Share-o-matic - Assessment Banks

Assessment - Banks - 21/10/19 - RS = 13

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/07/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
		SOM Banks	181.643	15:35	0.15	181.380	0.14	180.677	0.703	0.39	USD	0.87
		Woori Financial	12,600.000	06:30	3.70	12,150.000	3.70	13,800.000	-1,650.000	-11.96	KRW	-13.26
		ICICI Bank	451.150	09:59	3.05	437.800	3.05	411.500	26.300	6.39	INR	13.74
	L	KB Financial	44,100.000	06:30	2.20	43,150.000	2.20	45,450.000	-2,300.000	-5.06	KRW	-3.70
	L	Swedbank	147.200	15:29	2.08	144.200	2.08	134.600	9.600	7.13	SEK	-9.84
	L	VTB Bank	1.228	07:23	1.74	1.207	1.74	1.223	-0.016	-1.31	EUR	11.15
	L	Svenska Handelsbank	95.560	15:29	1.44	94.200	1.44	90.700	3.500	3.86	SEK	-2.58
	L	Jyske Bank	242.300	14:59	1.42	238.900	1.42	220.000	18.900	8.59	DKK	-1.04
	L	Gentera	17.370	14:14	1.28	17.150	1.28	15.890	1.260	7.93	MXN	8.15
	L	BPER Banca	4.069	12:33	1.27	4.018	1.27	3.760	0.258	6.86	EUR	14.22
		IBK	12,850.000	06:30	1.18	12,700.000	1.18	13,750.000	-1,050.000	-7.64	KRW	-8.32
	L	S.E.B	95.880	15:29	1.16	94.780	1.16	92.880	1.900	2.05	SEK	5.22
		Standard Chartered	672.400	08:24	1.11	665.000	1.11	703.600	-38.600	-5.49	GBP	4.30
		HDFC	2,114.900	10:00	0.98	2,094.450	0.98	2,186.900	-92.450	-4.23	INR	4.77
		Suncorp-Metway	13.530	05:11	0.89	13.410	0.89	13.180	0.230	1.75	AUD	0.21
	L	Nordea Bank	71.880	15:29	0.86	71.270	0.86	63.330	7.940	12.54	SEK	-2.89
		HDFC Bank	1,239.300	10:00	0.84	1,229.000	0.84	1,148.620	80.380	7.00	INR	11.13
	L	Kotak Mahindra Bank	1,628.850	09:59	0.84	1,615.250	0.84	1,454.300	160.950	11.07	INR	19.81
		Yes Bank	51.800	10:00	0.78	51.400	0.78	91.150	-39.750	-43.61	INR	-57.11
	S	Bank of East Asia	18.860	08:09	0.75	18.720	0.75	22.300	-3.580	-16.05	HKD	-21.10
		Bank of China (HK)	27.250	08:09	0.74	27.050	0.74	30.950	-3.900	-12.60	HKD	-10.64
	S	Hang Seng Bank	165.200	08:09	0.73	164.000	0.73	194.100	-30.100	-15.51	HKD	-11.13
	L	Intesa Sanpaolo	2.269	12:34	0.69	2.253	0.69	2.012	0.242	12.01	EUR	10.64
	L	ANZ Banking NZ	29.780	03:44	0.61	29.600	0.61	28.320	1.280	4.52	NZD	5.08
	L	Heartland	1.650	03:14	0.61	1.640	0.61	1.720	-0.080	-4.65	NZD	6.97
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/07/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
	S	Banco Macro	191.900	14:10	0.58	190.800	0.58	270.450	-79.650	-29.45	ARS	-2.71
	L	Banca Generali	28.780	12:34	0.56	28.620	0.56	26.500	2.120	8.00	EUR	26.84
		Bank of Communicats	5.350	08:09	0.56	5.320	0.56	5.850	-0.530	-9.06	HKD	-11.29
		ICBC	5.460	08:09	0.55	5.430	0.55	5.500	-0.070	-1.27	HKD	-2.41
	S	DBS Bank	24.910	09:06	0.52	24.780	0.52	26.560	-1.780	-6.70	SGD	-0.90
	L	National Australia B	29.010	05:11	0.52	28.860	0.52	27.560	1.300	4.72	AUD	11.90
	L	Regional	97.970	14:14	0.50	97.480	0.50	92.770	4.710	5.08	MXN	1.76
		China Constr Bk HK	6.300	08:09	0.48	6.270	0.48	6.160	0.110	1.79	HKD	-2.61
		Axis Bank	712.750	09:59	0.45	709.550	0.45	727.450	-17.900	-2.46	INR	2.73
	L	ANZ Banking AU	27.830	05:10	0.43	27.710	0.43	27.370	0.340	1.24	AUD	3.82
		Bank Montreal	97.840	14:17	0.43	97.420	0.43	98.690	-1.270	-1.29	CAD	-0.60
