	-0.88	3.336	-1.581	-47.38	-40.95
		DBS Bank	18.054	Fri	-0.64	18.214	-0.88	18.805	-0.591	-3.14	0.21
		HSBC	755.264	Fri	-0.79	762.420	-0.94	822.136	-59.716	-7.26	-5.88
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	15/07/19	prc diff	⇓ Δ13	⇓∅-RS
	L	ANZ Banking NZ	18.591	Fri	-1.95	18.773	-0.97	18.713	0.060	0.32	0.85
		United Overseas Bank	18.811	Fri	-0.77	19.030	-1.15	19.284	-0.254	-1.32	2.87
		IBK	10.625	Fri	-1.18	10.752	-1.18	11.615	-0.863	-7.43	-10.01
		Shanghai Pudong	1.804	Fri	-2.96	1.826	-1.24	1.647	0.179	10.88	13.18
		Industrial Bank	2.643	Fri	-1.58	2.683	-1.47	2.620	0.063	2.42	7.45
		Bank of Comm	0.792	Fri	-1.41	0.804	-1.58	0.831	-0.026	-3.15	-6.02
		China Merchants Bank	5.106	Fri	-2.22	5.198	-1.76	5.056	0.142	2.82	12.88
		Bank of Bejing	0.780	Fri	-1.07	0.796	-1.95	0.803	-0.007	-0.93	-5.91
		Bank of Shanghai	1.351	Fri	-1.44	1.377	-1.95	1.266	0.111	8.80	-12.35
		China Minsheng Bk	0.860	Fri	-2.09	0.885	-2.87	0.861	0.024	2.81	0.10
	L	Gentera	0.903	Fri	0.06	0.933	-3.27	0.852	0.081	9.51	14.99
	L	China Everbright Bk	0.622	Fri	-1.78	0.649	-4.13	0.544	0.105	19.29	13.88
Banks - 111 out of 111 instruments rated - 14/10/19 / 15/07/19 - 35 did rise, Market-Ratio(13) in CHF = 31.53 %

Technical Chart

	Banks RS = 13 - B/S = 79/73

5/01/15	scale up chart	14/10/19

Transactions Banks in Swiss Franc * A13 - 79/73 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		15/05/06	133		- cash -
short	15/05/06	4/09/06	112		Triodos Groenfonds	50	57	87.164	89.856	84.471	-2.693	-3	9,847	-10
					Swedbank	50	161	31.242	35.253	27.231	-4.011	-13	9,201	-36
100							-8						-24
long	4/09/06	5/03/07	182		Intesa Sanpaolo	50	599	7.670	8.099		0.429	6	9,457	12
					Sberbank	50	369	12.476	21.989		9.513	76	12,968	212
100							41						99
short	5/03/07	20/04/09	777		Shinsei Bank	50	10,232	0.634	0.159	2.530	1.897	299	32,376	92
					Sumitomo Mitsui Trst	50	5,005	1.295	0.373	4.504	3.209	248	48,435	80
100							274						86
long	20/04/09	2/11/09	196		Banco Popular	50	512	47.281	45.536		-1.746	-4	47,541	-7
					Shanghai Pudong	50	11,473	2.112	2.656		0.544	26	53,784	53
100							11						22
short	2/11/09	6/09/10	308		Resona	50	229,515	0.117	0.098	0.140	0.023	19	58,978	23
					Shinsei Bank	50	199,951	0.134	0.078	0.231	0.096	72	78,215	90
100							45						56
long	6/09/10	20/09/10	14		Banco Macro	50	9,692	4.035	4.717		0.683	17	84,831	5,786
					State Bank of India	50	60,052	0.651	0.683		0.032	5	86,767	253
100							11						1,396
short	20/09/10	6/02/12	504		Piraeus Bank	50	0	51,346.759	14,253.220	184,975.022	133,628.263	260	86,767	0
					National Bank Greece	50	5	16,274.962	5,145.654	51,475.358	35,200.396	216	262,769	130
100							216						130
long	6/02/12	9/04/12	63		Bank of Ireland	50	25,004	5.254	3.783		-1.472	-28	225,975	-85
