Share-o-matic - Portfolio

Thu, Dec 11th, 2025, 14:22UTC

Assessment - Banks in Renminbi yuán - 10/19/20 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	10/19/20	Δwk	7/20/20	prc diff	⇓ Δ13	⇓∅-RS
		SOM Banks	1,830.090	8/12/24	0.22	934.981		1,033.220	-98.239	-9.51	-12.76
		Banco Macro	575.188	8/12/24	0.91	19.929		24.171	-4.242	-17.55	-13.42
		BBVA Banco Francés	346.577	8/12/24	0.75	12.253		15.601	-3.348	-21.46	-3.43
		Banco de Valores	29.362	8/12/24	-0.15	2.372		2.499	-0.127	-5.09	46.96
		Banco Sabadell	14.071	8/12/24	0.45	2.192		2.691	-0.500	-18.57	-39.50
		Bank of Ireland	74.071	8/12/24	-0.93	14.362		14.607	-0.245	-1.68	-20.14
		Unicredit	272.059	8/12/24	0.38	54.270		70.586	-16.315	-23.11	-23.46
		Banco Comercial	2.973	8/12/24	0.16	0.614		0.878	-0.264	-30.06	-36.18
		BPER Banca	37.500	8/12/24	-0.27	9.322		19.863	-10.541	-53.07	-55.75
	L	State Bank of India	74.023	8/12/24	-1.42	18.583		17.810	0.773	4.34	-11.28
		Banco Bilbao Viz	70.230	8/12/24	0.27	18.541		25.509	-6.968	-27.32	-28.90
		Banco BPM	45.503	8/12/24	-0.31	12.761		11.780	0.981	8.32	7.79
	S	Banco del Bajio	16.421	8/12/24	0.64	5.514		5.632	-0.118	-2.09	-22.64
	L	NatWest	2,902.276	8/12/24	0.48	997.495		1,055.309	-57.814	-5.48	-20.07
		Commerzbank	97.743	8/12/24	0.89	34.659		36.986	-2.327	-6.29	0.35
		ICICI Bank	106.835	8/12/24	0.10	37.995		33.893	4.103	12.10	1.04
		Erste Group Bank	362.798	8/12/24	0.37	140.555		176.025	-35.470	-20.15	-23.44
		Jyske Bank	548.857	8/12/24	0.48	212.986		234.066	-21.080	-9.01	-0.53
	L	Unipol	70.631	8/12/24	0.06	27.560		29.838	-2.278	-7.63	-10.93
		Resona	57.268	8/09/24	3.93	22.501		24.742	-2.241	-9.06	-11.84
		Banco Santander	32.180	8/12/24	-0.24	13.015		17.650	-4.635	-26.26	-31.81
	L	Axis Bank	106.061	8/12/24	1.89	44.905		40.522	4.383	10.82	-4.96
		American Express	1,582.908	8/12/24	-0.34	684.246		656.150	28.096	4.28	-5.53
		Sumitomo Mitsui Trst	210.368	8/09/24	2.72	90.959		97.118	-6.159	-6.34	-16.69
		Wells Fargo	347.632	8/12/24	-1.33	150.511		171.506	-20.995	-12.24	-33.18
		⇓instrument	freshest		⇓ Δday	10/19/20	Δwk	7/20/20	prc diff	⇓ Δ13	⇓∅-RS
		UBS	182.508	8/12/24	0.44	80.274		83.723	-3.449	-4.12	1.53
		Intesa Sanpaolo	27.312	8/12/24	0.54	12.275		14.810	-2.535	-17.12	-14.70
		IndusInd Bank	123.054	8/12/24	0.08	57.125		49.369	7.756	15.71	-5.02
		Danske Bank	209.866	8/12/24	0.15	98.265		113.708	-15.442	-13.58	2.01
		Mediobanca	110.413	8/12/24	0.94	51.799		57.519	-5.720	-9.95	-8.05
	S	Regional	40.060	8/12/24	-0.39	18.797		18.325	0.472	2.58	-17.88
	L	Lloyds Bank	492.676	8/12/24	-0.28	235.235		268.664	-33.429	-12.44	-28.46
	L	HSBC	55.463	8/12/24	0.63	26.633		32.965	-6.333	-19.21	-30.76
	L	HSBC	5,585.103	8/12/24	0.22	2,682.394		3,306.841	-624.448	-18.88	-30.30
		Bankinter	57.402	8/12/24	0.19	27.623		34.542	-6.919	-20.03	-23.74
		JP Morgan Chase	1,376.839	8/12/24	0.19	666.417		679.185	-12.768	-1.88	-11.15
		ABN AMRO	120.329	8/12/24	0.92	58.630		65.650	-7.020	-10.69	-21.11
		KB Financial	484.052	8/12/24	0.73	238.799		214.362	24.436	11.40	6.98
		Fukuoka	230.581	8/09/24	5.30	113.865		111.048	2.817	2.54	-0.77
		Standard Chartered	6,262.532	8/12/24	0.92	3,283.926		3,907.603	-623.677	-15.96	-23.38
