Share-o-matic - Assessment Banks

Assessment - Banks - 1/07/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
		SOM Banks	274.067	12/08/24	0.22	284.386	-3.63	241.022	43.364	17.99	USD	14.82
		Banco Macro	6,680.000	12/08/24	0.91	7,224.600	-7.54	2,670.000	4,554.600	170.58	ARS	234.40
		BBVA Banco Francés	4,025.000	12/08/24	0.75	3,972.600	1.32	1,775.250	2,197.350	123.78	ARS	169.17
		Banco de Valores	341.000	12/08/24	-0.15	350.500	-2.71	225.250	125.250	55.60	ARS	88.21
	L	Unipol	8.975	12/08/24	0.06	9.435	-4.88	5.162	4.273	82.78	EUR	55.74
		Banco Sabadell	1.788	12/08/24	0.45	1.852	-3.43	1.113	0.739	66.35	EUR	41.15
		KB Financial	82,500.000	12/08/24	0.73	79,600.000	3.64	54,100.000	25,500.000	47.13	KRW	35.15
		BPER Banca	4.765	12/08/24	-0.27	4.996	-4.62	3.026	1.970	65.10	EUR	31.96
	L	NatWest	334.600	12/08/24	0.48	315.000	6.22	219.400	95.600	43.57	GBP	30.05
	L	State Bank of India	812.600	12/08/24	-1.42	841.950	-3.49	642.050	199.900	31.13	INR	29.64
		Unicredit	34.570	12/08/24	0.38	36.205	-4.52	24.565	11.640	47.38	EUR	27.09
		Deutsche Bank	13.308	12/08/24	0.14	15.406	-13.62	12.364	3.042	24.60	EUR	26.34
	L	Bank of China	3.400	12/08/24	1.19	3.850	-11.69	2.980	0.870	29.19	HKD	26.24
		American Express	237.050	12/08/24	-0.34	233.810	1.39	187.340	46.470	24.81	USD	24.48
	L	Bank of America	38.170	12/08/24	-0.29	40.010	-4.60	33.670	6.340	18.83	USD	24.08
		Commerzbank	12.420	12/08/24	0.89	14.605	-14.96	10.760	3.845	35.73	EUR	23.82
		Chiba Bank	1,073.000	9/08/24	3.22	1,456.500	-26.33	1,018.500	438.000	43.00	JPY	22.54
		Wells Fargo	52.060	12/08/24	-1.33	60.590	-14.08	49.220	11.370	23.10	USD	22.22
		Intesa Sanpaolo	3.471	12/08/24	0.54	3.582	-3.10	2.644	0.938	35.48	EUR	22.08
		Bankinter	7.294	12/08/24	0.19	7.694	-5.20	5.796	1.898	32.75	EUR	21.96
		Citigroup	57.840	12/08/24		63.430	-8.81	51.440	11.990	23.31	USD	21.33
		Unicaja Banco	1.150	12/08/24	-0.86	1.306	-11.94	0.890	0.416	46.74	EUR	21.08
		Sumitomo Mitsui Trst	3,320.000	9/08/24	2.72	3,721.000	-10.78	2,706.000	1,015.000	37.51	JPY	21.05
		Banco Comercial	0.378	12/08/24	0.16	0.347	9.00	0.274	0.072	26.31	EUR	19.66
	L	Lloyds Bank	56.800	12/08/24	-0.28	55.620	2.12	47.710	7.910	16.58	GBP	19.38
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
		JP Morgan Chase	206.190	12/08/24	0.19	205.450	0.36	170.100	35.350	20.78	USD	18.62
	L	China Constr Bk HK	5.550	12/08/24	1.46	5.770	-3.81	4.650	1.120	24.09	HKD	18.55
		Resona	903.800	9/08/24	3.93	1,087.000	-16.85	716.500	370.500	51.71	JPY	18.52
		Banco BPM	5.782	12/08/24	-0.31	6.216	-6.98	4.781	1.435	30.01	EUR	18.12
		UBS	24.850	12/08/24	0.44	26.980	-7.89	26.100	0.880	3.37	CHF	17.63
