Share-o-matic - Assessment Banks

Assessment - Banks - 9/17/18 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	9/17/18	Δwk	6/18/18	prc diff	⇓ Δ13	Curr	⇓∅-RS
		SOM Banks	181.643	15:35	0.15	194.525		196.698	-2.173	-1.10	USD	-4.82
		ICICI Bank	451.150	09:59	3.05	325.700		293.000	32.700	11.16	INR	8.32
		Sberbank	13.390	08:10	0.37	9.700		11.600	-1.900	-16.38	EUR	-23.86
	L	Kotak Mahindra Bank	1,628.850	09:59	0.84	1,230.400		1,315.300	-84.900	-6.45	INR	8.61
		China Merchants Bank	36.130	07:00	-0.25	27.450		28.940	-1.490	-5.15	CNY	-4.13
	L	Banca Generali	28.780	12:34	0.56	22.380		22.040	0.340	1.54	EUR	-13.16
	L	Unipol	4.978	12:31	-0.40	3.882		3.572	0.310	8.68	EUR	0.60
		Industrial Bank	18.930	07:00	-0.37	14.770		15.420	-0.650	-4.22	CNY	-10.64
	L	Shanghai Pudong	12.930	07:00	0.15	10.150		10.300	-0.150	-1.46	CNY	-12.22
		HDFC Bank	1,239.300	10:00	0.84	996.100		1,009.580	-13.480	-1.34	INR	2.52
	S	Banco Macro	191.900	14:10	0.58	158.050		164.000	-5.950	-3.63	ARS	-18.50
	L	China Everbright Bk	4.460	07:00	-0.45	3.770		3.890	-0.120	-3.08	CNY	-6.06
	L	Mediobanca	10.600	12:34	0.09	9.182		8.032	1.150	14.32	EUR	0.37
		Axis Bank	712.750	09:59	0.45	625.950		522.550	103.400	19.79	INR	15.42
		HDFC	2,114.900	10:00	0.98	1,878.850		1,823.550	55.300	3.03	INR	2.94
	L	VTB Bank	1.228	07:23	1.74	1.100		1.230	-0.130	-10.57	EUR	-25.69
		Umweltbank	10.150	08:41		9.140		10.050	-0.910	-9.05	EUR	-11.56
		Commonwealth Bank	79.660	05:10	-0.16	71.750		69.700	2.050	2.94	AUD	-4.63
		Standard Chartered	672.400	08:24	1.11	608.000		710.000	-102.000	-14.37	GBP	-17.58
		Ind and Comm Bk	5.810	07:00	0.35	5.320		5.700	-0.380	-6.67	CNY	-10.90
		American Express	118.890	14:27	-0.13	109.200		98.470	10.730	10.90	USD	12.00
	L	JP Morgan Chase	123.270	14:28	-0.23	113.840		108.180	5.660	5.23	USD	5.32
	L	National Australia B	29.010	05:11	0.52	27.560		26.520	1.040	3.92	AUD	-5.30
		Bank of China	3.690	07:00		3.520		3.750	-0.230	-6.13	CNY	-9.79
	L	Royal Bank CA	107.980	14:19	0.26	103.520		100.440	3.080	3.07	CAD	2.89
		⇓instrument	freshest		⇓ Δday	9/17/18	Δwk	6/18/18	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	U.S. Bancorp	56.405	14:28	0.38	54.130		51.280	2.850	5.56	USD	2.14
	L	National Bank CA	67.620	14:18	0.25	64.900		63.540	1.360	2.14	CAD	3.71
	L	Westpac Banking	28.980	05:11	0.31	27.900		28.150	-0.250	-0.89	AUD	-7.49
		China Minsheng Bk	6.160	07:00	0.16	5.950		7.450	-1.500	-20.13	CNY	-21.95
		Triodos Groenfonds	59.130	08:00	-0.08	57.550		57.290	0.260	0.45	EUR	0.04
	L	Lloyds Bank	60.800	08:24	-1.04	59.290		61.570	-2.280	-3.70	GBP	-9.32
	L	Bank of America	31.040	14:27	0.06	30.280		29.400	0.880	2.99	USD	2.88
		Bank of Comm	5.680	07:00	-0.18	5.560		6.010	-0.450	-7.49	CNY	-9.46
	L	Citigroup	71.885	14:27	0.10	70.880		66.750	4.130	6.19	USD	-1.45
		ICBC	5.460	08:09	0.55	5.420		6.330	-0.910	-14.38	HKD	-13.91
	S	DBS Bank	24.910	09:06	0.52	24.790		27.260	-2.470	-9.06	SGD	-3.71