		Unicaja Banco	9.050	8/12/24	-0.86	4.801		3.963	0.838	21.14	-4.20
		Suncorp-Metway	79.727	8/12/24	1.38	42.610		44.270	-1.660	-3.75	-11.81
		Chiba Bank	67.989	8/09/24	3.22	36.371		34.174	2.197	6.43	2.38
	L	Commonwealth Bank	617.981	8/12/24	0.76	331.455		352.154	-20.699	-5.88	-1.14
		National Australia B	170.391	8/12/24	1.01	91.847		87.121	4.726	5.42	-2.20
		BNP Paribas	466.286	8/12/24		257.854		303.571	-45.717	-15.06	-12.15
		Credit Agricole	103.921	8/12/24	0.57	58.142		72.918	-14.776	-20.26	-18.22
		S.E.B	114.211	8/12/24	-0.10	64.510		70.184	-5.674	-8.08	5.31
		National Bank CA	580.914	8/12/24	0.39	337.369		326.638	10.731	3.29	2.44
		Nordea Bank	90.793	8/12/24	-0.13	52.831		54.259	-1.428	-2.63	5.67
		⇓instrument	freshest		⇓ Δday	10/19/20	Δwk	7/20/20	prc diff	⇓ Δ13	⇓∅-RS
		Woori Financial	86.543	8/12/24	0.55	50.459		52.109	-1.651	-3.17	-7.14
		BNY Mellon	422.487	8/12/24	-0.80	246.801		250.873	-4.071	-1.62	-10.75
		Societe Generale	161.488	8/12/24	0.44	96.499		125.374	-28.874	-23.03	-29.53
		Deutsche Bank	104.731	8/12/24	0.14	62.958		70.889	-7.931	-11.19	10.99
		IBK	79.091	8/12/24	0.37	48.229		48.391	-0.162	-0.34	-8.38
	L	Bank of America	254.881	8/12/24	-0.29	158.391		164.596	-6.205	-3.77	-15.32
		OCBC	68.088	8/12/24	0.29	43.078		46.150	-3.072	-6.66	-10.20
		DBS Bank	167.291	8/12/24	1.22	106.194		107.030	-0.836	-0.78	-3.95
		Banca Mediolanum	80.508	8/12/24	1.29	51.114		54.149	-3.035	-5.60	-2.47
	S	DNB	154.196	8/12/24	0.14	99.326		110.664	-11.338	-10.25	-3.20
	L	Nordea Bank	82.003	8/12/24	-0.19	52.940		54.229	-1.289	-2.38	5.97
	L	Royal Bank CA	755.259	8/12/24	-0.72	488.156		489.827	-1.671	-0.34	-1.91
		Westpac Banking	133.605	8/12/24	0.61	88.912		86.485	2.427	2.81	-2.94
		KBC	523.971	8/12/24	-0.21	349.498		427.283	-77.785	-18.20	-16.59
	L	United Overseas Bank	144.201	8/12/24	0.58	96.987		103.309	-6.322	-6.12	-12.19
		ANZ Banking AU	133.605	8/12/24	0.93	92.368		89.274	3.094	3.47	-1.65
		Agricultural Bank	4.640	8/12/24	0.65	3.210		3.320	-0.110	-3.31	-6.14
		ANZ Banking NZ	133.049	8/12/24	0.13	92.758		89.287	3.471	3.89	-1.52
	S	Bank Montreal	567.866	8/12/24	-0.10	405.045		383.751	21.294	5.55	-3.73
		Swedbank	156.955	8/12/24	-0.86	112.529		115.983	-3.454	-2.98	16.10
		Cdn Imp Bk Comm	353.818	8/12/24	-0.36	254.181		240.657	13.524	5.62	1.37
	L	HDFC Bank	151.225	8/12/24	0.60	109.636		105.791	3.845	3.63	7.51
		Banca Generali	299.682	8/12/24	0.74	217.364		213.721	3.642	1.70	7.16
	L	Aozora Bank	149.856	8/09/24	3.28	111.140		126.280	-15.139	-11.99	-22.09
		Citigroup	386.228	8/12/24		286.466		349.993	-63.527	-18.15	-26.15
		⇓instrument	freshest		⇓ Δday	10/19/20	Δwk	7/20/20	prc diff	⇓ Δ13	⇓∅-RS
	S	Toronto-Dominion	398.598	8/12/24	0.19	301.322		318.434	-17.113	-5.37	-10.24
	L	Bank of China	2.930	8/12/24	1.19	2.224		2.504	-0.280	-11.19	-15.19
	S	Svenska Handelsbank	77.416	8/12/24	0.29	59.796		68.660	-8.864	-12.91	-10.21
	L	Kotak Mahindra Bank	161.469	8/12/24	0.16	125.409		123.158	2.251	1.83	-5.90
		Raiffeisen Bank Int	130.717	8/12/24	1.59	103.567		132.178	-28.612	-21.65	-23.06
		Ind and Comm Bk	5.990	8/12/24	1.18	5.020		5.130	-0.110	-2.14	-5.74
		FinecoBank	113.601	8/12/24	0.94	95.894		104.305	-8.411	-8.06	13.63
