Share-o-matic - Assessment Banks

Assessment - Banks in Japanese yen - 6/01/20 - RS = 13

		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ13	∅-RS
		SOM Banks	16,481.592	Fri	3.59	14,959.315	10.18	18,337.376	-3,378.062	-18.42	-16.40
	L	BBVA Banco Francés	251.270	Fri	3.79	208.712	20.39	200.922	7.790	3.88	2.10
		Umweltbank	1,454.477	Fri	0.41	1,448.491	0.41	1,355.535	92.956	6.86	12.17
		Deutsche Bank	1,042.554	Fri	4.70	901.536	15.64	911.763	-10.227	-1.12	12.11
		FinecoBank	1,349.132	Fri	2.22	1,264.138	6.72	1,100.092	164.046	14.91	8.08
	L	China Constr Bk HK	88.691	Fri	0.79	87.303	1.59	89.341	-2.038	-2.28	1.27
		Banco Macro	400.104	Fri	1.73	333.799	19.86	423.861	-90.062	-21.25	-14.77
		Nordea Bank	817.021	Fri	1.84	744.357	9.76	865.615	-121.258	-14.01	0.39
		UBI Banca	355.898	Fri	5.35	311.605	14.21	423.529	-111.924	-26.43	0.10
		S.E.B	1,001.167	Fri	1.51	961.029	4.18	1,048.555	-87.527	-8.35	2.29
		China Merchants Bank	532.091	Fri	0.26	525.750	1.21	539.005	-13.255	-2.46	-3.21
		Triodos Groenfonds	6,959.939	Wed	0.28	6,933.603	0.38	7,212.651	-279.048	-3.87	-1.53
		Svenska Handelsbank	1,072.958	Fri	0.60	1,028.920	4.28	1,104.578	-75.658	-6.85	0.55
		National Bank CA	5,183.936	Fri	1.53	4,847.676	6.94	5,655.758	-808.082	-14.29	-3.73
		Nordea Bank	810.108	Fri	1.25	743.134	9.01	863.590	-120.455	-13.95	0.19
	L	China Everbright Bk	58.131	Fri		57.980	0.26	59.872	-1.892	-3.16	-4.46
	L	Agricultural Bank	51.639	Fri	0.29	51.639		53.668	-2.029	-3.78	-4.81
		Fukuoka	1,847.000	Fri	3.07	1,763.000	4.76	1,666.000	97.000	5.82	-3.67
	L	Bank of China	52.847	Fri		52.394	0.86	55.839	-3.446	-6.17	-5.53
	L	China Minsheng Bk	86.971	Fri	0.35	86.971		90.118	-3.148	-3.49	-5.77
		Banca Generali	3,145.979	Fri	2.34	2,947.260	6.74	3,277.382	-330.122	-10.07	-4.35
		UBS	1,269.295	Fri	3.04	1,152.887	10.10	1,185.949	-33.062	-2.79	-4.16
		ICBC	72.591	Fri	1.16	70.786	2.55	74.914	-4.127	-5.51	-5.38
	L	Bank of Comm	77.911	Fri		77.760	0.19	82.053	-4.293	-5.23	-8.15
		Shanghai Pudong	161.107	Fri	0.28	160.805	0.19	171.241	-10.436	-6.09	-8.27
		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ13	∅-RS
		Ind and Comm Bk	78.666	Fri	0.58	77.911	0.97	83.139	-5.227	-6.29	-8.48
		Shizuoka Bank	722.000	Fri	0.56	692.000	4.34	680.000	12.000	1.76	-7.18
		Swedbank	1,499.572	Fri	2.01	1,382.597	8.46	1,668.775	-286.178	-17.15	-4.85
		Chiba Bank	525.000	Fri	2.74	503.000	4.37	536.000	-33.000	-6.16	-7.41
		Bank of China	41.223	Fri	1.71	39.973	3.13	43.145	-3.171	-7.35	-7.25
		Royal Bank CA	7,658.807	Fri	1.99	7,219.691	6.08	8,272.952	-1,053.261	-12.73	-9.35
		Bank of Bejing	74.287	Fri	0.20	74.438	-0.20	80.812	-6.373	-7.89	-9.82
	L	Bank of Communicats	69.121	Fri	1.84	66.900	3.32	70.335	-3.436	-4.88	-8.00
		Cdn Imp Bk Comm	7,745.839	Fri	2.37	7,178.549	7.90	8,365.961	-1,187.412	-14.19	-10.16
		Resona	388.600	Fri	2.05	380.100	2.24	405.300	-25.200	-6.22	-8.94
		Industrial Bank	244.756	Fri	-0.25	245.662	-0.37	272.837	-27.175	-9.96	-10.78
