Share-o-matic - Assessment Banks

Assessment - Banks in Renminbi yuán - 2/22/21 - RS = 17

		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ17	⇓∅-RS
	L	SOM Banks	1,188.119	16:24	1.24	1,171.588	1.41	945.659	225.929	23.89	16.53
	L	Aareal Bank	177.176	09:09	2.45	152.258	16.37	132.966	19.292	14.51	9.28
	L	ABN AMRO	76.121	09:03	1.72	74.014	2.85	59.640	14.374	24.10	18.58
	L	Agricultural Bank	3.250	07:00	-0.31	3.260	-0.31	3.230	0.030	0.93	-0.71
	L	American Express	896.228	15:26	2.57	878.205	2.05	650.004	228.201	35.11	26.30
	L	ANZ Banking AU	136.076	05:10	1.60	135.616	0.34	94.073	41.543	44.16	48.81
	L	ANZ Banking NZ	134.264	03:59	0.85	135.402	-0.84	94.628	40.773	43.09	48.13
	L	Aozora Bank	142.583	06:15	3.02	141.537	0.74	115.720	25.817	22.31	13.70
	L	Axis Bank	64.956	09:59	0.52	64.145	1.26	44.734	19.411	43.39	45.71
	L	Banca Generali	227.483	13:32	2.55	228.898	-0.62	206.307	22.590	10.95	15.49
	L	Banca Mediolanum	58.325	13:33	2.70	58.836	-0.87	49.634	9.202	18.54	18.11
	L	Banco Bilbao Viz	36.709	09:07	1.46	35.168	4.38	19.315	15.853	82.08	46.44
		BBVA Banco Francés	9.890	Fri	-0.87	10.096	-2.04	12.375	-2.280	-18.42	-17.00
	L	Banco Comercial	0.950	09:07	3.07	0.964	-1.55	0.596	0.368	61.76	17.93
		Banco del Bajio	7.518	Fri	-0.12	7.593	-0.99	5.827	1.766	30.31	19.07
		Banco Macro	14.632	Fri	-1.10	14.925	-1.96	18.580	-3.655	-19.67	-25.08
	L	Banco BPM	16.971	13:32	1.65	16.845	0.75	13.083	3.763	28.76	46.17
	L	Banco Sabadell	3.408	09:07	4.06	3.140	8.51	2.244	0.896	39.95	12.28
	L	Banco Santander	23.200	09:07	1.86	22.760	1.93	13.660	9.100	66.62	34.51
		Banco Santander MX	6.198	Fri	0.25	6.351	-2.41	5.136	1.215	23.65	23.39
	L	Bank of America	230.161	15:27	2.65	227.061	1.37	164.648	62.413	37.91	29.72
	L	Bank of China (HK)	21.211	08:08	-1.36	20.336	4.30	19.094	1.241	6.50	-0.13
	L	Bank of China	3.240	07:00		3.250	-0.31	3.240	0.010	0.31	-2.95
	L	Bank of China	2.250	08:08	-0.74	2.284	-1.46	2.260	0.023	1.04	-4.96
	L	Bank of Comm	4.570	07:00		4.620	-1.08	4.630	-0.010	-0.22	-4.42
		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ17	⇓∅-RS
	L	Bank of Communicats	3.659	08:08	0.23	3.717	-1.57	3.516	0.201	5.72	-3.27
	L	Bank of East Asia	14.718	08:08	-3.60	15.385	-4.33	12.435	2.950	23.72	6.19
	L	Bank of Ireland	27.386	15:06	3.08	26.333	4.00	15.683	10.650	67.90	62.36
	L	Bank Montreal	541.985	15:32	1.61	522.440	3.74	424.952	97.487	22.94	28.82
	L	BNY Mellon	280.935	15:27	3.15	282.485	-0.55	246.435	36.050	14.63	10.45
	L	Bank Nova Scotia	386.443	15:33	1.25	369.771	4.51	287.840	81.931	28.46	23.02
	L	Bankia	13.147	09:06	2.32	12.526	4.96	9.071	3.455	38.09	38.13
	L	Bankinter	44.019	09:07	1.97	40.120	9.72	27.600	12.520	45.36	24.04
	L	BNP Paribas	389.959	13:25	0.68	387.523	0.63	261.254	126.269	48.33	40.10
	L	BPER Banca	14.566	13:34	2.12	14.416	1.04	9.447	4.969	52.60	-1.99
	L	Cdn Imp Bk Comm	610.060	15:33	1.36	590.412	3.33	513.600	76.812	14.96	20.19