		Bank Nova Scotia	312.186	8/12/24	-3.42	283.095		289.232	-6.137	-2.12	-10.82
		U.S. Bancorp	276.917	8/12/24	-1.43	260.223		248.290	11.933	4.81	-11.21
	L	Bank of China (HK)	19.220	8/12/24		18.445		20.221	-1.776	-8.78	-15.22
	S	KakaoBank	128.200	8/12/24	1.39						-na-
	L	China Constr Bk HK	4.784	8/12/24	1.46	4.878		5.485	-0.607	-11.06	-10.96
	L	ICBC	3.861	8/12/24	2.05	3.948		4.386	-0.439	-10.01	-13.62
	L	Industrial Bank	16.280	8/12/24	-0.55	17.670		16.480	1.190	7.22	3.00
	L	Hang Seng Bank	79.209	8/12/24	0.38	98.257		115.739	-17.483	-15.11	-21.24
		China Merchants Bank	32.120	8/12/24	-0.65	39.990		37.270	2.720	7.30	12.04
	L	China Merchants B HK	28.012	8/12/24		35.812		34.767	1.045	3.01	6.16
	S	Heartland	4.693	8/12/24	0.95	6.066		5.778	0.288	4.98	-0.16
	L	Umweltbank	44.386	8/12/24	-1.40	95.225		94.641	0.583	0.62	5.64
Banks - 92 out of 93 instruments rated - 10/19/20 / 7/20/20 - 27 did rise, Market-Ratio(13) in CNY = 29.35 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions Banks in Renminbi yuán * 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	8	582.705	580.881	584.535	1.830	0	10,015	1
					Swedbank	50	25	208.859	227.897	189.821	-19.038	-9	9,539	-27
100							-5						-14
long	9/04/06	3/05/07	182		Intesa Sanpaolo	50	96	49.584	51.534		1.950	4	9,726	8
					Sberbank	50	59	80.650	139.915		59.266	73	13,223	202
100							39						93
short	3/05/07	4/20/09	777		Shinsei Bank	50	1,639	4.032	0.930	17.476	13.444	333	35,257	99
					Sumitomo Mitsui Trst	50	1,604	4.121	1.092	15.553	11.432	277	53,593	87
100							305						93
long	4/20/09	11/02/09	196		Banco Popular	50	96	277.201	302.974		25.774	9	56,067	18
					Shanghai Pudong	50	2,179	12.380	17.670		5.290	43	67,594	94
100							26						54
short	11/02/09	9/06/10	308		Resona	50	43,352	0.780	0.657	0.925	0.146	19	73,903	22
					Shinsei Bank	50	37,769	0.895	0.525	1.527	0.632	71	97,759	88
100							45						55
long	9/06/10	9/20/10	14		Banco Macro	50	1,810	27.001	31.428		4.427	16	105,772	5,136
					State Bank of India	50	11,217	4.358	4.554		0.195	4	107,963	214
100							10						1,231
short	9/20/10	2/06/12	504		Piraeus Financial	50	0	5,644,328.936	1,611,181.440	19,773,346.658	14,129,017.722	250	107,963	0
					National Bank Greece	50	0	108,426.468	35,252.352	333,489.775	225,063.307	208	107,963	0
100							0						-100
long	2/06/12	4/09/12	63		Bank of Ireland	50	1,499	35.997	26.029		-9.968	-28	93,021	-85
					Aozora Bank	50	31,452	1.717	1.654		-0.063	-4	91,047	-19
100							-16						-63
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	18,866	2.413	2.971	1.854	-0.559	-23	80,509	-48
					Unicredit	50	361	125.883	127.749	124.017	-1.866	-1	79,835	-4
100							-12						-28
long	9/03/12	11/12/12	70		Regional	50	1,781	22.401	24.872		2.471	11	84,236	73
					Alpha Services	50	74	533.749	623.111		89.362	17	90,849	124
100							14						97
short	11/12/12	1/07/13	56		Banco Popular	50	1,114	40.742	28.820	57.595	16.853	41	109,623	855
					Bankia	50	114	398.535	212.415	747.738	349.202	88	149,432	5,942
100							65						2,465
long	1/07/13	3/18/13	70		Banco BPI	50	8,886	8.407	9.063		0.656	8	155,258	48
					Shinsei Bank	50	58,082	1.287	1.501		0.215	17	167,719	123
