Assessment - Banks in Renminbi yuán - 7/01/24 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ17
∅-RS
SOM Banks
1,995.904
8/12/24
0.22
2,071.053
-3.63
1,858.054
212.998
11.46
18.35
Banco Macro
53.269
8/12/24
0.91
57.612
-7.54
36.013
21.599
59.98
47.97
BBVA Banco Francés
32.097
8/12/24
0.75
31.679
1.32
19.781
11.898
60.15
25.71
Banco de Valores
2.719
8/12/24
-0.15
2.795
-2.71
2.256
0.539
23.91
10.75
L
Unipol
70.107
8/12/24
0.06
73.701
-4.88
58.758
14.943
25.43
58.48
Banco Sabadell
13.967
8/12/24
0.45
14.463
-3.43
9.792
4.671
47.71
47.59
KB Financial
434.464
8/12/24
0.73
419.192
3.64
373.302
45.890
12.29
31.78
BPER Banca
37.221
8/12/24
-0.27
39.026
-4.62
29.731
9.295
31.26
46.82
L
NatWest
3,080.480
8/12/24
0.48
2,900.033
6.22
2,269.935
630.098
27.76
34.30
L
State Bank of India
70.945
8/12/24
-1.42
73.508
-3.49
67.045
6.463
9.64
29.59
Unicredit
270.040
8/12/24
0.38
282.812
-4.52
244.733
38.079
15.56
37.23
Deutsche Bank
103.954
8/12/24
0.14
120.342
-13.62
98.472
21.871
22.21
31.67
L
Bank of China
3.171
8/12/24
1.19
3.590
-11.69
2.834
0.756
26.67
29.40
American Express
1,726.326
8/12/24
-0.34
1,702.731
1.39
1,575.835
126.896
8.05
27.90
L
Bank of America
277.975
8/12/24
-0.29
291.374
-4.60
253.029
38.345
15.15
25.99
Commerzbank
97.018
8/12/24
0.89
114.085
-14.96
83.610
30.475
36.45
29.38
Chiba Bank
48.363
8/09/24
3.22
65.648
-26.33
58.672
6.976
11.89
20.38
Wells Fargo
379.129
8/12/24
-1.33
441.249
-14.08
401.751
39.498
9.83
27.43
Intesa Sanpaolo
27.109
8/12/24
0.54
27.977
-3.10
23.453
4.523
19.29
29.01
Bankinter
56.976
8/12/24
0.19
60.101
-5.20
47.438
12.663
26.69
22.24
Citigroup
421.222
8/12/24
461.932
-8.81
404.127
57.805
14.30
28.68
Unicaja Banco
8.983
8/12/24
-0.86
10.202
-11.94
7.493
2.708
36.14
26.94
Sumitomo Mitsui Trst
149.640
8/09/24
2.72
167.714
-10.78
149.204
18.510
12.41
17.69
Banco Comercial
2.951
8/12/24
0.16
2.707
9.00
2.069
0.639
30.88
23.57
L
Lloyds Bank
522.927
8/12/24
-0.28
512.063
2.12
433.281
78.782
18.18
22.86
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ17
∅-RS
JP Morgan Chase
1,501.587
8/12/24
0.19
1,496.198
0.36
1,343.826
152.372
11.34
25.29
L
China Constr Bk HK
5.176
8/12/24
1.46
5.381
-3.81
4.463
0.918
20.56
24.68
Resona
40.736
8/09/24
3.93
48.994
-16.85
40.394
8.600
21.29
21.85
Banco BPM
45.166
8/12/24
-0.31
48.556
-6.98
43.388
5.167
11.91
22.65
UBS
200.272
8/12/24
0.44
217.438
-7.89
207.627
9.810
4.73
13.30
BNY Mellon
460.766
8/12/24
-0.80
437.754
5.26
399.448
38.306
9.59
21.74
Erste Group Bank
360.106
8/12/24
0.37
352.216
2.24
290.740
61.476
21.14
22.01
Banca Mediolanum
79.911
8/12/24
1.29
82.723
-3.40
78.177
4.546
5.81
18.10
Westpac Banking
136.675
8/12/24
0.61
131.783
3.71
125.116
6.668
5.33
19.83
National Australia B
174.307
8/12/24
1.01
174.694