	L	Chiba Bank	42.812	06:15	2.50	43.734	-2.11	35.906	7.828	21.80	26.04
	L	China Everbright Bk	4.040	07:00	-1.46	4.230	-4.49	4.020	0.210	5.22	9.24
	L	China Constr Bk HK	5.117	08:08	-1.44	5.201	-1.60	5.023	0.178	3.54	-0.12
	L	China Merchants Bank	50.390	07:00	-1.39	54.200	-7.03	40.620	13.580	33.43	42.34
	L	China Minsheng Bk	5.170	07:00	-0.19	5.250	-1.52	5.370	-0.120	-2.23	-4.52
	L	Citigroup	444.916	15:27	4.55	423.244	5.12	290.247	132.996	45.82	22.40
		Commerzbank	43.484	09:10	1.88	41.409	5.01	35.251	6.158	17.47	22.13
		Commonwealth Bank	430.440	05:10	3.13	419.130	2.70	333.223	85.907	25.78	25.13
	L	Credit Agricole	92.597	13:24	1.42	90.042	2.84	58.308	31.734	54.42	37.44
	L	Credit Suisse	96.488	13:14	1.87	92.230	4.62	71.744	20.486	28.55	28.68
	L	Danske Bank	123.146	15:59	2.46	119.975	2.64	97.827	22.147	22.64	24.01
		DBS Bank	132.566	09:11	1.73	125.228	5.86	105.016	20.212	19.25	16.56
		Deutsche Bank	82.991	12:55	3.37	77.041	7.72	63.748	13.293	20.85	27.09
	L	DNB	131.119	15:25	1.93	129.708	1.09	98.510	31.198	31.67	29.58
		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ17	⇓∅-RS
	L	Erste Group Bank	219.229	15:22	2.20	207.046	5.88	145.414	61.631	42.38	24.18
	L	Ferratum	48.892	09:02	-3.12	54.709	-10.63	33.935	20.774	61.22	51.90
	L	FinecoBank	115.156	13:34	0.55	115.471	-0.27	89.318	26.153	29.28	28.67
	L	Fukuoka	120.869	06:15	2.61	124.744	-3.11	115.016	9.729	8.46	12.45
	L	Gentera	3.329	Fri	8.02	2.556	30.23	1.944	0.612	31.45	-4.81
	L	Hang Seng Bank	123.347	08:08	-1.33	127.347	-3.14	105.388	21.960	20.84	10.85
	L	HDFC	232.347	09:59	2.62	236.444	-1.73	188.000	48.444	25.77	33.10
	L	HDFC Bank	138.989	09:59	1.60	138.017	0.70	109.798	28.219	25.70	34.89
	L	Heartland	8.960	03:59		8.960		6.231	2.730	43.81	51.79
	L	HSBC	3,892.940	09:24	0.38	3,927.975	-0.89	2,791.997	1,135.978	40.69	17.50
	L	HSBC	38.421	08:08	-2.54	38.754	-0.86	27.927	10.827	38.77	16.39
		IBK	48.484	06:30	-2.23	49.008	-1.07	50.492	-1.484	-2.94	1.34
	L	ICICI Bank	54.240	10:00	1.77	54.373	-0.25	36.673	17.700	48.26	49.01
	L	Indiabulls HF	19.824	10:00	1.65	19.615	1.07	13.597	6.018	44.26	29.07
	L	IndusInd Bank	95.217	09:59	0.47	91.200	4.40	55.914	35.286	63.11	71.18
	L	Ind and Comm Bk	5.340	07:00	-0.56	5.370	-0.56	5.020	0.350	6.97	5.33
	L	ICBC	4.200	08:08	-0.40	4.275	-1.75	4.131	0.145	3.51	1.13
	L	Industrial Bank	24.910	07:00	0.93	25.810	-3.49	17.780	8.030	45.16	47.15
	L	Intesa Sanpaolo	16.939	13:34	0.98	16.507	2.62	12.107	4.400	36.34	22.88
	L	JP Morgan Chase	967.027	15:28	1.72	965.153	0.19	679.257	285.897	42.09	35.03
		KB Financial	254.935	06:30	-2.12	250.861	1.62	251.275	-0.414	-0.16	13.51
	L	KBC	479.805	09:04	2.38	463.927	3.42	357.430	106.496	29.80	16.86
	L	Kotak Mahindra Bank	164.533	09:59	3.65	173.823	-5.34	128.477	45.346	35.30	30.90
	L	Lloyds Bank	359.128	09:55	1.19	349.618	2.72	253.977	95.642	37.66	24.91
	L	Mediobanca	69.738	13:33	2.95	71.295	-2.18	51.823	19.472	37.57	37.41
