Share-o-matic - Portfolio

Fri, May 3rd, 2024, 23:47UTC

Assessment - Banks in Swiss Franc - 4/18/22 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	4/18/22	⇓ Δwk	1/17/22	prc diff	⇓ Δ13	∅-RS
	L	SOM Banks	260.274	18:00	-0.11	193.760		201.391	-7.631	-3.79	3.55
	L	Banco del Bajio	2.997	Tue	-5.34	2.500		1.727	0.773	44.74	43.99
		Banco de Valores	2.152	Tue	-2.08	0.298		0.232	0.066	28.57	22.07
		Woori Financial	10.814	06:30	1.07	11.671		11.367	0.305	2.68	20.37
	L	Resona	7.215	Thu	-2.24	4.125		4.089	0.036	0.88	10.15
	L	Bank of Ireland	10.297	15:35	-1.94	6.260		6.191	0.068	1.10	14.48
	L	HSBC	866.964	17:12	0.07	641.959		647.626	-5.667	-0.88	15.63
		Banco Comercial	0.331	15:35	-2.63	0.173		0.174	-0.001	-0.46	12.38
		National Australia B	23.880	06:10	0.35	22.804		19.418	3.386	17.44	19.93
	L	Fukuoka	30.851	Thu	-0.55	17.933		18.315	-0.381	-2.08	6.70
	L	Banco Sabadell	1.918	15:44	1.34	0.744		0.721	0.023	3.20	9.99
		Regional	7.342	Tue	1.19	6.145		4.928	1.216	24.68	20.24
	L	HSBC	8.349	08:08	0.14	6.411		6.453	-0.042	-0.66	15.89
	L	State Bank of India	10.297	10:00	0.17	6.310		6.324	-0.015	-0.23	13.88
	L	Banco BPM	6.223	15:35	-2.92	3.114		2.980	0.134	4.48	7.38
	L	Bank of China (HK)	2.919	08:08	-0.41	3.563		3.414	0.149	4.37	14.32
	L	United Overseas Bank	21.250	09:06	0.59	20.993		20.471	0.522	2.55	12.62
	L	Jyske Bank	77.910	14:59	-0.44	48.880		57.015	-8.135	-14.27	5.55
	L	Banco Macro	49.325	Tue	2.56	2.625		2.631	-0.005	-0.19	-0.24
	L	Unipol	8.476	15:35	-1.19	5.319		5.195	0.124	2.39	5.23
	L	Bankinter	7.523	15:35	-1.94	5.370		5.395	-0.024	-0.45	4.73
	L	American Express	219.395	Thu	0.45	174.081		153.868	20.213	13.14	12.26
	L	Chiba Bank	9.841	Thu	0.69	5.700		5.972	-0.272	-4.56	-0.58
	L	Bank of China	0.420	08:08	0.29	0.376		0.348	0.027	7.79	11.00
	L	Industrial Bank	2.498	Tue	0.66	3.214		2.953	0.261	8.83	11.91
		⇓instrument	freshest		⇓ Δday	4/18/22	⇓ Δwk	1/17/22	prc diff	⇓ Δ13	∅-RS
		Axis Bank	14.136	09:59	-0.73	9.893		8.768	1.125	12.83	8.70
	L	ICICI Bank	14.143	10:00	0.23	9.385		10.081	-0.696	-6.90	8.33
		Bank Montreal	92.312	Wed	0.30	107.041		109.471	-2.430	-2.22	10.02
	L	Standard Chartered	927.793	18:00	-0.13	624.755		657.609	-32.854	-5.00	5.09
		Commonwealth Bank	79.992	06:10	0.20	73.932		66.701	7.230	10.84	9.17
		UBS	24.590	15:30	1.24	16.685		17.980	-1.295	-7.20	6.44
	L	KB Financial	56.404	06:30	1.94	45.613		47.002	-1.389	-2.96	3.73
		Heartland	0.660	05:00	0.97	1.472		1.609	-0.137	-8.51	5.21
		Royal Bank CA	100.267	Wed	0.59	102.670		108.960	-6.290	-5.77	7.00
		IBK	10.454	06:30	0.44	8.457		8.179	0.277	3.39	2.11
	L	DBS Bank	24.709	09:04	0.25	22.879		24.419	-1.540	-6.31	6.25
	L	ICBC	0.515	08:08	1.18	0.572		0.551	0.020	3.70	5.92
		Toronto-Dominion	60.443	Wed	-1.11	70.113		76.086	-5.972	-7.85	5.39
	L	Commerzbank	13.960	15:40	-1.51	6.579		7.751	-1.172	-15.12	-1.67
		Sumitomo Mitsui Trst	24.154	Thu	-1.04	14.611		17.019	-2.408	-14.15	-6.17
	L	Unicaja Banco	1.294	15:35	-1.24	0.898		0.991	-0.093	-9.43	-1.78
	L	China Constr Bk HK	0.624	08:08	0.97	0.705		0.686	0.019	2.78	4.59
		Bank Nova Scotia	47.660	Wed	0.82	63.347		68.188	-4.841	-7.10	3.88
