Share-o-matic - Assessment Banks

Assessment - Banks - 16/05/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	Curr	∅-RS
	S	SOM Banks	197.033	Fri	0.51	195.956	0.55	213.699	-17.743	-8.30	USD	-4.21
		Banco del Bajio	50.120	Fri	-1.24	52.380	-4.31	37.530	14.850	39.57	MXN	31.25
	L	Aareal Bank	31.200	Fri	-0.83	31.820	-1.95	27.980	3.840	13.72	EUR	26.98
		Woori Financial	14,600.000	Fri	2.82	15,700.000	-7.01	13,450.000	2,250.000	16.73	KRW	23.85
	L	Standard Chartered	586.600	Fri	-0.68	587.600	-0.17	474.500	113.100	23.84	GBP	23.43
		Banco Macro	328.200	Fri	-0.79	339.200	-3.24	359.800	-20.600	-5.73	ARS	14.43
		HSBC	490.750	Fri	1.00	498.550	-1.56	436.700	61.850	14.16	GBP	11.42
		Bank of China (HK)	29.600	Fri	2.25	29.400	0.68	24.400	5.000	20.49	HKD	10.88
		Shinsei Bank	2,037.000	Fri	-0.34	2,015.000	1.09	1,827.000	188.000	10.29	JPY	10.33
		National Australia B	31.070	Fri	0.68	31.320	-0.80	29.400	1.920	6.53	AUD	10.20
	L	Bankinter	5.564	Fri	-0.68	5.314	4.70	4.972	0.342	6.88	EUR	9.97
		Regional	123.790	Fri	2.29	125.090	-1.04	110.500	14.590	13.20	MXN	8.70
		Banco Sabadell	0.731	Fri	-0.57	0.706	3.63	0.687	0.019	2.74	EUR	8.49
		Fukuoka	2,196.000	Fri	-1.52	2,261.000	-2.87	2,058.000	203.000	9.86	JPY	7.84
		UBS	17.225	Fri	1.03	17.030	1.15	16.685	0.345	2.07	CHF	7.40
		Bank of Comm	4.930	Fri	0.61	4.970	-0.80	4.660	0.310	6.65	CNY	5.68
		Suncorp-Metway	12.150	Fri	0.83	12.030	1.00	11.090	0.940	8.48	AUD	5.36
		Resona	479.500	Fri	-0.83	488.600	-1.86	449.100	39.500	8.80	JPY	4.83
		Sumitomo Mitsui Trst	3,807.000	Fri	-0.55	4,027.000	-5.46	3,686.000	341.000	9.25	JPY	4.80
		Bank of Ireland	5.864	Fri	3.75	5.468	7.24	5.162	0.306	5.93	EUR	4.68
		Bank of Communicats	5.230	Fri	0.38	5.150	1.55	4.820	0.330	6.85	HKD	4.47
		Banco BPM	2.980	Fri	-1.32	2.892	3.04	2.797	0.095	3.40	EUR	4.35
		Banco Comercial	0.172	Fri	-1.89	0.153	11.80	0.160	-0.007	-4.30	EUR	4.34
		IBK	11,000.000	Fri		11,150.000	-1.35	11,150.000	0.000	0.00	KRW	4.30
		Bank of China	3.060	Fri	1.32	2.990	2.34	2.770	0.220	7.94	HKD	4.25
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	Curr	∅-RS
		KB Financial	57,800.000	Fri	1.94	58,700.000	-1.53	56,300.000	2,400.000	4.26	KRW	4.19
		United Overseas Bank	29.420	Fri	3.19	28.490	3.26	27.680	0.810	2.93	SGD	3.02
	L	Bank of China	3.190	Fri	0.31	3.190		3.060	0.130	4.25	CNY	2.67
	L	Unipol	5.024	Fri	-0.08	4.907	2.38	5.080	-0.173	-3.41	EUR	2.60
		Commonwealth Bank	104.600	Fri	0.77	103.330	1.23	108.010	-4.680	-4.33	AUD	2.33
	L	Westpac Banking	23.570	Fri	0.51	24.380	-3.32	22.830	1.550	6.79	AUD	2.27
		Commerzbank	7.236	Fri	0.22	6.490	11.49	7.103	-0.613	-8.63	EUR	2.06
		HSBC	48.450	Fri	1.89	47.900	1.15	45.200	2.700	5.97	HKD	1.57
