Share-o-matic - Assessment Banks

Assessment - Banks - 5/10/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	1/11/21	prc diff	⇓ Δ17	Curr	∅-RS
	L	SOM Banks	195.280	Wed	0.06	197.273	-1.01	172.643	24.630	14.27	USD	25.87
	L	Bank of Ireland	5.216	Wed	1.12	5.260	-0.84	3.388	1.872	55.25	EUR	125.51
	L	Banco Sabadell	0.667	Wed	0.85	0.663	0.66	0.395	0.268	67.89	EUR	87.33
	L	Societe Generale	25.775	Wed	2.08	25.635	0.55	17.538	8.097	46.17	EUR	63.94
	L	Wells Fargo	45.640	Wed	-0.17	46.600	-2.06	33.240	13.360	40.19	USD	63.38
		State Bank of India	367.700	Wed	0.84	361.700	1.66	282.500	79.200	28.04	INR	55.86
	L	Banco BPM	2.583	Wed	1.14	2.529	2.14	1.921	0.609	31.68	EUR	54.26
	L	Banco Bilbao Viz	4.903	Wed	-0.12	4.928	-0.51	4.251	0.677	15.93	EUR	51.24
	L	Bank of America	41.180	Wed	-0.94	42.050	-2.07	33.070	8.980	27.15	USD	49.06
	L	Banco Santander	3.288	Wed	1.15	3.306	-0.56	2.810	0.496	17.65	EUR	47.56
	L	Lloyds Bank	47.290	Wed	1.32	47.850	-1.17	36.165	11.685	32.31	GBP	45.61
	L	Credit Agricole	13.408	Wed	1.53	13.376	0.24	10.525	2.851	27.09	EUR	44.97
	L	U.S. Bancorp	59.560	Wed	-0.98	61.170	-2.63	49.340	11.830	23.98	USD	44.73
	L	KB Financial	58,400.000	Wed	-2.18	59,500.000	-1.85	45,900.000	13,600.000	29.63	KRW	44.30
		NatWest	189.600	Wed	-0.73	197.050	-3.78	161.900	35.150	21.71	GBP	44.09
		IndusInd Bank	916.650	Wed	-3.39	945.400	-3.04	929.100	16.300	1.75	INR	44.07
	L	Banco del Bajio	30.390	Wed	1.30	30.380	0.03	26.550	3.830	14.43	MXN	42.54
	L	BNP Paribas	56.600	Wed	1.43	55.820	1.40	44.980	10.840	24.10	EUR	42.30
	L	American Express	152.300	Wed	-1.38	158.680	-4.02	121.060	37.620	31.08	USD	42.09
		Regional	99.480	Wed	-0.35	99.840	-0.36	91.730	8.110	8.84	MXN	41.51
	L	JP Morgan Chase	157.450	Wed	-0.69	161.220	-2.34	138.050	23.170	16.78	USD	41.29
		ICICI Bank	594.750	Wed	-2.48	613.250	-3.02	544.700	68.550	12.58	INR	41.15
	L	Erste Group Bank	32.090	Wed	1.04	31.510	1.84	26.060	5.450	20.91	EUR	38.92
		Axis Bank	691.300	Wed	-2.27	715.250	-3.35	666.950	48.300	7.24	INR	37.05
	L	Citigroup	74.230	Wed	-0.85	75.130	-1.20	66.440	8.690	13.08	USD	36.91
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	1/11/21	prc diff	⇓ Δ17	Curr	∅-RS
	L	Westpac Banking	25.770	Wed	-1.19	26.420	-2.46	20.290	6.130	30.21	AUD	36.29
	L	Bank Montreal	116.490	Wed	-0.55	117.810	-1.12	99.870	17.940	17.96	CAD	35.97
	L	VTB Bank	1.070	Wed	-0.93	1.100	-2.73	0.825	0.275	33.33	EUR	35.87
	L	ABN AMRO	10.348	Wed	-5.84	11.168	-7.34	8.904	2.264	25.43	EUR	34.71
	L	Deutsche Bank	11.594	Wed	2.35	11.566	0.24	9.523	2.043	21.45	EUR	33.97
	L	Banco Comercial	0.149	Wed	5.29	0.139	7.41	0.133	0.006	4.51	EUR	32.03
	L	BNY Mellon	51.030	Wed	-1.07	52.270	-2.37	45.560	6.710	14.73	USD	31.72
		National Australia B	26.540	Wed	-1.01	27.090	-2.03	23.210	3.880	16.72	AUD	31.68
		Mediobanca	9.618	Wed	-0.58	9.654	-0.37	7.490	2.164	28.89	EUR	31.55
		ANZ Banking NZ	28.900	Wed	-1.03	29.610	-2.40	25.550	4.060	15.89	NZD	31.35