		BNY Mellon	63.270	12/08/24	-0.80	60.110	5.26	52.050	8.060	15.49	USD	17.43
		Erste Group Bank	46.100	12/08/24	0.37	45.090	2.24	36.730	8.360	22.76	EUR	17.30
		Banca Mediolanum	10.230	12/08/24	1.29	10.590	-3.40	8.534	2.056	24.09	EUR	16.83
		Westpac Banking	28.220	12/08/24	0.61	27.210	3.71	22.900	4.310	18.82	AUD	16.63
		National Australia B	35.990	12/08/24	1.01	36.070	-0.22	30.700	5.370	17.49	AUD	16.12
	L	Commonwealth Bank	130.530	12/08/24	0.76	126.200	3.43	111.800	14.400	12.88	AUD	15.92
		Banco Santander	4.089	12/08/24	-0.24	4.448	-8.06	3.780	0.668	17.67	EUR	15.44
		Danske Bank	198.450	12/08/24	0.15	209.100	-5.09	180.400	28.700	15.91	DKK	14.82
		Suncorp-Metway	16.840	12/08/24	1.38	17.130	-1.69	13.850	3.280	23.68	AUD	13.90
	L	Axis Bank	1,164.300	12/08/24	1.89	1,261.900	-7.73	1,102.300	159.600	14.48	INR	12.99
	L	Hang Seng Bank	91.900	12/08/24	0.38	100.400	-8.47	91.050	9.350	10.27	HKD	12.92
		Mediobanca	14.030	12/08/24	0.94	14.090	-0.43	11.205	2.885	25.75	EUR	12.29
	L	Bank of China (HK)	22.300	12/08/24		24.050	-7.28	21.200	2.850	13.44	HKD	11.95
	L	ICBC	4.480	12/08/24	2.05	4.640	-3.45	3.820	0.820	21.47	HKD	11.92
		S.E.B	150.700	12/08/24	-0.10	157.800	-4.50	139.100	18.700	13.44	SEK	11.92
		Fukuoka	3,639.000	9/08/24	5.30	4,426.000	-17.78	3,327.000	1,099.000	33.03	JPY	11.64
	L	Royal Bank CA	148.760	12/08/24	-0.72	145.650	2.14	134.000	11.650	8.69	CAD	10.91
		Cdn Imp Bk Comm	69.690	12/08/24	-0.36	65.050	7.13	63.800	1.250	1.96	CAD	10.31
	L	China Merchants B HK	32.500	12/08/24		35.450	-8.32	26.500	8.950	33.77	HKD	10.17
		ANZ Banking AU	28.220	12/08/24	0.93	28.450	-0.81	25.920	2.530	9.76	AUD	10.02
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
		IBK	13,480.000	12/08/24	0.37	13,850.000	-2.67	11,860.000	1,990.000	16.78	KRW	9.98
		ANZ Banking NZ	30.050	12/08/24	0.13	30.800	-2.44	27.810	2.990	10.75	NZD	9.73
		Ind and Comm Bk	5.990	12/08/24	1.18	5.820	2.92	4.780	1.040	21.76	CNY	9.61
		ICICI Bank	1,172.800	12/08/24	0.10	1,211.850	-3.22	996.600	215.250	21.60	INR	9.59
		Bank of Ireland	9.412	12/08/24	-0.93	9.816	-4.12	8.218	1.598	19.45	EUR	9.58
		Agricultural Bank	4.640	12/08/24	0.65	4.440	4.50	3.640	0.800	21.98	CNY	9.57
	L	HSBC	64.350	12/08/24	0.63	68.300	-5.78	63.000	5.300	8.41	HKD	9.46
		Banco Bilbao Viz	8.924	12/08/24	0.27	9.500	-6.06	8.226	1.274	15.49	EUR	9.25
	L	Industrial Bank	16.280	12/08/24	-0.55	17.750	-8.28	16.210	1.540	9.50	CNY	9.12
	L	HSBC	643.900	12/08/24	0.22	690.900	-6.80	635.500	55.400	8.72	GBP	9.01
		FinecoBank	14.435	12/08/24	0.94	14.185	1.76	13.585	0.600	4.42	EUR	8.57
		Banca Generali	38.080	12/08/24	0.74	37.800	0.74	33.640	4.160	12.37	EUR	8.56