100							12						83
short	3/18/13	9/23/13	189		Bankia	50	782	107.181	26.548	432.717	325.536	304	422,288	1,381
					Eurobank Ergasias	50	37	2,214.486	497.980	9,847.689	7,633.203	345	704,717	1,685
100							324						1,528
long	9/23/13	10/07/13	14		Banco Macro	50	16,029	21.982	22.949		0.967	4	720,222	207
					BBVA Banco Francés	50	16,679	21.126	21.633		0.507	2	728,681	86
100							3						139
short	10/07/13	10/28/13	21		Banif	50	4,383,995	0.083	0.067	0.103	0.020	24	815,454	3,998
					Eurobank Ergasias	50	843	432.156	578.945	285.368	-146.788	-34	691,711	-100
100							-5						-60
long	10/28/13	11/04/13	7		Banco Macro	50	13,552	25.519	24.264		-1.255	-5	674,705	-93
					BBVA Banco Francés	50	14,036	24.641	22.110		-2.531	-10	639,176	-100
100							-8						-98
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	4,847,475	0.066	0.066	0.066	0.000	0	639,522	3
					Eurobank Ergasias	50	596	535.672	477.224	601.277	65.606	12	678,623	1,933
100							6						377
long	11/18/13	12/09/13	21		Banco Macro	50	14,072	24.111	23.121		-0.990	-4	664,690	-52
					BBVA Banco Francés	50	14,284	23.756	21.178		-2.578	-11	627,871	-86
100							-7						-74
short	12/09/13	4/13/15	490		Banif	50	4,181,456	0.075	0.049	0.114	0.039	52	791,876	37
					Eurobank Ergasias	50	684	458.810	72.955	2,885.441	2,426.631	529	2,451,691	293
100							291						176
long	4/13/15	5/18/15	35		Industrial Bank	50	59,248	20.690	17.750		-2.940	-14	2,277,502	-80
					China Everbright Bk	50	225,340	5.440	5.070		-0.370	-7	2,194,126	-52
100							-11						-69
short	5/18/15	9/26/16	497		Alpha Services	50	10,280	106.713	11.484	991.598	884.885	829	11,290,743	414
					Piraeus Financial	50	11	99,390.634	334.392	29,541,643.652	29,442,253.018	29,623	335m	6,450
100							15,202						3,922
long	9/26/16	10/17/16	21		Banco Macro	50	3,299,521	50.789	53.924		3.136	6	346m	183
					Sberbank	50	2,610,599	64.191	63.371		-0.820	-1	343m	-20
100							2						52
short	10/17/16	10/31/16	14		Banco Comercial	50	115,063,722	1.492	1.554	1.430	-0.062	-4	336m	-67
					Banco Popular	50	22,282,532	7.705	7.437	7.982	0.278	4	342m	152
100							0						-7
long	10/31/16	11/14/16	14		Standard Chartered	50	2,901,821	58.995	58.995		0.000	0	342m	0
					Sberbank	50	2,663,829	64.266	64.266		0.000	0	342m	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	110,138,137	1.554	1.564	1.545	-0.010	-1	341m	-15
					Banco Popular	50	23,019,862	7.437	6.234	8.872	1.435	19	374m	9,844
100							9						925
long	11/28/16	12/05/16	7		Bank of America	50	1,335,886	140.114	152.428		12.314	9	391m	7,981
					Sberbank	50	2,767,698	67.629	70.879		3.250	5	400m	1,056
100							7						2,984
short	12/05/16	12/12/16	7		Banco Popolare	50	13,517,973	14.788	16.401	13.174	-1.614	-11	378m	-100
					Banco Popular	50	28,454,414	7.025	7.437	6.613	-0.412	-6	366m	-96
100							-8						-99
long	12/12/16	3/13/17	91		Bank of America	50	1,173,315	156.082	174.816		18.733	12	388m	58
					Sberbank	50	2,228,197	82.189	77.002		-5.187	-6	377m	-23
100							3						12
short	3/13/17	7/17/17	126		Gentera	50	19,735,711	9.543	10.794	8.293	-1.251	-13	352m	-33
					Banco Comercial	50	159,904,997	1.178	1.894	0.461	-0.716	-61	237m	-93