		DNB	1,601.444	Fri	2.94	1,476.881	8.43	1,839.262	-362.382	-19.70	-12.15
	L	Bank of Shanghai	122.454	Fri		122.604	-0.12	135.566	-12.961	-9.56	-12.36
		BNY Mellon	4,548.767	Fri	4.60	4,054.102	12.20	4,420.101	-365.999	-8.28	-11.35
		Shinsei Bank	1,490.000	Fri	3.33	1,375.000	8.36	1,455.000	-80.000	-5.50	-11.01
		Danske Bank	1,456.937	Thu	-0.13	1,332.341	9.35	1,695.424	-363.083	-21.42	-10.87
		HDFC Bank	1,471.015	Fri	3.16	1,405.959	4.63	1,750.674	-344.716	-19.69	-15.54
		Jyske Bank	3,217.657	Thu	1.78	2,976.814	8.09	3,768.146	-791.332	-21.00	-11.91
		Bank of America	3,022.833	Fri	4.97	2,646.458	14.22	3,169.394	-522.936	-16.50	-12.89
		JP Morgan Chase	11,961.215	Fri	4.50	10,603.037	12.81	13,113.542	-2,510.505	-19.14	-12.91
		American Express	11,799.911	Fri	2.99	10,404.095	13.42	12,288.010	-1,883.915	-15.33	-13.42
		Toronto-Dominion	5,143.585	Fri	4.23	4,751.150	8.26	5,621.790	-870.640	-15.49	-14.97
		Raiffeisen Bank Int	2,227.803	Fri	5.38	1,980.003	12.52	2,208.618	-228.615	-10.35	-13.80
		Woori Financial	883.647	Fri	0.50	801.877	10.20	861.760	-59.883	-6.95	-16.52
		KB Financial	3,345.549	Fri	2.84	3,042.208	9.97	3,486.994	-444.786	-12.76	-16.58
		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ13	∅-RS
		KBC	6,361.389	Fri	2.47	5,803.541	9.61	7,227.110	-1,423.569	-19.70	-14.30
		Commonwealth Bank	5,015.250	Fri	1.58	4,662.803	7.56	5,673.887	-1,011.083	-17.82	-13.86
		HDFC	2,514.825	Fri	0.13	2,473.685	1.66	3,234.874	-761.189	-23.53	-19.17
		Bank of China (HK)	340.051	Fri	3.38	311.598	9.13	370.406	-58.808	-15.88	-15.12
		Kotak Mahindra Bank	1,904.411	Fri	0.25	1,777.147	7.16	2,373.117	-595.970	-25.11	-19.59
		Sumitomo Mitsui Trst	3,270.000	Fri	1.52	3,107.000	5.25	3,679.000	-572.000	-15.55	-15.65
		BNP Paribas	4,682.457	Fri	8.59	4,008.489	16.81	5,235.980	-1,227.491	-23.44	-15.82
		Bank Nova Scotia	4,789.919	Fri	2.52	4,444.956	7.76	5,707.520	-1,262.564	-22.12	-17.42
		Sberbank	1,358.709	Fri	2.76	1,227.028	10.73	1,531.453	-304.426	-19.88	-16.01
		OCBC	721.223	Fri	1.51	660.866	9.13	822.147	-161.281	-19.62	-18.11
		DBS Bank	1,702.208	Fri	1.32	1,502.038	13.33	1,868.870	-366.832	-19.63	-18.18
		United Overseas Bank	1,680.816	Fri	1.71	1,511.206	11.22	1,883.634	-372.428	-19.77	-19.54
		Intesa Sanpaolo	212.222	Fri	4.66	189.142	12.20	257.431	-68.289	-26.53	-17.97
		VTB Bank	111.330	Fri	0.81	105.943	5.08	142.542	-36.599	-25.68	-18.57
		Credit Agricole	1,088.882	Fri	6.34	959.595	13.47	1,261.551	-301.956	-23.94	-18.92
		Credit Suisse	1,142.814	Fri	5.26	981.409	16.45	1,206.815	-225.405	-18.68	-18.24
		ANZ Banking NZ	1,435.923	Fri	1.43	1,324.427	8.42	1,735.087	-410.659	-23.67	-20.34
		ICICI Bank	508.488	Fri	2.69	482.936	5.29	751.116	-268.180	-35.70	-23.37
		IBK	855.511	Fri	1.99	745.605	14.74	856.311	-110.707	-12.93	-22.38
		Mediobanca	850.899	Fri	4.65	755.131	12.68	952.128	-196.997	-20.69	-20.18
		Bank of East Asia	257.051	Fri	6.19	203.476	26.33	231.122	-27.646	-11.96	-20.40
		Citigroup	6,326.335	Fri	5.71	5,317.649	18.97	7,293.814	-1,976.166	-27.09	-21.06
