Assessment - Banks - 4/22/24 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ17
Curr
∅-RS
L
SOM Banks
274.562
Fri
0.36
271.964
0.96
239.120
32.844
13.74
USD
17.49
L
Banco Macro
5,303.850
Thu
2.58
5,628.000
-5.76
2,880.400
2,747.600
95.39
ARS
218.65
L
BBVA Banco Francés
3,234.100
Thu
3.36
3,327.550
-2.81
1,854.550
1,473.000
79.43
ARS
160.99
Banco de Valores
264.500
Thu
2.32
271.000
-2.40
226.750
44.250
19.51
ARS
90.13
L
Unipol
8.375
Fri
0.78
8.265
1.33
5.124
3.141
61.30
EUR
51.81
L
BPER Banca
4.784
Fri
1.29
4.514
5.98
3.045
1.469
48.24
EUR
46.45
L
Unicredit
35.480
Fri
2.01
34.130
3.96
24.420
9.710
39.76
EUR
44.27
L
Deutsche Bank
16.532
Fri
-0.77
15.160
9.05
12.380
2.780
22.46
EUR
39.50
L
Wells Fargo
59.910
Fri
-0.03
61.100
-1.95
49.180
11.920
24.24
USD
35.83
L
American Express
235.570
Fri
-0.65
233.000
1.10
185.570
47.430
25.56
USD
34.42
L
Banco Bilbao Viz
10.985
Fri
4.52
10.430
5.32
8.238
2.192
26.61
EUR
34.23
L
Intesa Sanpaolo
3.550
Fri
1.34
3.429
3.54
2.647
0.782
29.52
EUR
31.90
L
Banco Sabadell
1.691
Fri
3.27
1.495
13.15
1.131
0.364
32.14
EUR
31.50
L
Resona
984.100
Fri
-0.48
996.100
-1.20
714.700
281.400
39.37
JPY
29.75
L
Banco Santander
4.851
Fri
2.16
4.667
3.93
3.808
0.859
22.56
EUR
29.31
L
Citigroup
62.640
Fri
1.38
60.950
2.77
50.860
10.090
19.84
USD
28.20
L
KB Financial
76,000.000
Fri
9.67
69,500.000
9.35
52,500.000
17,000.000
32.38
KRW
27.92
L
Chiba Bank
1,334.500
Fri
1.41
1,323.000
0.87
1,007.500
315.500
31.32
JPY
27.50
L
Commerzbank
14.105
Fri
0.32
13.505
4.44
10.765
2.740
25.45
EUR
26.90
L
Banco BPM
6.216
Fri
1.90
5.892
5.50
4.766
1.126
23.63
EUR
26.44
L
Fukuoka
4,185.000
Fri
1.45
4,188.000
-0.07
3,262.000
926.000
28.39
JPY
25.20
L
Erste Group Bank
43.970
Fri
-1.12
43.490
1.10
36.270
7.220
19.91
EUR
24.57
L
State Bank of India
801.300
Fri
-1.40
766.100
4.59
636.750
129.350
20.31
INR
24.38
L
Bank of America
37.814
Fri
-0.25
37.730
0.22
33.430
4.300
12.86
USD
23.80
Banco Comercial
0.324
Fri
1.44
0.320
1.31
0.275
0.045
16.24
EUR
23.24
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ17
Curr
∅-RS
L
Bankinter
7.326
Fri
0.22
7.268
0.80
5.930
1.338
22.56
EUR
22.11
L
Agricultural Bank
4.450
Fri
-2.20
4.500
-1.11
3.670
0.830
22.62
CNY
21.84
JP Morgan Chase
193.490
Fri
0.06
189.410
2.15
167.400
22.010
13.15
USD
21.41
L
BNY Mellon
57.310
Fri
0.23
57.160
0.26
51.470
5.690
11.05
USD
21.28
Danske Bank
202.800
Fri
0.10
205.300
-1.22
177.150
28.150
15.89
DKK
20.59
L
NatWest
307.400
Fri
6.07
279.700
9.90
216.700
63.000
29.07
GBP
20.35
L
Credit Agricole
14.555
Fri
0.52
14.220
2.36
12.852
1.368
10.64
EUR
19.37
IBK
13,850.000
Fri
2.14
13,640.000
1.54
11,730.000
1,910.000
16.28
KRW
19.20
L
Mediobanca
13.405
Fri
0.04
13.615
-1.54
11.245
2.370
21.08
