Assessment - Banks - 4/12/23 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
4/12/23
⇓ Δwk
7/08/23
prc diff
⇓ Δ17
Curr
∅-RS
SOM Banks
235.863
Fri
0.52
234.418
0.62
225.602
8.816
3.91
USD
7.07
Banco Macro
2,503.250
Wed
-1.94
2,477.600
1.04
1,448.400
1,029.200
71.06
ARS
159.20
BBVA Banco Francés
1,727.400
Wed
-0.32
1,646.300
4.93
986.750
659.550
66.84
ARS
128.50
L
Banco de Valores
187.000
Wed
3.60
168.500
10.98
105.500
63.000
59.72
ARS
77.37
L
Banco Comercial
0.314
Fri
2.25
0.331
-5.08
0.251
0.080
31.73
EUR
52.24
Unicredit
25.300
Fri
1.08
25.310
-0.04
22.625
2.685
11.87
EUR
34.71
L
BPER Banca
3.350
Fri
-0.12
3.440
-2.62
2.843
0.597
21.00
EUR
33.10
L
Banco Sabadell
1.233
Fri
-0.44
1.348
-8.57
1.090
0.258
23.67
EUR
28.74
L
UBS
25.010
Fri
1.79
24.790
0.89
19.370
5.420
27.98
CHF
27.73
L
Banco Bilbao Viz
8.506
Fri
0.54
8.660
-1.78
6.968
1.692
24.28
EUR
27.71
L
Banco BPM
4.989
Fri
1.20
5.112
-2.41
4.401
0.711
16.16
EUR
25.84
L
Axis Bank
1,131.200
Fri
1.19
1,125.600
0.50
947.400
178.200
18.81
INR
20.58
L
IndusInd Bank
1,508.950
Fri
0.28
1,514.650
-0.38
1,415.250
99.400
7.02
INR
19.54
Danske Bank
179.100
Fri
0.65
178.300
0.45
163.500
14.800
9.05
DKK
17.83
Chiba Bank
1,133.000
Fri
0.62
1,110.500
2.03
968.600
141.900
14.65
JPY
16.48
Banco Santander
3.940
Fri
1.93
3.848
2.39
3.621
0.227
6.27
EUR
15.42
Erste Group Bank
36.860
Fri
0.79
37.230
-0.99
34.610
2.620
7.57
EUR
14.72
Fukuoka
3,488.000
Fri
1.37
3,454.000
0.98
3,334.000
120.000
3.60
JPY
14.45
Commerzbank
11.020
Fri
0.18
11.380
-3.16
10.300
1.080
10.49
EUR
14.32
Aozora Bank
3,052.000
Fri
-0.23
3,057.000
-0.16
2,807.000
250.000
8.91
JPY
13.62
Intesa Sanpaolo
2.700
Fri
0.84
2.695
0.19
2.560
0.135
5.27
EUR
13.30
L
Deutsche Bank
11.824
Fri
2.20
11.530
2.55
10.098
1.432
14.18
EUR
12.89
L
IBK
11,860.000
Fri
0.25
11,800.000
0.51
10,480.000
1,320.000
12.60
KRW
12.01
JP Morgan Chase
158.030
Fri
0.79
157.990
0.03
156.760
1.230
0.78
USD
11.78
Credit Agricole
12.612
Fri
1.30
12.128
3.99
11.804
0.324
2.74
EUR
10.39
⇓ instrument
freshest
⇓ Δday
4/12/23
⇓ Δwk
7/08/23
prc diff
⇓ Δ17
Curr
∅-RS
Agricultural Bank
3.570
Fri
0.28
3.640
-1.92
3.530
0.110
3.12
CNY
10.11
L
Regional
148.490
Wed
0.09
149.280
-0.53
128.680
20.600
16.01
MXN
9.11
Suncorp-Metway
13.900
Fri
0.07
14.050
-1.07
13.770
0.280
2.03
AUD
8.92
L
BNY Mellon
48.735
Fri
0.63
48.680
0.11
46.330
2.350
5.07
USD
8.58
L
Bankinter
6.106
Fri
1.09
6.438
-5.16
6.082
0.356
5.85
EUR
8.49
American Express
168.475
Fri
-0.09
173.250
-2.76
166.960
6.290
3.77
USD
8.20
Sumitomo Mitsui Trst
5,470.000
Fri
-1.17
5,443.000
0.50
5,297.000
146.000
2.76
JPY
8.04
ICICI Bank
1,010.850
Fri
1.19
991.200
1.98
975.650
15.550
1.59
INR
7.93
Resona