		ANZ Banking NZ	19.482	05:00	-2.54	19.018		18.889	0.130	0.69	0.93
	L	NatWest	374.804	16:11	0.59	269.121		316.201	-47.080	-14.89	-0.45
	L	Hang Seng Bank	12.641	08:08		18.191		18.256	-0.066	-0.36	3.53
	L	ABN AMRO	15.807	15:35	0.62	12.012		15.312	-3.300	-21.55	-3.36
	L	Banco Santander	4.610	15:43	-0.77	3.208		3.292	-0.085	-2.57	-3.24
		DNB	20.968	14:27	1.21	20.994		22.589	-1.595	-7.06	1.64
		Westpac Banking	18.341	06:10	1.50	16.737		14.157	2.580	18.23	3.20
		⇓instrument	freshest		⇓ Δday	4/18/22	⇓ Δwk	1/17/22	prc diff	⇓ Δ13	∅-RS
	L	Agricultural Bank	0.652	Tue	-0.23	0.451		0.425	0.026	6.10	4.08
		IndusInd Bank	18.374	10:00	-1.43	12.105		11.326	0.779	6.88	0.73
	L	OCBC	9.900	09:06	-0.42	8.292		8.343	-0.051	-0.62	1.84
		Danske Bank	26.492	14:59	-4.61	15.527		17.996	-2.469	-13.72	-4.60
		Aozora Bank	18.860	Thu	2.84	19.035		21.361	-2.326	-10.89	-9.17
		Cdn Imp Bk Comm	48.281	Wed	0.39	54.228		60.664	-6.436	-10.61	0.92
		ANZ Banking AU	19.771	06:10	0.89	19.035		18.937	0.098	0.52	1.11
		Ind and Comm Bk	0.805	Tue	0.93	0.700		0.670	0.030	4.51	1.91
	L	Deutsche Bank	15.525	15:41	1.45	11.168		12.535	-1.367	-10.91	-6.11
	L	BBVA Banco Francés	29.152	Tue	2.30	1.695		1.960	-0.266	-13.55	-11.40
	L	Suncorp-Metway	11.281	06:10	0.31	7.692		7.715	-0.023	-0.30	-0.25
	L	Wells Fargo	56.165	Wed	0.34	44.511		53.050	-8.539	-16.10	0.02
		Nordea Bank	12.546	15:29	-0.08	9.675		11.654	-1.979	-16.98	-8.31
	L	National Bank CA	83.555	Wed	1.00	70.397		75.267	-4.870	-6.47	-1.12
	S	Umweltbank	6.756	15:36	5.06	18.213		20.600	-2.387	-11.59	-7.38
		Nordea Bank	11.152	15:29	0.18	9.666		11.663	-1.997	-17.12	-8.40
		Kotak Mahindra Bank	19.154	10:00	-1.84	21.677		23.838	-2.161	-9.07	-3.85
	L	Lloyds Bank	64.122	17:50	0.23	55.274		68.793	-13.519	-19.65	-6.56
	S	Svenska Handelsbank	9.443	15:29	0.38	9.036		10.442	-1.406	-13.47	-10.05
	L	Banco Bilbao Viz	10.022	15:39	0.72	5.122		6.030	-0.908	-15.05	-9.60
	L	Mediobanca	13.711	15:36	0.94	9.412		10.858	-1.446	-13.32	-9.66
		Swedbank	20.863	15:29	1.39	15.349		18.532	-3.183	-17.17	-11.24
		HDFC Bank	18.819	09:59	-0.83	17.281		18.720	-1.439	-7.69	-6.66
	L	FinecoBank	14.647	15:35	0.66	14.148		16.584	-2.436	-14.69	-11.48
		Banca Mediolanum	10.358	15:35	-0.29	7.774		9.462	-1.689	-17.85	-12.12
		⇓instrument	freshest		⇓ Δday	4/18/22	⇓ Δwk	1/17/22	prc diff	⇓ Δ13	∅-RS
		U.S. Bancorp	38.736	Wed	1.03	49.767		57.792	-8.025	-13.89	-6.23
	L	Erste Group Bank	45.452	15:35	-0.89	32.540		46.540	-14.001	-30.08	-12.79
	L	Bank of America	34.867	Wed	-0.16	36.660		43.776	-7.115	-16.25	-6.64
		S.E.B	14.440	15:29	1.56	10.456		12.845	-2.389	-18.60	-13.94
	L	Banca Generali	37.464	15:35	-0.38	32.814		39.333	-6.519	-16.57	-13.53
	L	KBC	71.225	15:35	0.14	64.367		86.990	-22.622	-26.01	-14.13
	L	BNP Paribas	68.824	15:35	0.28	50.371		68.893	-18.521	-26.88	-14.47
	L	Unicredit	34.793	15:35	-2.02	9.773		14.219	-4.446	-31.27	-15.43
	L	BPER Banca	4.870	15:35	-2.94	1.595		2.019	-0.424	-21.02	-17.34
	L	BNY Mellon	53.277	Wed	-0.05	43.605		58.112	-14.506	-24.96	-11.81
	L	Societe Generale	24.883	15:39	-5.18	23.260		35.834	-12.574	-35.09	-18.29