		Banco Santander MX	22.900	Wed	0.35	22.740	0.70	21.540	1.200	5.57	MXN	30.99
		ANZ Banking AU	26.920	Wed	-0.55	27.380	-1.68	23.850	3.530	14.80	AUD	30.64
		Heartland	1.890	Wed		1.880	0.53	1.690	0.190	11.24	NZD	30.50
	L	Intesa Sanpaolo	2.383	Wed	0.08	2.390	-0.29	1.943	0.447	22.99	EUR	30.07
		Umweltbank	17.050	Wed	-0.58	17.400	-2.01	14.800	2.600	17.57	EUR	29.98
	L	OCBC	12.030	Wed	-1.00	12.570	-4.30	10.600	1.970	18.58	SGD	29.96
	L	National Bank CA	90.350	Wed	-0.30	90.730	-0.42	73.060	17.670	24.19	CAD	29.95
	L	Sberbank	13.450	Wed	-0.37	14.150	-4.95	12.765	1.385	10.85	EUR	28.98
		China Merchants Bank	53.690	Wed	-0.28	53.900	-0.39	48.420	5.480	11.32	CNY	28.95
	L	HSBC	47.950	Wed	-0.83	49.150	-2.44	43.000	6.150	14.30	HKD	28.82
	L	Gentera	10.580	Wed	-0.38	10.590	-0.09	9.440	1.150	12.18	MXN	27.67
	L	DBS Bank	29.500	Wed	0.20	29.630	-0.44	26.920	2.710	10.07	SGD	27.47
	L	Commonwealth Bank	95.570	Wed	1.05	95.150	0.44	85.160	9.990	11.73	AUD	27.28
	L	Toronto-Dominion	85.790	Wed	0.28	85.800	-0.01	74.200	11.600	15.63	CAD	27.17
		Bank Nova Scotia	78.240	Wed	-0.34	79.450	-1.52	68.060	11.390	16.74	CAD	27.12
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	1/11/21	prc diff	⇓ Δ17	Curr	∅-RS
	L	Aareal Bank	22.760	Wed	3.55	23.840	-4.53	20.320	3.520	17.32	EUR	26.52
	L	Unipol	4.919	Wed	0.57	4.905	0.29	4.100	0.805	19.63	EUR	26.32
	L	Cdn Imp Bk Comm	129.880	Wed	-0.33	130.770	-0.68	112.880	17.890	15.85	CAD	25.29
	L	KBC	67.340	Wed	1.48	66.260	1.63	59.520	6.740	11.32	EUR	25.03
	L	S.E.B	107.200	Wed	-0.19	110.150	-2.68	84.860	25.290	29.80	SEK	24.35
	L	Bank of China (HK)	29.550	Wed	1.03	29.500	0.17	25.050	4.450	17.76	HKD	24.08
	L	Unicredit	10.200	Wed	2.93	9.854	3.51	8.036	1.818	22.62	EUR	23.39
		Nordea Bank	8.529	Wed	0.99	8.533	-0.05	6.790	1.743	25.67	EUR	23.10
		Commerzbank	6.263	Wed	8.56	5.781	8.34	5.582	0.199	3.57	EUR	22.94
		Aozora Bank	2,373.000	Wed	-1.45	2,437.000	-2.63	1,980.000	457.000	23.08	JPY	22.88
		Chiba Bank	699.000	Wed	0.29	716.000	-2.37	584.000	132.000	22.60	JPY	22.87
	L	Hang Seng Bank	159.700	Wed	0.69	162.500	-1.72	145.900	16.600	11.38	HKD	22.60
	L	Woori Financial	11,050.000	Wed	-2.21	11,300.000	-2.21	9,720.000	1,580.000	16.26	KRW	22.00
		HDFC	2,438.700	Wed	-1.03	2,531.350	-3.66	2,751.200	-219.850	-7.99	INR	21.90
	L	United Overseas Bank	26.090	Wed	-0.34	26.540	-1.70	23.790	2.750	11.56	SGD	21.86
	L	Banca Generali	32.500	Wed	-1.10	33.020	-1.57	26.980	6.040	22.39	EUR	21.64
		DNB	179.350	Wed	-0.11	182.200	-1.56	166.300	15.900	9.56	NOK	21.40
	L	Sumitomo Mitsui Trst	3,769.000	Wed	-0.34	3,857.000	-2.28	3,355.000	502.000	14.96	JPY	21.12
		Resona	461.500	Wed	-0.35	468.200	-1.43	386.000	82.200	21.30	JPY	20.97
	L	HSBC	443.900	Wed	0.89	454.400	-2.31	408.200	46.200	11.32	GBP	20.94
		Nordea Bank	85.610	Wed	0.29	86.260	-0.75	68.530	17.730	25.87	SEK	20.88
	L	Raiffeisen Bank Int	19.600	Wed	2.46	19.330	1.40	17.520	1.810	10.33	EUR	20.48