-0.22
160.160
14.535
9.08
20.78
L
Commonwealth Bank
632.183
8/12/24
0.76
611.212
3.43
554.131
57.080
10.30
18.77
Banco Santander
31.941
8/12/24
-0.24
34.741
-8.06
30.145
4.596
15.25
15.64
Danske Bank
207.870
8/12/24
0.15
219.025
-5.09
216.292
2.734
1.26
16.06
Suncorp-Metway
81.559
8/12/24
1.38
82.964
-1.69
72.058
10.906
15.14
21.42
L
Axis Bank
101.651
8/12/24
1.89
110.172
-7.73
96.110
14.062
14.63
20.70
L
Hang Seng Bank
85.699
8/12/24
0.38
93.626
-8.47
83.877
9.749
11.62
6.70
Mediobanca
109.594
8/12/24
0.94
110.063
-0.43
98.347
11.716
11.91
15.69
L
Bank of China (HK)
20.795
8/12/24
22.427
-7.28
19.370
3.057
15.78
12.10
L
ICBC
4.178
8/12/24
2.05
4.327
-3.45
3.699
0.628
16.97
21.00
S.E.B
103.210
8/12/24
-0.10
108.072
-4.50
106.535
1.538
1.44
16.79
Fukuoka
164.018
8/09/24
5.30
199.490
-17.78
188.048
11.442
6.08
12.10
L
Royal Bank CA
788.363
8/12/24
-0.72
771.882
2.14
699.962
71.920
10.27
12.42
Cdn Imp Bk Comm
369.327
8/12/24
-0.36
344.737
7.13
349.265
-4.528
-1.30
9.08
L
China Merchants B HK
30.307
8/12/24
33.058
-8.32
27.422
5.636
20.55
14.98
ANZ Banking AU
136.675
8/12/24
0.93
137.789
-0.81
135.155
2.634
1.95
10.73
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ17
∅-RS
IBK
70.989
8/12/24
0.37
72.937
-2.67
75.959
-3.022
-3.98
11.48
ANZ Banking NZ
132.825
8/12/24
0.13
136.140
-2.44
135.552
0.589
0.43
9.65
Ind and Comm Bk
5.990
8/12/24
1.18
5.820
2.92
5.320
0.500
9.40
9.61
ICICI Bank
102.393
8/12/24
0.10
105.803
-3.22
94.859
10.943
11.54
20.14
Bank of Ireland
73.521
8/12/24
-0.93
76.677
-4.12
65.872
10.805
16.40
8.79
Agricultural Bank
4.640
8/12/24
0.65
4.440
4.50
4.240
0.200
4.72
9.57
L
HSBC
60.008
8/12/24
0.63
63.691
-5.78
55.810
7.881
14.12
11.44
Banco Bilbao Viz
69.709
8/12/24
0.27
74.208
-6.06
73.596
0.612
0.83
13.61
L
Industrial Bank
16.280
8/12/24
-0.55
17.750
-8.28
16.410
1.340
8.17
9.12
L
HSBC
5,928.036
8/12/24
0.22
6,360.739
-6.80
5,561.935
798.804
14.36
11.40
FinecoBank
112.758
8/12/24
0.94
110.805
1.76
101.161
9.644
9.53
8.92
Banca Generali
297.458
8/12/24
0.74
295.271
0.74
269.320
25.951
9.64
10.62
ABN AMRO
119.436
8/12/24
0.92
122.366
-2.39
116.992
5.374
4.59
10.72
OCBC
74.199
8/12/24
0.29
77.794
-4.62
69.692
8.102
11.63
11.02
Jyske Bank
543.635
8/12/24
0.48
578.202
-5.98
592.442
-14.241
-2.40
6.10
Woori Financial
77.677
8/12/24
0.55
75.834
2.43
79.205
-3.371
-4.26
7.39
L
United Overseas Bank
157.143
8/12/24
0.58
167.927
-6.42
150.909
17.018
11.28
9.57
L
Nordea Bank
81.395
8/12/24
-0.19
89.167
-8.72
88.434
0.733
0.83
7.19
DBS Bank
182.306
8/12/24
1.22
193.787
-5.92
179.161
14.625
8.16
8.05
KBC
520.083
8/12/24
-0.21
516.802
0.63
519.564
-2.762
-0.53
7.08
China Merchants Bank
32.120
8/12/24
-0.65
34.360
-6.52
31.520
2.840
9.01
6.17
Standard Chartered
6,647.060
8/12/24
0.92