	L	China Merchants Bank	5.087	Tue	-1.63	6.433		6.995	-0.562	-8.04	-11.70
	L	Intesa Sanpaolo	3.523	15:39	-3.13	2.005		2.688	-0.683	-25.40	-19.33
	L	China Merchants B HK	4.352	08:08	1.40	6.369		7.368	-1.000	-13.57	-15.26
		JP Morgan Chase	181.045	Wed	0.06	121.219		144.265	-23.046	-15.97	-14.84
	L	Credit Agricole	15.028	15:36	1.10	10.159		14.319	-4.160	-29.05	-21.33
	L	Citigroup	57.892	Wed	0.03	49.361		61.154	-11.793	-19.28	-19.33
		Raiffeisen Bank Int	16.941	15:35	-2.29	11.772		27.244	-15.472	-56.79	-44.67
	S	KakaoBank	19.363	06:30	2.02	34.746		34.637	0.108	0.31	-na-
Banks - 93 out of 93 instruments rated - 4/18/22 / 1/17/22 - 27 did rise, Market-Ratio(13) in CHF = 29.03 %

Technical Chart

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

1/06/20	scale up chart	4/29/24

Transactions Banks in Swiss Franc * 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	57	87.164	89.856	84.471	-2.693	-3	9,847	-10
					Swedbank	50	161	31.242	35.253	27.231	-4.011	-13	9,201	-36
100							-8						-24
long	9/04/06	3/05/07	182		Intesa Sanpaolo	50	599	7.670	8.099		0.429	6	9,457	12
					Sberbank	50	369	12.476	21.989		9.513	76	12,968	212
100							41						99
short	3/05/07	4/20/09	777		Shinsei Bank	50	10,232	0.634	0.159	2.530	1.897	299	32,376	92
					Sumitomo Mitsui Trst	50	10,011	0.648	0.186	2.252	1.604	248	48,436	80
100							274						86
long	4/20/09	11/02/09	196		Banco Popular	50	512	47.281	45.536		-1.746	-4	47,542	-7
					Shanghai Pudong	50	11,473	2.112	2.656		0.544	26	53,785	53
100							11						22
short	11/02/09	9/06/10	308		Resona	50	229,520	0.117	0.098	0.140	0.023	19	58,979	23
					Shinsei Bank	50	199,955	0.134	0.078	0.231	0.096	72	78,217	90
100							45						56
long	9/06/10	9/20/10	14		Banco Macro	50	9,692	4.035	4.717		0.683	17	84,833	5,786
					State Bank of India	50	60,055	0.651	0.683		0.032	5	86,769	253
100							11						1,396
short	9/20/10	2/06/12	504		Piraeus Financial	50	0	847,221.527	235,178.130	3,052,087.860	2,204,866.333	260	86,769	0
					National Bank Greece	50	5	16,274.962	5,145.654	51,475.358	35,200.396	216	262,771	130
100							216						130
long	2/06/12	4/09/12	63		Bank of Ireland	50	25,005	5.254	3.783		-1.472	-28	225,976	-85
					Aozora Bank	50	524,239	0.251	0.240		-0.010	-4	220,619	-21
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	314,574	0.351	0.448	0.253	-0.097	-28	190,023	-55
					Unicredit	50	6,029	18.295	19.258	17.331	-0.963	-5	184,216	-13
100							-17						-36
long	9/03/12	11/12/12	70		Regional	50	27,276	3.377	3.755		0.378	11	194,517	74
					Alpha Services	50	1,144	80.460	94.060		13.600	17	210,075	126
100							14						98
short	11/12/12	1/07/13	56		Banco Popular	50	17,079	6.150	4.230	8.942	2.792	45	257,763	1,047
					Bankia	50	1,745	60.160	31.174	116.096	55.936	93	355,371	7,159
100							69						2,979
long	1/07/13	3/18/13	70		Banco BPI	50	144,005	1.234	1.356		0.122	10	372,981	64
					Shinsei Bank	50	941,077	0.189	0.225		0.036	19	406,674	147
100							14						102
short	3/18/13	9/23/13	189		Bankia	50	12,678	16.038	4.022	63.949	47.911	299	1,014,087	1,346
					Eurobank Ergasias	50	613	331.371	75.451	1,455.340	1,123.969	339	1,703,080	1,642
