Share-o-matic - Assessment Banks

Assessment - Banks - 8/02/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	4/05/21	prc diff	⇓ Δ17	Curr	∅-RS
		SOM Banks	194.741	Tue	0.44	193.895	0.44	190.165	3.730	1.96	USD	14.89
		State Bank of India	446.500	Tue	2.67	434.900	2.67	353.550	81.350	23.01	INR	54.59
	L	Banco del Bajio	37.380	Tue	2.35	36.520	2.35	27.810	8.710	31.32	MXN	54.09
		Bank of Ireland	4.830	Tue	7.81	4.480	7.81	4.246	0.234	5.51	EUR	52.81
	L	Regional	120.020	Tue	-1.12	121.380	-1.12	95.990	25.390	26.45	MXN	52.60
		Banco Bilbao Viz	5.570	Tue	2.20	5.450	2.20	4.446	1.005	22.60	EUR	49.68
		Banco Sabadell	0.594	Tue	1.23	0.587	1.23	0.455	0.132	28.93	EUR	45.92
	L	Indiabulls HF	285.300	Tue	-0.59	287.000	-0.59	193.400	93.600	48.40	INR	44.63
		Wells Fargo	46.830	Tue	2.27	45.790	2.27	39.480	6.310	15.98	USD	43.68
		Societe Generale	26.450	Tue	6.37	24.865	6.37	22.680	2.185	9.63	EUR	41.84
		Gentera	11.900	Tue	2.59	11.600	2.59	9.330	2.270	24.33	MXN	36.47
		ICICI Bank	690.400	Tue	1.32	681.400	1.32	571.250	110.150	19.28	INR	34.81
		American Express	169.040	Tue	-0.14	169.270	-0.14	146.060	23.210	15.89	USD	34.45
		Erste Group Bank	33.310	Tue	-0.12	33.350	-0.12	29.100	4.250	14.60	EUR	34.17
		NatWest	207.400	Tue	1.42	204.500	1.42	196.700	7.800	3.97	GBP	32.68
	L	Nordea Bank	10.020	Tue	1.00	9.921	1.00	8.467	1.454	17.17	EUR	31.35
		VTB Bank	1.120	Tue	0.90	1.110	0.90	0.925	0.185	20.00	EUR	30.90
	L	Nordea Bank	102.380	Tue	1.45	100.920	1.45	86.600	14.320	16.54	SEK	30.80
		Banco BPM	2.488	Tue	-1.43	2.524	-1.43	2.442	0.082	3.36	EUR	30.03
		Lloyds Bank	46.850	Tue	1.33	46.235	1.33	42.770	3.465	8.10	GBP	28.59
		Heartland	2.060	Tue		2.060		1.740	0.320	18.39	NZD	28.30
		Umweltbank	18.500	Tue	0.27	18.450	0.27	17.300	1.150	6.65	EUR	26.66
		Cdn Imp Bk Comm	143.420	Tue	-1.14	145.070	-1.14	124.310	20.760	16.70	CAD	25.62
		Bank Montreal	124.260	Tue	0.59	123.530	0.59	113.620	9.910	8.72	CAD	25.46
		Banco Santander	3.103	Tue	1.21	3.066	1.21	2.883	0.183	6.35	EUR	25.33
		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	4/05/21	prc diff	⇓ Δ17	Curr	∅-RS
		Commonwealth Bank	101.450	Tue	-0.21	101.660	-0.21	86.210	15.450	17.92	AUD	24.44
		National Bank CA	95.750	Tue	0.27	95.490	0.27	85.400	10.090	11.81	CAD	23.63
		S.E.B	117.800	Tue	0.81	116.850	0.81	107.000	9.850	9.21	SEK	23.39
		BBVA Banco Francés	185.000	Tue	-0.67	186.250	-0.67	131.900	54.350	41.21	ARS	23.25
		IndusInd Bank	1,022.050	Tue	3.45	988.000	3.45	937.350	50.650	5.40	INR	23.00
		Banco Santander MX	23.510	Tue	0.77	23.330	0.77	22.460	0.870	3.87	MXN	21.67
		Mediobanca	9.672	Tue	-1.47	9.816	-1.47	9.464	0.352	3.72	EUR	21.23
		ANZ Banking AU	28.010	Tue	-0.71	28.210	-0.71	28.240	-0.030	-0.11	AUD	21.20
		Sberbank	14.250	Tue	0.35	14.200	0.35	12.900	1.300	10.08	EUR	21.10
		KBC	67.900	Tue	-0.26	68.080	-0.26	62.800	5.280	8.41	EUR	20.65
		BNY Mellon	52.000	Tue	1.40	51.280	1.40	48.130	3.150	6.54	USD	20.54
		Banca Generali	34.970	Tue	0.17	34.910	0.17	30.070	4.840	16.10	EUR	20.31
