Assessment - Banks in Pound sterling - 12/02/19 - RS = 13
⇐
⇓ instrument
freshest
⇓ Δday
12/02/19
⇓ Δwk
9/02/19
prc diff
⇓ Δ13
∅-RS
L
SOM Banks
204.177
Mon
0.37
140.915
138.009
2.906
2.11
-0.34
Banco de Valores
3.107
Mon
1.05
0.133
0.077
0.056
73.13
16.02
L
Banca Mediolanum
8.593
Mon
-1.13
7.818
6.001
1.817
30.27
40.61
L
ICICI Bank
11.665
Mon
0.08
5.512
4.719
0.793
16.81
24.24
L
Banca Generali
30.948
Mon
0.14
25.810
24.915
0.895
3.59
22.37
L
Unipol
6.452
Mon
-1.00
4.455
4.149
0.305
7.36
16.78
BPER Banca
3.510
Mon
1.99
3.687
2.937
0.750
25.55
16.20
L
JP Morgan Chase
148.878
Mon
1.24
101.593
91.045
10.548
11.59
17.45
L
Bank of America
27.827
Mon
1.69
25.833
22.799
3.034
13.31
14.95
S
Kotak Mahindra Bank
18.750
Mon
-0.02
17.618
16.489
1.130
6.85
12.99
BNP Paribas
52.544
Mon
0.25
43.116
37.322
5.794
15.52
12.47
L
U.S. Bancorp
32.819
Mon
0.93
46.180
43.666
2.513
5.76
12.61
Credit Agricole
11.230
Mon
0.72
10.567
9.416
1.151
12.23
10.63
L
Citigroup
45.306
Mon
1.77
57.585
53.329
4.256
7.98
11.97
L
Mediobanca
11.218
Mon
8.606
8.246
0.361
4.37
10.14
L
National Bank CA
64.764
Mon
1.06
41.222
38.884
2.338
6.01
11.28
L
State Bank of India
7.886
Mon
-0.13
3.652
3.154
0.498
15.78
9.10
L
Unicredit
28.404
Mon
0.82
10.591
9.197
1.394
15.16
9.20
L
FinecoBank
11.265
Mon
-1.24
9.557
8.580
0.976
11.38
8.31
L
Societe Generale
20.304
Mon
-0.08
24.337
20.959
3.378
16.11
8.28
S
HDFC Bank
15.601
Mon
-0.45
13.656
12.832
0.824
6.43
7.89
L
Wells Fargo
44.642
Mon
0.45
41.435
38.594
2.840
7.36
9.24
L
Regional
6.673
Mon
2.96
4.198
3.782
0.416
10.99
7.43
L
China Merchants Bank
3.419
Mon
-0.16
3.966
3.970
-0.004
-0.09
5.75
L
Intesa Sanpaolo
2.765
Mon
0.05
1.945
1.822
0.123
6.75
6.33
⇓ instrument
freshest
⇓ Δday
12/02/19
⇓ Δwk
9/02/19
prc diff
⇓ Δ13
∅-RS
L
KBC
58.659
Mon
-0.78
56.466
47.811
8.655
18.10
6.24
S
Heartland
0.588
Mon
-4.88
0.844
0.826
0.018
2.18
5.12
S
Umweltbank
5.618
Mon
7.89
8.863
8.657
0.206
2.39
4.63
L
Commonwealth Bank
61.381
Mon
0.80
42.918
43.939
-1.021
-2.32
2.84
L
Cdn Imp Bk Comm
39.054
Mon
0.72
33.478
32.071
1.407
4.39
4.97
L
Chiba Bank
8.697
Mon
2.55
4.425
4.155
0.270
6.50
4.89
L
Industrial Bank
1.798
Mon
-0.12
2.078
1.995
0.083
4.15
2.59
IndusInd Bank
15.975
Mon
-0.25
17.003
16.077
0.926
5.76
2.95
Standard Chartered
650.200
Mon
-0.58
693.850
627.800
66.050
10.52
6.27
L
Sumitomo Mitsui Trst
22.862
Mon
1.93
14.874
13.542
1.332
9.84
4.35
Banco Sabadell
1.195
Mon
1.20
0.855
0.689
0.166
24.09
2.59
L
Royal Bank CA
78.107
Mon
-0.22
62.828
61.934
0.894
1.44
3.63
L
Lloyds Bank
49.390
Mon
-0.36
60.000
50.320
9.680
19.24
5.28
Axis Bank
11.451
Mon
1.43
8.030
7.647
0.383
5.01
1.91
Banco BPM
4.968
Mon
1.79
1.701
1.651
0.049
2.99
1.84
L
KB Financial
48.582
Mon
-2.36
30.005
27.086
2.919
10.78
0.10
L
BNY Mellon
42.455
Mon
0.97
37.965
34.857
3.108
8.92
2.09
Unicaja Banco
0.900
Mon
1.64
0.773
0.597