100							319						1,490
long	9/23/13	10/07/13	14		Banco Macro	50	255,673	3.331	3.386		0.055	2	1,717,262	54
					BBVA Banco Francés	50	266,030	3.201	3.192		-0.009	0	1,714,862	-7
100							1						20
short	10/07/13	10/28/13	21		Banif	50	69,925,854	0.012	0.010	0.015	0.003	24	1,920,304	4,082
					Eurobank Ergasias	50	13,447	63.762	85.215	42.310	-21.453	-34	1,631,831	-100
100							-5						-58
long	10/28/13	11/04/13	7		Banco Macro	50	217,218	3.756	3.620		-0.136	-4	1,602,319	-85
					BBVA Banco Francés	50	224,959	3.627	3.299		-0.328	-9	1,528,518	-99
100							-6						-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	77,693,858	0.010	0.010	0.010	-0.000	0	1,525,659	-9
					Eurobank Ergasias	50	9,562	79.924	71.508	89.330	9.406	12	1,615,602	1,719
100							6						324
long	11/18/13	12/09/13	21		Banco Macro	50	223,591	3.613	3.391		-0.222	-6	1,565,958	-67
					BBVA Banco Francés	50	226,936	3.560	3.106		-0.454	-13	1,462,990	-91
100							-9						-82
short	12/09/13	4/13/15	490		Banif	50	66,435,540	0.011	0.008	0.016	0.005	42	1,767,890	30
					Eurobank Ergasias	50	10,871	67.287	11.475	394.551	327.264	486	5,325,573	273
100							264						162
long	4/13/15	5/18/15	35		Industrial Bank	50	818,219	3.254	2.650		-0.604	-19	4,830,974	-88
					China Everbright Bk	50	3,111,945	0.856	0.757		-0.099	-12	4,523,606	-72
100							-15						-82
short	5/18/15	9/26/16	497		Alpha Services	50	141,973	15.931	1.669	152.074	136.143	855	23,852,276	424
					Piraeus Financial	50	152	14,837.952	48.595	4,530,593.196	4,515,755.245	30,434	710m	6,581
100							15,623						4,003
long	9/26/16	10/17/16	21		Banco Macro	50	48,114,660	7.381	7.920		0.539	7	736m	241
					Sberbank	50	38,068,576	9.329	9.308		-0.021	0	735m	-4
100							4						83
short	10/17/16	10/31/16	14		Banco Comercial	50	1677,895,473	0.219	0.227	0.211	-0.008	-4	722m	-61
					Banco Popular	50	324,930,911	1.132	1.086	1.180	0.048	4	738m	196
100							0						10
long	10/31/16	11/14/16	14		Standard Chartered	50	42,852,446	8.611	8.611		0.000	0	738m	0
					Sberbank	50	39,337,926	9.381	9.381		0.000	0	738m	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	1626,457,452	0.227	0.229	0.225	-0.002	-1	735m	-20
					Banco Popular	50	339,944,260	1.086	0.912	1.292	0.206	19	805m	9,232
100							9						861
long	11/28/16	12/05/16	7		Bank of America	50	19,630,393	20.502	22.385		1.883	9	842m	9,673
					Sberbank	50	40,670,377	9.896	10.409		0.513	5	863m	1,298
100							7						3,630
short	12/05/16	12/12/16	7		Banco Popolare	50	198,642,007	2.172	2.408	1.935	-0.236	-11	816m	-100
					Banco Popular	50	418,127,878	1.032	1.092	0.972	-0.060	-6	791m	-96
100							-8						-99
long	12/12/16	3/13/17	91		Bank of America	50	17,251,222	22.916	25.485		2.569	11	835m	53
					Sberbank	50	32,761,127	12.067	11.226		-0.841	-7	807m	-25
100							2						9
short	3/13/17	7/17/17	126		Gentera	50	290,173,650	1.391	1.535	1.247	-0.144	-10	766m	-27
					Banco Comercial	50	2351,079,016	0.172	0.269	0.074	-0.098	-57	536m	-91
100							-34						-69
long	7/17/17	7/24/17	7		Commerzbank	50	21,971,069	12.196	11.629		-0.566	-5	523m	-92
