Share-o-matic - Portfolio

Thu, May 2nd, 2024, 23:37UTC

Assessment - Banks - 2/19/24 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	2/19/24	⇓ Δwk	11/20/23	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	276.103	17:23	0.30	250.611		229.077	21.534	9.40	USD	11.96
	L	Banco Macro	5,936.900	Tue	2.56	3,592.700		1,727.500	1,865.200	107.97	ARS	173.08
	L	BBVA Banco Francés	3,508.800	Tue	2.30	2,174.550		1,227.250	947.300	77.19	ARS	121.35
		Banco de Valores	259.000	Tue	-2.08	252.500		121.750	130.750	107.39	ARS	114.53
	L	Unicredit	34.900	15:35	0.93	29.810		25.210	4.600	18.25	EUR	38.96
	L	Unipol	8.430	15:35	0.12	7.000		5.346	1.654	30.94	EUR	37.65
		Raiffeisen Bank Int	17.040	15:35	-1.96	19.890		15.790	4.100	25.97	EUR	34.82
	L	KB Financial	72,300.000	06:30	-4.37	68,800.000		53,900.000	14,900.000	27.64	KRW	33.78
	L	State Bank of India	830.050	10:00	0.46	759.250		563.750	195.500	34.68	INR	30.74
		IBK	13,600.000	06:30	-2.51	14,020.000		11,620.000	2,400.000	20.65	KRW	29.48
	L	American Express	231.460	Wed	-1.10	212.560		163.850	48.710	29.73	USD	28.10
	S	Svenska Handelsbank	95.640	15:29	-0.56	123.500		98.940	24.560	24.82	SEK	27.55
		Woori Financial	13,980.000	06:30	-1.76	15,060.000		12,490.000	2,570.000	20.58	KRW	24.21
	L	Banco Bilbao Viz	9.784	15:43	-3.89	9.026		8.286	0.740	8.93	EUR	24.10
	L	BPER Banca	4.931	15:37	0.82	3.516		3.541	-0.025	-0.71	EUR	23.72
		JP Morgan Chase	191.860	Wed	0.06	179.030		153.290	25.740	16.79	USD	21.44
	L	Wells Fargo	59.520	Wed	0.34	51.910		42.790	9.120	21.31	USD	21.35
		S.E.B	144.550	15:29	-0.52	152.100		126.400	25.700	20.33	SEK	21.29
	L	BNY Mellon	56.460	Wed	-0.05	55.150		47.120	8.030	17.04	USD	20.50
		Danske Bank	203.000	14:59	0.40	193.500		177.450	16.050	9.04	DKK	20.05
	S	KakaoBank	24,800.000	06:30	-1.20	30,000.000		23,900.000	6,100.000	25.52	KRW	19.79
		Regional	154.720	Tue	1.19	164.800		148.350	16.450	11.09	MXN	19.30
	L	Fukuoka	4,146.000	06:15	-0.55	3,735.000		3,531.000	204.000	5.78	JPY	19.17
	L	Citigroup	61.350	Wed	0.03	54.850		45.260	9.590	21.19	USD	19.04
		UBS	24.290	15:30	0.08	24.500		23.270	1.230	5.29	CHF	18.41
		⇓instrument	freshest		⇓ Δday	2/19/24	⇓ Δwk	11/20/23	prc diff	⇓ Δ13	Curr	∅-RS
	L	Chiba Bank	1,322.500	06:15	0.69	1,161.500		1,105.500	56.000	5.07	JPY	17.93
	L	Agricultural Bank	4.400	Tue	-0.23	4.080		3.650	0.430	11.78	CNY	16.83
		National Australia B	34.280	06:10	1.45	33.170		27.930	5.240	18.76	AUD	16.51
	L	Banco del Bajio	63.160	Tue	-5.34	66.860		58.620	8.240	14.06	MXN	16.03
		Westpac Banking	26.030	06:10	0.93	25.240		21.220	4.020	18.94	AUD	15.97
		ANZ Banking AU	28.230	06:10	0.53	28.500		24.250	4.250	17.53	AUD	15.83
	L	Erste Group Bank	45.070	15:35	2.74	39.000		35.730	3.270	9.15	EUR	15.58
		Banca Mediolanum	10.210	15:35	0.29	9.696		8.254	1.442	17.47	EUR	15.48
	L	Deutsche Bank	15.040	15:35	0.20	11.996		11.288	0.708	6.27	EUR	15.44
