Fri, May 3rd, 2024, 11:47UTC
Assessment - Banks in Swiss Franc - 6/05/06 - RS = 13
⇐
⇓ instrument
freshest
⇓ Δday
6/05/06
⇓ Δwk
3/06/06
prc diff
⇓ Δ13
∅-RS
L
SOM Banks
333.590
06:10
-0.01
157.764
166.854
-9.090
-5.45
6.68
S
Umweltbank
9.864
Thu
-1.86
5.731
4.639
1.092
23.55
45.46
Kotak Mahindra Bank
41.672
Thu
-2.97
1.880
1.761
0.120
6.79
22.32
L
Banco Macro
2,333.026
Tue
2.56
2.468
2.568
-0.100
-3.89
10.72
L
Societe Generale
40.253
Thu
1.58
177.516
173.052
4.464
2.58
19.50
IBK
17.472
Thu
-2.51
21.004
21.718
-0.714
-3.29
20.11
L
Commerzbank
21.734
Thu
2.31
265.564
282.810
-17.246
-6.10
18.90
ANZ Banking NZ
23.381
05:00
-2.54
23.914
24.676
-0.762
-3.09
3.63
L
Banco Sabadell
2.903
Thu
3.56
8.464
7.931
0.533
6.72
17.86
L
Jyske Bank
119.695
Thu
-0.17
75.332
69.069
6.263
9.07
16.64
L
Resona
10.483
Thu
-2.24
37.625
42.367
-4.742
-11.19
9.91
L
Unicredit
54.472
Thu
0.93
257.270
263.260
-5.990
-2.28
14.75
L
Credit Agricole
22.803
Thu
0.41
45.669
48.638
-2.969
-6.10
13.65
JP Morgan Chase
231.794
Wed
0.06
51.914
53.723
-1.809
-3.37
6.46
Raiffeisen Bank Int
26.596
Thu
-1.96
92.899
97.916
-5.017
-5.12
12.66
UBS
24.290
Thu
0.08
67.400
70.400
-3.000
-4.26
11.88
L
KBC
109.100
Thu
130.873
138.228
-7.355
-5.32
12.07
ANZ Banking AU
25.880
06:10
0.89
23.899
25.072
-1.173
-4.68
4.95
L
Bankinter
11.772
Thu
1.64
10.279
10.287
-0.007
-0.07
11.23
L
BNP Paribas
105.276
Thu
-0.24
110.433
112.863
-2.430
-2.15
10.35
Danske Bank
42.479
Thu
0.40
43.714
43.869
-0.156
-0.35
10.04
L
Deutsche Bank
23.474
Thu
0.20
106.069
111.142
-5.073
-4.56
9.58
L
China Merchants Bank
5.167
Tue
-1.63
0.833
0.783
0.050
6.42
2.93
L
Wells Fargo
71.909
Wed
0.34
40.678
41.314
-0.635
-1.54
1.79
L
Bank of America
44.641
Wed
-0.16
58.885
58.625
0.260
0.44
1.69
⇓ instrument
freshest
⇓ Δday
6/05/06
⇓ Δwk
3/06/06
prc diff
⇓ Δ13
∅-RS
Axis Bank
30.411
Thu
-1.38
1.619
2.127
-0.508
-23.87
-1.77
L
Banco Bilbao Viz
15.271
Thu
-3.89
23.571
24.900
-1.329
-5.34
7.53
L
BPER Banca
7.696
Thu
0.82
21.648
21.067
0.581
2.76
7.47
L
Intesa Sanpaolo
5.578
Thu
1.36
6.630
7.072
-0.442
-6.25
7.50
DNB
39.016
Thu
0.10
15.663
15.820
-0.157
-0.99
9.21
L
Citigroup
74.120
Wed
0.03
599.481
597.659
1.822
0.30
0.14
Royal Bank CA
146.964
Wed
0.59
43.134
48.905
-5.771
-11.80
7.06
L
DBS Bank
27.294
Thu
1.86
13.129
13.127
0.002
0.02
5.08
S.E.B
24.470
Thu
-0.52
28.101
29.159
-1.058
-3.63
8.31
National Australia B
31.260
06:10
0.35
31.623
35.748
-4.125
-11.54
-0.26
L
American Express
280.893
Thu
0.45
64.756
69.699
-4.942
-7.09
-0.67
L
HSBC
10.786
Thu
3.36
20.432
21.625
-1.193
-5.52
-0.90
Commonwealth Bank
104.711
06:10
0.20
39.156
42.173
-3.017
-7.15
-1.10
U.S. Bancorp
49.594
Wed
1.03
37.767
39.330
-1.563
-3.97
-1.60
L
Lloyds Bank
118.379
Thu
-0.27
1,169.918
1,244.696
-74.778
-6.01
4.26
Cdn Imp Bk Comm
70.767
Wed
0.39
36.640
40.506
-3.867
-9.55
4.69
Nordea Bank
17.083
Thu
-0.59
13.860
14.947
-1.087
-7.28
4.47
