Share-o-matic - Assessment Banks

Assessment - Banks in Renminbi yuán - 7/01/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
		SOM Banks	1,995.904	8/12/24	0.22	2,071.053	-3.63	1,858.054	212.998	11.46	18.35
		Banco Macro	53.269	8/12/24	0.91	57.612	-7.54	36.013	21.599	59.98	47.97
		BBVA Banco Francés	32.097	8/12/24	0.75	31.679	1.32	19.781	11.898	60.15	25.71
		Banco de Valores	2.719	8/12/24	-0.15	2.795	-2.71	2.256	0.539	23.91	10.75
	L	Unipol	70.107	8/12/24	0.06	73.701	-4.88	58.758	14.943	25.43	58.48
		Banco Sabadell	13.967	8/12/24	0.45	14.463	-3.43	9.792	4.671	47.71	47.59
		KB Financial	434.464	8/12/24	0.73	419.192	3.64	373.302	45.890	12.29	31.78
		BPER Banca	37.221	8/12/24	-0.27	39.026	-4.62	29.731	9.295	31.26	46.82
	L	NatWest	3,080.480	8/12/24	0.48	2,900.033	6.22	2,269.935	630.098	27.76	34.30
	L	State Bank of India	70.945	8/12/24	-1.42	73.508	-3.49	67.045	6.463	9.64	29.59
		Unicredit	270.040	8/12/24	0.38	282.812	-4.52	244.733	38.079	15.56	37.23
		Deutsche Bank	103.954	8/12/24	0.14	120.342	-13.62	98.472	21.871	22.21	31.67
	L	Bank of China	3.171	8/12/24	1.19	3.590	-11.69	2.834	0.756	26.67	29.40
		American Express	1,726.326	8/12/24	-0.34	1,702.731	1.39	1,575.835	126.896	8.05	27.90
	L	Bank of America	277.975	8/12/24	-0.29	291.374	-4.60	253.029	38.345	15.15	25.99
		Commerzbank	97.018	8/12/24	0.89	114.085	-14.96	83.610	30.475	36.45	29.38
		Chiba Bank	48.363	8/09/24	3.22	65.648	-26.33	58.672	6.976	11.89	20.38
		Wells Fargo	379.129	8/12/24	-1.33	441.249	-14.08	401.751	39.498	9.83	27.43
		Intesa Sanpaolo	27.109	8/12/24	0.54	27.977	-3.10	23.453	4.523	19.29	29.01
		Bankinter	56.976	8/12/24	0.19	60.101	-5.20	47.438	12.663	26.69	22.24
		Citigroup	421.222	8/12/24		461.932	-8.81	404.127	57.805	14.30	28.68
		Unicaja Banco	8.983	8/12/24	-0.86	10.202	-11.94	7.493	2.708	36.14	26.94
		Sumitomo Mitsui Trst	149.640	8/09/24	2.72	167.714	-10.78	149.204	18.510	12.41	17.69
		Banco Comercial	2.951	8/12/24	0.16	2.707	9.00	2.069	0.639	30.88	23.57
	L	Lloyds Bank	522.927	8/12/24	-0.28	512.063	2.12	433.281	78.782	18.18	22.86
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
		JP Morgan Chase	1,501.587	8/12/24	0.19	1,496.198	0.36	1,343.826	152.372	11.34	25.29
	L	China Constr Bk HK	5.176	8/12/24	1.46	5.381	-3.81	4.463	0.918	20.56	24.68
		Resona	40.736	8/09/24	3.93	48.994	-16.85	40.394	8.600	21.29	21.85
		Banco BPM	45.166	8/12/24	-0.31	48.556	-6.98	43.388	5.167	11.91	22.65
		UBS	200.272	8/12/24	0.44	217.438	-7.89	207.627	9.810	4.73	13.30
		BNY Mellon	460.766	8/12/24	-0.80	437.754	5.26	399.448	38.306	9.59	21.74
		Erste Group Bank	360.106	8/12/24	0.37	352.216	2.24	290.740	61.476	21.14	22.01
		Banca Mediolanum	79.911	8/12/24	1.29	82.723	-3.40	78.177	4.546	5.81	18.10
		Westpac Banking	136.675	8/12/24	0.61	131.783	3.71	125.116	6.668	5.33	19.83
		National Australia B	174.307	8/12/24	1.01	174.694	-0.22	160.160	14.535	9.08	20.78
	L	Commonwealth Bank	632.183	8/12/24	0.76	611.212	3.43	554.131	57.080	10.30	18.77
		Banco Santander	31.941	8/12/24	-0.24	34.741	-8.06	30.145	4.596	15.25	15.64
