Assessment - Banks in Japanese yen - 5/16/22 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ17
∅-RS
S
SOM Banks
25,543.709
15:43
-0.20
25,280.143
1.04
25,258.014
22.130
0.09
8.32
Banco del Bajio
331.673
Tue
-1.57
336.948
-1.57
216.622
120.326
55.55
51.09
L
Aareal Bank
4,265.774
15:35
-0.31
4,281.922
-0.38
3,639.301
642.621
17.66
30.48
Woori Financial
1,500.785
06:30
-5.10
1,581.364
-5.10
1,425.577
155.786
10.93
29.21
L
Standard Chartered
93,873.635
11:25
0.10
93,113.011
0.82
82,475.990
10,637.021
12.90
26.69
Banco Macro
374.479
Tue
0.83
371.413
0.83
329.914
41.499
12.58
11.58
HSBC
78,700.778
11:15
-1.14
79,001.858
-0.38
81,223.983
-2,222.125
-2.74
14.42
Bank of China (HK)
485.885
08:08
483.419
0.51
428.213
55.206
12.89
24.68
Shinsei Bank
2,036.000
06:15
2.11
2,015.000
1.04
2,177.000
-162.000
-7.44
10.33
National Australia B
2,804.563
06:10
-0.64
2,808.149
-0.13
2,435.398
372.751
15.31
18.20
L
Bankinter
745.501
15:35
0.65
715.089
4.25
676.580
38.509
5.69
12.98
Regional
806.669
Tue
0.25
804.674
0.25
618.121
186.553
30.18
24.82
Banco Sabadell
97.938
15:35
-1.09
94.977
3.12
90.394
4.584
5.07
11.48
Fukuoka
2,228.000
06:15
1.00
2,261.000
-1.46
2,297.000
-36.000
-1.57
7.84
UBS
2,226.472
15:30
-0.75
2,192.992
1.53
2,255.016
-62.024
-2.75
11.94
Bank of Comm
93.021
07:00
-1.01
94.543
-1.61
84.882
9.661
11.38
13.15
Suncorp-Metway
1,089.368
06:10
-0.08
1,078.609
1.00
967.543
111.066
11.48
12.70
Resona
487.900
06:15
1.48
488.600
-0.14
512.800
-24.200
-4.72
4.83
Sumitomo Mitsui Trst
3,885.000
06:15
-0.61
4,027.000
-3.53
4,269.000
-242.000
-5.67
4.80
Bank of Ireland
761.380
14:08
2.09
735.812
3.47
776.524
-40.711
-5.24
7.57
Bank of Communicats
85.174
08:08
-0.77
84.680
0.58
74.459
10.221
13.73
17.48
Banco BPM
397.780
15:36
-0.81
389.168
2.21
373.741
15.426
4.13
7.21
Banco Comercial
22.500
15:35
1.95
20.643
9.00
21.781
-1.138
-5.23
7.23
IBK
1,112.998
06:30
-1.78
1,123.070
-0.90
1,025.838
97.233
9.48
8.70
Bank of China
49.493
08:08
49.164
0.67
43.704
5.460
12.49
17.16
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ17
∅-RS
KB Financial
5,841.981
06:30
5,912.487
-1.19
5,894.955
17.532
0.30
8.60
United Overseas Bank
2,675.577
09:06
0.91
2,638.532
1.40
2,567.488
71.044
2.77
13.33
L
Bank of China
60.683
07:00
-0.31
60.683
55.805
4.877
8.74
9.85
L
Unipol
676.872
15:35
-0.79
660.320
2.51
651.594
8.726
1.34
5.40
Commonwealth Bank
9,396.361
06:10
-0.30
9,264.561
1.42
8,365.529
899.032
10.75
9.62
L
Westpac Banking
2,191.289
06:10
-0.08
2,185.909
0.25
1,775.483
410.426
23.12
9.52
Commerzbank
944.660
15:43
3.08
873.340
8.17
972.094
-98.754
-10.16
4.84
HSBC
795.010
08:08
-0.51
787.611
0.94
809.337
-21.727
-2.68
14.26
Svenska Handelsbank
1,251.762
15:29
-0.63
1,255.350
-0.29
1,309.559
-54.209
-4.14
1.77
L
Agricultural Bank
57.449
07:00
57.829
-0.66
53.277
4.552
8.54
8.06
Mediobanca
1,301.532
15:35
-2.42
1,332.213
-2.30
1,361.795
