Share-o-matic - Assessment Banks

Assessment - Banks - 11/23/20 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	11/23/20	⇓ Δwk	8/24/20	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Banks	202.955	Fri	-0.08	162.914		144.297	18.617	12.90	USD	8.55
	S	IndusInd Bank	951.150	Fri	0.59	849.750		529.150	320.600	60.59	INR	38.96
		Kotak Mahindra Bank	1,914.200	Fri	-2.55	1,897.850		1,387.250	510.600	36.81	INR	35.23
		HDFC Bank	1,513.550	Fri	-0.80	1,394.600		1,117.050	277.550	24.85	INR	29.42
		Bank of Ireland	4.791	Fri	-3.33	2.754		1.855	0.899	48.46	EUR	26.99
		Banco BPM	2.547	Fri	-0.27	1.867		1.438	0.429	29.83	EUR	26.10
		Deutsche Bank	10.742	Fri	-1.65	9.274		8.135	1.139	14.00	EUR	26.10
	S	China Merchants Bank	51.250	Fri	0.71	45.400		37.500	7.900	21.07	CNY	25.92
		BBVA Banco Francés	231.850	Fri	-2.54	154.650		144.500	10.150	7.02	ARS	24.38
		UBS	16.140	Fri	-0.77	13.295		11.190	2.105	18.81	CHF	23.43
		KB Financial	57,000.000	Fri	3.64	46,450.000		36,950.000	9,500.000	25.71	KRW	22.05
	S	Axis Bank	673.000	Fri	-0.46	595.600		445.800	149.800	33.60	INR	21.88
		Commerzbank	6.382	Fri	-0.30	5.242		4.720	0.522	11.06	EUR	21.20
		Banco Santander MX	25.980	Fri	-0.19	20.760		14.410	6.350	44.07	MXN	20.86
		Swedbank	183.760	Fri	-0.69	156.740		145.700	11.040	7.58	SEK	19.10
		ICICI Bank	716.300	Fri	-0.84	468.250		380.350	87.900	23.11	INR	18.63
		Bank Montreal	137.980	Fri	2.35	94.840		76.850	17.990	23.41	CAD	18.61
		Regional	99.110	Fri	-1.65	80.800		56.030	24.770	44.21	MXN	18.22
		National Australia B	27.960	Fri	1.30	22.740		17.540	5.200	29.65	AUD	18.13
		HDFC	2,771.650	Fri	-1.29	2,250.800		1,829.850	420.950	23.00	INR	17.94
		NatWest	216.800	Fri	-0.23	158.100		113.350	44.750	39.48	GBP	17.78
	S	Industrial Bank	18.300	Fri	-0.38	19.940		15.850	4.090	25.80	CNY	17.13
		FinecoBank	15.400	Fri	0.36	12.685		13.050	-0.365	-2.80	EUR	16.78
		DBS Bank	31.470	Fri	-0.25	25.070		20.790	4.280	20.59	SGD	16.15
		Banca Mediolanum	8.440	Fri	0.52	7.595		6.680	0.915	13.70	EUR	15.78
		⇓instrument	freshest		⇓ Δday	11/23/20	⇓ Δwk	8/24/20	prc diff	⇓ Δ13	Curr	∅-RS
		DNB	202.600	Fri	0.05	159.000		144.000	15.000	10.42	NOK	15.77
	S	Banco Bilbao Viz	4.790	Fri	0.37	3.630		2.484	1.146	46.14	EUR	15.49
	S	ANZ Banking AU	27.030	Fri	1.27	22.280		18.210	4.070	22.35	AUD	15.20
	S	Credit Suisse	8.842	Fri	-0.63	11.410		10.180	1.230	12.08	CHF	14.90
		BNP Paribas	56.170	Fri	-0.50	41.490		36.285	5.205	14.34	EUR	14.41
		Cdn Imp Bk Comm	140.100	Fri	2.05	109.610		98.990	10.620	10.73	CAD	14.40
		Umweltbank	19.650	Fri	-0.25	13.350		12.050	1.300	10.79	EUR	14.39
	S	ANZ Banking NZ	28.090	Fri	0.83	23.420		19.880	3.540	17.81	NZD	13.88
		Commonwealth Bank	96.610	Fri	0.74	79.600		68.950	10.650	15.45	AUD	13.78
		National Bank CA	96.110	Fri	-0.47	72.090		67.630	4.460	6.59	CAD	13.77
		Banco del Bajio	36.940	Fri	-1.81	24.020		17.230	6.790	39.41	MXN	13.71
		American Express	155.940	Fri	-0.53	116.090		99.330	16.760	16.87	USD	13.44
	L	China Everbright Bk	3.410	Fri	0.59	4.400		3.860	0.540	13.99	CNY	13.23
