Share-o-matic - Assessment Banks

Assessment - Banks - 4/15/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	267.950	15:45	-0.16	268.237	-0.11	242.569	25.668	10.58	USD	16.35
		Banco Macro	5,187.750	Thu	1.41	5,058.950	2.55	3,037.450	2,021.500	66.55	ARS	195.83
		BBVA Banco Francés	2,859.800	Thu	0.62	2,922.400	-2.14	1,893.800	1,028.600	54.31	ARS	135.53
		Banco de Valores	259.500	Thu	0.19	265.000	-2.08	249.250	15.750	6.32	ARS	90.07
	L	Unipol	8.240	15:35	1.35	8.060	2.23	5.362	2.698	50.32	EUR	49.18
	L	Unicredit	35.275	15:37	0.56	34.350	2.69	25.600	8.750	34.18	EUR	46.75
	L	BPER Banca	4.411	15:35	-0.11	4.268	3.35	3.175	1.093	34.43	EUR	39.80
	L	Deutsche Bank	14.954	15:35	1.04	14.710	1.66	11.938	2.772	23.22	EUR	36.35
	L	Banco BPM	6.390	15:37	0.63	6.160	3.73	4.746	1.414	29.79	EUR	33.28
	L	Resona	981.100	06:15	-1.89	1,013.500	-3.20	758.800	254.700	33.57	JPY	33.09
	L	Banco Bilbao Viz	10.205	15:44	-2.06	10.170	0.34	8.252	1.918	23.24	EUR	31.87
	L	Intesa Sanpaolo	3.377	15:37	0.82	3.327	1.52	2.723	0.604	22.16	EUR	28.67
	L	Chiba Bank	1,286.500	06:15	-1.23	1,313.500	-2.06	1,080.000	233.500	21.62	JPY	27.60
	L	Fukuoka	4,082.000	06:15	-1.28	4,225.000	-3.38	3,435.000	790.000	23.00	JPY	27.59
	L	Wells Fargo	58.740	Thu	2.73	56.970	3.11	47.400	9.570	20.19	USD	27.38
		American Express	225.010	14:12	3.45	218.400	3.03	182.040	36.360	19.97	USD	26.64
	L	Banco Sabadell	1.485	15:35	-1.20	1.423	4.36	1.153	0.270	23.43	EUR	25.90
	L	Banco Santander	4.512	15:37	-0.73	4.471	0.92	3.760	0.711	18.90	EUR	24.37
	L	State Bank of India	750.450	09:59	0.76	757.500	-0.93	640.100	117.400	18.34	INR	23.74
	L	Citigroup	58.320	Thu	0.26	58.560	-0.41	52.620	5.940	11.29	USD	23.51
		KB Financial	63,700.000	06:30	-0.47	66,200.000	-3.78	51,600.000	14,600.000	28.29	KRW	22.56
	L	Commerzbank	13.375	15:42	0.11	12.900	3.68	11.440	1.460	12.76	EUR	21.77
		Danske Bank	202.900	14:59	0.05	205.500	-1.27	189.550	15.950	8.41	DKK	21.48
		UBS	25.700	15:30	-0.43	26.250	-2.10	25.300	0.950	3.75	CHF	20.52
	L	Erste Group Bank	43.000	15:35	0.75	41.790	2.90	39.260	2.530	6.44	EUR	20.30
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	Mediobanca	13.495	15:35	-0.63	13.680	-1.35	11.270	2.410	21.38	EUR	19.49
	L	Sumitomo Mitsui Trst	3,173.000	06:15	-1.49	3,291.000	-3.59	2,936.500	354.500	12.07	JPY	19.37
	L	NatWest	276.700	15:35	0.47	276.800	-0.04	212.200	64.600	30.44	GBP	19.14
	L	Agricultural Bank	4.540	07:00	1.11	4.370	3.89	3.710	0.660	17.79	CNY	18.94
	L	Bank of America	35.770	Thu	1.53	35.950	-0.50	32.800	3.150	9.60	USD	18.32
		JP Morgan Chase	182.300	14:13	0.58	182.890	-0.32	169.050	13.840	8.19	USD	17.82