100							-37						-74
long	7/17/17	7/24/17	7		Commerzbank	50	1,384,556	85.747	82.917		-2.830	-3	234m	-83
					Montepio	50	15,307,746	7.756	7.856		0.100	1	235m	95
100							-1						-41
short	7/24/17	1/29/18	189		Gentera	50	11,138,249	10.552	5.644	19.729	9.177	87	337m	235
					Bank of Bejing	50	14,746,309	7.970	7.610	8.347	0.377	5	343m	9
100							46						107
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	3,271,579	52.395	47.100		-5.295	-10	326m	-100
					Banco Comercial	50	66,376,637	2.582	2.330		-0.252	-10	309m	-100
100							-10						-100
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	28,168,030	5.481	5.501	5.460	-0.020	0	308m	0
					VTB Bank	50	13,106,177	11.779	7.901	17.561	5.782	49	384m	44
100							24						22
long	3/11/19	5/06/19	56		Industrial Bank	50	9,947,279	19.300	19.340		0.040	0	384m	1
					Axis Bank	50	28,924,946	6.637	7.281		0.644	10	403m	83
100							5						37
short	5/06/19	11/11/19	189		Aozora Bank	50	121,843,992	1.654	1.822	1.485	-0.168	-10	382m	-19
					Yes Bank	50	124,419,404	1.619	0.715	3.670	2.051	127	638m	386
100							58						143
long	11/11/19	12/09/19	28		Banca Generali	50	1,333,539	239.070	233.697		-5.374	-2	630m	-26
					ICICI Bank	50	65,558,099	4.863	5.217		0.354	7	654m	150
100							3						38
short	12/09/19	12/23/19	14		Indiabulls HF	50	127,373,815	2.566	2.909	2.223	-0.343	-13	610m	-98
					Yes Bank	50	586,372,439	0.557	0.488	0.637	0.079	14	656m	3,084
100							0						11
long	12/23/19	1/20/20	28		Banco Macro	50	10,705,535	30.655	32.430		1.775	6	675m	108
					ICICI Bank	50	61,671,030	5.322	5.100		-0.221	-4	662m	-43
100							1						11
short	1/20/20	6/22/20	154		Indiabulls HF	50	112,035,798	2.953	2.259	3.861	0.908	31	763m	89
					Yes Bank	50	755,342,132	0.438	0.259	0.741	0.303	69	993m	248
100							50						161
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	35,730,818	13.890	17.661		3.771	27	1,127m	1,124
					FinecoBank	50	5,150,216	96.364	105.153		8.789	9	1,173m	148
100							18						469
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	24,925,160	23.523	43.752	3.293	-20.229	-86	668m	-100
					Yes Bank	50	5098,760,588	0.115	0.138	0.092	-0.023	-20	551m	-95
100							-53						-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	20,325,200	13.559	13.759		0.200	1	555m	115
					UBI Banca	50	9,144,493	30.137	29.684		-0.453	-2	551m	-55
100							0						-1
short	8/31/20	11/23/20	84		Gentera	50	122,856,274	2.243	2.624	1.861	-0.381	-17	504m	-56
					Yes Bank	50	2053,755,416	0.134	0.129	0.140	0.006	4	516m	20
100							-6						-25
long	11/23/20	6/07/21	196		IndusInd Bank	50	34,320,890	7.517	9.002		1.485	20	567m	40
					Kotak Mahindra Bank	50	15,366,955	16.789	15.937		-0.853	-5	554m	-9
100							7						14
short	6/07/21	10/11/21	126		Credit Suisse	50	3,915,237	70.732	67.229	74.418	3.686	5	568m	16
					China Minsheng Bk	50	59,173,638	4.680	3.980	5.503	0.823	18	617m	60
100							11						37
long	10/11/21	11/22/21	42		BBVA Banco Francés	50	19,621,394	15.723	15.011		-0.712	-5	603m	-33
					Banco Sabadell	50	58,522,194	5.272	4.490		-0.781	-15	557m	-75
100							-10						-59
short	11/22/21	12/05/22	378		Bank of East Asia	50	28,191,673	9.884	8.410	11.617	1.733	18	606m	17