6,740.966
-1.39
6,238.436
502.530
8.06
8.68
National Bank CA
606.376
8/12/24
0.39
575.056
5.45
571.389
3.667
0.64
6.93
Swedbank
141.836
8/12/24
-0.86
152.452
-6.96
159.385
-6.933
-4.35
10.71
Nordea Bank
82.047
8/12/24
-0.13
89.136
-7.95
88.385
0.751
0.85
7.21
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ17
∅-RS
Credit Agricole
103.150
8/12/24
0.57
102.329
0.80
98.487
3.842
3.90
5.12
L
HDFC Bank
144.938
8/12/24
0.60
148.875
-2.64
124.415
24.460
19.66
10.72
IndusInd Bank
117.938
8/12/24
0.08
127.197
-7.28
132.978
-5.781
-4.35
-0.87
U.S. Bancorp
302.007
8/12/24
-1.43
285.767
5.68
307.378
-21.611
-7.03
3.00
Raiffeisen Bank Int
129.747
8/12/24
1.59
127.638
1.65
157.918
-30.279
-19.17
2.67
Bank Nova Scotia
325.870
8/12/24
-3.42
331.647
-1.74
353.722
-22.075
-6.24
-2.07
S
DNB
146.483
8/12/24
0.14
144.777
1.18
144.964
-0.187
-0.13
2.28
S
Svenska Handelsbank
69.959
8/12/24
0.29
69.720
0.34
86.890
-17.170
-19.76
1.32
BNP Paribas
462.825
8/12/24
481.729
-3.92
447.720
34.009
7.60
2.27
L
Kotak Mahindra Bank
154.755
8/12/24
0.16
157.859
-1.97
149.990
7.870
5.25
2.31
S
Bank Montreal
592.756
8/12/24
-0.10
608.549
-2.60
658.148
-49.599
-7.54
-5.47
L
Aozora Bank
106.596
8/09/24
3.28
118.270
-9.87
120.765
-2.495
-2.07
-10.37
Societe Generale
160.290
8/12/24
0.44
176.538
-9.20
177.814
-1.276
-0.72
-4.95
S
Toronto-Dominion
416.069
8/12/24
0.19
398.527
4.40
425.729
-27.202
-6.39
-8.01
S
Banco del Bajio
20.610
8/12/24
0.64
22.110
-6.79
27.121
-5.011
-18.48
-8.98
S
Regional
50.277
8/12/24
-0.39
54.770
-8.20
68.133
-13.363
-19.61
-8.52
L
Umweltbank
44.056
8/12/24
-1.40
49.837
-11.60
47.063
2.774
5.89
-18.41
S
KakaoBank
115.067
8/12/24
1.39
110.591
4.05
153.649
-43.058
-28.02
-19.39
S
Heartland
4.685
8/12/24
0.95
4.288
9.28
5.224
-0.936
-17.92
-29.60
Banks - 93 out of 93 instruments rated - 7/01/24 / 3/04/24 - 73 did rise, Market-Ratio(17) in CNY = 78.49 %
Technical Chart
Transactions Banks in Renminbi yuán * L17 - 42/41 (3)
⇐
L/S date buy date sell days instrument spl pieces 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
41
81.189
139.659
58.470
72
12,397
103
Bank of East Asia
33
98
34.021
40.764
6.742
20
13,058
27
China Minsheng Bk
33
1,069
3.120
9.190
6.070
195
19,547
309
100
95
140
6/18/07
6/25/07
7
- cash -
6/25/07
7/30/07
35
China Merchants Bank
33
339
19.200
22.610
3.410
18
20,703
450
Hua Xia Bank
33
1,011
6.444
7.000
0.556
9
21,265
137
Shanghai Pudong
33
407
16.010
17.330
1.320
8
21,802
128
100
12
212
7/30/07
10/08/07
70
- cash -
10/08/07
10/15/07
7
China Merchants Bank
33
230
31.470
31.630
0.160
1
21,839
30
Hua Xia Bank
33
688
10.569
12.000
1.431
14
22,823
74,835
Shanghai Pudong
33
313
23.290
22.810
-0.480
-2
22,673
-66
100
4
671
10/15/07
10/29/07
14
- cash -
10/29/07
11/05/07
7
China Merchants Bank