		Heartland	90.548	Fri	0.75	80.412	12.61	108.021	-27.609	-25.56	-21.81
		Aozora Bank	2,043.000	Fri	1.64	1,976.000	3.39	2,726.000	-750.000	-27.51	-20.94
		Unicredit	1,067.693	Fri	4.74	946.427	12.81	1,329.027	-382.600	-28.79	-20.96
		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ13	∅-RS
		ANZ Banking AU	1,442.623	Fri	2.92	1,317.114	9.53	1,716.197	-399.083	-23.25	-20.59
		Bank Montreal	6,018.651	Fri	2.59	5,466.394	10.10	7,448.811	-1,982.417	-26.61	-23.28
		Suncorp-Metway	726.784	Fri	4.08	670.597	8.38	791.115	-120.518	-15.23	-21.54
		National Australia B	1,421.462	Fri	2.96	1,309.817	8.52	1,725.364	-415.546	-24.08	-21.64
		Hang Seng Bank	1,870.976	Fri	8.45	1,693.317	10.49	2,246.018	-552.701	-24.61	-23.66
		U.S. Bancorp	4,556.295	Fri	5.74	3,945.491	15.48	5,197.072	-1,251.581	-24.08	-24.09
		Westpac Banking	1,371.112	Fri	3.36	1,266.765	8.24	1,635.112	-368.347	-22.53	-23.49
		Bankinter	544.082	Fri	7.96	466.031	16.75	634.511	-168.480	-26.55	-24.76
		Unipol	444.124	Fri	4.45	380.199	16.81	522.333	-142.134	-27.21	-24.88
		Aareal Bank	2,341.528	Fri	1.72	2,059.012	13.72	3,023.144	-964.132	-31.89	-25.22
		Banco BPM	170.048	Fri	6.76	146.705	15.91	223.874	-77.170	-34.47	-25.92
		Commerzbank	529.956	Fri	11.43	419.105	26.45	602.460	-183.355	-30.43	-26.95
		Erste Group Bank	2,972.399	Fri	8.33	2,366.068	25.63	3,660.547	-1,294.479	-35.36	-27.89
		Banco del Bajio	110.162	Fri	7.26	97.781	12.66	169.156	-71.375	-42.19	-34.64
		Banco Bilbao Viz	422.217	Fri	9.81	342.490	23.28	516.429	-173.938	-33.68	-30.17
	S	HSBC	56,715.818	Fri	5.90	51,010.042	11.19	71,742.610	-20,732.568	-28.90	-31.93
		Standard Chartered	62,287.498	Fri	7.77	53,678.548	16.04	75,922.193	-22,243.645	-29.30	-32.84
	S	HSBC	562.126	Fri	4.25	507.995	10.66	732.488	-224.493	-30.65	-32.27
	S	Regional	365.532	Fri	13.38	284.275	28.58	596.592	-312.317	-52.35	-37.09
		Banco Santander MX	88.032	Fri	5.68	72.775	20.96	142.313	-69.538	-48.86	-37.08
	S	BPER Banca	303.824	Fri	9.73	263.362	15.36	410.275	-146.913	-35.81	-34.01
		Banco Santander	302.507	Fri	11.35	248.099	21.93	392.201	-144.102	-36.74	-34.10
		Axis Bank	576.961	Fri	2.78	565.074	2.10	1,015.439	-450.365	-44.35	-37.35
		Wells Fargo	2,913.147	Mon	2.34	2,913.147		4,560.387	-1,647.241	-36.12	-34.98
		RBS	18,418.058	Fri	8.41	15,467.950	19.07	23,794.655	-8,326.705	-34.99	-35.95
		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ13	∅-RS
		Lloyds Bank	4,766.435	Fri	4.90	4,138.196	15.18	6,833.549	-2,695.353	-39.44	-36.23
		Societe Generale	2,016.874	Fri	10.36	1,654.392	21.91	3,014.710	-1,360.318	-45.12	-35.76
	S	State Bank of India	267.341	Fri	7.90	242.073	10.44	426.538	-184.465	-43.25	-39.16
		ABN AMRO	1,077.869	Fri	8.43	921.288	17.00	1,494.101	-572.813	-38.34	-39.18
		Banco Comercial	13.994	Fri	2.10	11.995	16.67	19.231	-7.236	-37.63	-39.35
	L	Yes Bank	41.069	Fri	3.22	38.649	6.26	46.824	-8.175	-17.46	-42.73
	S	Gentera	53.716	Fri	10.87	43.675	22.99	105.043	-61.368	-58.42	-44.62
