Share-o-matic - Assessment Banks

Assessment - Banks - 2/24/20 - RS = 26

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
		SOM Banks	178.490	10:00	-1.03	184.008	-3.00	165.075	18.933	11.47	USD	1.00
	L	UBI Banca	3.893	09:06	-1.99	3.938	-1.14	2.287	1.651	72.19	EUR	51.65
	L	Deutsche Bank	8.706	09:01	-1.74	8.940	-2.62	6.333	2.607	41.17	EUR	26.75
	L	Banco Macro	258.950	Wed	-4.76	271.900	-4.76	165.400	106.500	64.39	ARS	25.93
	L	Umweltbank	11.550	10:00	-3.35	12.550	-7.97	9.680	2.870	29.65	EUR	21.98
		ICICI Bank	523.700	Wed	-1.37	529.850	-1.16	411.650	118.200	28.71	INR	21.62
		Gentera	20.590	Wed	0.44	20.300	1.43	15.030	5.270	35.06	MXN	17.40
	L	Nordea Bank	7.499	09:29	-1.61	7.873	-4.75	5.553	2.320	41.78	EUR	16.96
	L	Banco BPM	2.121	09:06	-1.62	2.222	-4.55	1.762	0.460	26.11	EUR	16.51
	L	Nordea Bank	79.290	09:31	-1.70	83.260	-4.77	59.580	23.680	39.74	SEK	16.47
		VTB Bank	1.291	08:23	-2.20	1.340	-3.66	1.014	0.326	32.15	EUR	16.30
		Societe Generale	27.760	09:03	-2.80	29.940	-7.28	22.540	7.400	32.83	EUR	15.55
	L	Jyske Bank	245.400	09:29	-6.90	271.500	-9.61	193.600	77.900	40.24	DKK	15.20
	L	Regional	110.240	Wed	-3.42	114.200	-3.47	88.390	25.810	29.20	MXN	15.08
	L	National Bank CA	73.090	Wed	-0.46	74.180	-1.47	60.630	13.550	22.35	CAD	13.14
		JP Morgan Chase	126.640	Wed	0.30	132.160	-4.18	106.870	25.290	23.66	USD	12.46
		Banca Generali	28.960	09:05	-2.03	29.620	-2.23	26.520	3.100	11.69	EUR	12.42
		BNP Paribas	46.990	09:03	-2.54	51.200	-8.22	40.550	10.650	26.26	EUR	12.12
		Kotak Mahindra Bank	1,666.500	Wed	-0.55	1,678.250	-0.70	1,512.800	165.450	10.94	INR	11.95
	L	Commonwealth Bank	84.430	05:10	-1.08	87.990	-4.05	76.760	11.230	14.63	AUD	11.78
		Heartland	1.680	04:00	-0.59	1.830	-8.20	1.570	0.260	16.56	NZD	11.62
	L	S.E.B	96.600	09:31	-1.47	99.620	-3.03	82.320	17.300	21.02	SEK	11.34
	L	Swedbank	151.850	09:31	-1.11	156.800	-3.16	123.800	33.000	26.66	SEK	11.11
		Credit Agricole	11.705	09:03	-3.26	12.700	-7.83	10.140	2.560	25.25	EUR	10.78
		Intesa Sanpaolo	2.337	09:06	-1.87	2.377	-1.68	1.940	0.437	22.50	EUR	10.64
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
	L	Ferratum	10.920	09:07	-2.50	11.200	-2.50	10.680	0.520	4.87	EUR	10.26
	L	Aozora Bank	2,834.000	06:15	-3.61	3,030.000	-6.47	2,443.000	587.000	24.03	JPY	10.14
	L	Svenska Handelsbank	102.600	09:31	-1.68	106.100	-3.30	82.960	23.140	27.89	SEK	10.12
		Unicredit	12.250	09:06	-2.41	12.640	-3.09	9.590	3.050	31.80	EUR	9.83
	L	Danske Bank	111.000	09:30	-2.46	115.000	-3.48	87.740	27.260	31.07	DKK	8.93
		Bank of America	30.630	Wed	-1.45	32.730	-6.42	26.780	5.950	22.22	USD	8.15
		KBC	64.300	09:04	-1.62	66.880	-3.86	51.920	14.960	28.81	EUR	7.99