0.175
29.36
0.56
L
Bank Nova Scotia
39.118
Mon
-0.24
43.420
44.034
-0.614
-1.39
1.80
L
Ind and Comm Bk
0.569
Mon
-0.58
0.638
0.623
0.015
2.41
-0.18
L
American Express
170.754
Mon
1.15
90.651
99.755
-9.104
-9.13
1.80
Toronto-Dominion
46.647
Mon
-1.40
44.327
44.905
-0.578
-1.29
1.04
L
China Merchants B HK
2.997
Mon
0.17
3.683
3.826
-0.143
-3.75
1.20
L
Bank Montreal
73.938
Mon
0.05
58.554
56.759
1.795
3.16
0.94
Erste Group Bank
33.371
Mon
-0.15
27.788
26.533
1.255
4.73
-1.67
⇓ instrument
freshest
⇓ Δday
12/02/19
⇓ Δwk
9/02/19
prc diff
⇓ Δ13
∅-RS
L
United Overseas Bank
16.372
Mon
0.07
14.579
14.898
-0.319
-2.14
-1.30
L
UBS
21.872
Mon
-0.43
9.358
8.735
0.623
7.13
-1.18
L
Suncorp-Metway
8.412
Mon
1.08
7.026
7.648
-0.622
-8.14
-3.96
L
Agricultural Bank
0.454
Mon
-0.72
0.398
0.394
0.003
0.86
-3.69
S
Aozora Bank
17.650
Mon
0.46
19.983
19.094
0.889
4.65
-1.96
L
DBS Bank
19.744
Mon
0.66
14.217
14.510
-0.294
-2.03
-2.24
L
ICBC
0.391
Mon
-0.50
0.549
0.523
0.026
4.93
-2.24
L
NatWest
240.100
Mon
-0.04
222.000
186.250
35.750
19.19
-0.72
Bank of Ireland
7.642
Mon
0.16
3.951
3.173
0.778
24.50
-3.76
L
National Australia B
17.936
Mon
0.65
13.651
15.212
-1.562
-10.27
-4.82
Raiffeisen Bank Int
16.356
Mon
0.58
18.334
17.895
0.439
2.45
-5.00
L
Resona
6.478
Mon
2.22
3.310
3.250
0.060
1.84
-3.61
DNB
17.807
Mon
1.49
12.864
13.203
-0.339
-2.57
-8.32
Bankinter
5.655
Mon
0.52
5.395
4.748
0.647
13.62
-5.39
L
China Constr Bk HK
0.472
Mon
0.615
0.614
0.001
0.17
-4.63
L
Fukuoka
28.336
Mon
1.47
14.835
14.135
0.700
4.95
-5.13
L
OCBC
7.558
Mon
0.30
6.081
6.335
-0.253
-3.99
-5.57
L
Banco Bilbao Viz
8.893
Mon
-0.24
4.024
3.890
0.134
3.45
-7.15
L
Svenska Handelsbank
9.750
Mon
7.441
7.188
0.253
3.52
-7.44
L
Jyske Bank
64.645
Mon
-1.47
25.594
22.867
2.727
11.93
-8.56
L
ANZ Banking NZ
15.385
Mon
-0.36
13.269
14.917
-1.648
-11.05
-9.44
L
Bank of China
0.316
Mon
-0.31
0.309
0.317
-0.008
-2.54
-8.02
L
ANZ Banking AU
15.211
Mon
0.59
13.171
14.867
-1.696
-11.41
-10.19
Banco Macro
62.828
Mon
3.96
2.411
2.314
0.097
4.19
-29.12
L
Nordea Bank
9.379
Mon
-1.16
5.430
5.104
0.326
6.39
-10.06
⇓ instrument
freshest
⇓ Δday
12/02/19
⇓ Δwk
9/02/19
prc diff
⇓ Δ13
∅-RS
L
Nordea Bank
10.064
Mon
-0.69
5.430
5.098
0.332
6.50
-10.04
S
HSBC
5.885
Mon
1.79
5.766
5.925
-0.158
-2.67
-8.96
L
Deutsche Bank
11.566
Mon
-0.91
5.537
6.045
-0.508
-8.40
-11.21
L
Westpac Banking
13.877
Mon
0.53
12.966
15.713
-2.748
-17.49
-12.83
L
S.E.B
12.448
Mon
-0.77
6.587
6.979
-0.392
-5.62
-12.00
S
HSBC
602.500
Mon
0.75
570.100
594.900
-24.800
-4.17
-9.95
L
Bank of China (HK)
2.093
Mon
0.71
2.627
2.738
-0.111
-4.06
-12.21
L
Hang Seng Bank
8.586
Mon
-1.53
15.789
16.997
-1.208
-7.11
-13.40
L
IBK
9.827
Mon
-1.31
7.738
8.482
-0.744
-8.77
-15.58
Banco Santander
3.543
Mon
0.49
2.982
3.123
-0.141
-4.52
-15.18
L
Woori Financial
9.736
Mon
-2.10
7.640
8.140
-0.500
-6.14