					Aozora Bank	50	524,253	0.251	0.240		-0.010	-4	220,619	-21
100							-16						-64
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/04/12	3/09/12	147		Banca Pop Mil	50	314,574	0.351	0.448	0.253	-0.097	-28	190,023	-55
					Unicredit	50	6,029	18.295	19.258	17.331	-0.963	-5	184,216	-13
100							-17						-36
long	3/09/12	12/11/12	70		Regional	50	27,276	3.377	3.755		0.378	11	194,517	74
					Alpha Bank	50	1,144	80.460	94.060		13.600	17	210,075	126
100							14						98
short	12/11/12	7/01/13	56		Banco Popular	50	17,079	6.150	4.230	8.942	2.792	45	257,763	1,047
					Bankia	50	1,745	60.160	31.174	116.096	55.936	93	355,371	7,159
100							69						2,979
long	7/01/13	18/03/13	70		Banco BPI	50	144,005	1.234	1.356		0.122	10	372,981	64
					Shinsei Bank	50	941,075	0.189	0.225		0.036	19	406,674	147
100							14						102
short	18/03/13	23/09/13	189		Bankia	50	12,678	16.038	4.022	63.949	47.911	299	1,014,086	1,346
					Eurobank Ergasias	50	613	331.371	75.451	1,455.340	1,123.969	339	1,703,079	1,642
100							319						1,490
long	23/09/13	7/10/13	14		Banco Macro	50	255,673	3.331	3.386		0.055	2	1,717,262	54
					BBVA Banco Francés	50	266,030	3.201	3.192		-0.009	0	1,714,861	-7
100							1						20
short	7/10/13	28/10/13	21		Banif	50	69,925,836	0.012	0.010	0.015	0.003	24	1,920,303	4,082
					Eurobank Ergasias	50	13,447	63.762	85.215	42.310	-21.453	-34	1,631,830	-100
100							-5						-58
long	28/10/13	4/11/13	7		Banco Macro	50	217,218	3.756	3.620		-0.136	-4	1,602,319	-85
					BBVA Banco Francés	50	224,959	3.627	3.299		-0.328	-9	1,528,517	-99
100							-6						-97
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/11/13	18/11/13	14		Banif	50	77,693,833	0.010	0.010	0.010	-0.000	0	1,525,658	-9
					Eurobank Ergasias	50	9,562	79.924	71.508	89.330	9.406	12	1,615,601	1,719
100							6						324
long	18/11/13	9/12/13	21		Banco Macro	50	223,591	3.613	3.391		-0.222	-6	1,565,958	-67
					BBVA Banco Francés	50	226,936	3.560	3.106		-0.454	-13	1,462,990	-91
100							-9						-82
short	9/12/13	13/04/15	490		Banif	50	66,435,517	0.011	0.008	0.016	0.005	42	1,767,889	30
					Eurobank Ergasias	50	10,871	67.287	11.475	394.551	327.264	486	5,325,573	273
100							264						162
long	13/04/15	18/05/15	35		Industrial Bank	50	818,219	3.254	2.650		-0.604	-19	4,830,974	-88
					China Everbright Bk	50	3,111,944	0.856	0.757		-0.099	-12	4,523,605	-72
100							-15						-82
short	18/05/15	26/09/16	497		Alpha Bank	50	141,973	15.931	1.669	152.074	136.143	855	23,852,275	424
					Piraeus Bank	50	2,515	899.270	2.945	274,581.406	273,682.136	30,434	712m	6,581
100							15,644						4,007
long	26/09/16	17/10/16	21		Banco Macro	50	48,244,441	7.381	7.920		0.539	7	738m	241
					Sberbank	50	38,171,260	9.329	9.308		-0.021	0	737m	-4