		DNB	165.700	09:05	-1.95	171.250	-3.24	142.050	29.200	20.56	NOK	7.27
		American Express	118.500	Wed	-1.99	128.190	-7.56	118.530	9.660	8.15	USD	7.24
		HDFC	2,281.450	Wed	-0.92	2,292.300	-0.47	2,148.350	143.950	6.70	INR	7.06
		Unipol	4.794	09:06	-1.66	4.925	-2.66	4.525	0.400	8.84	EUR	6.19
		Sberbank	13.750	07:05	-2.55	13.900	-1.08	12.125	1.775	14.64	EUR	5.71
		Chiba Bank	555.000	06:15	-6.57	611.000	-9.17	512.000	99.000	19.34	JPY	5.38
		Aareal Bank	26.740	09:10	-2.55	29.020	-7.86	25.470	3.550	13.94	EUR	5.04
		State Bank of India	328.200	Wed	0.43	322.950	1.63	280.200	42.750	15.26	INR	4.38
		Banco Santander MX	27.620	Wed	0.18	28.250	-2.23	25.660	2.590	10.09	MXN	4.06
	L	BBVA Banco Francés	116.650	Wed	-6.27	124.450	-6.27	87.600	36.850	42.07	ARS	3.87
		Citigroup	68.180	Wed	-1.80	72.530	-6.00	62.720	9.810	15.64	USD	3.81
		Royal Bank CA	103.970	Wed	-2.12	108.320	-4.02	97.880	10.440	10.67	CAD	3.60
		Shinsei Bank	1,500.000	06:15	-7.35	1,668.000	-10.07	1,432.000	236.000	16.48	JPY	3.59
		Credit Suisse	11.805	09:02	-2.56	12.710	-7.12	11.210	1.500	13.38	CHF	3.03
		Erste Group Bank	32.130	09:22	-2.52	33.630	-4.46	30.050	3.580	11.91	EUR	2.96
		National Australia B	25.890	05:10	-1.33	27.110	-4.50	27.060	0.050	0.18	AUD	2.42
		HDFC Bank	1,199.250	Wed	-0.09	1,209.950	-0.88	1,128.070	81.880	7.26	INR	2.36
		Sumitomo Mitsui Trst	3,783.000	06:15	-2.07	4,053.000	-6.66	3,397.000	656.000	19.31	JPY	2.21
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
	L	Commerzbank	5.601	09:10	-2.56	6.126	-8.57	4.973	1.153	23.19	EUR	2.19
		UBS	11.355	09:02	-2.87	12.065	-5.88	10.330	1.735	16.80	CHF	1.67
	L	Triodos Groenfonds	59.960	09:00		59.910	0.08	59.610	0.300	0.50	EUR	1.56
		Bank Nova Scotia	72.500	Wed	0.03	73.150	-0.89	67.770	5.380	7.94	CAD	0.85
	L	ANZ Banking AU	25.530	05:10	-2.07	26.830	-4.85	26.270	0.560	2.13	AUD	0.55
		Banco Bilbao Viz	4.677	09:07	-1.36	4.912	-4.78	4.276	0.636	14.87	EUR	0.05
		BPER Banca	3.854	09:06	-1.81	3.836	0.47	3.069	0.767	24.99	EUR	0.05
		ANZ Banking NZ	26.700	03:42	-1.69	28.060	-4.85	27.600	0.460	1.67	NZD	-0.07
		Toronto-Dominion	73.100	Wed	-0.53	74.810	-2.29	71.830	2.980	4.15	CAD	-0.23
	S	Bank Montreal	95.700	Wed	-1.59	99.470	-3.79	92.380	7.090	7.67	CAD	-0.41
		Axis Bank	729.400	Wed	0.09	725.450	0.54	683.700	41.750	6.11	INR	-0.54
		Cdn Imp Bk Comm	107.070	Wed	0.99	107.500	-0.40	100.850	6.650	6.59	CAD	-0.66
	S	Raiffeisen Bank Int	19.960	09:22	-2.16	21.450	-6.95	20.550	0.900	4.38	EUR	-0.73
	S	China Constr Bk HK	6.440	08:08	1.90	6.340	1.58	5.750	0.590	10.26	HKD	-0.80
		China Merchants Bank	35.220	07:00	1.12	35.050	0.49	35.000	0.050	0.14	CNY	-1.03
	L	OCBC	10.900	09:07	0.37	10.920	-0.18	10.540	0.380	3.61	SGD	-1.30
