Share-o-matic - Portfolio

Thu, 4th Dec 2025, 20:01UTC

Assessment - Banks in Renminbi yuán - 1/07/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	∅-RS
		SOM Banks	1,995.904	12/08/24	0.22	2,071.053	-3.63	1,954.725	116.328	5.95	18.35
		Banco Macro	53.269	12/08/24	0.91	57.612	-7.54	46.966	10.647	22.67	47.97
		BBVA Banco Francés	32.097	12/08/24	0.75	31.679	1.32	25.868	5.811	22.46	25.71
		Banco de Valores	2.719	12/08/24	-0.15	2.795	-2.71	2.137	0.658	30.79	10.75
	L	Unipol	70.107	12/08/24	0.06	73.701	-4.88	60.302	13.398	22.22	58.48
		Banco Sabadell	13.967	12/08/24	0.45	14.463	-3.43	11.298	3.165	28.01	47.59
		KB Financial	434.464	12/08/24	0.73	419.192	3.64	365.206	53.986	14.78	31.78
		BPER Banca	37.221	12/08/24	-0.27	39.026	-4.62	34.010	5.015	14.75	46.82
	L	NatWest	3,080.480	12/08/24	0.48	2,900.033	6.22	2,408.164	491.869	20.43	34.30
	L	State Bank of India	70.945	12/08/24	-1.42	73.508	-3.49	65.740	7.768	11.82	29.59
		Unicredit	270.040	12/08/24	0.38	282.812	-4.52	273.130	9.681	3.54	37.23
		Deutsche Bank	103.954	12/08/24	0.14	120.342	-13.62	113.228	7.115	6.28	31.67
	L	Bank of China	3.171	12/08/24	1.19	3.590	-11.69	2.984	0.606	20.32	29.40
		American Express	1,726.326	12/08/24	-0.34	1,702.731	1.39	1,644.890	57.841	3.52	27.90
	L	Bank of America	277.975	12/08/24	-0.29	291.374	-4.60	271.149	20.225	7.46	25.99
		Commerzbank	97.018	12/08/24	0.89	114.085	-14.96	98.847	15.238	15.42	29.38
		Chiba Bank	48.363	9/08/24	3.22	65.648	-26.33	58.706	6.942	11.82	20.38
		Wells Fargo	379.129	12/08/24	-1.33	441.249	-14.08	416.336	24.914	5.98	27.43
		Intesa Sanpaolo	27.109	12/08/24	0.54	27.977	-3.10	26.113	1.863	7.13	29.01
		Bankinter	56.976	12/08/24	0.19	60.101	-5.20	52.662	7.439	14.13	22.24
		Citigroup	421.222	12/08/24		461.932	-8.81	458.612	3.319	0.72	28.68
		Unicaja Banco	8.983	12/08/24	-0.86	10.202	-11.94	8.906	1.295	14.54	26.94
		Sumitomo Mitsui Trst	149.640	9/08/24	2.72	167.714	-10.78	151.830	15.884	10.46	17.69
		Banco Comercial	2.951	12/08/24	0.16	2.707	9.00	2.427	0.280	11.54	23.57
	L	Lloyds Bank	522.927	12/08/24	-0.28	512.063	2.12	469.479	42.584	9.07	22.86
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	∅-RS
		JP Morgan Chase	1,501.587	12/08/24	0.19	1,496.198	0.36	1,437.698	58.500	4.07	25.29
	L	China Constr Bk HK	5.176	12/08/24	1.46	5.381	-3.81	4.360	1.020	23.40	24.68
		Resona	40.736	9/08/24	3.93	48.994	-16.85	44.048	4.946	11.23	21.85
		Banco BPM	45.166	12/08/24	-0.31	48.556	-6.98	47.894	0.662	1.38	22.65
		UBS	200.272	12/08/24	0.44	217.438	-7.89	221.642	-4.204	-1.90	13.30
		BNY Mellon	460.766	12/08/24	-0.80	437.754	5.26	411.638	26.115	6.34	21.74
		Erste Group Bank	360.106	12/08/24	0.37	352.216	2.24	320.690	31.526	9.83	22.01
		Banca Mediolanum	79.911	12/08/24	1.29	82.723	-3.40	79.047	3.676	4.65	18.10
		Westpac Banking	136.675	12/08/24	0.61	131.783	3.71	122.385	9.399	7.68	19.83
		National Australia B	174.307	12/08/24	1.01	174.694	-0.22	162.429	12.265	7.55	20.78
	L	Commonwealth Bank	632.183	12/08/24	0.76	611.212	3.43	564.282	46.930	8.32	18.77
		Banco Santander	31.941	12/08/24	-0.24	34.741	-8.06	35.109	-0.368	-1.05	15.64
		Danske Bank	207.870	12/08/24	0.15	219.025	-5.09	215.091	3.935	1.83	16.06
		Suncorp-Metway	81.559	12/08/24	1.38	82.964	-1.69	76.807	6.157	8.02	21.42