		ABN AMRO	15.290	12/08/24	0.92	15.665	-2.39	13.590	2.075	15.27	EUR	8.42
		OCBC	13.830	12/08/24	0.29	14.500	-4.62	13.000	1.500	11.54	SGD	8.37
		Jyske Bank	519.000	12/08/24	0.48	552.000	-5.98	484.000	68.000	14.05	DKK	7.80
		Woori Financial	14,750.000	12/08/24	0.55	14,400.000	2.43	13,000.000	1,400.000	10.77	KRW	7.69
	L	United Overseas Bank	29.290	12/08/24	0.58	31.300	-6.42	28.450	2.850	10.02	SGD	7.07
	L	Nordea Bank	10.420	12/08/24	-0.19	11.415	-8.72	11.226	0.189	1.68	EUR	6.97
		DBS Bank	33.980	12/08/24	1.22	36.120	-5.92	33.410	2.710	8.11	SGD	6.27
		KBC	66.580	12/08/24	-0.21	66.160	0.63	58.720	7.440	12.67	EUR	6.24
		China Merchants Bank	32.120	12/08/24	-0.65	34.360	-6.52	27.820	6.540	23.51	CNY	6.17
		Standard Chartered	722.000	12/08/24	0.92	732.200	-1.39	666.600	65.600	9.84	GBP	5.64
		National Bank CA	114.420	12/08/24	0.39	108.510	5.45	101.000	7.510	7.44	CAD	5.61
		Swedbank	207.100	12/08/24	-0.86	222.600	-6.96	203.400	19.200	9.44	SEK	4.69
		Nordea Bank	119.800	12/08/24	-0.13	130.150	-7.95	125.340	4.810	3.84	SEK	4.68
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
		Credit Agricole	13.205	12/08/24	0.57	13.100	0.80	12.852	0.248	1.93	EUR	4.62
	L	HDFC Bank	1,660.100	12/08/24	0.60	1,705.200	-2.64	1,709.250	-4.050	-0.24	INR	3.28
		IndusInd Bank	1,350.850	12/08/24	0.08	1,456.900	-7.28	1,598.950	-142.050	-8.88	INR	2.15
		U.S. Bancorp	41.470	12/08/24	-1.43	39.240	5.68	43.280	-4.040	-9.33	USD	2.11
		Raiffeisen Bank Int	16.610	12/08/24	1.59	16.340	1.65	18.670	-2.330	-12.48	EUR	1.72
		Bank Nova Scotia	61.490	12/08/24	-3.42	62.580	-1.74	64.500	-1.920	-2.98	CAD	0.25
	S	DNB	214.700	12/08/24	0.14	212.200	1.18	216.000	-3.800	-1.76	NOK	-0.15
	S	Svenska Handelsbank	102.150	12/08/24	0.29	101.800	0.34	109.500	-7.700	-7.03	SEK	-1.38
		BNP Paribas	59.250	12/08/24		61.670	-3.92	62.590	-0.920	-1.47	EUR	-1.82
	L	Kotak Mahindra Bank	1,772.550	12/08/24	0.16	1,808.100	-1.97	1,908.100	-100.000	-5.24	INR	-3.32
	S	Bank Montreal	111.850	12/08/24	-0.10	114.830	-2.60	131.110	-16.280	-12.42	CAD	-4.72
	L	Aozora Bank	2,365.000	9/08/24	3.28	2,624.000	-9.87	3,063.000	-439.000	-14.33	JPY	-4.74
		Societe Generale	20.520	12/08/24	0.44	22.600	-9.20	24.025	-1.425	-5.93	EUR	-5.83
	S	Toronto-Dominion	78.510	12/08/24	0.19	75.200	4.40	85.620	-10.420	-12.17	CAD	-9.14
	S	Banco del Bajio	52.060	12/08/24	0.64	55.850	-6.79	56.800	-0.950	-1.67	MXN	-9.77
	S	Regional	127.000	12/08/24	-0.39	138.350	-8.20	162.270	-23.920	-14.74	MXN	-9.82
	L	Umweltbank	5.640	12/08/24	-1.40	6.380	-11.60	7.860	-1.480	-18.83	EUR	-15.93
	S	KakaoBank	21,850.000	12/08/24	1.39	21,000.000	4.05	28,000.000	-7,000.000	-25.00	KRW	-16.23
