Assessment - Banks - 1/07/24 - RS = 13
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
1/04/24
prc diff
⇓ Δ13
Curr
∅-RS
SOM Banks
274.067
12/08
0.22
284.386
-3.63
270.483
13.903
5.14
USD
14.82
Banco Macro
6,680.000
12/08
0.91
7,224.600
-7.54
5,571.350
1,653.250
29.67
ARS
234.40
BBVA Banco Francés
4,025.000
12/08
0.75
3,972.600
1.32
3,068.650
903.950
29.46
ARS
169.17
Banco de Valores
341.000
12/08
-0.15
350.500
-2.71
253.500
97.000
38.26
ARS
88.21
L
Unipol
8.975
12/08
0.06
9.435
-4.88
7.766
1.669
21.49
EUR
55.74
Banco Sabadell
1.788
12/08
0.45
1.852
-3.43
1.455
0.397
27.25
EUR
41.15
KB Financial
82,500.000
12/08
0.73
79,600.000
3.64
68,400.000
11,200.000
16.37
KRW
35.15
BPER Banca
4.765
12/08
-0.27
4.996
-4.62
4.380
0.616
14.06
EUR
31.96
L
NatWest
334.600
12/08
0.48
315.000
6.22
265.500
49.500
18.64
GBP
30.05
L
State Bank of India
812.600
12/08
-1.42
841.950
-3.49
758.300
83.650
11.03
INR
29.64
Unicredit
34.570
12/08
0.38
36.205
-4.52
35.175
1.030
2.93
EUR
27.09
Deutsche Bank
13.308
12/08
0.14
15.406
-13.62
14.582
0.824
5.65
EUR
26.34
L
Bank of China
3.400
12/08
1.19
3.850
-11.69
3.230
0.620
19.20
HKD
26.24
American Express
237.050
12/08
-0.34
233.810
1.39
227.610
6.200
2.72
USD
24.48
L
Bank of America
38.170
12/08
-0.29
40.010
-4.60
37.520
2.490
6.64
USD
24.08
Commerzbank
12.420
12/08
0.89
14.605
-14.96
12.730
1.875
14.73
EUR
23.82
Chiba Bank
1,073.000
9/08
3.22
1,456.500
-26.33
1,231.500
225.000
18.27
JPY
22.54
Wells Fargo
52.060
12/08
-1.33
60.590
-14.08
57.610
2.980
5.17
USD
22.22
Intesa Sanpaolo
3.471
12/08
0.54
3.582
-3.10
3.363
0.219
6.50
EUR
22.08
Bankinter
7.294
12/08
0.19
7.694
-5.20
6.782
0.912
13.45
EUR
21.96
Citigroup
57.840
12/08
63.430
-8.81
63.460
-0.030
-0.05
USD
21.33
Unicaja Banco
1.150
12/08
-0.86
1.306
-11.94
1.147
0.159
13.86
EUR
21.08
Sumitomo Mitsui Trst
3,320.000
9/08
2.72
3,721.000
-10.78
3,185.000
536.000
16.83
JPY
21.05
Banco Comercial
0.378
12/08
0.16
0.347
9.00
0.313
0.034
10.88
EUR
19.66
L
Lloyds Bank
56.800
12/08
-0.28
55.620
2.12
51.760
3.860
7.46
GBP
19.38
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
1/04/24
prc diff
⇓ Δ13
Curr
∅-RS
JP Morgan Chase
206.190
12/08
0.19
205.450
0.36
198.940
6.510
3.27
USD
18.62
L
China Constr Bk HK
5.550
12/08
1.46
5.770
-3.81
4.720
1.050
22.25
HKD
18.55
Resona
903.800
9/08
3.93
1,087.000
-16.85
924.000
163.000
17.64
JPY
18.52
Banco BPM
5.782
12/08
-0.31
6.216
-6.98
6.168
0.048
0.78
EUR
18.12
UBS
24.850
12/08
0.44
26.980
-7.89
27.740
-0.760
-2.74
CHF
17.63
BNY Mellon
63.270
12/08
-0.80
60.110
5.26
56.960
3.150
5.53
USD
17.43
Erste Group Bank
46.100
12/08
0.37
45.090
2.24
41.300
3.790
9.18
EUR
17.30
Banca Mediolanum
10.230
12/08
1.29
10.590
-3.40
10.180
0.410
4.03
EUR
16.83
Westpac Banking
28.220
12/08
0.61
27.210
3.71
26.100
1.110
4.25
AUD
16.63
National Australia B
35.990
12/08
1.01
36.070
-0.22
34.640
1.430
4.13
AUD
16.12
L
Commonwealth Bank
130.530
12/08
0.76
126.200
3.43
120.340
5.860
4.87
AUD
15.92
Banco Santander
4.089
12/08
-0.24
4.448
-8.06
4.522
-0.074
-1.64
EUR
15.44
Danske Bank
198.450
12/08
0.15
209.100
-5.09
206.600
2.500
1.21
DKK
14.82
Suncorp-Metway
16.840
12/08
1.38
17.130
-1.69
16.380
0.750
4.58
AUD
13.90
L
Axis Bank
1,164.300
12/08
1.89