	L	Axis Bank	101.651	12/08/24	1.89	110.172	-7.73	91.298	18.875	20.67	20.70
	L	Hang Seng Bank	85.699	12/08/24	0.38	93.626	-8.47	79.124	14.501	18.33	6.70
		Mediobanca	109.594	12/08/24	0.94	110.063	-0.43	107.233	2.829	2.64	15.69
	L	Bank of China (HK)	20.795	12/08/24		22.427	-7.28	19.354	3.073	15.88	12.10
	L	ICBC	4.178	12/08/24	2.05	4.327	-3.45	3.640	0.687	18.88	21.00
		S.E.B	103.210	12/08/24	-0.10	108.072	-4.50	97.011	11.061	11.40	16.79
		Fukuoka	164.018	9/08/24	5.30	199.490	-17.78	187.107	12.384	6.62	12.10
	L	Royal Bank CA	788.363	12/08/24	-0.72	771.882	2.14	724.277	47.605	6.57	12.42
		Cdn Imp Bk Comm	369.327	12/08/24	-0.36	344.737	7.13	363.629	-18.892	-5.20	9.08
	L	China Merchants B HK	30.307	12/08/24		33.058	-8.32	28.592	4.466	15.62	14.98
		ANZ Banking AU	136.675	12/08/24	0.93	137.789	-0.81	137.858	-0.069	-0.05	10.73
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	∅-RS
		IBK	70.989	12/08/24	0.37	72.937	-2.67	71.066	1.872	2.63	11.48
		ANZ Banking NZ	132.825	12/08/24	0.13	136.140	-2.44	137.209	-1.069	-0.78	9.65
		Ind and Comm Bk	5.990	12/08/24	1.18	5.820	2.92	5.290	0.530	10.02	9.61
		ICICI Bank	102.393	12/08/24	0.10	105.803	-3.22	95.333	10.469	10.98	20.14
		Bank of Ireland	73.521	12/08/24	-0.93	76.677	-4.12	73.378	3.298	4.50	8.79
		Agricultural Bank	4.640	12/08/24	0.65	4.440	4.50	4.230	0.210	4.96	9.57
	L	HSBC	60.008	12/08/24	0.63	63.691	-5.78	56.491	7.201	12.75	11.44
		Banco Bilbao Viz	69.709	12/08/24	0.27	74.208	-6.06	85.724	-11.516	-13.43	13.61
	L	Industrial Bank	16.280	12/08/24	-0.55	17.750	-8.28	15.830	1.920	12.13	9.12
	L	HSBC	5,928.036	12/08/24	0.22	6,360.739	-6.80	5,614.514	746.225	13.29	11.40
		FinecoBank	112.758	12/08/24	0.94	110.805	1.76	107.816	2.989	2.77	8.92
		Banca Generali	297.458	12/08/24	0.74	295.271	0.74	285.904	9.367	3.28	10.62
		ABN AMRO	119.436	12/08/24	0.92	122.366	-2.39	123.074	-0.708	-0.58	10.72
		OCBC	74.199	12/08/24	0.29	77.794	-4.62	72.478	5.315	7.33	11.02
		Jyske Bank	543.635	12/08/24	0.48	578.202	-5.98	606.543	-28.342	-4.67	6.10
		Woori Financial	77.677	12/08/24	0.55	75.834	2.43	75.124	0.710	0.95	7.39
	L	United Overseas Bank	157.143	12/08/24	0.58	167.927	-6.42	157.357	10.570	6.72	9.57
	L	Nordea Bank	81.395	12/08/24	-0.19	89.167	-8.72	81.299	7.869	9.68	7.19
		DBS Bank	182.306	12/08/24	1.22	193.787	-5.92	191.939	1.848	0.96	8.05
		KBC	520.083	12/08/24	-0.21	516.802	0.63	539.039	-22.237	-4.13	7.08
		China Merchants Bank	32.120	12/08/24	-0.65	34.360	-6.52	32.640	1.720	5.27	6.17
		Standard Chartered	6,647.060	12/08/24	0.92	6,740.966	-1.39	6,089.798	651.168	10.69	8.68
		National Bank CA	606.376	12/08/24	0.39	575.056	5.45	604.842	-29.786	-4.92	6.93
		Swedbank	141.836	12/08/24	-0.86	152.452	-6.96	142.087	10.365	7.29	10.71
		Nordea Bank	82.047	12/08/24	-0.13	89.136	-7.95	79.777	9.358	11.73	7.21
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	∅-RS
		Credit Agricole	103.150	12/08/24	0.57	102.329	0.80	107.280	-4.951	-4.61	5.12
	L	HDFC Bank	144.938	12/08/24	0.60	148.875	-2.64	127.484	21.391	16.78	10.72
		IndusInd Bank	117.938	12/08/24	0.08	127.197	-7.28	133.717	-6.520	-4.88	-0.87
		U.S. Bancorp	302.007	12/08/24	-1.43	285.767	5.68	317.618	-31.851	-10.03	3.00
		Raiffeisen Bank Int	129.747	12/08/24	1.59	127.638	1.65	143.340	-15.702	-10.95	2.67