	S	Heartland	1.060	12/08/24	0.95	0.970	9.28	1.480	-0.510	-34.46	NZD	-31.75
Banks - 93 out of 93 instruments rated - 1/07/24 / 1/01/24 - 75 did rise, Market-Ratio(26) = 80.65 %

Technical Chart

	Banks RS = 26 - B/S = 60/40

4/01/21	scale up chart	1/07/24

Transactions Banks * 26 - 60/40 (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		30/07/07	574		- cash -
short	30/07/07	18/05/09	658		FBD	50	191	EUR	26.090	6.830	99.662	73.572	282	24,052	110
					Shinsei Bank	50	122	JPY	40.900	12.300	136.001	95.101	233	35,654	95
100							257							103
long	18/05/09	8/02/10	266		Industrial Bank	50	1,737	CNY	10.260	12.200		1.940	19	39,024	27
					ICICI Bank	50	1,273	INR	14.000	16.475		2.475	18	42,175	25
100							18							26
short	8/02/10	29/03/10	49		Lloyds Bank	50	44,676	GBP	0.472	0.633	0.312	-0.161	-34	35,004	-95
					Eurobank Ergasias	50	4	EUR	5,050.000	7,120.000	2,980.000	-2,070.000	-41	26,724	-98
100							-37							-97
long	29/03/10	17/05/10	49		KBC	50	364	EUR	36.650	30.890		-5.760	-16	24,628	-72
					VTB Bank	50	3,248	EUR	4.120	3.830		-0.290	-7	23,686	-42
100							-11							-59
short	17/05/10	2/08/10	77		Alpha Services	50	48	EUR	242.500	315.000	170.000	-72.500	-30	20,206	-81
					National Bank Greece	50	0	EUR	14,711.100	16,625.100	12,797.100	-1,914.000	-13	20,206	0
100							-30							-81
long	2/08/10	20/09/10	49		Banco Macro	50	635	ARS	15.900	18.500		2.600	16	21,857	209
					VTB Bank	50	2,514	EUR	4.020	4.250		0.230	6	22,435	51
100							11							118
short	20/09/10	6/12/10	77		Piraeus Financial	50	0	EUR	642,906.000	541,596.000	763,166.871	120,260.871	19	22,435	0
					National Bank Greece	50	1	EUR	12,350.100	10,110.000	15,086.545	2,736.445	22	25,172	158
100							22							158
long	6/12/10	9/05/11	154		Banco Macro	50	574	ARS	21.900	15.150		-6.750	-31	21,297	-58
					BBVA Banco Francés	50	795	ARS	15.850	13.900		-1.950	-12	19,747	-27
100							-22							-44
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/05/11	6/02/12	273		Bank of Ireland	50	1,406	EUR	7.020	4.350	11.329	4.309	61	25,805	90
					Piraeus Financial	50	0	EUR	330,000.000	194,700.000	559,322.034	229,322.034	69	25,805	0
100							61							90
long	6/02/12	4/06/12	119		Bank of Ireland	50	2,966	EUR	4.350	2.910		-1.440	-33	21,534	-71
					Aozora Bank	50	617	JPY	20.900	15.300		-5.600	-27	18,079	-62
100							-30							-66
short	4/06/12	2/07/12	28		Unicredit	50	691	EUR	13.079	14.723	11.435	-1.644	-13	16,943	-83
					National Bank Greece	50	6	EUR	1,500.000	2,115.000	885.000	-615.000	-41	13,253	-100
100							-27							-98
long	2/07/12	23/07/12	21		U.S. Bancorp	50	204	USD	32.440	33.420		0.980	3	13,453	68
