Share-o-matic - Portfolio

Wed, 18th Sep 2024, 4:31UTC

Assessment - Banks - 2/01/06 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	2/01/06	Δwk	3/10/05	prc diff	⇓ Δ13	Curr	⇓∅-RS
		SOM Banks	274.067	12/08	0.22	118.162		109.783	8.379	7.63	USD	13.39
		Banco Macro	6,680.000	12/08	0.91	5.660		5.020	0.640	12.75	ARS	32.20
		BBVA Banco Francés	4,025.000	12/08	0.75	7.690		7.530	0.160	2.12	ARS	13.58
	L	Kotak Mahindra Bank	1,772.550	12/08	0.16	56.275		50.125	6.150	12.27	INR	44.81
		IndusInd Bank	1,350.850	12/08	0.08	59.300		72.200	-12.900	-17.87	INR	-3.39
	L	Axis Bank	1,164.300	12/08	1.89	57.660		52.270	5.390	10.31	INR	19.41
		ICICI Bank	1,172.800	12/08	0.10	120.030		105.990	14.040	13.25	INR	35.70
	L	State Bank of India	812.600	12/08	-1.42	94.020		91.610	2.410	2.63	INR	27.92
		China Merchants Bank	32.120	12/08	-0.65	5.060		4.840	0.220	4.55	CNY	7.32
		JP Morgan Chase	206.190	12/08	0.19	40.190		34.120	6.070	17.79	USD	11.56
		National Bank CA	114.420	12/08	0.39	25.310		24.650	0.660	2.68	CAD	10.36
		American Express	237.050	12/08	-0.34	52.580		50.750	1.830	3.61	USD	8.96
	L	Royal Bank CA	148.760	12/08	-0.72	39.210		35.680	3.530	9.89	CAD	21.14
	L	Commonwealth Bank	130.530	12/08	0.76	42.940		37.640	5.300	14.08	AUD	14.87
	S	DNB	214.700	12/08	0.14	73.500		65.750	7.750	11.79	NOK	12.55
	S	Toronto-Dominion	78.510	12/08	0.19	27.085		24.730	2.355	9.52	CAD	17.42
	L	Umweltbank	5.640	12/08	-1.40	2.520		2.594	-0.074	-2.85	EUR	26.71
		Cdn Imp Bk Comm	69.690	12/08	-0.36	33.125		29.845	3.280	10.99	CAD	10.41
	L	China Constr Bk HK	5.550	12/08	1.46	2.670					HKD	-na-
	S	Bank Montreal	111.850	12/08	-0.10	54.640		46.450	8.190	17.63	CAD	17.55
		OCBC	13.830	12/08	0.29	6.800		6.300	0.500	7.94	SGD	4.24
		DBS Bank	33.980	12/08	1.22	17.100		15.900	1.200	7.55	SGD	11.33
		BNY Mellon	63.270	12/08	-0.80	32.510		29.270	3.240	11.07	USD	7.64
	L	United Overseas Bank	29.290	12/08	0.58	15.200		14.000	1.200	8.57	SGD	6.11
		Banca Mediolanum	10.230	12/08	1.29	5.569		5.577	-0.008	-0.14	EUR	4.93
		⇓instrument	freshest		⇓ Δday	2/01/06	Δwk	3/10/05	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	Bank of China (HK)	22.300	12/08		13.130		12.910	0.220	1.70	HKD	7.20
		Jyske Bank	519.000	12/08	0.48	311.500		312.500	-1.000	-0.32	DKK	22.35
		Wells Fargo	52.060	12/08	-1.33	31.900		29.225	2.675	9.15	USD	5.11
	S	Svenska Handelsbank	102.150	12/08	0.29	65.333		59.000	6.333	10.73	SEK	15.05
		Nordea Bank	119.800	12/08	-0.13	77.570		69.130	8.440	12.21	SEK	17.14
		Bank Nova Scotia	61.490	12/08	-3.42	40.020		36.210	3.810	10.52	CAD	14.49
		U.S. Bancorp	41.470	12/08	-1.43	30.280		27.870	2.410	8.65	USD	2.67
		Westpac Banking	28.220	12/08	0.61	22.950		20.450	2.500	12.22	AUD	14.62
		Bankinter	7.294	12/08	0.19	6.035		5.463	0.572	10.47	EUR	13.47
		ANZ Banking AU	28.220	12/08	0.93	24.220		22.430	1.790	7.98	AUD	13.41
	L	Nordea Bank	10.420	12/08	-0.19	8.990		7.980	1.010	12.66	EUR	15.93
		National Australia B	35.990	12/08	1.01	32.550		31.610	0.940	2.97	AUD	8.68
		ANZ Banking NZ	30.050	12/08	0.13	27.750		26.550	1.200	4.52	NZD	16.65
	L	Hang Seng Bank	91.900	12/08	0.38	85.910		84.990	0.920	1.08	HKD	0.47
		ABN AMRO	15.290	12/08	0.92						EUR	-na-
		Agricultural Bank	4.640	12/08	0.65						CNY	-na-
	L	Aozora Bank	2,365.000	9/08	3.28						JPY	-na-
		Banca Generali	38.080	12/08	0.74						EUR	-na-
		Banco de Valores	341.000	12/08	-0.15						ARS	-na-
	S	Banco del Bajio	52.060	12/08	0.64						MXN	-na-
		Banco BPM	5.782	12/08	-0.31						EUR	-na-
	L	Bank of China	3.400	12/08	1.19						HKD	-na-
		Chiba Bank	1,073.000	9/08	3.22						JPY	-na-
	L	China Merchants B HK	32.500	12/08							HKD	-na-
		FinecoBank	14.435	12/08	0.94						EUR	-na-
		⇓instrument	freshest		⇓ Δday	2/01/06	Δwk	3/10/05	prc diff	⇓ Δ13	Curr	⇓∅-RS