		Bank Nova Scotia	325.870	12/08/24	-3.42	331.647	-1.74	363.788	-32.142	-8.84	-2.07
	S	DNB	146.483	12/08/24	0.14	144.777	1.18	141.882	2.895	2.04	2.28
	S	Svenska Handelsbank	69.959	12/08/24	0.29	69.720	0.34	72.449	-2.729	-3.77	1.32
		BNP Paribas	462.825	12/08/24		481.729	-3.92	511.396	-29.667	-5.80	2.27
	L	Kotak Mahindra Bank	154.755	12/08/24	0.16	157.859	-1.97	155.243	2.616	1.68	2.31
	S	Bank Montreal	592.756	12/08/24	-0.10	608.549	-2.60	705.223	-96.674	-13.71	-5.47
	L	Aozora Bank	106.596	9/08/24	3.28	118.270	-9.87	115.601	2.669	2.31	-10.37
		Societe Generale	160.290	12/08/24	0.44	176.538	-9.20	192.647	-16.110	-8.36	-4.95
	S	Toronto-Dominion	416.069	12/08/24	0.19	398.527	4.40	435.162	-36.635	-8.42	-8.01
	S	Banco del Bajio	20.610	12/08/24	0.64	22.110	-6.79	27.805	-5.695	-20.48	-8.98
	S	Regional	50.277	12/08/24	-0.39	54.770	-8.20	71.530	-16.760	-23.43	-8.52
	L	Umweltbank	44.056	12/08/24	-1.40	49.837	-11.60	62.119	-12.282	-19.77	-18.41
	S	KakaoBank	115.067	12/08/24	1.39	110.591	4.05	146.296	-35.705	-24.41	-19.39
	S	Heartland	4.685	12/08/24	0.95	4.288	9.28	5.506	-1.218	-22.12	-29.60
Banks - 93 out of 93 instruments rated - 1/07/24 / 1/04/24 - 68 did rise, Market-Ratio(13) in CNY = 73.12 %

Technical Chart

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

4/01/21	scale up chart	1/07/24

Transactions Banks in Renminbi yuán * 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	8	582.705	580.881	584.535	1.830	0	10,015	1
					Swedbank	50	25	208.859	227.897	189.821	-19.038	-9	9,539	-27
100							-5						-14
long	4/09/06	5/03/07	182		Intesa Sanpaolo	50	96	49.584	51.534		1.950	4	9,726	8
					Sberbank	50	59	80.650	139.915		59.266	73	13,223	202
100							39						93
short	5/03/07	20/04/09	777		Shinsei Bank	50	1,639	4.032	0.930	17.476	13.444	333	35,257	99
					Sumitomo Mitsui Trst	50	1,604	4.121	1.092	15.553	11.432	277	53,593	87
100							305						93
long	20/04/09	2/11/09	196		Banco Popular	50	96	277.201	302.974		25.774	9	56,067	18
					Shanghai Pudong	50	2,179	12.380	17.670		5.290	43	67,594	94
100							26						54
short	2/11/09	6/09/10	308		Resona	50	43,352	0.780	0.657	0.925	0.146	19	73,903	22
					Shinsei Bank	50	37,769	0.895	0.525	1.527	0.632	71	97,759	88
100							45						55
long	6/09/10	20/09/10	14		Banco Macro	50	1,810	27.001	31.428		4.427	16	105,772	5,136
					State Bank of India	50	11,217	4.358	4.554		0.195	4	107,963	214
100							10						1,231
short	20/09/10	6/02/12	504		Piraeus Financial	50	0	5,644,328.936	1,611,181.440	19,773,346.658	14,129,017.722	250	107,963	0
					National Bank Greece	50	0	108,426.468	35,252.352	333,489.775	225,063.307	208	107,963	0
100							0						-100
long	6/02/12	9/04/12	63		Bank of Ireland	50	1,499	35.997	26.029		-9.968	-28	93,021	-85
					Aozora Bank	50	31,452	1.717	1.654		-0.063	-4	91,047	-19
100							-16						-63
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	18,866	2.413	2.971	1.854	-0.559	-23	80,509	-48
					Unicredit	50	361	125.883	127.749	124.017	-1.866	-1	79,835	-4
100							-12						-28
long	3/09/12	12/11/12	70		Regional	50	1,781	22.401	24.872		2.471	11	84,236	73
					Alpha Services	50	74	533.749	623.111		89.362	17	90,849	124
100							14						97
short	12/11/12	7/01/13	56		Banco Popular	50	1,114	40.742	28.820	57.595	16.853	41	109,623	855
