Wed, Dec 10th, 2025, 0:40UTC
Assessment - Banks - 2/12/24 - RS = 13
⇐
⇓ instrument
freshest
⇓ Δday
2/12/24
Δwk
11/13/23
prc diff
⇓ Δ13
Curr
⇓ ∅-RS
SOM Banks
274.067
8/12/24
0.22
246.458
224.945
21.513
9.56
USD
10.25
BBVA Banco Francés
4,025.000
8/12/24
0.75
2,217.000
1,174.450
1,042.550
88.77
ARS
131.23
Banco Macro
6,680.000
8/12/24
0.91
3,685.000
1,669.100
2,015.900
120.78
ARS
187.13
L
NatWest
334.600
8/12/24
0.48
207.700
196.400
11.300
5.75
GBP
-12.33
Banco Sabadell
1.788
8/12/24
0.45
1.143
1.285
-0.142
-11.05
EUR
4.14
L
Unipol
8.975
8/12/24
0.06
5.792
5.398
0.394
7.30
EUR
14.22
Banco Comercial
0.378
8/12/24
0.16
0.260
0.288
-0.027
-9.53
EUR
6.65
L
Lloyds Bank
56.800
8/12/24
-0.28
41.400
42.020
-0.620
-1.48
GBP
-7.88
BPER Banca
4.765
8/12/24
-0.27
3.553
3.529
0.024
0.68
EUR
25.72
Bankinter
7.294
8/12/24
0.19
5.730
6.264
-0.534
-8.52
EUR
-2.38
Banco de Valores
341.000
8/12/24
-0.15
268.000
128.500
139.500
108.56
ARS
131.63
Standard Chartered
722.000
8/12/24
0.92
581.600
628.400
-46.800
-7.45
GBP
-13.34
Intesa Sanpaolo
3.471
8/12/24
0.54
2.824
2.603
0.221
8.49
EUR
13.66
KB Financial
82,500.000
8/12/24
0.73
67,600.000
52,900.000
14,700.000
27.79
KRW
31.87
Mediobanca
14.030
8/12/24
0.94
11.590
11.700
-0.110
-0.94
EUR
6.49
L
China Constr Bk HK
5.550
8/12/24
1.46
4.610
4.470
0.140
3.13
HKD
-1.66
Unicaja Banco
1.150
8/12/24
-0.86
0.957
1.020
-0.064
-6.23
EUR
-2.94
L
HDFC Bank
1,660.100
8/12/24
0.60
1,390.000
1,488.800
-98.800
-6.64
INR
-13.11
L
Bank of China (HK)
22.300
8/12/24
18.680
20.850
-2.170
-10.41
HKD
-16.90
ICICI Bank
1,172.800
8/12/24
0.10
996.100
934.450
61.650
6.60
INR
5.97
Suncorp-Metway
16.840
8/12/24
1.38
14.310
13.220
1.090
8.25
AUD
7.67
Commerzbank
12.420
8/12/24
0.89
10.580
10.975
-0.395
-3.60
EUR
2.01
JP Morgan Chase
206.190
8/12/24
0.19
175.790
145.780
30.010
20.59
USD
19.69
Agricultural Bank
4.640
8/12/24
0.65
3.960
3.620
0.340
9.39
CNY
14.08
L
ICBC
4.480
8/12/24
2.05
3.830
3.720
0.110
2.96
HKD
-1.45
⇓ instrument
freshest
⇓ Δday
2/12/24
Δwk
11/13/23
prc diff
⇓ Δ13
Curr
⇓ ∅-RS
Unicredit
34.570
8/12/24
0.38
29.570
24.645
4.925
19.98
EUR
38.96
Erste Group Bank
46.100
8/12/24
0.37
39.610
34.580
5.030
14.55
EUR
17.59
Sumitomo Mitsui Trst
3,320.000
8/09/24
2.72
2,855.000
2,739.000
116.000
4.24
JPY
8.38
Ind and Comm Bk
5.990
8/12/24
1.18
5.160
4.760
0.400
8.40
CNY
9.30
L
Bank of China
3.400
8/12/24
1.19
2.940
2.810
0.130
4.63
HKD
1.04
Westpac Banking
28.220
8/12/24