					Montepio	50	242,913,373	1.103	1.102		-0.001	0	523m	-6
100							-2						-72
short	7/24/17	1/29/18	189		Gentera	50	176,749,160	1.480	0.835	2.622	1.142	77	725m	202
					Bank of Bejing	50	234,004,262	1.118	1.126	1.109	-0.008	-1	723m	-1
100							38						87
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	46,626,285	7.754	7.018		-0.736	-9	689m	-99
					Banco Comercial	50	945,994,457	0.382	0.347		-0.035	-9	656m	-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	401,448,509	0.817	0.820	0.813	-0.004	0	654m	0
					VTB Bank	50	186,788,196	1.755	1.178	2.615	0.859	49	815m	44
100							24						22
long	3/11/19	5/06/19	56		Industrial Bank	50	141,534,619	2.878	2.908		0.030	1	819m	7
					Axis Bank	50	411,557,866	0.990	1.095		0.105	11	862m	93
100							6						45
short	5/06/19	11/11/19	189		Aozora Bank	50	1733,654,233	0.249	0.258	0.239	-0.009	-4	846m	-7
					Yes Bank	50	1770,298,412	0.244	0.101	0.586	0.342	140	1,452m	444
100							68						173
long	11/11/19	12/09/19	28		Banca Generali	50	21,423,162	33.878	32.818		-1.060	-3	1,429m	-34
					ICICI Bank	50	1053,183,642	0.689	0.733		0.044	6	1,475m	122
100							2						23
short	12/09/19	12/23/19	14		Indiabulls HF	50	2046,246,535	0.360	0.407	0.314	-0.047	-13	1,379m	-97
					Yes Bank	50	9420,009,607	0.078	0.068	0.090	0.011	15	1,487m	3,390
100							1						24
long	12/23/19	1/20/20	28		Banco Macro	50	173,277,583	4.290	4.505		0.215	5	1,524m	89
					ICICI Bank	50	998,194,525	0.745	0.708		-0.036	-5	1,488m	-48
100							0						1
short	1/20/20	6/22/20	154		Indiabulls HF	50	1813,388,292	0.410	0.303	0.556	0.145	35	1,751m	105
					Yes Bank	50	12225,811,655	0.061	0.035	0.107	0.046	75	2,312m	279
100							55						184
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	620,681,941	1.862	2.323		0.460	25	2,598m	900
					FinecoBank	50	89,464,686	12.921	13.828		0.907	7	2,679m	103
100							16						364
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	432,976,296	3.093	5.760	0.426	-2.667	-86	1,524m	-100
					Yes Bank	50	88570,841,833	0.015	0.018	0.012	-0.003	-20	1,256m	-95
100							-53						-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	351,887,151	1.785	1.814		0.029	2	1,267m	133
					UBI Banca	50	158,317,250	3.968	3.914		-0.054	-1	1,258m	-51
100							0						8
short	8/31/20	11/23/20	84		Gentera	50	2126,992,272	0.296	0.364	0.227	-0.068	-23	1,113m	-68
					Yes Bank	50	35556,359,755	0.018	0.018	0.018	-0.000	-1	1,106m	-5
100							-12						-43
long	11/23/20	6/07/21	196		IndusInd Bank	50	530,009,699	1.043	1.263		0.219	21	1,222m	43
					Kotak Mahindra Bank	50	237,308,397	2.330	2.235		-0.095	-4	1,200m	-7
100							8						16
short	6/07/21	10/11/21	126		Credit Suisse	50	60,462,115	9.920	9.666	10.181	0.261	3	1,215m	8
					China Minsheng Bk	50	913,805,037	0.656	0.572	0.753	0.096	15	1,303m	49
100							9						27
long	10/11/21	11/22/21	42		BBVA Banco Francés	50	288,302,005	2.261	2.192		-0.069	-3	1,284m	-23
					Banco Sabadell	50	859,881,016	0.758	0.656		-0.102	-13	1,196m	-72
100							-8						-53
short	11/22/21	12/05/22	378		Bank of East Asia	50	414,227,232	1.443	1.139	1.830	0.386	27	1,356m	26