-29.581
-2.17
3.71
Toronto-Dominion
9,325.166
15:00
-0.88
9,233.969
0.99
9,542.493
-308.525
-3.23
11.26
ICBC
75.144
08:08
-0.44
74.979
0.22
69.162
5.818
8.41
12.73
Heartland
181.725
05:00
0.45
180.913
0.45
201.830
-20.916
-10.36
2.94
S
ABN AMRO
1,412.281
15:39
-11.88
1,572.415
-10.18
1,920.379
-347.963
-18.12
2.26
Aozora Bank
2,592.000
06:15
0.62
2,580.000
0.47
2,679.000
-99.000
-3.70
-0.45
BBVA Banco Francés
238.319
Tue
1.09
235.746
1.09
245.879
-10.132
-4.12
-3.01
S
Postal Savings Bank
99.679
07:00
-0.38
99.869
-0.19
99.691
0.178
0.18
6.15
Kotak Mahindra Bank
3,061.408
09:59
0.35
3,005.129
1.87
2,989.742
15.387
0.51
7.40
S
Bank Montreal
13,428.038
14:39
-0.84
13,314.794
0.85
13,729.646
-414.852
-3.02
9.03
L
Ind and Comm Bk
87.885
07:00
-0.86
89.027
-1.28
83.979
5.047
6.01
5.20
S
State Bank of India
759.218
10:00
-1.99
754.245
0.66
793.170
-38.925
-4.91
6.69
S
Chiba Bank
680.000
06:15
0.74
695.000
-2.16
749.000
-54.000
-7.21
-1.89
S
OCBC
1,094.681
09:04
0.68
1,084.493
0.94
1,046.392
38.102
3.64
7.56
S
DBS Bank
2,889.512
09:15
0.52
2,892.291
-0.10
3,062.610
-170.319
-5.56
7.45
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ17
∅-RS
S
Bank Nova Scotia
8,201.736
14:39
-0.99
8,162.652
0.48
8,552.053
-389.401
-4.55
7.59
Yes Bank
23.042
10:00
4.51
21.053
9.45
21.758
-0.706
-3.24
5.45
S
Industrial Bank
369.422
07:00
-0.87
367.900
0.41
370.411
-2.511
-0.68
3.64
S
NatWest
33,831.906
11:17
0.33
33,293.131
1.62
39,657.336
-6,364.205
-16.05
-0.83
BPER Banca
236.434
15:35
-0.48
232.263
1.80
253.260
-20.997
-8.29
-0.80
S
China Constr Bk HK
90.271
08:08
89.942
0.37
86.084
3.858
4.48
8.29
S
ANZ Banking NZ
2,328.345
05:00
1.41
2,294.272
1.49
2,368.966
-74.694
-3.15
-1.09
S
Nordea Bank
1,250.737
15:29
-0.20
1,262.655
-0.94
1,461.567
-198.912
-13.61
-3.55
S
Royal Bank CA
12,636.326
15:00
-0.89
12,716.500
-0.63
13,665.510
-949.010
-6.94
6.08
S
ICICI Bank
1,172.562
09:59
-0.37
1,132.197
3.57
1,264.289
-132.092
-10.45
3.51
S
Danske Bank
1,950.338
14:59
1.22
1,946.721
0.19
2,257.024
-310.303
-13.75
-2.36
BNP Paribas
7,177.804
15:36
-0.30
7,039.200
1.97
8,640.397
-1,601.197
-18.53
-2.42
S
Nordea Bank
1,250.397
15:29
-0.71
1,262.642
-0.97
1,462.785
-200.142
-13.68
-3.55
S
DNB
2,431.997
14:25
0.44
2,421.463
0.44
2,833.047
-411.583
-14.53
-5.05
S
Cdn Imp Bk Comm
6,984.103
14:40
-1.19
6,951.032
0.48
7,608.340
-657.309
-8.64
3.43
S
Hang Seng Bank
2,262.531
08:08
-1.22
2,278.974
-0.72
2,289.689
-10.715
-0.47
4.87
S.E.B
1,400.672
15:29
-0.46
1,400.672
1,611.031
-210.360
-13.06
-6.19
S
National Bank CA
9,189.873
14:59
-0.78
9,098.676
1.00
9,439.876
-341.200
-3.61
2.86
L
China Minsheng Bk
71.335
07:00
0.54
70.955
0.54
70.976
-0.021
-0.03
-0.79
S
Lloyds Bank
6,995.361
11:17
0.79
6,919.298
1.10
8,627.896
-1,708.598
-19.80
-5.17
S
ANZ Banking AU
2,316.813
06:10
0.90
2,293.501
1.02
2,375.029
-81.528
-3.43
-1.02
S
American Express
20,654.387