		U.S. Bancorp	49.660	Wed	-2.09	53.080	-6.44	51.290	1.790	3.49	USD	-1.94
		United Overseas Bank	25.270	09:04	0.56	25.280	-0.04	24.450	0.830	3.39	SGD	-2.13
	S	FinecoBank	9.818	09:06	-1.33	10.060	-2.41	9.150	0.910	9.95	EUR	-2.66
	S	DBS Bank	24.820	09:15	0.65	24.850	-0.12	24.090	0.760	3.15	SGD	-2.82
	S	Bank of China	3.620	07:00	0.56	3.590	0.84	3.520	0.070	1.99	CNY	-2.90
	S	ICBC	5.460	08:08	2.25	5.410	0.92	4.900	0.510	10.41	HKD	-3.32
	S	Industrial Bank	17.820	07:00	0.68	17.840	-0.11	18.100	-0.260	-1.44	CNY	-4.17
	S	Agricultural Bank	3.460	07:00	0.29	3.460		3.380	0.080	2.37	CNY	-4.44
	S	Ind and Comm Bk	5.400	07:00	-0.18	5.440	-0.74	5.380	0.060	1.12	CNY	-4.52
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	Resona	419.700	06:15	-1.59	441.000	-4.83	401.700	39.300	9.78	JPY	-4.69
	S	China Everbright Bk	3.880	07:00	0.52	3.890	-0.26	3.670	0.220	5.99	CNY	-4.72
		Bank of China	3.160	08:08	1.61	3.140	0.64	2.960	0.180	6.08	HKD	-4.73
	S	Shanghai Pudong	11.210	07:00	0.09	11.160	0.45	11.300	-0.140	-1.24	CNY	-5.02
	S	Wells Fargo	44.140	Wed	-2.17	46.390	-4.85	44.980	1.410	3.13	USD	-5.20
	S	China Minsheng Bk	5.850	07:00	0.17	5.860	-0.17	5.780	0.080	1.38	CNY	-5.23
		Westpac Banking	24.330	05:10	-1.34	25.500	-4.59	27.620	-2.120	-7.68	AUD	-5.28
		Mediobanca	8.640	09:06	-1.35	8.848	-2.35	8.778	0.070	0.80	EUR	-5.65
	S	Bankinter	5.714	09:07	-1.41	5.946	-3.90	5.378	0.568	10.56	EUR	-6.08
		Banco Santander	3.496	09:07	-1.41	3.621	-3.45	3.495	0.126	3.59	EUR	-6.91
	L	Bank of China (HK)	27.100	08:08	0.93	27.000	0.37	26.500	0.500	1.89	HKD	-7.23
	S	Shizuoka Bank	703.000	06:15	-2.90	752.000	-6.52	698.000	54.000	7.74	JPY	-7.34
	S	Bank of Bejing	5.210	07:00		5.260	-0.95	5.230	0.030	0.57	CNY	-8.23
	S	BNY Mellon	41.370	Wed	-0.53	43.130	-4.08	41.110	2.020	4.91	USD	-8.32
		HSBC	54.400	08:08	0.81	56.500	-3.72	56.200	0.300	0.53	HKD	-8.42
	S	Suncorp-Metway	11.710	05:10	-0.76	12.220	-4.17	13.380	-1.160	-8.67	AUD	-8.44
	S	Bank of Comm	5.310	07:00		5.310		5.430	-0.120	-2.21	CNY	-8.47
	S	Lloyds Bank	50.940	09:24	-1.87	53.110	-4.09	49.990	3.120	6.24	GBP	-8.92
	L	Hang Seng Bank	163.400	08:08	1.11	161.500	1.18	165.800	-4.300	-2.59	HKD	-9.05
	S	Standard Chartered	570.760	09:24	-3.52	606.600	-5.91	614.400	-7.800	-1.27	GBP	-9.48
	S	Banco Sabadell	0.815	09:07	-1.52	0.843	-3.34	0.763	0.081	10.57	EUR	-10.18
		HSBC	539.700	09:23	-2.76	550.800	-2.02	586.400	-35.600	-6.07	GBP	-10.62
	S	Bank of Communicats	5.130	08:08	1.18	5.090	0.79	5.210	-0.120	-2.30	HKD	-10.92
	S	Fukuoka	1,710.000	06:15	-3.61	1,855.000	-7.82	1,766.000	89.000	5.04	JPY	-11.44
	S	KB Financial	39,400.000	06:30	0.90	39,050.000	0.90	38,500.000	550.000	1.43	KRW	-11.63