794.500
Fri
1.85
769.200
3.29
738.700
30.500
4.13
JPY
7.60
L
U.S. Bancorp
40.366
Fri
1.60
39.490
2.22
40.120
-0.630
-1.57
USD
7.54
L
Wells Fargo
45.760
Fri
0.79
45.120
1.42
45.060
0.060
0.13
USD
7.41
L
Raiffeisen Bank Int
15.620
Fri
0.77
15.410
1.36
13.600
1.810
13.31
EUR
7.11
L
Woori Financial
12,810.000
Fri
0.08
12,870.000
-0.47
11,530.000
1,340.000
11.62
KRW
7.05
Unipol
5.254
Fri
0.08
5.246
0.15
4.997
0.249
4.98
EUR
6.02
Swedbank
198.550
Fri
0.46
195.800
1.40
192.950
2.850
1.48
SEK
5.10
S.E.B
132.450
Fri
0.34
127.950
3.52
126.750
1.200
0.95
SEK
4.70
DNB
208.800
Fri
-1.69
207.200
0.77
208.700
-1.500
-0.72
NOK
4.54
L
Citigroup
49.040
Fri
1.11
47.370
3.53
45.830
1.540
3.36
USD
4.30
L
Ind and Comm Bk
4.730
Fri
4.800
-1.46
4.710
0.090
1.91
CNY
4.23
HSBC
60.000
Fri
0.25
59.700
0.50
63.950
-4.250
-6.65
HKD
4.11
L
Commonwealth Bank
106.440
Fri
0.16
105.120
1.26
101.850
3.270
3.21
AUD
3.84
State Bank of India
614.150
Fri
0.40
594.700
3.27
567.900
26.800
4.72
INR
3.73
L
Svenska Handelsbank
102.350
Fri
0.05
99.800
2.56
94.200
5.600
5.94
SEK
3.42
L
Bank of America
31.030
Fri
1.21
30.820
0.68
31.880
-1.060
-3.32
USD
3.00
Mediobanca
11.130
Fri
0.72
10.745
3.58
11.885
-1.140
-9.59
EUR
2.67
⇓ instrument
freshest
⇓ Δday
4/12/23
⇓ Δwk
7/08/23
prc diff
⇓ Δ17
Curr
∅-RS
Nordea Bank
10.782
Fri
0.86
10.480
2.88
10.240
0.240
2.34
EUR
2.52
HSBC
619.200
Fri
1.11
604.100
2.50
644.100
-40.000
-6.21
GBP
2.14
Banca Generali
33.240
Fri
0.64
32.460
2.40
33.140
-0.680
-2.05
EUR
2.02
L
Cdn Imp Bk Comm
58.170
Fri
0.36
56.940
2.16
56.960
-0.020
-0.04
CAD
1.63
BNP Paribas
61.850
Fri
1.21
58.470
5.78
59.550
-1.080
-1.81
EUR
1.41
Nordea Bank
121.420
Fri
1.25
118.580
2.40
119.400
-0.820
-0.69
SEK
1.36
HDFC
2,732.000
Fri
0.28
2,732.000
2,732.000
0.000
0.00
INR
1.09
L
Kotak Mahindra Bank
1,838.450
Fri
0.63
1,818.550
1.09
1,831.550
-13.000
-0.71
INR
0.61
ANZ Banking AU
24.610
Fri
0.04
24.450
0.65
25.300
-0.850
-3.36
AUD
0.57
L
National Australia B
29.200
Fri
0.03
28.650
1.92
27.960
0.690
2.47
AUD
0.52
Unicaja Banco
0.981
Fri
0.36
1.021
-3.97
1.022
-0.001
-0.10
EUR
0.49
OCBC
12.650
Fri
1.12
12.620
0.24
13.020
-0.400
-3.07
SGD
0.32
ANZ Banking NZ
26.420
Fri
26.310
0.42
27.190
-0.880
-3.24
NZD
0.23
HDFC Bank
1,653.200
Fri
1.40
1,609.400
2.72
1,651.250
-41.850
-2.53
INR
0.14
KB Financial
51,800.000
Fri
0.78
51,500.000
0.58
51,200.000
300.000
0.59
KRW
0.10
L
Lloyds Bank
46.335
Fri
1.35
45.130
2.67
43.170
1.960
4.54
GBP
-0.65
Banca Mediolanum
8.280
Fri
0.61
8.210
0.85
8.416
-0.206
-2.45
EUR
-0.78
Societe Generale
24.040
Fri
1.48
23.075
4.18
25.550
-2.475
-9.69
EUR
-1.54
L
Toronto-Dominion
80.415
Fri
-0.33
82.250
-2.23
86.400
-4.150
-4.80
CAD
-1.81
L