		Danske Bank	207.870	8/12/24	0.15	219.025	-5.09	216.292	2.734	1.26	16.06
		Suncorp-Metway	81.559	8/12/24	1.38	82.964	-1.69	72.058	10.906	15.14	21.42
	L	Axis Bank	101.651	8/12/24	1.89	110.172	-7.73	96.110	14.062	14.63	20.70
	L	Hang Seng Bank	85.699	8/12/24	0.38	93.626	-8.47	83.877	9.749	11.62	6.70
		Mediobanca	109.594	8/12/24	0.94	110.063	-0.43	98.347	11.716	11.91	15.69
	L	Bank of China (HK)	20.795	8/12/24		22.427	-7.28	19.370	3.057	15.78	12.10
	L	ICBC	4.178	8/12/24	2.05	4.327	-3.45	3.699	0.628	16.97	21.00
		S.E.B	103.210	8/12/24	-0.10	108.072	-4.50	106.535	1.538	1.44	16.79
		Fukuoka	164.018	8/09/24	5.30	199.490	-17.78	188.048	11.442	6.08	12.10
	L	Royal Bank CA	788.363	8/12/24	-0.72	771.882	2.14	699.962	71.920	10.27	12.42
		Cdn Imp Bk Comm	369.327	8/12/24	-0.36	344.737	7.13	349.265	-4.528	-1.30	9.08
	L	China Merchants B HK	30.307	8/12/24		33.058	-8.32	27.422	5.636	20.55	14.98
		ANZ Banking AU	136.675	8/12/24	0.93	137.789	-0.81	135.155	2.634	1.95	10.73
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
		IBK	70.989	8/12/24	0.37	72.937	-2.67	75.959	-3.022	-3.98	11.48
		ANZ Banking NZ	132.825	8/12/24	0.13	136.140	-2.44	135.552	0.589	0.43	9.65
		Ind and Comm Bk	5.990	8/12/24	1.18	5.820	2.92	5.320	0.500	9.40	9.61
		ICICI Bank	102.393	8/12/24	0.10	105.803	-3.22	94.859	10.943	11.54	20.14
		Bank of Ireland	73.521	8/12/24	-0.93	76.677	-4.12	65.872	10.805	16.40	8.79
		Agricultural Bank	4.640	8/12/24	0.65	4.440	4.50	4.240	0.200	4.72	9.57
	L	HSBC	60.008	8/12/24	0.63	63.691	-5.78	55.810	7.881	14.12	11.44
		Banco Bilbao Viz	69.709	8/12/24	0.27	74.208	-6.06	73.596	0.612	0.83	13.61
	L	Industrial Bank	16.280	8/12/24	-0.55	17.750	-8.28	16.410	1.340	8.17	9.12
	L	HSBC	5,928.036	8/12/24	0.22	6,360.739	-6.80	5,561.935	798.804	14.36	11.40
		FinecoBank	112.758	8/12/24	0.94	110.805	1.76	101.161	9.644	9.53	8.92
		Banca Generali	297.458	8/12/24	0.74	295.271	0.74	269.320	25.951	9.64	10.62
		ABN AMRO	119.436	8/12/24	0.92	122.366	-2.39	116.992	5.374	4.59	10.72
		OCBC	74.199	8/12/24	0.29	77.794	-4.62	69.692	8.102	11.63	11.02
		Jyske Bank	543.635	8/12/24	0.48	578.202	-5.98	592.442	-14.241	-2.40	6.10
		Woori Financial	77.677	8/12/24	0.55	75.834	2.43	79.205	-3.371	-4.26	7.39
	L	United Overseas Bank	157.143	8/12/24	0.58	167.927	-6.42	150.909	17.018	11.28	9.57
	L	Nordea Bank	81.395	8/12/24	-0.19	89.167	-8.72	88.434	0.733	0.83	7.19
		DBS Bank	182.306	8/12/24	1.22	193.787	-5.92	179.161	14.625	8.16	8.05
		KBC	520.083	8/12/24	-0.21	516.802	0.63	519.564	-2.762	-0.53	7.08
		China Merchants Bank	32.120	8/12/24	-0.65	34.360	-6.52	31.520	2.840	9.01	6.17
		Standard Chartered	6,647.060	8/12/24	0.92	6,740.966	-1.39	6,238.436	502.530	8.06	8.68
		National Bank CA	606.376	8/12/24	0.39	575.056	5.45	571.389	3.667	0.64	6.93
		Swedbank	141.836	8/12/24	-0.86	152.452	-6.96	159.385	-6.933	-4.35	10.71
		Nordea Bank	82.047	8/12/24	-0.13	89.136	-7.95	88.385	0.751	0.85	7.21
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
		Credit Agricole	103.150	8/12/24	0.57	102.329	0.80	98.487	3.842	3.90	5.12
	L	HDFC Bank	144.938	8/12/24	0.60	148.875	-2.64	124.415	24.460	19.66	10.72
