Share-o-matic - Portfolio

Fri, Nov 22nd, 2024, 12:11UTC

Assessment - Banks - 3/01/10 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	3/01/10	⇓ Δwk	11/30/09	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Banks	274.067	8/12	0.22	146.841		155.052	-8.211	-5.30	USD	17.90
		IndusInd Bank	1,350.850	8/12	0.08	147.300		121.650	25.650	21.09	INR	100.66
		KBC	66.580	8/12	-0.21	33.620		29.640	3.980	13.43	EUR	77.93
		Banco Macro	6,680.000	8/12	0.91	10.700		10.550	0.150	1.42	ARS	55.68
	L	Axis Bank	1,164.300	8/12	1.89	224.970		199.490	25.480	12.77	INR	54.39
		American Express	237.050	8/12	-0.34	38.130		41.830	-3.700	-8.85	USD	42.75
		BBVA Banco Francés	4,025.000	8/12	0.75	8.050		7.850	0.200	2.55	ARS	42.70
	L	Bank of America	38.170	8/12	-0.29	16.710		15.850	0.860	5.43	USD	41.20
		Danske Bank	198.450	8/12	0.15	116.600		98.780	17.820	18.04	DKK	40.84
		Swedbank	207.100	8/12	-0.86	72.400		73.100	-0.700	-0.96	SEK	40.06
		ICICI Bank	1,172.800	8/12	0.10	180.600		174.100	6.500	3.73	INR	37.22
	S	DNB	214.700	8/12	0.14	69.600		64.450	5.150	7.99	NOK	35.21
		Banca Generali	38.080	8/12	0.74	7.000		8.100	-1.100	-13.58	EUR	33.65
		Erste Group Bank	46.100	8/12	0.37	27.298		26.940	0.358	1.33	EUR	33.59
	L	Bank of China (HK)	22.300	8/12		17.780		17.820	-0.040	-0.22	HKD	29.91
	L	Kotak Mahindra Bank	1,772.550	8/12	0.16	184.225		196.775	-12.550	-6.38	INR	29.49
		ANZ Banking NZ	30.050	8/12	0.13	30.100		27.850	2.250	8.08	NZD	27.55
	L	HDFC Bank	1,660.100	8/12	0.60	178.450		178.425	0.025	0.01	INR	27.09
	L	Nordea Bank	10.420	8/12	-0.19	7.560		7.130	0.430	6.03	EUR	26.27
	L	Commonwealth Bank	130.530	8/12	0.76	54.450		52.800	1.650	3.13	AUD	24.94
	L	China Merchants B HK	32.500	8/12		18.200		19.303	-1.103	-5.71	HKD	24.47
	S	Svenska Handelsbank	102.150	8/12	0.29	68.167		69.567	-1.400	-2.01	SEK	24.32
		ANZ Banking AU	28.220	8/12	0.93	23.590		22.150	1.440	6.50	AUD	23.80
		U.S. Bancorp	41.470	8/12	-1.43	24.510		24.130	0.380	1.57	USD	23.70
	S	Bank Montreal	111.850	8/12	-0.10	56.640		53.750	2.890	5.38	CAD	22.96
		⇓instrument	freshest		⇓ Δday	3/01/10	⇓ Δwk	11/30/09	prc diff	⇓ Δ13	Curr	∅-RS
	L	HSBC	64.350	8/12	0.63	86.650		90.900	-4.250	-4.68	HKD	21.39
		Standard Chartered	722.000	8/12	0.92	1,469.680		1,429.700	39.980	2.80	GBP	21.35
		Cdn Imp Bk Comm	69.690	8/12	-0.36	35.465		34.365	1.100	3.20	CAD	20.17
		OCBC	13.830	8/12	0.29	8.530		8.590	-0.060	-0.70	SGD	19.91
	L	State Bank of India	812.600	8/12	-1.42	204.645		232.765	-28.120	-12.08	INR	19.77
		Westpac Banking	28.220	8/12	0.61	26.530		24.140	2.390	9.90	AUD	19.34
	L	HSBC	643.900	8/12	0.22	682.000		707.000	-25.000	-3.54	GBP	19.03
		BNP Paribas	59.250	8/12		54.300		55.000	-0.700	-1.27	EUR	18.78
	L	Royal Bank CA	148.760	8/12	-0.72	57.350		56.810	0.540	0.95	CAD	18.75
		IBK	13,480.000	8/12	0.37	13,200.000		13,450.000	-250.000	-1.86	KRW	18.44
	L	United Overseas Bank	29.290	8/12	0.58	17.860		19.520	-1.660	-8.50	SGD	17.63
	S	Toronto-Dominion	78.510	8/12	0.19	33.775		33.230	0.545	1.64	CAD	17.48
		Nordea Bank	119.800	8/12	-0.13	74.900		75.700	-0.800	-1.06	SEK	17.39
		S.E.B	150.700	8/12	-0.10	45.820		48.910	-3.090	-6.32	SEK	17.19
		Wells Fargo	52.060	8/12	-1.33	27.350		28.040	-0.690	-2.46	USD	17.15