	L	Unicaja Banco	1.142	15:35	-0.95	1.151	-0.78	0.909	0.242	26.62	EUR	17.67
	L	Banca Mediolanum	10.170	15:35	-0.10	10.090	0.79	9.102	0.988	10.85	EUR	17.62
		BNY Mellon	55.250	Thu	1.45	55.090	0.29	54.850	0.240	0.44	USD	17.36
	L	Westpac Banking	25.435	05:55	-1.15	26.160	-2.77	23.290	2.870	12.32	AUD	17.17
	L	Credit Agricole	14.035	15:35	0.97	13.820	1.56	13.216	0.604	4.57	EUR	16.55
		National Australia B	33.080	05:52	-1.11	33.930	-2.51	30.950	2.980	9.63	AUD	16.25
	L	Suncorp-Metway	15.925	05:55	-1.52	16.040	-0.72	13.750	2.290	16.65	AUD	16.20
	L	Bankinter	7.250	15:35	-0.41	6.890	5.22	6.120	0.770	12.58	EUR	16.17
		Banco Comercial	0.305	15:35	-2.84	0.299	1.70	0.299	0.001	0.30	EUR	15.95
	L	ANZ Banking NZ	30.640	05:00	-2.73	31.510	-2.76	27.790	3.720	13.39	NZD	15.18
		Raiffeisen Bank Int	17.180	15:35	-0.35	17.600	-2.39	19.990	-2.390	-11.96	EUR	15.05
	L	Lloyds Bank	50.920	15:35	-0.16	51.160	-0.47	43.825	7.335	16.74	GBP	14.41
	L	ANZ Banking AU	28.170	05:50	-1.37	29.000	-2.86	25.950	3.050	11.75	AUD	14.32
	L	Cdn Imp Bk Comm	65.020	Thu	0.34	65.740	-1.10	61.710	4.030	6.53	CAD	14.21
	L	Jyske Bank	570.000	14:59	-0.61	580.000	-1.72	533.800	46.200	8.65	DKK	14.09
	L	ABN AMRO	15.625	15:39	0.10	15.780	-0.98	13.545	2.235	16.50	EUR	13.34
		U.S. Bancorp	39.440	Thu	-0.20	41.440	-4.83	42.150	-0.710	-1.68	USD	13.31
		S.E.B	145.250	15:29	-0.07	146.950	-1.16	142.750	4.200	2.94	SEK	13.11
	L	KBC	69.600	15:35	-0.57	68.500	1.61	58.780	9.720	16.54	EUR	12.52
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	National Bank CA	110.120	Thu	-0.28	110.690	-0.51	100.110	10.580	10.57	CAD	12.48
	L	BNP Paribas	65.430	15:39	-0.05	65.770	-0.52	61.120	4.650	7.61	EUR	12.16
		IBK	13,350.000	06:30	0.53	12,770.000	4.54	11,620.000	1,150.000	9.90	KRW	12.10
	L	Ind and Comm Bk	5.550	07:00	0.54	5.420	2.40	4.860	0.560	11.52	CNY	11.22
	L	Bank of China	3.360	08:08	0.30	3.260	3.07	2.930	0.330	11.26	HKD	11.03
		Svenska Handelsbank	109.000	15:29	-0.41	109.900	-0.82	110.400	-0.500	-0.45	SEK	10.65
	L	FinecoBank	14.140	15:35	1.43	14.090	0.35	14.000	0.090	0.64	EUR	10.45
		ICICI Bank	1,067.250	09:59	1.12	1,078.350	-1.03	1,009.850	68.500	6.78	INR	10.35
		Swedbank	214.800	15:29	0.80	214.900	-0.05	206.900	8.000	3.87	SEK	10.26
		Regional	151.070	Thu	-0.87	154.570	-2.26	155.590	-1.020	-0.66	MXN	9.97
		Commonwealth Bank	111.540	05:51	-1.06	114.640	-2.70	113.660	0.980	0.86	AUD	9.24
	L	Bank of Ireland	10.055	15:30	0.35	9.692	3.75	8.292	1.400	16.88	EUR	9.14
		Banco del Bajio	60.700	Thu	-0.33	62.740	-3.25	59.590	3.150	5.29	MXN	9.08
		IndusInd Bank	1,482.050	09:59	0.52	1,539.900	-3.76	1,688.850	-148.950	-8.82	INR	8.78
	L	DBS Bank	36.410	09:15	-0.11	35.640	2.16	32.680	2.960	9.06	SGD	8.76