		IndusInd Bank	117.938	8/12/24	0.08	127.197	-7.28	132.978	-5.781	-4.35	-0.87
		U.S. Bancorp	302.007	8/12/24	-1.43	285.767	5.68	307.378	-21.611	-7.03	3.00
		Raiffeisen Bank Int	129.747	8/12/24	1.59	127.638	1.65	157.918	-30.279	-19.17	2.67
		Bank Nova Scotia	325.870	8/12/24	-3.42	331.647	-1.74	353.722	-22.075	-6.24	-2.07
	S	DNB	146.483	8/12/24	0.14	144.777	1.18	144.964	-0.187	-0.13	2.28
	S	Svenska Handelsbank	69.959	8/12/24	0.29	69.720	0.34	86.890	-17.170	-19.76	1.32
		BNP Paribas	462.825	8/12/24		481.729	-3.92	447.720	34.009	7.60	2.27
	L	Kotak Mahindra Bank	154.755	8/12/24	0.16	157.859	-1.97	149.990	7.870	5.25	2.31
	S	Bank Montreal	592.756	8/12/24	-0.10	608.549	-2.60	658.148	-49.599	-7.54	-5.47
	L	Aozora Bank	106.596	8/09/24	3.28	118.270	-9.87	120.765	-2.495	-2.07	-10.37
		Societe Generale	160.290	8/12/24	0.44	176.538	-9.20	177.814	-1.276	-0.72	-4.95
	S	Toronto-Dominion	416.069	8/12/24	0.19	398.527	4.40	425.729	-27.202	-6.39	-8.01
	S	Banco del Bajio	20.610	8/12/24	0.64	22.110	-6.79	27.121	-5.011	-18.48	-8.98
	S	Regional	50.277	8/12/24	-0.39	54.770	-8.20	68.133	-13.363	-19.61	-8.52
	L	Umweltbank	44.056	8/12/24	-1.40	49.837	-11.60	47.063	2.774	5.89	-18.41
	S	KakaoBank	115.067	8/12/24	1.39	110.591	4.05	153.649	-43.058	-28.02	-19.39
	S	Heartland	4.685	8/12/24	0.95	4.288	9.28	5.224	-0.936	-17.92	-29.60
Banks - 93 out of 93 instruments rated - 7/01/24 / 3/04/24 - 73 did rise, Market-Ratio(17) in CNY = 78.49 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions Banks in Renminbi yuán * L17 - 42/41 (3)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		9/11/06	252		- cash -
long	9/11/06	6/18/07	280		Sberbank	33	41	81.189	139.659	58.470	72	12,397	103
					Bank of East Asia	33	98	34.021	40.764	6.742	20	13,058	27
					China Minsheng Bk	33	1,069	3.120	9.190	6.070	195	19,547	309
100							95					140
6/18/07		6/25/07	7		- cash -
	6/25/07	7/30/07	35		China Merchants Bank	33	339	19.200	22.610	3.410	18	20,703	450
					Hua Xia Bank	33	1,011	6.444	7.000	0.556	9	21,265	137
					Shanghai Pudong	33	407	16.010	17.330	1.320	8	21,802	128
100							12					212
7/30/07		10/08/07	70		- cash -
	10/08/07	10/15/07	7		China Merchants Bank	33	230	31.470	31.630	0.160	1	21,839	30
					Hua Xia Bank	33	688	10.569	12.000	1.431	14	22,823	74,835
					Shanghai Pudong	33	313	23.290	22.810	-0.480	-2	22,673	-66
100							4					671
10/15/07		10/29/07	14		- cash -
	10/29/07	11/05/07	7		China Merchants Bank	33	220	34.250	32.360	-1.890	-6	22,257	-95
					Hua Xia Bank	33	700	10.799	10.097	-0.701	-6	21,766	-97
					Shanghai Pudong	33	308	24.540	23.210	-1.330	-5	21,356	-95
100							-6					-96
11/05/07		12/03/07	28		- cash -
	12/03/07	12/17/07	14		China Merchants Bank	33	232	30.560	27.930	-2.630	-9	20,746	-90
					Shanghai Pudong	33	314	22.680	19.660	-3.020	-13	19,798	-98
					State Bank of India	33	1,570	4.548	4.243	-0.305	-7	19,319	-84
100							-10					-93
12/17/07		5/19/08	154		- cash -
	5/19/08	5/26/08	7		Hang Seng Bank	33	49	129.590	129.820	0.230	0	19,331	10
					HDFC	33	735	8.817	8.395	-0.423	-5	19,020	-92