					Wells Fargo	50	197	USD	33.550	33.440		-0.110	0	13,431	-6
100							1							26
short	23/07/12	8/10/12	77		Banco Popular	50	913	EUR	7.350	7.150	7.556	0.206	3	13,619	14
					Bankia	50	207	EUR	32.428	53.008	11.848	-20.580	-63	9,359	-99
100							-30							-82
long	8/10/12	24/08/15	1050		Alpha Services	50	48	EUR	96.000	3.600		-92.400	-96	4,923	-68
					Eurobank Ergasias	50	3	EUR	1,230.000	3.300		-1,226.700	-100	1,243	-87
100							-98							-73
short	24/08/15	8/08/16	350		Alpha Services	50	172	EUR	3.600	1.760	7.364	3.764	105	1,891	111
					Piraeus Financial	50	0	EUR	2,376.000	42.240	133,650.000	131,274.000	5,525	1,891	0
100							105							111
long	8/08/16	2/04/18	602		Banco Macro	50	8	ARS	109.350	215.450		106.100	97	2,739	51
					Sberbank	50	125	EUR	8.077	15.010		6.933	86	3,606	46
100							91							48
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/04/18	15/04/19	378		Deutsche Bank	50	161	EUR	11.162	7.648	16.291	5.129	46	4,432	44
					Gentera	50	141	MXN	12.760	18.670	6.850	-5.910	-46	3,598	-45
100							0							0
long	15/04/19	3/06/19	49		FinecoBank	50	145	EUR	12.385	9.152		-3.233	-26	3,130	-89
					Axis Bank	50	23	INR	76.285	81.265		4.980	7	3,244	60
100							-10							-54
short	3/06/19	24/06/19	21		Fukuoka	50	88	JPY	18.430	19.360	17.500	-0.930	-5	3,162	-59
					Yes Bank	50	108	INR	14.945	11.195	19.951	5.006	33	3,703	15,064
100							14							902
long	24/06/19	5/08/19	42		Umweltbank	50	156	EUR	11.800	10.050		-1.750	-15	3,430	-75
					Banco Macro	50	6	ARS	286.900	288.400		1.500	1	3,439	5
100							-7							-49
short	5/08/19	11/11/19	98		Indiabulls HF	50	36	INR	47.675	23.855	95.280	47.605	100	5,153	1,218
					Yes Bank	50	212	INR	8.110	7.300	9.010	0.900	11	5,344	48
100							55							417
long	11/11/19	9/03/20	119		Banca Generali	50	86	EUR	30.900	22.600		-8.300	-27	4,630	-62
					ICICI Bank	50	54	INR	49.680	45.775		-3.905	-8	4,419	-22
100							-17							-44
short	9/03/20	14/09/20	189		ABN AMRO	50	231	EUR	9.528	8.300	10.938	1.410	15	4,745	31
					Yes Bank	50	1,043	INR	2.125	1.475	3.061	0.936	44	5,721	102
100							29							65
long	14/09/20	7/03/22	539		BBVA Banco Francés	50	20	ARS	138.200	197.550		59.350	43	6,908	27
					FinecoBank	50	240	EUR	12.290	12.700		0.410	3	7,007	2
100							22							15
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/03/22	12/12/22	280		Raiffeisen Bank Int	50	319	EUR	10.980	14.630	7.330	-3.650	-33	5,842	-41
					Sberbank	50	922	EUR	3.800	3.800	3.800	0.000	0	5,842	0
100							-17							-21
long	12/12/22	14/08/23	245		BBVA Banco Francés	50	8	ARS	328.550	1,025.150		696.600	212	11,415	445
