Share-o-matic - Assessment Banks

Assessment - Banks - 22/11/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ17	Curr	∅-RS
		SOM Banks	202.871	Fri	-2.72	207.622	-2.29	193.583	14.039	7.25	USD	9.35
		BBVA Banco Francés	250.900	Fri	3.34	236.100	6.27	188.600	47.500	25.19	ARS	36.50
	L	Raiffeisen Bank Int	25.440	Fri	-4.36	26.060	-2.38	19.210	6.850	35.66	EUR	35.94
		Societe Generale	27.265	Fri	-7.06	29.250	-6.79	24.905	4.345	17.45	EUR	30.81
		State Bank of India	470.500	Fri	-4.09	486.400	-3.27	423.300	63.100	14.91	INR	30.68
		Banco Macro	336.250	Fri	3.22	320.000	5.08	250.300	69.700	27.85	ARS	29.18
	L	S.E.B	128.850	Fri	-6.73	137.800	-6.49	115.350	22.450	19.46	SEK	28.97
	L	Aareal Bank	28.960	Fri	-1.16	28.100	3.06	20.520	7.580	36.94	EUR	28.65
	L	ABN AMRO	12.434	Fri	-5.76	13.018	-4.49	9.830	3.188	32.43	EUR	27.94
		Erste Group Bank	38.040	Fri	-3.82	38.590	-1.43	32.250	6.340	19.66	EUR	26.65
		Nordea Bank	10.240	Fri	-5.99	10.882	-5.90	9.999	0.883	8.83	EUR	26.28
		Wells Fargo	49.900	Fri	0.12	50.340	-0.87	45.010	5.330	11.84	USD	25.84
		Nordea Bank	105.580	Fri	-4.69	109.800	-3.84	101.700	8.100	7.96	SEK	25.72
		Banco Sabadell	0.589	Fri	-6.09	0.626	-5.88	0.557	0.069	12.31	EUR	25.25
	L	Woori Financial	12,900.000	Fri	-4.44	13,350.000	-3.37	11,000.000	2,350.000	21.36	KRW	24.67
		Banco del Bajio	39.010	Fri	4.33	38.410	1.56	34.700	3.710	10.69	MXN	24.40
		Bank of America	46.320	Fri	-0.41	46.280	0.09	38.130	8.150	21.37	USD	22.97
	L	Shinsei Bank	1,935.000	Fri	-0.62	1,894.000	2.16	1,447.000	447.000	30.89	JPY	22.61
		Bank of Ireland	4.732	Fri	-6.85	5.078	-6.81	4.380	0.698	15.94	EUR	22.29
		National Bank CA	102.330	Fri	-1.64	105.440	-2.95	93.740	11.700	12.48	CAD	21.22
		Banca Generali	35.860	Fri	-2.82	39.170	-8.45	35.370	3.800	10.74	EUR	20.90
		ICICI Bank	722.200	Fri	-3.84	752.000	-3.96	676.750	75.250	11.12	INR	20.81
	L	Swedbank	183.500	Fri	-5.06	193.460	-5.15	165.960	27.500	16.57	SEK	20.60
		BNY Mellon	57.770	Fri	-0.48	58.210	-0.76	50.250	7.960	15.84	USD	20.54
		Bank Montreal	138.850	Fri	-0.24	138.610	0.17	125.330	13.280	10.60	CAD	20.37
		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ17	Curr	∅-RS
		Umweltbank	19.650	Fri	-1.26	20.700	-5.07	18.150	2.550	14.05	EUR	19.91
	L	Commerzbank	6.300	Fri	-5.58	6.646	-5.21	5.525	1.121	20.29	EUR	18.20
		Heartland	2.270	Fri	1.34	2.270		2.040	0.230	11.27	NZD	17.52
		Unicredit	10.494	Fri	-6.90	11.052	-5.05	9.818	1.234	12.57	EUR	17.47
		Banco Santander MX	26.320	Fri	-0.11	26.300	0.08	23.750	2.550	10.74	MXN	16.96
		Lloyds Bank	46.000	Fri	-7.42	49.730	-7.50	46.555	3.175	6.82	GBP	16.67
		NatWest	208.200	Fri	-7.47	223.700	-6.93	201.700	22.000	10.91	GBP	16.24
		DNB	201.500	Fri	-5.31	211.000	-4.50	176.000	35.000	19.89	NOK	15.98
		BNP Paribas	55.290	Fri	-5.86	58.640	-5.71	51.710	6.930	13.40	EUR	15.45