33
220
34.250
32.360
-1.890
-6
22,257
-95
Hua Xia Bank
33
700
10.799
10.097
-0.701
-6
21,766
-97
Shanghai Pudong
33
308
24.540
23.210
-1.330
-5
21,356
-95
100
-6
-96
11/05/07
12/03/07
28
- cash -
12/03/07
12/17/07
14
China Merchants Bank
33
232
30.560
27.930
-2.630
-9
20,746
-90
Shanghai Pudong
33
314
22.680
19.660
-3.020
-13
19,798
-98
State Bank of India
33
1,570
4.548
4.243
-0.305
-7
19,319
-84
100
-10
-93
12/17/07
5/19/08
154
- cash -
5/19/08
5/26/08
7
Hang Seng Bank
33
49
129.590
129.820
0.230
0
19,331
10
HDFC
33
735
8.817
8.395
-0.423
-5
19,020
-92
Axis Bank
33
2,193
2.958
2.478
-0.480
-16
17,967
-100
100
-7
-98
5/26/08
3/30/09
308
- cash -
3/30/09
1/25/10
301
Bank of Bejing
33
1,042
5.747
7.975
2.228
39
20,289
49
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
Industrial Bank
33
707
8.470
12.820
4.350
51
23,364
65
Shanghai Pudong
33
495
12.090
15.740
3.650
30
25,171
38
100
40
51
1/25/10
3/01/10
35
- cash -
3/01/10
5/03/10
63
Aareal Bank
33
64
130.445
134.368
3.924
3
25,422
19
KBC
33
26
312.495
319.469
6.974
2
25,603
14
VTB Bank
33
272
31.974
33.041
1.066
3
25,893
21
100
3
18
5/03/10
5/31/10
28
- cash -
5/31/10
6/28/10
28
Banco Macro
33
426
20.216
20.330
0.114
1
25,942
8
KBC
33
32
267.279
275.250
7.970
3
26,197
47
VTB Bank
33
266
32.776
34.028
1.252
4
26,530
63
100
2
37
6/28/10
9/06/10
70
- cash -
9/06/10
11/29/10
84
Banco Macro
33
327
27.001
34.717
7.716
29
29,053
198
BBVA Banco Francés
33
458
19.299
26.332
7.033
36
32,274
286
State Bank of India
33
2,033
4.358
4.449
0.090
2
32,457
9
100
22
140
11/29/10
12/06/10
7
- cash -
12/06/10
5/16/11
161
Aareal Bank
33
61
176.298
213.228
36.930
21
34,710
54
Banco Macro
33
294
36.829
23.368
-13.461
-37
30,753
-64
BBVA Banco Francés
33
408
26.655
21.699
-4.956
-19
28,731
-37
100
-11
-24
5/16/11
12/19/11
217
- cash -
12/19/11
12/26/11
7
Banco Sabadell
33
456
20.970
20.645
-0.325
-2
28,582
-56
Aozora Bank
33
5,703
1.680
1.693
0.012
1
28,653
47
China Minsheng Bk
33
1,589
6.030
5.890
-0.140
-2
28,431
-71
100
-1
-42
12/26/11
1/02/12
7
- cash -
1/02/12
5/21/12
140
U.S. Bancorp
33
54
175.244
194.400
19.156
11
29,465
31
Bankinter
33
370
25.617
15.639
-9.977
-39
25,773
-72
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
Aozora Bank
33
5,267
1.802
1.393
-0.408
-23
23,622
-49
100
-17
-38
5/21/12
8/13/12
84
- cash -
8/13/12
6/10/13
301
Regional
33
350
22.488
35.028
12.541
56
28,011
71
KBC
33
55
142.380
251.623
109.243
77
34,020
99
Alpha Services
33
16
490.027
199.798
-290.229
-59
29,376
-66
100
24
30
6/10/13
7/15/13
35
- cash -
7/15/13
9/02/13
49
Lloyds Bank
33
1,510
6.482
7.046
0.564
9
30,228
86
Bank of Ireland
33
237
41.179
54.774
13.594
33
33,449
737
FBD
33
79
124.346
116.201
-8.145
-7
32,806
-40
100
12
128
9/02/13
9/09/13
7
- cash -