Bank of China
2.820
Fri
2.840
-0.70
2.790
0.050
1.79
HKD
-2.20
Westpac Banking
21.920
Fri
0.05
21.390
2.48
21.830
-0.440
-2.02
AUD
-2.25
Royal Bank CA
124.920
Fri
0.53
123.250
1.35
128.250
-5.000
-3.90
CAD
-2.64
National Bank CA
94.820
Fri
0.79
93.470
1.44
101.630
-8.160
-8.03
CAD
-2.75
S
Standard Chartered
650.000
Thu
-2.02
653.200
-0.49
747.000
-93.800
-12.56
GBP
-3.33
Bank of Communicats
4.630
Fri
1.09
4.600
0.65
4.540
0.060
1.32
HKD
-3.36
⇓ instrument
freshest
⇓ Δday
4/12/23
⇓ Δwk
7/08/23
prc diff
⇓ Δ17
Curr
∅-RS
S
Heartland
1.650
Fri
1.640
0.61
1.790
-0.150
-8.38
NZD
-3.42
S
Bank of Ireland
8.108
Fri
-1.24
8.758
-7.42
10.055
-1.297
-12.90
EUR
-3.75
S
DBS Bank
31.600
Fri
1.35
31.700
-0.32
34.350
-2.650
-7.71
SGD
-4.23
S
Jyske Bank
475.300
Fri
0.34
473.400
0.40
525.200
-51.800
-9.86
DKK
-4.29
Bank Montreal
118.070
Fri
0.91
114.230
3.36
119.440
-5.210
-4.36
CAD
-4.44
S
United Overseas Bank
27.580
Fri
1.43
27.250
1.21
28.870
-1.620
-5.61
SGD
-5.45
China Constr Bk HK
4.440
Fri
-0.22
4.470
-0.67
4.310
0.160
3.71
HKD
-6.11
ICBC
3.630
Fri
-0.27
3.690
-1.63
3.640
0.050
1.37
HKD
-6.57
Banco del Bajio
54.840
Wed
-0.62
54.750
0.16
51.450
3.300
6.41
MXN
-6.80
FinecoBank
12.930
Fri
0.94
12.430
4.02
13.570
-1.140
-8.40
EUR
-6.87
Bank Nova Scotia
60.510
Fri
0.62
60.750
-0.40
64.370
-3.620
-5.62
CAD
-7.02
S
Industrial Bank
14.110
Fri
-0.07
14.510
-2.76
16.500
-1.990
-12.06
CNY
-12.24
S
KBC
56.960
Fri
1.61
53.920
5.64
69.500
-15.580
-22.42
EUR
-12.31
Bank of China (HK)
20.450
Fri
-0.49
20.850
-1.92
22.950
-2.100
-9.15
HKD
-12.33
NatWest
220.500
Fri
0.96
213.700
3.18
240.100
-26.400
-11.00
GBP
-13.84
S
China Merchants Bank
27.500
Fri
-1.11
28.080
-2.07
34.500
-6.420
-18.61
CNY
-17.69
S
Hang Seng Bank
85.850
Fri
-1.44
85.700
0.18
108.000
-22.300
-20.65
HKD
-21.88
Umweltbank
7.760
Fri
0.52
7.900
-1.77
8.720
-0.820
-9.40
EUR
-25.38
Banks - 92 out of 92 instruments rated - 4/12/23 / 7/08/23 - 53 did rise, Market-Ratio(17) = 57.61 %
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
2/01/06
11/09/06
252
- cash -
long
11/09/06
18/06/07
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
18/06/07
25/06/07
7
- cash -
25/06/07
30/07/07
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
30/07/07
8/10/07
70
- cash -
8/10/07
15/10/07
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
15/10/07
29/10/07
14
- cash -
29/10/07
5/11/07
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
5/11/07
3/12/07
28
- cash -
3/12/07
17/12/07
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
17/12/07
19/05/08
154
- cash -
19/05/08
26/05/08
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
26/05/08
30/03/09
308
- cash -
30/03/09