		Svenska Handelsbank	98.120	Fri	0.22	97.960	0.16	102.600	-4.640	-4.52	SEK	1.33
	L	Agricultural Bank	3.020	Fri		3.040	-0.66	2.930	0.110	3.75	CNY	1.08
		Mediobanca	9.500	Fri	-0.75	9.900	-4.04	10.805	-0.905	-8.38	EUR	1.02
		Toronto-Dominion	92.100	Fri	0.37	92.140	-0.04	93.310	-1.170	-1.25	CAD	0.69
		ICBC	4.650	Fri	1.75	4.560	1.97	4.280	0.280	6.54	HKD	0.40
		Heartland	2.170	Fri	-1.36	2.230	-2.69	2.320	-0.090	-3.88	NZD	0.03
	S	ABN AMRO	10.295	Fri	-0.63	11.685	-11.90	13.136	-1.451	-11.05	EUR	-0.38
		Aozora Bank	2,621.000	Fri	0.11	2,580.000	1.59	2,578.000	2.000	0.08	JPY	-0.45
		BBVA Banco Francés	207.800	Fri	-2.28	215.300	-3.48	270.400	-55.100	-20.38	ARS	-0.52
	S	Postal Savings Bank	5.280	Fri	2.13	5.250	0.57	5.350	-0.100	-1.87	CNY	-0.83
		Kotak Mahindra Bank	1,829.150	Fri	2.57	1,812.850	0.90	2,097.300	-284.450	-13.56	INR	-1.01
	S	Bank Montreal	130.920	Fri	0.10	132.860	-1.46	140.250	-7.390	-5.27	CAD	-1.32
	L	Ind and Comm Bk	4.630	Fri	0.43	4.680	-1.07	4.670	0.010	0.21	CNY	-1.56
	S	State Bank of India	462.400	Fri	3.33	455.000	1.63	506.550	-51.550	-10.18	INR	-1.85
	S	Chiba Bank	667.000	Fri	-1.19	695.000	-4.03	705.000	-10.000	-1.42	JPY	-1.89
	S	OCBC	11.750	Fri	1.03	11.710	0.34	11.870	-0.160	-1.35	SGD	-2.03
	S	DBS Bank	31.200	Fri	1.00	31.230	-0.10	32.190	-0.960	-2.98	SGD	-2.27
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	Curr	∅-RS
	S	Bank Nova Scotia	80.240	Fri	-0.30	81.450	-1.49	82.940	-1.490	-1.80	CAD	-2.58
		Yes Bank	13.950	Fri	3.72	12.700	9.84	13.050	-0.350	-2.68	INR	-2.89
	S	Industrial Bank	19.690	Fri	2.13	19.340	1.81	18.830	0.510	2.71	CNY	-3.15
	S	NatWest	210.300	Fri	0.57	210.100	0.10	219.600	-9.500	-4.33	GBP	-3.28
		BPER Banca	1.747	Fri	-1.22	1.726	1.19	1.926	-0.200	-10.38	EUR	-3.37
	S	China Constr Bk HK	5.610	Fri	2.19	5.470	2.56	5.240	0.230	4.39	HKD	-3.49
	S	ANZ Banking NZ	28.150	Fri	0.18	28.280	-0.46	29.450	-1.170	-3.97	NZD	-3.87
	S	Nordea Bank	97.980	Fri	0.05	98.530	-0.56	111.820	-13.290	-11.89	SEK	-3.89
	S	Royal Bank CA	127.250	Fri	0.21	126.890	0.28	132.450	-5.560	-4.20	CAD	-3.92
	S	ICICI Bank	709.550	Fri	2.79	683.000	3.89	773.300	-90.300	-11.68	INR	-4.71
	S	Danske Bank	107.550	Fri	1.37	107.650	-0.09	115.500	-7.850	-6.80	DKK	-4.87
		BNP Paribas	53.710	Fri	0.98	52.310	2.68	61.220	-8.910	-14.55	EUR	-4.93
	S	Nordea Bank	9.318	Fri	-0.11	9.383	-0.69	11.166	-1.783	-15.97	EUR	-6.00
	S	DNB	187.150	Fri	2.46	183.900	1.77	214.500	-30.600	-14.27	NOK	-6.12
	S	Cdn Imp Bk Comm	68.570	Fri	0.06	69.360	-1.14	74.675	-5.315	-7.12	CAD	-6.28
	S	Hang Seng Bank	137.800	Fri	1.17	138.600	-0.58	145.500	-6.900	-4.74	HKD	-6.54
		S.E.B	107.800	Fri	-0.69	109.300	-1.37	139.100	-29.800	-21.42	SEK	-6.59
	S	National Bank CA	92.040	Fri	-0.05	90.790	1.38	105.180	-14.390	-13.68	CAD	-6.74