9/09/13
10/06/14
392
Banco Macro
33
547
19.955
34.521
14.566
73
40,774
67
BBVA Banco Francés
33
610
17.917
37.792
19.875
111
52,897
100
Bank of Ireland
33
190
57.442
71.782
14.340
25
55,622
23
100
70
64
10/06/14
10/27/14
21
- cash -
10/27/14
1/05/15
70
Banco Macro
33
539
34.398
35.276
0.878
3
56,095
14
BBVA Banco Francés
33
515
35.981
37.895
1.914
5
57,081
31
Axis Bank
33
4,363
4.252
5.071
0.820
19
60,657
151
100
9
57
1/05/15
1/19/15
14
- cash -
1/19/15
8/17/15
210
BBVA Banco Francés
33
472
42.780
54.888
12.108
28
66,372
54
Bank of Comm
33
3,117
6.490
6.720
0.230
4
67,089
6
China Everbright Bk
33
4,641
4.360
4.470
0.110
3
67,599
4
100
11
21
8/17/15
12/21/15
126
- cash -
12/21/15
1/11/16
21
Umweltbank
33
196
114.583
117.957
3.374
3
68,261
66
Sberbank
33
596
37.869
32.449
-5.420
-14
65,030
-93
Shanghai Pudong
33
1,179
19.140
17.050
-2.090
-11
62,566
-87
100
-7
-74
L/S date buy date sell days instrument spl pieces 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
517
40.279
48.711
8.432
21
66,926
312
Regional
33
566
36.811
37.983
1.172
3
67,589
26
Sberbank
33
411
50.868
59.048
8.180
16
70,951
204
100
13
155
7/04/16
7/18/16
14
- cash -
7/18/16
3/26/18
616
Banco Macro
33
439
53.821
68.027
14.206
26
77,187
15
Sberbank
33
383
61.716
116.888
55.173
89
98,319
46
Axis Bank
33
4,163
5.689
4.911
-0.778
-14
95,080
-8
100
34
19
3/26/18
7/23/18
119
- cash -
7/23/18
8/13/18
21
FinecoBank
33
392
80.850
78.861
-1.988
-2
94,301
-35
Kotak Mahindra Bank
33
2,403
13.187
12.652
-0.535
-4
93,014
-51
Yes Bank
33
8,312
3.813
3.644
-0.169
-4
91,608
-55
100
-4
-48
8/13/18
9/24/18
42
- cash -
9/24/18
10/08/18
14
American Express
33
40
752.776
741.089
-11.688
-2
91,140
-33
FinecoBank
33
326
94.276
85.419
-8.857
-9
88,253
-92
Fukuoka
33
15,471
1.988
1.984
-0.005
0
88,182
-6
100
-4
-63
10/08/18
2/11/19
126
- cash -
2/11/19
6/17/19
126
Banco Macro
33
760
38.646
45.439
6.793
18
93,344
60
BBVA Banco Francés
33
1,023
28.739
22.322
-6.417
-22
86,780
-52
Axis Bank
33
4,515
6.513
7.705
1.192
18
92,160
63
100
5
14
6/17/19
7/08/19
21
- cash -
7/08/19
7/29/19
21
Banco Macro
33
610
50.325
49.777
-0.549
-1
91,826
-17
Banca Generali
33
150
203.611
204.770
1.159
1
92,000
10
Sberbank
33
288
107.286
103.038
-4.248
-4
90,776
-50
100
-2
-23
L/S date buy date sell days instrument spl pieces 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
814
37.143
37.459
0.315
1
91,033
16
Banca Generali
33
137
220.420
220.650
0.230
0
91,064
2
Sberbank
33
288
105.002
100.581
-4.421
-4
89,791
-53
100
-1
-17
10/07/19
10/14/19
7
- cash -
10/14/19
3/02/20
140
Mediobanca
33
380
78.724
61.384
-17.340
-22
83,202
-48
Unipol
33
785
38.119
33.675
-4.444
-12
79,713
-28
Kotak Mahindra Bank
33
1,905
15.723
15.300
-0.423
-3
78,908
-7
100
-12
-29
3/02/20