	L	IBK	10,250.000	Wed	-1.44	10,300.000	-0.49	8,670.000	1,630.000	18.80	KRW	20.31
	L	Standard Chartered	509.200	Wed	0.24	521.400	-2.34	506.800	14.600	2.88	GBP	19.97
		Danske Bank	116.250	Wed	-0.09	119.300	-2.56	106.550	12.750	11.97	DKK	19.85
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	1/11/21	prc diff	⇓ Δ17	Curr	∅-RS
	L	Royal Bank CA	119.940	Wed	0.44	120.380	-0.37	107.840	12.540	11.63	CAD	19.51
		Banca Mediolanum	7.880	Wed	-2.43	8.108	-2.81	7.080	1.028	14.52	EUR	18.44
		Kotak Mahindra Bank	1,718.850	Wed	-2.08	1,809.350	-5.00	1,938.150	-128.800	-6.65	INR	17.62
		Shinsei Bank	1,613.000	Wed	1.83	1,623.000	-0.62	1,399.000	224.000	16.01	JPY	17.57
	L	Bank of Communicats	5.090	Wed		5.140	-0.97	4.280	0.860	20.09	HKD	17.51
		UBS	13.800	Wed	1.28	14.080	-1.99	13.470	0.610	4.53	CHF	17.47
		Industrial Bank	22.540	Wed	0.85	22.000	2.45	20.510	1.490	7.26	CNY	17.05
	L	Suncorp-Metway	10.400	Wed	-5.28	11.060	-5.97	10.390	0.670	6.45	AUD	16.71
		HDFC Bank	1,399.500	Wed	-0.29	1,419.850	-1.43	1,451.450	-31.600	-2.18	INR	16.50
	L	Bank of China	3.110	Wed		3.140	-0.96	2.700	0.440	16.30	HKD	15.05
		Shizuoka Bank	854.000	Wed	1.07	867.000	-1.50	775.000	92.000	11.87	JPY	15.04
	L	Svenska Handelsbank	96.760	Wed	-0.82	99.340	-2.60	84.380	14.960	17.73	SEK	14.60
	L	BPER Banca	1.990	Wed	-1.29	1.998	-0.40	1.664	0.335	20.11	EUR	13.48
		FinecoBank	14.050	Wed	1.04	14.160	-0.78	13.735	0.425	3.09	EUR	11.08
		Bankinter	4.741	Wed	0.47	4.814	-1.52	4.929	-0.115	-2.33	EUR	8.38
		Fukuoka	1,975.000	Wed	2.01	1,972.000	0.15	1,946.000	26.000	1.34	JPY	6.67
		Postal Savings Bank	5.340	Wed	0.38	5.350	-0.19	4.870	0.480	9.86	CNY	6.30
		China Constr Bk HK	6.190	Wed	-0.32	6.300	-1.75	6.060	0.240	3.96	HKD	5.62
		Swedbank	148.300	Wed	0.76	150.720	-1.61	146.280	4.440	3.04	SEK	5.41
		ICBC	4.990	Wed	-0.40	5.040	-0.99	4.990	0.050	1.00	HKD	4.07
	L	Bank of Comm	4.940	Wed	-0.20	4.940		4.480	0.460	10.27	CNY	4.01
		Indiabulls HF	187.700	Wed	1.51	186.800	0.48	234.550	-47.750	-20.36	INR	2.65
		BBVA Banco Francés	140.200	Wed	-4.76	148.200	-5.40	138.300	9.900	7.16	ARS	2.27
		Ind and Comm Bk	5.260	Wed	0.57	5.250	0.19	4.990	0.260	5.21	CNY	2.11
		Ferratum	4.650	Wed	3.10	4.725	-1.59	6.020	-1.295	-21.51	EUR	1.13
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	1/11/21	prc diff	⇓ Δ17	Curr	∅-RS
		Triodos Groenfonds	60.340	Wed	-0.02	60.370	-0.05	60.290	0.080	0.13	EUR	1.11
		Banco Macro	212.950	Wed	-1.53	224.250	-5.04	214.200	10.050	4.69	ARS	0.13
		Agricultural Bank	3.270	Wed	0.31	3.240	0.93	3.150	0.090	2.86	CNY	-0.84
	L	Bank of China	3.280	Wed	0.31	3.260	0.61	3.170	0.090	2.84	CNY	-1.25
		Shanghai Pudong	10.120	Wed	0.70	9.950	1.71	9.690	0.260	2.68	CNY	-2.94
	S	Bank of East Asia	15.740	Wed	-0.25	16.020	-1.75	17.000	-0.980	-5.76	HKD	-3.31
	S	China Everbright Bk	3.850	Wed	1.58	3.760	2.39	3.940	-0.180	-4.57	CNY	-4.82
	S	Credit Suisse	9.226	Wed	1.81	9.180	0.50	12.180	-3.000	-24.63	CHF	-11.24