-16.84
L
Banco del Bajio
2.558
Mon
0.65
1.203
1.382
-0.179
-12.97
-18.42
L
Danske Bank
23.738
Mon
0.34
10.545
10.732
-0.187
-1.75
-18.84
Banco Comercial
0.251
Mon
6.00
0.165
0.175
-0.010
-5.78
-18.82
Commerzbank
10.173
Mon
-0.42
4.429
4.642
-0.213
-4.59
-19.28
L
Swedbank
18.229
Mon
-1.49
9.957
10.356
-0.399
-3.85
-21.85
L
ABN AMRO
13.080
Mon
0.56
13.042
14.558
-1.516
-10.41
-22.04
BBVA Banco Francés
37.279
Mon
3.45
1.206
1.328
-0.122
-9.22
-41.43
L
KakaoBank
18.251
Mon
-1.58
-na-
Banks - 92 out of 93 instruments rated - 12/02/19 / 9/02/19 - 60 did rise, Market-Ratio(13) in GBP = 65.22 %
Technical Chart
Transactions Banks in Pound sterling * 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
130
38.419
38.334
38.505
0.086
0
10,011
1
Swedbank
50
363
13.771
15.039
12.502
-1.269
-9
9,551
-27
100
-4
-14
long
9/04/06
3/05/07
182
Intesa Sanpaolo
50
1,459
3.272
3.417
0.144
4
9,761
9
Sberbank
50
897
5.322
9.276
3.954
74
13,308
205
100
39
95
short
3/05/07
4/20/09
777
Shinsei Bank
50
24,893
0.267
0.092
0.777
0.509
191
25,986
65
Sumitomo Mitsui Trst
50
24,352
0.273
0.108
0.691
0.418
153
36,164
55
100
172
60
long
4/20/09
11/02/09
196
Banco Popular
50
659
27.418
26.978
-0.440
-2
35,875
-3
Shanghai Pudong
50
14,778
1.224
1.573
0.349
28
41,031
60
100
13
27
short
11/02/09
9/06/10
308
Resona
50
295,535
0.069
0.062
0.077
0.008
11
43,301
13
Shinsei Bank
50
257,466
0.080
0.050
0.127
0.048
60
55,536
74
100
35
43
long
9/06/10
9/20/10
14
Banco Macro
50
10,809
2.569
2.989
0.420
16
60,075
5,082
State Bank of India
50
66,973
0.415
0.433
0.018
4
61,308
210
100
10
1,217
short
9/20/10
2/06/12
504
Piraeus Financial
50
0
536,762.219
161,951.460
1,779,012.552
1,242,250.333
231
61,308
0
National Bank Greece
50
5
10,311.098
3,543.468
30,004.152
19,693.053
191
159,773
117
100
191
117
long
2/06/12
4/09/12
63
Bank of Ireland
50
22,078
3.618
2.599
-1.020
-28
137,262
-85
Aozora Bank
50
462,883
0.173
0.165
-0.007
-4
133,822
-23
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
277,754
0.241
0.296
0.186
-0.055
-23
118,601
-47
Unicredit
50
5,323
12.568
12.713
12.423
-0.145
-1
117,828
-3
100
-12
-27
long
9/03/12
11/12/12
70
Regional
50
26,427
2.229
2.490
0.260
12
124,705
78
Alpha Bank
50
1,109
53.118
62.369
9.251
17
134,964
131
100
15
103
short
11/12/12
1/07/13
56
Banco Popular
50
16,548
4.078
2.846
5.843
1.765
43
164,169
942
Bankia
50
1,691
39.890
20.977
75.856
35.965
90
224,986
6,496
100
67
2,698
long
1/07/13
3/18/13
70
Banco BPI
50
135,488
0.830
0.956
0.126
15
242,011
109
Shinsei Bank
50
885,416
0.127
0.158
0.031
25
269,702
215
100
20
157
short
3/18/13
9/23/13
189
Bankia
50
11,928
11.305
2.728
46.848
35.543
314
693,657
1,457
Eurobank Ergasias
50
577
233.577
51.173
1,066.154
832.577
356
1,174,054
1,777
100
335
1,613
long
9/23/13
10/07/13
14
Banco Macro
50
259,874
2.259
2.330
0.071
3
1,192,411
123