	S	Bankia	116.119	Fri	7.51	100.844	15.15	166.219	-65.375	-39.33	-43.03
		Indiabulls HF	185.416	Fri	1.96	182.142	1.80	422.085	-239.943	-56.85	-47.38
		Bank of Ireland	225.653	Fri	8.33	199.916	12.87	395.214	-195.298	-49.42	-45.98
	S	Ferratum	598.550	Fri	-1.19	478.840	25.00	1,216.969	-738.129	-60.65	-48.37
		IndusInd Bank	601.232	Fri	1.76	583.794	2.99	1,601.742	-1,017.949	-63.55	-56.21
	S	Banco Sabadell	43.167	Fri	12.06	34.309	25.82	93.887	-59.578	-63.46	-58.28
Banks - 112 out of 112 instruments rated - 6/01/20 / 3/02/20 - 5 did rise, Market-Ratio(13) in JPY = 4.46 %

Technical Chart

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

1/04/16	scale up chart	6/01/20

Transactions Banks in Japanese yen * 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
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	112		Triodos Groenfonds	50	0	8,008.112	8,552.070	7,464.154	-543.958	-7	10,000	0
					Swedbank	50	3	2,870.345	3,355.234	2,385.455	-484.889	-17	8,545	-45
100							-17						-45
long	9/04/06	3/05/07	182		Intesa Sanpaolo	50	5	730.007	777.134		47.127	6	8,781	13
					Sberbank	50	4	1,187.370	2,109.937		922.567	78	12,471	217
100							47						116
short	3/05/07	4/20/09	777		Shinsei Bank	50	102	60.800	13.500	273.825	213.025	350	34,200	103
					Sumitomo Mitsui Trst	50	50	124.300	31.700	487.397	363.097	292	52,355	90
100							321						96
long	4/20/09	11/02/09	196		Banco Popular	50	6	4,023.096	3,995.177		-27.920	-1	52,187	-1
					Shanghai Pudong	50	157	179.675	233.006		53.331	30	60,560	62
100							16						31
short	11/02/09	9/06/10	308		Resona	50	2,945	10.280	8.140	12.983	2.703	26	68,519	32
					Shinsei Bank	50	2,566	11.800	6.500	21.422	9.622	82	93,208	103
100							54						67
long	9/06/10	9/20/10	14		Banco Macro	50	139	334.567	401.151		66.584	20	102,463	11,252
					State Bank of India	50	864	54.002	58.122		4.120	8	106,023	580
100							14						2,779
short	9/20/10	2/06/12	504		Piraeus Bank	50	0	4,366,305.840	1,188,614.000	16,039,375.852	11,673,070.012	267	106,023	0
					National Bank Greece	50	0	1,383,952.206	429,109.800	4,463,481.628	3,079,529.422	223	106,023	0
100							0						-100
long	2/06/12	4/09/12	63		Bank of Ireland	50	120	438.176	336.735		-101.441	-23	93,850	-78
					Aozora Bank	50	2,557	20.900	21.400		0.500	2	95,128	15
100							-10						-47
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/09/12	9/03/12	147		Banca Pop Mil	50	1,523	31.215	36.763	25.667	-5.548	-18	86,679	-38
					Unicredit	50	29	1,628.515	1,580.508	1,677.979	49.465	3	88,113	8
100							-7						-17
long	9/03/12	11/12/12	70		Regional	50	158	277.146	314.614		37.468	14	94,033	94
					Alpha Bank	50	6	6,603.520	7,881.900		1,278.380	19	101,703	152
100							16						120
short	11/12/12	1/07/13	56		Banco Popular	50	98	515.355	403.235	658.650	143.295	28	115,746	395
					Bankia	50	10	5,041.182	2,971.957	8,551.106	3,509.923	70	150,845	3,032
100							49						1,227
long	1/07/13	3/18/13	70		Banco BPI	50	641	117.629	137.661		20.031	17	163,686	127