		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ17	⇓∅-RS
	L	National Australia B	128.656	05:10	2.03	125.739	2.32	92.400	33.339	36.08	39.01
	L	National Bank CA	412.914	15:34	0.41	387.828	6.47	334.678	53.150	15.88	19.74
	L	NatWest	1,684.848	09:55	0.52	1,662.553	1.34	1,067.053	595.500	55.81	49.44
	L	Nordea Bank	59.756	09:31	1.25	59.119	1.08	53.321	5.798	10.87	18.30
	L	Nordea Bank	60.793	16:24	1.87	59.033	2.98	53.327	5.707	10.70	18.05
	L	OCBC	54.249	09:09	0.91	51.999	4.33	43.091	8.908	20.67	13.60
		Postal Savings Bank	6.020	07:00	-1.63	6.020		4.640	1.380	29.74	21.44
	L	Raiffeisen Bank Int	133.471	15:20	0.95	134.886	-1.05	105.770	29.116	27.53	10.73
	L	Regional	29.640	Fri	1.28	28.805	2.90	19.870	8.935	44.97	39.40
	L	Resona	26.899	06:15	2.24	26.837	0.23	22.747	4.090	17.98	14.15
	L	Royal Bank CA	564.044	15:34	1.47	569.790	-1.01	480.072	89.718	18.69	17.22
	L	Sberbank	95.898	08:33	1.24	96.291	-0.41	74.071	22.220	30.00	17.53
	L	S.E.B	77.298	16:24	1.73	76.016	1.69	62.350	13.666	21.92	23.05
	L	Shanghai Pudong	10.580	07:00	0.38	10.710	-1.21	9.600	1.110	11.56	4.89
	L	Shinsei Bank	97.187	06:15	3.95	94.789	2.53	87.046	7.743	8.89	11.38
	L	Shizuoka Bank	49.885	06:15	4.24	49.086	1.63	45.891	3.195	6.96	7.19
	L	Societe Generale	164.953	13:25	2.19	158.389	4.14	99.776	58.613	58.74	35.69
	L	Standard Chartered	4,366.136	09:56	3.83	4,555.414	-4.16	3,438.524	1,116.890	32.48	21.54
	L	State Bank of India	35.213	10:00	1.23	34.727	1.40	17.836	16.892	94.71	79.14
	L	Sumitomo Mitsui Trst	222.547	06:15	3.31	222.240	0.14	184.749	37.491	20.29	12.04
		Suncorp-Metway	51.688	05:10	1.61	49.794	3.80	41.444	8.350	20.15	11.96
	L	Svenska Handelsbank	70.777	16:24	1.69	68.666	3.07	58.468	10.199	17.44	7.35
		Swedbank	117.785	16:24	1.77	114.439	2.92	112.638	1.800	1.60	12.76
	L	Toronto-Dominion	401.987	15:34	1.58	394.190	1.98	303.639	90.551	29.82	22.08
	L	Triodos Groenfonds	476.425	Wed	0.07	476.425		475.252	1.173	0.25	1.97
		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ17	⇓∅-RS
	L	U.S. Bancorp	331.321	15:28	2.58	329.060	0.69	268.106	60.954	22.73	23.24
	L	UBS	103.741	13:14	1.95	101.684	2.02	82.801	18.883	22.81	26.50
	L	Umweltbank	135.201	10:03	-1.43	139.917	-3.37	94.749	45.168	47.67	44.10
	L	Unicredit	69.385	13:35	3.36	65.486	5.95	54.312	11.174	20.57	6.60
	L	Unipol	35.325	13:35	4.41	33.564	5.25	26.768	6.797	25.39	17.72
	L	United Overseas Bank	123.076	09:04	1.94	115.885	6.21	97.867	18.018	18.41	11.96
	L	VTB Bank	6.131	07:46	-1.27	6.131		5.713	0.418	7.33	-3.54
	L	Wells Fargo	240.726	15:28	3.03	240.691	0.01	152.303	88.388	58.03	29.50
	L	Westpac Banking	123.794	05:10	1.55	121.389	1.98	89.388	32.001	35.80	41.28
		Woori Financial	55.760	06:30	-2.44	55.818	-0.10	54.107	1.711	3.16	8.43
	L	Yes Bank	1.453	10:00	3.49	1.391	4.49	1.192	0.199	16.65	-16.70
Banks - 110 out of 110 instruments rated - 2/22/21 / 10/26/20 - 104 did rise, Market-Ratio(17) in CNY = 94.55 %