		Agricultural Bank	3.610	07:00	0.28	3.620		3.630	-0.010	-0.28	CNY	-4.46
		United Overseas Bank	25.890	09:04	0.27	25.970		26.430	-0.460	-1.74	SGD	-2.91
		Shinsei Bank	1,656.000	Mon	1.28	1,664.000		1,720.000	-56.000	-3.26	JPY	-5.14
	L	Heartland	1.650	03:14	0.61	1.660		1.750	-0.090	-5.14	NZD	-9.95
	L	S.E.B	95.880	15:29	1.16	96.820		81.980	14.840	18.10	SEK	3.39
	L	Bank Nova Scotia	75.270	14:17	-0.03	76.100		76.150	-0.050	-0.07	CAD	-3.82
	L	ANZ Banking AU	27.830	05:10	0.43	28.400		27.050	1.350	4.99	AUD	-0.40
		Bank of Bejing	5.560	07:00	-0.36	5.700		6.200	-0.500	-8.06	CNY	-16.15
	S	OCBC	10.710	09:04	0.37	11.050		11.980	-0.930	-7.76	SGD	-9.42
		China Constr Bk HK	6.300	08:09	0.48	6.510		7.790	-1.280	-16.43	HKD	-12.28
	L	RBS	241.100	08:24	-0.62	250.000		254.500	-4.500	-1.77	GBP	-6.47
	L	ANZ Banking NZ	29.780	03:44	0.61	30.940		29.130	1.810	6.21	NZD	-0.22
	L	KBC	63.000	08:03	-0.41	65.500		65.880	-0.380	-0.58	EUR	-6.13
		Bank of Communicats	5.350	08:09	0.56	5.630		6.300	-0.670	-10.63	HKD	-6.07
		⇓instrument	freshest		⇓ Δday	9/17/18	Δwk	6/18/18	prc diff	⇓ Δ13	Curr	⇓∅-RS
		State Bank of India	270.500	10:00	0.32	285.300		276.850	8.450	3.05	INR	2.57
	L	BPER Banca	4.069	12:33	1.27	4.296		4.330	-0.034	-0.79	EUR	-4.43
	L	Intesa Sanpaolo	2.269	12:34	0.69	2.399		2.554	-0.155	-6.07	EUR	-13.39
		Toronto-Dominion	74.650	14:18	0.43	79.170		76.050	3.120	4.10	CAD	7.00
	L	Credit Agricole	11.765	12:23	-0.21	12.488		11.785	0.703	5.97	EUR	-6.79
	L	DNB	161.400	14:25	-0.68	171.450		158.350	13.100	8.27	NOK	9.37
		Bank of China	3.190	08:09	0.31	3.390		4.100	-0.710	-17.32	HKD	-14.78
		Suncorp-Metway	13.530	05:11	0.89	14.450		14.220	0.230	1.62	AUD	3.51
	L	Banco BPM	2.143	12:32	-0.51	2.300		2.396	-0.096	-4.01	EUR	-15.61
	L	Wells Fargo	50.600	14:28	0.28	54.310		55.080	-0.770	-1.40	USD	-3.77
		Banco Santander MX	26.720	14:14	0.30	28.780		27.630	1.150	4.16	MXN	-1.10
		HSBC	605.800	08:23	0.18	655.400		724.700	-69.300	-9.56	GBP	-9.26
	L	BNP Paribas	47.800	12:22	-0.02	51.830		53.950	-2.120	-3.93	EUR	-14.13
		Bank Montreal	97.840	14:17	0.43	106.830		102.290	4.540	4.44	CAD	6.87
		Banco Santander	3.957	08:07	-0.23	4.331		4.652	-0.321	-6.89	EUR	-17.17
		HSBC	61.400	08:09	0.41	67.550		76.350	-8.800	-11.53	HKD	-11.52
	L	Cdn Imp Bk Comm	111.330	14:18	0.12	122.860		115.450	7.410	6.42	CAD	5.78
	L	FinecoBank	10.205	12:34	-1.11	11.405		9.444	1.961	20.76	EUR	25.53
	L	BNY Mellon	45.815	14:26	0.32	51.220		57.240	-6.020	-10.52	USD	-5.33
	L	Gentera	17.370	14:14	1.28	19.480		16.710	2.770	16.58	MXN	12.43
	L	Svenska Handelsbank	95.560	15:29	1.44	107.200		96.300	10.900	11.32	SEK	-1.56
	L	Banco Bilbao Viz	4.887	15:35	-0.10	5.503		5.919	-0.416	-7.03	EUR	-16.66
	L	Shizuoka Bank	815.000	Mon	1.12	919.000		1,074.000	-155.000	-14.43	JPY	-13.14
		IBK	12,850.000	06:30	1.18	14,550.000		16,250.000	-1,700.000	-10.46	KRW	-7.81
	L	Sumitomo Mitsui Trst	3,870.000	Mon	0.70	4,401.000		4,545.000	-144.000	-3.17	JPY	-0.02