100							4						83
short	17/10/16	31/10/16	14		Banco Comercial	50	1682,421,319	0.219	0.227	0.211	-0.008	-4	724m	-61
					Banco Popular	50	325,807,359	1.132	1.086	1.180	0.048	4	740m	196
100							0						10
long	31/10/16	14/11/16	14		Standard Chartered	50	42,968,034	8.611	8.611		0.000	0	740m	0
					Sberbank	50	39,444,033	9.381	9.381		0.000	0	740m	0
100							0						0
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	14/11/16	28/11/16	14		Banco Comercial	50	1630,844,552	0.227	0.229	0.225	-0.002	-1	737m	-20
					Banco Popular	50	340,861,204	1.086	0.912	1.292	0.206	19	807m	9,232
100							9						861
long	28/11/16	5/12/16	7		Bank of America	50	19,683,342	20.502	22.385		1.883	9	844m	9,673
					Sberbank	50	40,780,080	9.896	10.409		0.513	5	865m	1,298
100							7						3,630
short	5/12/16	12/12/16	7		Banco Popolare	50	199,177,811	2.172	2.408	1.935	-0.236	-11	818m	-100
					Banco Popular	50	419,255,709	1.032	1.092	0.972	-0.060	-6	793m	-96
100							-8						-99
long	12/12/16	13/03/17	91		Bank of America	50	17,297,754	22.916	25.485		2.569	11	837m	53
					Sberbank	50	32,849,495	12.067	11.226		-0.841	-7	810m	-25
100							2						9
short	13/03/17	17/07/17	126		Gentera	50	290,956,345	1.391	1.535	1.247	-0.144	-10	768m	-27
					Banco Comercial	50	2357,420,658	0.172	0.269	0.074	-0.098	-57	537m	-91
100							-34						-69
long	17/07/17	24/07/17	7		Commerzbank	50	22,030,332	12.196	11.629		-0.566	-5	525m	-92
					Montepio	50	243,568,594	1.103	1.102		-0.001	0	525m	-6
100							-2						-72
short	24/07/17	29/01/18	189		Gentera	50	177,225,911	1.480	0.835	2.622	1.142	77	727m	202
					Bank of Bejing	50	234,635,450	1.118	1.126	1.109	-0.008	-1	725m	-1
100							38						87
long	29/01/18	5/02/18	7		BBVA Banco Francés	50	46,752,052	7.754	7.018		-0.736	-9	691m	-99
					Banco Comercial	50	948,546,111	0.382	0.347		-0.035	-9	657m	-99
100							-9						-99
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/02/18	11/03/19	399		Gentera	50	402,531,349	0.817	0.820	0.813	-0.004	0	656m	0
					VTB Bank	50	187,292,026	1.755	1.178	2.615	0.859	49	817m	44
100							24						22
long	11/03/19	6/05/19	56		Industrial Bank	50	141,916,385	2.878	2.908		0.030	1	821m	7
					Axis Bank	50	412,667,975	0.990	1.095		0.105	11	865m	93
100							6						45
short	6/05/19	18/10/19	165		Aozora Bank	50	1738,330,475	0.249	0.244	0.253	0.005	2	872m	4
					Yes Bank	50	1775,073,497	0.244	0.072	0.825	0.581	239	1,904m	1,385
100							120						473
accum	15/05/06	18/10/19	4907	days out of 5040 invested (97%)							19,036,834		1,904m	147

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 Bank	short	20/09/10	6/02/12	504	51,346.76	14,253.22	184,975.02	133,628.26	260.25	50	130.12
	short	18/05/15	26/09/16	497	899.27	2.95	274,581.41	273,682.14	30,433.82		15,216.91	35,147.79