0.61
24.500
20.800
3.700
17.79
AUD
12.63
L
State Bank of India
812.600
8/12/24
-1.42
707.900
581.350
126.550
21.77
INR
22.51
L
Hang Seng Bank
91.900
8/12/24
0.38
80.300
87.350
-7.050
-8.07
HKD
-20.80
Bank of Ireland
9.412
8/12/24
-0.93
8.234
8.562
-0.328
-3.83
EUR
-8.63
BNY Mellon
63.270
8/12/24
-0.80
55.620
45.400
10.220
22.51
USD
21.66
Cdn Imp Bk Comm
69.690
8/12/24
-0.36
61.280
52.150
9.130
17.51
CAD
8.14
L
Bank of America
38.170
8/12/24
-0.29
33.620
27.700
5.920
21.37
USD
13.14
ABN AMRO
15.290
8/12/24
0.92
13.480
12.385
1.095
8.84
EUR
-3.64
L
Royal Bank CA
148.760
8/12/24
-0.72
131.480
116.880
14.600
12.49
CAD
4.10
Resona
903.800
8/09/24
3.93
800.000
781.400
18.600
2.38
JPY
9.50
L
Commonwealth Bank
130.530
8/12/24
0.76
115.730
101.310
14.420
14.23
AUD
13.40
Deutsche Bank
13.308
8/12/24
0.14
11.874
10.606
1.268
11.96
EUR
14.35
American Express
237.050
8/12/24
-0.34
212.260
154.340
57.920
37.53
USD
28.25
National Bank CA
114.420
8/12/24
0.39
102.600
87.110
15.490
17.78
CAD
5.97
L
Axis Bank
1,164.300
8/12/24
1.89
1,046.700
1,025.350
21.350
2.08
INR
8.67
Banco Santander
4.089
8/12/24
-0.24
3.705
3.650
0.055
1.51
EUR
5.83
National Australia B
35.990
8/12/24
1.01
32.650
28.900
3.750
12.98
AUD
14.76
Banca Generali
38.080
8/12/24
0.74
34.560
32.400
2.160
6.67
EUR
8.03
FinecoBank
14.435
8/12/24
0.94
13.130
12.015
1.115
9.28
EUR
1.31
BNP Paribas
59.250
8/12/24
54.170
55.790
-1.620
-2.90
EUR
-7.45
⇓ instrument
freshest
⇓ Δday
2/12/24
Δwk
11/13/23
prc diff
⇓ Δ13
Curr
⇓ ∅-RS
L
Aozora Bank
2,365.000
8/09/24
3.28
2,163.500
3,060.000
-896.500
-29.30
JPY
-21.78
Banco BPM
5.782
8/12/24
-0.31
5.308
5.320
-0.012
-0.23
EUR
22.60
Credit Agricole
13.205
8/12/24
0.57
12.230
11.742
0.488
4.16
EUR
6.31
L
China Merchants B HK
32.500
8/12/24
30.250
28.950
1.300
4.49
HKD
-8.90
Citigroup
57.840
8/12/24
53.920
42.700
11.220
26.28
USD
17.13
OCBC
13.830
8/12/24
0.29
12.950
12.970
-0.020
-0.15
SGD
2.51
Wells Fargo
52.060
8/12/24
-1.33
48.920
40.770
8.150
19.99
USD
14.39
S
DNB
214.700
8/12/24
0.14
201.800
203.200
-1.400
-0.69
NOK
-0.34
L
HSBC
643.900
8/12/24
0.22
608.400
607.900
0.500
0.08
GBP
0.27
KBC
66.580
8/12/24
-0.21
62.980
51.040
11.940
23.39
EUR
3.69
L
HSBC
64.350
8/12/24
0.63
61.350
57.750
3.600
6.23
HKD
3.44
DBS Bank
33.980
8/12/24
1.22
32.540
33.170
-0.630
-1.90
SGD
-0.33
L
United Overseas Bank
29.290
8/12/24
0.58
28.140
27.400
0.740
2.70
SGD
-0.80
L
Kotak Mahindra Bank
1,772.550
8/12/24