EUR
18.09
L
Unicaja Banco
1.195
Fri
1.10
1.150
3.91
0.895
0.255
28.49
EUR
17.33
L
Sumitomo Mitsui Trst
3,259.000
Fri
0.25
3,243.000
0.49
2,665.000
578.000
21.69
JPY
16.90
L
Suncorp-Metway
16.120
Fri
-0.49
16.130
-0.06
13.860
2.270
16.38
AUD
16.30
L
KBC
68.920
Fri
-0.83
70.820
-2.68
58.000
12.820
22.10
EUR
16.23
UBS
25.060
Fri
0.40
25.390
-1.30
26.340
-0.950
-3.61
CHF
15.82
L
Bank of China
3.460
Fri
-0.86
3.400
1.76
2.900
0.500
17.24
HKD
15.73
Westpac Banking
25.690
Fri
-1.91
25.730
-0.16
22.840
2.890
12.65
AUD
14.91
Raiffeisen Bank Int
18.250
Fri
1.16
17.640
3.46
18.730
-1.090
-5.82
EUR
14.86
L
Lloyds Bank
52.300
Fri
2.15
51.140
2.27
48.045
3.095
6.44
GBP
14.26
National Australia B
33.510
Fri
-1.44
33.400
0.33
30.390
3.010
9.90
AUD
14.09
Banca Mediolanum
10.030
Fri
1.21
9.770
2.66
8.460
1.310
15.48
EUR
13.55
L
BNP Paribas
67.010
Fri
-1.97
66.620
0.59
63.010
3.610
5.73
EUR
13.36
L
Bank of Ireland
10.120
Fri
-2.22
10.070
0.50
8.524
1.546
18.14
EUR
13.30
Cdn Imp Bk Comm
64.760
Thu
-0.61
65.320
-0.86
64.170
1.150
1.79
CAD
13.22
L
National Bank CA
112.060
Thu
0.23
111.320
0.66
100.010
11.310
11.31
CAD
12.87
ANZ Banking NZ
30.780
Fri
-1.50
30.850
-0.23
27.700
3.150
11.37
NZD
12.39
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ17
Curr
∅-RS
S.E.B
144.400
Fri
0.77
146.750
-1.60
136.650
10.100
7.39
SEK
12.36
Woori Financial
14,350.000
Fri
2.35
14,150.000
1.41
13,000.000
1,150.000
8.85
KRW
12.36
L
Jyske Bank
561.500
Fri
572.500
-1.92
473.300
99.200
20.96
DKK
12.34
L
Ind and Comm Bk
5.400
Fri
-1.64
5.480
-1.46
4.820
0.660
13.69
CNY
12.17
U.S. Bancorp
41.120
Fri
0.32
41.050
0.17
43.510
-2.460
-5.65
USD
11.93
L
ABN AMRO
15.210
Fri
1.54
15.510
-1.93
13.450
2.060
15.32
EUR
11.35
Svenska Handelsbank
96.420
Fri
-0.02
110.700
-12.90
108.150
2.550
2.36
SEK
11.12
L
FinecoBank
14.200
Fri
1.50
14.170
0.21
13.440
0.730
5.43
EUR
11.09
ANZ Banking AU
27.990
Fri
-1.93
28.230
-0.85
25.800
2.430
9.42
AUD
10.91
ICICI Bank
1,107.900
Fri
-0.53
1,086.650
1.96
994.300
92.350
9.29
INR
10.82
Swedbank
209.400
Fri
-0.29
216.100
-3.10
199.350
16.750
8.40
SEK
10.50
Regional
150.670
Thu
-0.57
154.950
-2.76
161.630
-6.680
-4.13
MXN
9.91
L
HSBC
663.600
Fri
0.26
666.500
-0.44
627.800
38.700
6.16
GBP
8.61
Banca Generali
36.320
Fri
0.83
35.620
1.97
33.550
2.070
6.17
EUR
8.32
L
OCBC
14.270
Fri
-0.42
13.830
3.18
12.660
1.170
9.24
SGD
8.26
L
United Overseas Bank
30.410
Fri
-0.36
30.450
-0.13
27.600
2.850
10.33
SGD
7.87
Nordea Bank
127.900
Fri
0.51
128.600
-0.54
123.220
5.380
4.37
SEK
7.62
L
Royal Bank CA
133.470
Thu
0.12
135.930
-1.81
133.670
2.260
1.69
CAD
7.51
L
Societe Generale
25.335
Fri
0.98
25.050
1.14
24.075
0.975
4.05
EUR
7.38
Commonwealth Bank
112.990
Fri
-1.75
112.880
0.10