	S	China Minsheng Bk	4.640	Wed	0.43	4.610	0.65	5.150	-0.540	-10.49	CNY	-13.90
	S	Yes Bank	13.300	Wed	1.14	13.100	1.53	17.950	-4.850	-27.02	INR	-19.53
Banks - 109 out of 109 instruments rated - 5/10/21 / 1/11/21 - 98 did rise, Market-Ratio(17) = 89.91 %

Technical Chart

	Banks RS = 17 - B/S = 42/41

1/02/17	scale up chart	5/10/21

Transactions Banks * L17 - 42/41 (3)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		9/11/06	252		- cash -
long	9/11/06	6/18/07	280		Sberbank	33	413	EUR	8.060	13.680	5.620	70	12,321	99
					Bank of East Asia	33	100	HKD	33.290	41.730	8.440	25	13,165	34
					China Minsheng Bk	33	1,071	CNY	3.120	9.190	6.070	195	19,666	309
100							97						141
6/18/07		6/25/07	7		- cash -
	6/25/07	7/30/07	35		China Merchants Bank	33	341	CNY	19.200	22.610	3.410	18	20,829	450
					Hua Xia Bank	33	1,017	CNY	6.444	7.000	0.556	9	21,394	137
					Shanghai Pudong	33	410	CNY	16.010	17.330	1.320	8	21,935	128
100							12						212
7/30/07		10/08/07	70		- cash -
	10/08/07	10/15/07	7		China Merchants Bank	33	232	CNY	31.470	31.630	0.160	1	21,972	30
					Hua Xia Bank	33	692	CNY	10.569	12.000	1.431	14	22,962	74,835
					Shanghai Pudong	33	314	CNY	23.290	22.810	-0.480	-2	22,811	-66
100							4						672
10/15/07		10/29/07	14		- cash -
	10/29/07	11/05/07	7		China Merchants Bank	33	222	CNY	34.250	32.360	-1.890	-6	22,392	-95
					Hua Xia Bank	33	704	CNY	10.799	10.097	-0.701	-6	21,898	-97
					Shanghai Pudong	33	309	CNY	24.540	23.210	-1.330	-5	21,487	-95
100							-6						-96
11/05/07		12/03/07	28		- cash -
	12/03/07	12/17/07	14		China Merchants Bank	33	234	CNY	30.560	27.930	-2.630	-9	20,872	-90
					Shanghai Pudong	33	316	CNY	22.680	19.660	-3.020	-13	19,917	-98
					State Bank of India	33	294	INR	24.366	22.652	-1.714	-7	19,414	-85
100							-10						-93
12/17/07		5/19/08	154		- cash -
	5/19/08	5/26/08	7		Hang Seng Bank	33	44	HKD	144.690	146.070	1.380	1	19,474	64
					HDFC	33	121	INR	53.760	51.700	-2.060	-4	19,225	-87
					Axis Bank	33	362	INR	18.033	15.259	-2.774	-15	18,221	-100
100							-6						-96
5/26/08		3/30/09	308		- cash -
	3/30/09	1/25/10	301		Bank of Bejing	33	1,056	CNY	5.747	7.975	2.228	39	20,574	49
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
					Industrial Bank	33	717	CNY	8.470	12.820	4.350	51	23,693	65
					Shanghai Pudong	33	502	CNY	12.090	15.740	3.650	30	25,525	38
100							40						51
1/25/10		3/01/10	35		- cash -
	3/01/10	5/03/10	63		Aareal Bank	33	606	EUR	14.034	14.803	0.769	5	25,991	36
					KBC	33	253	EUR	33.620	35.195	1.575	5	26,389	30
					VTB Bank	33	2,475	EUR	3.440	3.640	0.200	6	26,884	39
100							5						35
5/03/10		5/31/10	28		- cash -
	5/31/10	6/28/10	28		Banco Macro	33	772	ARS	11.600	11.700	0.100	1	26,962	12
					KBC	33	281	EUR	31.885	32.760	0.875	3	27,207	42
					VTB Bank	33	2,293	EUR	3.910	4.050	0.140	4	27,528	58
100							2						36
6/28/10		9/06/10	70		- cash -
	9/06/10	11/29/10	84		Banco Macro	33	588	ARS	15.600	20.700	5.100	33	30,527	242