					China Minsheng Bk	50	1049,822,663	0.570	0.481	0.675	0.105	18	1,466m	18
100							23						22
long	12/05/22	12/12/22	7		BBVA Banco Francés	50	403,235,567	1.818	1.794		-0.024	-1	1,457m	-50
					Banco del Bajio	50	253,942,946	2.887	2.883		-0.004	0	1,455m	-7
100							-1						-32
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	235,586,189	3.089	2.846	3.353	0.264	9	1,518m	746
					Cdn Imp Bk Comm	50	18,431,577	39.483	37.550	41.514	2.032	5	1,555m	270
100							7						461
long	12/26/22	3/13/23	77		Banco Macro	50	274,174,628	2.836	3.314		0.478	17	1,686m	109
					BBVA Banco Francés	50	358,111,103	2.171	2.588		0.417	19	1,835m	130
100							18						119
short	3/13/23	6/12/23	91		Credit Suisse	50	406,596,146	2.257	0.817	6.235	3.978	176	3,453m	5,790
		1/29/24	322		U.S. Bancorp	50	27,582,922	33.270	37.094	29.446	-3.824	-11	3,347m	-13
100							82						98
long	1/29/24	2/12/24	14		Banco Macro	50	388,158,098	4.312	3.882		-0.429	-10	3,181m	-94
					BBVA Banco Francés	50	627,008,812	2.669	2.336		-0.334	-12	2,972m	-97
100							-11						-96
short	2/12/24	3/04/24	21		Umweltbank	50	212,753,520	6.984	5.780	8.438	1.454	21	3,281m	2,578
					Heartland	50	2266,417,677	0.656	0.642	0.670	0.014	2	3,313m	46
100							12						564
long	3/04/24	4/30/24	57		Banco Macro	50	374,565,348	4.423	6.166		1.743	39	3,966m	739
					BBVA Banco Francés	50	681,923,378	2.429	3.644		1.215	50	4,795m	1,242
100							45						966
accum	5/15/06	4/30/24	6563	days out of 6696 invested (98%)							47,946,734		4,795m	107

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	847,221.53	235,178.13	3,052,087.86	2,204,866.33	260.25	50	130.12
	short	5/18/15	9/26/16	497	14,837.95	48.60	4,530,593.20	4,515,755.24	30,433.82		15,216.91	35,147.79
Eurobank Ergasias	short	3/18/13	9/23/13	189	331.37	75.45	1,455.34	1,123.97	339.19		169.59
	short	10/07/13	10/28/13	21	63.76	85.22	42.31	-21.45	-33.64		-16.82
	short	11/04/13	11/18/13	14	79.92	71.51	89.33	9.41	11.77		5.88
	short	12/09/13	4/13/15	490	67.29	11.48	394.55	327.26	486.37		243.18	714.85
Alpha Services	long	9/03/12	11/12/12	70	80.46	94.06		13.60	16.90		8.45
	short	5/18/15	9/26/16	497	15.93	1.67	152.07	136.14	854.57		427.29	471.85
Shinsei Bank	short	3/05/07	4/20/09	777	0.63	0.16	2.53	1.90	299.36		149.68
	short	11/02/09	9/06/10	308	0.13	0.08	0.23	0.10	71.53		35.77
	long	1/07/13	3/18/13	70	0.19	0.22		0.04	18.96		9.48	271.12
Bankia	short	11/12/12	1/07/13	56	60.16	31.17	116.10	55.94	92.98		46.49
	short	3/18/13	9/23/13	189	16.04	4.02	63.95	47.91	298.73		149.36	265.29
Yes Bank	short	5/06/19	11/11/19	189	0.24	0.10	0.59	0.34	140.49		70.25
	short	12/09/19	12/23/19	14	0.08	0.07	0.09	0.01	14.60		7.30
	short	1/20/20	6/22/20	154	0.06	0.03	0.11	0.05	75.37		37.69
	short	7/27/20	8/24/20	28	0.02	0.02	0.01	-0.00	-19.98		-9.99
	short	8/31/20	11/23/20	84	0.02	0.02	0.02	-0.00	-1.08		-0.54	125.16
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	0.65	0.19	2.25	1.60	247.70		123.85	123.85
National Bank Greece	short	9/20/10	2/06/12	504	16,274.96	5,145.65	51,475.36	35,200.40	216.29		108.14	108.14