25/01/10
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
25/01/10
1/03/10
35
- cash -
1/03/10
3/05/10
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
3/05/10
31/05/10
28
- cash -
31/05/10
28/06/10
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
28/06/10
6/09/10
70
- cash -
6/09/10
29/11/10
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
29/11/10
6/12/10
7
- cash -
6/12/10
16/05/11
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
16/05/11
19/12/11
217
- cash -
19/12/11
26/12/11
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
26/12/11
2/01/12
7
- cash -
2/01/12
21/05/12
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
21/05/12
13/08/12
84
- cash -
13/08/12
10/06/13
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
10/06/13
15/07/13
35
- cash -
15/07/13
2/09/13
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
2/09/13
9/09/13
7
- cash -
9/09/13
6/10/14
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
6/10/14
27/10/14
21
- cash -
27/10/14
5/01/15
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
5/01/15
19/01/15
14
- cash -
19/01/15
17/08/15
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
17/08/15
21/12/15
126
- cash -
21/12/15
11/01/16
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
11/01/16
16/05/16
126
- cash -
16/05/16
4/07/16
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
4/07/16
18/07/16
14
- cash -
18/07/16
26/03/18
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
26/03/18
23/07/18
119
- cash -
23/07/18
13/08/18
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
13/08/18
24/09/18
42
- cash -
24/09/18
8/10/18
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
8/10/18
11/02/19
126
- cash -
11/02/19
17/06/19
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
17/06/19
8/07/19
21
- cash -
8/07/19
29/07/19
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
29/07/19
16/09/19
49
- cash -
16/09/19
7/10/19
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
7/10/19
14/10/19
7
- cash -
14/10/19
2/03/20
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
2/03/20
6/07/20
126
- cash -
6/07/20
28/09/20
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
28/09/20
12/10/20
14
- cash -
12/10/20
19/10/20
7
UBI Banca
33
11,166
EUR
3.592
3.592
0.000
0
120,331
0
2/11/20
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
2/11/20
9/11/20
7
- cash -
9/11/20
7/03/22
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
7/03/22
21/03/22
14
- cash -
21/03/22
9/05/22
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
9/05/22
12/09/22
126
- cash -
12/09/22
19/09/22
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
19/09/22