0.16
1,709.550
1,748.200
-38.650
-2.21
INR
-5.61
Banca Mediolanum
10.230
8/12/24
1.29
9.898
8.386
1.512
18.03
EUR
18.04
China Merchants Bank
32.120
8/12/24
-0.65
31.400
29.820
1.580
5.30
CNY
-2.82
ANZ Banking NZ
30.050
8/12/24
0.13
29.600
26.900
2.700
10.04
NZD
11.53
L
Industrial Bank
16.280
8/12/24
-0.55
16.050
14.960
1.090
7.29
CNY
0.19
UBS
24.850
8/12/24
0.44
24.500
21.870
2.630
12.03
CHF
18.84
Danske Bank
198.450
8/12/24
0.15
195.700
166.950
28.750
17.22
DKK
22.03
S.E.B
150.700
8/12/24
-0.10
148.950
124.000
24.950
20.12
SEK
19.14
U.S. Bancorp
41.470
8/12/24
-1.43
41.070
34.000
7.070
20.79
USD
13.32
Woori Financial
14,750.000
8/12/24
0.55
14,610.000
12,400.000
2,210.000
17.82
KRW
20.75
Fukuoka
3,639.000
8/09/24
5.30
3,614.000
3,720.000
-106.000
-2.85
JPY
15.66
ANZ Banking AU
28.220
8/12/24
0.93
28.040
24.700
3.340
13.52
AUD
14.13
⇓ instrument
freshest
⇓ Δday
2/12/24
Δwk
11/13/23
prc diff
⇓ Δ13
Curr
⇓ ∅-RS
IBK
13,480.000
8/12/24
0.37
13,410.000
11,570.000
1,840.000
15.90
KRW
24.38
Jyske Bank
519.000
8/12/24
0.48
520.200
470.800
49.400
10.49
DKK
3.64
Chiba Bank
1,073.000
8/09/24
3.22
1,079.500
1,087.500
-8.000
-0.74
JPY
9.79
Nordea Bank
119.800
8/12/24
-0.13
120.540
117.860
2.680
2.27
SEK
1.46
S
Toronto-Dominion
78.510
8/12/24
0.19
79.890
82.590
-2.700
-3.27
CAD
-3.34
L
Nordea Bank
10.420
8/12/24
-0.19
10.736
10.168
0.568
5.59
EUR
3.73
Swedbank
207.100
8/12/24
-0.86
214.200
182.150
32.050
17.60
SEK
12.62
Banco Bilbao Viz
8.924
8/12/24
0.27
9.250
8.004
1.246
15.57
EUR
27.86
Bank Nova Scotia
61.490
8/12/24
-3.42
63.780
59.150
4.630
7.83
CAD
-0.73
Societe Generale
20.520
8/12/24
0.44
21.715
21.660
0.055
0.25
EUR
-6.97
IndusInd Bank
1,350.850
8/12/24
0.08
1,447.150
1,509.600
-62.450
-4.14
INR
8.92
S
Bank Montreal
111.850
8/12/24
-0.10
126.190
107.740
18.450
17.12
CAD
6.01
S
Heartland
1.060
8/12/24
0.95
1.220
1.650
-0.430
-26.06
NZD
-25.17
S
Svenska Handelsbank
102.150
8/12/24
0.29
120.750
96.800
23.950
24.74
SEK
24.98
Raiffeisen Bank Int
16.610
8/12/24
1.59
19.880
15.430
4.450
28.84
EUR
35.16
S
Regional
127.000
8/12/24
-0.39
165.100
139.000
26.100
18.78
MXN
19.56
S
Banco del Bajio
52.060
8/12/24
0.64
67.790
56.220
11.570
20.58
MXN
17.58
L
Umweltbank
5.640
8/12/24
-1.40
7.400
7.760
-0.360
-4.64
EUR
-22.29
S
KakaoBank
21,850.000
8/12/24
1.39
29,700.000
23,250.000
6,450.000
27.74
KRW
18.87
Banks - 93 out of 93 instruments rated - 2/12/24 / 11/13/23 - 68 did rise, Market-Ratio(13) = 73.12 %