		DBS Bank	30.210	Tue	-0.49	30.360	-0.49	29.310	1.050	3.58	SGD	20.31
		Bank of America	38.550	Tue	1.55	37.960	1.55	39.800	-1.840	-4.62	USD	19.57
		Raiffeisen Bank Int	19.670	Tue	-0.86	19.840	-0.86	18.700	1.140	6.10	EUR	19.44
	L	Suncorp-Metway	11.840	Tue	0.34	11.800	0.34	10.250	1.550	15.12	AUD	19.26
		Axis Bank	738.600	Tue	2.42	721.150	2.42	685.250	35.900	5.24	INR	19.23
		Aozora Bank	2,559.000	Tue	2.40	2,499.000	2.40	2,500.000	-1.000	-0.04	JPY	19.22
		OCBC	12.240	Tue	-0.49	12.300	-0.49	11.820	0.480	4.06	SGD	19.15
		ANZ Banking NZ	29.540	Tue	-0.71	29.750	-0.71	30.580	-0.830	-2.71	NZD	18.90
		JP Morgan Chase	152.890	Tue	1.14	151.170	1.14	153.620	-2.450	-1.59	USD	18.38
		Unicredit	9.880	Tue	-0.30	9.910	-0.30	9.015	0.895	9.93	EUR	17.94
		Westpac Banking	24.800	Tue	-0.92	25.030	-0.92	24.540	0.490	2.00	AUD	17.91
		National Australia B	26.340	Tue	-0.79	26.550	-0.79	26.100	0.450	1.72	AUD	17.43
		UBS	15.040	Tue	-0.30	15.085	-0.30	14.880	0.205	1.38	CHF	17.23
		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	4/05/21	prc diff	⇓ Δ17	Curr	∅-RS
		U.S. Bancorp	55.890	Tue	1.38	55.130	1.38	56.370	-1.240	-2.20	USD	17.16
		BNP Paribas	51.400	Tue	0.88	50.950	0.88	52.150	-1.200	-2.30	EUR	17.04
		Royal Bank CA	126.280	Tue	0.08	126.180	0.08	116.500	9.680	8.31	CAD	16.45
		Intesa Sanpaolo	2.327	Tue	0.52	2.315	0.52	2.318	-0.004	-0.15	EUR	16.20
		Credit Agricole	11.788	Tue	0.55	11.724	0.55	12.438	-0.714	-5.74	EUR	16.15
		Bank Nova Scotia	78.180	Tue	0.40	77.870	0.40	78.310	-0.440	-0.56	CAD	14.75
		Banca Mediolanum	8.280	Tue	-0.53	8.324	-0.53	8.024	0.300	3.74	EUR	14.34
		United Overseas Bank	25.850	Tue	-1.07	26.130	-1.07	25.920	0.210	0.81	SGD	13.79
		Citigroup	68.880	Tue	1.70	67.730	1.70	72.750	-5.020	-6.90	USD	13.70
		Toronto-Dominion	83.620	Tue	0.81	82.950	0.81	83.470	-0.520	-0.62	CAD	13.29
		IBK	10,250.000	Tue	0.49	10,200.000	0.49	9,080.000	1,120.000	12.33	KRW	12.72
		Deutsche Bank	10.472	Tue	-0.44	10.518	-0.44	10.340	0.178	1.72	EUR	12.61
		DNB	181.350	Tue	-0.25	181.800	-0.25	182.000	-0.200	-0.11	NOK	11.95
		ABN AMRO	9.920	Tue	0.24	9.896	0.24	10.350	-0.454	-4.39	EUR	10.96
		Swedbank	168.420	Tue	0.35	167.840	0.35	153.100	14.740	9.63	SEK	10.74
		Woori Financial	10,950.000	Tue	0.92	10,850.000	0.92	10,050.000	800.000	7.96	KRW	10.58
		Svenska Handelsbank	97.480	Tue	0.12	97.360	0.12	95.700	1.660	1.73	SEK	10.53
		FinecoBank	14.915	Tue	0.78	14.800	0.78	13.955	0.845	6.06	EUR	10.50
		KB Financial	51,600.000	Tue	1.38	50,900.000	1.38	54,600.000	-3,700.000	-6.78	KRW	10.32
		Unipol	4.477	Tue	-1.45	4.543	-1.45	4.760	-0.217	-4.56	EUR	9.52
		Sumitomo Mitsui Trst	3,605.000	Tue	-0.99	3,641.000	-0.99	3,860.000	-219.000	-5.67	JPY	9.44
		HSBC	42.900	Tue	-1.27	43.450	-1.27	45.350	-1.900	-4.19	HKD	8.68
		Hang Seng Bank	149.300	Tue	-0.47	150.000	-0.47	150.700	-0.700	-0.46	HKD	8.55
		HDFC	2,554.650	Tue	3.76	2,462.050	3.76	2,445.850	16.200	0.66	INR	8.34
