Share-o-matic - Assessment Banks

Assessment - Banks - 4/15/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Banks	267.950	Fri	-0.16	268.237	-0.11	226.287	41.950	18.54	USD	16.35
		Banco Macro	5,303.650	Fri	2.23	5,058.950	4.84	1,670.000	3,388.950	202.93	ARS	195.83
		BBVA Banco Francés	3,038.200	Fri	6.24	2,922.400	3.96	1,279.000	1,643.400	128.49	ARS	135.53
		Banco de Valores	263.500	Fri	1.54	265.000	-0.57	137.750	127.250	92.38	ARS	90.07
	L	Unipol	8.240	Fri	1.35	8.060	2.23	5.174	2.886	55.78	EUR	49.18
	L	Unicredit	35.275	Fri	0.56	34.350	2.69	23.005	11.345	49.32	EUR	46.75
	L	BPER Banca	4.411	Fri	-0.11	4.268	3.35	3.029	1.239	40.90	EUR	39.80
	L	Deutsche Bank	14.954	Fri	1.04	14.710	1.66	10.132	4.578	45.18	EUR	36.35
	L	Banco BPM	6.390	Fri	0.63	6.160	3.73	4.847	1.313	27.09	EUR	33.28
	L	Resona	981.100	Fri	-1.89	1,013.500	-3.20	805.400	208.100	25.84	JPY	33.09
	L	Banco Bilbao Viz	10.205	Fri	-2.06	10.170	0.34	7.700	2.470	32.08	EUR	31.87
	L	Intesa Sanpaolo	3.377	Fri	0.82	3.327	1.52	2.406	0.921	38.26	EUR	28.67
	L	Chiba Bank	1,286.500	Fri	-1.23	1,313.500	-2.06	1,091.500	222.000	20.34	JPY	27.60
	L	Fukuoka	4,082.000	Fri	-1.28	4,225.000	-3.38	3,704.000	521.000	14.07	JPY	27.59
	L	Wells Fargo	58.740	Thu	2.73	56.970	3.11	41.650	15.320	36.78	USD	27.38
		American Express	231.040	Fri	6.23	218.400	5.79	152.790	65.610	42.94	USD	26.64
	L	Banco Sabadell	1.485	Fri	-1.20	1.423	4.36	1.125	0.298	26.50	EUR	25.90
	L	Banco Santander	4.512	Fri	-0.73	4.471	0.92	3.576	0.895	25.01	EUR	24.37
	L	State Bank of India	750.450	Fri	0.76	757.500	-0.93	575.650	181.850	31.59	INR	23.74
	L	Citigroup	59.140	Fri	1.41	58.560	0.99	40.950	17.610	43.00	USD	23.51
		KB Financial	63,700.000	Fri	-0.47	66,200.000	-3.78	56,600.000	9,600.000	16.96	KRW	22.56
	L	Commerzbank	13.375	Fri	0.11	12.900	3.68	10.545	2.355	22.33	EUR	21.77
		Danske Bank	202.900	Fri	0.05	205.500	-1.27	165.000	40.500	24.55	DKK	21.48
		UBS	25.700	Fri	-0.43	26.250	-2.10	22.450	3.800	16.93	CHF	20.52
	L	Erste Group Bank	43.000	Fri	0.75	41.790	2.90	33.070	8.720	26.37	EUR	20.30
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Mediobanca	13.495	Fri	-0.63	13.680	-1.35	12.090	1.590	13.15	EUR	19.49
	L	Sumitomo Mitsui Trst	3,173.000	Fri	-1.49	3,291.000	-3.59	2,783.000	508.000	18.25	JPY	19.37
	L	NatWest	276.700	Fri	0.47	276.800	-0.04	228.200	48.600	21.30	GBP	19.14
	L	Agricultural Bank	4.540	Fri	1.11	4.370	3.89	3.710	0.660	17.79	CNY	18.94
	L	Bank of America	36.970	Fri	3.35	35.950	2.84	26.990	8.960	33.20	USD	18.32