L
NatWest
689.444
Thu
-0.52
11,560.653
12,499.797
-939.144
-7.51
3.87
L
BBVA Banco Francés
1,378.855
Tue
2.30
2.987
3.233
-0.246
-7.62
-5.15
L
Standard Chartered
1,719.063
Thu
8.78
2,854.463
3,314.646
-460.183
-13.88
3.29
L
National Bank CA
122.468
Wed
1.00
28.544
30.929
-2.385
-7.71
3.87
Bank Nova Scotia
69.856
Wed
0.82
42.651
47.006
-4.355
-9.26
3.90
Nordea Bank
21.609
Thu
-0.74
12.869
13.833
-0.964
-6.97
5.36
Westpac Banking
23.654
Thu
0.93
20.401
22.579
-2.179
-9.65
-2.55
L
BNY Mellon
68.212
Wed
-0.05
39.530
44.361
-4.830
-10.89
-3.07
⇓ instrument
freshest
⇓ Δday
6/05/06
⇓ Δwk
3/06/06
prc diff
⇓ Δ13
∅-RS
L
Banco Santander
7.126
Thu
-0.16
15.872
17.097
-1.225
-7.16
2.96
L
Bank of Ireland
16.115
Thu
2.74
433.637
467.727
-34.090
-7.29
2.87
Bank Montreal
135.303
Wed
0.30
56.210
62.533
-6.323
-10.11
2.33
Toronto-Dominion
88.593
Wed
-1.11
28.626
33.092
-4.466
-13.49
2.06
S
Svenska Handelsbank
16.190
Thu
-0.56
10.580
11.289
-0.709
-6.28
3.48
L
United Overseas Bank
23.394
Thu
0.23
11.440
12.326
-0.886
-7.19
-0.02
L
HSBC
1,603.094
Thu
1.08
1,724.909
1,841.511
-116.602
-6.33
-0.06
Banco Comercial
0.522
Thu
1.80
16.567
18.636
-2.069
-11.10
0.25
L
Bank of China (HK)
3.793
Thu
0.83
2.005
2.133
-0.128
-6.02
-6.04
L
Mediobanca
20.837
Thu
23.442
26.298
-2.856
-10.86
-0.30
L
OCBC
11.010
Thu
0.63
4.914
5.403
-0.489
-9.05
-2.09
L
Erste Group Bank
70.345
Thu
2.74
67.934
75.936
-8.003
-10.54
-3.05
L
Hang Seng Bank
16.354
Thu
1.06
12.845
14.330
-1.485
-10.36
-9.53
Sumitomo Mitsui Trst
35.095
Thu
-1.04
72.494
95.808
-23.315
-24.33
-7.80
Banca Mediolanum
15.936
Thu
0.29
8.508
10.672
-2.165
-20.28
-4.22
L
Suncorp-Metway
14.721
Thu
-0.25
17.175
18.917
-1.743
-9.21
-10.30
L
ICICI Bank
30.136
Thu
-0.95
2.647
3.612
-0.965
-26.73
-14.31
Heartland
0.792
05:00
0.97
3.046
3.644
-0.597
-16.39
-19.13
Swedbank
35.414
Thu
-1.51
30.640
34.776
-4.136
-11.89
-6.51
L
State Bank of India
21.953
Thu
0.46
2.040
2.705
-0.665
-24.57
-17.33
L
Unipol
13.158
Thu
0.12
66.125
75.387
-9.262
-12.29
-10.78
IndusInd Bank
39.809
Thu
-0.69
1.156
1.418
-0.263
-18.52
-32.38
L
ABN AMRO
24.091
Thu
2.29
-na-
L
Agricultural Bank
0.663
Tue
-0.23
-na-
Aozora Bank
27.403
Thu
2.84
-na-
⇓ instrument
freshest
⇓ Δday
6/05/06
⇓ Δwk
3/06/06
prc diff
⇓ Δ13
∅-RS
L
Banca Generali
57.687
Thu
0.38
-na-
Banco de Valores
101.779
Tue
-2.08
-na-
L
Banco del Bajio
6.748
Tue
-5.34
-na-
L
Banco BPM
9.830
Thu
1.91
-na-
L
Bank of China
0.542
Thu
-1.42
0.455
-na-
L
Chiba Bank
14.299
Thu
0.69
-na-
L
China Constr Bk HK
0.799
Thu
0.59
0.486
0.527
-0.041
-7.78
-na-
L
China Merchants B HK
5.553
Thu
3.78
-na-
L
FinecoBank
22.319
Thu
-0.97
-na-
L
Fukuoka
44.826
Thu
-0.55
-na-
HDFC Bank
40.525
Thu
0.80
-na-
Ind and Comm Bk
0.818
Tue
0.93
-na-
L
ICBC
0.659
Thu
-na-
L
Industrial Bank
2.537
Tue
0.66
-na-
S
KakaoBank
31.860
Thu
-1.20
-na-
L
KB Financial
92.882
Thu
-4.37
-na-
Regional
16.530
Tue
1.19
-na-
L