1,261.900
-7.73
1,053.100
208.800
19.83
INR
12.99
L
Hang Seng Bank
91.900
12/08
0.38
100.400
-8.47
85.650
14.750
17.22
HKD
12.92
Mediobanca
14.030
12/08
0.94
14.090
-0.43
13.810
0.280
2.03
EUR
12.29
L
Bank of China (HK)
22.300
12/08
24.050
-7.28
20.950
3.100
14.80
HKD
11.95
L
ICBC
4.480
12/08
2.05
4.640
-3.45
3.940
0.700
17.77
HKD
11.92
S.E.B
150.700
12/08
-0.10
157.800
-4.50
144.950
12.850
8.87
SEK
11.92
Fukuoka
3,639.000
9/08
5.30
4,426.000
-17.78
3,925.000
501.000
12.76
JPY
11.64
L
Royal Bank CA
148.760
12/08
-0.72
145.650
2.14
136.080
9.570
7.03
CAD
10.91
Cdn Imp Bk Comm
69.690
12/08
-0.36
65.050
7.13
68.320
-3.270
-4.79
CAD
10.31
L
China Merchants B HK
32.500
12/08
35.450
-8.32
30.950
4.500
14.54
HKD
10.17
ANZ Banking AU
28.220
12/08
0.93
28.450
-0.81
29.400
-0.950
-3.23
AUD
10.02
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
1/04/24
prc diff
⇓ Δ13
Curr
∅-RS
IBK
13,480.000
12/08
0.37
13,850.000
-2.67
13,310.000
540.000
4.06
KRW
9.98
ANZ Banking NZ
30.050
12/08
0.13
30.800
-2.44
31.900
-1.100
-3.45
NZD
9.73
Ind and Comm Bk
5.990
12/08
1.18
5.820
2.92
5.290
0.530
10.02
CNY
9.61
ICICI Bank
1,172.800
12/08
0.10
1,211.850
-3.22
1,099.650
112.200
10.20
INR
9.59
Bank of Ireland
9.412
12/08
-0.93
9.816
-4.12
9.450
0.366
3.87
EUR
9.58
Agricultural Bank
4.640
12/08
0.65
4.440
4.50
4.230
0.210
4.96
CNY
9.57
L
HSBC
64.350
12/08
0.63
68.300
-5.78
61.150
7.150
11.69
HKD
9.46
Banco Bilbao Viz
8.924
12/08
0.27
9.500
-6.06
11.040
-1.540
-13.95
EUR
9.25
L
Industrial Bank
16.280
12/08
-0.55
17.750
-8.28
15.830
1.920
12.13
CNY
9.12
L
HSBC
643.900
12/08
0.22
690.900
-6.80
619.000
71.900
11.62
GBP
9.01
FinecoBank
14.435
12/08
0.94
14.185
1.76
13.885
0.300
2.16
EUR
8.57
Banca Generali
38.080
12/08
0.74
37.800
0.74
36.820
0.980
2.66
EUR
8.56
ABN AMRO
15.290
12/08
0.92
15.665
-2.39
15.850
-0.185
-1.17
EUR
8.42
OCBC
13.830
12/08
0.29
14.500
-4.62
13.560
0.940
6.93
SGD
8.37
Jyske Bank
519.000
12/08
0.48
552.000
-5.98
582.600
-30.600
-5.25
DKK
7.80
Woori Financial
14,750.000
12/08
0.55
14,400.000
2.43
14,070.000
330.000
2.35
KRW
7.69
L
United Overseas Bank
29.290
12/08
0.58
31.300
-6.42
29.440
1.860
6.32
SGD
7.07
L
Nordea Bank
10.420
12/08
-0.19
11.415
-8.72
10.470
0.945
9.03
EUR
6.97
DBS Bank
33.980
12/08
1.22
36.120
-5.92
35.910
0.210
0.58
SGD
6.27
KBC
66.580
12/08
-0.21
66.160
0.63
69.420
-3.260
-4.70
EUR
6.24
China Merchants Bank
32.120
12/08
-0.65
34.360
-6.52
32.640
1.720
5.27
CNY
6.17
Standard Chartered
722.000
12/08
0.92
732.200
-1.39
671.400
60.800
9.06
GBP
5.64
National Bank CA
114.420
12/08
0.39
108.510
5.45
113.640
-5.130
-4.51
CAD
5.61
Swedbank
207.100
12/08
-0.86
222.600
-6.96
212.300
10.300
4.85
SEK
4.69
Nordea Bank
119.800
12/08
-0.13
130.150
-7.95
119.200
10.950
9.19
SEK
4.68
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
1/04/24
prc diff
⇓ Δ13
Curr
∅-RS
Credit Agricole
13.205
12/08
0.57
13.100
0.80
13.816
-0.716
-5.18
EUR
4.62
L
HDFC Bank
1,660.100
12/08
0.60
1,705.200
-2.64
1,470.500
234.700
15.96
INR
3.28
IndusInd Bank
1,350.850
12/08
0.08
1,456.900
-7.28
1,542.400
-85.500
-5.54
INR
2.15
U.S. Bancorp
41.470
12/08
-1.43
39.240
5.68
43.950
-4.710
-10.72
USD
2.11
Raiffeisen Bank Int
16.610
12/08
1.59
16.340
1.65
18.460
-2.120
-11.48