7/06/20
126
- cash -
7/06/20
9/28/20
84
Deutsche Bank
33
376
69.893
57.724
-12.170
-17
74,332
-56
BBVA Banco Francés
33
1,700
15.474
11.126
-4.348
-28
66,940
-76
FinecoBank
33
256
102.642
92.952
-9.690
-9
64,459
-35
100
-18
-58
9/28/20
10/12/20
14
- cash -
10/12/20
10/19/20
7
UBI Banca
33
750
28.613
28.268
-0.344
-1
64,201
-47
11/02/20
21
FinecoBank
33
219
98.058
93.489
-4.569
-5
63,201
-56
HDFC Bank
33
1,930
11.152
10.910
-0.242
-2
62,733
-32
100
-3
-38
11/02/20
11/09/20
7
- cash -
11/09/20
3/07/22
483
BBVA Banco Francés
33
1,631
12.813
11.508
-1.306
-10
60,603
-8
HDFC Bank
33
1,746
11.977
10.884
-1.093
-9
58,695
-7
IndusInd Bank
33
3,020
6.928
6.855
-0.073
-1
58,475
-1
100
-7
-5
3/07/22
3/21/22
14
- cash -
3/21/22
5/09/22
49
Banco del Bajio
33
1,212
16.077
16.410
0.333
2
58,879
17
Shinsei Bank
33
16,022
1.217
1.188
-0.028
-2
58,424
-16
Woori Financial
33
256,255
0.076
0.081
0.005
6
59,651
58
100
2
16
5/09/22
9/12/22
126
- cash -
9/12/22
9/19/22
7
Banco Macro
33
873
22.773
25.183
2.410
11
61,755
18,880
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
BBVA Banco Francés
33
1,293
15.372
16.468
1.095
7
63,172
3,520
Yes Bank
33
129,909
0.153
0.144
-0.010
-6
61,932
-97
100
4
608
9/19/22
10/24/22
35
- cash -
10/24/22
3/27/23
154
Banco Macro
33
994
20.765
23.549
2.784
13
64,699
35
BBVA Banco Francés
33
1,436
14.370
17.885
3.515
24
69,747
68
Bank of Ireland
33
392
52.680
66.950
14.270
27
75,341
77
100
22
59
3/27/23
4/03/23
7
- cash -
4/03/23
5/08/23
35
Banco Macro
33
1,027
24.450
25.024
0.574
2
75,931
27
BBVA Banco Francés
33
1,387
18.105
19.640
1.535
8
78,060
134
Unicredit
33
187
134.190
144.493
10.303
8
79,986
116
100
6
87
5/08/23
7/10/23
63
- cash -
7/10/23
10/30/23
112
Banco Macro
33
718
37.131
31.152
-5.980
-16
75,693
-44
BBVA Banco Francés
33
956
27.870
22.594
-5.276
-19
70,649
-50
Unicredit
33
157
169.229
182.259
13.030
8
72,694
27
100
-9
-27
10/30/23
11/06/23
7
- cash -
11/06/23
11/27/23
21
Banco Macro
33
659
36.745
50.803
14.058
38
81,959
27,784
BBVA Banco Francés
33
952
25.459
33.695
8.236
32
89,799
12,949
Banco de Valores
33
9,024
2.686
3.423
0.736
27
96,443
6,638
100
33
13,512
11/27/23
12/04/23
7
- cash -
12/04/23
8/12/24
252
Banco Macro
33
658
48.815
53.269
4.454
9
99,374
13
BBVA Banco Francés
33
991
32.436
32.097
-0.339
-1
99,038
-2
Banco de Valores
33
9,692
3.320
2.719
-0.601
-18
93,217
-25
100
-3
-5
accum 9/11/06
8/12/24 4736
days out of 7130 invested (66%)
832
93,217
19
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Banco Macro long 5/31/10 6/28/10 28 20.22 20.33 0.11 0.56 33 0.19
9/06/10 11/29/10 84 27.00 34.72 7.72 28.58 9.53
12/06/10 5/16/11 161 36.83 23.37 -13.46 -36.55 -12.18
9/09/13 10/06/14 392 19.96 34.52 14.57 72.99 24.33
10/27/14 1/05/15 70 34.40 35.28 0.88 2.55 0.85