					Bankia	50	114	398.535	212.415	747.738	349.202	88	149,432	5,942
100							65						2,465
long	7/01/13	18/03/13	70		Banco BPI	50	8,886	8.407	9.063		0.656	8	155,258	48
					Shinsei Bank	50	58,082	1.287	1.501		0.215	17	167,719	123
100							12						83
short	18/03/13	23/09/13	189		Bankia	50	782	107.181	26.548	432.717	325.536	304	422,288	1,381
					Eurobank Ergasias	50	37	2,214.486	497.980	9,847.689	7,633.203	345	704,717	1,685
100							324						1,528
long	23/09/13	7/10/13	14		Banco Macro	50	16,029	21.982	22.949		0.967	4	720,222	207
					BBVA Banco Francés	50	16,679	21.126	21.633		0.507	2	728,681	86
100							3						139
short	7/10/13	28/10/13	21		Banif	50	4,383,995	0.083	0.067	0.103	0.020	24	815,454	3,998
					Eurobank Ergasias	50	843	432.156	578.945	285.368	-146.788	-34	691,711	-100
100							-5						-60
long	28/10/13	4/11/13	7		Banco Macro	50	13,552	25.519	24.264		-1.255	-5	674,705	-93
					BBVA Banco Francés	50	14,036	24.641	22.110		-2.531	-10	639,176	-100
100							-8						-98
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	4,847,475	0.066	0.066	0.066	0.000	0	639,522	3
					Eurobank Ergasias	50	596	535.672	477.224	601.277	65.606	12	678,623	1,933
100							6						377
long	18/11/13	9/12/13	21		Banco Macro	50	14,072	24.111	23.121		-0.990	-4	664,690	-52
					BBVA Banco Francés	50	14,284	23.756	21.178		-2.578	-11	627,871	-86
100							-7						-74
short	9/12/13	13/04/15	490		Banif	50	4,181,456	0.075	0.049	0.114	0.039	52	791,876	37
					Eurobank Ergasias	50	684	458.810	72.955	2,885.441	2,426.631	529	2,451,691	293
100							291						176
long	13/04/15	18/05/15	35		Industrial Bank	50	59,248	20.690	17.750		-2.940	-14	2,277,502	-80
					China Everbright Bk	50	225,340	5.440	5.070		-0.370	-7	2,194,126	-52
100							-11						-69
short	18/05/15	26/09/16	497		Alpha Services	50	10,280	106.713	11.484	991.598	884.885	829	11,290,743	414
					Piraeus Financial	50	11	99,390.634	334.392	29,541,643.652	29,442,253.018	29,623	335m	6,450
100							15,202						3,922
long	26/09/16	17/10/16	21		Banco Macro	50	3,299,521	50.789	53.924		3.136	6	346m	183
					Sberbank	50	2,610,599	64.191	63.371		-0.820	-1	343m	-20
100							2						52
short	17/10/16	31/10/16	14		Banco Comercial	50	115,063,722	1.492	1.554	1.430	-0.062	-4	336m	-67
					Banco Popular	50	22,282,532	7.705	7.437	7.982	0.278	4	342m	152
100							0						-7
long	31/10/16	14/11/16	14		Standard Chartered	50	2,901,821	58.995	58.995		0.000	0	342m	0
					Sberbank	50	2,663,829	64.266	64.266		0.000	0	342m	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	110,138,137	1.554	1.564	1.545	-0.010	-1	341m	-15
					Banco Popular	50	23,019,862	7.437	6.234	8.872	1.435	19	374m	9,844
100							9						925
long	28/11/16	5/12/16	7		Bank of America	50	1,335,886	140.114	152.428		12.314	9	391m	7,981
					Sberbank	50	2,767,698	67.629	70.879		3.250	5	400m	1,056
100							7						2,984
short	5/12/16	12/12/16	7		Banco Popolare	50	13,517,973	14.788	16.401	13.174	-1.614	-11	378m	-100
					Banco Popular	50	28,454,414	7.025	7.437	6.613	-0.412	-6	366m	-96
100							-8						-99
long	12/12/16	13/03/17	91		Bank of America	50	1,173,315	156.082	174.816		18.733	12	388m	58
					Sberbank	50	2,228,197	82.189	77.002		-5.187	-6	377m	-23
100							3						12
