Assessment - Banks - 1/23/23 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
1/23/23
⇓ Δwk
9/26/22
prc diff
⇓ Δ17
Curr
∅-RS
L
SOM Banks
227.215
06:15
-0.06
224.077
1.40
188.816
35.261
18.67
USD
12.14
L
BBVA Banco Francés
585.200
Wed
4.21
565.350
3.51
307.500
257.850
83.85
ARS
120.44
L
Banco Macro
826.900
Wed
4.52
795.350
3.97
463.900
331.450
71.45
ARS
117.02
Banco de Valores
87.900
Wed
-1.35
90.000
-2.33
62.900
27.100
43.08
ARS
100.39
L
Bank of Ireland
9.812
Mon
-0.08
9.240
6.19
7.148
2.092
29.27
EUR
42.70
L
Unicredit
15.926
Mon
0.23
15.030
5.96
10.876
4.154
38.19
EUR
39.95
L
Banco del Bajio
71.020
Wed
0.62
69.780
1.78
49.150
20.630
41.97
MXN
38.42
L
BPER Banca
2.430
Mon
-0.04
2.307
5.33
1.664
0.643
38.64
EUR
36.63
L
Banco BPM
4.020
Mon
-0.37
3.860
4.15
2.780
1.080
38.85
EUR
34.19
L
Resona
742.200
Mon
-0.46
716.800
3.54
527.000
189.800
36.02
JPY
31.58
L
Commerzbank
10.210
Mon
1.09
9.650
5.80
7.754
1.896
24.45
EUR
31.10
L
Banco Sabadell
1.158
Mon
-0.56
0.980
18.14
0.766
0.214
27.88
EUR
30.00
L
Regional
163.900
Wed
2.57
158.190
3.61
110.060
48.130
43.73
MXN
29.93
L
Banco Bilbao Viz
6.439
Mon
0.14
6.450
-0.17
4.742
1.709
36.03
EUR
29.65
L
Unicaja Banco
1.245
Mon
-0.95
1.192
4.45
1.030
0.162
15.73
EUR
29.28
L
Raiffeisen Bank Int
16.550
Mon
-2.59
17.030
-2.82
12.270
4.760
38.79
EUR
28.31
L
NatWest
305.850
Mon
-0.86
296.800
3.05
233.700
63.100
27.00
GBP
25.86
L
Chiba Bank
981.000
06:15
-1.80
956.000
2.62
765.000
191.000
24.97
JPY
24.55
L
Danske Bank
144.050
Mon
1.27
138.850
3.75
100.450
38.400
38.23
DKK
24.30
L
Swedbank
197.000
Mon
0.28
189.500
3.96
148.400
41.100
27.70
SEK
24.09
L
Standard Chartered
693.600
Mon
-2.67
703.800
-1.45
581.600
122.200
21.01
GBP
23.74
L
Banco Comercial
0.188
Mon
-1.21
0.189
-0.32
0.134
0.055
40.94
EUR
23.55
L
Jyske Bank
491.500
Mon
1.30
479.600
2.48
412.300
67.300
16.32
DKK
23.38
L
FinecoBank
16.335
Mon
-0.52
16.230
0.65
12.820
3.410
26.60
EUR
22.67
L
Deutsche Bank
12.278
Mon
-0.50
11.916
3.04
8.491
3.425
40.34
EUR
22.31
⇓ instrument
freshest
⇓ Δday
1/23/23
⇓ Δwk
9/26/22
prc diff
⇓ Δ17
Curr
∅-RS
Axis Bank
871.850
Mon
-0.22
932.700
-6.52
742.600
190.100
25.60
INR
22.19
Yes Bank
17.100
Mon
-2.29
18.150
-5.79
15.500
2.650
17.10
INR
21.93
L
Fukuoka
2,993.000
06:15
-2.35
2,975.000
0.61
2,540.000
435.000
17.13
JPY
21.12
L
BNP Paribas
62.110
Mon
0.13
60.200
3.17
46.210
13.990
30.27
EUR
19.57
IndusInd Bank
1,089.050
Mon
-2.45
1,204.700
-9.60
1,149.600
55.100
4.79
INR
19.48
L
Banca Mediolanum
8.768
Mon
0.78
8.536
2.72
6.416
2.120
33.04
EUR
19.03
L
UBS
19.850
Mon
0.46
19.550
1.53
14.640
4.910
33.54
CHF
18.49
L
Erste Group Bank
33.720
Mon
-1.23
33.150
1.72
22.920
10.230
44.63
EUR
18.24
L
KBC
67.620
Mon
1.02
67.160
0.68
51.260
15.900
31.02
EUR
18.08
L
Nordea Bank
121.900
Mon
0.58
118.760