					China Minsheng Bk	50	71,449,330	3.900	3.550	4.285	0.385	10	634m	10
100							14						13
long	12/05/22	12/12/22	7		BBVA Banco Francés	50	23,599,094	13.425	13.375		-0.050	0	632m	-18
					Banco del Bajio	50	14,861,843	21.317	21.490		0.173	1	635m	52
100							0						12
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	13,787,525	23.029	21.257	24.948	1.919	8	661m	706
					Cdn Imp Bk Comm	50	1,078,695	294.348	280.469	308.914	14.566	5	677m	252
100							7						435
long	12/26/22	3/13/23	77		Banco Macro	50	15,985,948	21.181	24.916		3.735	18	737m	116
					BBVA Banco Francés	50	20,879,924	16.217	19.461		3.244	20	805m	137
100							19						126
short	3/13/23	6/12/23	91		Credit Suisse	50	23,706,879	16.971	6.412	44.918	27.947	165	1,467m	4,861
		1/29/24	322		U.S. Bancorp	50	1,608,242	250.160	308.040	192.281	-57.879	-23	1,374m	-26
100							71						83
long	1/29/24	2/12/24	14		Banco Macro	50	19,187,627	35.807	31.845		-3.961	-11	1,298m	-95
					BBVA Banco Francés	50	30,994,618	22.167	19.159		-3.008	-14	1,205m	-98
100							-12						-97
short	2/12/24	3/04/24	21		Umweltbank	50	10,516,939	57.282	47.063	69.720	12.438	22	1,336m	2,943
					Heartland	50	112,034,717	5.377	5.224	5.535	0.158	3	1,353m	65
100							12						654
long	3/04/24	6/17/24	105		Banco Macro	50	18,790,081	36.013	65.095		29.082	81	1,900m	683
					BBVA Banco Francés	50	34,208,707	19.781	35.530		15.748	80	2,439m	666
100							80						674
short	6/17/24	8/12/24	56		Heartland	50	286,394,717	4.257	4.685	3.829	-0.428	-10	2,316m	-50
					KakaoBank	50	10921,276,803	0.112	0.115	0.108	-0.003	-3	2,278m	-18
100							-7						-36
accum	5/15/06	8/12/24	7150	days out of 7283 invested (98%)							22,783,921		2,278m	88

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	5,644,328.94	1,611,181.44	19,773,346.66	14,129,017.72	250.32	50	125.16
	short	5/18/15	9/26/16	497	99,390.63	334.39	29,541,643.65	29,442,253.02	29,622.76		14,811.38	33,474.64
Eurobank Ergasias	short	3/18/13	9/23/13	189	2,214.49	497.98	9,847.69	7,633.20	344.69		172.35
	short	10/07/13	10/28/13	21	432.16	578.94	285.37	-146.79	-33.97		-16.98
	short	11/04/13	11/18/13	14	535.67	477.22	601.28	65.61	12.25		6.12
	short	12/09/13	4/13/15	490	458.81	72.95	2,885.44	2,426.63	528.90		264.45	774.45
Alpha Services	long	9/03/12	11/12/12	70	533.75	623.11		89.36	16.74		8.37
	short	5/18/15	9/26/16	497	106.71	11.48	991.60	884.88	829.22		414.61	457.69
Shinsei Bank	short	3/05/07	4/20/09	777	4.03	0.93	17.48	13.44	333.44		166.72
	short	11/02/09	9/06/10	308	0.89	0.52	1.53	0.63	70.59		35.29
	long	1/07/13	3/18/13	70	1.29	1.50		0.21	16.68		8.34	290.94
Bankia	short	11/12/12	1/07/13	56	398.54	212.41	747.74	349.20	87.62		43.81
	short	3/18/13	9/23/13	189	107.18	26.55	432.72	325.54	303.73		151.86	262.21
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	4.12	1.09	15.55	11.43	277.38		138.69	138.69
Yes Bank	short	5/06/19	11/11/19	189	1.62	0.71	3.67	2.05	126.63		63.32
	short	12/09/19	12/23/19	14	0.56	0.49	0.64	0.08	14.19		7.10
	short	1/20/20	6/22/20	154	0.44	0.26	0.74	0.30	69.26		34.63
	short	7/27/20	8/24/20	28	0.11	0.14	0.09	-0.02	-19.99		-10.00
	short	8/31/20	11/23/20	84	0.13	0.13	0.14	0.01	4.27		2.14	116.47