		Toronto-Dominion	74.650	14:18	0.43	74.330	0.43	76.870	-2.540	-3.30	CAD	0.71
		HSBC	61.400	08:09	0.41	61.150	0.41	64.450	-3.300	-5.12	HKD	-4.19
	L	U.S. Bancorp	56.405	14:28	0.38	56.190	0.38	55.330	0.860	1.55	USD	8.67
	S	OCBC	10.710	09:04	0.37	10.670	0.37	11.640	-0.970	-8.33	SGD	-4.70
		Sberbank	13.390	08:10	0.37	13.340	0.37	13.300	0.040	0.30	EUR	12.98
		Erste Group Bank	31.480	14:22	0.35	31.370	0.35	33.210	-1.840	-5.54	EUR	-2.93
		Ind and Comm Bk	5.810	07:00	0.35	5.790	0.35	5.640	0.150	2.66	CNY	3.91
	L	BNY Mellon	45.815	14:26	0.32	45.670	0.32	45.820	-0.150	-0.33	USD	-3.47
		State Bank of India	270.500	10:00	0.32	269.650	0.32	350.850	-81.200	-23.14	INR	-9.35
		Bank of China	3.190	08:09	0.31	3.180	0.31	3.260	-0.080	-2.45	HKD	-5.46
	L	Westpac Banking	28.980	05:11	0.31	28.890	0.31	27.840	1.050	3.77	AUD	6.96
		Banco Santander MX	26.720	14:14	0.30	26.640	0.30	28.140	-1.500	-5.33	MXN	-1.55
		Agricultural Bank	3.610	07:00	0.28	3.600	0.28	3.570	0.030	0.84	CNY	-1.06
	L	Wells Fargo	50.600	14:28	0.28	50.460	0.28	46.480	3.980	8.56	USD	4.53
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/07/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	Royal Bank CA	107.980	14:19	0.26	107.700	0.26	104.720	2.980	2.85	CAD	6.52
	L	National Bank CA	67.620	14:18	0.25	67.450	0.25	63.310	4.140	6.54	CAD	9.29
	L	Aareal Bank	30.170	15:35	0.23	30.100	0.23	23.320	6.780	29.07	EUR	9.95
		HSBC	605.800	08:23	0.18	604.700	0.18	662.600	-57.900	-8.74	GBP	-5.46
	L	UBI Banca	2.917	12:34	0.17	2.912	0.17	2.515	0.397	15.79	EUR	16.89
		China Minsheng Bk	6.160	07:00	0.16	6.150	0.16	5.970	0.180	3.02	CNY	0.31
	L	Shanghai Pudong	12.930	07:00	0.15	12.910	0.15	11.480	1.430	12.46	CNY	14.97
	L	Raiffeisen Bank Int	21.830	14:22	0.14	21.800	0.14	21.580	0.220	1.02	EUR	-1.58
	L	Cdn Imp Bk Comm	111.330	14:18	0.12	111.200	0.12	102.770	8.430	8.20	CAD	3.12
	L	Citigroup	71.885	14:27	0.10	71.810	0.10	71.110	0.700	0.98	USD	11.20
	L	Mediobanca	10.600	12:34	0.09	10.590	0.09	9.244	1.346	14.56	EUR	23.86
	L	Bank of America	31.040	14:27	0.06	31.020	0.06	29.570	1.450	4.90	USD	10.40
	L	Aozora Bank	2,679.000	Mon	0.90	2,679.000		2,566.000	113.000	4.40	JPY	-8.40
		Bank of China	3.690	07:00		3.690		3.670	0.020	0.54	CNY	-0.06
	L	Chiba Bank	571.000	Mon	1.96	571.000		546.000	25.000	4.58	JPY	-4.29
	L	Danske Bank	98.600	14:59		98.600		101.650	-3.050	-3.00	DKK	-13.90
	S	Ferratum	8.700	15:35		8.700		10.720	-2.020	-18.84	EUR	-12.64
	L	Fukuoka	2,029.000	Mon	0.55	2,029.000		1,985.000	44.000	2.22	JPY	-9.06
	L	Resona	458.700	Mon	0.66	458.700		449.900	8.800	1.96	JPY	-6.18
		Shinsei Bank	1,656.000	Mon	1.28	1,656.000		1,670.000	-14.000	-0.84	JPY	7.09
	L	Shizuoka Bank	815.000	Mon	1.12	815.000		802.000	13.000	1.62	JPY	-3.88
	L	Sumitomo Mitsui Trst	3,870.000	Mon	0.70	3,870.000		3,880.000	-10.000	-0.26	JPY	-3.40
	L	UBS	11.445	15:30		11.445		11.810	-0.365	-3.09	CHF	-5.71
		Umweltbank	10.150	08:41		10.150		10.100	0.050	0.50	EUR	8.10
		Banco Santander	3.965	15:35	-0.01	3.966	-0.01	3.989	-0.023	-0.58	EUR	-1.72
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/07/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	BNP Paribas	47.800	12:22	-0.02	47.810	-0.02	41.995	5.815	13.85	EUR	10.79
