Share-o-matic - Assessment Banks

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

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

7/01/19	scale up chart	4/12/23

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	d_i %	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	d_i %	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	d_i %	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	d_i %	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	d_i %	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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