	S	Chiba Bank	675.000	Fri	3.21	615.000		550.000	65.000	11.82	JPY	13.18
		KBC	74.000	Fri	-1.20	58.300		48.260	10.040	20.80	EUR	12.73
		Danske Bank	112.100	Fri	0.13	103.000		100.350	2.650	2.64	DKK	12.68
		Nordea Bank	10.370	Fri	-2.45	7.165		6.711	0.454	6.77	EUR	12.29
		JP Morgan Chase	158.290	Fri	-1.81	117.870		100.060	17.810	17.80	USD	11.68
		S.E.B	131.600	Fri	-1.02	91.420		86.560	4.860	5.61	SEK	11.61
		Royal Bank CA	128.640	Fri	0.39	105.600		98.940	6.660	6.73	CAD	11.23
		State Bank of India	473.150	Fri	-0.81	238.700		201.450	37.250	18.49	INR	11.05
	L	Woori Financial	12,750.000	Fri	2.00	10,050.000		8,680.000	1,370.000	15.78	KRW	10.77
	L	Toronto-Dominion	95.590	Fri	-0.94	69.800		64.010	5.790	9.05	CAD	9.99
	S	Fukuoka	1,898.000	Fri	3.43	1,915.000		1,711.000	204.000	11.92	JPY	9.86
		Nordea Bank	107.240	Fri	-1.38	73.600		69.640	3.960	5.69	SEK	9.30
		⇓instrument	freshest		⇓ Δday	11/23/20	⇓ Δwk	8/24/20	prc diff	⇓ Δ13	Curr	∅-RS
	S	Shizuoka Bank	810.000	Fri	0.25	783.000		729.000	54.000	7.41	JPY	9.24
		Mediobanca	9.806	Fri	-0.14	7.540		7.196	0.344	4.78	EUR	9.08
		IBK	10,850.000	Fri	2.36	9,510.000		8,280.000	1,230.000	14.86	KRW	8.96
	S	OCBC	11.290	Fri	-0.09	10.110		8.610	1.500	17.42	SGD	8.51
		United Overseas Bank	26.320	Fri	0.46	23.130		19.850	3.280	16.52	SGD	8.42
		Banca Generali	37.490	Fri	0.59	27.540		25.940	1.600	6.17	EUR	7.61
		Credit Agricole	12.240	Fri	-0.41	9.312		8.574	0.738	8.61	EUR	7.22
		Bank Nova Scotia	83.920	Fri	-0.86	63.870		56.480	7.390	13.08	CAD	6.89
	S	Westpac Banking	20.700	Fri	1.17	19.930		17.110	2.820	16.48	AUD	6.74
		Lloyds Bank	46.480	Fri	-0.95	37.200		28.600	8.600	30.07	GBP	6.61
		Erste Group Bank	38.650	Fri	0.73	23.690		20.400	3.290	16.13	EUR	6.38
		Banco Macro	314.450	Fri	-1.96	235.000		243.750	-8.750	-3.59	ARS	6.30
		U.S. Bancorp	55.590	Fri	-1.78	43.090		36.750	6.340	17.25	USD	5.68
		Heartland	2.300	Fri	2.68	1.410		1.190	0.220	18.49	NZD	5.54
		ABN AMRO	12.422	Fri	-1.82	9.350		8.108	1.242	15.32	EUR	5.25
	S	Intesa Sanpaolo	2.147	Fri	-0.05	1.863		1.839	0.024	1.32	EUR	5.08
		Unipol	4.650	Fri	-0.66	3.992		4.106	-0.114	-2.78	EUR	5.02
		Bank of America	43.870	Fri	-2.27	27.390		25.690	1.700	6.62	USD	4.62
	S	Bank of China (HK)	24.250	Fri	1.25	24.650		22.400	2.250	10.04	HKD	3.88
	L	Aareal Bank	29.360	Fri	1.10	19.710		18.760	0.950	5.06	EUR	3.35
	S	Banco Santander	2.764	Fri	-1.04	2.355		1.898	0.457	24.05	EUR	3.23
		Unicredit	11.130	Fri	1.09	8.757		8.297	0.460	5.54	EUR	1.83
		Sberbank	15.250	Fri	-2.56	10.900		10.520	0.380	3.61	EUR	1.40
		Societe Generale	28.365	Fri	-0.53	16.554		13.838	2.716	19.63	EUR	1.25
		Indiabulls HF	256.450	Fri	0.02	177.850		202.400	-24.550	-12.13	INR	1.01
		⇓instrument	freshest		⇓ Δday	11/23/20	⇓ Δwk	8/24/20	prc diff	⇓ Δ13	Curr	∅-RS
	S	Citigroup	62.760	Fri	-1.65	53.300		51.060	2.240	4.39	USD	0.53
	S	Resona	430.000	Fri	1.82	383.200		376.400	6.800	1.81	JPY	0.20
		Banco Comercial	0.143	Fri	-1.58	0.113		0.103	0.010	9.31	EUR	0.02