	L	Bank Nova Scotia	75.270	14:17	-0.03	75.290	-0.03	69.360	5.930	8.55	CAD	5.26
	L	Credit Suisse	12.415	15:30	-0.04	12.420	-0.04	12.120	0.300	2.48	CHF	3.81
		Triodos Groenfonds	59.130	08:00	-0.08	59.180	-0.08	59.090	0.090	0.15	EUR	1.37
	L	Banco Bilbao Viz	4.887	15:35	-0.10	4.892	-0.10	4.745	0.148	3.11	EUR	-0.84
		IndusInd Bank	1,341.000	09:59	-0.12	1,342.650	-0.12	1,418.400	-75.750	-5.34	INR	-10.21
		American Express	118.890	14:27	-0.13	119.050	-0.13	126.000	-6.950	-5.52	USD	6.38
	L	Unicredit	11.724	12:34	-0.15	11.742	-0.15	11.188	0.554	4.95	EUR	7.69
		Commonwealth Bank	79.660	05:10	-0.16	79.790	-0.16	81.850	-2.060	-2.52	AUD	6.67
		Bank of Comm	5.680	07:00	-0.18	5.690	-0.18	5.770	-0.080	-1.39	CNY	-4.18
	L	Credit Agricole	11.765	12:23	-0.21	11.790	-0.21	10.810	0.980	9.07	EUR	9.85
	L	JP Morgan Chase	123.270	14:28	-0.23	123.550	-0.23	114.270	9.280	8.12	USD	14.19
		United Overseas Bank	25.890	09:04	0.27	25.950	-0.23	26.800	-0.850	-3.17	SGD	1.95
		China Merchants Bank	36.130	07:00	-0.25	36.220	-0.25	36.370	-0.150	-0.41	CNY	13.09
		ABN AMRO	16.715	08:04	-0.27	16.760	-0.27	18.755	-1.995	-10.64	EUR	-14.59
		Bank of Bejing	5.560	07:00	-0.36	5.580	-0.36	5.580	0.000	0.00	CNY	-4.88
	L	Nordea Bank	6.606	08:29	-0.36	6.630	-0.36	6.002	0.628	10.46	EUR	-4.85
		Industrial Bank	18.930	07:00	-0.37	19.000	-0.37	18.370	0.630	3.43	CNY	9.34
	L	Unipol	4.978	12:31	-0.40	4.998	-0.40	4.719	0.279	5.91	EUR	20.36
		Bank of Shanghai	9.610	07:00	-0.41	9.650	-0.41	8.850	0.800	9.04	CNY	-11.34
	L	KBC	63.000	08:03	-0.41	63.260	-0.41	57.980	5.280	9.11	EUR	5.70
	L	China Everbright Bk	4.460	07:00	-0.45	4.480	-0.45	3.790	0.690	18.21	CNY	12.99
	L	Banco BPM	2.143	12:32	-0.51	2.154	-0.51	1.751	0.403	23.02	EUR	16.01
	L	RBS	241.100	08:24	-0.62	242.600	-0.62	228.500	14.100	6.17	GBP	8.18
	L	DNB	161.400	14:25	-0.68	162.500	-0.68	157.350	5.150	3.27	NOK	4.93
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/07/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	Societe Generale	26.360	12:24	-0.70	26.545	-0.70	22.330	4.215	18.88	EUR	2.31
	L	Bankinter	6.410	15:35	-0.77	6.460	-0.77	6.118	0.342	5.59	EUR	-1.72
		Commerzbank	5.541	15:35	-0.79	5.585	-0.79	6.200	-0.615	-9.92	EUR	-14.21
	S	BBVA Banco Francés	101.500	14:11	-0.88	102.400	-0.88	142.050	-39.650	-27.91	ARS	-21.71
	L	Lloyds Bank	60.800	08:24	-1.04	61.440	-1.04	56.720	4.720	8.32	GBP	8.29
	L	FinecoBank	10.205	12:34	-1.11	10.320	-1.11	9.726	0.594	6.11	EUR	4.95
	S	Banco Comercial	0.199	08:06	-1.44	0.202	-1.44	0.269	-0.067	-24.91	EUR	-13.76
	L	Deutsche Bank	7.189	15:35	-1.53	7.301	-1.53	6.925	0.376	5.43	EUR	0.38
	L	Bankia	1.841	15:35	-1.60	1.871	-1.60	1.906	-0.035	-1.84	EUR	-16.05
	L	Banco Sabadell	1.040	15:35	-1.98	1.061	-1.98	0.860	0.201	23.31	EUR	10.98
	L	Bank of Ireland	4.256	14:23	-4.40	4.452	-4.40	4.286	0.166	3.87	EUR	-7.42
	S	Indiabulls HF	218.000	10:00	-5.71	231.200	-5.71	655.900	-424.700	-64.75	INR	-61.16
Banks - 111 out of 111 instruments rated - 21/10/19 / 22/07/19 - 66 did rise, Market-Ratio(13) = 59.46 %

Technical Chart