BBVA Banco Francés
50
270,400
2.171
2.196
0.025
1
1,199,173
35
100
2
74
short
10/07/13
10/28/13
21
Banif
50
71,074,713
0.008
0.007
0.010
0.002
23
1,338,763
3,701
Eurobank Ergasias
50
13,668
43.867
58.940
28.795
-15.073
-34
1,132,751
-100
100
-6
-63
long
10/28/13
11/04/13
7
Banco Macro
50
218,003
2.598
2.492
-0.106
-4
1,109,592
-89
BBVA Banco Francés
50
225,772
2.509
2.271
-0.238
-9
1,055,839
-99
100
-7
-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
77,974,655
0.007
0.007
0.007
0.000
0
1,058,147
12
Eurobank Ergasias
50
9,596
55.010
48.633
62.222
7.213
13
1,127,359
2,383
100
7
452
long
11/18/13
12/09/13
21
Banco Macro
50
229,407
2.457
2.318
-0.139
-6
1,095,427
-64
BBVA Banco Francés
50
232,839
2.421
2.123
-0.298
-12
1,026,096
-90
100
-9
-81
short
12/09/13
4/13/15
490
Banif
50
68,163,732
0.008
0.005
0.011
0.003
40
1,228,767
28
Eurobank Ergasias
50
11,154
45.997
7.995
264.614
218.618
475
3,667,229
268
100
257
158
long
4/13/15
5/18/15
35
Industrial Bank
50
808,657
2.267
1.827
-0.440
-19
3,311,385
-89
China Everbright Bk
50
3,075,577
0.596
0.522
-0.074
-12
3,083,152
-75
100
-16
-84
short
5/18/15
9/26/16
497
Alpha Bank
50
140,314
10.987
1.327
90.942
79.955
728
14,301,964
372
Piraeus Financial
50
150
10,232.680
38.647
2,709,327.843
2,699,095.163
26,377
419m
5,917
100
13,525
3,594
long
9/26/16
10/17/16
21
Banco Macro
50
35,705,073
5.870
6.569
0.699
12
444m
607
Sberbank
50
28,250,043
7.419
7.720
0.301
4
453m
100
100
8
280
short
10/17/16
10/31/16
14
Banco Comercial
50
1245,137,751
0.182
0.188
0.176
-0.006
-3
445m
-57
Banco Popular
50
241,125,714
0.939
0.897
0.982
0.043
5
456m
222
100
1
20
long
10/31/16
11/14/16
14
Standard Chartered
50
32,016,951
7.119
7.119
0.000
0
456m
0
Sberbank
50
29,391,100
7.755
7.755
0.000
0
456m
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
1215,198,093
0.188
0.182
0.194
0.006
3
463m
131
Banco Popular
50
253,987,349
0.897
0.724
1.112
0.215
24
518m
26,926
100
14
2,688
long
11/28/16
12/05/16
7
Bank of America
50
15,915,150
16.271
17.479
1.207
7
537m
4,077
Sberbank
50
32,973,113
7.854
8.128
0.274
3
546m
497
100
5
1,494
short
12/05/16
12/12/16
7
Banco Popolare
50
161,047,078
1.696
1.874
1.517
-0.179
-11
517m
-100
Banco Popular
50
338,993,116
0.806
0.850
0.761
-0.044
-6
502m
-95
100
-8
-99
long
12/12/16
3/13/17
91
Bank of America
50
14,081,580
17.837
20.703
2.865
16
543m
82
Sberbank
50
26,741,781
9.393
9.119
-0.274
-3
535m
-11
100
7
29
short
3/13/17
7/17/17
126
Gentera
50
236,858,776
1.130
1.221
1.039
-0.091
-8
514m
-22
Banco Comercial
50
1919,105,012
0.139
0.214
0.065
-0.075
-54
370m
-89
100
-31
-66
long
7/17/17
7/24/17
7
Commerzbank
50
19,073,226
9.702
9.433
-0.269
-3
365m
-77
Montepio
50
210,874,664
0.878
0.894
0.016
2
368m
159
100
0
-22
short
7/24/17
1/29/18
189
Gentera
50
153,437,076
1.200
0.634
2.275
1.074
89
533m
244
Bank of Bejing
50
203,140,598