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	RBS	189.150	09:24	-2.02	197.750	-4.35	182.950	14.800	8.09	GBP	-11.93
	S	Bank of Shanghai	8.810	07:00	0.69	8.790	0.23	8.910	-0.120	-1.35	CNY	-12.57
		Banco del Bajio	30.900	Wed	2.28	30.010	2.97	32.330	-2.320	-7.18	MXN	-13.15
		Bankia	1.540	09:06	-2.50	1.633	-5.73	1.635	-0.002	-0.12	EUR	-16.40
	S	Bank of Ireland	3.498	09:23	-2.45	3.764	-7.07	3.440	0.324	9.42	EUR	-16.91
	L	Indiabulls HF	321.500	Wed	-0.99	330.850	-2.83	487.750	-156.900	-32.17	INR	-16.95
	S	Banco Comercial	0.173	09:06	-1.93	0.180	-4.00	0.206	-0.026	-12.57	EUR	-17.95
	S	IndusInd Bank	1,135.000	Wed	-1.63	1,170.250	-3.01	1,348.500	-178.250	-13.22	INR	-19.30
	L	Bank of East Asia	16.860	08:08	0.12	16.700	0.96	19.800	-3.100	-15.66	HKD	-19.54
	S	ABN AMRO	13.790	09:04	-1.64	14.240	-3.16	15.880	-1.640	-10.33	EUR	-19.65
	S	Woori Financial	9,910.000	06:30	1.02	9,400.000	5.43	11,550.000	-2,150.000	-18.61	KRW	-25.40
	S	IBK	9,780.000	06:30	1.24	9,480.000	3.16	11,950.000	-2,470.000	-20.67	KRW	-26.13
	S	Yes Bank	36.550	Wed	3.98	34.950	4.58	62.900	-27.950	-44.44	INR	-52.52
Banks - 112 out of 112 instruments rated - 2/24/20 / 8/26/19 - 92 did rise, Market-Ratio(26) = 82.14 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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
1/02/06		7/30/07	574		- cash -
short	7/30/07	5/18/09	658		FBD Holdings	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	5/18/09	2/08/10	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	2/08/10	3/29/10	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	3/29/10	5/17/10	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	5/17/10	8/02/10	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	8/02/10	9/20/10	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	9/20/10	12/06/10	77		Piraeus Bank	50	0	EUR	38,964.000	32,824.000	46,252.538	7,288.538	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	12/06/10	5/09/11	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	5/09/11	2/06/12	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	20,000.000	11,800.000	33,898.305	13,898.305	69	25,805	0
100							61							90
long	2/06/12	6/04/12	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	6/04/12	7/02/12	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	7/02/12	7/23/12	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	7/23/12	10/08/12	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	10/08/12	8/24/15	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	8/24/15	8/08/16	350		Alpha Bank	50	172	EUR	3.600	1.760	7.364	3.764	105	1,891	111
					Piraeus Bank	50	4	EUR	144.000	2.560	8,100.000	7,956.000	5,525	33,715	6,585
100							2,717							3,150