24/10/22
35
- cash -
24/10/22
27/03/23
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
27/03/23
3/04/23
7
- cash -
3/04/23
8/05/23
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
8/05/23
10/07/23
63
- cash -
10/07/23
30/10/23
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
30/10/23
6/11/23
7
- cash -
6/11/23
27/11/23
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
27/11/23
4/12/23
7
- cash -
4/12/23
6/12/23
2
Banco Macro
33
48
ARS
2,477.600
2,503.250
25.650
1
359,120
555
BBVA Banco Francés
33
72
ARS
1,646.300
1,727.400
81.100
5
364,959
647,517
Banco de Valores
33
714
ARS
168.500
187.000
18.500
11
378,168
> 999,999
100
6
2,343,731
accum 11/09/06
6/12/23 4157
days out of 6551 invested (63%)
3,682
378,168
38
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Banco Macro long 31/05/10 28/06/10 28 11.60 11.70 0.10 0.86 33 0.29
6/09/10 29/11/10 84 15.60 20.70 5.10 32.69 10.90
6/12/10 16/05/11 161 21.90 14.70 -7.20 -32.88 -10.96
9/09/13 6/10/14 392 18.60 47.50 28.90 155.38 51.79
27/10/14 5/01/15 70 47.80 48.50 0.70 1.46 0.49
16/05/16 4/07/16 49 87.50 110.00 22.50 25.71 8.57
18/07/16 26/03/18 616 119.50 219.00 99.50 83.26 27.75
11/02/19 17/06/19 126 220.60 288.65 68.05 30.85 10.28
8/07/19 29/07/19 21 305.45 315.55 10.10 3.31 1.10
12/09/22 19/09/22 7 468.05 519.10 51.05 10.91 3.64
24/10/22 27/03/23 154 442.40 709.70 267.30 60.42 20.14
3/04/23 8/05/23 35 748.15 824.20 76.05 10.17 3.39
10/07/23 30/10/23 112 1,348.60 1,491.05 142.45 10.56 3.52
6/11/23 27/11/23 21 1,768.00 2,549.40 781.40 44.20 14.73
4/12/23 6/12/23 2 2,477.60 2,503.25 25.65 1.04 0.35 258.39
BBVA Banco Francés 6/09/10 29/11/10 84 11.15 15.70 4.55 40.81 13.60
6/12/10 16/05/11 161 15.85 13.65 -2.20 -13.88 -4.63
9/09/13 6/10/14 392 16.70 52.00 35.30 211.38 70.46
27/10/14 5/01/15 70 50.00 52.10 2.10 4.20 1.40
19/01/15 17/08/15 210 59.20 79.30 20.10 33.95 11.32
11/02/19 17/06/19 126 164.05 141.80 -22.25 -13.56 -4.52
6/07/20 28/09/20 84 156.20 124.25 -31.95 -20.45 -6.82
9/11/20 7/03/22 483 153.40 197.55 44.15 28.78 9.59
12/09/22 19/09/22 7 315.95 339.45 23.50 7.44 2.48
24/10/22 27/03/23 154 306.15 539.00 232.85 76.06 25.35
3/04/23 8/05/23 35 554.00 646.85 92.85 16.76 5.59
10/07/23 30/10/23 112 1,012.25 1,081.45 69.20 6.84 2.28
6/11/23 27/11/23 21 1,225.00 1,690.90 465.90 38.03 12.68
4/12/23 6/12/23 2 1,646.30 1,727.40 81.10 4.93 1.64 222.95
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
China Minsheng Bk 11/09/06 18/06/07 280 3.12 9.19 6.07 194.55 64.85
19/12/11 26/12/11 7 6.03 5.89 -0.14 -2.32 -0.77 63.57
Sberbank 11/09/06 18/06/07 280 8.06 13.68 5.62 69.73 23.24
21/12/15 11/01/16 21 5.35 4.55 -0.80 -15.02 -5.01