5/16/16 7/04/16 49 40.28 48.71 8.43 20.93 6.98
7/18/16 3/26/18 616 53.82 68.03 14.21 26.39 8.80
2/11/19 6/17/19 126 38.65 45.44 6.79 17.58 5.86
7/08/19 7/29/19 21 50.33 49.78 -0.55 -1.09 -0.36
9/12/22 9/19/22 7 22.77 25.18 2.41 10.58 3.53
10/24/22 3/27/23 154 20.76 23.55 2.78 13.41 4.47
4/03/23 5/08/23 35 24.45 25.02 0.57 2.35 0.78
7/10/23 10/30/23 112 37.13 31.15 -5.98 -16.10 -5.37
11/06/23 11/27/23 21 36.74 50.80 14.06 38.26 12.75
12/04/23 8/12/24 252 48.82 53.27 4.45 9.12 3.04 77.76
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 81.19 139.66 58.47 72.02 24.01
12/21/15 1/11/16 21 37.87 32.45 -5.42 -14.31 -4.77
5/16/16 7/04/16 49 50.87 59.05 8.18 16.08 5.36
7/18/16 3/26/18 616 61.72 116.89 55.17 89.40 29.80
7/08/19 7/29/19 21 107.29 103.04 -4.25 -3.96 -1.32
9/16/19 10/07/19 21 105.00 100.58 -4.42 -4.21 -1.40 57.13
BBVA Banco Francés 9/06/10 11/29/10 84 19.30 26.33 7.03 36.44 12.15
12/06/10 5/16/11 161 26.65 21.70 -4.96 -18.59 -6.20
9/09/13 10/06/14 392 17.92 37.79 19.87 110.93 36.98
10/27/14 1/05/15 70 35.98 37.89 1.91 5.32 1.77
1/19/15 8/17/15 210 42.78 54.89 12.11 28.30 9.43
2/11/19 6/17/19 126 28.74 22.32 -6.42 -22.33 -7.44
7/06/20 9/28/20 84 15.47 11.13 -4.35 -28.10 -9.37
11/09/20 3/07/22 483 12.81 11.51 -1.31 -10.19 -3.40
9/12/22 9/19/22 7 15.37 16.47 1.10 7.13 2.38
10/24/22 3/27/23 154 14.37 17.88 3.52 24.46 8.15
4/03/23 5/08/23 35 18.11 19.64 1.53 8.48 2.83
7/10/23 10/30/23 112 27.87 22.59 -5.28 -18.93 -6.31
11/06/23 11/27/23 21 25.46 33.70 8.24 32.35 10.78
12/04/23 8/12/24 252 32.44 32.10 -0.34 -1.05 -0.35 53.15
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Bank of Ireland 7/15/13 9/02/13 49 41.18 54.77 13.59 33.01 11.00
9/09/13 10/06/14 392 57.44 71.78 14.34 24.96 8.32
10/24/22 3/27/23 154 52.68 66.95 14.27 27.09 9.03 31.10
KBC 3/01/10 5/03/10 63 312.49 319.47 6.97 2.23 0.74
5/31/10 6/28/10 28 267.28 275.25 7.97 2.98 0.99
8/13/12 6/10/13 301 142.38 251.62 109.24 76.73 25.58 27.77
Regional 8/13/12 6/10/13 301 22.49 35.03 12.54 55.77 18.59
5/16/16 7/04/16 49 36.81 37.98 1.17 3.18 1.06 19.85
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
Aareal Bank 3/01/10 5/03/10 63 130.44 134.37 3.92 3.01 1.00
12/06/10 5/16/11 161 176.30 213.23 36.93 20.95 6.98 8.06
Bank of East Asia 9/11/06 6/18/07 280 34.02 40.76 6.74 19.82 6.61 6.61
Unicredit 4/03/23 5/08/23 35 134.19 144.49 10.30 7.68 2.56
7/10/23 10/30/23 112 169.23 182.26 13.03 7.70 2.57 5.19
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 5/21/12 140 175.24 194.40 19.16 10.93 3.64 3.64
Lloyds Bank 7/15/13 9/02/13 49 6.48 7.05 0.56 8.70 2.90 2.90
Banco de Valores 11/06/23 11/27/23 21 2.69 3.42 0.74 27.41 9.14
12/04/23 8/12/24 252 3.32 2.72 -0.60 -18.09 -6.03 2.56
VTB Bank 3/01/10 5/03/10 63 31.97 33.04 1.07 3.33 1.11