long	8/08/16	4/02/18	602		Banco Macro	50	154	ARS	109.350	215.450		106.100	97	50,054	51
					Sberbank	50	2,089	EUR	8.077	15.010		6.933	86	64,537	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	4/02/18	4/15/19	378		Deutsche Bank	50	2,849	EUR	11.326	7.648	16.773	5.447	48	80,055	46
					Gentera	50	2,528	MXN	12.760	18.670	6.850	-5.910	-46	65,115	-45
100							1							1
long	4/15/19	6/03/19	49		FinecoBank	50	2,628	EUR	12.385	9.152		-3.233	-26	56,618	-89
					Axis Bank	50	426	INR	76.285	81.265		4.980	7	58,740	60
100							-10							-54
short	6/03/19	6/24/19	21		Fukuoka	50	1,593	JPY	18.430	19.360	17.500	-0.930	-5	57,258	-59
					Yes Bank	50	1,965	INR	14.945	11.195	19.951	5.006	33	67,095	15,064
100							14							910
long	6/24/19	8/05/19	42		Umweltbank	50	2,843	EUR	11.800	10.050		-1.750	-15	62,120	-75
					Banco Macro	50	116	ARS	286.900	288.400		1.500	1	62,294	5
100							-7							-48
short	8/05/19	11/11/19	98		Indiabulls HF	50	653	INR	47.675	23.855	95.280	47.605	100	93,380	1,218
					Yes Bank	50	3,842	INR	8.110	7.300	9.010	0.900	11	96,837	48
100							55							417
long	11/11/19	2/27/20	108		Banca Generali	50	1,566	EUR	30.900	28.960		-1.940	-6	93,799	-20
		2/26/20	107		ICICI Bank	50	975	INR	49.680	52.370		2.690	5	96,422	20
100							0							-1
accum	7/30/07	2/26/20	4595	days out of 5169 invested (89%)								864		96,422	20

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	9/20/10	12/06/10	77	38,964.00	32,824.00	46,252.54	7,288.54	18.71	50	9.35
	short	5/09/11	2/06/12	273	20,000.00	11,800.00	33,898.31	13,898.31	69.49		34.75
	short	8/24/15	8/08/16	350	144.00	2.56	8,100.00	7,956.00	5,525.00		2,762.50	4,117.85
FBD Holdings	short	7/30/07	5/18/09	658	26.09	6.83	99.66	73.57	281.99		141.00	141.00
Shinsei Bank	short	7/30/07	5/18/09	658	40.90	12.30	136.00	95.10	232.52		116.26	116.26
Indiabulls HF	short	8/05/19	11/11/19	98	47.68	23.86	95.28	47.61	99.85		49.93	49.93
Sberbank	long	8/08/16	4/02/18	602	8.08	15.01		6.93	85.84		42.92	42.92
Banco Macro	long	8/02/10	9/20/10	49	15.90	18.50		2.60	16.35		8.18
	long	12/06/10	5/09/11	154	21.90	15.15		-6.75	-30.82		-15.41
	long	8/08/16	4/02/18	602	109.35	215.45		106.10	97.03		48.51
	long	6/24/19	8/05/19	42	286.90	288.40		1.50	0.52		0.26	36.25
Deutsche Bank	short	4/02/18	4/15/19	378	11.33	7.65	16.77	5.45	48.09		24.05	24.05
Yes Bank	short	6/03/19	6/24/19	21	14.95	11.20	19.95	5.01	33.50		16.75
	short	8/05/19	11/11/19	98	8.11	7.30	9.01	0.90	11.10		5.55	23.23
ICICI Bank	long	5/18/09	2/08/10	266	14.00	16.48		2.48	17.68		8.84
	long	11/11/19	2/26/20	107	49.68	52.37		2.69	5.41		2.71	11.79
Industrial Bank	long	5/18/09	2/08/10	266	10.26	12.20		1.94	18.91		9.45	9.45