	L	Bank of America	36.950	Wed	-0.16	34.090		30.010	4.080	13.60	USD	14.83
		U.S. Bancorp	41.050	Wed	1.03	41.490		37.630	3.860	10.26	USD	14.80
		Swedbank	209.200	15:29	-1.51	218.400		184.500	33.900	18.37	SEK	14.75
		Commonwealth Bank	115.000	06:10	0.95	117.130		103.170	13.960	13.53	AUD	14.66
	L	Resona	969.600	06:15	-2.24	836.500		783.300	53.200	6.79	JPY	14.35
	L	Intesa Sanpaolo	3.574	15:36	1.36	2.839		2.563	0.277	10.79	EUR	14.03
	L	Banco BPM	6.298	15:39	1.91	4.920		5.324	-0.404	-7.59	EUR	13.15
		Sumitomo Mitsui Trst	3,246.000	06:15	-1.04	2,988.000		2,683.000	305.000	11.37	JPY	13.08
		ANZ Banking NZ	31.500	05:00	2.84	30.000		26.310	3.690	14.03	NZD	12.93
		Ind and Comm Bk	5.430	Tue	0.93	5.270		4.810	0.460	9.56	CNY	11.23
		IndusInd Bank	1,505.200	09:59	-0.69	1,483.600		1,504.800	-21.200	-1.41	INR	11.17
	L	ICICI Bank	1,139.450	10:00	-0.95	1,043.750		921.450	122.300	13.27	INR	10.70
		Banco Comercial	0.335	15:35	1.80	0.270		0.292	-0.022	-7.60	EUR	10.08
		Axis Bank	1,149.850	09:59	-1.38	1,062.950		988.700	74.250	7.51	INR	9.93
		Cdn Imp Bk Comm	64.510	Wed	0.39	61.930		54.300	7.630	14.05	CAD	9.32
	L	Suncorp-Metway	16.200	06:10	-0.25	14.430		13.390	1.040	7.77	AUD	8.38
		⇓instrument	freshest		⇓ Δday	2/19/24	⇓ Δwk	11/20/23	prc diff	⇓ Δ13	Curr	∅-RS
	L	Mediobanca	13.350	15:35		11.780		10.880	0.900	8.27	EUR	8.00
	L	Banco Sabadell	1.860	15:42	3.56	1.179		1.312	-0.133	-10.14	EUR	7.53
	L	Credit Agricole	14.610	15:35	0.41	12.364		11.804	0.560	4.74	EUR	7.36
		Nordea Bank	10.945	15:29	-0.59	11.100		10.380	0.720	6.94	EUR	7.33
	L	National Bank CA	111.640	Wed	1.00	103.710		90.980	12.730	13.99	CAD	7.09
	L	Jyske Bank	572.000	14:59	-0.17	536.200		480.400	55.800	11.62	DKK	6.93
		Bank Montreal	123.340	Wed	0.30	127.030		111.680	15.350	13.74	CAD	6.85
	L	Banco Santander	4.566	15:42	-0.16	3.738		3.734	0.003	0.09	EUR	6.63
	L	ABN AMRO	15.435	15:35	2.29	14.825		12.760	2.065	16.18	EUR	6.33
	L	OCBC	14.340	09:04	0.63	13.330		12.850	0.480	3.74	SGD	5.53
	L	Banca Generali	36.960	15:35	0.38	33.770		33.300	0.470	1.41	EUR	5.52
	L	HSBC	705.000	17:23	1.08	638.200		616.200	22.000	3.57	GBP	5.20
	L	HSBC	69.250	08:08	3.36	62.400		60.200	2.200	3.65	HKD	5.08
		Nordea Bank	127.650	15:29	-0.74	124.560		118.800	5.760	4.85	SEK	4.92
	L	DBS Bank	35.550	09:08	1.86	34.130		32.420	1.710	5.27	SGD	4.70
		Royal Bank CA	133.970	Wed	0.59	131.940		120.530	11.410	9.47	CAD	4.57
	L	Bank of China	3.480	08:08	-1.42	3.030		2.890	0.140	4.84	HKD	4.13
	L	United Overseas Bank	30.470	09:06	0.23	29.420		27.310	2.110	7.73	SGD	3.85
	L	KBC	69.900	15:37		62.900		52.720	10.180	19.31	EUR	3.76
	L	Commerzbank	13.925	15:35	2.31	10.730		11.265	-0.535	-4.75	EUR	3.36
		DNB	194.300	14:29	0.10	206.800		205.300	1.500	0.73	NOK	2.02
	L	Industrial Bank	16.850	Tue	0.66	16.180		14.850	1.330	8.96	CNY	1.11
	L	China Constr Bk HK	5.130	08:08	0.59	4.730		4.620	0.110	2.38	HKD	1.04