					Axis Bank	33	2,193	2.958	2.478	-0.480	-16	17,967	-100
100							-7					-98
5/26/08		3/30/09	308		- cash -
	3/30/09	1/25/10	301		Bank of Bejing	33	1,042	5.747	7.975	2.228	39	20,289	49
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Industrial Bank	33	707	8.470	12.820	4.350	51	23,364	65
					Shanghai Pudong	33	495	12.090	15.740	3.650	30	25,171	38
100							40					51
1/25/10		3/01/10	35		- cash -
	3/01/10	5/03/10	63		Aareal Bank	33	64	130.445	134.368	3.924	3	25,422	19
					KBC	33	26	312.495	319.469	6.974	2	25,603	14
					VTB Bank	33	272	31.974	33.041	1.066	3	25,893	21
100							3					18
5/03/10		5/31/10	28		- cash -
	5/31/10	6/28/10	28		Banco Macro	33	426	20.216	20.330	0.114	1	25,942	8
					KBC	33	32	267.279	275.250	7.970	3	26,197	47
					VTB Bank	33	266	32.776	34.028	1.252	4	26,530	63
100							2					37
6/28/10		9/06/10	70		- cash -
	9/06/10	11/29/10	84		Banco Macro	33	327	27.001	34.717	7.716	29	29,053	198
					BBVA Banco Francés	33	458	19.299	26.332	7.033	36	32,274	286
					State Bank of India	33	2,033	4.358	4.449	0.090	2	32,457	9
100							22					140
11/29/10		12/06/10	7		- cash -
	12/06/10	5/16/11	161		Aareal Bank	33	61	176.298	213.228	36.930	21	34,710	54
					Banco Macro	33	294	36.829	23.368	-13.461	-37	30,753	-64
					BBVA Banco Francés	33	408	26.655	21.699	-4.956	-19	28,731	-37
100							-11					-24
5/16/11		12/19/11	217		- cash -
	12/19/11	12/26/11	7		Banco Sabadell	33	456	20.970	20.645	-0.325	-2	28,582	-56
					Aozora Bank	33	5,703	1.680	1.693	0.012	1	28,653	47
					China Minsheng Bk	33	1,589	6.030	5.890	-0.140	-2	28,431	-71
100							-1					-42
12/26/11		1/02/12	7		- cash -
	1/02/12	5/21/12	140		U.S. Bancorp	33	54	175.244	194.400	19.156	11	29,465	31
					Bankinter	33	370	25.617	15.639	-9.977	-39	25,773	-72
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Aozora Bank	33	5,267	1.802	1.393	-0.408	-23	23,622	-49
100							-17					-38
5/21/12		8/13/12	84		- cash -
	8/13/12	6/10/13	301		Regional	33	350	22.488	35.028	12.541	56	28,011	71
					KBC	33	55	142.380	251.623	109.243	77	34,020	99
					Alpha Services	33	16	490.027	199.798	-290.229	-59	29,376	-66
100							24					30
6/10/13		7/15/13	35		- cash -
	7/15/13	9/02/13	49		Lloyds Bank	33	1,510	6.482	7.046	0.564	9	30,228	86
					Bank of Ireland	33	237	41.179	54.774	13.594	33	33,449	737
					FBD	33	79	124.346	116.201	-8.145	-7	32,806	-40
100							12					128
9/02/13		9/09/13	7		- cash -
	9/09/13	10/06/14	392		Banco Macro	33	547	19.955	34.521	14.566	73	40,774	67
					BBVA Banco Francés	33	610	17.917	37.792	19.875	111	52,897	100
					Bank of Ireland	33	190	57.442	71.782	14.340	25	55,622	23
100							70					64
10/06/14		10/27/14	21		- cash -
	10/27/14	1/05/15	70		Banco Macro	33	539	34.398	35.276	0.878	3	56,095	14
					BBVA Banco Francés	33	515	35.981	37.895	1.914	5	57,081	31
					Axis Bank	33	4,363	4.252	5.071	0.820	19	60,657	151
100							9					57
1/05/15		1/19/15	14		- cash -
	1/19/15	8/17/15	210		BBVA Banco Francés	33	472	42.780	54.888	12.108	28	66,372	54
					Bank of Comm	33	3,117	6.490	6.720	0.230	4	67,089	6