National Bank Greece	short	9/20/10	2/06/12	504	108,426.47	35,252.35	333,489.78	225,063.31	207.57		103.79	103.79
Credit Suisse	short	6/07/21	10/11/21	126	70.73	67.23	74.42	3.69	5.21		2.61
	short	12/12/22	12/26/22	14	23.03	21.26	24.95	1.92	8.34		4.17
	short	3/13/23	6/12/23	91	16.97	6.41	44.92	27.95	164.68		82.34	94.89
Banco Macro	long	9/06/10	9/20/10	14	27.00	31.43		4.43	16.40		8.20
	long	9/23/13	10/07/13	14	21.98	22.95		0.97	4.40		2.20
	long	10/28/13	11/04/13	7	25.52	24.26		-1.25	-4.92		-2.46
	long	11/18/13	12/09/13	21	24.11	23.12		-0.99	-4.11		-2.05
	long	9/26/16	10/17/16	21	50.79	53.92		3.14	6.17		3.09
	long	12/23/19	1/20/20	28	30.66	32.43		1.77	5.79		2.89
	long	12/26/22	3/13/23	77	21.18	24.92		3.73	17.63		8.82
	long	1/29/24	2/12/24	14	35.81	31.85		-3.96	-11.06		-5.53
	long	3/04/24	6/17/24	105	36.01	65.10		29.08	80.75		40.38	61.70
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	0.08	0.07	0.10	0.02	23.82		11.91
	short	11/04/13	11/18/13	14	0.07	0.07	0.07	0.00	0.11		0.05
	short	12/09/13	4/13/15	490	0.08	0.05	0.11	0.04	52.24		26.12	41.22
BBVA Banco Francés	long	9/23/13	10/07/13	14	21.13	21.63		0.51	2.40		1.20
	long	10/28/13	11/04/13	7	24.64	22.11		-2.53	-10.27		-5.14
	long	11/18/13	12/09/13	21	23.76	21.18		-2.58	-10.85		-5.43
	long	1/29/18	2/05/18	7	52.40	47.10		-5.30	-10.11		-5.05
	long	6/22/20	7/27/20	35	13.89	17.66		3.77	27.15		13.58
	long	8/24/20	8/31/20	7	13.56	13.76		0.20	1.48		0.74
	long	10/11/21	11/22/21	42	15.72	15.01		-0.71	-4.53		-2.26
	long	12/05/22	12/12/22	7	13.42	13.38		-0.05	-0.37		-0.19
	long	12/26/22	3/13/23	77	16.22	19.46		3.24	20.00		10.00
	long	1/29/24	2/12/24	14	22.17	19.16		-3.01	-13.57		-6.78
	long	3/04/24	6/17/24	105	19.78	35.53		15.75	79.61		39.81	37.94
Banco Popular	long	4/20/09	11/02/09	196	277.20	302.97		25.77	9.30		4.65
	short	11/12/12	1/07/13	56	40.74	28.82	57.59	16.85	41.36		20.68
	short	10/17/16	10/31/16	14	7.70	7.44	7.98	0.28	3.60		1.80
	short	11/14/16	11/28/16	14	7.44	6.23	8.87	1.43	19.29		9.65
	short	12/05/16	12/12/16	7	7.03	7.44	6.61	-0.41	-5.86		-2.93	36.84
Sberbank	long	9/04/06	3/05/07	182	80.65	139.92		59.27	73.49		36.74
	long	9/26/16	10/17/16	21	64.19	63.37		-0.82	-1.28		-0.64
	long	10/31/16	11/14/16	14	64.27	64.27		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	67.63	70.88		3.25	4.81		2.40
	long	12/12/16	3/13/17	91	82.19	77.00		-5.19	-6.31		-3.16	34.74
VTB Bank	short	2/05/18	3/11/19	399	11.78	7.90	17.56	5.78	49.09		24.54	24.54
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gentera	short	3/13/17	7/17/17	126	9.54	10.79	8.29	-1.25	-13.11		-6.55
	short	7/24/17	1/29/18	189	10.55	5.64	19.73	9.18	86.97		43.48
	short	2/05/18	3/11/19	399	5.48	5.50	5.46	-0.02	-0.37		-0.18
	short	8/31/20	11/23/20	84	2.24	2.62	1.86	-0.38	-17.01		-8.50	22.46
Shanghai Pudong	long	4/20/09	11/02/09	196	12.38	17.67		5.29	42.73		21.37	21.37
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
Umweltbank	short	2/12/24	3/04/24	21	57.28	47.06	69.72	12.44	21.71		10.86	10.86
Bank of America	long	11/28/16	12/05/16	7	140.11	152.43		12.31	8.79		4.39
	long	12/12/16	3/13/17	91	156.08	174.82		18.73	12.00		6.00	10.66
IndusInd Bank	long	11/23/20	6/07/21	196	7.52	9.00		1.48	19.75		9.88	9.88