		BNY Mellon	54.880	Fri	-2.26	38.550		36.400	2.150	5.91	USD	-0.40
	S	Suncorp-Metway	10.820	Fri	0.74	9.690		9.470	0.220	2.32	AUD	-1.05
		Banco Sabadell	0.581	Fri	-2.91	0.411		0.330	0.082	24.76	EUR	-1.32
		Sumitomo Mitsui Trst	3,723.000	Fri	1.94	3,205.000		2,944.000	261.000	8.87	JPY	-1.57
	S	Bankinter	4.337	Fri	-1.16	4.305		4.593	-0.288	-6.27	EUR	-1.76
		Svenska Handelsbank	95.500	Fri	-1.08	85.860		87.840	-1.980	-2.25	SEK	-2.22
	S	China Constr Bk HK	5.330	Fri	1.33	5.900		5.790	0.110	1.90	HKD	-2.23
	S	Bank of East Asia	11.600	Fri	0.69	16.200		17.660	-1.460	-8.27	HKD	-2.46
	S	Hang Seng Bank	142.900	Fri	1.06	131.500		122.700	8.800	7.17	HKD	-2.50
		Raiffeisen Bank Int	26.380	Fri	0.30	15.930		15.090	0.840	5.57	EUR	-2.54
	S	HSBC	44.850	Fri	1.93	39.350		33.900	5.450	16.08	HKD	-3.07
		Ind and Comm Bk	4.610	Fri		5.070		4.990	0.080	1.60	CNY	-3.37
	S	Standard Chartered	425.900	Fri	-0.51	441.900		398.700	43.200	10.84	GBP	-3.57
		Agricultural Bank	2.930	Fri		3.240		3.230	0.010	0.31	CNY	-4.17
	S	Bank of China	2.760	Fri	0.73	2.710		2.610	0.100	3.83	HKD	-5.12
	L	Bank of China	3.060	Fri	0.33	3.250		3.320	-0.070	-2.11	CNY	-5.90
		HSBC	429.700	Fri	-0.44	384.000		338.000	46.000	13.61	GBP	-6.48
	L	Shinsei Bank	1,964.000	Fri	0.51	1,308.000		1,166.000	142.000	12.18	JPY	-6.60
	S	Shanghai Pudong	8.590	Fri	0.12	9.900		10.460	-0.560	-5.35	CNY	-6.81
	S	ICBC	4.360	Fri	1.40	4.590		4.610	-0.020	-0.43	HKD	-7.93
	L	Bank of Comm	4.620	Fri	0.22	4.640		4.760	-0.120	-2.52	CNY	-8.44
	L	China Minsheng Bk	3.920	Fri	0.26	5.230		5.580	-0.350	-6.27	CNY	-8.76
		⇓instrument	freshest		⇓ Δday	11/23/20	⇓ Δwk	8/24/20	prc diff	⇓ Δ13	Curr	∅-RS
		Bank of Communicats	4.750	Fri	-0.21	4.180		4.240	-0.060	-1.42	HKD	-9.43
		Aozora Bank	2,576.000	Fri	2.47	1,850.000		1,825.000	25.000	1.37	JPY	-11.99
		Wells Fargo	47.750	Fri	-2.37	26.300		24.490	1.810	7.39	USD	-12.34
		VTB Bank	1.130	Fri	0.89	0.769		0.771	-0.001	-0.19	EUR	-13.82
		Gentera	11.510	Fri	0.96	8.020		7.530	0.490	6.51	MXN	-19.02
		Yes Bank	12.550	Fri	-0.40	14.550		14.800	-0.250	-1.69	INR	-34.08
	S	BPER Banca	1.698	Fri	-0.93	1.516		2.340	-0.824	-35.21	EUR	-34.40
		Postal Savings Bank	5.250	Fri	-0.38	4.830		4.690	0.140	2.99	CNY	-na-
Banks - 107 out of 107 instruments rated - 11/23/20 / 8/24/20 - 91 did rise, Market-Ratio(13) = 85.05 %

Technical Chart

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

1/02/17	scale up chart	11/29/21

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	0	EUR	642,906.000	194,700.000	2,122,897.405	1,479,991.405	230	113,135	0
					National Bank Greece	50	9	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	324,219	116
100							190							116
long	2/06/12	4/09/12	63		Bank of Ireland	50	37,266	EUR	4.350	3.150		-1.200	-28	279,500	-85
					Aozora Bank	50	7,756	JPY	20.900	21.400		0.500	2	283,378	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	485,236	EUR	0.292	0.373	0.211	-0.081	-28	244,074	-55
					Unicredit	50	9,300	EUR	15.234	16.036	14.432	-0.802	-5	236,616	-13