0.907
0.854
0.962
0.056
6
544m
12
100
48
113
long
1/29/18
2/05/18
7
BBVA Banco Francés
50
46,283,424
5.882
5.356
-0.526
-9
520m
-99
Banco Comercial
50
939,038,207
0.290
0.265
-0.025
-9
497m
-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
398,496,514
0.623
0.622
0.624
0.001
0
497m
0
VTB Bank
50
185,414,668
1.339
0.894
2.007
0.667
50
621m
45
100
25
23
long
3/11/19
5/06/19
56
Industrial Bank
50
142,120,436
2.184
2.183
-0.001
0
621m
0
Axis Bank
50
413,261,321
0.751
0.822
0.071
9
650m
80
100
5
35
short
5/06/19
11/11/19
189
Aozora Bank
50
1740,829,895
0.187
0.202
0.171
-0.016
-8
623m
-15
Yes Bank
50
1777,625,746
0.183
0.079
0.421
0.239
131
1,047m
402
100
61
151
long
11/11/19
12/09/19
28
Banca Generali
50
19,731,165
26.526
25.242
-1.284
-5
1,021m
-48
ICICI Bank
50
970,003,408
0.540
0.564
0.024
4
1,045m
76
100
0
-3
short
12/09/19
12/23/19
14
Indiabulls HF
50
1884,634,349
0.277
0.321
0.234
-0.044
-16
962m
-99
Yes Bank
50
8676,018,934
0.060
0.054
0.067
0.007
12
1,024m
1,727
100
-2
-41
long
12/23/19
1/20/20
28
Banco Macro
50
151,462,687
3.380
3.534
0.154
5
1,047m
79
ICICI Bank
50
872,526,162
0.587
0.556
-0.031
-5
1,020m
-51
100
0
-5
short
1/20/20
6/22/20
154
Indiabulls HF
50
1585,090,570
0.322
0.256
0.404
0.082
26
1,150m
71
Yes Bank
50
10686,634,993
0.048
0.029
0.078
0.030
62
1,468m
215
100
44
137
long
6/22/20
7/27/20
35
BBVA Banco Francés
50
465,614,830
1.577
1.961
0.385
24
1,647m
873
FinecoBank
50
67,113,411
10.940
11.678
0.738
7
1,697m
98
100
16
352
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
324,804,333
2.612
4.840
0.385
-2.228
-85
973m
-100
Yes Bank
50
66442,879,859
0.013
0.015
0.010
-0.002
-19
809m
-94
100
-52
-100
long
8/24/20
8/31/20
7
BBVA Banco Francés
50
269,790,802
1.500
1.502
0.002
0
810m
9
UBI Banca
50
121,381,356
3.334
3.241
-0.093
-3
799m
-77
100
-1
-50
short
8/31/20
11/23/20
84
Gentera
50
1630,758,479
0.245
0.299
0.190
-0.055
-22
710m
-67
Yes Bank
50
27260,952,453
0.015
0.015
0.015
-0.000
0
708m
-1
100
-11
-41
long
11/23/20
6/07/21
196
IndusInd Bank
50
412,848,223
0.858
0.992
0.134
16
764m
31
Kotak Mahindra Bank
50
184,850,108
1.916
1.756
-0.160
-8
734m
-15
100
4
7
short
6/07/21
10/11/21
126
Credit Suisse
50
47,096,641
7.795
7.658
7.934
0.139
2
741m
5
China Minsheng Bk
50
711,803,557
0.516
0.453
0.587
0.071
14
791m
45
100
8
24
long
10/11/21
11/22/21
42
BBVA Banco Francés
50
220,901,334
1.791
1.756
-0.035
-2
784m
-16
Banco Sabadell
50
658,853,767
0.600
0.525
-0.075
-13
734m
-69
100
-7
-48
short
11/22/21
12/05/22
378
Bank of East Asia
50
317,387,126
1.156
0.992
1.348
0.192
17
795m
16
China Minsheng Bk
50
804,389,893
0.456
0.419
0.497
0.041
9
828m
9
100
13
12
long
12/05/22
12/12/22
7
BBVA Banco Francés
50
261,367,345
1.583
1.561
-0.023
-1
822m
-53
Banco del Bajio
50
164,599,551
2.514
2.507
-0.007
0
821m
-13
100
-1
-36
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