		Banca Generali	35.340	15:35	-0.90	35.440	-0.28	34.410	1.030	2.99	EUR	8.16
		Woori Financial	13,540.000	06:30	0.30	13,560.000	-0.15	12,620.000	940.000	7.45	KRW	8.00
	L	OCBC	13.690	09:15	-0.15	13.710	-0.15	12.940	0.770	5.95	SGD	7.44
	L	Societe Generale	24.750	15:35	0.16	24.980	-0.92	23.345	1.635	7.00	EUR	7.34
		Bank Montreal	125.360	Thu	0.07	127.840	-1.94	127.250	0.590	0.46	CAD	6.95
	L	Royal Bank CA	133.520	Thu	0.17	134.990	-1.09	132.450	2.540	1.92	CAD	6.79
		HSBC	646.200	15:39	0.25	651.100	-0.75	596.400	54.700	9.17	GBP	6.34
		HSBC	61.850	08:08	-1.28	63.850	-3.13	60.950	2.900	4.76	HKD	5.89
		Axis Bank	1,029.100	10:00	0.50	1,057.950	-2.73	1,119.500	-61.550	-5.50	INR	5.37
		DNB	211.500	14:25	0.09	216.300	-2.22	216.000	0.300	0.14	NOK	5.34
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	United Overseas Bank	29.930	09:15	-0.73	29.570	1.22	28.400	1.170	4.12	SGD	4.72
	L	Bank of China (HK)	22.650	08:08	-0.88	22.650		19.040	3.610	18.96	HKD	4.48
	L	ICBC	4.110	08:08		4.030	1.99	3.700	0.330	8.92	HKD	4.25
		Nordea Bank	126.600	15:29	1.32	123.900	2.18	126.780	-2.880	-2.27	SEK	3.83
	L	China Merchants Bank	33.620	07:00	-0.09	32.830	2.41	28.770	4.060	14.11	CNY	3.61
	L	China Constr Bk HK	4.870	08:08	0.21	4.820	1.04	4.530	0.290	6.40	HKD	3.59
		Nordea Bank	10.890	15:29	1.49	10.710	1.68	11.234	-0.524	-4.66	EUR	3.19
	L	Bank Nova Scotia	64.140	Thu	-0.12	65.470	-2.03	62.940	2.530	4.02	CAD	2.54
	L	Hang Seng Bank	96.050	08:08	0.16	97.400	-1.39	85.750	11.650	13.59	HKD	1.42
	L	China Merchants B HK	32.550	08:08	-0.31	31.750	2.52	26.150	5.600	21.41	HKD	0.44
	L	Standard Chartered	666.800	15:45	0.79	664.800	0.30	605.000	59.800	9.88	GBP	-0.07
		Kotak Mahindra Bank	1,792.650	09:59	0.33	1,798.150	-0.31	1,851.500	-53.350	-2.88	INR	-0.86
		Industrial Bank	16.180	07:00	-0.74	15.770	2.60	14.730	1.040	7.06	CNY	-0.88
	S	KakaoBank	23,750.000	06:30	-1.25	24,750.000	-4.04	31,450.000	-6,700.000	-21.30	KRW	-3.08
		HDFC Bank	1,531.300	10:00	2.45	1,494.700	2.45	1,672.800	-178.100	-10.65	INR	-4.72
	S	Toronto-Dominion	78.850	Thu	0.73	77.940	1.17	81.480	-3.540	-4.34	CAD	-4.90
	S	Aozora Bank	2,415.500	06:15	-1.91	2,472.000	-2.29	3,188.000	-716.000	-22.46	JPY	-9.77
		Umweltbank	6.360	15:36	-2.75	6.420	-0.93	8.200	-1.780	-21.71	EUR	-25.72
		Heartland	1.030	05:00	-2.83	1.090	-5.50	1.420	-0.330	-23.24	NZD	-29.01
Banks - 93 out of 93 instruments rated - 4/15/24 / 1/15/24 - 78 did rise, Market-Ratio(13) = 83.87 %

Technical Chart

	Banks RS = 13 - B/S = 73/79

1/06/20	scale up chart	4/15/24

Transactions Banks * S13 - 73/79 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	112		Triodos Groenfonds	50	88	EUR	56.300	56.900	55.700	-0.600	-1	9,947	-3