		Bank Nova Scotia	61.490	8/12	-3.42	48.260		48.500	-0.240	-0.49	CAD	16.94
		DBS Bank	33.980	8/12	1.22	14.060		14.780	-0.720	-4.87	SGD	16.85
	L	Umweltbank	5.640	8/12	-1.40	3.470		3.160	0.310	9.81	EUR	16.71
		National Bank CA	114.420	8/12	0.39	30.870		31.590	-0.720	-2.28	CAD	16.31
		JP Morgan Chase	206.190	8/12	0.19	41.830		42.490	-0.660	-1.55	USD	15.23
		Suncorp-Metway	16.840	8/12	1.38	8.370		8.780	-0.410	-4.67	AUD	13.14
		Jyske Bank	519.000	8/12	0.48	191.000		160.000	31.000	19.38	DKK	13.11
	L	Industrial Bank	16.280	8/12	-0.55	13.160		14.230	-1.070	-7.52	CNY	12.76
		Banco Santander	4.089	8/12	-0.24	9.464		11.181	-1.717	-15.36	EUR	12.51
	L	Bank of China	3.400	8/12	1.19	3.920		4.360	-0.440	-10.09	HKD	12.39
		⇓instrument	freshest		⇓ Δday	3/01/10	⇓ Δwk	11/30/09	prc diff	⇓ Δ13	Curr	∅-RS
		Banca Mediolanum	10.230	8/12	1.29	4.180		4.330	-0.150	-3.46	EUR	12.30
		Deutsche Bank	13.308	8/12	0.14	36.973		37.327	-0.353	-0.95	EUR	10.78
	L	ICBC	4.480	8/12	2.05	5.760		6.550	-0.790	-12.06	HKD	10.50
	L	Hang Seng Bank	91.900	8/12	0.38	114.700		113.400	1.300	1.15	HKD	10.48
	L	China Constr Bk HK	5.550	8/12	1.46	6.100		6.890	-0.790	-11.47	HKD	7.11
		China Merchants Bank	32.120	8/12	-0.65	16.300		17.290	-0.990	-5.73	CNY	6.90
		Raiffeisen Bank Int	16.610	8/12	1.59	33.280		39.810	-6.530	-16.40	EUR	6.87
		Unicredit	34.570	8/12	0.38	61.291		71.691	-10.400	-14.51	EUR	4.75
		BPER Banca	4.765	8/12	-0.27	8.962		8.897	0.065	0.73	EUR	4.73
		Citigroup	57.840	8/12		33.900		41.100	-7.200	-17.52	USD	4.39
		National Australia B	35.990	8/12	1.01	25.610		28.620	-3.010	-10.52	AUD	3.65
		Societe Generale	20.520	8/12	0.44	41.275		46.890	-5.615	-11.97	EUR	3.38
		Ind and Comm Bk	5.990	8/12	1.18	4.910		5.230	-0.320	-6.12	CNY	3.35
		BNY Mellon	63.270	8/12	-0.80	28.420		26.640	1.780	6.68	USD	2.92
		Commerzbank	12.420	8/12	0.89	32.698		37.120	-4.422	-11.91	EUR	1.95
		Intesa Sanpaolo	3.471	8/12	0.54	2.457		2.705	-0.248	-9.17	EUR	1.74
	L	NatWest	334.600	8/12	0.48	366.900		331.800	35.100	10.58	GBP	1.52
	L	Aozora Bank	2,365.000	8/09	3.28	1,140.000		1,020.000	120.000	11.76	JPY	0.27
		Credit Agricole	13.205	8/12	0.57	11.050		13.780	-2.730	-19.81	EUR	-0.26
		Sumitomo Mitsui Trst	3,320.000	8/09	2.72	1,610.000		1,485.000	125.000	8.42	JPY	-0.33
		UBS	24.850	8/12	0.44	14.980		15.580	-0.600	-3.85	CHF	-0.49
		Banco Bilbao Viz	8.924	8/12	0.27	9.045		11.841	-2.796	-23.61	EUR	-0.66
		Mediobanca	14.030	8/12	0.94	7.685		7.950	-0.265	-3.33	EUR	-1.57
		Banco BPM	5.782	8/12	-0.31	25.030		28.878	-3.848	-13.33	EUR	-4.11
	S	Heartland	1.060	8/12	0.95	3.000		3.050	-0.050	-1.64	NZD	-4.85
		⇓instrument	freshest		⇓ Δday	3/01/10	⇓ Δwk	11/30/09	prc diff	⇓ Δ13	Curr	∅-RS
	L	Unipol	8.975	8/12	0.06	14.577		16.112	-1.535	-9.53	EUR	-5.68
		Banco Comercial	0.378	8/12	0.16	3.499		4.119	-0.620	-15.05	EUR	-6.16
		Resona	903.800	8/09	3.93	1,055.000		908.000	147.000	16.19	JPY	-10.64
		Bank of Ireland	9.412	8/12	-0.93	19.140		32.130	-12.990	-40.43	EUR	-10.73
		Banco Sabadell	1.788	8/12	0.45	2.868		3.408	-0.540	-15.85	EUR	-16.45
		Bankinter	7.294	8/12	0.19	3.814		4.527	-0.713	-15.75	EUR	-22.61