		⇓instrument	freshest		⇓ Δday	9/17/18	Δwk	6/18/18	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	KB Financial	44,100.000	06:30	2.20	50,400.000		55,500.000	-5,100.000	-9.19	KRW	-13.30
	L	Raiffeisen Bank Int	21.830	14:22	0.14	25.120		27.450	-2.330	-8.49	EUR	-13.11
	L	Unicredit	11.724	12:34	-0.15	13.736		14.356	-0.620	-4.32	EUR	-14.29
	L	Credit Suisse	12.415	15:30	-0.04	14.550		15.125	-0.575	-3.80	CHF	-9.73
		Erste Group Bank	31.480	14:22	0.35	37.000		35.470	1.530	4.31	EUR	-1.29
	L	Regional	97.970	14:14	0.50	117.130		105.290	11.840	11.25	MXN	6.08
	L	Aareal Bank	30.170	15:35	0.23	36.080		37.730	-1.650	-4.37	EUR	-5.19
		Bank of Shanghai	9.610	07:00	-0.41	11.620		11.336	0.284	2.51	CNY	3.44
	L	Chiba Bank	571.000	Mon	1.96	693.000		842.000	-149.000	-17.70	JPY	-17.29
	L	Bankinter	6.428	08:06	-0.50	7.824		8.518	-0.694	-8.15	EUR	-5.40
	S	Banco Comercial	0.199	08:06	-1.44	0.245		0.265	-0.020	-7.40	EUR	-8.41
	S	BBVA Banco Francés	101.500	14:11	-0.88	125.500		125.000	0.500	0.40	ARS	-4.75
	S	Hang Seng Bank	165.200	08:09	0.73	207.000		198.300	8.700	4.39	HKD	7.44
	L	UBI Banca	2.917	12:34	0.17	3.731		3.221	0.510	15.83	EUR	-1.11
		Woori Financial	12,600.000	06:30	3.70	16,300.000		16,350.000	-50.000	-0.31	KRW	0.61
		Bank of China (HK)	27.250	08:09	0.74	35.600		39.450	-3.850	-9.76	HKD	-7.86
	L	Jyske Bank	242.300	14:59	1.42	316.800		341.300	-24.500	-7.18	DKK	-10.00
	L	UBS	11.445	15:30		15.130		15.160	-0.030	-0.20	CHF	-8.99
	L	Banco Sabadell	1.052	08:06	-0.80	1.399		1.426	-0.027	-1.89	EUR	-12.80
	L	Resona	458.700	Mon	0.66	610.200		629.500	-19.300	-3.07	JPY	-0.50
	L	Nordea Bank	71.880	15:29	0.86	96.600		83.640	12.960	15.49	SEK	2.40
	L	Deutsche Bank	7.189	15:35	-1.53	9.859		9.481	0.378	3.99	EUR	-19.20
	L	Societe Generale	26.360	12:24	-0.70	36.305		36.555	-0.250	-0.68	EUR	-13.84
		IndusInd Bank	1,341.000	09:59	-0.12	1,877.050		1,967.950	-90.900	-4.62	INR	5.14
	L	Nordea Bank	6.606	08:29	-0.36	9.280		8.170	1.110	13.59	EUR	-0.68
		⇓instrument	freshest		⇓ Δday	9/17/18	Δwk	6/18/18	prc diff	⇓ Δ13	Curr	⇓∅-RS
		ABN AMRO	16.715	08:04	-0.27	23.620		22.150	1.470	6.64	EUR	-4.29
	L	Swedbank	147.200	15:29	2.08	212.600		187.700	24.900	13.27	SEK	6.30
	L	Aozora Bank	2,679.000	Mon	0.90	3,895.000		4,370.000	-475.000	-10.87	JPY	-9.36
	L	Fukuoka	2,029.000	Mon	0.55	2,975.000		2,950.000	25.000	0.85	JPY	2.85
	S	Bank of East Asia	18.860	08:09	0.75	29.000		32.300	-3.300	-10.22	HKD	-10.89
		Commerzbank	5.541	15:35	-0.79	8.894		8.885	0.009	0.10	EUR	-16.06
	L	Danske Bank	98.600	14:59		168.850		213.200	-44.350	-20.80	DKK	-24.06
	S	Ferratum	8.700	15:35		15.140		19.140	-4.000	-20.90	EUR	-34.56
	L	Bank of Ireland	4.256	14:23	-4.40	7.465		6.700	0.765	11.42	EUR	4.74
	L	Bankia	1.857	08:05	-0.75	3.421		3.269	0.152	4.65	EUR	-7.32
	S	Indiabulls HF	218.000	10:00	-5.71	1,200.850		1,199.950	0.900	0.08	INR	-2.95
		Yes Bank	51.800	10:00	0.78	318.600		331.650	-13.050	-3.93	INR	-5.09