					Shinsei Bank	50	4,191	18.000	22.800		4.800	27	183,802	243
100							22						180
short	3/18/13	9/23/13	189		Bankia	50	56	1,628.011	429.970	6,164.205	4,536.193	279	437,829	1,208
					Eurobank Ergasias	50	2	33,636.600	8,065.237	140,283.647	106,647.047	317	651,123	1,477
100							295						1,319
long	9/23/13	10/07/13	14		Banco Macro	50	914	356.018	362.792		6.774	2	657,315	63
					BBVA Banco Francés	50	951	342.159	341.990		-0.169	0	657,154	-1
100							1						27
short	10/07/13	10/28/13	21		Banif	50	250,098	1.314	1.077	1.602	0.288	22	729,235	3,041
					Eurobank Ergasias	50	48	6,831.708	9,292.989	4,370.427	-2,461.281	-36	611,094	-100
100							-7						-72
long	10/28/13	11/04/13	7		Banco Macro	50	745	409.627	392.461		-17.166	-4	598,305	-89
					BBVA Banco Francés	50	773	395.530	357.612		-37.918	-10	568,994	-99
100							-7						-98
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/04/13	11/18/13	14		Banif	50	266,794	1.066	1.080	1.053	-0.014	-1	565,299	-29
					Eurobank Ergasias	50	32	8,664.110	7,831.450	9,585.301	921.191	11	594,777	1,293
100							5						222
long	11/18/13	12/09/13	21		Banco Macro	50	751	395.672	393.308		-2.364	-1	593,002	-10
					BBVA Banco Francés	50	763	389.841	360.257		-29.584	-8	570,429	-75
100							-4						-52
short	12/09/13	4/13/15	490		Banif	50	223,321	1.277	0.952	1.713	0.436	34	667,720	24
					Eurobank Ergasias	50	36	7,804.775	1,409.367	43,221.186	35,416.411	454	1,942,711	258
100							242						150
long	4/13/15	5/18/15	35		Industrial Bank	50	2,430	399.697	343.211		-56.486	-14	1,805,449	-80
					China Everbright Bk	50	9,243	105.092	98.033		-7.059	-7	1,740,199	-52
100							-10						-68
short	5/18/15	9/26/16	497		Alpha Bank	50	421	2,063.385	172.760	24,644.351	22,580.966	1,094	11,246,786	518
					Piraeus Bank	50	7	116,472.642	304.871	44,497,176.127	44,380,703.485	38,104	322m	7,776
100							19,013						4,636
long	9/26/16	10/17/16	21		Banco Macro	50	210,667	764.027	831.787		67.760	9	336m	338
					Sberbank	50	166,682	965.649	977.508		11.859	1	338m	24
100							5						135
short	10/17/16	10/31/16	14		Banco Comercial	50	7,346,587	23.015	24.051	21.979	-1.036	-5	331m	-70
					Banco Popular	50	1,422,695	118.846	115.073	122.743	3.897	3	336m	132
100							-1						-15
long	10/31/16	11/14/16	14		Standard Chartered	50	184,088	912.861	912.861		0.000	0	336m	0
					Sberbank	50	168,990	994.418	994.418		0.000	0	336m	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	11/14/16	11/28/16	14		Banco Comercial	50	6,987,040	24.051	25.163	22.940	-1.111	-5	328m	-71
					Banco Popular	50	1,460,354	115.073	100.297	132.025	16.952	15	353m	3,498
100							5						262
long	11/28/16	12/05/16	7		Bank of America	50	78,315	2,254.260	2,526.368		272.108	12	374m	37,979
					Sberbank	50	162,253	1,088.065	1,174.761		86.696	8	388m	5,346
100							10						14,432
short	12/05/16	12/12/16	7		Banco Popolare	50	792,477	245.093	273.294	216.892	-28.201	-12	366m	-100
					Banco Popular	50	1,668,113	116.438	123.924	108.951	-7.487	-6	354m	-97