					Yes Bank	50	1,523	INR	2.110	1.695		-0.415	-20	10,783	-28
100							85							149
short	14/08/23	11/09/23	28		Umweltbank	50	520	EUR	10.350	9.780	10.953	0.603	6	11,097	109
					China Constr Bk HK	50	1,285	HKD	4.200	4.310	4.090	-0.110	-3	10,955	-29
100							2							23
long	11/09/23	12/08/24	336		Banco Macro	50	3	ARS	1,577.750	6,680.000		5,102.250	323	26,262	380
					BBVA Banco Francés	50	5	ARS	1,137.700	4,025.000		2,887.300	254	40,699	295
100							285							333
accum	30/07/07	12/08/24	6559	days out of 7133 invested (92%)								307		40,699	8

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	20/09/10	6/12/10	77	642,906.00	541,596.00	763,166.87	120,260.87	18.71	50	9.35
	short	9/05/11	6/02/12	273	330,000.00	194,700.00	559,322.03	229,322.03	69.49		34.75
	short	24/08/15	8/08/16	350	2,376.00	42.24	133,650.00	131,274.00	5,525.00		2,762.50	4,117.85
BBVA Banco Francés	long	6/12/10	9/05/11	154	15.85	13.90		-1.95	-12.30		-6.15
	long	14/09/20	7/03/22	539	138.20	197.55		59.35	42.95		21.47
	long	12/12/22	14/08/23	245	328.55	1,025.15		696.60	212.02		106.01
	long	11/09/23	12/08/24	336	1,137.70	4,025.00		2,887.30	253.78		126.89	432.86
Banco Macro	long	2/08/10	20/09/10	49	15.90	18.50		2.60	16.35		8.18
	long	6/12/10	9/05/11	154	21.90	15.15		-6.75	-30.82		-15.41
	long	8/08/16	2/04/18	602	109.35	215.45		106.10	97.03		48.51
	long	24/06/19	5/08/19	42	286.90	288.40		1.50	0.52		0.26
	long	11/09/23	12/08/24	336	1,577.75	6,680.00		5,102.25	323.39		161.69	256.57
FBD	short	30/07/07	18/05/09	658	26.09	6.83	99.66	73.57	281.99		141.00	141.00
Shinsei Bank	short	30/07/07	18/05/09	658	40.90	12.30	136.00	95.10	232.52		116.26	116.26
Indiabulls HF	short	5/08/19	11/11/19	98	47.68	23.86	95.28	47.61	99.85		49.93	49.93
Sberbank	long	8/08/16	2/04/18	602	8.08	15.01		6.93	85.84		42.92
	short	7/03/22	12/12/22	280	3.80	3.80	3.80	0.00	0.00		0.00	42.92
Yes Bank	short	3/06/19	24/06/19	21	14.95	11.20	19.95	5.01	33.50		16.75
	short	5/08/19	11/11/19	98	8.11	7.30	9.01	0.90	11.10		5.55
	short	9/03/20	14/09/20	189	2.13	1.48	3.06	0.94	44.07		22.03
	long	12/12/22	14/08/23	245	2.11	1.70		-0.42	-19.67		-9.83	35.59
Deutsche Bank	short	2/04/18	15/04/19	378	11.16	7.65	16.29	5.13	45.95		22.97	22.97
Industrial Bank	long	18/05/09	8/02/10	266	10.26	12.20		1.94	18.91		9.45	9.45
Bank of Ireland	short	9/05/11	6/02/12	273	7.02	4.35	11.33	4.31	61.38		30.69
	long	6/02/12	4/06/12	119	4.35	2.91		-1.44	-33.10		-16.55	9.06
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ABN AMRO	short	9/03/20	14/09/20	189	9.53	8.30	10.94	1.41	14.80		7.40	7.40
ICICI Bank	long	18/05/09	8/02/10	266	14.00	16.48		2.48	17.68		8.84