EUR
1.72
Bank Nova Scotia
61.490
12/08
-3.42
62.580
-1.74
68.350
-5.770
-8.44
CAD
0.25
S
DNB
214.700
12/08
0.14
212.200
1.18
215.100
-2.900
-1.35
NOK
-0.15
S
Svenska Handelsbank
102.150
12/08
0.29
101.800
0.34
108.250
-6.450
-5.96
SEK
-1.38
BNP Paribas
59.250
12/08
61.670
-3.92
65.860
-4.190
-6.36
EUR
-1.82
L
Kotak Mahindra Bank
1,772.550
12/08
0.16
1,808.100
-1.97
1,790.700
17.400
0.97
INR
-3.32
S
Bank Montreal
111.850
12/08
-0.10
114.830
-2.60
132.500
-17.670
-13.34
CAD
-4.72
L
Aozora Bank
2,365.000
9/08
3.28
2,624.000
-9.87
2,425.000
199.000
8.21
JPY
-4.74
Societe Generale
20.520
12/08
0.44
22.600
-9.20
24.810
-2.210
-8.91
EUR
-5.83
S
Toronto-Dominion
78.510
12/08
0.19
75.200
4.40
81.760
-6.560
-8.02
CAD
-9.14
S
Banco del Bajio
52.060
12/08
0.64
55.850
-6.79
64.010
-8.160
-12.75
MXN
-9.77
S
Regional
127.000
12/08
-0.39
138.350
-8.20
164.670
-26.320
-15.98
MXN
-9.82
L
Umweltbank
5.640
12/08
-1.40
6.380
-11.60
8.000
-1.620
-20.25
EUR
-15.93
S
KakaoBank
21,850.000
12/08
1.39
21,000.000
4.05
27,400.000
-6,400.000
-23.36
KRW
-16.23
S
Heartland
1.060
12/08
0.95
0.970
9.28
1.280
-0.310
-24.22
NZD
-31.75
Banks - 93 out of 93 instruments rated - 1/07/24 / 1/04/24 - 66 did rise, Market-Ratio(13) = 70.97 %
Technical Chart
Transactions Banks * A13 - 79/73 (2)
⇐
L/S date buy date sell days instrument spl pieces Curr 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
88
EUR
56.300
56.900
55.700
-0.600
-1
9,947
-3
Swedbank
50
26
SEK
189.000
208.500
169.500
-19.500
-10
9,440
-30
100
-6
-17
long
4/09/06
5/03/07
182
Intesa Sanpaolo
50
971
EUR
4.857
5.046
0.189
4
9,624
8
Sberbank
50
597
EUR
7.900
13.700
5.800
73
13,086
202
100
39
93
short
5/03/07
20/04/09
777
Shinsei Bank
50
107
JPY
60.800
13.500
273.825
213.025
350
35,880
103
Sumitomo Mitsui Trst
50
105
JPY
62.150
15.850
243.699
181.549
292
54,943
90
100
321
96
long
20/04/09
2/11/09
196
Banco Popular
50
883
EUR
31.100
30.150
-0.950
-3
54,104
-6
Shanghai Pudong
50
2,219
CNY
12.380
17.670
5.290
43
65,842
94
100
20
40
short
2/11/09
6/09/10
308
Resona
50
3,202
JPY
10.280
8.140
12.983
2.703
26
74,496
32
Shinsei Bank
50
2,790
JPY
11.800
6.500
21.422
9.622
82
101,340
103
100
54
67
long
6/09/10
20/09/10
14
Banco Macro
50
3,248
ARS
15.600
18.500
2.900
19
110,759
8,421
State Bank of India
50
1,698
INR
29.825
31.443
1.618
5
113,507
296
100
12
1,824
short
20/09/10
6/02/12
504
Piraeus Financial
50
0
EUR
642,906.000
194,700.000
2,122,897.405
1,479,991.405
230
113,507
0
National Bank Greece
50
9
EUR
12,350.100
4,260.000
35,803.984
23,453.884
190
324,592
116
100
190
116
long
6/02/12
9/04/12
63
Bank of Ireland
50
37,309
EUR
4.350
3.150
-1.200
-28
279,821
-85
Aozora Bank
50
7,765
JPY
20.900
21.400
0.500
2
283,703
15
100
-13
-54
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
9/04/12
3/09/12
147
Banca Pop Mil
50
485,793
EUR
0.292
0.373
0.211
-0.081
-28
244,354
-55
Unicredit
50
9,311
EUR
15.234
16.036
14.432
-0.802
-5
236,887
-13
100
-17
-36
long
3/09/12
12/11/12
70
Regional
50
2,538
MXN
46.650
52.240
5.590
12
251,074
80
Alpha Services
50
1,768
EUR
67.000
78.000
11.000
16
270,522
121
100
14
100
short
12/11/12
7/01/13
56
Banco Popular
50
26,521
EUR
5.100
3.500
7.431
2.331
46
332,353
1,063
Bankia
50
2,711
EUR