		American Express	176.210	Fri	-1.89	170.900	3.11	172.610	-1.710	-0.99	USD	15.17
		KBC	71.780	Fri	-4.70	75.200	-4.55	67.640	7.560	11.18	EUR	14.87
		FinecoBank	15.515	Fri	-2.73	16.705	-7.12	14.615	2.090	14.30	EUR	14.86
		Cdn Imp Bk Comm	148.380	Fri	-0.52	148.610	-0.15	144.160	4.450	3.09	CAD	14.38
		UBS	15.615	Fri	-5.79	16.380	-4.67	14.860	1.520	10.23	CHF	14.28
	L	Toronto-Dominion	94.570	Fri	-1.60	92.960	1.73	82.690	10.270	12.42	CAD	14.21
		VTB Bank	1.090	Fri	-3.54	1.120	-2.68	1.060	0.060	5.66	EUR	14.19
		DBS Bank	31.570	Fri	-1.68	32.530	-2.95	30.000	2.530	8.43	SGD	13.79
	L	IBK	11,000.000	Fri	-1.35	11,050.000	-0.45	10,250.000	800.000	7.80	KRW	13.44
		Gentera	12.050	Fri	0.42	11.670	3.26	12.230	-0.560	-4.58	MXN	13.27
		Banco Bilbao Viz	4.846	Fri	-7.34	5.424	-10.66	5.480	-0.056	-1.02	EUR	12.05
		HDFC	2,741.700	Fri	-4.40	2,894.850	-5.29	2,464.300	430.550	17.47	INR	12.01
		Banco BPM	2.430	Fri	-5.81	2.645	-8.13	2.648	-0.003	-0.11	EUR	11.14
		Mediobanca	9.582	Fri	-4.66	10.160	-5.69	10.025	0.135	1.35	EUR	11.06
		Royal Bank CA	130.700	Fri	-1.54	131.630	-0.71	125.860	5.770	4.58	CAD	10.76
		Unipol	4.600	Fri	-4.66	4.992	-7.85	4.496	0.496	11.03	EUR	10.53
		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ17	Curr	∅-RS
		Banco Comercial	0.143	Fri	-4.16	0.144	-1.04	0.128	0.016	12.73	EUR	10.35
		KB Financial	55,800.000	Fri	-2.28	56,400.000	-1.06	51,800.000	4,600.000	8.88	KRW	10.34
		JP Morgan Chase	163.050	Fri	-0.86	164.350	-0.79	151.650	12.700	8.37	USD	10.09
		United Overseas Bank	27.110	Fri	-1.63	27.710	-2.17	25.890	1.820	7.03	SGD	9.76
		Aozora Bank	2,573.000	Fri	-1.27	2,591.000	-0.69	2,464.000	127.000	5.15	JPY	9.59
		Credit Agricole	12.066	Fri	-4.39	12.722	-5.16	11.874	0.848	7.14	EUR	9.16
		U.S. Bancorp	58.650	Fri	-1.13	58.980	-0.56	56.180	2.800	4.98	USD	9.08
		Banca Mediolanum	8.324	Fri	-4.50	8.742	-4.78	8.424	0.318	3.77	EUR	8.94
		National Australia B	27.650	Fri	-2.37	28.230	-2.05	25.940	2.290	8.83	AUD	8.39
		Bank Nova Scotia	82.760	Fri	0.22	82.320	0.53	77.970	4.350	5.58	CAD	8.33
		Regional	116.080	Fri	4.51	110.640	4.92	117.620	-6.980	-5.93	MXN	7.97
		Sberbank	14.250	Fri	-6.25	14.650	-2.73	13.800	0.850	6.16	EUR	7.23
		Svenska Handelsbank	95.180	Fri	-5.72	100.700	-5.48	97.440	3.260	3.35	SEK	7.23
	L	HSBC	414.050	Fri	-6.70	436.950	-5.24	402.900	34.050	8.45	GBP	5.72
		Kotak Mahindra Bank	1,964.300	Fri	-3.48	1,955.450	0.45	1,740.600	214.850	12.34	INR	5.70
	L	Bank of Communicats	4.680	Fri	-1.68	4.840	-3.31	4.490	0.350	7.80	HKD	4.90
		Deutsche Bank	10.700	Fri	-7.52	10.864	-1.51	10.658	0.206	1.93	EUR	4.84
		Intesa Sanpaolo	2.157	Fri	-5.75	2.327	-7.33	2.338	-0.011	-0.45	EUR	4.19
		Banco Santander	2.783	Fri	-8.92	3.102	-10.28	3.189	-0.087	-2.73	EUR	3.95
		HSBC	44.350	Fri	-3.90	45.550	-2.63	42.350	3.200	7.56	HKD	3.58