110.500
2.380
2.15
AUD
7.28
Banco del Bajio
62.080
Thu
-0.05
61.570
0.83
57.690
3.880
6.73
MXN
7.06
Nordea Bank
10.925
Fri
0.32
11.065
-1.27
11.180
-0.115
-1.03
EUR
6.51
Bank Montreal
126.690
Thu
-0.43
127.360
-0.53
130.210
-2.850
-2.19
CAD
6.47
L
Bank of China (HK)
23.700
Fri
-0.21
23.000
3.04
20.550
2.450
11.92
HKD
6.30
L
ICBC
4.150
Fri
-0.48
4.100
1.22
3.680
0.420
11.41
HKD
6.20
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ17
Curr
∅-RS
L
China Constr Bk HK
4.970
Fri
-0.40
4.900
1.43
4.510
0.390
8.65
HKD
5.52
L
China Merchants Bank
34.480
Fri
0.23
33.340
3.42
27.270
6.070
22.26
CNY
5.35
HSBC
64.950
Fri
0.31
63.400
2.44
61.800
1.600
2.59
HKD
4.91
Axis Bank
1,130.300
Fri
0.29
1,053.950
7.24
1,088.300
-34.350
-3.16
INR
4.55
L
DBS Bank
34.420
Fri
-0.09
34.070
1.03
32.000
2.070
6.47
SGD
3.81
IndusInd Bank
1,446.400
Fri
-3.32
1,477.500
-2.10
1,562.350
-84.850
-5.43
INR
3.69
L
China Merchants B HK
34.200
Fri
0.29
32.300
5.88
26.000
6.300
24.23
HKD
2.65
DNB
207.900
Fri
-0.29
210.500
-1.24
211.100
-0.600
-0.28
NOK
2.32
L
Industrial Bank
16.430
Fri
1.61
16.130
1.86
14.560
1.570
10.78
CNY
1.56
L
Hang Seng Bank
102.300
Fri
0.69
97.000
5.46
89.200
7.800
8.74
HKD
1.30
Bank Nova Scotia
63.150
Thu
-1.51
64.510
-2.11
63.320
1.190
1.88
CAD
1.13
L
Standard Chartered
681.400
Fri
-0.21
671.400
1.49
652.000
19.400
2.98
GBP
0.85
Kotak Mahindra Bank
1,608.500
Fri
-2.07
1,809.950
-11.13
1,860.500
-50.550
-2.72
INR
-0.11
Toronto-Dominion
80.760
Thu
0.49
80.270
0.61
85.120
-4.850
-5.70
CAD
-1.95
S
KakaoBank
24,650.000
Fri
1.02
24,700.000
-0.20
27,450.000
-2,750.000
-10.02
KRW
-3.35
HDFC Bank
1,509.800
Fri
-0.06
1,512.200
-0.16
1,670.850
-158.650
-9.50
INR
-3.40
S
Aozora Bank
2,475.500
Fri
1.04
2,463.000
0.51
3,063.000
-600.000
-19.59
JPY
-10.11
Umweltbank
6.560
Fri
2.18
6.380
2.82
8.140
-1.760
-21.62
EUR
-25.27
Heartland
1.060
Fri
1.060
1.410
-0.350
-24.82
NZD
-30.37
Banks - 93 out of 93 instruments rated - 4/22/24 / 12/25/23 - 77 did rise, Market-Ratio(17) = 82.80 %
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 Services
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
10/19/20
7
UBI Banca
33
11,166
EUR
3.592
3.592
0.000
0
120,331
0
11/02/20
21
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
3/27/23
154
Banco Macro
33
105
ARS
442.400
709.700
267.300
60
167,648
207
BBVA Banco Francés
33
152
ARS
306.150
539.000
232.850
76
203,041
282
Bank of Ireland
33
6,339
EUR
7.350
9.016
1.666
23
213,602
62
100
53
174
3/27/23
4/03/23
7
- cash -
4/03/23
5/08/23
35
Banco Macro
33
95
ARS
748.150
824.200
76.050
10
220,827
174
BBVA Banco Francés
33
128
ARS
554.000
646.850
92.850
17
232,712
403
Unicredit
33
3,994
EUR
17.930
18.980
1.050
6
236,905
81
100
11
194
5/08/23