49.888
25.796
96.481
46.593
93
458,666
7,262
100
70
3,023
long
7/01/13
18/03/13
70
Banco BPI
50
224,615
EUR
1.021
1.105
0.084
8
477,533
51
Shinsei Bank
50
12,740
JPY
18.000
22.800
4.800
27
538,685
243
100
17
131
short
18/03/13
23/09/13
189
Bankia
50
20,610
EUR
13.068
3.252
52.513
39.445
302
1,351,649
1,367
Eurobank Ergasias
50
997
EUR
270.000
61.000
1,195.082
925.082
343
2,273,955
1,669
100
322
1,515
long
23/09/13
7/10/13
14
Banco Macro
50
55,327
ARS
20.550
21.800
1.250
6
2,343,114
366
BBVA Banco Francés
50
57,568
ARS
19.750
20.550
0.800
4
2,389,169
182
100
5
263
short
7/10/13
28/10/13
21
Banif
50
119,458,432
EUR
0.010
0.008
0.013
0.003
25
2,687,815
4,735
Eurobank Ergasias
50
22,972
EUR
52.000
69.000
35.000
-17.000
-33
2,297,291
-100
100
-4
-49
long
28/10/13
4/11/13
7
Banco Macro
50
46,503
ARS
24.700
23.650
-1.050
-4
2,248,463
-90
BBVA Banco Francés
50
48,162
ARS
23.850
21.550
-2.300
-10
2,137,690
-99
100
-7
-98
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
4/11/13
18/11/13
14
Banif
50
133,605,623
EUR
0.008
0.008
0.008
0.000
0
2,137,690
0
Eurobank Ergasias
50
16,443
EUR
65.000
58.000
72.845
7.845
12
2,266,682
1,851
100
6
361
long
18/11/13
9/12/13
21
Banco Macro
50
47,719
ARS
23.750
23.800
0.050
0
2,269,068
4
BBVA Banco Francés
50
48,434
ARS
23.400
21.800
-1.600
-7
2,191,574
-71
100
-3
-44
short
9/12/13
13/04/15
490
Banif
50
121,754,087
EUR
0.009
0.008
0.011
0.002
20
2,410,731
15
Eurobank Ergasias
50
19,923
EUR
55.000
11.100
272.523
217.523
395
6,744,432
229
100
208
131
long
13/04/15
18/05/15
35
Industrial Bank
50
162,987
CNY
20.690
17.750
-2.940
-14
6,265,250
-80
China Everbright Bk
50
619,895
CNY
5.440
5.070
-0.370
-7
6,035,889
-52
100
-11
-69
short
18/05/15
26/09/16
497
Alpha Services
50
198,548
EUR
15.200
1.530
151.007
135.807
893
32,999,998
440
Piraeus Financial
50
213
EUR
14,157.000
44.550
4,498,780.000
4,484,623.000
31,678
988m
6,780
100
16,279
4,129
long
26/09/16
17/10/16
21
Banco Macro
50
4,283,592
ARS
115.350
121.300
5.950
5
1,014m
140
Sberbank
50
57,777,404
EUR
8.552
8.554
0.002
0
1,014m
0
100
3
56
short
17/10/16
31/10/16
14
Banco Comercial
50
2516,950,407
EUR
0.201
0.209
0.194
-0.007
-4
995m
-62
Banco Popular
50
487,417,126
EUR
1.040
0.999
1.083
0.043
4
1,016m
185
100
0
6
long
31/10/16
14/11/16
14
Standard Chartered
50
71,359,383
GBP
7.119
7.119
0.000
0
1,016m
0
Sberbank
50
58,844,834
EUR
8.633
8.633
0.000
0
1,016m
0
100
0
0
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
14/11/16
28/11/16
14
Banco Comercial
50
2432,985,876
EUR
0.209
0.214
0.204
-0.005
-2
1,005m
-45
Banco Popular
50
508,515,967
EUR
0.999
0.851
1.173
0.174
17
1,093m
6,433
100
8
570
long
28/11/16
5/12/16
7
Bank of America
50
26,879,220
USD
20.330
22.160
1.830
9
1,142m
8,850
Sberbank
50
59,191,350
EUR
9.232
9.615
0.383
4
1,165m
733
100
7
2,667
short
5/12/16
12/12/16
7
Banco Popolare
50
290,321,124
EUR
2.006
2.234
1.778
-0.228
-11
1,099m
-100
Banco Popular
50
611,106,166
EUR
0.953
1.013
0.893
-0.060
-6
1,062m
-97
100
-9
-99
long
12/12/16
13/03/17
91
Bank of America
50
23,483,165
USD
22.610
25.300
2.690
12
1,125m
57
Sberbank
50
47,427,816
EUR
11.195
10.460
-0.735
-7
1,090m
-24
100
3
11
short
13/03/17
17/07/17
126
Gentera
50
20,122,167
MXN
27.090
28.070