Banks - 111 out of 111 instruments rated - 9/17/18 / 6/18/18 - 46 did rise, Market-Ratio(13) = 41.44 %

Technical Chart

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

1/05/15	scale up chart	10/21/19

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	52	JPY	124.300	31.700	487.397	363.097	292	54,761	90
100							321							97
long	4/20/09	11/02/09	196		Banco Popular	50	880	EUR	31.100	30.150		-0.950	-3	53,925	-6
					Shanghai Pudong	50	2,212	CNY	12.380	17.670		5.290	43	65,627	94
100							20							40
short	11/02/09	9/06/10	308		Resona	50	3,191	JPY	10.280	8.140	12.983	2.703	26	74,251	32
					Shinsei Bank	50	2,781	JPY	11.800	6.500	21.422	9.622	82	101,008	103
100							54							67
long	9/06/10	9/20/10	14		Banco Macro	50	3,237	ARS	15.600	18.500		2.900	19	110,395	8,421
					State Bank of India	50	1,693	INR	29.825	31.443		1.618	5	113,135	296
100							12							1,823
short	9/20/10	2/06/12	504		Piraeus Bank	50	1	EUR	38,964.000	11,800.000	128,660.449	89,696.449	230	202,831	138
					National Bank Greece	50	6	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	343,554	116
100							204							124
long	2/06/12	4/09/12	63		Bank of Ireland	50	39,488	EUR	4.350	3.150		-1.200	-28	296,169	-85
					Aozora Bank	50	8,219	JPY	20.900	21.400		0.500	2	300,278	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	514,174	EUR	0.292	0.373	0.211	-0.081	-28	258,630	-55
					Unicredit	50	9,855	EUR	15.234	16.036	14.432	-0.802	-5	250,726	-13
100							-17							-36
long	9/03/12	11/12/12	70		Regional	50	2,687	MXN	46.650	52.240		5.590	12	265,747	80
					Alpha Bank	50	1,871	EUR	67.000	78.000		11.000	16	286,328	121
100							14							100
short	11/12/12	1/07/13	56		Banco Popular	50	28,071	EUR	5.100	3.500	7.431	2.331	46	351,772	1,063
					Bankia	50	2,869	EUR	49.888	25.796	96.481	46.593	93	485,447	7,262
100							70							3,023
long	1/07/13	3/18/13	70		Banco BPI	50	237,730	EUR	1.021	1.105		0.084	8	505,416	51
					Shinsei Bank	50	13,484	JPY	18.000	22.800		4.800	27	570,139	243
100							17							131
short	3/18/13	9/23/13	189		Bankia	50	21,814	EUR	13.068	3.252	52.513	39.445	302	1,430,595	1,367
					Eurobank Ergasias	50	1,055	EUR	270.000	61.000	1,195.082	925.082	343	2,406,556	1,669
100							322							1,515
long	9/23/13	10/07/13	14		Banco Macro	50	58,553	ARS	20.550	21.800		1.250	6	2,479,747	366
					BBVA Banco Francés	50	60,926	ARS	19.750	20.550		0.800	4	2,528,488	182
100							5							263
short	10/07/13	10/28/13	21		Banif	50	126,424,403	EUR	0.010	0.008	0.013	0.003	25	2,844,549	4,735
					Eurobank Ergasias	50	24,312	EUR	52.000	69.000	35.000	-17.000	-33	2,431,245	-100
100							-4							-49
long	10/28/13	11/04/13	7		Banco Macro	50	49,215	ARS	24.700	23.650		-1.050	-4	2,379,569	-90
					BBVA Banco Francés	50	50,970	ARS	23.850	21.550		-2.300	-10	2,262,338	-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	141,396,145	EUR	0.008	0.008	0.008	0.000	0	2,262,338	0
					Eurobank Ergasias	50	17,402	EUR	65.000	58.000	72.845	7.845	12	2,398,854	1,851