2.64
99.540
19.220
19.31
SEK
16.60
L
HSBC
57.850
Mon
-0.17
56.900
1.67
42.250
14.650
34.67
HKD
16.18
Bankinter
6.500
Mon
6.410
1.40
5.946
0.464
7.80
EUR
15.86
L
HSBC
600.124
Mon
-0.06
592.100
1.36
501.600
90.500
18.04
GBP
15.56
State Bank of India
538.200
Mon
-0.32
600.450
-10.37
543.300
57.150
10.52
INR
15.19
L
HDFC
2,648.200
Mon
-0.50
2,741.900
-3.42
2,309.650
432.250
18.71
INR
15.02
L
HDFC Bank
1,614.150
Mon
-0.10
1,673.100
-3.52
1,426.650
246.450
17.27
INR
14.67
L
Svenska Handelsbank
108.650
Mon
0.56
109.200
-0.50
93.100
16.100
17.29
SEK
14.59
L
Intesa Sanpaolo
2.344
Mon
-0.30
2.240
4.67
1.768
0.471
26.64
EUR
13.58
L
S.E.B
125.650
Mon
1.41
125.850
-0.16
106.000
19.850
18.73
SEK
13.49
L
Banca Generali
34.000
Mon
34.060
-0.18
24.910
9.150
36.73
EUR
12.26
L
Nordea Bank
10.816
Mon
-0.04
10.688
1.20
9.134
1.554
17.01
EUR
12.05
L
Banco Santander
3.195
Mon
0.74
3.096
3.21
2.497
0.599
23.99
EUR
12.01
L
Sumitomo Mitsui Trst
4,854.000
Mon
0.27
4,675.000
3.83
4,165.000
510.000
12.24
JPY
11.67
L
Lloyds Bank
52.750
Mon
0.30
49.810
5.90
44.710
5.100
11.41
GBP
10.00
L
Suncorp-Metway
12.530
05:10
-0.24
12.320
1.70
9.960
2.360
23.69
AUD
9.99
⇓ instrument
freshest
⇓ Δday
1/23/23
⇓ Δwk
9/26/22
prc diff
⇓ Δ17
Curr
∅-RS
L
JP Morgan Chase
139.880
Mon
-0.31
137.270
1.90
106.790
30.480
28.54
USD
9.23
L
China Merchants Bank
42.030
Mon
2.39
41.050
2.39
33.950
7.100
20.91
CNY
9.13
ICICI Bank
823.500
Mon
0.77
871.700
-5.53
861.050
10.650
1.24
INR
8.76
L
BNY Mellon
50.075
Mon
0.03
49.340
1.49
39.470
9.870
25.01
USD
8.72
L
Commonwealth Bank
110.060
05:10
0.27
108.610
1.34
93.610
15.000
16.02
AUD
8.69
L
KB Financial
57,300.000
Mon
-0.69
57,000.000
0.53
46,450.000
10,550.000
22.71
KRW
8.16
L
Mediobanca
9.938
Mon
0.38
9.624
3.26
7.982
1.642
20.57
EUR
7.76
L
Shinsei Bank
2,423.000
Mon
1.30
2,285.000
6.04
1,889.000
396.000
20.96
JPY
7.56
L
Credit Agricole
10.942
Mon
-0.16
10.578
3.44
8.856
1.722
19.44
EUR
7.34
L
National Bank CA
99.740
Mon
0.06
99.190
0.55
85.950
13.240
15.40
CAD
6.79
Westpac Banking
23.720
05:10
-0.13
23.890
-0.71
21.180
2.710
12.80
AUD
6.21
L
Unipol
4.840
Mon
-0.33
4.793
0.98
4.151
0.642
15.47
EUR
5.79
L
OCBC
12.990
Mon
-0.08
12.660
2.61
11.940
0.720
6.03
SGD
5.18
L
Societe Generale
26.615
Mon
0.06
24.695
7.77
22.105
2.590
11.72
EUR
4.60
L
National Australia B
31.790
05:10
-0.13
31.510
0.89
29.350
2.160
7.36
AUD
4.30
L
DBS Bank
35.680
Mon
-0.81
34.550
3.27
33.190
1.360
4.10
SGD
4.23
L
Bank of China
3.010
Mon
-1.63
2.990
0.67
2.650
0.340
12.83
HKD
4.20
L
Citigroup
51.620
Mon
-0.46
51.980
-0.69
42.990
8.990
20.91
USD
3.99
L
Royal Bank CA
134.980
Mon
0.25
134.730
0.19
123.890
10.840
8.75
CAD
3.15
L
Bank of Communicats
4.910
Mon
-1.01
4.870
0.82
4.180
0.690
16.51
HKD
2.08
L
Indiabulls HF
118.250
Mon
0.25
135.300
-12.60