	L	Lloyds Bank	56.800	8/12	-0.28	50.260		55.150	-4.890	-8.87	GBP	-28.44
		ABN AMRO	15.290	8/12	0.92						EUR	-na-
		Agricultural Bank	4.640	8/12	0.65						CNY	-na-
		Banco de Valores	341.000	8/12	-0.15						ARS	-na-
	S	Banco del Bajio	52.060	8/12	0.64						MXN	-na-
		Chiba Bank	1,073.000	8/09	3.22						JPY	-na-
		FinecoBank	14.435	8/12	0.94						EUR	-na-
		Fukuoka	3,639.000	8/09	5.30						JPY	-na-
	S	KakaoBank	21,850.000	8/12	1.39						KRW	-na-
		KB Financial	82,500.000	8/12	0.73	51,600.000		58,000.000	-6,400.000	-11.03	KRW	-na-
	S	Regional	127.000	8/12	-0.39						MXN	-na-
		Unicaja Banco	1.150	8/12	-0.86						EUR	-na-
		Woori Financial	14,750.000	8/12	0.55						KRW	-na-
Banks - 82 out of 93 instruments rated - 3/01/10 / 11/30/09 - 31 did rise, Market-Ratio(13) = 37.80 %

Technical Chart

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

1/06/20	scale up chart	7/01/24

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
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	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	9/04/06	3/05/07	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	3/05/07	4/20/09	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	4/20/09	11/02/09	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	11/02/09	9/06/10	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	9/06/10	9/20/10	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	9/20/10	2/06/12	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	2/06/12	4/09/12	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	4/09/12	9/03/12	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	9/03/12	11/12/12	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	11/12/12	1/07/13	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	1/07/13	3/18/13	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	3/18/13	9/23/13	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	9/23/13	10/07/13	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	10/07/13	10/28/13	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	10/28/13	11/04/13	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	11/04/13	11/18/13	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	11/18/13	12/09/13	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	12/09/13	4/13/15	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	4/13/15	5/18/15	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	5/18/15	9/26/16	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	9/26/16	10/17/16	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	10/17/16	10/31/16	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	10/31/16	11/14/16	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	11/14/16	11/28/16	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	11/28/16	12/05/16	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	12/05/16	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	3/13/17	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	3/13/17	7/17/17	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	7/17/17	7/24/17	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	7/24/17	1/29/18	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	