					Swedbank	50	26	SEK	189.000	208.500	169.500	-19.500	-10	9,440	-30
100							-6							-17
9/04/06		3/05/07	182		- cash -
	3/05/07	4/20/09	777		Shinsei Bank	50	77	JPY	60.800	13.500	273.825	213.025	350	25,843	103
					Sumitomo Mitsui Trst	50	76	JPY	62.150	15.850	243.699	181.549	292	39,641	90
100							321							96
4/20/09		11/02/09	196		- cash -
	11/02/09	9/06/10	308		Resona	50	1,928	JPY	10.280	8.140	12.983	2.703	26	44,851	32
					Shinsei Bank	50	1,679	JPY	11.800	6.500	21.422	9.622	82	61,006	103
100							54							67
9/06/10		9/20/10	14		- cash -
	9/20/10	2/06/12	504		Piraeus Financial	50	0	EUR	642,906.000	194,700.000	2,122,897.405	1,479,991.405	230	61,006	0
					National Bank Greece	50	4	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	154,821	116
100							190							116
2/06/12		4/09/12	63		- cash -
	4/09/12	9/03/12	147		Banca Pop Mil	50	265,105	EUR	0.292	0.373	0.211	-0.081	-28	133,348	-55
					Unicredit	50	5,081	EUR	15.234	16.036	14.432	-0.802	-5	129,273	-13
100							-17							-36
9/03/12		11/12/12	70		- cash -
	11/12/12	1/07/13	56		Banco Popular	50	12,673	EUR	5.100	3.500	7.431	2.331	46	158,819	1,063
					Bankia	50	1,295	EUR	49.888	25.796	96.481	46.593	93	219,156	7,262
100							70							3,023
1/07/13		3/18/13	70		- cash -
	3/18/13	9/23/13	189		Bankia	50	8,385	EUR	13.068	3.252	52.513	39.445	302	549,903	1,367
					Eurobank Ergasias	50	405	EUR	270.000	61.000	1,195.082	925.082	343	924,562	1,669
100							322							1,514
9/23/13		10/07/13	14		- cash -
	10/07/13	10/28/13	21		Banif	50	46,228,081	EUR	0.010	0.008	0.013	0.003	25	1,040,132	4,735
					Eurobank Ergasias	50	8,890	EUR	52.000	69.000	35.000	-17.000	-33	889,002	-100
100							-4							-49
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/28/13		11/04/13	7		- cash -
	11/04/13	11/18/13	14		Banif	50	55,562,614	EUR	0.008	0.008	0.008	0.000	0	889,002	0
					Eurobank Ergasias	50	6,838	EUR	65.000	58.000	72.845	7.845	12	942,645	1,851
100							6							361
11/18/13		12/09/13	21		- cash -
	12/09/13	4/13/15	490		Banif	50	52,369,143	EUR	0.009	0.008	0.011	0.002	20	1,036,909	15
					Eurobank Ergasias	50	8,569	EUR	55.000	11.100	272.523	217.523	395	2,900,859	229
100							208							131
4/13/15		5/18/15	35		- cash -
	5/18/15	9/26/16	497		Alpha Bank	50	95,423	EUR	15.200	1.530	151.007	135.807	893	15,859,923	440
					Piraeus Financial	50	102	EUR	14,157.000	44.550	4,498,780.000	4,484,623.000	31,678	473m	6,780
100							16,252							4,123
9/26/16		10/17/16	21		- cash -
	10/17/16	10/31/16	14		Banco Comercial	50	1175,003,646	EUR	0.201	0.209	0.194	-0.007	-4	465m	-62