	L	ICBC	4.230	08:08		3.920		3.830	0.090	2.35	HKD	0.97
	L	FinecoBank	14.300	15:38	-0.97	13.010		12.415	0.595	4.79	EUR	0.78
		⇓instrument	freshest		⇓ Δday	2/19/24	⇓ Δwk	11/20/23	prc diff	⇓ Δ13	Curr	∅-RS
		Bank Nova Scotia	63.680	Wed	0.82	63.860		60.990	2.870	4.71	CAD	-0.34
	L	China Merchants Bank	34.310	Tue	-1.63	31.620		30.580	1.040	3.40	CNY	-1.81
		Toronto-Dominion	80.760	Wed	-1.11	80.870		85.100	-4.230	-4.97	CAD	-1.87
	L	Unicaja Banco	1.288	15:35	4.97	0.960		1.009	-0.049	-4.86	EUR	-2.25
	L	Bankinter	7.542	15:35	1.64	5.656		6.320	-0.664	-10.51	EUR	-3.38
	L	Lloyds Bank	52.060	16:19	-0.27	42.880		43.050	-0.170	-0.39	GBP	-4.15
		Kotak Mahindra Bank	1,575.650	10:00	-2.97	1,731.400		1,770.550	-39.150	-2.21	INR	-4.33
	L	NatWest	303.200	17:23	-0.52	225.000		208.100	16.900	8.12	GBP	-4.37
	L	Bank of Ireland	10.325	15:35	2.74	8.524		8.666	-0.142	-1.64	EUR	-5.11
	L	Societe Generale	25.790	15:38	1.58	21.925		22.615	-0.690	-3.05	EUR	-5.72
	L	BNP Paribas	67.450	15:35	-0.24	54.770		56.800	-2.030	-3.57	EUR	-6.14
	L	China Merchants B HK	35.650	08:08	3.78	30.050		30.400	-0.350	-1.15	HKD	-8.86
	L	Standard Chartered	756.000	16:19	8.78	599.600		664.600	-65.000	-9.78	GBP	-10.26
		HDFC Bank	1,532.250	10:00	0.80	1,417.100		1,505.200	-88.100	-5.85	INR	-11.10
	L	Bank of China (HK)	24.350	08:08	0.83	19.280		21.600	-2.320	-10.74	HKD	-13.67
	L	Hang Seng Bank	105.000	08:08	1.06	81.000		91.000	-10.000	-10.99	HKD	-19.40
		Aozora Bank	2,534.500	06:15	2.84	2,136.000		3,047.000	-911.000	-29.90	JPY	-22.43
		Heartland	1.030	05:00	-0.96	1.240		1.670	-0.430	-25.75	NZD	-23.29
	S	Umweltbank	6.320	15:36	-1.86	7.000		7.900	-0.900	-11.39	EUR	-25.76
Banks - 93 out of 93 instruments rated - 2/19/24 / 11/20/23 - 71 did rise, Market-Ratio(13) = 76.34 %

Technical Chart

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

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

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	105	JPY	62.150	15.850	243.699	181.549	292	54,943	90
100							321							96
long	4/20/09	11/02/09	196		Banco Popular	50	883	EUR	31.100	30.150		-0.950	-3	54,104	-6
					Shanghai Pudong	50	2,219	CNY	12.380	17.670		5.290	43	65,842	94
100							20							40
short	11/02/09	9/06/10	308		Resona	50	3,202	JPY	10.280	8.140	12.983	2.703	26	74,496	32
					Shinsei Bank	50	2,790	JPY	11.800	6.500	21.422	9.622	82	101,340	103
100							54							67
long	9/06/10	9/20/10	14		Banco Macro	50	3,248	ARS	15.600	18.500		2.900	19	110,759	8,421
					State Bank of India	50	1,698	INR	29.825	31.443		1.618	5	113,507	296
100							12							1,824
short	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	113,507	0
					National Bank Greece	50	9	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	324,592	116
100							190							116
long	2/06/12	4/09/12	63		Bank of Ireland	50	37,309	EUR	4.350	3.150		-1.200	-28	279,821	-85