					China Everbright Bk	33	4,641	4.360	4.470	0.110	3	67,599	4
100							11					21
8/17/15		12/21/15	126		- cash -
	12/21/15	1/11/16	21		Umweltbank	33	196	114.583	117.957	3.374	3	68,261	66
					Sberbank	33	596	37.869	32.449	-5.420	-14	65,030	-93
					Shanghai Pudong	33	1,179	19.140	17.050	-2.090	-11	62,566	-87
100							-7					-74
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
1/11/16		5/16/16	126		- cash -
	5/16/16	7/04/16	49		Banco Macro	33	517	40.279	48.711	8.432	21	66,926	312
					Regional	33	566	36.811	37.983	1.172	3	67,589	26
					Sberbank	33	411	50.868	59.048	8.180	16	70,951	204
100							13					155
7/04/16		7/18/16	14		- cash -
	7/18/16	3/26/18	616		Banco Macro	33	439	53.821	68.027	14.206	26	77,187	15
					Sberbank	33	383	61.716	116.888	55.173	89	98,319	46
					Axis Bank	33	4,163	5.689	4.911	-0.778	-14	95,080	-8
100							34					19
3/26/18		7/23/18	119		- cash -
	7/23/18	8/13/18	21		FinecoBank	33	392	80.850	78.861	-1.988	-2	94,301	-35
					Kotak Mahindra Bank	33	2,403	13.187	12.652	-0.535	-4	93,014	-51
					Yes Bank	33	8,312	3.813	3.644	-0.169	-4	91,608	-55
100							-4					-48
8/13/18		9/24/18	42		- cash -
	9/24/18	10/08/18	14		American Express	33	40	752.776	741.089	-11.688	-2	91,140	-33
					FinecoBank	33	326	94.276	85.419	-8.857	-9	88,253	-92
					Fukuoka	33	15,471	1.988	1.984	-0.005	0	88,182	-6
100							-4					-63
10/08/18		2/11/19	126		- cash -
	2/11/19	6/17/19	126		Banco Macro	33	760	38.646	45.439	6.793	18	93,344	60
					BBVA Banco Francés	33	1,023	28.739	22.322	-6.417	-22	86,780	-52
					Axis Bank	33	4,515	6.513	7.705	1.192	18	92,160	63
100							5					14
6/17/19		7/08/19	21		- cash -
	7/08/19	7/29/19	21		Banco Macro	33	610	50.325	49.777	-0.549	-1	91,826	-17
					Banca Generali	33	150	203.611	204.770	1.159	1	92,000	10
					Sberbank	33	288	107.286	103.038	-4.248	-4	90,776	-50
100							-2					-23
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
7/29/19		9/16/19	49		- cash -
	9/16/19	10/07/19	21		Unipol	33	814	37.143	37.459	0.315	1	91,033	16
					Banca Generali	33	137	220.420	220.650	0.230	0	91,064	2
					Sberbank	33	288	105.002	100.581	-4.421	-4	89,791	-53
100							-1					-17
10/07/19		10/14/19	7		- cash -
	10/14/19	3/02/20	140		Mediobanca	33	380	78.724	61.384	-17.340	-22	83,202	-48
					Unipol	33	785	38.119	33.675	-4.444	-12	79,713	-28
					Kotak Mahindra Bank	33	1,905	15.723	15.300	-0.423	-3	78,908	-7
100							-12					-29
3/02/20		7/06/20	126		- cash -
	7/06/20	9/28/20	84		Deutsche Bank	33	376	69.893	57.724	-12.170	-17	74,332	-56
					BBVA Banco Francés	33	1,700	15.474	11.126	-4.348	-28	66,940	-76
					FinecoBank	33	256	102.642	92.952	-9.690	-9	64,459	-35
100							-18					-58
9/28/20		10/12/20	14		- cash -
	10/12/20	10/19/20	7		UBI Banca	33	750	28.613	28.268	-0.344	-1	64,201	-47
		11/02/20	21		FinecoBank	33	219	98.058	93.489	-4.569	-5	63,201	-56
					HDFC Bank	33	1,930	11.152	10.910	-0.242	-2	62,733	-32
100							-3					-38
11/02/20		11/09/20	7		- cash -
	11/09/20	3/07/22	483		BBVA Banco Francés	33	1,631	12.813	11.508	-1.306	-10	60,603	-8
					HDFC Bank	33	1,746	11.977	10.884	-1.093	-9	58,695	-7