Resona	short	11/02/09	9/06/10	308	0.78	0.66	0.93	0.15	18.67		9.33	9.33
Bank of East Asia	short	11/22/21	12/05/22	378	9.88	8.41	11.62	1.73	17.53		8.77	8.77
Indiabulls HF	short	12/09/19	12/23/19	14	2.57	2.91	2.22	-0.34	-13.37		-6.68
	short	1/20/20	6/22/20	154	2.95	2.26	3.86	0.91	30.75		15.37	7.66
Regional	long	9/03/12	11/12/12	70	22.40	24.87		2.47	11.03		5.52	5.52
Axis Bank	long	3/11/19	5/06/19	56	6.64	7.28		0.64	9.70		4.85	4.85
FinecoBank	long	6/22/20	7/27/20	35	96.36	105.15		8.79	9.12		4.56	4.56
Banco BPI	long	1/07/13	3/18/13	70	8.41	9.06		0.66	7.80		3.90	3.90
Cdn Imp Bk Comm	short	12/12/22	12/26/22	14	294.35	280.47	308.91	14.57	4.95		2.47	2.47
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
State Bank of India	long	9/06/10	9/20/10	14	4.36	4.55		0.20	4.48		2.24	2.24
Intesa Sanpaolo	long	9/04/06	3/05/07	182	49.58	51.53		1.95	3.93		1.97	1.97
ICICI Bank	long	11/11/19	12/09/19	28	4.86	5.22		0.35	7.28		3.64
	long	12/23/19	1/20/20	28	5.32	5.10		-0.22	-4.16		-2.08	1.48
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Montepio	long	7/17/17	7/24/17	7	7.76	7.86		0.10	1.29		0.65	0.65
Banco del Bajio	long	12/05/22	12/12/22	7	21.32	21.49		0.17	0.81		0.40	0.40
Triodos Groenfonds	short	5/15/06	9/04/06	112	582.71	580.88	584.54	1.83	0.31		0.16	0.16
Standard Chartered	long	10/31/16	11/14/16	14	59.00	59.00		0.00	0.00		0.00	0.00
Unicredit	short	4/09/12	9/03/12	147	125.88	127.75	124.02	-1.87	-1.48		-0.74	-0.74
UBI Banca	long	8/24/20	8/31/20	7	30.14	29.68		-0.45	-1.50		-0.75	-0.75
Banca Generali	long	11/11/19	12/09/19	28	239.07	233.70		-5.37	-2.25		-1.12	-1.12
KakaoBank	short	6/17/24	8/12/24	56	0.11	0.12	0.11	-0.00	-3.08		-1.54	-1.54
Commerzbank	long	7/17/17	7/24/17	7	85.75	82.92		-2.83	-3.30		-1.65	-1.65
Kotak Mahindra Bank	long	11/23/20	6/07/21	196	16.79	15.94		-0.85	-5.08		-2.54	-2.54
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	5.38	5.22	5.54	0.16	2.94		1.47
	short	6/17/24	8/12/24	56	4.26	4.69	3.83	-0.43	-10.05		-5.03	-3.63
Swedbank	short	5/15/06	9/04/06	112	208.86	227.90	189.82	-19.04	-9.12		-4.56	-4.56
Banco Popolare	short	12/05/16	12/12/16	7	14.79	16.40	13.17	-1.61	-10.91		-5.46	-5.46
Aozora Bank	long	2/06/12	4/09/12	63	1.72	1.65		-0.06	-3.66		-1.83
	short	5/06/19	11/11/19	189	1.65	1.82	1.49	-0.17	-10.18		-5.09	-6.83
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
Banco Sabadell	long	10/11/21	11/22/21	42	5.27	4.49		-0.78	-14.82		-7.41	-7.41
U.S. Bancorp	short	3/13/23	1/29/24	322	250.16	308.04	192.28	-57.88	-23.14		-11.57	-11.57
Banca Pop Mil	short	4/09/12	9/03/12	147	2.41	2.97	1.85	-0.56	-23.15		-11.58	-11.58
Bank of Ireland	long	2/06/12	4/09/12	63	36.00	26.03		-9.97	-27.69		-13.85	-13.85
Banco Comercial	short	10/17/16	10/31/16	14	1.49	1.55	1.43	-0.06	-4.17		-2.09
	short	11/14/16	11/28/16	14	1.55	1.56	1.54	-0.01	-0.62		-0.31
	short	3/13/17	7/17/17	126	1.18	1.89	0.46	-0.72	-60.83		-30.41
	long	1/29/18	2/05/18	7	2.58	2.33		-0.25	-9.77		-4.89	-35.40
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	23.52	43.75	3.29	-20.23	-86.00		-43.00	-43.00

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.


	is taking down something concerning