		JP Morgan Chase	185.800	Fri	2.51	182.890	1.59	147.850	35.040	23.70	USD	17.82
	L	Unicaja Banco	1.142	Fri	-0.95	1.151	-0.78	1.017	0.134	13.18	EUR	17.67
	L	Banca Mediolanum	10.170	Fri	-0.10	10.090	0.79	7.942	2.148	27.05	EUR	17.62
		BNY Mellon	56.290	Fri	1.88	55.090	2.18	41.840	13.250	31.67	USD	17.36
	L	Westpac Banking	25.435	Fri	-1.15	26.160	-2.77	21.310	4.850	22.76	AUD	17.17
	L	Credit Agricole	14.035	Fri	0.97	13.820	1.56	11.538	2.282	19.78	EUR	16.55
		National Australia B	33.080	Fri	-1.11	33.930	-2.51	29.130	4.800	16.48	AUD	16.25
	L	Suncorp-Metway	15.925	Fri	-1.52	16.040	-0.72	13.960	2.080	14.90	AUD	16.20
	L	Bankinter	7.250	Fri	-0.41	6.890	5.22	6.020	0.870	14.45	EUR	16.17
		Banco Comercial	0.305	Fri	-2.84	0.299	1.70	0.281	0.019	6.62	EUR	15.95
	L	ANZ Banking NZ	30.640	Fri	-2.73	31.510	-2.76	27.220	4.290	15.76	NZD	15.18
		Raiffeisen Bank Int	17.180	Fri	-0.35	17.600	-2.39	13.500	4.100	30.37	EUR	15.05
	L	Lloyds Bank	50.920	Fri	-0.16	51.160	-0.47	43.510	7.650	17.58	GBP	14.41
	L	ANZ Banking AU	28.170	Fri	-1.37	29.000	-2.86	25.550	3.450	13.50	AUD	14.32
	L	Cdn Imp Bk Comm	65.430	Fri	0.63	65.740	-0.47	51.840	13.900	26.81	CAD	14.21
	L	Jyske Bank	570.000	Fri	-0.61	580.000	-1.72	516.200	63.800	12.36	DKK	14.09
	L	ABN AMRO	15.625	Fri	0.10	15.780	-0.98	13.320	2.460	18.47	EUR	13.34
		U.S. Bancorp	39.440	Thu	-0.20	41.440	-4.83	32.620	8.820	27.04	USD	13.31
		S.E.B	145.250	Fri	-0.07	146.950	-1.16	136.550	10.400	7.62	SEK	13.11
	L	KBC	69.600	Fri	-0.57	68.500	1.61	56.920	11.580	20.34	EUR	12.52
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	National Bank CA	110.120	Fri		110.690	-0.51	88.780	21.910	24.68	CAD	12.48
	L	BNP Paribas	65.430	Fri	-0.05	65.770	-0.52	57.830	7.940	13.73	EUR	12.16
		IBK	13,350.000	Fri	0.53	12,770.000	4.54	11,830.000	940.000	7.95	KRW	12.10
	L	Ind and Comm Bk	5.550	Fri	0.54	5.420	2.40	4.920	0.500	10.16	CNY	11.22
	L	Bank of China	3.360	Fri	0.30	3.260	3.07	2.800	0.460	16.43	HKD	11.03
		Svenska Handelsbank	109.000	Fri	-0.41	109.900	-0.82	99.920	9.980	9.99	SEK	10.65
	L	FinecoBank	14.140	Fri	1.43	14.090	0.35	10.845	3.245	29.92	EUR	10.45
		ICICI Bank	1,067.250	Fri	1.12	1,078.350	-1.03	951.400	126.950	13.34	INR	10.35
		Swedbank	214.800	Fri	0.80	214.900	-0.05	209.300	5.600	2.68	SEK	10.26
		Regional	151.070	Thu	-0.87	154.570	-2.26	131.850	22.720	17.23	MXN	9.97
		Commonwealth Bank	111.540	Fri	-1.06	114.640	-2.70	100.670	13.970	13.88	AUD	9.24
	L	Bank of Ireland	10.055	Fri	0.35	9.692	3.75	9.550	0.142	1.49	EUR	9.14
		Banco del Bajio	60.700	Thu	-0.33	62.740	-3.25	55.250	7.490	13.56	MXN	9.08