	long	11/11/19	9/03/20	119	49.68	45.78		-3.91	-7.86		-3.93	4.56
Axis Bank	long	15/04/19	3/06/19	49	76.29	81.27		4.98	6.53		3.26	3.26
U.S. Bancorp	long	2/07/12	23/07/12	21	32.44	33.42		0.98	3.02		1.51	1.51
Banco Popular	short	23/07/12	8/10/12	77	7.35	7.15	7.56	0.21	2.80		1.40	1.40
Wells Fargo	long	2/07/12	23/07/12	21	33.55	33.44		-0.11	-0.33		-0.16	-0.16
VTB Bank	long	29/03/10	17/05/10	49	4.12	3.83		-0.29	-7.04		-3.52
	long	2/08/10	20/09/10	49	4.02	4.25		0.23	5.72		2.86	-0.76
China Constr Bk HK	short	14/08/23	11/09/23	28	4.20	4.31	4.09	-0.11	-2.62		-1.31	-1.31
Fukuoka	short	3/06/19	24/06/19	21	18.43	19.36	17.50	-0.93	-5.05		-2.52	-2.52
Umweltbank	long	24/06/19	5/08/19	42	11.80	10.05		-1.75	-14.83		-7.42
	short	14/08/23	11/09/23	28	10.35	9.78	10.95	0.60	5.83		2.91	-4.72
Unicredit	short	4/06/12	2/07/12	28	13.08	14.72	11.44	-1.64	-12.57		-6.28	-6.28
KBC	long	29/03/10	17/05/10	49	36.65	30.89		-5.76	-15.72		-7.86	-7.86
FinecoBank	long	15/04/19	3/06/19	49	12.39	9.15		-3.23	-26.10		-13.05
	long	14/09/20	7/03/22	539	12.29	12.70		0.41	3.34		1.67	-11.60
Aozora Bank	long	6/02/12	4/06/12	119	20.90	15.30		-5.60	-26.79		-13.40	-13.40
Banca Generali	long	11/11/19	9/03/20	119	30.90	22.60		-8.30	-26.86		-13.43	-13.43
Raiffeisen Bank Int	short	7/03/22	12/12/22	280	10.98	14.63	7.33	-3.65	-33.24		-16.62	-16.62
Lloyds Bank	short	8/02/10	29/03/10	49	0.47	0.63	0.31	-0.16	-34.00		-17.00	-17.00
National Bank Greece	short	17/05/10	2/08/10	77	14,711.10	16,625.10	12,797.10	-1,914.00	-13.01		-6.51
	short	20/09/10	6/12/10	77	12,350.10	10,110.00	15,086.55	2,736.45	22.16		11.08
	short	4/06/12	2/07/12	28	1,500.00	2,115.00	885.00	-615.00	-41.00		-20.50	-17.44
Gentera	short	2/04/18	15/04/19	378	12.76	18.67	6.85	-5.91	-46.32		-23.16	-23.16
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Bankia	short	23/07/12	8/10/12	77	32.43	53.01	11.85	-20.58	-63.46		-31.73	-31.73
Alpha Services	short	17/05/10	2/08/10	77	242.50	315.00	170.00	-72.50	-29.90		-14.95
	long	8/10/12	24/08/15	1050	96.00	3.60		-92.40	-96.25		-48.13
	short	24/08/15	8/08/16	350	3.60	1.76	7.36	3.76	104.54		52.27	-32.82
Eurobank Ergasias	short	8/02/10	29/03/10	49	5,050.00	7,120.00	2,980.00	-2,070.00	-40.99		-20.50
	long	8/10/12	24/08/15	1050	1,230.00	3.30		-1,226.70	-99.73		-49.87	-60.14

Annotations

16/05/22	Cdn Imp Bk Comm	stock split 1:2 (two 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)
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)
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
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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