Share-o-matic - Assessment Banks

Assessment - Banks - 10/07/19 - RS = 17

		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ17	Curr	∅-RS
		SOM Banks	175.269	04:00	0.02	170.860	2.58	180.901	-10.041	-5.55	USD	-5.27
	L	Banca Generali	27.020	Fri	-1.67	28.080	-3.77	22.720	5.360	23.59	EUR	25.74
	L	Kotak Mahindra Bank	1,587.750	Fri	0.19	1,555.650	2.06	1,502.600	53.050	3.53	INR	16.84
		Unipol	4.950	Fri	2.08	4.767	3.84	4.134	0.633	15.31	EUR	16.07
	L	Mediobanca	10.090	Fri	1.82	9.804	2.92	8.434	1.370	16.24	EUR	15.73
		ICICI Bank	428.550	Fri	1.14	416.100	2.99	416.600	-0.500	-0.12	INR	9.44
		Sberbank	13.140	Fri	3.06	12.800	2.66	13.800	-1.000	-7.25	EUR	9.44
		China Merchants Bank	36.290	Fri	3.36	34.750	4.43	34.740	0.010	0.03	CNY	9.36
		National Australia B	28.200	Fri	0.64	27.920	1.00	26.900	1.020	3.79	AUD	8.54
		HDFC Bank	1,198.800	Fri	-0.15	1,186.900	1.00	1,223.820	-36.920	-3.02	INR	8.13
	L	Gentera	17.830	Fri	0.96	16.960	5.13	17.030	-0.070	-0.41	MXN	6.80
		VTB Bank	1.158	Fri	2.57	1.155	0.26	1.082	0.073	6.75	EUR	6.53
		Shanghai Pudong	12.450	Fri	4.10	11.840	5.15	11.610	0.230	1.98	CNY	6.27
	L	Westpac Banking	28.750	Fri	0.77	28.610	0.49	27.980	0.630	2.25	AUD	6.24
	L	National Bank CA	66.390	Fri	0.45	65.270	1.72	62.070	3.200	5.16	CAD	5.99
	L	JP Morgan Chase	116.140	Fri	1.69	114.370	1.55	110.340	4.030	3.65	USD	5.87
	L	Heartland	1.630	04:00	0.62	1.620	0.62	1.600	0.020	1.25	NZD	5.55
	L	Citigroup	70.100	Fri	2.16	68.150	2.86	67.120	1.030	1.53	USD	5.44
		Commonwealth Bank	78.770	Fri	0.86	77.940	1.06	80.000	-2.060	-2.58	AUD	4.83
	L	Suncorp-Metway	13.430	Fri	0.37	14.027	-4.25	13.200	0.827	6.26	AUD	4.81
	L	Royal Bank CA	106.330	Fri	0.54	105.590	0.70	103.340	2.250	2.18	CAD	4.63
		U.S. Bancorp	53.470	Fri	0.85	53.930	-0.85	52.900	1.030	1.95	USD	4.40
	L	Bank Nova Scotia	75.150	Fri	0.45	74.310	1.13	70.720	3.590	5.08	CAD	3.98
	L	ANZ Banking NZ	29.910	03:42	1.70	29.190	2.47	29.800	-0.610	-2.05	NZD	3.75
	L	Intesa Sanpaolo	2.186	Fri	1.70	2.108	3.70	1.833	0.275	15.02	EUR	3.72
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ17	Curr	∅-RS
		Umweltbank	9.840	Fri	1.44	9.600	2.50	11.200	-1.600	-14.29	EUR	2.96
		ANZ Banking AU	27.490	Fri	1.14	27.300	0.70	28.370	-1.070	-3.77	AUD	2.48
	L	UBI Banca	2.742	Fri	3.59	2.560	7.11	2.319	0.241	10.39	EUR	2.33
		American Express	116.400	Fri	1.20	113.650	2.42	122.660	-9.010	-7.35	USD	1.93
		Triodos Groenfonds	59.270	Fri	-0.19	59.400	-0.22	58.330	1.070	1.83	EUR	1.87
		Industrial Bank	18.660	Fri	1.86	17.530	6.45	18.180	-0.650	-3.58	CNY	1.62
	L	Wells Fargo	49.210	Fri	1.15	48.810	0.82	46.270	2.540	5.49	USD	0.80
		Bank of America	28.910	Fri	1.62	28.310	2.12	28.070	0.240	0.86	USD	0.71
		Standard Chartered	655.400	Fri	1.27	637.400	2.82	707.200	-69.800	-9.87	GBP	0.43