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

5/01/15	scale up chart	21/10/19

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
2/01/06		15/05/06	133		- cash -
short	15/05/06	4/09/06	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	4/09/06	5/03/07	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	5/03/07	20/04/09	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	20/04/09	2/11/09	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	2/11/09	6/09/10	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	6/09/10	20/09/10	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	20/09/10	6/02/12	504		Piraeus Bank	50	1	EUR	38,964.000	11,800.000	128,660.449	89,696.449	230	202,831	138
					National Bank Greece	50	6	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	343,554	116
100							204							124
long	6/02/12	9/04/12	63		Bank of Ireland	50	39,488	EUR	4.350	3.150		-1.200	-28	296,169	-85
					Aozora Bank	50	8,219	JPY	20.900	21.400		0.500	2	300,278	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	9/04/12	3/09/12	147		Banca Pop Mil	50	514,174	EUR	0.292	0.373	0.211	-0.081	-28	258,630	-55
					Unicredit	50	9,855	EUR	15.234	16.036	14.432	-0.802	-5	250,726	-13
100							-17							-36
long	3/09/12	12/11/12	70		Regional	50	2,687	MXN	46.650	52.240		5.590	12	265,747	80
					Alpha Bank	50	1,871	EUR	67.000	78.000		11.000	16	286,328	121
100							14							100
short	12/11/12	7/01/13	56		Banco Popular	50	28,071	EUR	5.100	3.500	7.431	2.331	46	351,772	1,063
					Bankia	50	2,869	EUR	49.888	25.796	96.481	46.593	93	485,447	7,262
100							70							3,023
long	7/01/13	18/03/13	70		Banco BPI	50	237,730	EUR	1.021	1.105		0.084	8	505,416	51
					Shinsei Bank	50	13,484	JPY	18.000	22.800		4.800	27	570,139	243
100							17							131
short	18/03/13	23/09/13	189		Bankia	50	21,814	EUR	13.068	3.252	52.513	39.445	302	1,430,595	1,367
					Eurobank Ergasias	50	1,055	EUR	270.000	61.000	1,195.082	925.082	343	2,406,556	1,669
100							322							1,515
long	23/09/13	7/10/13	14		Banco Macro	50	58,553	ARS	20.550	21.800		1.250	6	2,479,747	366
					BBVA Banco Francés	50	60,926	ARS	19.750	20.550		0.800	4	2,528,488	182
100							5							263
short	7/10/13	28/10/13	21		Banif	50	126,424,403	EUR	0.010	0.008	0.013	0.003	25	2,844,549	4,735
					Eurobank Ergasias	50	24,312	EUR	52.000	69.000	35.000	-17.000	-33	2,431,245	-100
100							-4							-49
long	28/10/13	4/11/13	7		Banco Macro	50	49,215	ARS	24.700	23.650		-1.050	-4	2,379,569	-90
					BBVA Banco Francés	50	50,970	ARS	23.850	21.550		-2.300	-10	2,262,338	-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	4/11/13	18/11/13	14		Banif	50	141,396,145	EUR	0.008	0.008	0.008	0.000	0	2,262,338	0
					Eurobank Ergasias	50	17,402	EUR	65.000	58.000	72.845	7.845	12	2,398,854	1,851
100							6							361
long	18/11/13	9/12/13	21		Banco Macro	50	50,502	ARS	23.750	23.800		0.050	0	2,401,379	4
					BBVA Banco Francés	50	51,257	ARS	23.400	21.800		-1.600	-7	2,319,367	-71
100							-3							-44
short	9/12/13	13/04/15	490		Banif	50	128,853,746	EUR	0.009	0.008	0.011	0.002	20	2,551,304	15
					Eurobank Ergasias	50	21,085	EUR	55.000	11.100	272.523	217.523	395	7,137,766	229