100							-9						-99
long	12/12/16	3/13/17	91		Bank of America	50	67,983	2,600.820	2,905.368		304.548	12	374m	56
					Sberbank	50	129,104	1,369.529	1,279.750		-89.780	-7	363m	-24
100							3						11
short	3/13/17	7/17/17	126		Gentera	50	1,143,509	158.607	179.825	137.390	-21.218	-13	338m	-34
					Banco Comercial	50	9,265,073	19.576	31.558	7.593	-11.982	-61	227m	-94
100							-37						-74
long	7/17/17	7/24/17	7		Commerzbank	50	79,612	1,428.516	1,365.268		-63.248	-4	222m	-91
					Montepio	50	880,215	129.207	129.348		0.141	0	223m	6
100							-2						-68
short	7/24/17	1/29/18	189		Gentera	50	640,456	173.740	97.199	310.555	136.815	79	310m	207
					Bank of Bejing	50	847,924	131.230	131.067	131.394	0.163	0	310m	0
100							39						90
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	171,935	902.399	824.918		-77.481	-9	297m	-99
					Banco Comercial	50	3,488,379	44.478	40.808		-3.669	-8	284m	-99
100							-8						-99
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/05/18	3/11/19	399		Gentera	50	1,480,349	95.987	91.635	100.545	4.558	5	291m	4
					VTB Bank	50	688,785	206.296	131.616	323.350	117.054	57	372m	51
100							31						28
long	3/11/19	5/06/19	56		Industrial Bank	50	577,817	321.520	316.822		-4.698	-1	369m	-9
					Axis Bank	50	1,680,192	110.571	119.274		8.703	8	383m	64
100							3						23
short	5/06/19	11/11/19	189		Aozora Bank	50	7,077,670	27.090	28.340	25.840	-1.250	-5	375m	-9
					Yes Bank	50	7,227,271	26.529	11.115	63.322	36.793	139	641m	437
100							67						169
long	11/11/19	12/09/19	28		Banca Generali	50	86,126	3,718.568	3,606.753		-111.815	-3	631m	-33
					ICICI Bank	50	4,234,039	75.641	80.518		4.877	6	652m	126
100							2						25
short	12/09/19	12/23/19	14		Indiabulls HF	50	8,226,378	39.601	45.379	33.824	-5.777	-15	604m	-98
					Yes Bank	50	37,870,596	8.602	7.614	9.719	1.116	13	646m	2,308
100							-1						-19
long	12/23/19	1/20/20	28		Banco Macro	50	675,753	478.208	503.878		25.669	5	664m	98
					ICICI Bank	50	3,892,795	83.013	79.240		-3.772	-5	649m	-45
100							0						6
short	1/20/20	6/05/20	137		Indiabulls HF	50	7,071,911	45.883	18.542	113.543	67.660	147	1,127m	1,018
					Yes Bank	50	47,678,625	6.806	4.107	11.278	4.472	66	1,341m	284
100							107						591
accum	5/15/06	6/05/20	5136	days out of 5269 invested (97%)							13,406,557		1,341m	131

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	9/20/10	2/06/12	504	4,366,305.84	1,188,614.00	16,039,375.85	11,673,070.01	267.34	50	133.67
	short	5/18/15	9/26/16	497	116,472.64	304.87	44,497,176.13	44,380,703.49	38,103.97		19,051.99	44,652.86
Eurobank Ergasias	short	3/18/13	9/23/13	189	33,636.60	8,065.24	140,283.65	106,647.05	317.06		158.53
	short	10/07/13	10/28/13	21	6,831.71	9,292.99	4,370.43	-2,461.28	-36.03		-18.01
	short	11/04/13	11/18/13	14	8,664.11	7,831.45	9,585.30	921.19	10.63		5.32
	short	12/09/13	4/13/15	490	7,804.78	1,409.37	43,221.19	35,416.41	453.78		226.89	629.70
Alpha Bank	long	9/03/12	11/12/12	70	6,603.52	7,881.90		1,278.38	19.36		9.68