14:08
-1.08
20,180.922
2.35
19,297.810
883.113
4.58
3.69
S
China Everbright Bk
59.351
07:00
-0.32
59.351
61.043
-1.692
-2.77
-2.76
S
Swedbank
1,902.376
15:29
-1.46
1,946.588
-2.27
2,324.261
-377.673
-16.25
-8.54
S
Banca Generali
4,355.934
15:35
-0.28
4,353.242
0.06
4,933.071
-579.829
-11.75
-6.79
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ17
∅-RS
S
Shizuoka Bank
774.000
06:15
0.65
793.000
-2.40
889.000
-96.000
-10.80
-9.16
S
Banco Bilbao Viz
653.188
15:35
-0.95
652.381
0.12
756.247
-103.866
-13.73
-6.88
IndusInd Bank
1,497.136
09:59
-0.08
1,468.541
1.95
1,420.454
48.087
3.39
-2.19
Shanghai Pudong
151.231
07:00
-0.87
151.611
-0.25
154.774
-3.163
-2.04
-3.99
S
Unicredit
1,340.960
15:35
2.05
1,300.994
3.07
1,783.284
-482.290
-27.05
-8.62
S
Umweltbank
2,287.639
11:38
2.41
2,220.356
3.03
2,583.616
-363.261
-14.06
-8.69
S
Bank of East Asia
187.119
08:08
0.71
185.475
0.89
182.469
3.006
1.65
-1.14
S
Banco Santander
368.714
15:35
-1.37
363.264
1.50
412.921
-49.657
-12.03
-10.59
S
Wells Fargo
5,515.792
14:30
-2.18
5,445.482
1.29
6,653.390
-1,207.908
-18.15
-1.56
S
HDFC Bank
2,178.029
10:00
-0.01
2,163.441
0.67
2,347.876
-184.435
-7.86
-5.63
S
Societe Generale
3,239.701
08:15
0.10
3,123.300
3.73
4,494.184
-1,370.884
-30.50
-10.74
S
Banca Mediolanum
951.927
15:35
-1.28
960.539
-0.90
1,186.763
-226.224
-19.06
-11.14
S
Credit Agricole
1,408.109
15:35
-0.66
1,379.850
2.05
1,795.842
-415.992
-23.16
-11.74
S
Axis Bank
1,093.159
09:59
0.69
1,059.176
3.21
1,099.714
-40.537
-3.69
-6.70
S
Intesa Sanpaolo
267.842
15:35
0.02
262.998
1.84
337.178
-74.180
-22.00
-12.86
S
HDFC
3,621.290
09:59
-0.27
3,600.652
0.57
4,170.625
-569.973
-13.67
-8.09
S
U.S. Bancorp
6,351.127
14:30
-0.85
6,227.278
1.99
7,248.138
-1,020.860
-14.08
-4.55
S
FinecoBank
1,698.236
15:36
-0.24
1,667.958
1.82
2,079.974
-412.016
-19.81
-14.68
S
Deutsche Bank
1,274.484
15:37
-0.70
1,240.573
2.73
1,572.147
-331.574
-21.09
-14.70
S
Bank of America
4,573.366
14:09
-1.50
4,490.813
1.84
5,490.250
-999.437
-18.20
-7.44
S
BNY Mellon
5,662.863
14:09
-1.56
5,578.361
1.51
7,288.246
-1,709.885
-23.46
-8.50
VTB Bank
111.018
2/25
-5.17
111.018
132.124
-21.106
-15.97
-17.85
S
Erste Group Bank
4,057.195
14:23
2.55
3,727.506
8.84
5,837.010
-2,109.504
-36.14
-18.91
S
KBC
7,751.059
15:35
7,387.728
4.92
10,910.054
-3,522.326
-32.29
-19.93
S
JP Morgan Chase
15,677.208
14:13
-0.54
15,256.638
2.76
18,093.415
-2,836.777
-15.68
-12.43
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ17
∅-RS
S
Credit Suisse
855.048
15:30
-0.84
839.595
1.84
1,170.150
-330.555
-28.25
-22.13
S
China Merchants Bank
732.376
07:00
-0.26
701.750
4.36
877.356
-175.606
-20.02
-20.73
S
Citigroup
6,531.740
14:10
-0.82
6,122.781
6.68
7,669.848
-1,547.067
-20.17
-17.38
S
Raiffeisen Bank Int
1,653.828
14:20
-0.57
1,625.569
1.74
3,416.914
-1,791.345
-52.43
-34.82
S
Indiabulls HF
202.403
09:59
1.71
197.016
2.73