100							6							361
long	11/18/13	12/09/13	21		Banco Macro	50	50,502	ARS	23.750	23.800		0.050	0	2,401,379	4
					BBVA Banco Francés	50	51,257	ARS	23.400	21.800		-1.600	-7	2,319,367	-71
100							-3							-44
short	12/09/13	4/13/15	490		Banif	50	128,853,746	EUR	0.009	0.008	0.011	0.002	20	2,551,304	15
					Eurobank Ergasias	50	21,085	EUR	55.000	11.100	272.523	217.523	395	7,137,766	229
100							208							131
long	4/13/15	5/18/15	35		Industrial Bank	50	172,493	CNY	20.690	17.750		-2.940	-14	6,630,637	-80
					China Everbright Bk	50	656,045	CNY	5.440	5.070		-0.370	-7	6,387,900	-52
100							-11							-69
short	5/18/15	9/26/16	497		Alpha Bank	50	210,128	EUR	15.200	1.530	151.007	135.807	893	34,924,648	440
					Piraeus Bank	50	3,722	EUR	858.000	2.700	272,653.333	271,795.333	31,678	1,047m	6,780
100							16,284							4,130
long	9/26/16	10/17/16	21		Banco Macro	50	4,536,397	ARS	115.350	121.300		5.950	5	1,074m	140
					Sberbank	50	61,187,264	EUR	8.552	8.554		0.002	0	1,074m	0
100							3							56
short	10/17/16	10/31/16	14		Banco Comercial	50	2665,493,583	EUR	0.201	0.209	0.194	-0.007	-4	1,054m	-62
					Banco Popular	50	516,183,084	EUR	1.040	0.999	1.083	0.043	4	1,076m	185
100							0							6
long	10/31/16	11/14/16	14		Standard Chartered	50	75,570,809	GBP	7.119	7.119		0.000	0	1,076m	0
					Sberbank	50	62,317,686	EUR	8.633	8.633		0.000	0	1,076m	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	2576,573,708	EUR	0.209	0.214	0.204	-0.005	-2	1,064m	-45
					Banco Popular	50	538,527,117	EUR	0.999	0.851	1.173	0.174	17	1,157m	6,433
100							8							570
long	11/28/16	12/05/16	7		Bank of America	50	28,465,554	USD	20.330	22.160		1.830	9	1,210m	8,850
					Sberbank	50	62,684,654	EUR	9.232	9.615		0.383	4	1,234m	733
100							7							2,667
short	12/05/16	12/12/16	7		Banco Popolare	50	307,455,042	EUR	2.006	2.234	1.778	-0.228	-11	1,163m	-100
					Banco Popular	50	647,171,895	EUR	0.953	1.013	0.893	-0.060	-6	1,125m	-97
100							-9							-99
long	12/12/16	3/13/17	91		Bank of America	50	24,869,074	USD	22.610	25.300		2.690	12	1,191m	57
					Sberbank	50	50,226,869	EUR	11.195	10.460		-0.735	-7	1,155m	-24
100							3							11
short	3/13/17	7/17/17	126		Gentera	50	21,309,719	MXN	27.090	28.070	26.110	-0.980	-4	1,134m	-10
					Banco Comercial	50	3608,002,125	EUR	0.160	0.244	0.076	-0.084	-53	831m	-88
100							-28							-61
long	7/17/17	7/24/17	7		Commerzbank	50	37,600,947	EUR	11.045	10.555		-0.490	-4	812m	-91
					Montepio	50	415,718,183	EUR	0.999	1.000		0.001	0	813m	5
100							-2							-68
short	7/24/17	1/29/18	189		Gentera	50	14,683,703	MXN	27.670	16.600	46.122	18.452	67	1,084m	168
					Bank of Bejing	50	50,978,433	CNY	7.970	7.610	8.347	0.377	5	1,103m	9
100							36							80
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	3,403,585	ARS	162.000	146.250		-15.750	-10	1,049m	-100