Unicaja Banco
2.010
Thu
4.97
-na-
Woori Financial
17.960
Thu
-1.76
-na-
Banks - 72 out of 93 instruments rated - 6/05/06 / 3/06/06 - 10 did rise, Market-Ratio(13) in CHF = 13.89 %
Technical Chart
Transactions Banks in Swiss Franc * A13 - 79/73 (2)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
5/15/06
133
- cash -
short
5/15/06
9/04/06
112
Triodos Groenfonds
50
57
87.164
89.856
84.471
-2.693
-3
9,847
-10
Swedbank
50
161
31.242
35.253
27.231
-4.011
-13
9,201
-36
100
-8
-24
long
9/04/06
3/05/07
182
Intesa Sanpaolo
50
599
7.670
8.099
0.429
6
9,457
12
Sberbank
50
369
12.476
21.989
9.513
76
12,968
212
100
41
99
short
3/05/07
4/20/09
777
Shinsei Bank
50
10,232
0.634
0.159
2.530
1.897
299
32,376
92
Sumitomo Mitsui Trst
50
10,011
0.648
0.186
2.252
1.604
248
48,436
80
100
274
86
long
4/20/09
11/02/09
196
Banco Popular
50
512
47.281
45.536
-1.746
-4
47,542
-7
Shanghai Pudong
50
11,473
2.112
2.656
0.544
26
53,785
53
100
11
22
short
11/02/09
9/06/10
308
Resona
50
229,520
0.117
0.098
0.140
0.023
19
58,979
23
Shinsei Bank
50
199,955
0.134
0.078
0.231
0.096
72
78,217
90
100
45
56
long
9/06/10
9/20/10
14
Banco Macro
50
9,692
4.035
4.717
0.683
17
84,833
5,786
State Bank of India
50
60,055
0.651
0.683
0.032
5
86,769
253
100
11
1,396
short
9/20/10
2/06/12
504
Piraeus Financial
50
0
847,221.527
235,178.130
3,052,087.860
2,204,866.333
260
86,769
0
National Bank Greece
50
5
16,274.962
5,145.654
51,475.358
35,200.396
216
262,771
130
100
216
130
long
2/06/12
4/09/12
63
Bank of Ireland
50
25,005
5.254
3.783
-1.472
-28
225,976
-85
Aozora Bank
50
524,239
0.251
0.240
-0.010
-4
220,619
-21
100
-16
-64
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
4/09/12
9/03/12
147
Banca Pop Mil
50
314,574
0.351
0.448
0.253
-0.097
-28
190,023
-55
Unicredit
50
6,029
18.295
19.258
17.331
-0.963
-5
184,216
-13
100
-17
-36
long
9/03/12
11/12/12
70
Regional
50
27,276
3.377
3.755
0.378
11
194,517
74
Alpha Services
50
1,144
80.460
94.060
13.600
17
210,075
126
100
14
98
short
11/12/12
1/07/13
56
Banco Popular
50
17,079
6.150
4.230
8.942
2.792
45
257,763
1,047
Bankia
50
1,745
60.160
31.174
116.096
55.936
93
355,371
7,159
100
69
2,979
long
1/07/13
3/18/13
70
Banco BPI
50
144,005
1.234
1.356
0.122
10
372,981
64
Shinsei Bank
50
941,077
0.189
0.225
0.036
19
406,674
147
100
14
102
short
3/18/13
9/23/13
189
Bankia
50
12,678
16.038
4.022
63.949
47.911
299
1,014,087
1,346
Eurobank Ergasias
50
613
331.371
75.451
1,455.340
1,123.969
339
1,703,080
1,642
100
319
1,490
long
9/23/13
10/07/13
14
Banco Macro
50
255,673
3.331
3.386
0.055
2
1,717,262
54
BBVA Banco Francés
50
266,030
3.201
3.192
-0.009
0
1,714,862
-7
100
1
20
short
10/07/13
10/28/13
21
Banif
50
69,925,854
0.012
0.010
0.015
0.003
24
1,920,304
4,082
Eurobank Ergasias
50
13,447
63.762
85.215
42.310
-21.453
-34
1,631,831
-100
100
-5
-58
long
10/28/13
11/04/13
7
Banco Macro
50
217,218
3.756
3.620
-0.136
-4