Technical Chart
Transactions Banks * S13 - 73/79 (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
9/04/06
3/05/07
182
- cash -
3/05/07
4/20/09
777
Shinsei Bank
50
77
JPY
60.800
13.500
273.825
213.025
350
25,843
103
Sumitomo Mitsui Trst
50
76
JPY
62.150
15.850
243.699
181.549
292
39,641
90
100
321
96
4/20/09
11/02/09
196
- cash -
11/02/09
9/06/10
308
Resona
50
1,928
JPY
10.280
8.140
12.983
2.703
26
44,851
32
Shinsei Bank
50
1,679
JPY
11.800
6.500
21.422
9.622
82
61,006
103
100
54
67
9/06/10
9/20/10
14
- cash -
9/20/10
2/06/12
504
Piraeus Financial
50
0
EUR
642,906.000
194,700.000
2,122,897.405
1,479,991.405
230
61,006
0
National Bank Greece
50
4
EUR
12,350.100
4,260.000
35,803.984
23,453.884
190
154,821
116
100
190
116
2/06/12
4/09/12
63
- cash -
4/09/12
9/03/12
147
Banca Pop Mil
50
265,105
EUR
0.292
0.373
0.211
-0.081
-28
133,348
-55
Unicredit
50
5,081
EUR
15.234
16.036
14.432
-0.802
-5
129,273
-13
100
-17
-36
9/03/12
11/12/12
70
- cash -
11/12/12
1/07/13
56
Banco Popular
50
12,673
EUR
5.100
3.500
7.431
2.331
46
158,819
1,063
Bankia
50
1,295
EUR
49.888
25.796
96.481
46.593
93
219,156
7,262
100
70
3,023
1/07/13
3/18/13
70
- cash -
3/18/13
9/23/13
189
Bankia
50
8,385
EUR
13.068
3.252
52.513
39.445
302
549,903
1,367
Eurobank Ergasias
50
405
EUR
270.000
61.000
1,195.082
925.082
343
924,562
1,669
100
322
1,514
9/23/13
10/07/13
14
- cash -
10/07/13
10/28/13
21
Banif
50
46,228,081
EUR
0.010
0.008
0.013
0.003
25
1,040,132
4,735
Eurobank Ergasias
50
8,890
EUR
52.000
69.000
35.000
-17.000
-33
889,002
-100
100
-4
-49
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield
10/28/13
11/04/13
7
- cash -
11/04/13
11/18/13
14
Banif
50
55,562,614
EUR
0.008
0.008
0.008
0.000
0
889,002
0
Eurobank Ergasias
50
6,838
EUR
65.000
58.000
72.845
7.845
12
942,645
1,851
100
6
361
11/18/13
12/09/13
21
- cash -
12/09/13
4/13/15
490
Banif
50
52,369,143
EUR
0.009
0.008
0.011
0.002
20
1,036,909
15
Eurobank Ergasias
50
8,569
EUR
55.000
11.100
272.523
217.523
395
2,900,859
229
100
208
131
4/13/15
5/18/15
35
- cash -
5/18/15
9/26/16
497
Alpha Services
50
95,423
EUR
15.200
1.530
151.007
135.807
893
15,859,923
440
Piraeus Financial
50
102
EUR
14,157.000
44.550
4,498,780.000
4,484,623.000
31,678
473m
6,780
100
16,252
4,123
9/26/16
10/17/16
21
- cash -
10/17/16
10/31/16
14
Banco Comercial
50
1175,003,646
EUR
0.201
0.209
0.194
-0.007
-4
465m
-62
Banco Popular
50
227,543,975
EUR
1.040
0.999