Eurobank Ergasias	short	18/03/13	23/09/13	189	331.37	75.45	1,455.34	1,123.97	339.19		169.59
	short	7/10/13	28/10/13	21	63.76	85.22	42.31	-21.45	-33.64		-16.82
	short	4/11/13	18/11/13	14	79.92	71.51	89.33	9.41	11.77		5.88
	short	9/12/13	13/04/15	490	67.29	11.48	394.55	327.26	486.37		243.18	714.85
Alpha Bank	long	3/09/12	12/11/12	70	80.46	94.06		13.60	16.90		8.45
	short	18/05/15	26/09/16	497	15.93	1.67	152.07	136.14	854.57		427.29	471.85
Shinsei Bank	short	5/03/07	20/04/09	777	0.63	0.16	2.53	1.90	299.36		149.68
	short	2/11/09	6/09/10	308	0.13	0.08	0.23	0.10	71.53		35.77
	long	7/01/13	18/03/13	70	0.19	0.22		0.04	18.96		9.48	271.12
Bankia	short	12/11/12	7/01/13	56	60.16	31.17	116.10	55.94	92.98		46.49
	short	18/03/13	23/09/13	189	16.04	4.02	63.95	47.91	298.73		149.36	265.29
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	1.30	0.37	4.50	3.21	247.70		123.85	123.85
Yes Bank	short	6/05/19	18/10/19	165	0.24	0.07	0.82	0.58	238.55		119.27	119.27
National Bank Greece	short	20/09/10	6/02/12	504	16,274.96	5,145.65	51,475.36	35,200.40	216.29		108.14	108.14
Sberbank	long	4/09/06	5/03/07	182	12.48	21.99		9.51	76.25		38.13
	long	26/09/16	17/10/16	21	9.33	9.31		-0.02	-0.22		-0.11
	long	31/10/16	14/11/16	14	9.38	9.38		0.00	0.00		0.00
	long	28/11/16	5/12/16	7	9.90	10.41		0.51	5.19		2.59
	long	12/12/16	13/03/17	91	12.07	11.23		-0.84	-6.97		-3.49	36.61
Banif	short	7/10/13	28/10/13	21	0.01	0.01	0.02	0.00	23.96		11.98
	short	4/11/13	18/11/13	14	0.01	0.01	0.01	-0.00	-0.37		-0.19
	short	9/12/13	13/04/15	490	0.01	0.01	0.02	0.00	41.68		20.84	35.06
Gentera	short	13/03/17	17/07/17	126	1.39	1.54	1.25	-0.14	-10.35		-5.17
	short	24/07/17	29/01/18	189	1.48	0.84	2.62	1.14	77.19		38.60
	short	5/02/18	11/03/19	399	0.82	0.82	0.81	-0.00	-0.44		-0.22	31.13
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Popular	long	20/04/09	2/11/09	196	47.28	45.54		-1.75	-3.69		-1.85
	short	12/11/12	7/01/13	56	6.15	4.23	8.94	2.79	45.40		22.70
	short	17/10/16	31/10/16	14	1.13	1.09	1.18	0.05	4.25		2.12
	short	14/11/16	28/11/16	14	1.09	0.91	1.29	0.21	19.00		9.50
	short	5/12/16	12/12/16	7	1.03	1.09	0.97	-0.06	-5.84		-2.92	30.75
VTB Bank	short	5/02/18	11/03/19	399	1.76	1.18	2.61	0.86	48.96		24.48	24.48
Shanghai Pudong	long	20/04/09	2/11/09	196	2.11	2.66		0.54	25.77		12.88	12.88
Bank of America	long	28/11/16	5/12/16	7	20.50	22.39		1.88	9.19		4.59
	long	12/12/16	13/03/17	91	22.92	25.49		2.57	11.21		5.61	10.46
Resona	short	2/11/09	6/09/10	308	0.12	0.10	0.14	0.02	19.32		9.66	9.66
Banco Macro	long	6/09/10	20/09/10	14	4.03	4.72		0.68	16.92		8.46
	long	23/09/13	7/10/13	14	3.33	3.39		0.06	1.67		0.83
	long	28/10/13	4/11/13	7	3.76	3.62		-0.14	-3.62		-1.81
	long	18/11/13	9/12/13	21	3.61	3.39		-0.22	-6.15		-3.07