	L	Banco BPM	2.003	Fri	3.86	1.860	7.69	1.630	0.230	14.11	EUR	0.32
	L	DNB	159.950	Fri	1.85	155.150	3.09	152.900	2.250	1.47	NOK	0.02
	L	Cdn Imp Bk Comm	109.890	Fri	1.13	108.120	1.64	103.810	4.310	4.15	CAD	-0.03
		China Everbright Bk	4.310	Fri	1.17	3.940	9.39	3.950	-0.010	-0.25	CNY	-0.22
		Toronto-Dominion	73.760	Fri	1.00	73.660	0.14	75.390	-1.730	-2.29	CAD	-0.29
		United Overseas Bank	25.920	Fri	1.69	25.320	2.37	24.430	0.890	3.64	SGD	-0.52
	L	BPER Banca	3.638	Fri	3.65	3.499	3.97	3.308	0.191	5.77	EUR	-0.55
		Ind and Comm Bk	5.640	Fri	1.26	5.530	1.99	5.800	-0.270	-4.66	CNY	-0.67
	S	HDFC	2,010.150	Fri	1.12	1,969.300	2.07	2,194.050	-224.750	-10.24	INR	-0.83
	L	Credit Agricole	11.220	Fri	4.52	10.650	5.35	10.290	0.360	3.50	EUR	-1.17
		DBS Bank	24.900	Fri	0.77	24.680	0.89	24.520	0.160	0.65	SGD	-1.32
	L	BNP Paribas	45.750	Fri	4.72	42.615	7.36	40.815	1.800	4.41	EUR	-1.71
	S	Axis Bank	672.700	Fri	-0.04	673.450	-0.11	804.000	-130.550	-16.24	INR	-1.74
		China Minsheng Bk	6.170	Fri	0.98	6.020	2.49	6.230	-0.210	-3.37	CNY	-1.76
	L	FinecoBank	9.798	Fri	2.92	9.678	1.24	9.300	0.378	4.06	EUR	-1.79
		Shinsei Bank	1,567.000	Fri	3.23	1,522.000	2.96	1,690.000	-168.000	-9.94	JPY	-2.10
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ17	Curr	∅-RS
		Bank Montreal	96.980	Fri	0.87	96.120	0.89	99.330	-3.210	-3.23	CAD	-2.20
	L	S.E.B	92.160	Fri	2.79	88.200	4.49	87.820	0.380	0.43	SEK	-2.25
	L	Regional	95.520	Fri	0.24	93.730	1.91	95.900	-2.170	-2.26	MXN	-2.85
	S	Bank of China	3.640	Fri	1.11	3.580	1.68	3.740	-0.160	-4.28	CNY	-2.97
	L	Aareal Bank	28.370	Fri	3.69	26.600	6.65	25.280	1.320	5.22	EUR	-3.64
	L	KBC	61.000	Fri	3.39	57.720	5.68	57.800	-0.080	-0.14	EUR	-3.88
		Credit Suisse	12.055	Fri	3.83	11.475	5.05	11.390	0.085	0.75	CHF	-4.62
	S	OCBC	10.740	Fri	0.85	10.680	0.56	10.730	-0.050	-0.47	SGD	-4.66
		Banco Santander MX	26.550	Fri	1.96	25.900	2.51	28.970	-3.070	-10.60	MXN	-4.72
	S	Agricultural Bank	3.530	Fri	1.15	3.460	2.02	3.790	-0.330	-8.71	CNY	-5.14
		HSBC	607.400	Fri	1.57	604.300	0.51	658.400	-54.100	-8.22	GBP	-5.74
		Unicredit	10.924	Fri	3.41	10.286	6.20	10.020	0.266	2.65	EUR	-6.10
		ICBC	5.370	Fri	1.90	5.160	4.07	5.680	-0.520	-9.15	HKD	-7.21
	L	Sumitomo Mitsui Trst	3,741.000	Fri	1.16	3,739.000	0.05	4,010.000	-271.000	-6.76	JPY	-7.36
	L	Shizuoka Bank	794.000	Fri	1.02	792.000	0.25	827.000	-35.000	-4.23	JPY	-7.44
	L	Banco Bilbao Viz	4.716	Fri	3.72	4.587	2.81	4.923	-0.336	-6.83	EUR	-7.50
	L	Svenska Handelsbank	93.340	Fri	2.93	89.920	3.80	92.540	-2.620	-2.83	SEK	-7.54
		China Constr Bk HK	6.130	Fri	2.17	5.920	3.55	6.310	-0.390	-6.18	HKD	-8.11
		IBK	12,450.000	Fri	1.22	12,800.000	-2.73	13,950.000	-1,150.000	-8.24	KRW	-8.14
	S	Bank of Comm	5.590	Fri	1.08	5.450	2.57	6.110	-0.660	-10.80	CNY	-8.25