short	13/03/17	17/07/17	126		Gentera	50	19,735,711	9.543	10.794	8.293	-1.251	-13	352m	-33
					Banco Comercial	50	159,904,997	1.178	1.894	0.461	-0.716	-61	237m	-93
100							-37						-74
long	17/07/17	24/07/17	7		Commerzbank	50	1,384,556	85.747	82.917		-2.830	-3	234m	-83
					Montepio	50	15,307,746	7.756	7.856		0.100	1	235m	95
100							-1						-41
short	24/07/17	29/01/18	189		Gentera	50	11,138,249	10.552	5.644	19.729	9.177	87	337m	235
					Bank of Bejing	50	14,746,309	7.970	7.610	8.347	0.377	5	343m	9
100							46						107
long	29/01/18	5/02/18	7		BBVA Banco Francés	50	3,271,579	52.395	47.100		-5.295	-10	326m	-100
					Banco Comercial	50	66,376,637	2.582	2.330		-0.252	-10	309m	-100
100							-10						-100
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	28,168,030	5.481	5.501	5.460	-0.020	0	308m	0
					VTB Bank	50	13,106,177	11.779	7.901	17.561	5.782	49	384m	44
100							24						22
long	11/03/19	6/05/19	56		Industrial Bank	50	9,947,279	19.300	19.340		0.040	0	384m	1
					Axis Bank	50	28,924,946	6.637	7.281		0.644	10	403m	83
100							5						37
short	6/05/19	11/11/19	189		Aozora Bank	50	121,843,992	1.654	1.822	1.485	-0.168	-10	382m	-19
					Yes Bank	50	124,419,404	1.619	0.715	3.670	2.051	127	638m	386
100							58						143
long	11/11/19	9/12/19	28		Banca Generali	50	1,333,539	239.070	233.697		-5.374	-2	630m	-26
					ICICI Bank	50	65,558,099	4.863	5.217		0.354	7	654m	150
100							3						38
short	9/12/19	23/12/19	14		Indiabulls HF	50	127,373,815	2.566	2.909	2.223	-0.343	-13	610m	-98
					Yes Bank	50	586,372,439	0.557	0.488	0.637	0.079	14	656m	3,084
100							0						11
long	23/12/19	20/01/20	28		Banco Macro	50	10,705,535	30.655	32.430		1.775	6	675m	108
					ICICI Bank	50	61,671,030	5.322	5.100		-0.221	-4	662m	-43
100							1						11
short	20/01/20	22/06/20	154		Indiabulls HF	50	112,035,798	2.953	2.259	3.861	0.908	31	763m	89
					Yes Bank	50	755,342,132	0.438	0.259	0.741	0.303	69	993m	248
100							50						161
long	22/06/20	27/07/20	35		BBVA Banco Francés	50	35,730,818	13.890	17.661		3.771	27	1,127m	1,124
					FinecoBank	50	5,150,216	96.364	105.153		8.789	9	1,173m	148
100							18						469
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/07/20	24/08/20	28		Multitude	50	24,925,160	23.523	43.752	3.293	-20.229	-86	668m	-100
					Yes Bank	50	5098,760,588	0.115	0.138	0.092	-0.023	-20	551m	-95
100							-53						-100
long	24/08/20	31/08/20	7		BBVA Banco Francés	50	20,325,200	13.559	13.759		0.200	1	555m	115
					UBI Banca	50	9,144,493	30.137	29.684		-0.453	-2	551m	-55
100							0						-1
short	31/08/20	23/11/20	84		Gentera	50	122,856,274	2.243	2.624	1.861	-0.381	-17	504m	-56
					Yes Bank	50	2053,755,416	0.134	0.129	0.140	0.006	4	516m	20
100							-6						-25
long	23/11/20	7/06/21	196		IndusInd Bank	50	34,320,890	7.517	9.002		1.485	20	567m	40
					Kotak Mahindra Bank	50	15,366,955	16.789	15.937		-0.853	-5	554m	-9
100							7						14
short	7/06/21	11/10/21	126		Credit Suisse	50	3,915,237	70.732	67.229	74.418	3.686	5	568m	16
					China Minsheng Bk	50	59,173,638	4.680	3.980	5.503	0.823	18	617m	60
100							11						37
long	11/10/21	22/11/21	42		BBVA Banco Francés	50	19,621,394	15.723	15.011		-0.712	-5	603m	-33
					Banco Sabadell	50	58,522,194	5.272	4.490		-0.781	-15	557m	-75
100							-10						-59