		Aareal Bank	20.380	Tue	-3.78	21.180	-3.78	24.980	-3.800	-15.21	EUR	6.93
		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	4/05/21	prc diff	⇓ Δ17	Curr	∅-RS
		Banco Comercial	0.120	Tue	0.59	0.120	0.59	0.117	0.003	2.22	EUR	6.32
		Banco Macro	246.650	Tue	1.92	242.000	1.92	196.550	45.450	23.12	ARS	6.06
		HDFC Bank	1,434.700	Tue	0.85	1,422.650	0.85	1,449.600	-26.950	-1.86	INR	5.91
		Danske Bank	109.650	Tue	-1.48	111.300	-1.48	118.700	-7.400	-6.23	DKK	5.33
		Resona	418.500	Tue	-0.48	420.500	-0.48	473.100	-52.600	-11.12	JPY	4.01
		Commerzbank	5.447	Tue	0.65	5.412	0.65	5.236	0.176	3.36	EUR	3.70
		Chiba Bank	651.000	Tue	0.62	647.000	0.62	738.000	-91.000	-12.33	JPY	3.38
		Bank of China (HK)	25.500	Tue	0.59	25.350	0.59	26.950	-1.600	-5.94	HKD	3.29
		China Merchants Bank	47.590	Tue	-0.25	47.710	-0.25	50.950	-3.240	-6.36	CNY	3.28
		HSBC	398.050	Tue	0.48	396.150	0.48	423.200	-27.050	-6.39	GBP	3.18
		Bank of Communicats	4.610	Tue	1.10	4.560	1.10	4.950	-0.390	-7.88	HKD	3.12
		Shizuoka Bank	825.000	Tue	0.73	819.000	0.73	864.000	-45.000	-5.21	JPY	2.91
		Bankinter	4.618	Tue	0.70	4.586	0.70	5.852	-1.266	-21.63	EUR	1.11
		Shinsei Bank	1,428.000	Tue	-0.97	1,442.000	-0.97	1,775.000	-333.000	-18.76	JPY	1.07
		Ferratum	5.000	Tue		5.000		5.860	-0.860	-14.68	EUR	0.73
		Fukuoka	1,939.000	Tue	1.36	1,913.000	1.36	2,117.000	-204.000	-9.64	JPY	0.15
	S	Kotak Mahindra Bank	1,685.650	Tue	1.23	1,665.100	1.23	1,759.200	-94.100	-5.35	INR	-0.09
	S	Bank of China	2.730	Tue	0.74	2.710	0.74	2.950	-0.240	-8.14	HKD	-0.71
	S	Standard Chartered	441.000	Tue	0.98	436.700	0.98	490.200	-53.500	-10.91	GBP	-2.08
	S	BPER Banca	1.624	Tue	-1.37	1.646	-1.37	1.902	-0.256	-13.44	EUR	-3.18
		Postal Savings Bank	4.820	Tue	-0.41	4.840	-0.41	5.670	-0.830	-14.64	CNY	-4.87
	S	Bank of China	2.990	Tue	-0.66	3.010	-0.66	3.310	-0.300	-9.06	CNY	-6.58
	S	Bank of Comm	4.300	Tue	-0.46	4.320	-0.46	4.850	-0.530	-10.93	CNY	-7.65
	S	China Constr Bk HK	5.490	Tue	0.73	5.450	0.73	6.520	-1.070	-16.41	HKD	-8.03
	S	Agricultural Bank	2.920	Tue	-0.68	2.940	-0.68	3.350	-0.410	-12.24	CNY	-8.44
		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	4/05/21	prc diff	⇓ Δ17	Curr	∅-RS
	S	ICBC	4.350	Tue		4.350		5.560	-1.210	-21.76	HKD	-9.37
	S	Shanghai Pudong	9.120	Tue	-0.11	9.130	-0.11	10.760	-1.630	-15.15	CNY	-9.47
	S	Ind and Comm Bk	4.580	Tue	-0.43	4.600	-0.43	5.420	-0.820	-15.13	CNY	-10.07
	S	Credit Suisse	9.360	Tue	0.26	9.336	0.26	10.160	-0.824	-8.11	CHF	-10.21
	S	Industrial Bank	17.640	Tue	-1.45	17.900	-1.45	23.380	-5.480	-23.44	CNY	-10.56
		Yes Bank	12.750	Tue		12.750		15.500	-2.750	-17.74	INR	-12.44
	S	China Everbright Bk	3.320	Tue	-0.30	3.330	-0.30	4.020	-0.690	-17.16	CNY	-15.19
	S	Bank of East Asia	12.980	Tue	-0.31	13.020	-0.31	16.300	-3.280	-20.12	HKD	-18.87
	S	China Minsheng Bk	3.990	Tue	-0.50	4.010	-0.50	4.990	-0.980	-19.64	CNY	-20.63
Banks - 108 out of 108 instruments rated - 8/02/21 / 4/05/21 - 57 did rise, Market-Ratio(17) = 52.78 %