		IndusInd Bank	1,482.050	Fri	0.52	1,539.900	-3.76	1,446.400	93.500	6.46	INR	8.78
	L	DBS Bank	36.410	Fri	-0.11	35.640	2.16	33.440	2.200	6.58	SGD	8.76
		Banca Generali	35.340	Fri	-0.90	35.440	-0.28	31.820	3.620	11.38	EUR	8.16
		Woori Financial	13,540.000	Fri	0.30	13,560.000	-0.15	12,580.000	980.000	7.79	KRW	8.00
	L	OCBC	13.690	Fri	-0.15	13.710	-0.15	13.000	0.710	5.46	SGD	7.44
	L	Societe Generale	24.750	Fri	0.16	24.980	-0.92	21.950	3.030	13.80	EUR	7.34
		Bank Montreal	126.750	Fri	1.11	127.840	-0.85	111.720	16.120	14.43	CAD	6.95
	L	Royal Bank CA	134.570	Fri	0.79	134.990	-0.31	116.200	18.790	16.17	CAD	6.79
		HSBC	646.200	Fri	0.25	651.100	-0.75	651.300	-0.200	-0.03	GBP	6.34
		HSBC	61.850	Fri	-1.28	63.850	-3.13	61.800	2.050	3.32	HKD	5.89
		Axis Bank	1,029.100	Fri	0.50	1,057.950	-2.73	1,004.800	53.150	5.29	INR	5.37
		DNB	211.500	Fri	0.09	216.300	-2.22	220.100	-3.800	-1.73	NOK	5.34
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	United Overseas Bank	29.930	Fri	-0.73	29.570	1.22	28.130	1.440	5.12	SGD	4.72
	L	Bank of China (HK)	22.650	Fri	-0.88	22.650		21.250	1.400	6.59	HKD	4.48
	L	ICBC	4.110	Fri		4.030	1.99	3.850	0.180	4.68	HKD	4.25
		Nordea Bank	126.600	Fri	1.32	123.900	2.18	121.860	2.040	1.67	SEK	3.83
	L	China Merchants Bank	33.620	Fri	-0.09	32.830	2.41	32.310	0.520	1.61	CNY	3.61
	L	China Constr Bk HK	4.870	Fri	0.21	4.820	1.04	4.630	0.190	4.10	HKD	3.59
		Nordea Bank	10.890	Fri	1.49	10.710	1.68	10.570	0.140	1.32	EUR	3.19
	L	Bank Nova Scotia	64.280	Fri	0.22	65.470	-1.82	60.090	5.380	8.95	CAD	2.54
	L	Hang Seng Bank	96.050	Fri	0.16	97.400	-1.39	96.150	1.250	1.30	HKD	1.42
	L	China Merchants B HK	32.550	Fri	-0.31	31.750	2.52	32.150	-0.400	-1.24	HKD	0.44
	L	Standard Chartered	666.800	Fri	0.79	664.800	0.30	748.000	-83.200	-11.12	GBP	-0.07
		Kotak Mahindra Bank	1,792.650	Fri	0.33	1,798.150	-0.31	1,749.750	48.400	2.77	INR	-0.86
		Industrial Bank	16.180	Fri	-0.74	15.770	2.60	16.200	-0.430	-2.65	CNY	-0.88
	S	KakaoBank	23,750.000	Fri	-1.25	24,750.000	-4.04	23,150.000	1,600.000	6.91	KRW	-3.08
		HDFC Bank	1,531.300	Fri	2.45	1,494.700	2.45	1,529.600	-34.900	-2.28	INR	-4.72
	S	Toronto-Dominion	79.880	Fri	1.31	77.940	2.49	81.240	-3.300	-4.06	CAD	-4.90
	S	Aozora Bank	2,415.500	Fri	-1.91	2,472.000	-2.29	2,852.000	-380.000	-13.32	JPY	-9.77
		Umweltbank	6.360	Fri	-2.75	6.420	-0.93	7.780	-1.360	-17.48	EUR	-25.72
		Heartland	1.030	Fri	-2.83	1.090	-5.50	1.710	-0.620	-36.26	NZD	-29.01
Banks - 93 out of 93 instruments rated - 4/15/24 / 10/16/23 - 83 did rise, Market-Ratio(26) = 89.25 %