1.083
0.043
4
474m
185
100
0
6
10/31/16
11/14/16
14
- cash -
11/14/16
11/28/16
14
Banco Comercial
50
1135,805,962
EUR
0.209
0.214
0.204
-0.005
-2
469m
-45
Banco Popular
50
237,393,678
EUR
0.999
0.851
1.173
0.174
17
510m
6,433
100
8
570
11/28/16
12/05/16
7
- cash -
12/05/16
12/12/16
7
Banco Popolare
50
127,170,878
EUR
2.006
2.234
1.778
-0.228
-11
481m
-100
Banco Popular
50
267,686,025
EUR
0.953
1.013
0.893
-0.060
-6
465m
-97
100
-9
-99
12/12/16
3/13/17
91
- cash -
3/13/17
7/17/17
126
Gentera
50
8,585,334
MXN
27.090
28.070
26.110
-0.980
-4
457m
-10
Banco Comercial
50
1453,604,649
EUR
0.160
0.244
0.076
-0.084
-53
335m
-88
100
-28
-61
7/17/17
7/24/17
7
- cash -
7/24/17
1/29/18
189
Gentera
50
6,046,928
MXN
27.670
16.600
46.122
18.452
67
446m
168
Bank of Bejing
50
20,993,541
CNY
7.970
7.610
8.347
0.377
5
454m
9
100
36
80
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield
1/29/18
2/05/18
7
- cash -
2/05/18
3/11/19
399
Gentera
50
13,973,252
MXN
16.250
15.850
16.660
0.410
3
460m
2
VTB Bank
50
150,374,416
EUR
1.510
1.040
2.192
0.682
45
562m
41
100
24
22
3/11/19
5/06/19
56
- cash -
5/06/19
11/11/19
189
Aozora Bank
50
10,381,628
JPY
27.090
28.340
25.840
-1.250
-5
549m
-9
Yes Bank
50
16,916,592
INR
16.625
7.300
37.862
21.237
128
909m
390
100
62
153
11/11/19
12/09/19
28
- cash -
12/09/19
12/23/19
14
Indiabulls HF
50
17,546,866
INR
25.895
29.590
22.200
-3.695
-14
844m
-98
Yes Bank
50
80,777,974
INR
5.625
4.965
6.373
0.748
13
904m
2,489
100
0
-12
12/23/19
1/20/20
28
- cash -
1/20/20
6/22/20
154
Indiabulls HF
50
14,854,044
INR
30.440
24.220
38.257
7.817
26
1,020m
72
Yes Bank
50
100,145,542
INR
4.515
2.775
7.346
2.831
63
1,304m
217
100
44
138
6/22/20
7/27/20
35
- cash -
7/27/20
8/24/20
28
Multitude
50
227,962,631
EUR
2.860
5.360
0.360
-2.500
-87
734m
-100
Yes Bank
50
530,059,455
INR
1.230
1.480
0.980
-0.250
-20
602m
-95
100
-54
-100
8/24/20
8/31/20
7
- cash -
8/31/20
11/23/20
84
Gentera
50
41,888,914
MXN
7.180
8.020
6.340
-0.840
-12
566m
-42
Yes Bank
50
209,590,530
INR
1.435
1.455
1.415
-0.020
-1
562m
-6
100
-7
-25
11/23/20
6/07/21
196
- cash -
6/07/21
10/11/21
126
Credit Suisse
50
28,333,987
CHF
9.920
9.666
10.181
0.261
3
570m
8
China Minsheng Bk
50
60,058,368
CNY
4.680
3.980
5.503
0.823
18
619m
60
100
10
32
10/11/21
11/22/21
42
- cash -
11/22/21
12/05/22
378
Bank of East Asia
50
25,661,982
HKD
12.060
9.390
15.489
3.429
28
707m
27
China Minsheng Bk
50
79,354,750
CNY
3.900
3.550