	L	Banco Sabadell	0.959	Fri	6.13	0.884	8.39	0.940	-0.056	-5.95	EUR	-8.45
	L	KB Financial	41,950.000	Fri	2.69	41,250.000	1.70	44,900.000	-3,650.000	-8.13	KRW	-8.79
	S	Bank of Bejing	5.540	Fri	1.28	5.360	3.36	5.870	-0.510	-8.69	CNY	-8.80
		Lloyds Bank	59.130	Fri	12.27	51.700	14.37	58.390	-6.690	-11.46	GBP	-9.09
	L	Nordea Bank	70.030	Fri	2.56	67.370	3.95	69.580	-2.210	-3.18	SEK	-9.10
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ17	Curr	∅-RS
		HSBC	58.950	Fri	2.61	58.250	1.20	65.250	-7.000	-10.73	HKD	-9.15
		Bank of China	3.140	Fri	2.28	3.060	2.61	3.240	-0.180	-5.56	HKD	-9.22
		Raiffeisen Bank Int	21.310	Fri	5.08	20.160	5.70	20.520	-0.360	-1.75	EUR	-9.64
	L	Chiba Bank	546.000	Fri	1.30	544.000	0.37	526.000	18.000	3.42	JPY	-9.94
		Ferratum	8.100	Fri	-1.46	9.130	-11.28	9.840	-0.710	-7.22	EUR	-9.95
	L	Resona	448.800	Fri	1.29	444.600	0.94	454.200	-9.600	-2.11	JPY	-10.15
	L	Societe Generale	25.255	Fri	5.27	23.515	7.40	22.105	1.410	6.38	EUR	-10.56
	S	Banco Macro	186.550	Fri	-1.32	174.000	7.21	259.200	-85.200	-32.87	ARS	-10.60
		BNY Mellon	44.120	Fri	1.43	42.240	4.45	44.900	-2.660	-5.92	USD	-11.28
	S	Hang Seng Bank	163.500	Fri	3.48	164.600	-0.67	197.400	-32.800	-16.62	HKD	-11.59
		Erste Group Bank	30.080	Fri	4.19	28.780	4.52	32.060	-3.280	-10.23	EUR	-11.65
		Deutsche Bank	6.797	Fri	5.15	6.481	4.88	5.966	0.515	8.63	EUR	-12.02
	L	Jyske Bank	222.700	Fri	3.29	214.500	3.82	238.600	-24.100	-10.10	DKK	-12.11
	L	Nordea Bank	6.478	Fri	2.97	6.190	4.65	6.541	-0.351	-5.37	EUR	-12.17
		Banco Santander	3.792	Fri	4.29	3.558	6.59	3.965	-0.407	-10.27	EUR	-12.38
	L	Fukuoka	1,979.000	Fri	1.70	1,978.000	0.05	1,936.000	42.000	2.17	JPY	-12.72
	L	Aozora Bank	2,610.000	Fri	1.28	2,578.000	1.24	2,620.000	-42.000	-1.60	JPY	-13.13
	L	UBS	11.105	Fri	3.59	10.650	4.27	11.630	-0.980	-8.43	CHF	-13.19
		RBS	218.300	Fri	11.46	195.050	11.92	216.100	-21.050	-9.74	GBP	-13.62
		Bank of Shanghai	9.590	Fri	0.31	9.350	2.57	11.520	-2.170	-18.84	CNY	-14.72
		Bank of China (HK)	25.850	Fri	2.99	25.900	-0.19	30.700	-4.800	-15.64	HKD	-15.39
	S	Bank of Communicats	5.180	Fri	2.57	5.080	1.97	6.240	-1.160	-18.59	HKD	-15.54
	L	Bankinter	6.014	Fri	3.51	5.604	7.32	6.354	-0.750	-11.80	EUR	-15.77
	L	Swedbank	140.350	Fri	3.24	135.850	3.31	141.950	-6.100	-4.30	SEK	-16.20
		State Bank of India	254.550	Fri	0.16	249.100	2.19	344.300	-95.200	-27.65	INR	-16.44
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ17	Curr	∅-RS
		Woori Financial	11,500.000	Fri	2.68	11,750.000	-2.13	13,850.000	-2,100.000	-15.16	KRW	-17.22
		IndusInd Bank	1,223.200	Fri	-0.43	1,241.050	-1.44	1,551.650	-310.600	-20.02	INR	-17.88
	S	Banco Comercial	0.196	Fri	2.30	0.190	2.79	0.253	-0.063	-24.91	EUR	-19.43