					BBVA Banco Francés	33	823	ARS	11.150	15.700	4.550	41	34,272	342
					State Bank of India	33	307	INR	29.825	30.713	0.888	3	34,544	14
100							26						168
11/29/10		12/06/10	7		- cash -
	12/06/10	5/16/11	161		Aareal Bank	33	584	EUR	19.708	23.250	3.542	18	36,613	45
					Banco Macro	33	525	ARS	21.900	14.700	-7.200	-33	32,833	-59
					BBVA Banco Francés	33	727	ARS	15.850	13.650	-2.200	-14	31,234	-29
100							-10						-20
5/16/11		12/19/11	217		- cash -
	12/19/11	12/26/11	7		Banco Sabadell	33	4,128	EUR	2.522	2.490	-0.032	-1	31,102	-49
					Aozora Bank	33	507	JPY	20.500	20.800	0.300	1	31,254	113
					China Minsheng Bk	33	1,729	CNY	6.030	5.890	-0.140	-2	31,012	-71
100							-1						-31
12/26/11		1/02/12	7		- cash -
	1/02/12	5/21/12	140		U.S. Bancorp	33	374	USD	27.580	30.720	3.140	11	32,186	32
					Bankinter	33	3,326	EUR	3.111	1.935	-1.176	-38	28,275	-71
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
					Aozora Bank	33	474	JPY	21.800	17.400	-4.400	-20	26,189	-44
100							-16						-36
5/21/12		8/13/12	84		- cash -
	8/13/12	6/10/13	301		Regional	33	187	MXN	46.490	72.510	26.020	56	31,055	71
					KBC	33	477	EUR	18.305	30.855	12.550	69	37,041	88
					Alpha Bank	33	139	EUR	63.000	24.500	-38.500	-61	31,690	-68
100							21						26
6/10/13		7/15/13	35		- cash -
	7/15/13	9/02/13	49		Lloyds Bank	33	15,211	GBP	0.694	0.733	0.039	6	32,280	50
					Bank of Ireland	33	2,071	EUR	5.100	6.750	1.650	32	35,697	707
					FBD Holdings	33	686	EUR	15.400	14.320	-1.080	-7	34,956	-42
100							10						108
9/02/13		9/09/13	7		- cash -
	9/09/13	10/06/14	392		Banco Macro	33	626	ARS	18.600	47.500	28.900	155	53,047	139
					BBVA Banco Francés	33	697	ARS	16.700	52.000	35.300	211	77,651	188
					Bank of Ireland	33	1,648	EUR	7.080	9.240	2.160	31	81,211	28
100							132						119
10/06/14		10/27/14	21		- cash -
	10/27/14	1/05/15	70		Banco Macro	33	566	ARS	47.800	48.500	0.700	1	81,607	8
					BBVA Banco Francés	33	541	ARS	50.000	52.100	2.100	4	82,743	24
					Axis Bank	33	636	INR	42.610	51.760	9.150	21	88,563	176
100							9						57
1/05/15		1/19/15	14		- cash -
	1/19/15	8/17/15	210		BBVA Banco Francés	33	498	ARS	59.200	79.300	20.100	34	98,573	66
					Bank of Comm	33	4,551	CNY	6.490	6.720	0.230	4	99,619	6
					China Everbright Bk	33	6,776	CNY	4.360	4.470	0.110	3	100,365	4
100							13						24
8/17/15		12/21/15	126		- cash -
	12/21/15	1/11/16	21		Umweltbank	33	2,065	EUR	16.200	16.540	0.340	2	101,067	43
					Sberbank	33	6,248	EUR	5.354	4.550	-0.804	-15	96,043	-94
					Shanghai Pudong	33	1,748	CNY	19.140	17.050	-2.090	-11	92,390	-87
100							-8						-76
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
1/11/16		5/16/16	126		- cash -
	5/16/16	7/04/16	49		Banco Macro	33	351	ARS	87.500	110.000	22.500	26	100,288	450
					Regional	33	298	MXN	103.430	105.070	1.640	2	100,776	12
					Sberbank	33	4,474	EUR	6.896	7.956	1.060	15	105,519	190
100							14						169