118.350
16.950
14.32
INR
1.81
United Overseas Bank
30.070
Mon
-0.40
29.400
2.28
26.830
2.570
9.58
SGD
1.76
L
ANZ Banking AU
25.090
05:10
0.24
24.920
0.68
23.040
1.880
8.16
AUD
1.19
L
Bank Montreal
132.850
Mon
-0.53
133.230
-0.29
122.230
11.000
9.00
CAD
0.95
IBK
10,420.000
Mon
-1.61
10,450.000
-0.29
9,620.000
830.000
8.63
KRW
0.94
⇓ instrument
freshest
⇓ Δday
1/23/23
⇓ Δwk
9/26/22
prc diff
⇓ Δ17
Curr
∅-RS
L
ICBC
4.200
Mon
-2.33
4.220
-0.47
3.770
0.450
11.94
HKD
0.42
L
Aozora Bank
2,594.000
06:15
-0.92
2,634.000
-1.52
2,639.000
-5.000
-0.19
JPY
0.23
L
Wells Fargo
46.470
Mon
0.76
45.030
3.20
40.010
5.020
12.55
USD
-0.04
L
China Constr Bk HK
5.140
Mon
-2.47
5.130
0.19
4.600
0.530
11.52
HKD
-0.13
L
Agricultural Bank
2.920
Mon
2.920
2.850
0.070
2.46
CNY
-0.15
L
U.S. Bancorp
49.125
Mon
0.54
47.670
3.05
41.060
6.610
16.10
USD
-0.29
ANZ Banking NZ
27.300
04:00
-0.47
26.890
1.52
26.520
0.370
1.40
NZD
-0.40
L
Toronto-Dominion
90.780
Mon
-0.70
89.650
1.26
84.940
4.710
5.55
CAD
-1.04
DNB
185.950
Mon
-0.75
185.750
0.11
176.000
9.750
5.54
NOK
-1.76
S
Kotak Mahindra Bank
1,726.250
Mon
0.77
1,783.750
-3.22
1,829.000
-45.250
-2.47
INR
-2.06
L
Woori Financial
13,440.000
Mon
-0.30
12,700.000
5.83
11,350.000
1,350.000
11.89
KRW
-2.11
L
Bank of China (HK)
27.850
Mon
0.72
27.200
2.39
27.900
-0.700
-2.51
HKD
-2.19
L
Bank of East Asia
10.180
Mon
-1.36
10.100
0.79
9.440
0.660
6.99
HKD
-2.65
L
American Express
177.790
Mon
3.18
154.000
15.45
137.450
16.550
12.04
USD
-2.72
L
Industrial Bank
17.900
Mon
-0.33
17.960
-0.33
16.750
1.210
7.22
CNY
-3.02
L
Hang Seng Bank
133.300
Mon
1.37
128.200
3.98
123.700
4.500
3.64
HKD
-3.52
L
Ind and Comm Bk
4.320
Mon
-0.23
4.330
-0.23
4.350
-0.020
-0.46
CNY
-3.53
L
Bank of America
35.535
Mon
0.24
34.320
3.54
31.030
3.290
10.60
USD
-4.58
L
Umweltbank
13.800
Mon
-0.36
13.950
-1.08
11.600
2.350
20.26
EUR
-5.08
L
Heartland
1.810
04:00
-0.55
1.810
1.760
0.050
2.84
NZD
-9.01
L
Bank Nova Scotia
71.010
Mon
0.06
69.610
2.01
67.300
2.310
3.43
CAD
-9.24
L
Cdn Imp Bk Comm
59.580
Mon
0.18
58.690
1.52
61.270
-2.580
-4.21
CAD
-11.32
Credit Suisse
3.149
Mon
-1.90
3.150
-0.03
4.050
-0.900
-22.22
CHF
-37.21
Banks - 97 out of 97 instruments rated - 1/23/23 / 9/26/22 - 91 did rise, Market-Ratio(17) = 93.81 %
Technical Chart
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
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
3/07/22
483
BBVA Banco Francés
33
259
ARS
153.400
197.550
44.150
29
130,874
21
HDFC Bank
33
297
INR
134.055
132.480
-1.575
-1
130,406
-1
IndusInd Bank
33
514
INR
77.545
83.440
5.895
8
133,436
6
100
12
9
3/07/22
3/21/22
14
- cash -
3/21/22
5/09/22
49
Banco del Bajio
33
865
MXN
51.390
49.520
-1.870
-4
131,819
-24
Shinsei Bank
33
1,949
JPY
22.820
23.010
0.190
1
132,189
6
Woori Financial
33
3,058
KRW