	L	China Minsheng Bk	3.780	Fri	-0.26	3.730	1.34	3.930	-0.200	-5.09	CNY	-7.02
	S	Lloyds Bank	43.600	Fri	0.39	43.665	-0.15	49.630	-5.965	-12.02	GBP	-7.51
	S	ANZ Banking AU	25.500	Fri	0.87	25.580	-0.31	28.470	-2.890	-10.15	AUD	-7.52
	S	American Express	153.240	Fri	-0.49	156.430	-2.04	183.130	-26.700	-14.58	USD	-8.39
	S	China Everbright Bk	3.130	Fri	0.64	3.120	0.32	3.370	-0.250	-7.42	CNY	-8.92
	S	Swedbank	147.750	Fri	-0.77	151.900	-2.73	193.900	-42.000	-21.66	SEK	-8.93
	S	Banca Generali	32.450	Fri	-0.49	32.350	0.31	43.080	-10.730	-24.91	EUR	-9.15
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	Curr	∅-RS
	S	Shizuoka Bank	756.000	Fri	-1.43	793.000	-4.67	895.000	-102.000	-11.40	JPY	-9.16
	S	Banco Bilbao Viz	4.748	Fri	-0.40	4.848	-2.07	5.865	-1.017	-17.34	EUR	-9.27
		IndusInd Bank	896.500	Fri	3.49	885.900	1.20	1,041.500	-155.600	-14.94	INR	-9.79
		Shanghai Pudong	8.040	Fri	1.64	7.970	0.88	8.750	-0.780	-8.91	CNY	-9.93
	S	Unicredit	9.940	Fri	-1.58	9.668	2.81	11.650	-1.982	-17.01	EUR	-10.90
	S	Umweltbank	17.000	Fri	2.10	16.500	3.03	20.400	-3.900	-19.12	EUR	-11.04
	S	Bank of East Asia	11.440	Fri	0.88	11.280	1.42	12.300	-1.020	-8.29	HKD	-11.73
	S	Banco Santander	2.744	Fri	0.13	2.700	1.65	3.212	-0.512	-15.94	EUR	-12.94
	S	Wells Fargo	41.670	Fri	-0.79	42.210	-1.28	51.080	-8.870	-17.36	USD	-12.95
	S	HDFC Bank	1,320.950	Fri	2.63	1,305.100	1.21	1,557.250	-252.150	-16.19	INR	-12.98
	S	Societe Generale	24.495	Fri	0.08	23.210	5.54	29.795	-6.585	-22.10	EUR	-12.99
	S	Banca Mediolanum	7.042	Fri	-0.96	7.138	-1.34	9.160	-2.022	-22.07	EUR	-13.39
	S	Credit Agricole	10.394	Fri	0.21	10.254	1.37	12.782	-2.528	-19.78	EUR	-13.97
	S	Axis Bank	673.100	Fri	3.52	638.950	5.34	733.250	-94.300	-12.86	INR	-14.01
	S	Intesa Sanpaolo	1.983	Fri	-0.25	1.954	1.46	2.490	-0.536	-21.51	EUR	-15.07
	S	HDFC	2,201.600	Fri	3.06	2,172.100	1.36	3,000.850	-828.750	-27.62	INR	-15.18
	S	U.S. Bancorp	49.210	Fri	-0.06	48.270	1.95	60.460	-12.190	-20.16	USD	-15.42
	S	FinecoBank	12.580	Fri	-1.72	12.395	1.49	17.280	-4.885	-28.27	EUR	-16.84
	S	Deutsche Bank	9.362	Fri	0.75	9.219	1.55	11.202	-1.983	-17.70	EUR	-16.94
	S	Bank of America	33.860	Fri	-1.71	34.810	-2.73	47.050	-12.240	-26.01	USD	-18.06
	S	BNY Mellon	43.770	Fri	1.04	43.240	1.23	59.910	-16.670	-27.83	USD	-18.92
		VTB Bank	0.825	25/02	-5.17	0.825		1.170	-0.345	-29.49	EUR	-19.89
	S	Erste Group Bank	29.580	Fri	-1.43	27.700	6.79	40.600	-12.900	-31.77	EUR	-20.96
	S	KBC	56.540	Fri	0.50	54.900	2.99	79.340	-24.440	-30.80	EUR	-21.98
	S	JP Morgan Chase	117.340	Fri	-0.82	118.260	-0.78	166.560	-48.300	-29.00	USD	-22.27
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	Curr	∅-RS