	short	5/18/15	9/26/16	497	2,063.38	172.76	24,644.35	22,580.97	1,094.37		547.18	609.83
Shinsei Bank	short	3/05/07	4/20/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	11/02/09	9/06/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	1/07/13	3/18/13	70	18.00	22.80		4.80	26.67		13.33	339.03
Bankia	short	11/12/12	1/07/13	56	5,041.18	2,971.96	8,551.11	3,509.92	69.63		34.81
	short	3/18/13	9/23/13	189	1,628.01	429.97	6,164.20	4,536.19	278.63		139.32	222.63
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	124.30	31.70	487.40	363.10	292.11		146.06	146.06
Yes Bank	short	5/06/19	11/11/19	189	26.53	11.11	63.32	36.79	138.69		69.34
	short	12/09/19	12/23/19	14	8.60	7.61	9.72	1.12	12.98		6.49
	short	1/20/20	6/05/20	137	6.81	4.11	11.28	4.47	65.71		32.86	139.58
National Bank Greece	short	9/20/10	2/06/12	504	1,383,952.21	429,109.80	4,463,481.63	3,079,529.42	222.52		111.26	111.26
Indiabulls HF	short	12/09/19	12/23/19	14	39.60	45.38	33.82	-5.78	-14.59		-7.29
	short	1/20/20	6/05/20	137	45.88	18.54	113.54	67.66	147.46		73.73	61.06
Sberbank	long	9/04/06	3/05/07	182	1,187.37	2,109.94		922.57	77.70		38.85
	long	9/26/16	10/17/16	21	965.65	977.51		11.86	1.23		0.61
	long	10/31/16	11/14/16	14	994.42	994.42		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	1,088.07	1,174.76		86.70	7.97		3.98
	long	12/12/16	3/13/17	91	1,369.53	1,279.75		-89.78	-6.56		-3.28	40.51
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gentera	short	3/13/17	7/17/17	126	158.61	179.82	137.39	-21.22	-13.38		-6.69
	short	7/24/17	1/29/18	189	173.74	97.20	310.56	136.82	78.75		39.37
	short	2/05/18	3/11/19	399	95.99	91.64	100.54	4.56	4.75		2.37	33.14
Banif	short	10/07/13	10/28/13	21	1.31	1.08	1.60	0.29	21.94		10.97
	short	11/04/13	11/18/13	14	1.07	1.08	1.05	-0.01	-1.30		-0.65
	short	12/09/13	4/13/15	490	1.28	0.95	1.71	0.44	34.11		17.06	29.05
VTB Bank	short	2/05/18	3/11/19	399	206.30	131.62	323.35	117.05	56.74		28.37	28.37
Banco Popular	long	4/20/09	11/02/09	196	4,023.10	3,995.18		-27.92	-0.69		-0.35
	short	11/12/12	1/07/13	56	515.36	403.24	658.65	143.30	27.81		13.90
	short	10/17/16	10/31/16	14	118.85	115.07	122.74	3.90	3.28		1.64
	short	11/14/16	11/28/16	14	115.07	100.30	132.03	16.95	14.73		7.37
	short	12/05/16	12/12/16	7	116.44	123.92	108.95	-7.49	-6.43		-3.21	19.88
Banco Macro	long	9/06/10	9/20/10	14	334.57	401.15		66.58	19.90		9.95
	long	9/23/13	10/07/13	14	356.02	362.79		6.77	1.90		0.95
	long	10/28/13	11/04/13	7	409.63	392.46		-17.17	-4.19		-2.10
	long	11/18/13	12/09/13	21	395.67	393.31		-2.36	-0.60		-0.30
	long	9/26/16	10/17/16	21	764.03	831.79		67.76	8.87		4.43
	long	12/23/19	1/20/20	28	478.21	503.88		25.67	5.37		2.68	16.19
Shanghai Pudong	long	4/20/09	11/02/09	196	179.67	233.01		53.33	29.68		14.84	14.84
Resona	short	11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Bank of America	long	11/28/16	12/05/16	7	2,254.26	2,526.37		272.11	12.07		6.04
	long	12/12/16	3/13/17	91	2,600.82	2,905.37		304.55	11.71		5.85	12.24