4.285
0.385
10
737m
10
100
19
18
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield
12/05/22
12/12/22
7
- cash -
12/12/22
12/26/22
14
Credit Suisse
50
119,371,802
CHF
3.089
2.846
3.353
0.264
9
769m
746
Cdn Imp Bk Comm
50
6,401,727
CAD
57.600
54.720
60.632
3.032
5
788m
281
100
7
469
12/26/22
3/13/23
77
- cash -
3/13/23
6/12/23
91
Credit Suisse
50
174,648,829
CHF
2.257
0.817
6.235
3.978
176
1,483m
5,790
1/29/24
322
U.S. Bancorp
50
10,787,695
USD
36.540
42.950
30.130
-6.410
-18
1,414m
-20
100
79
94
1/29/24
2/12/24
14
- cash -
2/12/24
3/04/24
21
Umweltbank
50
95,539,608
EUR
7.400
6.020
9.096
1.696
23
1,576m
3,513
Heartland
50
579,502,541
NZD
1.220
1.190
1.251
0.031
3
1,594m
54
100
13
702
3/04/24
6/17/24
105
- cash -
6/17/24
8/12/24
56
Heartland
50
830,155,580
NZD
0.960
1.060
0.860
-0.100
-10
1,511m
-51
KakaoBank
50
37,503,499
KRW
21.250
21.850
20.650
-0.600
-3
1,488m
-17
100
-7
-36
accum 5/15/06
8/12/24 5735
days out of 7282 invested (79%)
14,883,711
1,488m
113
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 2/06/12 504 642,906.00 194,700.00 2,122,897.41 1,479,991.41 230.20 50 115.10
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 3/18/13 9/23/13 189 270.00 61.00 1,195.08 925.08 342.62 171.31
10/07/13 10/28/13 21 52.00 69.00 35.00 -17.00 -32.69 -16.35
11/04/13 11/18/13 14 65.00 58.00 72.84 7.84 12.07 6.03
12/09/13 4/13/15 490 55.00 11.10 272.52 217.52 395.50 197.75 616.56
Alpha Services 5/18/15 9/26/16 497 15.20 1.53 151.01 135.81 893.46 446.73 446.73
Shinsei Bank 3/05/07 4/20/09 777 60.80 13.50 273.83 213.03 350.37 175.19
11/02/09 9/06/10 308 11.80 6.50 21.42 9.62 81.54 40.77 287.38
Bankia 11/12/12 1/07/13 56 49.89 25.80 96.48 46.59 93.39 46.70
3/18/13 9/23/13 189 13.07 3.25 52.51 39.45 301.84 150.92 268.10
Sumitomo Mitsui Trst 3/05/07 4/20/09 777 62.15 15.85 243.70 181.55 292.11 146.06 146.06
Yes Bank 5/06/19 11/11/19 189 16.63 7.30 37.86 21.24 127.74 63.87
12/09/19 12/23/19 14 5.63 4.97 6.37 0.75 13.29 6.65
1/20/20 6/22/20 154 4.52 2.78 7.35 2.83 62.70 31.35
7/27/20 8/24/20 28 1.23 1.48 0.98 -0.25 -20.33 -10.16
8/31/20 11/23/20 84 1.44 1.46 1.42 -0.02 -1.39 -0.70 104.78
Credit Suisse 6/07/21 10/11/21 126 9.92 9.67 10.18 0.26 2.63 1.31
12/12/22 12/26/22 14 3.09 2.85 3.35 0.26 8.54 4.27
3/13/23 6/12/23 91 2.26 0.82 6.24 3.98 176.26 88.13 98.74
National Bank Greece 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
Banco Popular 11/12/12 1/07/13 56 5.10 3.50 7.43 2.33 45.71 22.86