	long	26/09/16	17/10/16	21	7.38	7.92		0.54	7.31		3.65	7.89
Regional	long	3/09/12	12/11/12	70	3.38	3.75		0.38	11.18		5.59	5.59
Axis Bank	long	11/03/19	6/05/19	56	0.99	1.09		0.11	10.62		5.31	5.31
Banco BPI	long	7/01/13	18/03/13	70	1.23	1.36		0.12	9.91		4.96	4.96
Intesa Sanpaolo	long	4/09/06	5/03/07	182	7.67	8.10		0.43	5.59		2.79	2.79
State Bank of India	long	6/09/10	20/09/10	14	0.65	0.68		0.03	4.95		2.48	2.48
Standard Chartered	long	31/10/16	14/11/16	14	8.61	8.61		0.00	0.00		0.00	0.00
Montepio	long	17/07/17	24/07/17	7	1.10	1.10		-0.00	-0.12		-0.06	-0.06
Bank of Bejing	short	24/07/17	29/01/18	189	1.12	1.13	1.11	-0.01	-0.75		-0.38	-0.38
Aozora Bank	long	6/02/12	9/04/12	63	0.25	0.24		-0.01	-4.08		-2.04
	short	6/05/19	18/10/19	165	0.25	0.24	0.25	0.00	1.81		0.91	-1.15
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Triodos Groenfonds	short	15/05/06	4/09/06	112	87.16	89.86	84.47	-2.69	-3.09		-1.54	-1.54
Commerzbank	long	17/07/17	24/07/17	7	12.20	11.63		-0.57	-4.64		-2.32	-2.32
Unicredit	short	9/04/12	3/09/12	147	18.29	19.26	17.33	-0.96	-5.26		-2.63	-2.63
Banco Popolare	short	5/12/16	12/12/16	7	2.17	2.41	1.94	-0.24	-10.88		-5.44	-5.44
China Everbright Bk	long	13/04/15	18/05/15	35	0.86	0.76		-0.10	-11.54		-5.77	-5.77
Swedbank	short	15/05/06	4/09/06	112	31.24	35.25	27.23	-4.01	-12.84		-6.42	-6.42
Industrial Bank	long	13/04/15	18/05/15	35	3.25	2.65		-0.60	-18.57		-9.29
	long	11/03/19	6/05/19	56	2.88	2.91		0.03	1.05		0.53	-8.81
Banca Pop Mil	short	9/04/12	3/09/12	147	0.35	0.45	0.25	-0.10	-27.74		-13.87	-13.87
Bank of Ireland	long	6/02/12	9/04/12	63	5.25	3.78		-1.47	-28.01		-14.00	-14.00
BBVA Banco Francés	long	23/09/13	7/10/13	14	3.20	3.19		-0.01	-0.28		-0.14
	long	28/10/13	4/11/13	7	3.63	3.30		-0.33	-9.05		-4.52
	long	18/11/13	9/12/13	21	3.56	3.11		-0.45	-12.75		-6.37
	long	29/01/18	5/02/18	7	7.75	7.02		-0.74	-9.49		-4.75	-14.97
Banco Comercial	short	17/10/16	31/10/16	14	0.22	0.23	0.21	-0.01	-3.53		-1.77
	short	14/11/16	28/11/16	14	0.23	0.23	0.22	-0.00	-0.87		-0.44
	short	13/03/17	17/07/17	126	0.17	0.27	0.07	-0.10	-56.90		-28.45
	long	29/01/18	5/02/18	7	0.38	0.35		-0.03	-9.16		-4.58	-33.23

Annotations

17/07/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
21/09/17	Yes Bank	stock split 1:5 (five 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)
5/06/17	Bankia	reverse split 4:1 (one for four)
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)
11/07/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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
17/07/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
21/06/15	Ferratum	recording started
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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