		Fukuoka	3,639.000	9/08	5.30						JPY	-na-
	L	HDFC Bank	1,660.100	12/08	0.60						INR	-na-
		Ind and Comm Bk	5.990	12/08	1.18						CNY	-na-
	L	ICBC	4.480	12/08	2.05						HKD	-na-
	L	Industrial Bank	16.280	12/08	-0.55						CNY	-na-
	S	KakaoBank	21,850.000	12/08	1.39						KRW	-na-
		KB Financial	82,500.000	12/08	0.73						KRW	-na-
	S	Regional	127.000	12/08	-0.39						MXN	-na-
		Unicaja Banco	1.150	12/08	-0.86						EUR	-na-
		Woori Financial	14,750.000	12/08	0.55						KRW	-na-
		Erste Group Bank	46.100	12/08	0.37	47.405		44.211	3.194	7.22	EUR	14.49
		Danske Bank	198.450	12/08	0.15	207.510		176.280	31.230	17.72	DKK	22.98
		Swedbank	207.100	12/08	-0.86	222.500		185.500	37.000	19.95	SEK	23.62
		Mediobanca	14.030	12/08	0.94	15.132		15.332	-0.200	-1.30	EUR	11.79
		S.E.B	150.700	12/08	-0.10	166.000		142.500	23.500	16.49	SEK	21.03
		BNP Paribas	59.250	12/08		66.672		62.493	4.179	6.69	EUR	17.55
	L	HSBC	643.900	12/08	0.22	762.660		754.891	7.769	1.03	GBP	4.97
		KBC	66.580	12/08	-0.21	79.100		68.350	10.750	15.73	EUR	20.50
		Suncorp-Metway	16.840	12/08	1.38	20.040		19.080	0.960	5.03	AUD	2.49
		Intesa Sanpaolo	3.471	12/08	0.54	4.201		3.631	0.570	15.70	EUR	17.38
	L	Bank of America	38.170	12/08	-0.29	47.080		42.050	5.030	11.96	USD	4.81
		IBK	13,480.000	12/08	0.37	17,350.000		13,200.000	4,150.000	31.44	KRW	69.27
		Banco Bilbao Viz	8.924	12/08	0.27	14.309		13.875	0.434	3.13	EUR	13.04
		Standard Chartered	722.000	12/08	0.92	1,265.920		1,198.480	67.440	5.63	GBP	22.65
	L	HSBC	64.350	12/08	0.63	124.490		120.510	3.980	3.30	HKD	1.67
		⇓instrument	freshest		⇓ Δday	2/01/06	Δwk	3/10/05	prc diff	⇓ Δ13	Curr	⇓∅-RS
		Credit Agricole	13.205	12/08	0.57	26.870		24.570	2.300	9.36	EUR	18.43
		Sumitomo Mitsui Trst	3,320.000	9/08	2.72	7,080.000		7,710.000	-630.000	-8.17	JPY	-na-
		Banco Santander	4.089	12/08	-0.24	10.242		9.995	0.247	2.47	EUR	13.90
		Banco Sabadell	1.788	12/08	0.45	4.499		4.318	0.181	4.19	EUR	9.20
		UBS	24.850	12/08	0.44	63.300		56.000	7.300	13.04	CHF	21.07
		BPER Banca	4.765	12/08	-0.27	12.668		12.739	-0.071	-0.56	EUR	5.77
		Raiffeisen Bank Int	16.610	12/08	1.59	53.440		51.630	1.810	3.51	EUR	-na-
	S	Heartland	1.060	12/08	0.95	4.220		4.400	-0.180	-4.09	NZD	-2.66
	L	Unipol	8.975	12/08	0.06	41.966		56.428	-14.462	-25.63	EUR	-21.10
		Unicredit	34.570	12/08	0.38	164.133		131.838	32.295	24.50	EUR	28.76
		Societe Generale	20.520	12/08	0.44	98.096		90.987	7.109	7.81	EUR	20.51
		Deutsche Bank	13.308	12/08	0.14	63.639		61.014	2.625	4.30	EUR	16.88
		Resona	903.800	9/08	3.93	4,716.000		3,004.000	1,712.000	56.99	JPY	101.86
		Citigroup	57.840	12/08		492.900		455.100	37.800	8.31	USD	5.79
	L	Lloyds Bank	56.800	12/08	-0.28	489.750		469.000	20.750	4.42	GBP	3.30
		Commerzbank	12.420	12/08	0.89	156.539		136.308	20.231	14.84	EUR	37.81
	L	NatWest	334.600	12/08	0.48	5,155.610		4,632.040	523.570	11.30	GBP	7.63
		Bank of Ireland	9.412	12/08	-0.93	270.480		262.530	7.950	3.03	EUR	6.45
		Banco Comercial	0.378	12/08	0.16	10.899		10.937	-0.039	-0.35	EUR	9.46
Banks - 71 out of 93 instruments rated - 2/01/06 / 3/10/05 - 61 did rise, Market-Ratio(13) = 85.92 %

Technical Chart

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

6/01/20	scale up chart	1/07/24

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	6701	days out of 6834 invested (98%)								93,986,217		9,399m	112

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	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	d_i %	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	d_i %	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	d_i %	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	d_i %	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.


	is taking down something concerning