10/17/16 10/31/16 14 1.04 1.00 1.08 0.04 4.11 2.05
11/14/16 11/28/16 14 1.00 0.85 1.17 0.17 17.39 8.69
12/05/16 12/12/16 7 0.95 1.01 0.89 -0.06 -6.30 -3.15 31.99
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Gentera 3/13/17 7/17/17 126 27.09 28.07 26.11 -0.98 -3.62 -1.81
7/24/17 1/29/18 189 27.67 16.60 46.12 18.45 66.69 33.34
2/05/18 3/11/19 399 16.25 15.85 16.66 0.41 2.52 1.26
8/31/20 11/23/20 84 7.18 8.02 6.34 -0.84 -11.70 -5.85 24.83
Banif 10/07/13 10/28/13 21 0.01 0.01 0.01 0.00 25.00 12.50
11/04/13 11/18/13 14 0.01 0.01 0.01 0.00 0.00 0.00
12/09/13 4/13/15 490 0.01 0.01 0.01 0.00 20.00 10.00 23.75
VTB Bank 2/05/18 3/11/19 399 1.51 1.04 2.19 0.68 45.19 22.60 22.60
Bank of East Asia 11/22/21 12/05/22 378 12.06 9.39 15.49 3.43 28.43 14.22 14.22
China Minsheng Bk 6/07/21 10/11/21 126 4.68 3.98 5.50 0.82 17.59 8.79
11/22/21 12/05/22 378 3.90 3.55 4.28 0.38 9.86 4.93 14.16
Resona 11/02/09 9/06/10 308 10.28 8.14 12.98 2.70 26.29 13.14 13.14
Umweltbank 2/12/24 3/04/24 21 7.40 6.02 9.10 1.70 22.92 11.46 11.46
Indiabulls HF 12/09/19 12/23/19 14 25.90 29.59 22.20 -3.70 -14.27 -7.13
1/20/20 6/22/20 154 30.44 24.22 38.26 7.82 25.68 12.84 4.79
Cdn Imp Bk Comm 12/12/22 12/26/22 14 57.60 54.72 60.63 3.03 5.26 2.63 2.63
Bank of Bejing 7/24/17 1/29/18 189 7.97 7.61 8.35 0.38 4.73 2.37 2.37
Triodos Groenfonds 5/15/06 9/04/06 112 56.30 56.90 55.70 -0.60 -1.07 -0.53 -0.53
KakaoBank 6/17/24 8/12/24 56 21.25 21.85 20.65 -0.60 -2.82 -1.41 -1.41
Aozora Bank 5/06/19 11/11/19 189 27.09 28.34 25.84 -1.25 -4.61 -2.31 -2.31
Unicredit 4/09/12 9/03/12 147 15.23 16.04 14.43 -0.80 -5.26 -2.63 -2.63
Heartland 2/12/24 3/04/24 21 1.22 1.19 1.25 0.03 2.52 1.26
6/17/24 8/12/24 56 0.96 1.06 0.86 -0.10 -10.42 -5.21 -4.01
Swedbank 5/15/06 9/04/06 112 189.00 208.50 169.50 -19.50 -10.32 -5.16 -5.16
Banco Popolare 12/05/16 12/12/16 7 2.01 2.23 1.78 -0.23 -11.37 -5.68 -5.68
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
U.S. Bancorp 3/13/23 1/29/24 322 36.54 42.95 30.13 -6.41 -17.54 -8.77 -8.77
Banca Pop Mil 4/09/12 9/03/12 147 0.29 0.37 0.21 -0.08 -27.74 -13.87 -13.87
Banco Comercial 10/17/16 10/31/16 14 0.20 0.21 0.19 -0.01 -3.67 -1.84
11/14/16 11/28/16 14 0.21 0.21 0.20 -0.00 -2.25 -1.13
3/13/17 7/17/17 126 0.16 0.24 0.08 -0.08 -52.50 -26.25 -28.42
Multitude 7/27/20 8/24/20 28 2.86 5.36 0.36 -2.50 -87.41 -43.71 -43.71
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