26.110
-0.980
-4
1,070m
-10
Banco Comercial
50
3406,934,565
EUR
0.160
0.244
0.076
-0.084
-53
784m
-88
100
-28
-61
long
17/07/17
24/07/17
7
Commerzbank
50
35,505,514
EUR
11.045
10.555
-0.490
-4
767m
-91
Montepio
50
392,550,956
EUR
0.999
1.000
0.001
0
767m
5
100
-2
-68
short
24/07/17
29/01/18
189
Gentera
50
13,865,407
MXN
27.670
16.600
46.122
18.452
67
1,023m
168
Bank of Bejing
50
48,137,496
CNY
7.970
7.610
8.347
0.377
5
1,041m
9
100
36
80
long
29/01/18
5/02/18
7
BBVA Banco Francés
50
3,213,909
ARS
162.000
146.250
-15.750
-10
991m
-100
Banco Comercial
50
1580,132,010
EUR
0.330
0.299
-0.031
-9
942m
-99
100
-10
-99
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
5/02/18
11/03/19
399
Gentera
50
28,985,219
MXN
16.250
15.850
16.660
0.410
3
954m
2
VTB Bank
50
311,927,029
EUR
1.510
1.040
2.192
0.682
45
1,167m
41
100
24
22
long
11/03/19
6/05/19
56
Industrial Bank
50
30,227,084
CNY
19.300
19.340
0.040
0
1,168m
1
Axis Bank
50
8,305,562
INR
70.240
74.745
4.505
6
1,205m
50
100
3
24
short
6/05/19
11/11/19
189
Aozora Bank
50
22,247,897
JPY
27.090
28.340
25.840
-1.250
-5
1,178m
-9
Yes Bank
50
36,252,365
INR
16.625
7.300
37.862
21.237
128
1,947m
390
100
62
153
long
11/11/19
9/12/19
28
Banca Generali
50
31,512,327
EUR
30.900
30.020
-0.880
-3
1,920m
-31
ICICI Bank
50
19,600,058
INR
49.680
52.650
2.970
6
1,978m
113
100
2
22
short
9/12/19
23/12/19
14
Indiabulls HF
50
38,191,603
INR
25.895
29.590
22.200
-3.695
-14
1,837m
-98
Yes Bank
50
175,817,173
INR
5.625
4.965
6.373
0.748
13
1,968m
2,489
100
0
-12
long
23/12/19
20/01/20
28
Banco Macro
50
3,773,550
ARS
260.800
278.150
17.350
7
2,034m
132
ICICI Bank
50
18,181,079
INR
54.130
52.570
-1.560
-3
2,005m
-32
100
2
28
short
20/01/20
22/06/20
154
Indiabulls HF
50
32,940,083
INR
30.440
24.220
38.257
7.817
26
2,263m
72
Yes Bank
50
222,081,100
INR
4.515
2.775
7.346
2.831
63
2,892m
217
100
44
138
long
22/06/20
27/07/20
35
BBVA Banco Francés
50
10,511,122
ARS
137.550
182.050
44.500
32
3,359m
1,760
FinecoBank
50
119,389,336
EUR
12.110
12.785
0.675
6
3,440m
76
100
19
512
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
27/07/20
24/08/20
28
Multitude
50
601,388,535
EUR
2.860
5.360
0.360
-2.500
-87
1,936m
-100
Yes Bank
50
1398,350,581
INR
1.230
1.480
0.980
-0.250
-20
1,587m
-95
100
-54
-100
long
24/08/20
31/08/20
7
BBVA Banco Francés
50
5,490,946
ARS
144.500
149.050
4.550
3
1,612m
404
UBI Banca
50
214,908,381
EUR
3.692
3.630
-0.062
-2
1,599m
-59
100
1
46
short
31/08/20
23/11/20
84
Gentera
50
111,319,145
MXN
7.180
8.020
6.340
-0.840
-12
1,505m
-42
Yes Bank
50
556,983,600
INR
1.435
1.455
1.415
-0.020
-1
1,494m
-6
100
-7
-25
long
23/11/20
7/06/21
196
IndusInd Bank
50
8,790,204
INR
84.975
102.520
17.545
21
1,648m
42
Kotak Mahindra Bank
50
3,935,756
INR
189.785
181.490
-8.295
-4
1,615m
-8
100
8
16
short
7/06/21
11/10/21
126
Credit Suisse
50
81,425,010
CHF
9.920
9.666
10.181
0.261
3
1,637m
8
China Minsheng Bk
50
172,593,185
CNY
4.680
3.980
5.503
0.823
18
1,779m
60
100
10
32
long
11/10/21
22/11/21
42
BBVA Banco Francés
50
3,690,375
ARS
241.000
236.100
-4.900
-2
1,761m
-16
Banco Sabadell
50
1258,320,291
EUR
0.707
0.626
-0.081
-11
1,659m
-65
100
-7
-46
short
22/11/21
5/12/22
378
Bank of East Asia
50
68,770,911
HKD
12.060