343.424
-146.409
-42.63
-38.68
Sberbank
511.355
2/25
11.76
511.355
1,550.170
-1,038.815
-67.01
-56.96
Banks - 105 out of 105 instruments rated - 5/16/22 / 1/17/22 - 32 did rise, Market-Ratio(17) in JPY = 30.48 %
Technical Chart
Transactions Banks in Japanese yen * 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
2
1,194.492
2,260.894
1,066.402
89
12,133
130
Bank of East Asia
33
7
500.535
659.910
159.374
32
13,248
43
China Minsheng Bk
33
89
45.903
148.774
102.871
224
22,404
363
100
124
187
6/18/07
6/25/07
7
- cash -
6/25/07
7/30/07
35
China Merchants Bank
33
23
311.946
354.705
42.759
14
23,387
282
Hua Xia Bank
33
72
104.703
109.816
5.113
5
23,756
64
Shanghai Pudong
33
29
260.117
271.872
11.755
5
24,096
59
100
8
115
7/30/07
10/08/07
70
- cash -
10/08/07
10/15/07
7
China Merchants Bank
33
16
490.465
495.398
4.933
1
24,175
69
Hua Xia Bank
33
49
164.726
187.947
23.222
14
25,313
96,833
Shanghai Pudong
33
22
362.978
357.257
-5.722
-2
25,187
-56
100
5
925
10/15/07
10/29/07
14
- cash -
10/29/07
11/05/07
7
China Merchants Bank
33
16
522.291
498.095
-24.196
-5
24,800
-92
Hua Xia Bank
33
51
164.672
155.421
-9.251
-6
24,328
-95
Shanghai Pudong
33
22
374.219
357.255
-16.964
-5
23,955
-91
100
-5
-93
11/05/07
12/03/07
28
- cash -
12/03/07
12/17/07
14
China Merchants Bank
33
17
459.529
429.175
-30.354
-7
23,439
-83
Shanghai Pudong
33
23
341.038
302.098
-38.940
-11
22,544
-96
State Bank of India
33
121
68.388
65.201
-3.187
-5
22,158
-71
100
-8
-87
12/17/07
5/19/08
154
- cash -
5/19/08
5/26/08
7
Hang Seng Bank
33
3
1,930.707
1,933.386
2.679
0
22,166
7
HDFC
33
62
131.368
125.022
-6.347
-5
21,772
-92
Axis Bank
33
186
44.066
36.899
-7.166
-16
20,440
-100
100
-8
-99
5/26/08
3/30/09
308
- cash -
3/30/09
1/25/10
301
Bank of Bejing
33
82
82.322
105.006
22.684
28
22,300
34
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
Industrial Bank
33
56
121.337
168.810
47.473
39
24,958
49
Shanghai Pudong
33
39
173.196
207.260
34.064
20
26,287
24
100
29
36
1/25/10
3/01/10
35
- cash -
3/01/10
5/03/10
63
Aareal Bank
33
5
1,701.342
1,847.266
145.925
9
27,016
61
KBC
33
2
4,075.753
4,391.984
316.231
8
27,649
54
VTB Bank
33
23
417.031
454.236
37.204
9
28,504
64
100
8
60
5/03/10
5/31/10
28
- cash -
5/31/10
6/28/10
28
Banco Macro
33
35
269.483
267.057
-2.425
-1
28,420
-11
KBC
33
2
3,562.830
3,615.721
52.891
1
28,525
21
VTB Bank
33
27
436.903
446.999
10.095
2
28,798
35
100
1
14
6/28/10
9/06/10
70
- cash -
9/06/10
11/29/10
84
Banco Macro
33
28
334.567
437.560
102.993
31
31,682
221
BBVA Banco Francés
33
40
239.130
331.869
92.740
39
35,391
315
State Bank of India
33
182
54.002
56.067
2.065
4
35,767
18
100
24
157
11/29/10
12/06/10
7
- cash -
12/06/10
5/16/11
161
Aareal Bank
33
5
2,182.267
2,651.430
469.163
21
38,113
56
Banco Macro
33
27
455.876
290.570
-165.306
-36
33,650
-64
BBVA Banco Francés
33
38
329.938
269.815
-60.122
-18
31,365
-37
100
-12
-26