100							-17							-36
long	9/03/12	11/12/12	70		Regional	50	2,536	MXN	46.650	52.240		5.590	12	250,792	80
					Alpha Bank	50	1,765	EUR	67.000	78.000		11.000	16	270,207	121
100							14							100
short	11/12/12	1/07/13	56		Banco Popular	50	26,490	EUR	5.100	3.500	7.431	2.331	46	331,966	1,063
					Bankia	50	2,708	EUR	49.888	25.796	96.481	46.593	93	458,138	7,262
100							70							3,023
long	1/07/13	3/18/13	70		Banco BPI	50	224,357	EUR	1.021	1.105		0.084	8	476,984	51
					Shinsei Bank	50	12,726	JPY	18.000	22.800		4.800	27	538,069	243
100							17							131
short	3/18/13	9/23/13	189		Bankia	50	20,587	EUR	13.068	3.252	52.513	39.445	302	1,350,125	1,367
					Eurobank Ergasias	50	996	EUR	270.000	61.000	1,195.082	925.082	343	2,271,507	1,669
100							322							1,515
long	9/23/13	10/07/13	14		Banco Macro	50	55,267	ARS	20.550	21.800		1.250	6	2,340,591	366
					BBVA Banco Francés	50	57,507	ARS	19.750	20.550		0.800	4	2,386,596	182
100							5							263
short	10/07/13	10/28/13	21		Banif	50	119,329,821	EUR	0.010	0.008	0.013	0.003	25	2,684,921	4,735
					Eurobank Ergasias	50	22,948	EUR	52.000	69.000	35.000	-17.000	-33	2,294,805	-100
100							-4							-49
long	10/28/13	11/04/13	7		Banco Macro	50	46,453	ARS	24.700	23.650		-1.050	-4	2,246,029	-90
					BBVA Banco Francés	50	48,109	ARS	23.850	21.550		-2.300	-10	2,135,379	-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	133,461,163	EUR	0.008	0.008	0.008	0.000	0	2,135,379	0
					Eurobank Ergasias	50	16,425	EUR	65.000	58.000	72.845	7.845	12	2,264,229	1,851
100							6							361
long	11/18/13	12/09/13	21		Banco Macro	50	47,667	ARS	23.750	23.800		0.050	0	2,266,613	4
					BBVA Banco Francés	50	48,381	ARS	23.400	21.800		-1.600	-7	2,189,203	-71
100							-3							-44
short	12/09/13	4/13/15	490		Banif	50	121,622,400	EUR	0.009	0.008	0.011	0.002	20	2,408,124	15
					Eurobank Ergasias	50	19,901	EUR	55.000	11.100	272.523	217.523	395	6,737,039	229
100							208							131
long	4/13/15	5/18/15	35		Industrial Bank	50	162,809	CNY	20.690	17.750		-2.940	-14	6,258,380	-80
					China Everbright Bk	50	619,213	CNY	5.440	5.070		-0.370	-7	6,029,272	-52
100							-11							-69
short	5/18/15	9/26/16	497		Alpha Bank	50	198,331	EUR	15.200	1.530	151.007	135.807	893	32,963,910	440
					Piraeus Bank	50	212	EUR	14,157.000	44.550	4,498,780.000	4,484,623.000	31,678	984m	6,780
100							16,251							4,123
long	9/26/16	10/17/16	21		Banco Macro	50	4,263,996	ARS	115.350	121.300		5.950	5	1,009m	140
					Sberbank	50	57,513,101	EUR	8.552	8.554		0.002	0	1,009m	0
100							3							56
short	10/17/16	10/31/16	14		Banco Comercial	50	2505,436,417	EUR	0.201	0.209	0.194	-0.007	-4	991m	-62
					Banco Popular	50	485,187,398	EUR	1.040	0.999	1.083	0.043	4	1,011m	185
100							0							6
long	10/31/16	11/14/16	14		Standard Chartered	50	71,032,944	GBP	7.119	7.119		0.000	0	1,011m	0
					Sberbank	50	58,575,643	EUR	8.633	8.633		0.000	0	1,011m	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	2421,855,989	EUR	0.209	0.214	0.204	-0.005	-2	1,000m	-45