					Banco Comercial	50	1673,386,654	EUR	0.330	0.299		-0.031	-9	998m	-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	30,695,843	MXN	16.250	15.850	16.660	0.410	3	1,010m	2
					VTB Bank	50	330,336,060	EUR	1.510	1.040	2.192	0.682	45	1,236m	41
100							24							22
long	3/11/19	5/06/19	56		Industrial Bank	50	32,010,999	CNY	19.300	19.340		0.040	0	1,237m	1
					Axis Bank	50	8,795,733	INR	70.240	74.745		4.505	6	1,277m	50
100							3							24
short	5/06/19	10/21/19	168		Aozora Bank	50	23,560,904	JPY	27.090	26.790	27.393	0.303	1	1,284m	2
		10/22/19	169		Yes Bank	50	38,391,874	INR	16.625	5.180	53.357	36.732	221	2,694m	1,141
100							111							402
accum	5/15/06	10/22/19	4908	days out of 5041 invested (97%)								26,938,900		2,694m	153

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 Bank	short	9/20/10	2/06/12	504	38,964.00	11,800.00	128,660.45	89,696.45	230.20	50	115.10
	short	5/18/15	9/26/16	497	858.00	2.70	272,653.33	271,795.33	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 Bank	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	124.30	31.70	487.40	363.10	292.11		146.06	146.06
Yes Bank	short	5/06/19	10/22/19	169	16.63	5.18	53.36	36.73	220.95		110.47	110.47
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
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
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	32.58
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
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
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	13.19
Resona	short	11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
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
Regional	long	9/03/12	11/12/12	70	46.65	52.24		5.59	11.98		5.99	5.99
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
State Bank of India	long	9/06/10	9/20/10	14	29.83	31.44		1.62	5.42		2.71	2.71
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
Aozora Bank	long	2/06/12	4/09/12	63	20.90	21.40		0.50	2.39		1.20
	short	5/06/19	10/21/19	168	27.09	26.79	27.39	0.30	1.12		0.56	1.76
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
Commerzbank	long	7/17/17	7/24/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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
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
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	-10.77
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

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
9/21/17	Yes Bank	stock split 1:5 (five 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)
6/05/17	Bankia	reverse split 4:1 (one for four)
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)
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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
7/17/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
6/21/15	Ferratum	recording started
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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