152,701,154
2.687
2.530
2.853
0.166
6
846m
379
Cdn Imp Bk Comm
50
11,946,893
34.344
33.384
35.331
0.987
3
858m
109
100
5
218
long
12/26/22
3/13/23
77
Banco Macro
50
170,122,384
2.521
2.988
0.467
19
937m
124
BBVA Banco Francés
50
222,204,057
1.930
2.334
0.403
21
1,027m
146
100
20
135
short
3/13/23
6/12/23
91
Credit Suisse
50
252,288,500
2.035
0.718
5.766
3.731
183
1,968m
6,419
1/29/24
322
U.S. Bancorp
50
17,114,904
29.998
33.849
26.146
-3.852
-13
1,902m
-14
100
85
101
long
1/29/24
2/12/24
14
Banco Macro
50
241,719,532
3.935
3.510
-0.425
-11
1,799m
-95
BBVA Banco Francés
50
390,460,168
2.436
2.112
-0.324
-13
1,673m
-98
100
-12
-96
short
2/12/24
3/04/24
21
Umweltbank
50
132,489,013
6.313
5.148
7.743
1.429
23
1,862m
3,370
Heartland
50
1411,377,025
0.593
0.571
0.615
0.022
4
1,893m
89
100
13
760
long
3/04/24
3/18/24
14
Banco Macro
50
240,316,805
3.939
4.488
0.549
14
2,025m
2,902
BBVA Banco Francés
50
437,514,171
2.164
2.663
0.499
23
2,244m
22,356
100
19
8,271
accum 5/15/06
3/18/24 6518
days out of 6651 invested (98%)
22,438,189
2,244m
99
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 2/06/12 504 536,762.22 161,951.46 1,779,012.55 1,242,250.33 231.43 50 115.72
short 5/18/15 9/26/16 497 10,232.68 38.65 2,709,327.84 2,699,095.16 26,377.21 13,188.60 28,565.78
Eurobank Ergasias short 3/18/13 9/23/13 189 233.58 51.17 1,066.15 832.58 356.45 178.22
short 10/07/13 10/28/13 21 43.87 58.94 28.79 -15.07 -34.36 -17.18
short 11/04/13 11/18/13 14 55.01 48.63 62.22 7.21 13.11 6.56
short 12/09/13 4/13/15 490 46.00 8.00 264.61 218.62 475.29 237.65 729.03
Alpha Bank long 9/03/12 11/12/12 70 53.12 62.37 9.25 17.42 8.71
short 5/18/15 9/26/16 497 10.99 1.33 90.94 79.96 727.75 363.88 404.27
Bankia short 11/12/12 1/07/13 56 39.89 20.98 75.86 35.97 90.16 45.08
short 3/18/13 9/23/13 189 11.31 2.73 46.85 35.54 314.40 157.20 273.14
Shinsei Bank short 3/05/07 4/20/09 777 0.27 0.09 0.78 0.51 190.53 95.26
short 11/02/09 9/06/10 308 0.08 0.05 0.13 0.05 59.63 29.82
long 1/07/13 3/18/13 70 0.13 0.16 0.03 24.62 12.31 184.69
Yes Bank short 5/06/19 11/11/19 189 0.18 0.08 0.42 0.24 130.51 65.25
short 12/09/19 12/23/19 14 0.06 0.05 0.07 0.01 11.79 5.89
short 1/20/20 6/22/20 154 0.05 0.03 0.08 0.03 62.37 31.18
short 7/27/20 8/24/20 28 0.01 0.02 0.01 -0.00 -19.34 -9.67
short 8/31/20 11/23/20 84 0.01 0.01 0.01 -0.00 -0.34 -0.17 107.01
Credit Suisse short 6/07/21 10/11/21 126 7.79 7.66 7.93 0.14 1.78 0.89
short 12/12/22 12/26/22 14 2.69 2.53 2.85 0.17 6.19 3.10
short 3/13/23 6/12/23 91 2.03 0.72 5.77 3.73 183.34 91.67 99.37
National Bank Greece short 9/20/10 2/06/12 504 10,311.10 3,543.47 30,004.15 19,693.05 190.99 95.49 95.49
Sumitomo Mitsui Trst short 3/05/07 4/20/09 777 0.27 0.11 0.69 0.42 152.96 76.48 76.48
Sberbank long 9/04/06 3/05/07 182 5.32 9.28 3.95 74.29 37.15