1/29/18	2/05/18	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	2/05/18	3/11/19	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	3/11/19	5/06/19	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	5/06/19	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	12/09/19	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	12/09/19	12/23/19	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	12/23/19	1/20/20	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	1/20/20	6/22/20	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	6/22/20	7/27/20	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	7/27/20	8/24/20	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	8/24/20	8/31/20	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	8/31/20	11/23/20	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	11/23/20	6/07/21	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	6/07/21	10/11/21	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	10/11/21	11/22/21	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	11/22/21	12/05/22	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	12/05/22	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	12/26/22	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	12/26/22	3/13/23	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	3/13/23	6/12/23	91		Credit Suisse	50	654,267,696	CHF	2.257	0.817	6.235	3.978	176	5,556m	5,790
		1/29/24	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	1/29/24	2/12/24	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	2/12/24	3/04/24	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	3/04/24	6/17/24	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	6/17/24	8/12/24	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	5/15/06	8/12/24	6766	days out of 6899 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	d_i %	total
Piraeus Financial	short	9/20/10	2/06/12	504	642,906.00	194,700.00	2,122,897.41	1,479,991.41	230.20	50	115.10
	short	5/18/15	9/26/16	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	3/18/13	9/23/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	10/07/13	10/28/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	11/04/13	11/18/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	12/09/13	4/13/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Services	long	9/03/12	11/12/12	70	67.00	78.00		11.00	16.42		8.21
	short	5/18/15	9/26/16	497	15.20	1.53	151.01	135.81	893.46		446.73	491.61
Shinsei Bank	short	3/05/07	4/20/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	11/02/09	9/06/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	1/07/13	3/18/13	70	18.00	22.80		4.80	26.67		13.33	339.03
Bankia	short	11/12/12	1/07/13	56	49.89	25.80	96.48	46.59	93.39		46.70
	short	3/18/13	9/23/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	62.15	15.85	243.70	181.55	292.11		146.06	146.06
Yes Bank	short	5/06/19	11/11/19	189	16.63	7.30	37.86	21.24	127.74		63.87
	short	12/09/19	12/23/19	14	5.63	4.97	6.37	0.75	13.29		6.65
	short	1/20/20	6/22/20	154	4.52	2.78	7.35	2.83	62.70		31.35
	short	7/27/20	8/24/20	28	1.23	1.48	0.98	-0.25	-20.33		-10.16