short	22/11/21	5/12/22	378		Bank of East Asia	50	28,191,673	9.884	8.410	11.617	1.733	18	606m	17
					China Minsheng Bk	50	71,449,330	3.900	3.550	4.285	0.385	10	634m	10
100							14						13
long	5/12/22	12/12/22	7		BBVA Banco Francés	50	23,599,094	13.425	13.375		-0.050	0	632m	-18
					Banco del Bajio	50	14,861,843	21.317	21.490		0.173	1	635m	52
100							0						12
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	12/12/22	26/12/22	14		Credit Suisse	50	13,787,525	23.029	21.257	24.948	1.919	8	661m	706
					Cdn Imp Bk Comm	50	1,078,695	294.348	280.469	308.914	14.566	5	677m	252
100							7						435
long	26/12/22	13/03/23	77		Banco Macro	50	15,985,948	21.181	24.916		3.735	18	737m	116
					BBVA Banco Francés	50	20,879,924	16.217	19.461		3.244	20	805m	137
100							19						126
short	13/03/23	12/06/23	91		Credit Suisse	50	23,706,879	16.971	6.412	44.918	27.947	165	1,467m	4,861
		29/01/24	322		U.S. Bancorp	50	1,608,242	250.160	308.040	192.281	-57.879	-23	1,374m	-26
100							71						83
long	29/01/24	12/02/24	14		Banco Macro	50	19,187,627	35.807	31.845		-3.961	-11	1,298m	-95
					BBVA Banco Francés	50	30,994,618	22.167	19.159		-3.008	-14	1,205m	-98
100							-12						-97
short	12/02/24	4/03/24	21		Umweltbank	50	10,516,939	57.282	47.063	69.720	12.438	22	1,336m	2,943
					Heartland	50	112,034,717	5.377	5.224	5.535	0.158	3	1,353m	65
100							12						654
long	4/03/24	17/06/24	105		Banco Macro	50	18,790,081	36.013	65.095		29.082	81	1,900m	683
					BBVA Banco Francés	50	34,208,707	19.781	35.530		15.748	80	2,439m	666
100							80						674
short	17/06/24	12/08/24	56		Heartland	50	286,394,717	4.257	4.685	3.829	-0.428	-10	2,316m	-50
					KakaoBank	50	10921,276,803	0.112	0.115	0.108	-0.003	-3	2,278m	-18
100							-7						-36
accum	15/05/06	12/08/24	7143	days out of 7276 invested (98%)							22,783,921		2,278m	88

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 Financial	short	20/09/10	6/02/12	504	5,644,328.94	1,611,181.44	19,773,346.66	14,129,017.72	250.32	50	125.16
	short	18/05/15	26/09/16	497	99,390.63	334.39	29,541,643.65	29,442,253.02	29,622.76		14,811.38	33,474.64
Eurobank Ergasias	short	18/03/13	23/09/13	189	2,214.49	497.98	9,847.69	7,633.20	344.69		172.35
	short	7/10/13	28/10/13	21	432.16	578.94	285.37	-146.79	-33.97		-16.98
	short	4/11/13	18/11/13	14	535.67	477.22	601.28	65.61	12.25		6.12
	short	9/12/13	13/04/15	490	458.81	72.95	2,885.44	2,426.63	528.90		264.45	774.45
Alpha Services	long	3/09/12	12/11/12	70	533.75	623.11		89.36	16.74		8.37
	short	18/05/15	26/09/16	497	106.71	11.48	991.60	884.88	829.22		414.61	457.69
Shinsei Bank	short	5/03/07	20/04/09	777	4.03	0.93	17.48	13.44	333.44		166.72
	short	2/11/09	6/09/10	308	0.89	0.52	1.53	0.63	70.59		35.29
	long	7/01/13	18/03/13	70	1.29	1.50		0.21	16.68		8.34	290.94
Bankia	short	12/11/12	7/01/13	56	398.54	212.41	747.74	349.20	87.62		43.81
	short	18/03/13	23/09/13	189	107.18	26.55	432.72	325.54	303.73		151.86	262.21
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	4.12	1.09	15.55	11.43	277.38		138.69	138.69
Yes Bank	short	6/05/19	11/11/19	189	1.62	0.71	3.67	2.05	126.63		63.32
	short	9/12/19	23/12/19	14	0.56	0.49	0.64	0.08	14.19		7.10
	short	20/01/20	22/06/20	154	0.44	0.26	0.74	0.30	69.26		34.63
	short	27/07/20	24/08/20	28	0.11	0.14	0.09	-0.02	-19.99		-10.00