	S	Credit Suisse	6.582	Fri	0.83	6.520	0.95	9.340	-2.820	-30.19	CHF	-24.90
	S	China Merchants Bank	39.960	Fri	5.07	36.890	8.32	52.930	-16.040	-30.30	CNY	-25.63
	S	Citigroup	49.750	Fri	-0.06	47.460	4.83	68.740	-21.280	-30.96	USD	-26.52
	S	Raiffeisen Bank Int	11.880	Fri	-0.75	12.080	-1.66	28.140	-16.060	-57.07	EUR	-36.29
	S	Indiabulls HF	120.350	Fri	3.48	118.850	1.26	226.450	-107.600	-47.52	INR	-43.18
		Sberbank	3.800	25/02	11.76	3.800		16.450	-12.650	-76.90	EUR	-57.79
Banks - 105 out of 105 instruments rated - 16/05/22 / 15/11/21 - 32 did rise, Market-Ratio(26) = 30.48 %

Technical Chart

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

1/01/18	scale up chart	16/05/22

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 Bank	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 Bank	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 Bank	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 Bank	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 Bank	50	172	EUR	3.600	1.760	7.364	3.764	105	1,891	111
					Piraeus Bank	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	20/05/22	74		Raiffeisen Bank Int	50	319	EUR	10.980	11.880	10.080	-0.900	-8	6,720	-34
		16/05/22	70		Sberbank	50	922	EUR	3.800	3.800	3.800	0.000	0	6,720	0
100							-4							-19
accum	30/07/07	16/05/22	5409	days out of 5983 invested (90%)								-33		6,720	-3

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	6/12/10	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
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
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	50.38
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	16/05/22	70	3.80	3.80	3.80	0.00	0.00		0.00	42.92
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	36.25
Deutsche Bank	short	2/04/18	15/04/19	378	11.16	7.65	16.29	5.13	45.95		22.97	22.97
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	14.00
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
Fukuoka	short	3/06/19	24/06/19	21	18.43	19.36	17.50	-0.93	-5.05		-2.52	-2.52
Raiffeisen Bank Int	short	7/03/22	20/05/22	74	10.98	11.88	10.08	-0.90	-8.20		-4.10	-4.10
Unicredit	short	4/06/12	2/07/12	28	13.08	14.72	11.44	-1.64	-12.57		-6.28	-6.28
Umweltbank	long	24/06/19	5/08/19	42	11.80	10.05		-1.75	-14.83		-7.42	-7.42
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
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
Bankia	short	23/07/12	8/10/12	77	32.43	53.01	11.85	-20.58	-63.46		-31.73	-31.73
Alpha Bank	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)
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)
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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