					IndusInd Bank	33	3,020	6.928	6.855	-0.073	-1	58,475	-1
100							-7					-5
3/07/22		3/21/22	14		- cash -
	3/21/22	5/09/22	49		Banco del Bajio	33	1,212	16.077	16.410	0.333	2	58,879	17
					Shinsei Bank	33	16,022	1.217	1.188	-0.028	-2	58,424	-16
					Woori Financial	33	256,255	0.076	0.081	0.005	6	59,651	58
100							2					16
5/09/22		9/12/22	126		- cash -
	9/12/22	9/19/22	7		Banco Macro	33	873	22.773	25.183	2.410	11	61,755	18,880
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					BBVA Banco Francés	33	1,293	15.372	16.468	1.095	7	63,172	3,520
					Yes Bank	33	129,909	0.153	0.144	-0.010	-6	61,932	-97
100							4					608
9/19/22		10/24/22	35		- cash -
	10/24/22	3/27/23	154		Banco Macro	33	994	20.765	23.549	2.784	13	64,699	35
					BBVA Banco Francés	33	1,436	14.370	17.885	3.515	24	69,747	68
					Bank of Ireland	33	392	52.680	66.950	14.270	27	75,341	77
100							22					59
3/27/23		4/03/23	7		- cash -
	4/03/23	5/08/23	35		Banco Macro	33	1,027	24.450	25.024	0.574	2	75,931	27
					BBVA Banco Francés	33	1,387	18.105	19.640	1.535	8	78,060	134
					Unicredit	33	187	134.190	144.493	10.303	8	79,986	116
100							6					87
5/08/23		7/10/23	63		- cash -
	7/10/23	10/30/23	112		Banco Macro	33	718	37.131	31.152	-5.980	-16	75,693	-44
					BBVA Banco Francés	33	956	27.870	22.594	-5.276	-19	70,649	-50
					Unicredit	33	157	169.229	182.259	13.030	8	72,694	27
100							-9					-27
10/30/23		11/06/23	7		- cash -
	11/06/23	11/27/23	21		Banco Macro	33	659	36.745	50.803	14.058	38	81,959	27,784
					BBVA Banco Francés	33	952	25.459	33.695	8.236	32	89,799	12,949
					Banco de Valores	33	9,024	2.686	3.423	0.736	27	96,443	6,638
100							33					13,512
11/27/23		12/04/23	7		- cash -
	12/04/23	8/12/24	252		Banco Macro	33	658	48.815	53.269	4.454	9	99,374	13
					BBVA Banco Francés	33	991	32.436	32.097	-0.339	-1	99,038	-2
					Banco de Valores	33	9,692	3.320	2.719	-0.601	-18	93,217	-25
100							-3					-5
accum	9/11/06	8/12/24	4736	days out of 7130 invested (66%)						832		93,217	19

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Banco Macro	long	5/31/10	6/28/10	28	20.22	20.33	0.11	0.56	33	0.19
		9/06/10	11/29/10	84	27.00	34.72	7.72	28.58		9.53
		12/06/10	5/16/11	161	36.83	23.37	-13.46	-36.55		-12.18
		9/09/13	10/06/14	392	19.96	34.52	14.57	72.99		24.33
		10/27/14	1/05/15	70	34.40	35.28	0.88	2.55		0.85
		5/16/16	7/04/16	49	40.28	48.71	8.43	20.93		6.98
		7/18/16	3/26/18	616	53.82	68.03	14.21	26.39		8.80
		2/11/19	6/17/19	126	38.65	45.44	6.79	17.58		5.86
		7/08/19	7/29/19	21	50.33	49.78	-0.55	-1.09		-0.36
		9/12/22	9/19/22	7	22.77	25.18	2.41	10.58		3.53
		10/24/22	3/27/23	154	20.76	23.55	2.78	13.41		4.47
		4/03/23	5/08/23	35	24.45	25.02	0.57	2.35		0.78
		7/10/23	10/30/23	112	37.13	31.15	-5.98	-16.10		-5.37
		11/06/23	11/27/23	21	36.74	50.80	14.06	38.26		12.75
		12/04/23	8/12/24	252	48.82	53.27	4.45	9.12		3.04	77.76
China Minsheng Bk		9/11/06	6/18/07	280	3.12	9.19	6.07	194.55		64.85
		12/19/11	12/26/11	7	6.03	5.89	-0.14	-2.32		-0.77	63.57
Sberbank		9/11/06	6/18/07	280	81.19	139.66	58.47	72.02		24.01