5/16/11
12/19/11
217
- cash -
12/19/11
12/26/11
7
Banco Sabadell
33
40
255.832
253.681
-2.150
-1
31,279
-36
Aozora Bank
33
515
20.500
20.800
0.300
1
31,434
113
China Minsheng Bk
33
143
73.566
72.376
-1.190
-2
31,263
-57
100
0
-16
12/26/11
1/02/12
7
- cash -
1/02/12
5/21/12
140
U.S. Bancorp
33
4
2,120.589
2,428.111
307.523
15
32,493
42
Bankinter
33
36
309.980
195.338
-114.642
-37
28,366
-70
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
Aozora Bank
33
533
21.800
17.400
-4.400
-20
26,021
-44
100
-17
-38
5/21/12
8/13/12
84
- cash -
8/13/12
6/10/13
301
Regional
33
31
278.124
553.920
275.796
99
34,571
131
KBC
33
4
1,760.941
3,979.061
2,218.120
126
43,443
169
Alpha Bank
33
1
6,060.600
3,159.520
-2,901.080
-48
40,542
-55
100
67
86
6/10/13
7/15/13
35
- cash -
7/15/13
9/02/13
49
Lloyds Bank
33
129
104.088
114.635
10.547
10
41,903
105
Bank of Ireland
33
20
661.266
891.142
229.876
35
46,500
823
FBD
33
6
1,996.764
1,890.541
-106.223
-5
45,863
-33
100
14
161
9/02/13
9/09/13
7
- cash -
9/09/13
10/06/14
392
Banco Macro
33
47
324.769
611.586
286.817
88
59,343
80
BBVA Banco Francés
33
52
291.594
669.526
377.932
130
78,996
117
Bank of Ireland
33
16
934.864
1,271.701
336.837
36
84,385
33
100
85
77
10/06/14
10/27/14
21
- cash -
10/27/14
1/05/15
70
Banco Macro
33
46
606.589
676.649
70.060
12
87,608
77
BBVA Banco Francés
33
44
634.508
726.875
92.367
15
91,672
103
Axis Bank
33
380
74.974
97.273
22.299
30
100,146
289
100
19
144
1/05/15
1/19/15
14
- cash -
1/19/15
8/17/15
210
BBVA Banco Francés
33
41
809.488
1,067.883
258.395
32
110,740
62
Bank of Comm
33
272
122.804
130.742
7.938
6
112,899
12
China Everbright Bk
33
406
82.500
86.966
4.466
5
114,712
10
100
15
27
8/17/15
12/21/15
126
- cash -
12/21/15
1/11/16
21
Umweltbank
33
17
2,143.017
2,115.234
-27.783
-1
114,240
-20
Sberbank
33
55
708.254
581.881
-126.373
-18
107,289
-97
Shanghai Pudong
33
109
357.972
305.746
-52.226
-15
101,597
-94
100
-11
-88
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
50
674.058
750.573
76.515
11
105,423
123
Regional
33
55
616.025
585.272
-30.753
-5
103,731
-32
Sberbank
33
39
851.256
909.848
58.592
7
106,016
64
100
4
38
7/04/16
7/18/16
14
- cash -
7/18/16
3/26/18
616
Banco Macro
33
41
852.477
1,143.266
290.789
34
117,939
19
Sberbank
33
36
977.524
1,964.438
986.914
101
153,467
51
Axis Bank
33
398
90.110
82.538
-7.572
-8
150,454
-5
100
42
23
3/26/18
7/23/18
119
- cash -
7/23/18
8/13/18
21
FinecoBank
33
37
1,326.352
1,268.231
-58.121
-4
148,303
-54
Kotak Mahindra Bank
33
234
216.343
203.470
-12.874
-6
145,291
-66
Yes Bank
33
811
62.554
58.599
-3.955
-6
142,083
-68
100
-6
-63
8/13/18
9/24/18
42
- cash -
9/24/18
10/08/18
14
American Express
33
3
12,360.899
12,066.432
-294.467
-2
141,200
-47
FinecoBank
33
33
1,548.056
1,390.801
-157.254
-10
136,011
-94
Fukuoka
33
1,651
32.650
32.300
-0.350
-1
135,433
-24
100
-5
-71
10/08/18
2/11/19
126
- cash -
2/11/19