Technical Chart

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

1/02/17	scale up chart	8/02/21

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
10/07/19		10/14/19	7		- cash -
	10/14/19	3/02/20	140		Mediobanca	33	5,282	EUR	10.105	7.902	-2.203	-22	148,505	-47
					Unipol	33	10,910	EUR	4.893	4.335	-0.558	-11	142,418	-27
					Kotak Mahindra Bank	33	336	INR	158.550	159.900	1.350	1	142,871	2
100							-11						-26
3/02/20		7/06/20	126		- cash -
	7/06/20	9/28/20	84		Deutsche Bank	33	5,406	EUR	8.808	7.272	-1.536	-17	134,568	-57
					BBVA Banco Francés	33	304	ARS	156.200	124.250	-31.950	-20	124,855	-63
					FinecoBank	33	3,693	EUR	12.935	11.710	-1.225	-9	120,331	-35
100							-16						-53
9/28/20		10/12/20	14		- cash -
	10/12/20	11/02/20	21		UBI Banca	33	11,166	EUR	3.592	3.592	0.000	0	120,331	0
					FinecoBank	33	3,258	EUR	12.310	12.020	-0.290	-2	119,386	-34
					HDFC Bank	33	330	INR	121.365	121.525	0.160	0	119,439	2
100							-1						-12
11/02/20		11/09/20	7		- cash -
	11/09/20	8/03/21	267		BBVA Banco Francés	33	259	ARS	153.400	185.000	31.600	21	127,623	29
					HDFC Bank	33	297	INR	134.055	143.470	9.415	7	130,420	10
					IndusInd Bank	33	514	INR	77.545	102.205	24.660	32	143,095	46
100							20						28
accum	9/11/06	8/03/21	3558	days out of 5693 invested (62%)							1,331		143,095	31

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
		7/06/20	9/28/20	84	156.20	124.25	-31.95	-20.45		-6.82
		11/09/20	8/03/21	267	153.40	185.00	31.60	20.60		6.87	98.21
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
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
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
IndusInd Bank		11/09/20	8/03/21	267	77.55	102.21	24.66	31.80		10.60	10.60
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
HDFC Bank		10/12/20	11/02/20	21	121.37	121.53	0.16	0.13		0.04
		11/09/20	8/03/21	267	134.06	143.47	9.41	7.02		2.34	2.39
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
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
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
UBI Banca		10/12/20	11/02/20	21	3.59	3.59	0.00	0.00		0.00	0.00
Fukuoka		9/24/18	10/08/18	14	32.65	32.30	-0.35	-1.07		-0.36	-0.36
Banco Sabadell		12/19/11	12/26/11	7	2.52	2.49	-0.03	-1.27		-0.42	-0.42
American Express		9/24/18	10/08/18	14	109.85	106.99	-2.86	-2.60		-0.87	-0.87
Kotak Mahindra Bank		7/23/18	8/13/18	21	133.71	128.72	-4.99	-3.73		-1.24
		10/14/19	3/02/20	140	158.55	159.90	1.35	0.85		0.28	-0.96
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
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
Unipol		9/16/19	10/07/19	21	4.78	4.77	-0.01	-0.25		-0.08
		10/14/19	3/02/20	140	4.89	4.34	-0.56	-11.40		-3.80	-3.88
Deutsche Bank		7/06/20	9/28/20	84	8.81	7.27	-1.54	-17.44		-5.81	-5.81
Aozora Bank		12/19/11	12/26/11	7	20.50	20.80	0.30	1.46		0.49
		1/02/12	5/21/12	140	21.80	17.40	-4.40	-20.18		-6.73	-6.27
FinecoBank		7/23/18	8/13/18	21	10.18	10.05	-0.14	-1.33		-0.44
		9/24/18	10/08/18	14	11.68	10.73	-0.95	-8.13		-2.71
		7/06/20	9/28/20	84	12.94	11.71	-1.23	-9.47		-3.16
		10/12/20	11/02/20	21	12.31	12.02	-0.29	-2.36		-0.79	-6.94
Mediobanca		10/14/19	3/02/20	140	10.11	7.90	-2.20	-21.80		-7.27	-7.27
Bankinter		1/02/12	5/21/12	140	3.11	1.94	-1.18	-37.80		-12.60	-12.60
Alpha Bank		8/13/12	6/10/13	301	63.00	24.50	-38.50	-61.11		-20.37	-20.37

Annotations

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)
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
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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