					Banco Popular	50	506,189,720	EUR	0.999	0.851	1.173	0.174	17	1,088m	6,433
100							8							570
long	11/28/16	12/05/16	7		Bank of America	50	26,756,259	USD	20.330	22.160		1.830	9	1,137m	8,850
					Sberbank	50	58,920,574	EUR	9.232	9.615		0.383	4	1,159m	733
100							7							2,667
short	12/05/16	12/12/16	7		Banco Popolare	50	288,993,027	EUR	2.006	2.234	1.778	-0.228	-11	1,094m	-100
					Banco Popular	50	608,310,612	EUR	0.953	1.013	0.893	-0.060	-6	1,057m	-97
100							-9							-99
long	12/12/16	3/13/17	91		Bank of America	50	23,375,740	USD	22.610	25.300		2.690	12	1,120m	57
					Sberbank	50	47,210,852	EUR	11.195	10.460		-0.735	-7	1,085m	-24
100							3							11
short	3/13/17	7/17/17	126		Gentera	50	20,030,117	MXN	27.090	28.070	26.110	-0.980	-4	1,066m	-10
					Banco Comercial	50	3391,349,214	EUR	0.160	0.244	0.076	-0.084	-53	781m	-88
100							-28							-61
long	7/17/17	7/24/17	7		Commerzbank	50	35,343,091	EUR	11.045	10.555		-0.490	-4	763m	-91
					Montepio	50	390,755,210	EUR	0.999	1.000		0.001	0	764m	5
100							-2							-68
short	7/24/17	1/29/18	189		Gentera	50	13,801,979	MXN	27.670	16.600	46.122	18.452	67	1,018m	168
					Bank of Bejing	50	47,917,286	CNY	7.970	7.610	8.347	0.377	5	1,037m	9
100							36							80
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	3,199,207	ARS	162.000	146.250		-15.750	-10	986m	-100
					Banco Comercial	50	1572,903,476	EUR	0.330	0.299		-0.031	-9	938m	-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	28,852,624	MXN	16.250	15.850	16.660	0.410	3	950m	2
					VTB Bank	50	310,500,100	EUR	1.510	1.040	2.192	0.682	45	1,161m	41
100							24							22
long	3/11/19	5/06/19	56		Industrial Bank	50	30,088,808	CNY	19.300	19.340		0.040	0	1,163m	1
					Axis Bank	50	8,267,568	INR	70.240	74.745		4.505	6	1,200m	50
100							3							24
short	5/06/19	11/11/19	189		Aozora Bank	50	22,146,123	JPY	27.090	28.340	25.840	-1.250	-5	1,172m	-9
					Yes Bank	50	36,086,526	INR	16.625	7.300	37.862	21.237	128	1,939m	390
100							62							153
long	11/11/19	12/09/19	28		Banca Generali	50	31,368,172	EUR	30.900	30.020		-0.880	-3	1,911m	-31
					ICICI Bank	50	19,510,397	INR	49.680	52.650		2.970	6	1,969m	113
100							2							22
short	12/09/19	12/23/19	14		Indiabulls HF	50	38,016,893	INR	25.895	29.590	22.200	-3.695	-14	1,828m	-98
					Yes Bank	50	175,012,886	INR	5.625	4.965	6.373	0.748	13	1,959m	2,489
100							0							-12
long	12/23/19	1/20/20	28		Banco Macro	50	3,756,287	ARS	260.800	278.150		17.350	7	2,024m	132
					ICICI Bank	50	18,097,912	INR	54.130	52.570		-1.560	-3	1,996m	-32
100							2							28
short	1/20/20	6/22/20	154		Indiabulls HF	50	32,789,396	INR	30.440	24.220	38.257	7.817	26	2,253m	72
					Yes Bank	50	221,065,175	INR	4.515	2.775	7.346	2.831	63	2,878m	217
100							44							138
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	10,463,038	ARS	137.550	182.050		44.500	32	3,344m	1,760