	short	31/08/20	23/11/20	84	0.13	0.13	0.14	0.01	4.27		2.14	116.47
National Bank Greece	short	20/09/10	6/02/12	504	108,426.47	35,252.35	333,489.78	225,063.31	207.57		103.79	103.79
Credit Suisse	short	7/06/21	11/10/21	126	70.73	67.23	74.42	3.69	5.21		2.61
	short	12/12/22	26/12/22	14	23.03	21.26	24.95	1.92	8.34		4.17
	short	13/03/23	12/06/23	91	16.97	6.41	44.92	27.95	164.68		82.34	94.89
Banco Macro	long	6/09/10	20/09/10	14	27.00	31.43		4.43	16.40		8.20
	long	23/09/13	7/10/13	14	21.98	22.95		0.97	4.40		2.20
	long	28/10/13	4/11/13	7	25.52	24.26		-1.25	-4.92		-2.46
	long	18/11/13	9/12/13	21	24.11	23.12		-0.99	-4.11		-2.05
	long	26/09/16	17/10/16	21	50.79	53.92		3.14	6.17		3.09
	long	23/12/19	20/01/20	28	30.66	32.43		1.77	5.79		2.89
	long	26/12/22	13/03/23	77	21.18	24.92		3.73	17.63		8.82
	long	29/01/24	12/02/24	14	35.81	31.85		-3.96	-11.06		-5.53
	long	4/03/24	17/06/24	105	36.01	65.10		29.08	80.75		40.38	61.70
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banif	short	7/10/13	28/10/13	21	0.08	0.07	0.10	0.02	23.82		11.91
	short	4/11/13	18/11/13	14	0.07	0.07	0.07	0.00	0.11		0.05
	short	9/12/13	13/04/15	490	0.08	0.05	0.11	0.04	52.24		26.12	41.22
BBVA Banco Francés	long	23/09/13	7/10/13	14	21.13	21.63		0.51	2.40		1.20
	long	28/10/13	4/11/13	7	24.64	22.11		-2.53	-10.27		-5.14
	long	18/11/13	9/12/13	21	23.76	21.18		-2.58	-10.85		-5.43
	long	29/01/18	5/02/18	7	52.40	47.10		-5.30	-10.11		-5.05
	long	22/06/20	27/07/20	35	13.89	17.66		3.77	27.15		13.58
	long	24/08/20	31/08/20	7	13.56	13.76		0.20	1.48		0.74
	long	11/10/21	22/11/21	42	15.72	15.01		-0.71	-4.53		-2.26
	long	5/12/22	12/12/22	7	13.42	13.38		-0.05	-0.37		-0.19
	long	26/12/22	13/03/23	77	16.22	19.46		3.24	20.00		10.00
	long	29/01/24	12/02/24	14	22.17	19.16		-3.01	-13.57		-6.78
	long	4/03/24	17/06/24	105	19.78	35.53		15.75	79.61		39.81	37.94
Banco Popular	long	20/04/09	2/11/09	196	277.20	302.97		25.77	9.30		4.65
	short	12/11/12	7/01/13	56	40.74	28.82	57.59	16.85	41.36		20.68
	short	17/10/16	31/10/16	14	7.70	7.44	7.98	0.28	3.60		1.80
	short	14/11/16	28/11/16	14	7.44	6.23	8.87	1.43	19.29		9.65
	short	5/12/16	12/12/16	7	7.03	7.44	6.61	-0.41	-5.86		-2.93	36.84
Sberbank	long	4/09/06	5/03/07	182	80.65	139.92		59.27	73.49		36.74
	long	26/09/16	17/10/16	21	64.19	63.37		-0.82	-1.28		-0.64
	long	31/10/16	14/11/16	14	64.27	64.27		0.00	0.00		0.00
	long	28/11/16	5/12/16	7	67.63	70.88		3.25	4.81		2.40
	long	12/12/16	13/03/17	91	82.19	77.00		-5.19	-6.31		-3.16	34.74
VTB Bank	short	5/02/18	11/03/19	399	11.78	7.90	17.56	5.78	49.09		24.54	24.54
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gentera	short	13/03/17	17/07/17	126	9.54	10.79	8.29	-1.25	-13.11		-6.55
	short	24/07/17	29/01/18	189	10.55	5.64	19.73	9.18	86.97		43.48
	short	5/02/18	11/03/19	399	5.48	5.50	5.46	-0.02	-0.37		-0.18
	short	31/08/20	23/11/20	84	2.24	2.62	1.86	-0.38	-17.01		-8.50	22.46
Shanghai Pudong	long	20/04/09	2/11/09	196	12.38	17.67		5.29	42.73		21.37	21.37
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
Umweltbank	short	12/02/24	4/03/24	21	57.28	47.06	69.72	12.44	21.71		10.86	10.86
Bank of America	long	28/11/16	5/12/16	7	140.11	152.43		12.31	8.79		4.39
	long	12/12/16	13/03/17	91	156.08	174.82		18.73	12.00		6.00	10.66