long 9/26/16 10/17/16 21 7.42 7.72 0.30 4.06 2.03
long 10/31/16 11/14/16 14 7.76 7.76 0.00 0.00 0.00
long 11/28/16 12/05/16 7 7.85 8.13 0.27 3.49 1.74
long 12/12/16 3/13/17 91 9.39 9.12 -0.27 -2.91 -1.46 40.30
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banco Popular long 4/20/09 11/02/09 196 27.42 26.98 -0.44 -1.60 -0.80
short 11/12/12 1/07/13 56 4.08 2.85 5.84 1.76 43.28 21.64
short 10/17/16 10/31/16 14 0.94 0.90 0.98 0.04 4.59 2.30
short 11/14/16 11/28/16 14 0.90 0.72 1.11 0.21 23.96 11.98
short 12/05/16 12/12/16 7 0.81 0.85 0.76 -0.04 -5.51 -2.75 34.41
Banif short 10/07/13 10/28/13 21 0.01 0.01 0.01 0.00 23.28 11.64
short 11/04/13 11/18/13 14 0.01 0.01 0.01 0.00 0.44 0.22
short 12/09/13 4/13/15 490 0.01 0.01 0.01 0.00 39.50 19.75 33.98
Banco Macro long 9/06/10 9/20/10 14 2.57 2.99 0.42 16.35 8.17
long 9/23/13 10/07/13 14 2.26 2.33 0.07 3.13 1.56
long 10/28/13 11/04/13 7 2.60 2.49 -0.11 -4.09 -2.04
long 11/18/13 12/09/13 21 2.46 2.32 -0.14 -5.66 -2.83
long 9/26/16 10/17/16 21 5.87 6.57 0.70 11.91 5.96
long 12/23/19 1/20/20 28 3.38 3.53 0.15 4.55 2.27
long 12/26/22 3/13/23 77 2.52 2.99 0.47 18.51 9.25
long 1/29/24 2/12/24 14 3.93 3.51 -0.42 -10.80 -5.40
long 3/04/24 3/18/24 14 3.94 4.49 0.55 13.94 6.97 25.28
VTB Bank short 2/05/18 3/11/19 399 1.34 0.89 2.01 0.67 49.83 24.91 24.91
Gentera short 3/13/17 7/17/17 126 1.13 1.22 1.04 -0.09 -8.06 -4.03
short 7/24/17 1/29/18 189 1.20 0.63 2.27 1.07 89.48 44.74
short 2/05/18 3/11/19 399 0.62 0.62 0.62 0.00 0.13 0.07
short 8/31/20 11/23/20 84 0.24 0.30 0.19 -0.05 -22.29 -11.15 23.50
Shanghai Pudong long 4/20/09 11/02/09 196 1.22 1.57 0.35 28.49 14.25 14.25
Bank of America long 11/28/16 12/05/16 7 16.27 17.48 1.21 7.42 3.71
long 12/12/16 3/13/17 91 17.84 20.70 2.87 16.06 8.03 12.04
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 0.52 0.45 0.59 0.07 13.76 6.88
short 11/22/21 12/05/22 378 0.46 0.42 0.50 0.04 8.97 4.48 11.67
Umweltbank short 2/12/24 3/04/24 21 6.31 5.15 7.74 1.43 22.64 11.32 11.32
BBVA Banco Francés long 9/23/13 10/07/13 14 2.17 2.20 0.03 1.15 0.58
long 10/28/13 11/04/13 7 2.51 2.27 -0.24 -9.49 -4.75
long 11/18/13 12/09/13 21 2.42 2.12 -0.30 -12.30 -6.15
long 1/29/18 2/05/18 7 5.88 5.36 -0.53 -8.95 -4.47
long 6/22/20 7/27/20 35 1.58 1.96 0.38 24.38 12.19
long 8/24/20 8/31/20 7 1.50 1.50 0.00 0.16 0.08
long 10/11/21 11/22/21 42 1.79 1.76 -0.04 -1.96 -0.98
long 12/05/22 12/12/22 7 1.58 1.56 -0.02 -1.43 -0.72
long 12/26/22 3/13/23 77 1.93 2.33 0.40 20.90 10.45
long 1/29/24 2/12/24 14 2.44 2.11 -0.32 -13.31 -6.65
long 3/04/24 3/18/24 14 2.16 2.66 0.50 23.08 11.54 9.02
Bank of East Asia short 11/22/21 12/05/22 378 1.16 0.99 1.35 0.19 16.57 8.29 8.29
IndusInd Bank long 11/23/20 6/07/21 196 0.86 0.99 0.13 15.64 7.82 7.82
Banco BPI long 1/07/13 3/18/13 70 0.83 0.96 0.13 15.13 7.57 7.57
Regional long 9/03/12 11/12/12 70 2.23 2.49 0.26 11.67 5.84 5.84