7/04/16		7/18/16	14		- cash -
	7/18/16	3/26/18	616		Banco Macro	33	294	ARS	119.500	219.000	99.500	83	134,772	43
					Sberbank	33	4,233	EUR	8.312	14.970	6.658	80	162,955	42
					Axis Bank	33	617	INR	56.995	50.730	-6.265	-11	159,090	-7
100							51						28
3/26/18		7/23/18	119		- cash -
	7/23/18	8/13/18	21		FinecoBank	33	5,209	EUR	10.180	10.045	-0.135	-1	158,386	-21
					Kotak Mahindra Bank	33	396	INR	133.705	128.715	-4.990	-4	156,410	-48
					Yes Bank	33	1,373	INR	38.660	37.070	-1.590	-4	154,227	-52
100							-3						-42
8/13/18		9/24/18	42		- cash -
	9/24/18	10/08/18	14		American Express	33	467	USD	109.850	106.990	-2.860	-3	152,892	-50
					FinecoBank	33	4,406	EUR	11.680	10.730	-0.950	-8	148,706	-89
					Fukuoka	33	1,576	JPY	32.650	32.300	-0.350	-1	148,154	-24
100							-4						-65
10/08/18		2/11/19	126		- cash -
	2/11/19	6/17/19	126		Banco Macro	33	223	ARS	220.600	288.650	68.050	31	163,330	118
					BBVA Banco Francés	33	301	ARS	164.050	141.800	-22.250	-14	156,632	-34
					Axis Bank	33	722	INR	68.660	77.770	9.110	13	163,210	43
100							10						32
6/17/19		7/08/19	21		- cash -
	7/08/19	7/29/19	21		Banco Macro	33	178	ARS	305.450	315.550	10.100	3	165,007	76
					Banca Generali	33	2,062	EUR	26.380	26.660	0.280	1	165,585	20
					Sberbank	33	3,916	EUR	13.900	13.415	-0.485	-3	163,686	-46
100							0						5
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
7/29/19		9/16/19	49		- cash -
	9/16/19	10/07/19	21		Unipol	33	11,417	EUR	4.779	4.767	-0.012	0	163,549	-4
					Banca Generali	33	1,923	EUR	28.360	28.080	-0.280	-1	163,010	-16
					Sberbank	33	4,040	EUR	13.510	12.800	-0.710	-5	160,142	-61
100							-2						-32
10/07/19		10/14/19	7		- cash -
	10/14/19	3/02/20	140		Mediobanca	33	5,282	EUR	10.105	7.902	-2.203	-22	148,505	-47
					Unipol	33	10,910	EUR	4.893	4.335	-0.558	-11	142,418	-27
					Kotak Mahindra Bank	33	336	INR	158.550	159.900	1.350	1	142,871	2
100							-11						-26
3/02/20		7/06/20	126		- cash -
	7/06/20	9/28/20	84		Deutsche Bank	33	5,406	EUR	8.808	7.272	-1.536	-17	134,568	-57
					BBVA Banco Francés	33	304	ARS	156.200	124.250	-31.950	-20	124,855	-63
					FinecoBank	33	3,693	EUR	12.935	11.710	-1.225	-9	120,331	-35
100							-16						-53
9/28/20		10/12/20	14		- cash -
	10/12/20	11/02/20	21		UBI Banca	33	11,166	EUR	3.592	3.592	0.000	0	120,331	0
					FinecoBank	33	3,258	EUR	12.310	12.020	-0.290	-2	119,386	-34
					HDFC Bank	33	330	INR	121.365	121.525	0.160	0	119,439	2
100							-1						-12
11/02/20		11/09/20	7		- cash -
	11/09/20	5/12/21	184		BBVA Banco Francés	33	259	ARS	153.400	140.200	-13.200	-9	116,020	-16
					HDFC Bank	33	297	INR	134.055	139.950	5.895	4	117,771	9
					IndusInd Bank	33	514	INR	77.545	91.665	14.120	18	125,029	39
100							5						10
accum	9/11/06	5/12/21	3475	days out of 5610 invested (62%)							1,150		125,029	30

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Banco Macro	long	5/31/10	6/28/10	28	11.60	11.70	0.10	0.86	33	0.29