1,602,319
-85
BBVA Banco Francés
50
224,959
3.627
3.299
-0.328
-9
1,528,518
-99
100
-6
-97
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
11/04/13
11/18/13
14
Banif
50
77,693,858
0.010
0.010
0.010
-0.000
0
1,525,659
-9
Eurobank Ergasias
50
9,562
79.924
71.508
89.330
9.406
12
1,615,602
1,719
100
6
324
long
11/18/13
12/09/13
21
Banco Macro
50
223,591
3.613
3.391
-0.222
-6
1,565,958
-67
BBVA Banco Francés
50
226,936
3.560
3.106
-0.454
-13
1,462,990
-91
100
-9
-82
short
12/09/13
4/13/15
490
Banif
50
66,435,540
0.011
0.008
0.016
0.005
42
1,767,890
30
Eurobank Ergasias
50
10,871
67.287
11.475
394.551
327.264
486
5,325,573
273
100
264
162
long
4/13/15
5/18/15
35
Industrial Bank
50
818,219
3.254
2.650
-0.604
-19
4,830,974
-88
China Everbright Bk
50
3,111,945
0.856
0.757
-0.099
-12
4,523,606
-72
100
-15
-82
short
5/18/15
9/26/16
497
Alpha Services
50
141,973
15.931
1.669
152.074
136.143
855
23,852,276
424
Piraeus Financial
50
152
14,837.952
48.595
4,530,593.196
4,515,755.245
30,434
710m
6,581
100
15,623
4,003
long
9/26/16
10/17/16
21
Banco Macro
50
48,114,660
7.381
7.920
0.539
7
736m
241
Sberbank
50
38,068,576
9.329
9.308
-0.021
0
735m
-4
100
4
83
short
10/17/16
10/31/16
14
Banco Comercial
50
1677,895,473
0.219
0.227
0.211
-0.008
-4
722m
-61
Banco Popular
50
324,930,911
1.132
1.086
1.180
0.048
4
738m
196
100
0
10
long
10/31/16
11/14/16
14
Standard Chartered
50
42,852,446
8.611
8.611
0.000
0
738m
0
Sberbank
50
39,337,926
9.381
9.381
0.000
0
738m
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
1626,457,452
0.227
0.229
0.225
-0.002
-1
735m
-20
Banco Popular
50
339,944,260
1.086
0.912
1.292
0.206
19
805m
9,232
100
9
861
long
11/28/16
12/05/16
7
Bank of America
50
19,630,393
20.502
22.385
1.883
9
842m
9,673
Sberbank
50
40,670,377
9.896
10.409
0.513
5
863m
1,298
100
7
3,630
short
12/05/16
12/12/16
7
Banco Popolare
50
198,642,007
2.172
2.408
1.935
-0.236
-11
816m
-100
Banco Popular
50
418,127,878
1.032
1.092
0.972
-0.060
-6
791m
-96
100
-8
-99
long
12/12/16
3/13/17
91
Bank of America
50
17,251,222
22.916
25.485
2.569
11
835m
53
Sberbank
50
32,761,127
12.067
11.226
-0.841
-7
807m
-25
100
2
9
short
3/13/17
7/17/17
126
Gentera
50
290,173,650
1.391
1.535
1.247
-0.144
-10
766m
-27
Banco Comercial
50
2351,079,016
0.172
0.269
0.074
-0.098
-57
536m
-91
100
-34
-69
long
7/17/17
7/24/17
7
Commerzbank
50
21,971,069
12.196
11.629
-0.566
-5
523m
-92
Montepio
50
242,913,373
1.103
1.102
-0.001
0
523m
-6
100
-2
-72
short
7/24/17
1/29/18
189
Gentera
50
176,749,160
1.480
0.835
2.622
1.142
77
725m
202
Bank of Bejing
50
234,004,262
1.118
1.126
1.109
-0.008
-1
723m
-1
100
38
87
long
1/29/18
2/05/18
7
BBVA Banco Francés
50
46,626,285
7.754
7.018
-0.736
-9
689m
-99
Banco Comercial
50
945,994,457
0.382
0.347
-0.035
-9
656m
-99
100
-9
-99
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
2/05/18
3/11/19
399
Gentera
50
401,448,509
0.817
0.820