					Aozora Bank	50	7,765	JPY	20.900	21.400		0.500	2	283,703	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	485,793	EUR	0.292	0.373	0.211	-0.081	-28	244,354	-55
					Unicredit	50	9,311	EUR	15.234	16.036	14.432	-0.802	-5	236,887	-13
100							-17							-36
long	9/03/12	11/12/12	70		Regional	50	2,538	MXN	46.650	52.240		5.590	12	251,074	80
					Alpha Services	50	1,768	EUR	67.000	78.000		11.000	16	270,522	121
100							14							100
short	11/12/12	1/07/13	56		Banco Popular	50	26,521	EUR	5.100	3.500	7.431	2.331	46	332,353	1,063
					Bankia	50	2,711	EUR	49.888	25.796	96.481	46.593	93	458,666	7,262
100							70							3,023
long	1/07/13	3/18/13	70		Banco BPI	50	224,615	EUR	1.021	1.105		0.084	8	477,533	51
					Shinsei Bank	50	12,740	JPY	18.000	22.800		4.800	27	538,685	243
100							17							131
short	3/18/13	9/23/13	189		Bankia	50	20,610	EUR	13.068	3.252	52.513	39.445	302	1,351,649	1,367
					Eurobank Ergasias	50	997	EUR	270.000	61.000	1,195.082	925.082	343	2,273,955	1,669
100							322							1,515
long	9/23/13	10/07/13	14		Banco Macro	50	55,327	ARS	20.550	21.800		1.250	6	2,343,114	366
					BBVA Banco Francés	50	57,568	ARS	19.750	20.550		0.800	4	2,389,169	182
100							5							263
short	10/07/13	10/28/13	21		Banif	50	119,458,432	EUR	0.010	0.008	0.013	0.003	25	2,687,815	4,735
					Eurobank Ergasias	50	22,972	EUR	52.000	69.000	35.000	-17.000	-33	2,297,291	-100
100							-4							-49
long	10/28/13	11/04/13	7		Banco Macro	50	46,503	ARS	24.700	23.650		-1.050	-4	2,248,463	-90
					BBVA Banco Francés	50	48,162	ARS	23.850	21.550		-2.300	-10	2,137,690	-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	133,605,623	EUR	0.008	0.008	0.008	0.000	0	2,137,690	0
					Eurobank Ergasias	50	16,443	EUR	65.000	58.000	72.845	7.845	12	2,266,682	1,851
100							6							361
long	11/18/13	12/09/13	21		Banco Macro	50	47,719	ARS	23.750	23.800		0.050	0	2,269,068	4
					BBVA Banco Francés	50	48,434	ARS	23.400	21.800		-1.600	-7	2,191,574	-71
100							-3							-44
short	12/09/13	4/13/15	490		Banif	50	121,754,087	EUR	0.009	0.008	0.011	0.002	20	2,410,731	15
					Eurobank Ergasias	50	19,923	EUR	55.000	11.100	272.523	217.523	395	6,744,432	229
100							208							131
long	4/13/15	5/18/15	35		Industrial Bank	50	162,987	CNY	20.690	17.750		-2.940	-14	6,265,250	-80
					China Everbright Bk	50	619,895	CNY	5.440	5.070		-0.370	-7	6,035,889	-52
100							-11							-69
short	5/18/15	9/26/16	497		Alpha Services	50	198,548	EUR	15.200	1.530	151.007	135.807	893	32,999,998	440
					Piraeus Financial	50	213	EUR	14,157.000	44.550	4,498,780.000	4,484,623.000	31,678	988m	6,780
100							16,279							4,129
long	9/26/16	10/17/16	21		Banco Macro	50	4,283,592	ARS	115.350	121.300		5.950	5	1,014m	140
					Sberbank	50	57,777,404	EUR	8.552	8.554		0.002	0	1,014m	0
100							3							56
short	10/17/16	10/31/16	14		Banco Comercial	50	2516,950,407	EUR	0.201	0.209	0.194	-0.007	-4	995m	-62