100							208							131
long	13/04/15	18/05/15	35		Industrial Bank	50	172,493	CNY	20.690	17.750		-2.940	-14	6,630,637	-80
					China Everbright Bk	50	656,045	CNY	5.440	5.070		-0.370	-7	6,387,900	-52
100							-11							-69
short	18/05/15	26/09/16	497		Alpha Bank	50	210,128	EUR	15.200	1.530	151.007	135.807	893	34,924,648	440
					Piraeus Bank	50	3,722	EUR	858.000	2.700	272,653.333	271,795.333	31,678	1,047m	6,780
100							16,284							4,130
long	26/09/16	17/10/16	21		Banco Macro	50	4,536,397	ARS	115.350	121.300		5.950	5	1,074m	140
					Sberbank	50	61,187,264	EUR	8.552	8.554		0.002	0	1,074m	0
100							3							56
short	17/10/16	31/10/16	14		Banco Comercial	50	2665,493,583	EUR	0.201	0.209	0.194	-0.007	-4	1,054m	-62
					Banco Popular	50	516,183,084	EUR	1.040	0.999	1.083	0.043	4	1,076m	185
100							0							6
long	31/10/16	14/11/16	14		Standard Chartered	50	75,570,809	GBP	7.119	7.119		0.000	0	1,076m	0
					Sberbank	50	62,317,686	EUR	8.633	8.633		0.000	0	1,076m	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	14/11/16	28/11/16	14		Banco Comercial	50	2576,573,708	EUR	0.209	0.214	0.204	-0.005	-2	1,064m	-45
					Banco Popular	50	538,527,117	EUR	0.999	0.851	1.173	0.174	17	1,157m	6,433
100							8							570
long	28/11/16	5/12/16	7		Bank of America	50	28,465,554	USD	20.330	22.160		1.830	9	1,210m	8,850
					Sberbank	50	62,684,654	EUR	9.232	9.615		0.383	4	1,234m	733
100							7							2,667
short	5/12/16	12/12/16	7		Banco Popolare	50	307,455,042	EUR	2.006	2.234	1.778	-0.228	-11	1,163m	-100
					Banco Popular	50	647,171,895	EUR	0.953	1.013	0.893	-0.060	-6	1,125m	-97
100							-9							-99
long	12/12/16	13/03/17	91		Bank of America	50	24,869,074	USD	22.610	25.300		2.690	12	1,191m	57
					Sberbank	50	50,226,869	EUR	11.195	10.460		-0.735	-7	1,155m	-24
100							3							11
short	13/03/17	17/07/17	126		Gentera	50	21,309,719	MXN	27.090	28.070	26.110	-0.980	-4	1,134m	-10
					Banco Comercial	50	3608,002,125	EUR	0.160	0.244	0.076	-0.084	-53	831m	-88
100							-28							-61
long	17/07/17	24/07/17	7		Commerzbank	50	37,600,947	EUR	11.045	10.555		-0.490	-4	812m	-91
					Montepio	50	415,718,183	EUR	0.999	1.000		0.001	0	813m	5
100							-2							-68
short	24/07/17	29/01/18	189		Gentera	50	14,683,703	MXN	27.670	16.600	46.122	18.452	67	1,084m	168
					Bank of Bejing	50	50,978,433	CNY	7.970	7.610	8.347	0.377	5	1,103m	9
100							36							80
long	29/01/18	5/02/18	7		BBVA Banco Francés	50	3,403,585	ARS	162.000	146.250		-15.750	-10	1,049m	-100
					Banco Comercial	50	1673,386,654	EUR	0.330	0.299		-0.031	-9	998m	-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	5/02/18	11/03/19	399		Gentera	50	30,695,843	MXN	16.250	15.850	16.660	0.410	3	1,010m	2
					VTB Bank	50	330,336,060	EUR	1.510	1.040	2.192	0.682	45	1,236m	41
100							24							22
long	11/03/19	6/05/19	56		Industrial Bank	50	32,010,999	CNY	19.300	19.340		0.040	0	1,237m	1
					Axis Bank	50	8,795,733	INR	70.240	74.745		4.505	6	1,277m	50
100							3							24
short	6/05/19	21/10/19	168		Aozora Bank	50	23,560,904	JPY	27.090	26.790	27.393	0.303	1	1,284m	2