9.390
15.489
3.429
28
1,895m
27
China Minsheng Bk
50
212,660,817
CNY
3.900
3.550
4.285
0.385
10
1,976m
10
100
19
18
long
5/12/22
12/12/22
7
BBVA Banco Francés
50
3,028,891
ARS
326.250
328.550
2.300
1
1,983m
44
Banco del Bajio
50
16,303,843
MXN
60.610
61.120
0.510
1
1,992m
55
100
1
49
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
12/12/22
26/12/22
14
Credit Suisse
50
322,375,053
CHF
3.089
2.846
3.353
0.264
9
2,077m
746
Cdn Imp Bk Comm
50
17,288,481
CAD
57.600
54.720
60.632
3.032
5
2,129m
281
100
7
469
long
26/12/22
13/03/23
77
Banco Macro
50
1,990,515
ARS
534.800
734.450
199.650
37
2,526m
350
BBVA Banco Francés
50
2,599,896
ARS
409.450
573.650
164.200
40
2,953m
395
100
39
372
short
13/03/23
12/06/23
91
Credit Suisse
50
654,267,696
CHF
2.257
0.817
6.235
3.978
176
5,556m
5,790
29/01/24
322
U.S. Bancorp
50
40,412,758
USD
36.540
42.950
30.130
-6.410
-18
5,297m
-20
100
79
94
long
29/01/24
12/02/24
14
Banco Macro
50
643,096
ARS
4,118.400
3,685.000
-433.400
-11
5,018m
-94
BBVA Banco Francés
50
1,038,824
ARS
2,549.550
2,217.000
-332.550
-13
4,673m
-97
100
-12
-96
short
12/02/24
4/03/24
21
Umweltbank
50
315,735,283
EUR
7.400
6.020
9.096
1.696
23
5,208m
3,513
Heartland
50
1915,115,657
NZD
1.220
1.190
1.251
0.031
3
5,267m
54
100
13
702
long
4/03/24
17/06/24
105
Banco Macro
50
623,662
ARS
4,223.000
8,094.800
3,871.800
92
7,682m
860
BBVA Banco Francés
50
1,135,422
ARS
2,319.600
4,418.200
2,098.600
90
10,065m
839
100
91
850
short
17/06/24
12/08/24
56
Heartland
50
5242,156,593
NZD
0.960
1.060
0.860
-0.100
-10
9,541m
-51
KakaoBank
50
236,822,133
KRW
21.250
21.850
20.650
-0.600
-3
9,399m
-17
100
-7
-36
accum 15/05/06
12/08/24 6749
days out of 6882 invested (98%)
93,986,217
9,399m
110
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Piraeus Financial short 20/09/10 6/02/12 504 642,906.00 194,700.00 2,122,897.41 1,479,991.41 230.20 50 115.10
short 18/05/15 26/09/16 497 14,157.00 44.55 4,498,780.00 4,484,623.00 31,677.78 15,838.89 34,184.82
Eurobank Ergasias short 18/03/13 23/09/13 189 270.00 61.00 1,195.08 925.08 342.62 171.31
short 7/10/13 28/10/13 21 52.00 69.00 35.00 -17.00 -32.69 -16.35
short 4/11/13 18/11/13 14 65.00 58.00 72.84 7.84 12.07 6.03
short 9/12/13 13/04/15 490 55.00 11.10 272.52 217.52 395.50 197.75 616.56
Alpha Services long 3/09/12 12/11/12 70 67.00 78.00 11.00 16.42 8.21
short 18/05/15 26/09/16 497 15.20 1.53 151.01 135.81 893.46 446.73 491.61
Shinsei Bank short 5/03/07 20/04/09 777 60.80 13.50 273.83 213.03 350.37 175.19
short 2/11/09 6/09/10 308 11.80 6.50 21.42 9.62 81.54 40.77
long 7/01/13 18/03/13 70 18.00 22.80 4.80 26.67 13.33 339.03
Bankia short 12/11/12 7/01/13 56 49.89 25.80 96.48 46.59 93.39 46.70
short 18/03/13 23/09/13 189 13.07 3.25 52.51 39.45 301.84 150.92 268.10
Sumitomo Mitsui Trst short 5/03/07 20/04/09 777 62.15 15.85 243.70 181.55 292.11 146.06 146.06
Yes Bank short 6/05/19 11/11/19 189 16.63 7.30 37.86 21.24 127.74 63.87
short 9/12/19 23/12/19 14 5.63 4.97 6.37 0.75 13.29 6.65
short 20/01/20 22/06/20 154 4.52 2.78 7.35 2.83 62.70 31.35
short 27/07/20 24/08/20 28 1.23 1.48 0.98 -0.25 -20.33 -10.16
short 31/08/20 23/11/20 84 1.44 1.46 1.42 -0.02 -1.39 -0.70 104.78
Credit Suisse short 7/06/21 11/10/21 126 9.92 9.67 10.18 0.26 2.63 1.31