16/05/16 4/07/16 49 6.90 7.96 1.06 15.37 5.12
18/07/16 26/03/18 616 8.31 14.97 6.66 80.10 26.70
8/07/19 29/07/19 21 13.90 13.42 -0.49 -3.49 -1.16
16/09/19 7/10/19 21 13.51 12.80 -0.71 -5.26 -1.75 51.42
Bank of Ireland 15/07/13 2/09/13 49 5.10 6.75 1.65 32.35 10.78
9/09/13 6/10/14 392 7.08 9.24 2.16 30.51 10.17
24/10/22 27/03/23 154 7.35 9.02 1.67 22.67 7.56 31.27
KBC 1/03/10 3/05/10 63 33.62 35.20 1.58 4.68 1.56
31/05/10 28/06/10 28 31.89 32.76 0.87 2.74 0.91
13/08/12 10/06/13 301 18.31 30.86 12.55 68.56 22.85 25.91
Regional 13/08/12 10/06/13 301 46.49 72.51 26.02 55.97 18.66
16/05/16 4/07/16 49 103.43 105.07 1.64 1.59 0.53 19.28
Industrial Bank 30/03/09 25/01/10 301 8.47 12.82 4.35 51.36 17.12 17.12
Banco de Valores 6/11/23 27/11/23 21 129.25 171.75 42.50 32.88 10.96
4/12/23 6/12/23 2 168.50 187.00 18.50 10.98 3.66 15.02
Bank of Bejing 30/03/09 25/01/10 301 5.75 7.97 2.23 38.77 12.92 12.92
Bank of East Asia 11/09/06 18/06/07 280 33.29 41.73 8.44 25.35 8.45 8.45
Aareal Bank 1/03/10 3/05/10 63 14.03 14.80 0.77 5.48 1.83
6/12/10 16/05/11 161 19.71 23.25 3.54 17.97 5.99 7.93
Unicredit 3/04/23 8/05/23 35 17.93 18.98 1.05 5.86 1.95
10/07/23 30/10/23 112 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 25/06/07 30/07/07 35 6.44 7.00 0.56 8.62 2.87
8/10/07 15/10/07 7 10.57 12.00 1.43 13.54 4.51
29/10/07 5/11/07 7 10.80 10.10 -0.70 -6.49 -2.16 5.19
U.S. Bancorp 2/01/12 21/05/12 140 27.58 30.72 3.14 11.39 3.80 3.80
VTB Bank 1/03/10 3/05/10 63 3.44 3.64 0.20 5.81 1.94
31/05/10 28/06/10 28 3.91 4.05 0.14 3.58 1.19 3.15
IndusInd Bank 9/11/20 7/03/22 483 77.55 83.44 5.89 7.60 2.53 2.53
Axis Bank 19/05/08 26/05/08 7 18.03 15.26 -2.77 -15.38 -5.13
27/10/14 5/01/15 70 42.61 51.76 9.15 21.47 7.16
18/07/16 26/03/18 616 57.00 50.73 -6.27 -10.99 -3.66
11/02/19 17/06/19 126 68.66 77.77 9.11 13.27 4.42 2.27
Lloyds Bank 15/07/13 2/09/13 49 0.69 0.73 0.04 5.59 1.86 1.86
Woori Financial 21/03/22 9/05/22 49 14.55 15.30 0.75 5.15 1.72 1.72
Shanghai Pudong 25/06/07 30/07/07 35 16.01 17.33 1.32 8.24 2.75
8/10/07 15/10/07 7 23.29 22.81 -0.48 -2.06 -0.69
29/10/07 5/11/07 7 24.54 23.21 -1.33 -5.42 -1.81
3/12/07 17/12/07 14 22.68 19.66 -3.02 -13.32 -4.44
30/03/09 25/01/10 301 12.09 15.74 3.65 30.19 10.06
21/12/15 11/01/16 21 19.14 17.05 -2.09 -10.92 -3.64 1.55
Bank of Comm 19/01/15 17/08/15 210 6.49 6.72 0.23 3.54 1.18 1.18
China Merchants Bank 25/06/07 30/07/07 35 19.20 22.61 3.41 17.76 5.92
8/10/07 15/10/07 7 31.47 31.63 0.16 0.51 0.17
29/10/07 5/11/07 7 34.25 32.36 -1.89 -5.52 -1.84
3/12/07 17/12/07 14 30.56 27.93 -2.63 -8.61 -2.87 1.16
China Everbright Bk 19/01/15 17/08/15 210 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 21/12/15 11/01/16 21 16.20 16.54 0.34 2.10 0.70 0.70