0.813
-0.004
0
654m
0
VTB Bank
50
186,788,196
1.755
1.178
2.615
0.859
49
815m
44
100
24
22
long
3/11/19
5/06/19
56
Industrial Bank
50
141,534,619
2.878
2.908
0.030
1
819m
7
Axis Bank
50
411,557,866
0.990
1.095
0.105
11
862m
93
100
6
45
short
5/06/19
11/11/19
189
Aozora Bank
50
1733,654,233
0.249
0.258
0.239
-0.009
-4
846m
-7
Yes Bank
50
1770,298,412
0.244
0.101
0.586
0.342
140
1,452m
444
100
68
173
long
11/11/19
12/09/19
28
Banca Generali
50
21,423,162
33.878
32.818
-1.060
-3
1,429m
-34
ICICI Bank
50
1053,183,642
0.689
0.733
0.044
6
1,475m
122
100
2
23
short
12/09/19
12/23/19
14
Indiabulls HF
50
2046,246,535
0.360
0.407
0.314
-0.047
-13
1,379m
-97
Yes Bank
50
9420,009,607
0.078
0.068
0.090
0.011
15
1,487m
3,390
100
1
24
long
12/23/19
1/20/20
28
Banco Macro
50
173,277,583
4.290
4.505
0.215
5
1,524m
89
ICICI Bank
50
998,194,525
0.745
0.708
-0.036
-5
1,488m
-48
100
0
1
short
1/20/20
6/22/20
154
Indiabulls HF
50
1813,388,292
0.410
0.303
0.556
0.145
35
1,751m
105
Yes Bank
50
12225,811,655
0.061
0.035
0.107
0.046
75
2,312m
279
100
55
184
long
6/22/20
7/27/20
35
BBVA Banco Francés
50
620,681,941
1.862
2.323
0.460
25
2,598m
900
FinecoBank
50
89,464,686
12.921
13.828
0.907
7
2,679m
103
100
16
364
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
7/27/20
8/24/20
28
Multitude
50
432,976,296
3.093
5.760
0.426
-2.667
-86
1,524m
-100
Yes Bank
50
88570,841,833
0.015
0.018
0.012
-0.003
-20
1,256m
-95
100
-53
-100
long
8/24/20
8/31/20
7
BBVA Banco Francés
50
351,887,151
1.785
1.814
0.029
2
1,267m
133
UBI Banca
50
158,317,250
3.968
3.914
-0.054
-1
1,258m
-51
100
0
8
short
8/31/20
11/23/20
84
Gentera
50
2126,992,272
0.296
0.364
0.227
-0.068
-23
1,113m
-68
Yes Bank
50
35556,359,755
0.018
0.018
0.018
-0.000
-1
1,106m
-5
100
-12
-43
long
11/23/20
6/07/21
196
IndusInd Bank
50
530,009,699
1.043
1.263
0.219
21
1,222m
43
Kotak Mahindra Bank
50
237,308,397
2.330
2.235
-0.095
-4
1,200m
-7
100
8
16
short
6/07/21
10/11/21
126
Credit Suisse
50
60,462,115
9.920
9.666
10.181
0.261
3
1,215m
8
China Minsheng Bk
50
913,805,037
0.656
0.572
0.753
0.096
15
1,303m
49
100
9
27
long
10/11/21
11/22/21
42
BBVA Banco Francés
50
288,302,005
2.261
2.192
-0.069
-3
1,284m
-23
Banco Sabadell
50
859,881,016
0.758
0.656
-0.102
-13
1,196m
-72
100
-8
-53
short
11/22/21
12/05/22
378
Bank of East Asia
50
414,227,232
1.443
1.139
1.830
0.386
27
1,356m
26
China Minsheng Bk
50
1049,822,663
0.570
0.481
0.675
0.105
18
1,466m
18
100
23
22
long
12/05/22
12/12/22
7
BBVA Banco Francés
50
403,235,567
1.818
1.794
-0.024
-1
1,457m
-50
Banco del Bajio
50
253,942,946
2.887
2.883
-0.004
0
1,455m
-7
100
-1
-32
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
12/26/22
14
Credit Suisse
50
235,586,189
3.089
2.846
3.353
0.264
9
1,518m
746
Cdn Imp Bk Comm
50
18,431,577
39.483
37.550
41.514
2.032
5
1,555m
270
100
7
461
long
12/26/22
3/13/23
77
Banco Macro
50
274,174,628
2.836
3.314