		22/10/19	169		Yes Bank	50	38,391,874	INR	16.625	5.180	53.357	36.732	221	2,694m	1,141
100							111							402
accum	15/05/06	22/10/19	4908	days out of 5041 invested (97%)								26,938,900		2,694m	153

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	20/09/10	6/02/12	504	38,964.00	11,800.00	128,660.45	89,696.45	230.20	50	115.10
	short	18/05/15	26/09/16	497	858.00	2.70	272,653.33	271,795.33	31,677.78		15,838.89	34,184.82
Eurobank Ergasias	short	18/03/13	23/09/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	7/10/13	28/10/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	4/11/13	18/11/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	9/12/13	13/04/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Bank	long	3/09/12	12/11/12	70	67.00	78.00		11.00	16.42		8.21
	short	18/05/15	26/09/16	497	15.20	1.53	151.01	135.81	893.46		446.73	491.61
Shinsei Bank	short	5/03/07	20/04/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	2/11/09	6/09/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	7/01/13	18/03/13	70	18.00	22.80		4.80	26.67		13.33	339.03
Bankia	short	12/11/12	7/01/13	56	49.89	25.80	96.48	46.59	93.39		46.70
	short	18/03/13	23/09/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	124.30	31.70	487.40	363.10	292.11		146.06	146.06
Yes Bank	short	6/05/19	22/10/19	169	16.63	5.18	53.36	36.73	220.95		110.47	110.47
National Bank Greece	short	20/09/10	6/02/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91		94.95	94.95
Sberbank	long	4/09/06	5/03/07	182	7.90	13.70		5.80	73.42		36.71
	long	26/09/16	17/10/16	21	8.55	8.55		0.00	0.02		0.01
	long	31/10/16	14/11/16	14	8.63	8.63		0.00	0.00		0.00
	long	28/11/16	5/12/16	7	9.23	9.62		0.38	4.15		2.07
	long	12/12/16	13/03/17	91	11.20	10.46		-0.73	-6.57		-3.28	34.98
Gentera	short	13/03/17	17/07/17	126	27.09	28.07	26.11	-0.98	-3.62		-1.81
	short	24/07/17	29/01/18	189	27.67	16.60	46.12	18.45	66.69		33.34
	short	5/02/18	11/03/19	399	16.25	15.85	16.66	0.41	2.52		1.26	32.58
Banco Popular	long	20/04/09	2/11/09	196	31.10	30.15		-0.95	-3.05		-1.53
	short	12/11/12	7/01/13	56	5.10	3.50	7.43	2.33	45.71		22.86
	short	17/10/16	31/10/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	14/11/16	28/11/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	5/12/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	29.97
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banif	short	7/10/13	28/10/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	4/11/13	18/11/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	9/12/13	13/04/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank	short	5/02/18	11/03/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
Shanghai Pudong	long	20/04/09	2/11/09	196	12.38	17.67		5.29	42.73		21.37	21.37
Banco Macro	long	6/09/10	20/09/10	14	15.60	18.50		2.90	18.59		9.29
	long	23/09/13	7/10/13	14	20.55	21.80		1.25	6.08		3.04
	long	28/10/13	4/11/13	7	24.70	23.65		-1.05	-4.25		-2.13
	long	18/11/13	9/12/13	21	23.75	23.80		0.05	0.21		0.11
	long	26/09/16	17/10/16	21	115.35	121.30		5.95	5.16		2.58	13.19