Hang Seng Bank 19/05/08 26/05/08 7 144.69 146.07 1.38 0.95 0.32 0.32
Shinsei Bank 21/03/22 9/05/22 49 22.82 23.01 0.19 0.83 0.28 0.28
Banca Generali 8/07/19 29/07/19 21 26.38 26.66 0.28 1.06 0.35
16/09/19 7/10/19 21 28.36 28.08 -0.28 -0.99 -0.33 0.02
UBI Banca 12/10/20 19/10/20 7 3.59 3.59 0.00 0.00 0.00 0.00
HDFC Bank 12/10/20 2/11/20 21 121.37 121.53 0.16 0.13 0.04
9/11/20 7/03/22 483 134.06 132.48 -1.58 -1.17 -0.39 -0.35
Fukuoka 24/09/18 8/10/18 14 32.65 32.30 -0.35 -1.07 -0.36 -0.36
Banco Sabadell 19/12/11 26/12/11 7 2.52 2.49 -0.03 -1.27 -0.42 -0.42
American Express 24/09/18 8/10/18 14 109.85 106.99 -2.86 -2.60 -0.87 -0.87
Kotak Mahindra Bank 23/07/18 13/08/18 21 133.71 128.72 -4.99 -3.73 -1.24
14/10/19 2/03/20 140 158.55 159.90 1.35 0.85 0.28 -0.96
Banco del Bajio 21/03/22 9/05/22 49 51.39 49.52 -1.87 -3.64 -1.21 -1.21
HDFC 19/05/08 26/05/08 7 53.76 51.70 -2.06 -3.83 -1.28 -1.28
State Bank of India 3/12/07 17/12/07 14 24.37 22.65 -1.71 -7.03 -2.34
6/09/10 29/11/10 84 29.83 30.71 0.89 2.98 0.99 -1.38
FBD 15/07/13 2/09/13 49 15.40 14.32 -1.08 -7.01 -2.34 -2.34
Yes Bank 23/07/18 13/08/18 21 38.66 37.07 -1.59 -4.11 -1.37
12/09/22 19/09/22 7 1.76 1.64 -0.12 -6.84 -2.28 -3.62
Unipol 16/09/19 7/10/19 21 4.78 4.77 -0.01 -0.25 -0.08
14/10/19 2/03/20 140 4.89 4.34 -0.56 -11.40 -3.80 -3.88
Deutsche Bank 6/07/20 28/09/20 84 8.81 7.27 -1.54 -17.44 -5.81 -5.81
Aozora Bank 19/12/11 26/12/11 7 20.50 20.80 0.30 1.46 0.49
2/01/12 21/05/12 140 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 23/07/18 13/08/18 21 10.18 10.05 -0.14 -1.33 -0.44
24/09/18 8/10/18 14 11.68 10.73 -0.95 -8.13 -2.71
6/07/20 28/09/20 84 12.94 11.71 -1.23 -9.47 -3.16
12/10/20 2/11/20 21 12.31 12.02 -0.29 -2.36 -0.79 -6.94
Mediobanca 14/10/19 2/03/20 140 10.11 7.90 -2.20 -21.80 -7.27 -7.27
Bankinter 2/01/12 21/05/12 140 3.11 1.94 -1.18 -37.80 -12.60 -12.60
Alpha Bank 13/08/12 10/06/13 301 63.00 24.50 -38.50 -61.11 -20.37 -20.37
Annotations
16/05/22 Cdn Imp Bk Comm stock split 1:2 (two for one)
18/09/17 Umweltbank stock split 1:5 (five for one)
10/07/17 Bank of Ireland reverse split 30:1 (one for thirty)
23/01/17 Unicredit reverse stock split 10:1 (one for ten)
24/10/16 Banco Comercial reverse stock split 75:1 (one for seventyfive)
13/01/16 Banken Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15 Heartland name change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
21/09/15 Unipol re-joins the MIB as replacement for Autogrill
19/05/15 Svenska Handelsbank ex Split 1:3 (three for one)
11/03/15 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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