short 12/12/22 26/12/22 14 3.09 2.85 3.35 0.26 8.54 4.27
short 13/03/23 12/06/23 91 2.26 0.82 6.24 3.98 176.26 88.13 98.74
National Bank Greece short 20/09/10 6/02/12 504 12,350.10 4,260.00 35,803.98 23,453.88 189.91 94.95 94.95
Banco Macro long 6/09/10 20/09/10 14 15.60 18.50 2.90 18.59 9.29
long 23/09/13 7/10/13 14 20.55 21.80 1.25 6.08 3.04
long 28/10/13 4/11/13 7 24.70 23.65 -1.05 -4.25 -2.13
long 18/11/13 9/12/13 21 23.75 23.80 0.05 0.21 0.11
long 26/09/16 17/10/16 21 115.35 121.30 5.95 5.16 2.58
long 23/12/19 20/01/20 28 260.80 278.15 17.35 6.65 3.33
long 26/12/22 13/03/23 77 534.80 734.45 199.65 37.33 18.67
long 29/01/24 12/02/24 14 4,118.40 3,685.00 -433.40 -10.52 -5.26
long 4/03/24 17/06/24 105 4,223.00 8,094.80 3,871.80 91.68 45.84 91.75
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
BBVA Banco Francés long 23/09/13 7/10/13 14 19.75 20.55 0.80 4.05 2.03
long 28/10/13 4/11/13 7 23.85 21.55 -2.30 -9.64 -4.82
long 18/11/13 9/12/13 21 23.40 21.80 -1.60 -6.84 -3.42
long 29/01/18 5/02/18 7 162.00 146.25 -15.75 -9.72 -4.86
long 22/06/20 27/07/20 35 137.55 182.05 44.50 32.35 16.18
long 24/08/20 31/08/20 7 144.50 149.05 4.55 3.15 1.57
long 11/10/21 22/11/21 42 241.00 236.10 -4.90 -2.03 -1.02
long 5/12/22 12/12/22 7 326.25 328.55 2.30 0.70 0.35
long 26/12/22 13/03/23 77 409.45 573.65 164.20 40.10 20.05
long 29/01/24 12/02/24 14 2,549.55 2,217.00 -332.55 -13.04 -6.52
long 4/03/24 17/06/24 105 2,319.60 4,418.20 2,098.60 90.47 45.24 70.47
Sberbank long 4/09/06 5/03/07 182 7.90 13.70 5.80 73.42 36.71
long 26/09/16 17/10/16 21 8.55 8.55 0.00 0.02 0.01
long 31/10/16 14/11/16 14 8.63 8.63 0.00 0.00 0.00
long 28/11/16 5/12/16 7 9.23 9.62 0.38 4.15 2.07
long 12/12/16 13/03/17 91 11.20 10.46 -0.73 -6.57 -3.28 34.98
Banco Popular long 20/04/09 2/11/09 196 31.10 30.15 -0.95 -3.05 -1.53
short 12/11/12 7/01/13 56 5.10 3.50 7.43 2.33 45.71 22.86
short 17/10/16 31/10/16 14 1.04 1.00 1.08 0.04 4.11 2.05
short 14/11/16 28/11/16 14 1.00 0.85 1.17 0.17 17.39 8.69
short 5/12/16 12/12/16 7 0.95 1.01 0.89 -0.06 -6.30 -3.15 29.97
Gentera short 13/03/17 17/07/17 126 27.09 28.07 26.11 -0.98 -3.62 -1.81
short 24/07/17 29/01/18 189 27.67 16.60 46.12 18.45 66.69 33.34
short 5/02/18 11/03/19 399 16.25 15.85 16.66 0.41 2.52 1.26
short 31/08/20 23/11/20 84 7.18 8.02 6.34 -0.84 -11.70 -5.85 24.83
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banif short 7/10/13 28/10/13 21 0.01 0.01 0.01 0.00 25.00 12.50
short 4/11/13 18/11/13 14 0.01 0.01 0.01 0.00 0.00 0.00
short 9/12/13 13/04/15 490 0.01 0.01 0.01 0.00 20.00 10.00 23.75
VTB Bank short 5/02/18 11/03/19 399 1.51 1.04 2.19 0.68 45.19 22.60 22.60
Shanghai Pudong long 20/04/09 2/11/09 196 12.38 17.67 5.29 42.73 21.37 21.37
Bank of East Asia short 22/11/21 5/12/22 378 12.06 9.39 15.49 3.43 28.43 14.22 14.22
China Minsheng Bk short 7/06/21 11/10/21 126 4.68 3.98 5.50 0.82 17.59 8.79
short 22/11/21 5/12/22 378 3.90 3.55 4.28 0.38 9.86 4.93 14.16
Resona short 2/11/09 6/09/10 308 10.28 8.14 12.98 2.70 26.29 13.14 13.14
Umweltbank short 12/02/24 4/03/24 21 7.40 6.02 9.10 1.70 22.92 11.46 11.46
Bank of America long 28/11/16 5/12/16 7 20.33 22.16 1.83 9.00 4.50