0.478
17
1,686m
109
BBVA Banco Francés
50
358,111,103
2.171
2.588
0.417
19
1,835m
130
100
18
119
short
3/13/23
6/12/23
91
Credit Suisse
50
406,596,146
2.257
0.817
6.235
3.978
176
3,453m
5,790
1/29/24
322
U.S. Bancorp
50
27,582,922
33.270
37.094
29.446
-3.824
-11
3,347m
-13
100
82
98
long
1/29/24
2/12/24
14
Banco Macro
50
388,158,098
4.312
3.882
-0.429
-10
3,181m
-94
BBVA Banco Francés
50
627,008,812
2.669
2.336
-0.334
-12
2,972m
-97
100
-11
-96
short
2/12/24
3/04/24
21
Umweltbank
50
212,753,520
6.984
5.780
8.438
1.454
21
3,281m
2,578
Heartland
50
2266,417,677
0.656
0.642
0.670
0.014
2
3,313m
46
100
12
564
long
3/04/24
4/30/24
57
Banco Macro
50
374,565,348
4.423
6.166
1.743
39
3,966m
739
BBVA Banco Francés
50
681,923,378
2.429
3.644
1.215
50
4,795m
1,242
100
45
966
accum 5/15/06
4/30/24 6563
days out of 6696 invested (98%)
47,946,734
4,795m
107
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 9/20/10 2/06/12 504 847,221.53 235,178.13 3,052,087.86 2,204,866.33 260.25 50 130.12
short 5/18/15 9/26/16 497 14,837.95 48.60 4,530,593.20 4,515,755.24 30,433.82 15,216.91 35,147.79
Eurobank Ergasias short 3/18/13 9/23/13 189 331.37 75.45 1,455.34 1,123.97 339.19 169.59
short 10/07/13 10/28/13 21 63.76 85.22 42.31 -21.45 -33.64 -16.82
short 11/04/13 11/18/13 14 79.92 71.51 89.33 9.41 11.77 5.88
short 12/09/13 4/13/15 490 67.29 11.48 394.55 327.26 486.37 243.18 714.85
Alpha Services long 9/03/12 11/12/12 70 80.46 94.06 13.60 16.90 8.45
short 5/18/15 9/26/16 497 15.93 1.67 152.07 136.14 854.57 427.29 471.85
Shinsei Bank short 3/05/07 4/20/09 777 0.63 0.16 2.53 1.90 299.36 149.68
short 11/02/09 9/06/10 308 0.13 0.08 0.23 0.10 71.53 35.77
long 1/07/13 3/18/13 70 0.19 0.22 0.04 18.96 9.48 271.12
Bankia short 11/12/12 1/07/13 56 60.16 31.17 116.10 55.94 92.98 46.49
short 3/18/13 9/23/13 189 16.04 4.02 63.95 47.91 298.73 149.36 265.29
Yes Bank short 5/06/19 11/11/19 189 0.24 0.10 0.59 0.34 140.49 70.25
short 12/09/19 12/23/19 14 0.08 0.07 0.09 0.01 14.60 7.30
short 1/20/20 6/22/20 154 0.06 0.03 0.11 0.05 75.37 37.69
short 7/27/20 8/24/20 28 0.02 0.02 0.01 -0.00 -19.98 -9.99
short 8/31/20 11/23/20 84 0.02 0.02 0.02 -0.00 -1.08 -0.54 125.16
Sumitomo Mitsui Trst short 3/05/07 4/20/09 777 0.65 0.19 2.25 1.60 247.70 123.85 123.85
National Bank Greece short 9/20/10 2/06/12 504 16,274.96 5,145.65 51,475.36 35,200.40 216.29 108.14 108.14
Credit Suisse short 6/07/21 10/11/21 126 9.92 9.67 10.18 0.26 2.63 1.31
short 12/12/22 12/26/22 14 3.09 2.85 3.35 0.26 8.54 4.27
short 3/13/23 6/12/23 91 2.26 0.82 6.24 3.98 176.26 88.13 98.74
Sberbank long 9/04/06 3/05/07 182 12.48 21.99 9.51 76.25 38.13
long 9/26/16 10/17/16 21 9.33 9.31 -0.02 -0.22 -0.11
long 10/31/16 11/14/16 14 9.38 9.38 0.00 0.00 0.00
long 11/28/16 12/05/16 7 9.90 10.41 0.51 5.19 2.59
long 12/12/16 3/13/17 91 12.07 11.23 -0.84 -6.97 -3.49 36.61