6/17/19
126
Banco Macro
33
71
630.708
712.407
81.699
13
141,233
42
BBVA Banco Francés
33
96
469.028
349.971
-119.056
-25
129,804
-57
Axis Bank
33
429
106.291
120.796
14.505
14
136,027
45
100
0
1
6/17/19
7/08/19
21
- cash -
7/08/19
7/29/19
21
Banco Macro
33
57
794.905
785.541
-9.365
-1
135,493
-19
Banca Generali
33
14
3,216.118
3,231.539
15.421
0
135,709
9
Sberbank
33
26
1,694.619
1,626.072
-68.546
-4
133,927
-51
100
-2
-24
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
78
568.142
560.409
-7.733
-1
133,323
-21
Banca Generali
33
13
3,371.522
3,301.085
-70.437
-2
132,408
-31
Sberbank
33
28
1,606.109
1,504.768
-101.341
-6
129,570
-68
100
-3
-44
10/07/19
10/14/19
7
- cash -
10/14/19
3/02/20
140
Mediobanca
33
35
1,207.921
952.128
-255.794
-21
120,617
-46
Unipol
33
74
584.895
522.333
-62.562
-11
115,988
-26
Kotak Mahindra Bank
33
182
241.243
237.312
-3.931
-2
115,272
-4
100
-11
-26
3/02/20
7/06/20
126
- cash -
7/06/20
9/28/20
84
Deutsche Bank
33
35
1,070.427
894.703
-175.724
-16
109,122
-54
BBVA Banco Francés
33
164
236.984
172.446
-64.538
-27
98,538
-75
FinecoBank
33
24
1,571.978
1,440.728
-131.249
-8
95,388
-32
100
-17
-57
9/28/20
10/12/20
14
- cash -
10/12/20
11/02/20
21
UBI Banca
33
71
446.809
437.901
-8.908
-2
94,755
-30
FinecoBank
33
20
1,531.241
1,465.358
-65.883
-4
93,438
-53
HDFC Bank
33
189
174.149
171.000
-3.149
-2
92,842
-27
100
-3
-38
11/02/20
11/09/20
7
- cash -
11/09/20
3/07/22
483
BBVA Banco Francés
33
151
203.940
210.165
6.225
3
93,782
2
HDFC Bank
33
162
190.625
198.779
8.154
4
95,103
3
IndusInd Bank
33
282
110.268
125.197
14.929
14
99,313
10
100
7
5
3/07/22
3/21/22
14
- cash -
3/21/22
5/09/22
49
Banco del Bajio
33
109
301.518
317.751
16.234
5
101,083
48
Shinsei Bank
33
1,455
22.820
23.010
0.190
1
101,359
6
Woori Financial
33
23,299
1.427
1.566
0.139
10
104,597
100
100
5
47
5/09/22
5/18/22
9
- cash -
accum 9/11/06
5/09/22 3822
days out of 5980 invested (64%)
946
104,597
25
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
China Minsheng Bk long 9/11/06 6/18/07 280 45.90 148.77 102.87 224.11 33 74.70
12/19/11 12/26/11 7 73.57 72.38 -1.19 -1.62 -0.54 73.76
Sberbank 9/11/06 6/18/07 280 1,194.49 2,260.89 1,066.40 89.28 29.76
12/21/15 1/11/16 21 708.25 581.88 -126.37 -17.84 -5.95
5/16/16 7/04/16 49 851.26 909.85 58.59 6.88 2.29
7/18/16 3/26/18 616 977.52 1,964.44 986.91 100.96 33.65
7/08/19 7/29/19 21 1,694.62 1,626.07 -68.55 -4.04 -1.35
9/16/19 10/07/19 21 1,606.11 1,504.77 -101.34 -6.31 -2.10 61.14
Banco Macro 5/31/10 6/28/10 28 269.48 267.06 -2.43 -0.90 -0.30
9/06/10 11/29/10 84 334.57 437.56 102.99 30.78 10.26
12/06/10 5/16/11 161 455.88 290.57 -165.31 -36.26 -12.09
9/09/13 10/06/14 392 324.77 611.59 286.82 88.31 29.44
10/27/14 1/05/15 70 606.59 676.65 70.06 11.55 3.85
5/16/16 7/04/16 49 674.06 750.57 76.51 11.35 3.78
7/18/16 3/26/18 616 852.48 1,143.27 290.79 34.11 11.37