Technical Chart

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

1/06/20	scale up chart	4/15/24

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
1/02/06		7/30/07	574		- cash -
short	7/30/07	5/18/09	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	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 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	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 Financial	50	0	EUR	330,000.000	194,700.000	559,322.034	229,322.034	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 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	4/02/18	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	4/02/18	4/15/19	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	4/15/19	6/03/19	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	6/03/19	6/24/19	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	6/24/19	8/05/19	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	8/05/19	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	3/09/20	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	3/09/20	9/14/20	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	9/14/20	3/07/22	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	3/07/22	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	8/14/23	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	8/14/23	9/11/23	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	9/11/23	4/19/24	221		Banco Macro	50	3	ARS	1,577.750	5,303.650		3,725.900	236	22,133	641
					BBVA Banco Francés	50	5	ARS	1,137.700	3,038.200		1,900.500	167	31,636	406
100							198							508
accum	7/30/07	4/19/24	6109	days out of 6683 invested (91%)								216		31,636	7

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	12/06/10	77	642,906.00	541,596.00	763,166.87	120,260.87	18.71	50	9.35
	short	5/09/11	2/06/12	273	330,000.00	194,700.00	559,322.03	229,322.03	69.49		34.75
	short	8/24/15	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	12/06/10	5/09/11	154	15.85	13.90		-1.95	-12.30		-6.15
	long	9/14/20	3/07/22	539	138.20	197.55		59.35	42.95		21.47
	long	12/12/22	8/14/23	245	328.55	1,025.15		696.60	212.02		106.01
	long	9/11/23	4/19/24	221	1,137.70	3,038.20		1,900.50	167.05		83.52	331.01
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
	long	9/11/23	4/19/24	221	1,577.75	5,303.65		3,725.90	236.15		118.08	197.14
FBD	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
	short	3/07/22	12/12/22	280	3.80	3.80	3.80	0.00	0.00		0.00	42.92
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
	short	3/09/20	9/14/20	189	2.13	1.48	3.06	0.94	44.07		22.03
	long	12/12/22	8/14/23	245	2.11	1.70		-0.42	-19.67		-9.83	35.59
Deutsche Bank	short	4/02/18	4/15/19	378	11.16	7.65	16.29	5.13	45.95		22.97	22.97
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ABN AMRO	short	3/09/20	9/14/20	189	9.53	8.30	10.94	1.41	14.80		7.40	7.40
ICICI Bank	long	5/18/09	2/08/10	266	14.00	16.48		2.48	17.68		8.84
	long	11/11/19	3/09/20	119	49.68	45.78		-3.91	-7.86		-3.93	4.56
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
China Constr Bk HK	short	8/14/23	9/11/23	28	4.20	4.31	4.09	-0.11	-2.62		-1.31	-1.31
Fukuoka	short	6/03/19	6/24/19	21	18.43	19.36	17.50	-0.93	-5.05		-2.52	-2.52
Umweltbank	long	6/24/19	8/05/19	42	11.80	10.05		-1.75	-14.83		-7.42
	short	8/14/23	9/11/23	28	10.35	9.78	10.95	0.60	5.83		2.91	-4.72
Unicredit	short	6/04/12	7/02/12	28	13.08	14.72	11.44	-1.64	-12.57		-6.28	-6.28
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
	long	9/14/20	3/07/22	539	12.29	12.70		0.41	3.34		1.67	-11.60
Aozora Bank	long	2/06/12	6/04/12	119	20.90	15.30		-5.60	-26.79		-13.40	-13.40
Banca Generali	long	11/11/19	3/09/20	119	30.90	22.60		-8.30	-26.86		-13.43	-13.43
Raiffeisen Bank Int	short	3/07/22	12/12/22	280	10.98	14.63	7.33	-3.65	-33.24		-16.62	-16.62
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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

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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