Credit Suisse	short	6/07/21	10/11/21	126	9.92	9.67	10.18	0.26	2.63		1.31
	short	12/12/22	12/26/22	14	3.09	2.85	3.35	0.26	8.54		4.27
	short	3/13/23	6/12/23	91	2.26	0.82	6.24	3.98	176.26		88.13	98.74
Sberbank	long	9/04/06	3/05/07	182	12.48	21.99		9.51	76.25		38.13
	long	9/26/16	10/17/16	21	9.33	9.31		-0.02	-0.22		-0.11
	long	10/31/16	11/14/16	14	9.38	9.38		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	9.90	10.41		0.51	5.19		2.59
	long	12/12/16	3/13/17	91	12.07	11.23		-0.84	-6.97		-3.49	36.61
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Macro	long	9/06/10	9/20/10	14	4.03	4.72		0.68	16.92		8.46
	long	9/23/13	10/07/13	14	3.33	3.39		0.06	1.67		0.83
	long	10/28/13	11/04/13	7	3.76	3.62		-0.14	-3.62		-1.81
	long	11/18/13	12/09/13	21	3.61	3.39		-0.22	-6.15		-3.07
	long	9/26/16	10/17/16	21	7.38	7.92		0.54	7.31		3.65
	long	12/23/19	1/20/20	28	4.29	4.50		0.21	5.01		2.50
	long	12/26/22	3/13/23	77	2.84	3.31		0.48	16.85		8.43
	long	1/29/24	2/12/24	14	4.31	3.88		-0.43	-9.96		-4.98
	long	3/04/24	4/30/24	57	4.42	6.17		1.74	39.41		19.70	36.39
Banif	short	10/07/13	10/28/13	21	0.01	0.01	0.02	0.00	23.96		11.98
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	-0.00	-0.37		-0.19
	short	12/09/13	4/13/15	490	0.01	0.01	0.02	0.00	41.68		20.84	35.06
Banco Popular	long	4/20/09	11/02/09	196	47.28	45.54		-1.75	-3.69		-1.85
	short	11/12/12	1/07/13	56	6.15	4.23	8.94	2.79	45.40		22.70
	short	10/17/16	10/31/16	14	1.13	1.09	1.18	0.05	4.25		2.12
	short	11/14/16	11/28/16	14	1.09	0.91	1.29	0.21	19.00		9.50
	short	12/05/16	12/12/16	7	1.03	1.09	0.97	-0.06	-5.84		-2.92	30.75
VTB Bank	short	2/05/18	3/11/19	399	1.76	1.18	2.61	0.86	48.96		24.48	24.48
BBVA Banco Francés	long	9/23/13	10/07/13	14	3.20	3.19		-0.01	-0.28		-0.14
	long	10/28/13	11/04/13	7	3.63	3.30		-0.33	-9.05		-4.52
	long	11/18/13	12/09/13	21	3.56	3.11		-0.45	-12.75		-6.37
	long	1/29/18	2/05/18	7	7.75	7.02		-0.74	-9.49		-4.75
	long	6/22/20	7/27/20	35	1.86	2.32		0.46	24.70		12.35
	long	8/24/20	8/31/20	7	1.79	1.81		0.03	1.63		0.82
	long	10/11/21	11/22/21	42	2.26	2.19		-0.07	-3.03		-1.52
	long	12/05/22	12/12/22	7	1.82	1.79		-0.02	-1.31		-0.66
	long	12/26/22	3/13/23	77	2.17	2.59		0.42	19.21		9.60
	long	1/29/24	2/12/24	14	2.67	2.34		-0.33	-12.50		-6.25
	long	3/04/24	4/30/24	57	2.43	3.64		1.21	50.00		25.00	21.04
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
China Minsheng Bk	short	6/07/21	10/11/21	126	0.66	0.57	0.75	0.10	14.69		7.35
	short	11/22/21	12/05/22	378	0.57	0.48	0.67	0.11	18.47		9.23	17.26
Gentera	short	3/13/17	7/17/17	126	1.39	1.54	1.25	-0.14	-10.35		-5.17
	short	7/24/17	1/29/18	189	1.48	0.84	2.62	1.14	77.19		38.60
	short	2/05/18	3/11/19	399	0.82	0.82	0.81	-0.00	-0.44		-0.22
	short	8/31/20	11/23/20	84	0.30	0.36	0.23	-0.07	-23.14		-11.57	15.96
Bank of East Asia	short	11/22/21	12/05/22	378	1.44	1.14	1.83	0.39	26.75		13.37	13.37
Shanghai Pudong	long	4/20/09	11/02/09	196	2.11	2.66		0.54	25.77		12.88	12.88
IndusInd Bank	long	11/23/20	6/07/21	196	1.04	1.26		0.22	21.04		10.52	10.52
Bank of America	long	11/28/16	12/05/16	7	20.50	22.39		1.88	9.19		4.59
	long	12/12/16	3/13/17	91	22.92	25.49		2.57	11.21		5.61	10.46