	short	8/31/20	11/23/20	84	1.44	1.46	1.42	-0.02	-1.39		-0.70	104.78
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
National Bank Greece	short	9/20/10	2/06/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91		94.95	94.95
Banco Macro	long	9/06/10	9/20/10	14	15.60	18.50		2.90	18.59		9.29
	long	9/23/13	10/07/13	14	20.55	21.80		1.25	6.08		3.04
	long	10/28/13	11/04/13	7	24.70	23.65		-1.05	-4.25		-2.13
	long	11/18/13	12/09/13	21	23.75	23.80		0.05	0.21		0.11
	long	9/26/16	10/17/16	21	115.35	121.30		5.95	5.16		2.58
	long	12/23/19	1/20/20	28	260.80	278.15		17.35	6.65		3.33
	long	12/26/22	3/13/23	77	534.80	734.45		199.65	37.33		18.67
	long	1/29/24	2/12/24	14	4,118.40	3,685.00		-433.40	-10.52		-5.26
	long	3/04/24	6/17/24	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	9/23/13	10/07/13	14	19.75	20.55		0.80	4.05		2.03
	long	10/28/13	11/04/13	7	23.85	21.55		-2.30	-9.64		-4.82
	long	11/18/13	12/09/13	21	23.40	21.80		-1.60	-6.84		-3.42
	long	1/29/18	2/05/18	7	162.00	146.25		-15.75	-9.72		-4.86
	long	6/22/20	7/27/20	35	137.55	182.05		44.50	32.35		16.18
	long	8/24/20	8/31/20	7	144.50	149.05		4.55	3.15		1.57
	long	10/11/21	11/22/21	42	241.00	236.10		-4.90	-2.03		-1.02
	long	12/05/22	12/12/22	7	326.25	328.55		2.30	0.70		0.35
	long	12/26/22	3/13/23	77	409.45	573.65		164.20	40.10		20.05
	long	1/29/24	2/12/24	14	2,549.55	2,217.00		-332.55	-13.04		-6.52
	long	3/04/24	6/17/24	105	2,319.60	4,418.20		2,098.60	90.47		45.24	70.47
Sberbank	long	9/04/06	3/05/07	182	7.90	13.70		5.80	73.42		36.71
	long	9/26/16	10/17/16	21	8.55	8.55		0.00	0.02		0.01
	long	10/31/16	11/14/16	14	8.63	8.63		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	9.23	9.62		0.38	4.15		2.07
	long	12/12/16	3/13/17	91	11.20	10.46		-0.73	-6.57		-3.28	34.98
Banco Popular	long	4/20/09	11/02/09	196	31.10	30.15		-0.95	-3.05		-1.53
	short	11/12/12	1/07/13	56	5.10	3.50	7.43	2.33	45.71		22.86
	short	10/17/16	10/31/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	11/14/16	11/28/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	12/05/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	29.97
Gentera	short	3/13/17	7/17/17	126	27.09	28.07	26.11	-0.98	-3.62		-1.81
	short	7/24/17	1/29/18	189	27.67	16.60	46.12	18.45	66.69		33.34
	short	2/05/18	3/11/19	399	16.25	15.85	16.66	0.41	2.52		1.26
	short	8/31/20	11/23/20	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	10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank	short	2/05/18	3/11/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
Shanghai Pudong	long	4/20/09	11/02/09	196	12.38	17.67		5.29	42.73		21.37	21.37
Bank of East Asia	short	11/22/21	12/05/22	378	12.06	9.39	15.49	3.43	28.43		14.22	14.22
China Minsheng Bk	short	6/07/21	10/11/21	126	4.68	3.98	5.50	0.82	17.59		8.79
	short	11/22/21	12/05/22	378	3.90	3.55	4.28	0.38	9.86		4.93	14.16
Resona	short	11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Umweltbank	short	2/12/24	3/04/24	21	7.40	6.02	9.10	1.70	22.92		11.46	11.46
Bank of America	long	11/28/16	12/05/16	7	20.33	22.16		1.83	9.00		4.50
	long	12/12/16	3/13/17	91	22.61	25.30		2.69	11.90		5.95	10.72
IndusInd Bank	long	11/23/20	6/07/21	196	84.98	102.52		17.55	20.65		10.32	10.32