IndusInd Bank	long	23/11/20	7/06/21	196	7.52	9.00		1.48	19.75		9.88	9.88
Resona	short	2/11/09	6/09/10	308	0.78	0.66	0.93	0.15	18.67		9.33	9.33
Bank of East Asia	short	22/11/21	5/12/22	378	9.88	8.41	11.62	1.73	17.53		8.77	8.77
Indiabulls HF	short	9/12/19	23/12/19	14	2.57	2.91	2.22	-0.34	-13.37		-6.68
	short	20/01/20	22/06/20	154	2.95	2.26	3.86	0.91	30.75		15.37	7.66
Regional	long	3/09/12	12/11/12	70	22.40	24.87		2.47	11.03		5.52	5.52
Axis Bank	long	11/03/19	6/05/19	56	6.64	7.28		0.64	9.70		4.85	4.85
FinecoBank	long	22/06/20	27/07/20	35	96.36	105.15		8.79	9.12		4.56	4.56
Banco BPI	long	7/01/13	18/03/13	70	8.41	9.06		0.66	7.80		3.90	3.90
Cdn Imp Bk Comm	short	12/12/22	26/12/22	14	294.35	280.47	308.91	14.57	4.95		2.47	2.47
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
State Bank of India	long	6/09/10	20/09/10	14	4.36	4.55		0.20	4.48		2.24	2.24
Intesa Sanpaolo	long	4/09/06	5/03/07	182	49.58	51.53		1.95	3.93		1.97	1.97
ICICI Bank	long	11/11/19	9/12/19	28	4.86	5.22		0.35	7.28		3.64
	long	23/12/19	20/01/20	28	5.32	5.10		-0.22	-4.16		-2.08	1.48
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Montepio	long	17/07/17	24/07/17	7	7.76	7.86		0.10	1.29		0.65	0.65
Banco del Bajio	long	5/12/22	12/12/22	7	21.32	21.49		0.17	0.81		0.40	0.40
Triodos Groenfonds	short	15/05/06	4/09/06	112	582.71	580.88	584.54	1.83	0.31		0.16	0.16
Standard Chartered	long	31/10/16	14/11/16	14	59.00	59.00		0.00	0.00		0.00	0.00
Unicredit	short	9/04/12	3/09/12	147	125.88	127.75	124.02	-1.87	-1.48		-0.74	-0.74
UBI Banca	long	24/08/20	31/08/20	7	30.14	29.68		-0.45	-1.50		-0.75	-0.75
Banca Generali	long	11/11/19	9/12/19	28	239.07	233.70		-5.37	-2.25		-1.12	-1.12
KakaoBank	short	17/06/24	12/08/24	56	0.11	0.12	0.11	-0.00	-3.08		-1.54	-1.54
Commerzbank	long	17/07/17	24/07/17	7	85.75	82.92		-2.83	-3.30		-1.65	-1.65
Kotak Mahindra Bank	long	23/11/20	7/06/21	196	16.79	15.94		-0.85	-5.08		-2.54	-2.54
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	5.38	5.22	5.54	0.16	2.94		1.47
	short	17/06/24	12/08/24	56	4.26	4.69	3.83	-0.43	-10.05		-5.03	-3.63
Swedbank	short	15/05/06	4/09/06	112	208.86	227.90	189.82	-19.04	-9.12		-4.56	-4.56
Banco Popolare	short	5/12/16	12/12/16	7	14.79	16.40	13.17	-1.61	-10.91		-5.46	-5.46
Aozora Bank	long	6/02/12	9/04/12	63	1.72	1.65		-0.06	-3.66		-1.83
	short	6/05/19	11/11/19	189	1.65	1.82	1.49	-0.17	-10.18		-5.09	-6.83
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
Banco Sabadell	long	11/10/21	22/11/21	42	5.27	4.49		-0.78	-14.82		-7.41	-7.41
U.S. Bancorp	short	13/03/23	29/01/24	322	250.16	308.04	192.28	-57.88	-23.14		-11.57	-11.57
Banca Pop Mil	short	9/04/12	3/09/12	147	2.41	2.97	1.85	-0.56	-23.15		-11.58	-11.58
Bank of Ireland	long	6/02/12	9/04/12	63	36.00	26.03		-9.97	-27.69		-13.85	-13.85
Banco Comercial	short	17/10/16	31/10/16	14	1.49	1.55	1.43	-0.06	-4.17		-2.09
	short	14/11/16	28/11/16	14	1.55	1.56	1.54	-0.01	-0.62		-0.31
	short	13/03/17	17/07/17	126	1.18	1.89	0.46	-0.72	-60.83		-30.41
	long	29/01/18	5/02/18	7	2.58	2.33		-0.25	-9.77		-4.89	-35.40
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Multitude	short	27/07/20	24/08/20	28	23.52	43.75	3.29	-20.23	-86.00		-43.00	-43.00

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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