2/11/19 6/17/19 126 630.71 712.41 81.70 12.95 4.32
7/08/19 7/29/19 21 794.91 785.54 -9.36 -1.18 -0.39 56.02
BBVA Banco Francés 9/06/10 11/29/10 84 239.13 331.87 92.74 38.78 12.93
12/06/10 5/16/11 161 329.94 269.82 -60.12 -18.22 -6.07
9/09/13 10/06/14 392 291.59 669.53 377.93 129.61 43.20
10/27/14 1/05/15 70 634.51 726.87 92.37 14.56 4.85
1/19/15 8/17/15 210 809.49 1,067.88 258.39 31.92 10.64
2/11/19 6/17/19 126 469.03 349.97 -119.06 -25.38 -8.46
7/06/20 9/28/20 84 236.98 172.45 -64.54 -27.23 -9.08
11/09/20 3/07/22 483 203.94 210.17 6.23 3.05 1.02 48.15
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
KBC 3/01/10 5/03/10 63 4,075.75 4,391.98 316.23 7.76 2.59
5/31/10 6/28/10 28 3,562.83 3,615.72 52.89 1.48 0.49
8/13/12 6/10/13 301 1,760.94 3,979.06 2,218.12 125.96 41.99 46.38
Regional 8/13/12 6/10/13 301 278.12 553.92 275.80 99.16 33.05
5/16/16 7/04/16 49 616.02 585.27 -30.75 -4.99 -1.66 30.84
Bank of Ireland 7/15/13 9/02/13 49 661.27 891.14 229.88 34.76 11.59
9/09/13 10/06/14 392 934.86 1,271.70 336.84 36.03 12.01 24.99
Industrial Bank 3/30/09 1/25/10 301 121.34 168.81 47.47 39.12 13.04 13.04
Bank of East Asia 9/11/06 6/18/07 280 500.54 659.91 159.37 31.84 10.61 10.61
Aareal Bank 3/01/10 5/03/10 63 1,701.34 1,847.27 145.92 8.58 2.86
12/06/10 5/16/11 161 2,182.27 2,651.43 469.16 21.50 7.17 10.23
Bank of Bejing 3/30/09 1/25/10 301 82.32 105.01 22.68 27.56 9.19 9.19
Axis Bank 5/19/08 5/26/08 7 44.07 36.90 -7.17 -16.26 -5.42
10/27/14 1/05/15 70 74.97 97.27 22.30 29.74 9.91
7/18/16 3/26/18 616 90.11 82.54 -7.57 -8.40 -2.80
2/11/19 6/17/19 126 106.29 120.80 14.50 13.65 4.55 5.64
U.S. Bancorp 1/02/12 5/21/12 140 2,120.59 2,428.11 307.52 14.50 4.83 4.83
IndusInd Bank 11/09/20 3/07/22 483 110.27 125.20 14.93 13.54 4.51 4.51
Hua Xia Bank 6/25/07 7/30/07 35 104.70 109.82 5.11 4.88 1.63
10/08/07 10/15/07 7 164.73 187.95 23.22 14.10 4.70
10/29/07 11/05/07 7 164.67 155.42 -9.25 -5.62 -1.87 4.41
VTB Bank 3/01/10 5/03/10 63 417.03 454.24 37.20 8.92 2.97
5/31/10 6/28/10 28 436.90 447.00 10.10 2.31 0.77 3.77
Lloyds Bank 7/15/13 9/02/13 49 104.09 114.64 10.55 10.13 3.38 3.38
Woori Financial 3/21/22 5/09/22 49 1.43 1.57 0.14 9.74 3.25 3.25
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Bank of Comm 1/19/15 8/17/15 210 122.80 130.74 7.94 6.46 2.15 2.15
China Everbright Bk 1/19/15 8/17/15 210 82.50 86.97 4.47 5.41 1.80 1.80
Banco del Bajio 3/21/22 5/09/22 49 301.52 317.75 16.23 5.38 1.79 1.79
China Merchants Bank 6/25/07 7/30/07 35 311.95 354.70 42.76 13.71 4.57
10/08/07 10/15/07 7 490.46 495.40 4.93 1.01 0.34
10/29/07 11/05/07 7 522.29 498.09 -24.20 -4.63 -1.54
12/03/07 12/17/07 14 459.53 429.18 -30.35 -6.61 -2.20 1.03
HDFC Bank 10/12/20 11/02/20 21 174.15 171.00 -3.15 -1.81 -0.60
11/09/20 3/07/22 483 190.62 198.78 8.15 4.28 1.43 0.81
Shinsei Bank 3/21/22 5/09/22 49 22.82 23.01 0.19 0.83 0.28 0.28
Hang Seng Bank 5/19/08 5/26/08 7 1,930.71 1,933.39 2.68 0.14 0.05 0.05