					FinecoBank	50	118,843,182	EUR	12.110	12.785		0.675	6	3,424m	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	598,637,439	EUR	2.860	5.360	0.360	-2.500	-87	1,928m	-100
					Yes Bank	50	1391,953,722	INR	1.230	1.480	0.980	-0.250	-20	1,580m	-95
100							-54							-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	5,465,827	ARS	144.500	149.050		4.550	3	1,604m	404
					UBI Banca	50	213,925,277	EUR	3.692	3.630		-0.062	-2	1,591m	-59
100							1							46
short	8/31/20	11/23/20	84		Gentera	50	110,809,907	MXN	7.180	8.020	6.340	-0.840	-12	1,498m	-42
					Yes Bank	50	554,435,637	INR	1.435	1.455	1.415	-0.020	-1	1,487m	-6
100							-7							-25
long	11/23/20	6/07/21	196		IndusInd Bank	50	8,749,992	INR	84.975	102.520		17.545	21	1,641m	42
					Kotak Mahindra Bank	50	3,917,752	INR	189.785	181.490		-8.295	-4	1,608m	-8
100							8							16
short	6/07/21	10/11/21	126		Credit Suisse	50	81,052,524	CHF	9.920	9.666	10.181	0.261	3	1,629m	8
					China Minsheng Bk	50	171,803,644	CNY	4.680	3.980	5.503	0.823	18	1,771m	60
100							10							32
long	10/11/21	11/22/21	42		BBVA Banco Francés	50	3,673,493	ARS	241.000	236.100		-4.900	-2	1,753m	-16
					Banco Sabadell	50	1252,564,025	EUR	0.707	0.626		-0.081	-11	1,651m	-65
100							-7							-46
short	11/22/21	12/03/21	11		Bank of East Asia	50	68,456,312	HKD	12.060	11.600	12.538	0.478	4	1,684m	263
					China Minsheng Bk	50	211,687,985	CNY	3.900	3.920	3.880	-0.020	-1	1,680m	-16
100							2							76
accum	5/15/06	12/03/21	5682	days out of 5815 invested (98%)								16,796,583		1,680m	117

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	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 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	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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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
	long	12/23/19	1/20/20	28	260.80	278.15		17.35	6.65		3.33	16.95
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
IndusInd Bank	long	11/23/20	6/07/21	196	84.98	102.52		17.55	20.65		10.32	10.32
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	12/03/21	11	3.90	3.92	3.88	-0.02	-0.51		-0.26	8.51
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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	4.22
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
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
Bank of East Asia	short	11/22/21	12/03/21	11	12.06	11.60	12.54	0.48	3.97		1.98	1.98
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
Credit Suisse	short	6/07/21	10/11/21	126	9.92	9.67	10.18	0.26	2.63		1.31	1.31
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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
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
Multitude	short	7/27/20	8/24/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

Annotations

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)
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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