Resona short 11/02/09 9/06/10 308 0.07 0.06 0.08 0.01 11.07 5.53 5.53
Axis Bank long 3/11/19 5/06/19 56 0.75 0.82 0.07 9.41 4.71 4.71
Indiabulls HF short 12/09/19 12/23/19 14 0.28 0.32 0.23 -0.04 -15.75 -7.87
short 1/20/20 6/22/20 154 0.32 0.26 0.40 0.08 25.51 12.76 3.88
FinecoBank long 6/22/20 7/27/20 35 10.94 11.68 0.74 6.74 3.37 3.37
Bank of Bejing short 7/24/17 1/29/18 189 0.91 0.85 0.96 0.06 6.13 3.07 3.07
State Bank of India long 9/06/10 9/20/10 14 0.41 0.43 0.02 4.44 2.22 2.22
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Intesa Sanpaolo long 9/04/06 3/05/07 182 3.27 3.42 0.14 4.42 2.21 2.21
Heartland short 2/12/24 3/04/24 21 0.59 0.57 0.61 0.02 3.72 1.86 1.86
Cdn Imp Bk Comm short 12/12/22 12/26/22 14 34.34 33.38 35.33 0.99 2.87 1.44 1.44
Montepio long 7/17/17 7/24/17 7 0.88 0.89 0.02 1.84 0.92 0.92
Triodos Groenfonds short 5/15/06 9/04/06 112 38.42 38.33 38.50 0.09 0.22 0.11 0.11
Standard Chartered long 10/31/16 11/14/16 14 7.12 7.12 0.00 0.00 0.00 0.00
Banco del Bajio long 12/05/22 12/12/22 7 2.51 2.51 -0.01 -0.27 -0.13 -0.13
ICICI Bank long 11/11/19 12/09/19 28 0.54 0.56 0.02 4.44 2.22
long 12/23/19 1/20/20 28 0.59 0.56 -0.03 -5.29 -2.64 -0.48
Unicredit short 4/09/12 9/03/12 147 12.57 12.71 12.42 -0.15 -1.16 -0.58 -0.58
Commerzbank long 7/17/17 7/24/17 7 9.70 9.43 -0.27 -2.77 -1.39 -1.39
UBI Banca long 8/24/20 8/31/20 7 3.33 3.24 -0.09 -2.78 -1.39 -1.39
Banca Generali long 11/11/19 12/09/19 28 26.53 25.24 -1.28 -4.84 -2.42 -2.42
Kotak Mahindra Bank long 11/23/20 6/07/21 196 1.92 1.76 -0.16 -8.34 -4.17 -4.17
Swedbank short 5/15/06 9/04/06 112 13.77 15.04 12.50 -1.27 -9.21 -4.61 -4.61
Banco Popolare short 12/05/16 12/12/16 7 1.70 1.87 1.52 -0.18 -10.54 -5.27 -5.27
China Everbright Bk long 4/13/15 5/18/15 35 0.60 0.52 -0.07 -12.45 -6.22 -6.22
Aozora Bank long 2/06/12 4/09/12 63 0.17 0.17 -0.01 -4.31 -2.15
short 5/06/19 11/11/19 189 0.19 0.20 0.17 -0.02 -8.32 -4.16 -6.22
Banco Sabadell long 10/11/21 11/22/21 42 0.60 0.53 -0.08 -12.53 -6.27 -6.27
U.S. Bancorp short 3/13/23 1/29/24 322 30.00 33.85 26.15 -3.85 -12.84 -6.42 -6.42
Industrial Bank long 4/13/15 5/18/15 35 2.27 1.83 -0.44 -19.41 -9.70
long 3/11/19 5/06/19 56 2.18 2.18 -0.00 -0.05 -0.03 -9.73
Banca Pop Mil short 4/09/12 9/03/12 147 0.24 0.30 0.19 -0.05 -22.75 -11.37 -11.37
Bank of Ireland long 2/06/12 4/09/12 63 3.62 2.60 -1.02 -28.18 -14.09 -14.09
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banco Comercial short 10/17/16 10/31/16 14 0.18 0.19 0.18 -0.01 -3.17 -1.59
short 11/14/16 11/28/16 14 0.19 0.18 0.19 0.01 3.27 1.64
short 3/13/17 7/17/17 126 0.14 0.21 0.06 -0.07 -53.69 -26.84
long 1/29/18 2/05/18 7 0.29 0.26 -0.02 -8.61 -4.31 -29.98
Multitude short 7/27/20 8/24/20 28 2.61 4.84 0.38 -2.23 -85.27 -42.64 -42.64
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