					Banco Popular	50	487,417,126	EUR	1.040	0.999	1.083	0.043	4	1,016m	185
100							0							6
long	10/31/16	11/14/16	14		Standard Chartered	50	71,359,383	GBP	7.119	7.119		0.000	0	1,016m	0
					Sberbank	50	58,844,834	EUR	8.633	8.633		0.000	0	1,016m	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	2432,985,876	EUR	0.209	0.214	0.204	-0.005	-2	1,005m	-45
					Banco Popular	50	508,515,967	EUR	0.999	0.851	1.173	0.174	17	1,093m	6,433
100							8							570
long	11/28/16	12/05/16	7		Bank of America	50	26,879,220	USD	20.330	22.160		1.830	9	1,142m	8,850
					Sberbank	50	59,191,350	EUR	9.232	9.615		0.383	4	1,165m	733
100							7							2,667
short	12/05/16	12/12/16	7		Banco Popolare	50	290,321,124	EUR	2.006	2.234	1.778	-0.228	-11	1,099m	-100
					Banco Popular	50	611,106,166	EUR	0.953	1.013	0.893	-0.060	-6	1,062m	-97
100							-9							-99
long	12/12/16	3/13/17	91		Bank of America	50	23,483,165	USD	22.610	25.300		2.690	12	1,125m	57
					Sberbank	50	47,427,816	EUR	11.195	10.460		-0.735	-7	1,090m	-24
100							3							11
short	3/13/17	7/17/17	126		Gentera	50	20,122,167	MXN	27.090	28.070	26.110	-0.980	-4	1,070m	-10
					Banco Comercial	50	3406,934,565	EUR	0.160	0.244	0.076	-0.084	-53	784m	-88
100							-28							-61
long	7/17/17	7/24/17	7		Commerzbank	50	35,505,514	EUR	11.045	10.555		-0.490	-4	767m	-91
					Montepio	50	392,550,956	EUR	0.999	1.000		0.001	0	767m	5
100							-2							-68
short	7/24/17	1/29/18	189		Gentera	50	13,865,407	MXN	27.670	16.600	46.122	18.452	67	1,023m	168
					Bank of Bejing	50	48,137,496	CNY	7.970	7.610	8.347	0.377	5	1,041m	9
100							36							80
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	3,213,909	ARS	162.000	146.250		-15.750	-10	991m	-100
					Banco Comercial	50	1580,132,010	EUR	0.330	0.299		-0.031	-9	942m	-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	28,985,219	MXN	16.250	15.850	16.660	0.410	3	954m	2
					VTB Bank	50	311,927,029	EUR	1.510	1.040	2.192	0.682	45	1,167m	41
100							24							22
long	3/11/19	5/06/19	56		Industrial Bank	50	30,227,084	CNY	19.300	19.340		0.040	0	1,168m	1
					Axis Bank	50	8,305,562	INR	70.240	74.745		4.505	6	1,205m	50
100							3							24
short	5/06/19	11/11/19	189		Aozora Bank	50	22,247,897	JPY	27.090	28.340	25.840	-1.250	-5	1,178m	-9
					Yes Bank	50	36,252,365	INR	16.625	7.300	37.862	21.237	128	1,947m	390
100							62							153
long	11/11/19	12/09/19	28		Banca Generali	50	31,512,327	EUR	30.900	30.020		-0.880	-3	1,920m	-31
					ICICI Bank	50	19,600,058	INR	49.680	52.650		2.970	6	1,978m	113
100							2							22
short	12/09/19	12/23/19	14		Indiabulls HF	50	38,191,603	INR	25.895	29.590	22.200	-3.695	-14	1,837m	-98
					Yes Bank	50	175,817,173	INR	5.625	4.965	6.373	0.748	13	1,968m	2,489
100							0							-12
long	12/23/19	1/20/20	28		Banco Macro	50	3,773,550	ARS	260.800	278.150		17.350	7	2,034m	132