		OCBC	11.550	Fri	-1.62	11.810	-2.20	11.990	-0.180	-1.50	SGD	3.46
		Danske Bank	110.000	Fri	-4.93	115.300	-4.60	112.500	2.800	2.49	DKK	3.40
		Commonwealth Bank	94.810	Fri	-1.00	95.800	-1.03	99.140	-3.340	-3.37	AUD	2.80
		Sumitomo Mitsui Trst	3,701.000	Fri	-0.80	3,678.000	0.63	3,512.000	166.000	4.73	JPY	2.08
		IndusInd Bank	901.800	Fri	-5.99	1,006.900	-10.44	981.300	25.600	2.61	INR	2.02
		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ17	Curr	∅-RS
		China Merchants Bank	50.100	Fri	-2.57	51.690	-3.08	47.700	3.990	8.36	CNY	1.52
		HDFC Bank	1,489.900	Fri	-2.36	1,515.350	-1.68	1,434.550	80.800	5.63	INR	1.32
		BPER Banca	1.697	Fri	-4.31	1.808	-6.11	1.639	0.169	10.28	EUR	1.09
		Chiba Bank	683.000	Fri	-1.87	676.000	1.04	633.000	43.000	6.79	JPY	0.69
		Suncorp-Metway	10.800	Fri	-2.53	11.020	-2.00	11.400	-0.380	-3.33	AUD	0.64
		Resona	427.700	Fri	-1.63	428.100	-0.09	411.300	16.800	4.08	JPY	0.29
	L	Bank of Comm	4.590	Fri	-0.65	4.630	-0.86	4.350	0.280	6.44	CNY	0.02
		Shizuoka Bank	835.000	Fri	-2.11	848.000	-1.53	822.000	26.000	3.16	JPY	0.00
	L	Bank of China	2.740	Fri	-1.08	2.780	-1.44	2.710	0.070	2.58	HKD	-0.38
	S	ANZ Banking AU	27.070	Fri	-0.73	26.760	1.16	27.670	-0.910	-3.29	AUD	-0.41
	S	Citigroup	67.110	Fri	0.39	67.040	0.10	67.770	-0.730	-1.08	USD	-1.75
		Fukuoka	1,943.000	Fri	-2.41	1,948.000	-0.26	1,846.000	102.000	5.53	JPY	-2.36
	S	Hang Seng Bank	143.000	Fri	-1.52	142.800	0.14	151.100	-8.300	-5.49	HKD	-2.42
	S	ANZ Banking NZ	28.400	Fri	-0.98	27.850	1.97	29.140	-1.290	-4.43	NZD	-2.50
		Postal Savings Bank	5.150	Fri	-1.34	5.140	0.19	4.850	0.290	5.98	CNY	-2.66
	L	Bank of China	3.070	Fri	-0.32	3.060	0.33	3.050	0.010	0.33	CNY	-3.07
	S	Bank of China (HK)	24.000	Fri	-2.24	24.550	-2.24	25.000	-0.450	-1.80	HKD	-3.55
	S	Standard Chartered	411.600	Fri	-8.88	455.000	-9.54	433.500	21.500	4.96	GBP	-3.66
	S	Axis Bank	661.750	Fri	-2.67	686.400	-3.59	756.300	-69.900	-9.24	INR	-4.25
	S	Bankinter	4.306	Fri	-5.30	4.602	-6.43	4.609	-0.007	-0.15	EUR	-4.83
	L	Agricultural Bank	2.920	Fri		2.940	-0.68	2.980	-0.040	-1.34	CNY	-6.05
	S	Indiabulls HF	246.550	Fri	8.78	204.650	20.47	285.150	-80.500	-28.23	INR	-7.07
		Ind and Comm Bk	4.610	Fri	-0.43	4.630	-0.43	4.670	-0.040	-0.86	CNY	-7.61
	S	Westpac Banking	21.080	Fri	-2.54	21.680	-2.77	24.620	-2.940	-11.94	AUD	-9.29
	S	ICBC	4.190	Fri	-1.41	4.270	-1.87	4.400	-0.130	-2.95	HKD	-10.37
		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ17	Curr	∅-RS
	L	Yes Bank	12.450	Fri	-2.35	12.550	-0.80	13.300	-0.750	-5.64	INR	-10.99
		China Everbright Bk	3.350	Fri	-0.30	3.340	0.30	3.390	-0.050	-1.47	CNY	-11.33
		Credit Suisse	8.880	Fri	-3.48	9.066	-2.05	9.424	-0.358	-3.80	CHF	-11.82
	S	China Constr Bk HK	5.100	Fri	-1.35	5.200	-1.92	5.430	-0.230	-4.24	HKD	-12.01
	S	Shanghai Pudong	8.560	Fri	-0.93	8.600	-0.47	9.340	-0.740	-7.92	CNY	-12.25