long 12/12/16 13/03/17 91 22.61 25.30 2.69 11.90 5.95 10.72
IndusInd Bank long 23/11/20 7/06/21 196 84.98 102.52 17.55 20.65 10.32 10.32
Regional long 3/09/12 12/11/12 70 46.65 52.24 5.59 11.98 5.99 5.99
Indiabulls HF short 9/12/19 23/12/19 14 25.90 29.59 22.20 -3.70 -14.27 -7.13
short 20/01/20 22/06/20 154 30.44 24.22 38.26 7.82 25.68 12.84 4.79
Banco BPI long 7/01/13 18/03/13 70 1.02 1.11 0.08 8.23 4.11 4.11
Axis Bank long 11/03/19 6/05/19 56 70.24 74.75 4.51 6.41 3.21 3.21
FinecoBank long 22/06/20 27/07/20 35 12.11 12.79 0.68 5.57 2.79 2.79
State Bank of India long 6/09/10 20/09/10 14 29.83 31.44 1.62 5.42 2.71 2.71
Cdn Imp Bk Comm short 12/12/22 26/12/22 14 57.60 54.72 60.63 3.03 5.26 2.63 2.63
Bank of Bejing short 24/07/17 29/01/18 189 7.97 7.61 8.35 0.38 4.73 2.37 2.37
Intesa Sanpaolo long 4/09/06 5/03/07 182 4.86 5.05 0.19 3.89 1.95 1.95
ICICI Bank long 11/11/19 9/12/19 28 49.68 52.65 2.97 5.98 2.99
long 23/12/19 20/01/20 28 54.13 52.57 -1.56 -2.88 -1.44 1.51
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banco del Bajio long 5/12/22 12/12/22 7 60.61 61.12 0.51 0.84 0.42 0.42
Montepio long 17/07/17 24/07/17 7 1.00 1.00 0.00 0.10 0.05 0.05
Standard Chartered long 31/10/16 14/11/16 14 7.12 7.12 0.00 0.00 0.00 0.00
Triodos Groenfonds short 15/05/06 4/09/06 112 56.30 56.90 55.70 -0.60 -1.07 -0.53 -0.53
UBI Banca long 24/08/20 31/08/20 7 3.69 3.63 -0.06 -1.68 -0.84 -0.84
Aozora Bank long 6/02/12 9/04/12 63 20.90 21.40 0.50 2.39 1.20
short 6/05/19 11/11/19 189 27.09 28.34 25.84 -1.25 -4.61 -2.31 -1.14
KakaoBank short 17/06/24 12/08/24 56 21.25 21.85 20.65 -0.60 -2.82 -1.41 -1.41
Banca Generali long 11/11/19 9/12/19 28 30.90 30.02 -0.88 -2.85 -1.42 -1.42
Kotak Mahindra Bank long 23/11/20 7/06/21 196 189.79 181.49 -8.29 -4.37 -2.19 -2.19
Commerzbank long 17/07/17 24/07/17 7 11.05 10.56 -0.49 -4.44 -2.22 -2.22
Unicredit short 9/04/12 3/09/12 147 15.23 16.04 14.43 -0.80 -5.26 -2.63 -2.63
China Everbright Bk long 13/04/15 18/05/15 35 5.44 5.07 -0.37 -6.80 -3.40 -3.40
Heartland short 12/02/24 4/03/24 21 1.22 1.19 1.25 0.03 2.52 1.26
short 17/06/24 12/08/24 56 0.96 1.06 0.86 -0.10 -10.42 -5.21 -4.01
Swedbank short 15/05/06 4/09/06 112 189.00 208.50 169.50 -19.50 -10.32 -5.16 -5.16
Banco Popolare short 5/12/16 12/12/16 7 2.01 2.23 1.78 -0.23 -11.37 -5.68 -5.68
Banco Sabadell long 11/10/21 22/11/21 42 0.71 0.63 -0.08 -11.46 -5.73 -5.73
Industrial Bank long 13/04/15 18/05/15 35 20.69 17.75 -2.94 -14.21 -7.10
long 11/03/19 6/05/19 56 19.30 19.34 0.04 0.21 0.10 -7.01
U.S. Bancorp short 13/03/23 29/01/24 322 36.54 42.95 30.13 -6.41 -17.54 -8.77 -8.77
Bank of Ireland long 6/02/12 9/04/12 63 4.35 3.15 -1.20 -27.59 -13.79 -13.79
Banca Pop Mil short 9/04/12 3/09/12 147 0.29 0.37 0.21 -0.08 -27.74 -13.87 -13.87
Banco Comercial short 17/10/16 31/10/16 14 0.20 0.21 0.19 -0.01 -3.67 -1.84
short 14/11/16 28/11/16 14 0.21 0.21 0.20 -0.00 -2.25 -1.13
short 13/03/17 17/07/17 126 0.16 0.24 0.08 -0.08 -52.50 -26.25
long 29/01/18 5/02/18 7 0.33 0.30 -0.03 -9.35 -4.67 -31.77
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Multitude short 27/07/20 24/08/20 28 2.86 5.36 0.36 -2.50 -87.41 -43.71 -43.71
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.
write an annotation