					ICICI Bank	50	18,181,079	INR	54.130	52.570		-1.560	-3	2,005m	-32
100							2							28
short	1/20/20	6/22/20	154		Indiabulls HF	50	32,940,083	INR	30.440	24.220	38.257	7.817	26	2,263m	72
					Yes Bank	50	222,081,100	INR	4.515	2.775	7.346	2.831	63	2,892m	217
100							44							138
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	10,511,122	ARS	137.550	182.050		44.500	32	3,359m	1,760
					FinecoBank	50	119,389,336	EUR	12.110	12.785		0.675	6	3,440m	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	601,388,535	EUR	2.860	5.360	0.360	-2.500	-87	1,936m	-100
					Yes Bank	50	1398,350,581	INR	1.230	1.480	0.980	-0.250	-20	1,587m	-95
100							-54							-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	5,490,946	ARS	144.500	149.050		4.550	3	1,612m	404
					UBI Banca	50	214,908,381	EUR	3.692	3.630		-0.062	-2	1,599m	-59
100							1							46
short	8/31/20	11/23/20	84		Gentera	50	111,319,145	MXN	7.180	8.020	6.340	-0.840	-12	1,505m	-42
					Yes Bank	50	556,983,600	INR	1.435	1.455	1.415	-0.020	-1	1,494m	-6
100							-7							-25
long	11/23/20	6/07/21	196		IndusInd Bank	50	8,790,204	INR	84.975	102.520		17.545	21	1,648m	42
					Kotak Mahindra Bank	50	3,935,756	INR	189.785	181.490		-8.295	-4	1,615m	-8
100							8							16
short	6/07/21	10/11/21	126		Credit Suisse	50	81,425,010	CHF	9.920	9.666	10.181	0.261	3	1,637m	8
					China Minsheng Bk	50	172,593,185	CNY	4.680	3.980	5.503	0.823	18	1,779m	60
100							10							32
long	10/11/21	11/22/21	42		BBVA Banco Francés	50	3,690,375	ARS	241.000	236.100		-4.900	-2	1,761m	-16
					Banco Sabadell	50	1258,320,291	EUR	0.707	0.626		-0.081	-11	1,659m	-65
100							-7							-46
short	11/22/21	12/05/22	378		Bank of East Asia	50	68,770,911	HKD	12.060	9.390	15.489	3.429	28	1,895m	27
					China Minsheng Bk	50	212,660,817	CNY	3.900	3.550	4.285	0.385	10	1,976m	10
100							19							18
long	12/05/22	12/12/22	7		BBVA Banco Francés	50	3,028,891	ARS	326.250	328.550		2.300	1	1,983m	44
					Banco del Bajio	50	16,303,843	MXN	60.610	61.120		0.510	1	1,992m	55
100							1							49
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	12/12/22	12/26/22	14		Credit Suisse	50	322,375,053	CHF	3.089	2.846	3.353	0.264	9	2,077m	746
					Cdn Imp Bk Comm	50	17,288,481	CAD	57.600	54.720	60.632	3.032	5	2,129m	281
100							7							469
long	12/26/22	3/13/23	77		Banco Macro	50	1,990,515	ARS	534.800	734.450		199.650	37	2,526m	350
					BBVA Banco Francés	50	2,599,896	ARS	409.450	573.650		164.200	40	2,953m	395
100							39							372
short	3/13/23	6/12/23	91		Credit Suisse	50	654,267,696	CHF	2.257	0.817	6.235	3.978	176	5,556m	5,790
		1/29/24	322		U.S. Bancorp	50	40,412,758	USD	36.540	42.950	30.130	-6.410	-18	5,297m	-20
100							79							94
long	1/29/24	2/12/24	14		Banco Macro	50	643,096	ARS	4,118.400	3,685.000		-433.400	-11	5,018m	-94
					BBVA Banco Francés	50	1,038,824	ARS	2,549.550	2,217.000		-332.550	-13	4,673m	-97