		9/06/10	11/29/10	84	15.60	20.70	5.10	32.69		10.90
		12/06/10	5/16/11	161	21.90	14.70	-7.20	-32.88		-10.96
		9/09/13	10/06/14	392	18.60	47.50	28.90	155.38		51.79
		10/27/14	1/05/15	70	47.80	48.50	0.70	1.46		0.49
		5/16/16	7/04/16	49	87.50	110.00	22.50	25.71		8.57
		7/18/16	3/26/18	616	119.50	219.00	99.50	83.26		27.75
		2/11/19	6/17/19	126	220.60	288.65	68.05	30.85		10.28
		7/08/19	7/29/19	21	305.45	315.55	10.10	3.31		1.10	133.60
BBVA Banco Francés		9/06/10	11/29/10	84	11.15	15.70	4.55	40.81		13.60
		12/06/10	5/16/11	161	15.85	13.65	-2.20	-13.88		-4.63
		9/09/13	10/06/14	392	16.70	52.00	35.30	211.38		70.46
		10/27/14	1/05/15	70	50.00	52.10	2.10	4.20		1.40
		1/19/15	8/17/15	210	59.20	79.30	20.10	33.95		11.32
		2/11/19	6/17/19	126	164.05	141.80	-22.25	-13.56		-4.52
		7/06/20	9/28/20	84	156.20	124.25	-31.95	-20.45		-6.82
		11/09/20	5/12/21	184	153.40	140.20	-13.20	-8.60		-2.87	80.15
China Minsheng Bk		9/11/06	6/18/07	280	3.12	9.19	6.07	194.55		64.85
		12/19/11	12/26/11	7	6.03	5.89	-0.14	-2.32		-0.77	63.57
Sberbank		9/11/06	6/18/07	280	8.06	13.68	5.62	69.73		23.24
		12/21/15	1/11/16	21	5.35	4.55	-0.80	-15.02		-5.01
		5/16/16	7/04/16	49	6.90	7.96	1.06	15.37		5.12
		7/18/16	3/26/18	616	8.31	14.97	6.66	80.10		26.70
		7/08/19	7/29/19	21	13.90	13.42	-0.49	-3.49		-1.16
		9/16/19	10/07/19	21	13.51	12.80	-0.71	-5.26		-1.75	51.42
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
KBC		3/01/10	5/03/10	63	33.62	35.20	1.58	4.68		1.56
		5/31/10	6/28/10	28	31.89	32.76	0.87	2.74		0.91
		8/13/12	6/10/13	301	18.31	30.86	12.55	68.56		22.85	25.91
Bank of Ireland		7/15/13	9/02/13	49	5.10	6.75	1.65	32.35		10.78
		9/09/13	10/06/14	392	7.08	9.24	2.16	30.51		10.17	22.05
Regional		8/13/12	6/10/13	301	46.49	72.51	26.02	55.97		18.66
		5/16/16	7/04/16	49	103.43	105.07	1.64	1.59		0.53	19.28
Industrial Bank		3/30/09	1/25/10	301	8.47	12.82	4.35	51.36		17.12	17.12
Bank of Bejing		3/30/09	1/25/10	301	5.75	7.97	2.23	38.77		12.92	12.92
Bank of East Asia		9/11/06	6/18/07	280	33.29	41.73	8.44	25.35		8.45	8.45
Aareal Bank		3/01/10	5/03/10	63	14.03	14.80	0.77	5.48		1.83
		12/06/10	5/16/11	161	19.71	23.25	3.54	17.97		5.99	7.93
IndusInd Bank		11/09/20	5/12/21	184	77.55	91.67	14.12	18.21		6.07	6.07
Hua Xia Bank		6/25/07	7/30/07	35	6.44	7.00	0.56	8.62		2.87
		10/08/07	10/15/07	7	10.57	12.00	1.43	13.54		4.51
		10/29/07	11/05/07	7	10.80	10.10	-0.70	-6.49		-2.16	5.19
U.S. Bancorp		1/02/12	5/21/12	140	27.58	30.72	3.14	11.39		3.80	3.80
VTB Bank		3/01/10	5/03/10	63	3.44	3.64	0.20	5.81		1.94
		5/31/10	6/28/10	28	3.91	4.05	0.14	3.58		1.19	3.15
Axis Bank		5/19/08	5/26/08	7	18.03	15.26	-2.77	-15.38		-5.13
		10/27/14	1/05/15	70	42.61	51.76	9.15	21.47		7.16
		7/18/16	3/26/18	616	57.00	50.73	-6.27	-10.99		-3.66
		2/11/19	6/17/19	126	68.66	77.77	9.11	13.27		4.42	2.27
Lloyds Bank		7/15/13	9/02/13	49	0.69	0.73	0.04	5.59		1.86	1.86
