Share-o-matic - Assessment Banks

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

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

1/07/19	scale up chart	1/23/23

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	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
		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	d_i %	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	d_i %	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	d_i %	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.


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