	L	Danske Bank	95.160	Fri	3.39	93.500	1.78	109.750	-16.250	-14.81	DKK	-19.61
		ABN AMRO	16.500	Fri	2.80	15.930	3.58	19.095	-3.165	-16.58	EUR	-19.99
		Bank of East Asia	18.280	Fri	1.67	18.940	-3.48	24.350	-5.410	-22.22	HKD	-21.35
		Bank of Ireland	4.220	Fri	11.23	3.670	14.99	4.880	-1.210	-24.80	EUR	-25.14
	S	BBVA Banco Francés	102.100	Fri	-0.87	97.800	4.40	141.800	-44.000	-31.03	ARS	-26.17
		Commerzbank	5.196	Fri	4.09	4.894	6.18	6.251	-1.358	-21.72	EUR	-26.37
		Bankia	1.765	Fri	3.43	1.667	5.91	2.177	-0.511	-23.45	EUR	-26.99
	S	Indiabulls HF	209.900	Fri	7.45	234.250	-10.39	733.350	-499.100	-68.06	INR	-63.89
	S	Yes Bank	39.600	Fri	-3.30	45.650	-13.25	135.900	-90.250	-66.41	INR	-65.27
Banks - 111 out of 111 instruments rated - 10/07/19 / 6/10/19 - 39 did rise, Market-Ratio(17) = 35.14 %

Technical Chart

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

1/05/15	scale up chart	10/07/19

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 Holdings	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
accum	9/11/06	10/07/19	3052	days out of 5033 invested (61%)							1,501		160,142	39

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	133.60
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	99.04
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
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
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	22.05
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
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
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
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
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
Unipol		9/16/19	10/07/19	21	4.78	4.77	-0.01	-0.25		-0.08	-0.08
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	-1.24
HDFC		5/19/08	5/26/08	7	53.76	51.70	-2.06	-3.83		-1.28	-1.28
Yes Bank		7/23/18	8/13/18	21	38.66	37.07	-1.59	-4.11		-1.37	-1.37
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 Holdings		7/15/13	9/02/13	49	15.40	14.32	-1.08	-7.01		-2.34	-2.34
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	-3.14
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
Bankinter		1/02/12	5/21/12	140	3.11	1.94	-1.18	-37.80		-12.60	-12.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Alpha Bank		8/13/12	6/10/13	301	63.00	24.50	-38.50	-61.11		-20.37	-20.37

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
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)
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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
7/17/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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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