5/31/10 6/28/10 28 32.78 34.03 1.25 3.82 1.27 2.40
Woori Financial 3/21/22 5/09/22 49 0.08 0.08 0.00 6.29 2.10 2.10
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Axis Bank 5/19/08 5/26/08 7 2.96 2.48 -0.48 -16.23 -5.41
10/27/14 1/05/15 70 4.25 5.07 0.82 19.28 6.43
7/18/16 3/26/18 616 5.69 4.91 -0.78 -13.67 -4.56
2/11/19 6/17/19 126 6.51 7.70 1.19 18.30 6.10 1.94
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
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
Umweltbank 12/21/15 1/11/16 21 114.58 117.96 3.37 2.94 0.98 0.98
China Everbright Bk 1/19/15 8/17/15 210 4.36 4.47 0.11 2.52 0.84 0.84
Banco del Bajio 3/21/22 5/09/22 49 16.08 16.41 0.33 2.07 0.69 0.69
Banca Generali 7/08/19 7/29/19 21 203.61 204.77 1.16 0.57 0.19
9/16/19 10/07/19 21 220.42 220.65 0.23 0.10 0.03 0.22
Hang Seng Bank 5/19/08 5/26/08 7 129.59 129.82 0.23 0.18 0.06 0.06
Fukuoka 9/24/18 10/08/18 14 1.99 1.98 -0.00 -0.23 -0.08 -0.08
IndusInd Bank 11/09/20 3/07/22 483 6.93 6.86 -0.07 -1.05 -0.35 -0.35
UBI Banca 10/12/20 10/19/20 7 28.61 28.27 -0.34 -1.20 -0.40 -0.40
Banco Sabadell 12/19/11 12/26/11 7 20.97 20.64 -0.33 -1.55 -0.52 -0.52
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
American Express 9/24/18 10/08/18 14 752.78 741.09 -11.69 -1.55 -0.52 -0.52
Shinsei Bank 3/21/22 5/09/22 49 1.22 1.19 -0.03 -2.33 -0.78 -0.78
State Bank of India 12/03/07 12/17/07 14 4.55 4.24 -0.30 -6.70 -2.23
9/06/10 11/29/10 84 4.36 4.45 0.09 2.07 0.69 -1.56
HDFC 5/19/08 5/26/08 7 8.82 8.39 -0.42 -4.79 -1.60 -1.60
FBD 7/15/13 9/02/13 49 124.35 116.20 -8.14 -6.55 -2.18 -2.18
Kotak Mahindra Bank 7/23/18 8/13/18 21 13.19 12.65 -0.54 -4.06 -1.35
10/14/19 3/02/20 140 15.72 15.30 -0.42 -2.69 -0.90 -2.24
Yes Bank 7/23/18 8/13/18 21 3.81 3.64 -0.17 -4.44 -1.48
9/12/22 9/19/22 7 0.15 0.14 -0.01 -6.23 -2.08 -3.53
Unipol 9/16/19 10/07/19 21 37.14 37.46 0.32 0.85 0.28
10/14/19 3/02/20 140 38.12 33.68 -4.44 -11.66 -3.89 -3.61
HDFC Bank 10/12/20 11/02/20 21 11.15 10.91 -0.24 -2.17 -0.72
11/09/20 3/07/22 483 11.98 10.88 -1.09 -9.12 -3.04 -3.74
Deutsche Bank 7/06/20 9/28/20 84 69.89 57.72 -12.17 -17.41 -5.80 -5.80
Aozora Bank 12/19/11 12/26/11 7 1.68 1.69 0.01 0.74 0.25
1/02/12 5/21/12 140 1.80 1.39 -0.41 -22.67 -7.56 -7.33
Mediobanca 10/14/19 3/02/20 140 78.72 61.38 -17.34 -22.03 -7.34 -7.34
FinecoBank 7/23/18 8/13/18 21 80.85 78.86 -1.99 -2.46 -0.82
9/24/18 10/08/18 14 94.28 85.42 -8.86 -9.39 -3.13
7/06/20 9/28/20 84 102.64 92.95 -9.69 -9.44 -3.15
10/12/20 11/02/20 21 98.06 93.49 -4.57 -4.66 -1.55 -8.39
Bankinter 1/02/12 5/21/12 140 25.62 15.64 -9.98 -38.95 -12.98 -12.98
Alpha Services 8/13/12 6/10/13 301 490.03 199.80 -290.23 -59.23 -19.74 -19.74
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.
write an annotation