	S	Industrial Bank	18.200	Fri	-0.38	18.200		18.700	-0.500	-2.67	CNY	-12.82
	L	China Minsheng Bk	3.890	Fri	-0.26	3.900	-0.26	4.120	-0.220	-5.34	CNY	-14.77
		Bank of East Asia	11.780	Fri	-2.64	12.060	-2.32	12.460	-0.400	-3.21	HKD	-19.29
Banks - 107 out of 107 instruments rated - 22/11/21 / 26/07/21 - 77 did rise, Market-Ratio(17) = 71.96 %

Technical Chart

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

2/01/17	scale up chart	22/11/21

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
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 Holdings	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	2/11/20	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
2/11/20		9/11/20	7		- cash -
	9/11/20	26/11/21	382		BBVA Banco Francés	33	259	ARS	153.400	250.900	97.500	64	144,691	60
					HDFC Bank	33	297	INR	134.055	148.990	14.935	11	149,127	11
					IndusInd Bank	33	514	INR	77.545	90.180	12.635	16	155,622	16
100							30						29
accum	11/09/06	26/11/21	3673	days out of 5808 invested (63%)							1,456		155,622	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	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	133.60
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	26/11/21	382	153.40	250.90	97.50	63.56		21.19	124.77
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
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
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	22.05
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
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
IndusInd Bank		9/11/20	26/11/21	382	77.55	90.18	12.64	16.29		5.43	5.43
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
HDFC Bank		12/10/20	2/11/20	21	121.37	121.53	0.16	0.13		0.04
		9/11/20	26/11/21	382	134.06	148.99	14.94	11.14		3.71	3.76
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Lloyds Bank		15/07/13	2/09/13	49	0.69	0.73	0.04	5.59		1.86	1.86
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
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
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	2/11/20	21	3.59	3.59	0.00	0.00		0.00	0.00
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
HDFC		19/05/08	26/05/08	7	53.76	51.70	-2.06	-3.83		-1.28	-1.28
Yes Bank		23/07/18	13/08/18	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		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 Holdings		15/07/13	2/09/13	49	15.40	14.32	-1.08	-7.01		-2.34	-2.34
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
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

2/02/18	Banco Santander MX	merger of banco and grupo financiero
21/09/17	Yes Bank	stock split 1:5 (five 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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