Technical Chart

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

1/02/17	scale up chart	2/22/21

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 Bank	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 Holdings	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	11/02/20	21		UBI Banca	33	750	28.613	27.938	-0.675	-2	63,953	-34
					FinecoBank	33	219	98.058	93.489	-4.569	-5	62,953	-56
					HDFC Bank	33	1,930	11.152	10.910	-0.242	-2	62,485	-32
100							-3					-42
11/02/20		11/09/20	7		- cash -
	11/09/20	2/26/21	109		BBVA Banco Francés	33	1,625	12.813	9.890	-2.923	-23	57,734	-58
		3/01/21	112		HDFC Bank	33	1,739	11.977	13.899	1.922	16	61,077	62
					IndusInd Bank	33	3,007	6.928	9.522	2.594	37	68,876	182
100							10					37
accum	9/11/06	3/01/21	3402	days out of 5537 invested (61%)						589		68,876	23

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
China Minsheng Bk	long	9/11/06	6/18/07	280	3.12	9.19	6.07	194.55	33	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
Banco Macro		5/31/10	6/28/10	28	20.22	20.33	0.11	0.56		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	48.33
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
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	2/26/21	109	12.81	9.89	-2.92	-22.82		-7.61	24.39
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	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	20.24
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
IndusInd Bank		11/09/20	3/01/21	112	6.93	9.52	2.59	37.44		12.48	12.48
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
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
HDFC Bank		10/12/20	11/02/20	21	11.15	10.91	-0.24	-2.17		-0.72
		11/09/20	3/01/21	112	11.98	13.90	1.92	16.05		5.35	4.59
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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
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
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
Banco Sabadell		12/19/11	12/26/11	7	20.97	20.64	-0.33	-1.55		-0.52	-0.52
American Express		9/24/18	10/08/18	14	752.78	741.09	-11.69	-1.55		-0.52	-0.52
UBI Banca		10/12/20	11/02/20	21	28.61	27.94	-0.67	-2.36		-0.79	-0.79
Yes Bank		7/23/18	8/13/18	21	3.81	3.64	-0.17	-4.44		-1.48	-1.48
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 Holdings		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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
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 Bank		8/13/12	6/10/13	301	490.03	199.80	-290.23	-59.23		-19.74	-19.74

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)
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)
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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