Umweltbank	short	2/12/24	3/04/24	21	6.98	5.78	8.44	1.45	20.82		10.41	10.41
Indiabulls HF	short	12/09/19	12/23/19	14	0.36	0.41	0.31	-0.05	-12.97		-6.49
	short	1/20/20	6/22/20	154	0.41	0.30	0.56	0.15	35.45		17.72	10.09
Resona	short	11/02/09	9/06/10	308	0.12	0.10	0.14	0.02	19.32		9.66	9.66
Regional	long	9/03/12	11/12/12	70	3.38	3.75		0.38	11.18		5.59	5.59
Axis Bank	long	3/11/19	5/06/19	56	0.99	1.09		0.11	10.62		5.31	5.31
Banco BPI	long	1/07/13	3/18/13	70	1.23	1.36		0.12	9.91		4.96	4.96
FinecoBank	long	6/22/20	7/27/20	35	12.92	13.83		0.91	7.02		3.51	3.51
Intesa Sanpaolo	long	9/04/06	3/05/07	182	7.67	8.10		0.43	5.59		2.79	2.79
Cdn Imp Bk Comm	short	12/12/22	12/26/22	14	39.48	37.55	41.51	2.03	5.15		2.57	2.57
State Bank of India	long	9/06/10	9/20/10	14	0.65	0.68		0.03	4.95		2.48	2.48
Heartland	short	2/12/24	3/04/24	21	0.66	0.64	0.67	0.01	2.19		1.09	1.09
ICICI Bank	long	11/11/19	12/09/19	28	0.69	0.73		0.04	6.31		3.16
	long	12/23/19	1/20/20	28	0.74	0.71		-0.04	-4.87		-2.44	0.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Standard Chartered	long	10/31/16	11/14/16	14	8.61	8.61		0.00	0.00		0.00	0.00
Montepio	long	7/17/17	7/24/17	7	1.10	1.10		-0.00	-0.12		-0.06	-0.06
Banco del Bajio	long	12/05/22	12/12/22	7	2.89	2.88		-0.00	-0.14		-0.07	-0.07
Bank of Bejing	short	7/24/17	1/29/18	189	1.12	1.13	1.11	-0.01	-0.75		-0.38	-0.38
UBI Banca	long	8/24/20	8/31/20	7	3.97	3.91		-0.05	-1.35		-0.68	-0.68
Triodos Groenfonds	short	5/15/06	9/04/06	112	87.16	89.86	84.47	-2.69	-3.09		-1.54	-1.54
Banca Generali	long	11/11/19	12/09/19	28	33.88	32.82		-1.06	-3.13		-1.56	-1.56
Kotak Mahindra Bank	long	11/23/20	6/07/21	196	2.33	2.24		-0.09	-4.06		-2.03	-2.03
Commerzbank	long	7/17/17	7/24/17	7	12.20	11.63		-0.57	-4.64		-2.32	-2.32
Unicredit	short	4/09/12	9/03/12	147	18.29	19.26	17.33	-0.96	-5.26		-2.63	-2.63
Aozora Bank	long	2/06/12	4/09/12	63	0.25	0.24		-0.01	-4.08		-2.04
	short	5/06/19	11/11/19	189	0.25	0.26	0.24	-0.01	-3.82		-1.91	-3.91
Banco Popolare	short	12/05/16	12/12/16	7	2.17	2.41	1.94	-0.24	-10.88		-5.44	-5.44
U.S. Bancorp	short	3/13/23	1/29/24	322	33.27	37.09	29.45	-3.82	-11.49		-5.75	-5.75
China Everbright Bk	long	4/13/15	5/18/15	35	0.86	0.76		-0.10	-11.54		-5.77	-5.77
Swedbank	short	5/15/06	9/04/06	112	31.24	35.25	27.23	-4.01	-12.84		-6.42	-6.42
Banco Sabadell	long	10/11/21	11/22/21	42	0.76	0.66		-0.10	-13.49		-6.74	-6.74
Industrial Bank	long	4/13/15	5/18/15	35	3.25	2.65		-0.60	-18.57		-9.29
	long	3/11/19	5/06/19	56	2.88	2.91		0.03	1.05		0.53	-8.81
Banca Pop Mil	short	4/09/12	9/03/12	147	0.35	0.45	0.25	-0.10	-27.74		-13.87	-13.87
Bank of Ireland	long	2/06/12	4/09/12	63	5.25	3.78		-1.47	-28.01		-14.00	-14.00
Banco Comercial	short	10/17/16	10/31/16	14	0.22	0.23	0.21	-0.01	-3.53		-1.77
	short	11/14/16	11/28/16	14	0.23	0.23	0.22	-0.00	-0.87		-0.44
	short	3/13/17	7/17/17	126	0.17	0.27	0.07	-0.10	-56.90		-28.45
	long	1/29/18	2/05/18	7	0.38	0.35		-0.03	-9.16		-4.58	-33.23
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	3.09	5.76	0.43	-2.67	-86.22		-43.11	-43.11

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