Banco BPI	long	1/07/13	3/18/13	70	117.63	137.66		20.03	17.03		8.51	8.51
Regional	long	9/03/12	11/12/12	70	277.15	314.61		37.47	13.52		6.76	6.76
Axis Bank	long	3/11/19	5/06/19	56	110.57	119.27		8.70	7.87		3.94	3.94
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
State Bank of India	long	9/06/10	9/20/10	14	54.00	58.12		4.12	7.63		3.81	3.81
Intesa Sanpaolo	long	9/04/06	3/05/07	182	730.01	777.13		47.13	6.46		3.23	3.23
Unicredit	short	4/09/12	9/03/12	147	1,628.51	1,580.51	1,677.98	49.46	3.04		1.52	1.52
ICICI Bank	long	11/11/19	12/09/19	28	75.64	80.52		4.88	6.45		3.22
	long	12/23/19	1/20/20	28	83.01	79.24		-3.77	-4.54		-2.27	0.88
Bank of Bejing	short	7/24/17	1/29/18	189	131.23	131.07	131.39	0.16	0.12		0.06	0.06
Montepio	long	7/17/17	7/24/17	7	129.21	129.35		0.14	0.11		0.05	0.05
Standard Chartered	long	10/31/16	11/14/16	14	912.86	912.86		0.00	0.00		0.00	0.00
Aozora Bank	long	2/06/12	4/09/12	63	20.90	21.40		0.50	2.39		1.20
	short	5/06/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61		-2.31	-1.14
Banca Generali	long	11/11/19	12/09/19	28	3,718.57	3,606.75		-111.81	-3.01		-1.50	-1.50
Commerzbank	long	7/17/17	7/24/17	7	1,428.52	1,365.27		-63.25	-4.43		-2.21	-2.21
China Everbright Bk	long	4/13/15	5/18/15	35	105.09	98.03		-7.06	-6.72		-3.36	-3.36
Triodos Groenfonds	short	5/15/06	9/04/06	112	8,008.11	8,552.07	7,464.15	-543.96	-6.79		-3.40	-3.40
Banco Popolare	short	12/05/16	12/12/16	7	245.09	273.29	216.89	-28.20	-11.51		-5.75	-5.75
Industrial Bank	long	4/13/15	5/18/15	35	399.70	343.21		-56.49	-14.13		-7.07
	long	3/11/19	5/06/19	56	321.52	316.82		-4.70	-1.46		-0.73	-7.75
Swedbank	short	5/15/06	9/04/06	112	2,870.34	3,355.23	2,385.46	-484.89	-16.89		-8.45	-8.45
Banca Pop Mil	short	4/09/12	9/03/12	147	31.21	36.76	25.67	-5.55	-17.77		-8.89	-8.89
Bank of Ireland	long	2/06/12	4/09/12	63	438.18	336.74		-101.44	-23.15		-11.58	-11.58
BBVA Banco Francés	long	9/23/13	10/07/13	14	342.16	341.99		-0.17	-0.05		-0.02
	long	10/28/13	11/04/13	7	395.53	357.61		-37.92	-9.59		-4.79
	long	11/18/13	12/09/13	21	389.84	360.26		-29.58	-7.59		-3.79
	long	1/29/18	2/05/18	7	902.40	824.92		-77.48	-8.59		-4.29	-12.36
Banco Comercial	short	10/17/16	10/31/16	14	23.01	24.05	21.98	-1.04	-4.50		-2.25
	short	11/14/16	11/28/16	14	24.05	25.16	22.94	-1.11	-4.62		-2.31
	short	3/13/17	7/17/17	126	19.58	31.56	7.59	-11.98	-61.21		-30.61
	long	1/29/18	2/05/18	7	44.48	40.81		-3.67	-8.25		-4.12	-36.47

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
9/21/17	Yes Bank	stock split 1:5 (five 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)
6/05/17	Bankia	reverse split 4:1 (one for four)
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)
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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
7/17/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
6/21/15	Ferratum	recording started
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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