		12/21/15	1/11/16	21	37.87	32.45	-5.42	-14.31		-4.77
		5/16/16	7/04/16	49	50.87	59.05	8.18	16.08		5.36
		7/18/16	3/26/18	616	61.72	116.89	55.17	89.40		29.80
		7/08/19	7/29/19	21	107.29	103.04	-4.25	-3.96		-1.32
		9/16/19	10/07/19	21	105.00	100.58	-4.42	-4.21		-1.40	57.13
BBVA Banco Francés		9/06/10	11/29/10	84	19.30	26.33	7.03	36.44		12.15
		12/06/10	5/16/11	161	26.65	21.70	-4.96	-18.59		-6.20
		9/09/13	10/06/14	392	17.92	37.79	19.87	110.93		36.98
		10/27/14	1/05/15	70	35.98	37.89	1.91	5.32		1.77
		1/19/15	8/17/15	210	42.78	54.89	12.11	28.30		9.43
		2/11/19	6/17/19	126	28.74	22.32	-6.42	-22.33		-7.44
		7/06/20	9/28/20	84	15.47	11.13	-4.35	-28.10		-9.37
		11/09/20	3/07/22	483	12.81	11.51	-1.31	-10.19		-3.40
		9/12/22	9/19/22	7	15.37	16.47	1.10	7.13		2.38
		10/24/22	3/27/23	154	14.37	17.88	3.52	24.46		8.15
		4/03/23	5/08/23	35	18.11	19.64	1.53	8.48		2.83
		7/10/23	10/30/23	112	27.87	22.59	-5.28	-18.93		-6.31
		11/06/23	11/27/23	21	25.46	33.70	8.24	32.35		10.78
		12/04/23	8/12/24	252	32.44	32.10	-0.34	-1.05		-0.35	53.15
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	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
		10/24/22	3/27/23	154	52.68	66.95	14.27	27.09		9.03	31.10
KBC		3/01/10	5/03/10	63	312.49	319.47	6.97	2.23		0.74
		5/31/10	6/28/10	28	267.28	275.25	7.97	2.98		0.99
		8/13/12	6/10/13	301	142.38	251.62	109.24	76.73		25.58	27.77
Regional		8/13/12	6/10/13	301	22.49	35.03	12.54	55.77		18.59
		5/16/16	7/04/16	49	36.81	37.98	1.17	3.18		1.06	19.85
Industrial Bank		3/30/09	1/25/10	301	8.47	12.82	4.35	51.36		17.12	17.12
Bank of Bejing		3/30/09	1/25/10	301	5.75	7.97	2.23	38.77		12.92	12.92
Aareal Bank		3/01/10	5/03/10	63	130.44	134.37	3.92	3.01		1.00
		12/06/10	5/16/11	161	176.30	213.23	36.93	20.95		6.98	8.06
Bank of East Asia		9/11/06	6/18/07	280	34.02	40.76	6.74	19.82		6.61	6.61
Unicredit		4/03/23	5/08/23	35	134.19	144.49	10.30	7.68		2.56
		7/10/23	10/30/23	112	169.23	182.26	13.03	7.70		2.57	5.19
Hua Xia Bank		6/25/07	7/30/07	35	6.44	7.00	0.56	8.62		2.87
		10/08/07	10/15/07	7	10.57	12.00	1.43	13.54		4.51
		10/29/07	11/05/07	7	10.80	10.10	-0.70	-6.49		-2.16	5.19
U.S. Bancorp		1/02/12	5/21/12	140	175.24	194.40	19.16	10.93		3.64	3.64
Lloyds Bank		7/15/13	9/02/13	49	6.48	7.05	0.56	8.70		2.90	2.90
Banco de Valores		11/06/23	11/27/23	21	2.69	3.42	0.74	27.41		9.14
		12/04/23	8/12/24	252	3.32	2.72	-0.60	-18.09		-6.03	2.56
VTB Bank		3/01/10	5/03/10	63	31.97	33.04	1.07	3.33		1.11
		5/31/10	6/28/10	28	32.78	34.03	1.25	3.82		1.27	2.40
Woori Financial		3/21/22	5/09/22	49	0.08	0.08	0.00	6.29		2.10	2.10
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Axis Bank		5/19/08	5/26/08	7	2.96	2.48	-0.48	-16.23		-5.41
		10/27/14	1/05/15	70	4.25	5.07	0.82	19.28		6.43
		7/18/16	3/26/18	616	5.69	4.91	-0.78	-13.67		-4.56
		2/11/19	6/17/19	126	6.51	7.70	1.19	18.30		6.10	1.94
Shanghai Pudong		6/25/07	7/30/07	35	16.01	17.33	1.32	8.24		2.75
		10/08/07	10/15/07	7	23.29	22.81	-0.48	-2.06		-0.69
		10/29/07	11/05/07	7	24.54	23.21	-1.33	-5.42		-1.81
		12/03/07	12/17/07	14	22.68	19.66	-3.02	-13.32		-4.44