Banco Sabadell 12/19/11 12/26/11 7 255.83 253.68 -2.15 -0.84 -0.28 -0.28
State Bank of India 12/03/07 12/17/07 14 68.39 65.20 -3.19 -4.66 -1.55
9/06/10 11/29/10 84 54.00 56.07 2.07 3.82 1.27 -0.30
Fukuoka 9/24/18 10/08/18 14 32.65 32.30 -0.35 -1.07 -0.36 -0.36
Umweltbank 12/21/15 1/11/16 21 2,143.02 2,115.23 -27.78 -1.30 -0.43 -0.43
Banca Generali 7/08/19 7/29/19 21 3,216.12 3,231.54 15.42 0.48 0.16
9/16/19 10/07/19 21 3,371.52 3,301.08 -70.44 -2.09 -0.70 -0.54
UBI Banca 10/12/20 11/02/20 21 446.81 437.90 -8.91 -1.99 -0.66 -0.66
American Express 9/24/18 10/08/18 14 12,360.90 12,066.43 -294.47 -2.38 -0.79 -0.79
HDFC 5/19/08 5/26/08 7 131.37 125.02 -6.35 -4.83 -1.61 -1.61
FBD 7/15/13 9/02/13 49 1,996.76 1,890.54 -106.22 -5.32 -1.77 -1.77
Yes Bank 7/23/18 8/13/18 21 62.55 58.60 -3.96 -6.32 -2.11 -2.11
Kotak Mahindra Bank 7/23/18 8/13/18 21 216.34 203.47 -12.87 -5.95 -1.98
10/14/19 3/02/20 140 241.24 237.31 -3.93 -1.63 -0.54 -2.52
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Shanghai Pudong 6/25/07 7/30/07 35 260.12 271.87 11.76 4.52 1.51
10/08/07 10/15/07 7 362.98 357.26 -5.72 -1.58 -0.53
10/29/07 11/05/07 7 374.22 357.26 -16.96 -4.53 -1.51
12/03/07 12/17/07 14 341.04 302.10 -38.94 -11.42 -3.81
3/30/09 1/25/10 301 173.20 207.26 34.06 19.67 6.56
12/21/15 1/11/16 21 357.97 305.75 -52.23 -14.59 -4.86 -3.02
Unipol 9/16/19 10/07/19 21 568.14 560.41 -7.73 -1.36 -0.45
10/14/19 3/02/20 140 584.89 522.33 -62.56 -10.70 -3.57 -4.00
Deutsche Bank 7/06/20 9/28/20 84 1,070.43 894.70 -175.72 -16.42 -5.47 -5.47
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
Mediobanca 10/14/19 3/02/20 140 1,207.92 952.13 -255.79 -21.18 -7.06 -7.06
FinecoBank 7/23/18 8/13/18 21 1,326.35 1,268.23 -58.12 -4.38 -1.46
9/24/18 10/08/18 14 1,548.06 1,390.80 -157.25 -10.16 -3.39
7/06/20 9/28/20 84 1,571.98 1,440.73 -131.25 -8.35 -2.78
10/12/20 11/02/20 21 1,531.24 1,465.36 -65.88 -4.30 -1.43 -8.77
Bankinter 1/02/12 5/21/12 140 309.98 195.34 -114.64 -36.98 -12.33 -12.33
Alpha Bank 8/13/12 6/10/13 301 6,060.60 3,159.52 -2,901.08 -47.87 -15.96 -15.96
Annotations
5/16/22 Cdn Imp Bk Comm stock split 1:2 (two for one)
9/21/17 Yes Bank stock split 1:5 (five for one)
9/18/17 Umweltbank stock split 1:5 (five for one)
7/10/17 Bank of Ireland reverse split 30:1 (one for thirty)
1/23/17 Unicredit reverse stock split 10:1 (one for ten)
10/24/16 Banco Comercial reverse stock split 75:1 (one for seventyfive)
1/13/16 Banken Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15 Heartland name change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
9/21/15 Unipol re-joins the MIB as replacement for Autogrill
5/19/15 Svenska Handelsbank ex Split 1:3 (three for one)
3/11/15 Banks first full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing,
but there is a well performing [Alternating] technique.
write an annotation