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banco Macro long 9/06/10 9/20/10 14 4.03 4.72 0.68 16.92 8.46
long 9/23/13 10/07/13 14 3.33 3.39 0.06 1.67 0.83
long 10/28/13 11/04/13 7 3.76 3.62 -0.14 -3.62 -1.81
long 11/18/13 12/09/13 21 3.61 3.39 -0.22 -6.15 -3.07
long 9/26/16 10/17/16 21 7.38 7.92 0.54 7.31 3.65
long 12/23/19 1/20/20 28 4.29 4.50 0.21 5.01 2.50
long 12/26/22 3/13/23 77 2.84 3.31 0.48 16.85 8.43
long 1/29/24 2/12/24 14 4.31 3.88 -0.43 -9.96 -4.98
long 3/04/24 4/30/24 57 4.42 6.17 1.74 39.41 19.70 36.39
Banif short 10/07/13 10/28/13 21 0.01 0.01 0.02 0.00 23.96 11.98
short 11/04/13 11/18/13 14 0.01 0.01 0.01 -0.00 -0.37 -0.19
short 12/09/13 4/13/15 490 0.01 0.01 0.02 0.00 41.68 20.84 35.06
Banco Popular long 4/20/09 11/02/09 196 47.28 45.54 -1.75 -3.69 -1.85
short 11/12/12 1/07/13 56 6.15 4.23 8.94 2.79 45.40 22.70
short 10/17/16 10/31/16 14 1.13 1.09 1.18 0.05 4.25 2.12
short 11/14/16 11/28/16 14 1.09 0.91 1.29 0.21 19.00 9.50
short 12/05/16 12/12/16 7 1.03 1.09 0.97 -0.06 -5.84 -2.92 30.75
VTB Bank short 2/05/18 3/11/19 399 1.76 1.18 2.61 0.86 48.96 24.48 24.48
BBVA Banco Francés long 9/23/13 10/07/13 14 3.20 3.19 -0.01 -0.28 -0.14
long 10/28/13 11/04/13 7 3.63 3.30 -0.33 -9.05 -4.52
long 11/18/13 12/09/13 21 3.56 3.11 -0.45 -12.75 -6.37
long 1/29/18 2/05/18 7 7.75 7.02 -0.74 -9.49 -4.75
long 6/22/20 7/27/20 35 1.86 2.32 0.46 24.70 12.35
long 8/24/20 8/31/20 7 1.79 1.81 0.03 1.63 0.82
long 10/11/21 11/22/21 42 2.26 2.19 -0.07 -3.03 -1.52
long 12/05/22 12/12/22 7 1.82 1.79 -0.02 -1.31 -0.66
long 12/26/22 3/13/23 77 2.17 2.59 0.42 19.21 9.60
long 1/29/24 2/12/24 14 2.67 2.34 -0.33 -12.50 -6.25
long 3/04/24 4/30/24 57 2.43 3.64 1.21 50.00 25.00 21.04
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
China Minsheng Bk short 6/07/21 10/11/21 126 0.66 0.57 0.75 0.10 14.69 7.35
short 11/22/21 12/05/22 378 0.57 0.48 0.67 0.11 18.47 9.23 17.26
Gentera short 3/13/17 7/17/17 126 1.39 1.54 1.25 -0.14 -10.35 -5.17
short 7/24/17 1/29/18 189 1.48 0.84 2.62 1.14 77.19 38.60
short 2/05/18 3/11/19 399 0.82 0.82 0.81 -0.00 -0.44 -0.22
short 8/31/20 11/23/20 84 0.30 0.36 0.23 -0.07 -23.14 -11.57 15.96
Bank of East Asia short 11/22/21 12/05/22 378 1.44 1.14 1.83 0.39 26.75 13.37 13.37
Shanghai Pudong long 4/20/09 11/02/09 196 2.11 2.66 0.54 25.77 12.88 12.88
IndusInd Bank long 11/23/20 6/07/21 196 1.04 1.26 0.22 21.04 10.52 10.52
Bank of America long 11/28/16 12/05/16 7 20.50 22.39 1.88 9.19 4.59
long 12/12/16 3/13/17 91 22.92 25.49 2.57 11.21 5.61 10.46
Umweltbank short 2/12/24 3/04/24 21 6.98 5.78 8.44 1.45 20.82 10.41 10.41
Indiabulls HF short 12/09/19 12/23/19 14 0.36 0.41 0.31 -0.05 -12.97 -6.49
short 1/20/20 6/22/20 154 0.41 0.30 0.56 0.15 35.45 17.72 10.09
Resona short 11/02/09 9/06/10 308 0.12 0.10 0.14 0.02 19.32 9.66 9.66
Regional long 9/03/12 11/12/12 70 3.38 3.75 0.38 11.18 5.59 5.59
Axis Bank long 3/11/19 5/06/19 56 0.99 1.09 0.11 10.62 5.31 5.31