Resona	short	2/11/09	6/09/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Bank of America	long	28/11/16	5/12/16	7	20.33	22.16		1.83	9.00		4.50
	long	12/12/16	13/03/17	91	22.61	25.30		2.69	11.90		5.95	10.72
Regional	long	3/09/12	12/11/12	70	46.65	52.24		5.59	11.98		5.99	5.99
Banco BPI	long	7/01/13	18/03/13	70	1.02	1.11		0.08	8.23		4.11	4.11
Axis Bank	long	11/03/19	6/05/19	56	70.24	74.75		4.51	6.41		3.21	3.21
State Bank of India	long	6/09/10	20/09/10	14	29.83	31.44		1.62	5.42		2.71	2.71
Bank of Bejing	short	24/07/17	29/01/18	189	7.97	7.61	8.35	0.38	4.73		2.37	2.37
Intesa Sanpaolo	long	4/09/06	5/03/07	182	4.86	5.05		0.19	3.89		1.95	1.95
Aozora Bank	long	6/02/12	9/04/12	63	20.90	21.40		0.50	2.39		1.20
	short	6/05/19	21/10/19	168	27.09	26.79	27.39	0.30	1.12		0.56	1.76
Montepio	long	17/07/17	24/07/17	7	1.00	1.00		0.00	0.10		0.05	0.05
Standard Chartered	long	31/10/16	14/11/16	14	7.12	7.12		0.00	0.00		0.00	0.00
Triodos Groenfonds	short	15/05/06	4/09/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
Commerzbank	long	17/07/17	24/07/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Unicredit	short	9/04/12	3/09/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
China Everbright Bk	long	13/04/15	18/05/15	35	5.44	5.07		-0.37	-6.80		-3.40	-3.40
Swedbank	short	15/05/06	4/09/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
Banco Popolare	short	5/12/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Industrial Bank	long	13/04/15	18/05/15	35	20.69	17.75		-2.94	-14.21		-7.10
	long	11/03/19	6/05/19	56	19.30	19.34		0.04	0.21		0.10	-7.01
BBVA Banco Francés	long	23/09/13	7/10/13	14	19.75	20.55		0.80	4.05		2.03
	long	28/10/13	4/11/13	7	23.85	21.55		-2.30	-9.64		-4.82
	long	18/11/13	9/12/13	21	23.40	21.80		-1.60	-6.84		-3.42
	long	29/01/18	5/02/18	7	162.00	146.25		-15.75	-9.72		-4.86	-10.77
Bank of Ireland	long	6/02/12	9/04/12	63	4.35	3.15		-1.20	-27.59		-13.79	-13.79
Banca Pop Mil	short	9/04/12	3/09/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
Banco Comercial	short	17/10/16	31/10/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	14/11/16	28/11/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	13/03/17	17/07/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25
	long	29/01/18	5/02/18	7	0.33	0.30		-0.03	-9.35		-4.67	-31.77

Annotations

17/07/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
21/09/17	Yes Bank	stock split 1:5 (five for one)
18/09/17	Umweltbank	stock split 1:5 (five for one)
10/07/17	Bank of Ireland	reverse split 30:1 (one for thirty)
5/06/17	Bankia	reverse split 4:1 (one for four)
23/01/17	Unicredit	reverse stock split 10:1 (one for ten)
24/10/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
11/07/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
13/01/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
21/09/15	Unipol	re-joins the MIB as replacement for Autogrill
17/07/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
21/06/15	Ferratum	recording started
19/05/15	Svenska Handelsbank	ex Split 1:3 (three for one)
11/03/15	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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