14.550
15.300
0.750
5
134,482
45
100
1
6
5/09/22
9/12/22
126
- cash -
9/12/22
9/19/22
7
Banco Macro
33
95
ARS
468.050
519.100
51.050
11
139,332
21,994
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
BBVA Banco Francés
33
142
ARS
315.950
339.450
23.500
7
142,669
4,113
Yes Bank
33
25,728
INR
1.755
1.635
-0.120
-7
139,582
-98
100
4
596
9/19/22
10/24/22
35
- cash -
10/24/22
1/25/23
93
Banco Macro
33
105
ARS
442.400
826.900
384.500
87
179,954
1,064
BBVA Banco Francés
33
152
ARS
306.150
585.200
279.050
91
222,370
1,171
1/30/23
98
Bank of Ireland
33
6,339
EUR
7.350
9.812
2.462
33
237,976
193
100
70
629
accum 9/11/06
1/30/23 3928
days out of 6238 invested (63%)
2,280
237,976
34
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 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
9/12/22 9/19/22 7 468.05 519.10 51.05 10.91 3.64
10/24/22 1/25/23 93 442.40 826.90 384.50 86.91 28.97 212.23
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 3/07/22 483 153.40 197.55 44.15 28.78 9.59
9/12/22 9/19/22 7 315.95 339.45 23.50 7.44 2.48
10/24/22 1/25/23 93 306.15 585.20 279.05 91.15 30.38 171.59
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 di % total
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
10/24/22 1/30/23 98 7.35 9.81 2.46 33.50 11.17 35.68
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
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
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
IndusInd Bank 11/09/20 3/07/22 483 77.55 83.44 5.89 7.60 2.53 2.53
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
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Woori Financial 3/21/22 5/09/22 49 14.55 15.30 0.75 5.15 1.72 1.72
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
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
Shinsei Bank 3/21/22 5/09/22 49 22.82 23.01 0.19 0.83 0.28 0.28
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
HDFC Bank 10/12/20 11/02/20 21 121.37 121.53 0.16 0.13 0.04
11/09/20 3/07/22 483 134.06 132.48 -1.58 -1.17 -0.39 -0.35
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
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Banco del Bajio 3/21/22 5/09/22 49 51.39 49.52 -1.87 -3.64 -1.21 -1.21
HDFC 5/19/08 5/26/08 7 53.76 51.70 -2.06 -3.83 -1.28 -1.28
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 7/15/13 9/02/13 49 15.40 14.32 -1.08 -7.01 -2.34 -2.34
Yes Bank 7/23/18 8/13/18 21 38.66 37.07 -1.59 -4.11 -1.37
9/12/22 9/19/22 7 1.76 1.64 -0.12 -6.84 -2.28 -3.62
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
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
5/16/22 Cdn Imp Bk Comm stock split 1:2 (two for one)
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
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