Banco BPI long 1/07/13 3/18/13 70 1.23 1.36 0.12 9.91 4.96 4.96
FinecoBank long 6/22/20 7/27/20 35 12.92 13.83 0.91 7.02 3.51 3.51
Intesa Sanpaolo long 9/04/06 3/05/07 182 7.67 8.10 0.43 5.59 2.79 2.79
Cdn Imp Bk Comm short 12/12/22 12/26/22 14 39.48 37.55 41.51 2.03 5.15 2.57 2.57
State Bank of India long 9/06/10 9/20/10 14 0.65 0.68 0.03 4.95 2.48 2.48
Heartland short 2/12/24 3/04/24 21 0.66 0.64 0.67 0.01 2.19 1.09 1.09
ICICI Bank long 11/11/19 12/09/19 28 0.69 0.73 0.04 6.31 3.16
long 12/23/19 1/20/20 28 0.74 0.71 -0.04 -4.87 -2.44 0.64
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Standard Chartered long 10/31/16 11/14/16 14 8.61 8.61 0.00 0.00 0.00 0.00
Montepio long 7/17/17 7/24/17 7 1.10 1.10 -0.00 -0.12 -0.06 -0.06
Banco del Bajio long 12/05/22 12/12/22 7 2.89 2.88 -0.00 -0.14 -0.07 -0.07
Bank of Bejing short 7/24/17 1/29/18 189 1.12 1.13 1.11 -0.01 -0.75 -0.38 -0.38
UBI Banca long 8/24/20 8/31/20 7 3.97 3.91 -0.05 -1.35 -0.68 -0.68
Triodos Groenfonds short 5/15/06 9/04/06 112 87.16 89.86 84.47 -2.69 -3.09 -1.54 -1.54
Banca Generali long 11/11/19 12/09/19 28 33.88 32.82 -1.06 -3.13 -1.56 -1.56
Kotak Mahindra Bank long 11/23/20 6/07/21 196 2.33 2.24 -0.09 -4.06 -2.03 -2.03
Commerzbank long 7/17/17 7/24/17 7 12.20 11.63 -0.57 -4.64 -2.32 -2.32
Unicredit short 4/09/12 9/03/12 147 18.29 19.26 17.33 -0.96 -5.26 -2.63 -2.63
Aozora Bank long 2/06/12 4/09/12 63 0.25 0.24 -0.01 -4.08 -2.04
short 5/06/19 11/11/19 189 0.25 0.26 0.24 -0.01 -3.82 -1.91 -3.91
Banco Popolare short 12/05/16 12/12/16 7 2.17 2.41 1.94 -0.24 -10.88 -5.44 -5.44
U.S. Bancorp short 3/13/23 1/29/24 322 33.27 37.09 29.45 -3.82 -11.49 -5.75 -5.75
China Everbright Bk long 4/13/15 5/18/15 35 0.86 0.76 -0.10 -11.54 -5.77 -5.77
Swedbank short 5/15/06 9/04/06 112 31.24 35.25 27.23 -4.01 -12.84 -6.42 -6.42
Banco Sabadell long 10/11/21 11/22/21 42 0.76 0.66 -0.10 -13.49 -6.74 -6.74
Industrial Bank long 4/13/15 5/18/15 35 3.25 2.65 -0.60 -18.57 -9.29
long 3/11/19 5/06/19 56 2.88 2.91 0.03 1.05 0.53 -8.81
Banca Pop Mil short 4/09/12 9/03/12 147 0.35 0.45 0.25 -0.10 -27.74 -13.87 -13.87
Bank of Ireland long 2/06/12 4/09/12 63 5.25 3.78 -1.47 -28.01 -14.00 -14.00
Banco Comercial short 10/17/16 10/31/16 14 0.22 0.23 0.21 -0.01 -3.53 -1.77
short 11/14/16 11/28/16 14 0.23 0.23 0.22 -0.00 -0.87 -0.44
short 3/13/17 7/17/17 126 0.17 0.27 0.07 -0.10 -56.90 -28.45
long 1/29/18 2/05/18 7 0.38 0.35 -0.03 -9.16 -4.58 -33.23
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Multitude short 7/27/20 8/24/20 28 3.09 5.76 0.43 -2.67 -86.22 -43.11 -43.11
Annotations
5/16/22 Cdn Imp Bk Comm stock split 1:2 (two 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)
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)
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
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.
write an annotation