100							-12							-96
short	2/12/24	3/04/24	21		Umweltbank	50	315,735,283	EUR	7.400	6.020	9.096	1.696	23	5,208m	3,513
					Heartland	50	1915,115,657	NZD	1.220	1.190	1.251	0.031	3	5,267m	54
100							13							702
long	3/04/24	4/30/24	57		Banco Macro	50	623,662	ARS	4,223.000	5,936.900		1,713.900	41	6,336m	786
					BBVA Banco Francés	50	1,135,422	ARS	2,319.600	3,508.800		1,189.200	51	7,687m	1,316
100							46							1,025
accum	5/15/06	4/30/24	6562	days out of 6695 invested (98%)								76,865,777		7,687m	113

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	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 Services	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	62.15	15.85	243.70	181.55	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
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
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
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
	long	12/26/22	3/13/23	77	534.80	734.45		199.65	37.33		18.67
	long	1/29/24	2/12/24	14	4,118.40	3,685.00		-433.40	-10.52		-5.26
	long	3/04/24	4/30/24	57	4,223.00	5,936.90		1,713.90	40.58		20.29	58.16
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
	long	12/05/22	12/12/22	7	326.25	328.55		2.30	0.70		0.35
	long	12/26/22	3/13/23	77	409.45	573.65		164.20	40.10		20.05
	long	1/29/24	2/12/24	14	2,549.55	2,217.00		-332.55	-13.04		-6.52
	long	3/04/24	4/30/24	57	2,319.60	3,508.80		1,189.20	51.27		25.63	47.46
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
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
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	0.01	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
Bank of East Asia	short	11/22/21	12/05/22	378	12.06	9.39	15.49	3.43	28.43		14.22	14.22
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
Resona	short	11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Umweltbank	short	2/12/24	3/04/24	21	7.40	6.02	9.10	1.70	22.92		11.46	11.46
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
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
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
Cdn Imp Bk Comm	short	12/12/22	12/26/22	14	57.60	54.72	60.63	3.03	5.26		2.63	2.63
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Heartland	short	2/12/24	3/04/24	21	1.22	1.19	1.25	0.03	2.52		1.26	1.26
Banco del Bajio	long	12/05/22	12/12/22	7	60.61	61.12		0.51	0.84		0.42	0.42
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
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
U.S. Bancorp	short	3/13/23	1/29/24	322	36.54	42.95	30.13	-6.41	-17.54		-8.77	-8.77
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
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	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.


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