Regional	long	9/03/12	11/12/12	70	46.65	52.24		5.59	11.98		5.99	5.99
Indiabulls HF	short	12/09/19	12/23/19	14	25.90	29.59	22.20	-3.70	-14.27		-7.13
	short	1/20/20	6/22/20	154	30.44	24.22	38.26	7.82	25.68		12.84	4.79
Banco BPI	long	1/07/13	3/18/13	70	1.02	1.11		0.08	8.23		4.11	4.11
Axis Bank	long	3/11/19	5/06/19	56	70.24	74.75		4.51	6.41		3.21	3.21
FinecoBank	long	6/22/20	7/27/20	35	12.11	12.79		0.68	5.57		2.79	2.79
State Bank of India	long	9/06/10	9/20/10	14	29.83	31.44		1.62	5.42		2.71	2.71
Cdn Imp Bk Comm	short	12/12/22	12/26/22	14	57.60	54.72	60.63	3.03	5.26		2.63	2.63
Bank of Bejing	short	7/24/17	1/29/18	189	7.97	7.61	8.35	0.38	4.73		2.37	2.37
Intesa Sanpaolo	long	9/04/06	3/05/07	182	4.86	5.05		0.19	3.89		1.95	1.95
ICICI Bank	long	11/11/19	12/09/19	28	49.68	52.65		2.97	5.98		2.99
	long	12/23/19	1/20/20	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	12/05/22	12/12/22	7	60.61	61.12		0.51	0.84		0.42	0.42
Montepio	long	7/17/17	7/24/17	7	1.00	1.00		0.00	0.10		0.05	0.05
Standard Chartered	long	10/31/16	11/14/16	14	7.12	7.12		0.00	0.00		0.00	0.00
Triodos Groenfonds	short	5/15/06	9/04/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
UBI Banca	long	8/24/20	8/31/20	7	3.69	3.63		-0.06	-1.68		-0.84	-0.84
Aozora Bank	long	2/06/12	4/09/12	63	20.90	21.40		0.50	2.39		1.20
	short	5/06/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61		-2.31	-1.14
KakaoBank	short	6/17/24	8/12/24	56	21.25	21.85	20.65	-0.60	-2.82		-1.41	-1.41
Banca Generali	long	11/11/19	12/09/19	28	30.90	30.02		-0.88	-2.85		-1.42	-1.42
Kotak Mahindra Bank	long	11/23/20	6/07/21	196	189.79	181.49		-8.29	-4.37		-2.19	-2.19
Commerzbank	long	7/17/17	7/24/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
Unicredit	short	4/09/12	9/03/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
China Everbright Bk	long	4/13/15	5/18/15	35	5.44	5.07		-0.37	-6.80		-3.40	-3.40
Heartland	short	2/12/24	3/04/24	21	1.22	1.19	1.25	0.03	2.52		1.26
	short	6/17/24	8/12/24	56	0.96	1.06	0.86	-0.10	-10.42		-5.21	-4.01
Swedbank	short	5/15/06	9/04/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
Banco Popolare	short	12/05/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Banco Sabadell	long	10/11/21	11/22/21	42	0.71	0.63		-0.08	-11.46		-5.73	-5.73
Industrial Bank	long	4/13/15	5/18/15	35	20.69	17.75		-2.94	-14.21		-7.10
	long	3/11/19	5/06/19	56	19.30	19.34		0.04	0.21		0.10	-7.01
U.S. Bancorp	short	3/13/23	1/29/24	322	36.54	42.95	30.13	-6.41	-17.54		-8.77	-8.77
Bank of Ireland	long	2/06/12	4/09/12	63	4.35	3.15		-1.20	-27.59		-13.79	-13.79
Banca Pop Mil	short	4/09/12	9/03/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
Banco Comercial	short	10/17/16	10/31/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	11/14/16	11/28/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	3/13/17	7/17/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25
	long	1/29/18	2/05/18	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	7/27/20	8/24/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

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.


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