Shanghai Pudong		6/25/07	7/30/07	35	16.01	17.33	1.32	8.24		2.75
		10/08/07	10/15/07	7	23.29	22.81	-0.48	-2.06		-0.69
		10/29/07	11/05/07	7	24.54	23.21	-1.33	-5.42		-1.81
		12/03/07	12/17/07	14	22.68	19.66	-3.02	-13.32		-4.44
		3/30/09	1/25/10	301	12.09	15.74	3.65	30.19		10.06
		12/21/15	1/11/16	21	19.14	17.05	-2.09	-10.92		-3.64	1.55
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
HDFC Bank		10/12/20	11/02/20	21	121.37	121.53	0.16	0.13		0.04
		11/09/20	5/12/21	184	134.06	139.95	5.90	4.40		1.47	1.51
Bank of Comm		1/19/15	8/17/15	210	6.49	6.72	0.23	3.54		1.18	1.18
China Merchants Bank		6/25/07	7/30/07	35	19.20	22.61	3.41	17.76		5.92
		10/08/07	10/15/07	7	31.47	31.63	0.16	0.51		0.17
		10/29/07	11/05/07	7	34.25	32.36	-1.89	-5.52		-1.84
		12/03/07	12/17/07	14	30.56	27.93	-2.63	-8.61		-2.87	1.16
China Everbright Bk		1/19/15	8/17/15	210	4.36	4.47	0.11	2.52		0.84	0.84
Umweltbank		12/21/15	1/11/16	21	16.20	16.54	0.34	2.10		0.70	0.70
Hang Seng Bank		5/19/08	5/26/08	7	144.69	146.07	1.38	0.95		0.32	0.32
Banca Generali		7/08/19	7/29/19	21	26.38	26.66	0.28	1.06		0.35
		9/16/19	10/07/19	21	28.36	28.08	-0.28	-0.99		-0.33	0.02
UBI Banca		10/12/20	11/02/20	21	3.59	3.59	0.00	0.00		0.00	0.00
Fukuoka		9/24/18	10/08/18	14	32.65	32.30	-0.35	-1.07		-0.36	-0.36
Banco Sabadell		12/19/11	12/26/11	7	2.52	2.49	-0.03	-1.27		-0.42	-0.42
American Express		9/24/18	10/08/18	14	109.85	106.99	-2.86	-2.60		-0.87	-0.87
Kotak Mahindra Bank		7/23/18	8/13/18	21	133.71	128.72	-4.99	-3.73		-1.24
		10/14/19	3/02/20	140	158.55	159.90	1.35	0.85		0.28	-0.96
HDFC		5/19/08	5/26/08	7	53.76	51.70	-2.06	-3.83		-1.28	-1.28
Yes Bank		7/23/18	8/13/18	21	38.66	37.07	-1.59	-4.11		-1.37	-1.37
State Bank of India		12/03/07	12/17/07	14	24.37	22.65	-1.71	-7.03		-2.34
		9/06/10	11/29/10	84	29.83	30.71	0.89	2.98		0.99	-1.38
FBD Holdings		7/15/13	9/02/13	49	15.40	14.32	-1.08	-7.01		-2.34	-2.34
Unipol		9/16/19	10/07/19	21	4.78	4.77	-0.01	-0.25		-0.08
		10/14/19	3/02/20	140	4.89	4.34	-0.56	-11.40		-3.80	-3.88
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Deutsche Bank		7/06/20	9/28/20	84	8.81	7.27	-1.54	-17.44		-5.81	-5.81
Aozora Bank		12/19/11	12/26/11	7	20.50	20.80	0.30	1.46		0.49
		1/02/12	5/21/12	140	21.80	17.40	-4.40	-20.18		-6.73	-6.27
FinecoBank		7/23/18	8/13/18	21	10.18	10.05	-0.14	-1.33		-0.44
		9/24/18	10/08/18	14	11.68	10.73	-0.95	-8.13		-2.71
		7/06/20	9/28/20	84	12.94	11.71	-1.23	-9.47		-3.16
		10/12/20	11/02/20	21	12.31	12.02	-0.29	-2.36		-0.79	-6.94
Mediobanca		10/14/19	3/02/20	140	10.11	7.90	-2.20	-21.80		-7.27	-7.27
Bankinter		1/02/12	5/21/12	140	3.11	1.94	-1.18	-37.80		-12.60	-12.60
Alpha Bank		8/13/12	6/10/13	301	63.00	24.50	-38.50	-61.11		-20.37	-20.37

Annotations

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)
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
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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