Bank of Ireland	short	5/09/11	2/06/12	273	7.02	4.35	11.33	4.31	61.38		30.69
	long	2/06/12	6/04/12	119	4.35	2.91		-1.44	-33.10		-16.55	9.06
Axis Bank	long	4/15/19	6/03/19	49	76.29	81.27		4.98	6.53		3.26	3.26
U.S. Bancorp	long	7/02/12	7/23/12	21	32.44	33.42		0.98	3.02		1.51	1.51
Banco Popular	short	7/23/12	10/08/12	77	7.35	7.15	7.56	0.21	2.80		1.40	1.40
Wells Fargo	long	7/02/12	7/23/12	21	33.55	33.44		-0.11	-0.33		-0.16	-0.16
VTB Bank	long	3/29/10	5/17/10	49	4.12	3.83		-0.29	-7.04		-3.52
	long	8/02/10	9/20/10	49	4.02	4.25		0.23	5.72		2.86	-0.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Fukuoka	short	6/03/19	6/24/19	21	18.43	19.36	17.50	-0.93	-5.05		-2.52	-2.52
Banca Generali	long	11/11/19	2/27/20	108	30.90	28.96		-1.94	-6.28		-3.14	-3.14
BBVA Banco Francés	long	12/06/10	5/09/11	154	15.85	13.90		-1.95	-12.30		-6.15	-6.15
Unicredit	short	6/04/12	7/02/12	28	13.08	14.72	11.44	-1.64	-12.57		-6.28	-6.28
Umweltbank	long	6/24/19	8/05/19	42	11.80	10.05		-1.75	-14.83		-7.42	-7.42
KBC	long	3/29/10	5/17/10	49	36.65	30.89		-5.76	-15.72		-7.86	-7.86
FinecoBank	long	4/15/19	6/03/19	49	12.39	9.15		-3.23	-26.10		-13.05	-13.05
Aozora Bank	long	2/06/12	6/04/12	119	20.90	15.30		-5.60	-26.79		-13.40	-13.40
Lloyds Bank	short	2/08/10	3/29/10	49	0.47	0.63	0.31	-0.16	-34.00		-17.00	-17.00
National Bank Greece	short	5/17/10	8/02/10	77	14,711.10	16,625.10	12,797.10	-1,914.00	-13.01		-6.51
	short	9/20/10	12/06/10	77	12,350.10	10,110.00	15,086.55	2,736.45	22.16		11.08
	short	6/04/12	7/02/12	28	1,500.00	2,115.00	885.00	-615.00	-41.00		-20.50	-17.44
Gentera	short	4/02/18	4/15/19	378	12.76	18.67	6.85	-5.91	-46.32		-23.16	-23.16
Bankia	short	7/23/12	10/08/12	77	32.43	53.01	11.85	-20.58	-63.46		-31.73	-31.73
Alpha Bank	short	5/17/10	8/02/10	77	242.50	315.00	170.00	-72.50	-29.90		-14.95
	long	10/08/12	8/24/15	1050	96.00	3.60		-92.40	-96.25		-48.13
	short	8/24/15	8/08/16	350	3.60	1.76	7.36	3.76	104.54		52.27	-32.82
Eurobank Ergasias	short	2/08/10	3/29/10	49	5,050.00	7,120.00	2,980.00	-2,070.00	-40.99		-20.50
	long	10/08/12	8/24/15	1050	1,230.00	3.30		-1,226.70	-99.73		-49.87	-60.14

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
9/21/17	Yes Bank	stock split 1:5 (five 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)
6/05/17	Bankia	reverse split 4:1 (one for four)
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)
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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
7/17/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
6/21/15	Ferratum	recording started
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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