		3/30/09	1/25/10	301	12.09	15.74	3.65	30.19		10.06
		12/21/15	1/11/16	21	19.14	17.05	-2.09	-10.92		-3.64	1.55
Bank of Comm		1/19/15	8/17/15	210	6.49	6.72	0.23	3.54		1.18	1.18
China Merchants Bank		6/25/07	7/30/07	35	19.20	22.61	3.41	17.76		5.92
		10/08/07	10/15/07	7	31.47	31.63	0.16	0.51		0.17
		10/29/07	11/05/07	7	34.25	32.36	-1.89	-5.52		-1.84
		12/03/07	12/17/07	14	30.56	27.93	-2.63	-8.61		-2.87	1.16
Umweltbank		12/21/15	1/11/16	21	114.58	117.96	3.37	2.94		0.98	0.98
China Everbright Bk		1/19/15	8/17/15	210	4.36	4.47	0.11	2.52		0.84	0.84
Banco del Bajio		3/21/22	5/09/22	49	16.08	16.41	0.33	2.07		0.69	0.69
Banca Generali		7/08/19	7/29/19	21	203.61	204.77	1.16	0.57		0.19
		9/16/19	10/07/19	21	220.42	220.65	0.23	0.10		0.03	0.22
Hang Seng Bank		5/19/08	5/26/08	7	129.59	129.82	0.23	0.18		0.06	0.06
Fukuoka		9/24/18	10/08/18	14	1.99	1.98	-0.00	-0.23		-0.08	-0.08
IndusInd Bank		11/09/20	3/07/22	483	6.93	6.86	-0.07	-1.05		-0.35	-0.35
UBI Banca		10/12/20	10/19/20	7	28.61	28.27	-0.34	-1.20		-0.40	-0.40
Banco Sabadell		12/19/11	12/26/11	7	20.97	20.64	-0.33	-1.55		-0.52	-0.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
American Express		9/24/18	10/08/18	14	752.78	741.09	-11.69	-1.55		-0.52	-0.52
Shinsei Bank		3/21/22	5/09/22	49	1.22	1.19	-0.03	-2.33		-0.78	-0.78
State Bank of India		12/03/07	12/17/07	14	4.55	4.24	-0.30	-6.70		-2.23
		9/06/10	11/29/10	84	4.36	4.45	0.09	2.07		0.69	-1.56
HDFC		5/19/08	5/26/08	7	8.82	8.39	-0.42	-4.79		-1.60	-1.60
FBD		7/15/13	9/02/13	49	124.35	116.20	-8.14	-6.55		-2.18	-2.18
Kotak Mahindra Bank		7/23/18	8/13/18	21	13.19	12.65	-0.54	-4.06		-1.35
		10/14/19	3/02/20	140	15.72	15.30	-0.42	-2.69		-0.90	-2.24
Yes Bank		7/23/18	8/13/18	21	3.81	3.64	-0.17	-4.44		-1.48
		9/12/22	9/19/22	7	0.15	0.14	-0.01	-6.23		-2.08	-3.53
Unipol		9/16/19	10/07/19	21	37.14	37.46	0.32	0.85		0.28
		10/14/19	3/02/20	140	38.12	33.68	-4.44	-11.66		-3.89	-3.61
HDFC Bank		10/12/20	11/02/20	21	11.15	10.91	-0.24	-2.17		-0.72
		11/09/20	3/07/22	483	11.98	10.88	-1.09	-9.12		-3.04	-3.74
Deutsche Bank		7/06/20	9/28/20	84	69.89	57.72	-12.17	-17.41		-5.80	-5.80
Aozora Bank		12/19/11	12/26/11	7	1.68	1.69	0.01	0.74		0.25
		1/02/12	5/21/12	140	1.80	1.39	-0.41	-22.67		-7.56	-7.33
Mediobanca		10/14/19	3/02/20	140	78.72	61.38	-17.34	-22.03		-7.34	-7.34
FinecoBank		7/23/18	8/13/18	21	80.85	78.86	-1.99	-2.46		-0.82
		9/24/18	10/08/18	14	94.28	85.42	-8.86	-9.39		-3.13
		7/06/20	9/28/20	84	102.64	92.95	-9.69	-9.44		-3.15
		10/12/20	11/02/20	21	98.06	93.49	-4.57	-4.66		-1.55	-8.39
Bankinter		1/02/12	5/21/12	140	25.62	15.64	-9.98	-38.95		-12.98	-12.98
Alpha Services		8/13/12	6/10/13	301	490.03	199.80	-290.23	-59.23		-19.74	-19.74

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
1/13/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
5/19/15	Svenska Handelsbank	ex Split 1:3 (three for one)
3/11/15	Banks	first full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing, but there is a well performing [Alternating] technique.


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