7/10/23
63
- cash -
7/10/23
10/30/23
112
Banco Macro
33
58
ARS
1,348.600
1,491.050
142.450
11
245,168
39
BBVA Banco Francés
33
78
ARS
1,012.250
1,081.450
69.200
7
250,565
24
Unicredit
33
3,744
EUR
21.295
23.490
2.195
10
258,783
38
100
9
33
10/30/23
11/06/23
7
- cash -
11/06/23
11/27/23
21
Banco Macro
33
48
ARS
1,768.000
2,549.400
781.400
44
296,290
57,816
BBVA Banco Francés
33
70
ARS
1,225.000
1,690.900
465.900
38
328,903
27,003
Banco de Valores
33
682
ARS
129.250
171.750
42.500
33
357,888
13,895
100
38
27,929
11/27/23
12/04/23
7
- cash -
12/04/23
4/25/24
143
Banco Macro
33
48
ARS
2,477.600
5,303.850
2,826.250
114
493,548
598
BBVA Banco Francés
33
72
ARS
1,646.300
3,234.100
1,587.800
96
607,870
460
Banco de Valores
33
714
ARS
168.500
264.500
96.000
57
676,414
216
100
89
408
accum 9/11/06
4/25/24 4296
days out of 6690 invested (64%)
6,664
676,414
43
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 3/27/23 154 442.40 709.70 267.30 60.42 20.14
4/03/23 5/08/23 35 748.15 824.20 76.05 10.17 3.39
7/10/23 10/30/23 112 1,348.60 1,491.05 142.45 10.56 3.52
11/06/23 11/27/23 21 1,768.00 2,549.40 781.40 44.20 14.73
12/04/23 4/25/24 143 2,477.60 5,303.85 2,826.25 114.07 38.02 392.97
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 3/27/23 154 306.15 539.00 232.85 76.06 25.35
4/03/23 5/08/23 35 554.00 646.85 92.85 16.76 5.59
7/10/23 10/30/23 112 1,012.25 1,081.45 69.20 6.84 2.28
11/06/23 11/27/23 21 1,225.00 1,690.90 465.90 38.03 12.68
12/04/23 4/25/24 143 1,646.30 3,234.10 1,587.80 96.45 32.15 319.88
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
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
Banco de Valores 11/06/23 11/27/23 21 129.25 171.75 42.50 32.88 10.96
12/04/23 4/25/24 143 168.50 264.50 96.00 56.97 18.99 32.03
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 3/27/23 154 7.35 9.02 1.67 22.67 7.56 31.27
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
Unicredit 4/03/23 5/08/23 35 17.93 18.98 1.05 5.86 1.95
7/10/23 10/30/23 112 21.30 23.49 2.20 10.31 3.44 5.45
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
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
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
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
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 10/19/20 7 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
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
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
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 Services 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)
9/18/17 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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