					Banco Popular	50	227,543,975	EUR	1.040	0.999	1.083	0.043	4	474m	185
100							0							6
10/31/16		11/14/16	14		- cash -
	11/14/16	11/28/16	14		Banco Comercial	50	1135,805,962	EUR	0.209	0.214	0.204	-0.005	-2	469m	-45
					Banco Popular	50	237,393,678	EUR	0.999	0.851	1.173	0.174	17	510m	6,433
100							8							570
11/28/16		12/05/16	7		- cash -
	12/05/16	12/12/16	7		Banco Popolare	50	127,170,878	EUR	2.006	2.234	1.778	-0.228	-11	481m	-100
					Banco Popular	50	267,686,025	EUR	0.953	1.013	0.893	-0.060	-6	465m	-97
100							-9							-99
12/12/16		3/13/17	91		- cash -
	3/13/17	7/17/17	126		Gentera	50	8,585,334	MXN	27.090	28.070	26.110	-0.980	-4	457m	-10
					Banco Comercial	50	1453,604,649	EUR	0.160	0.244	0.076	-0.084	-53	335m	-88
100							-28							-61
7/17/17		7/24/17	7		- cash -
	7/24/17	1/29/18	189		Gentera	50	6,046,928	MXN	27.670	16.600	46.122	18.452	67	446m	168
					Bank of Bejing	50	20,993,541	CNY	7.970	7.610	8.347	0.377	5	454m	9
100							36							80
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/29/18		2/05/18	7		- cash -
	2/05/18	3/11/19	399		Gentera	50	13,973,252	MXN	16.250	15.850	16.660	0.410	3	460m	2
					VTB Bank	50	150,374,416	EUR	1.510	1.040	2.192	0.682	45	562m	41
100							24							22
3/11/19		5/06/19	56		- cash -
	5/06/19	11/11/19	189		Aozora Bank	50	10,381,628	JPY	27.090	28.340	25.840	-1.250	-5	549m	-9
					Yes Bank	50	16,916,592	INR	16.625	7.300	37.862	21.237	128	909m	390
100							62							153
11/11/19		12/09/19	28		- cash -
	12/09/19	12/23/19	14		Indiabulls HF	50	17,546,866	INR	25.895	29.590	22.200	-3.695	-14	844m	-98
					Yes Bank	50	80,777,974	INR	5.625	4.965	6.373	0.748	13	904m	2,489
100							0							-12
12/23/19		1/20/20	28		- cash -
	1/20/20	6/22/20	154		Indiabulls HF	50	14,854,044	INR	30.440	24.220	38.257	7.817	26	1,020m	72
					Yes Bank	50	100,145,542	INR	4.515	2.775	7.346	2.831	63	1,304m	217
100							44							138
6/22/20		7/27/20	35		- cash -
	7/27/20	8/24/20	28		Multitude	50	227,962,631	EUR	2.860	5.360	0.360	-2.500	-87	734m	-100
					Yes Bank	50	530,059,455	INR	1.230	1.480	0.980	-0.250	-20	602m	-95
100							-54							-100
8/24/20		8/31/20	7		- cash -
	8/31/20	11/23/20	84		Gentera	50	41,888,914	MXN	7.180	8.020	6.340	-0.840	-12	566m	-42
					Yes Bank	50	209,590,530	INR	1.435	1.455	1.415	-0.020	-1	562m	-6
100							-7							-25
11/23/20		6/07/21	196		- cash -
	6/07/21	10/11/21	126		Credit Suisse	50	28,333,987	CHF	9.920	9.666	10.181	0.261	3	570m	8
					China Minsheng Bk	50	60,058,368	CNY	4.680	3.980	5.503	0.823	18	619m	60
100							10							32
10/11/21		11/22/21	42		- cash -
	11/22/21	12/05/22	378		Bank of East Asia	50	25,661,982	HKD	12.060	9.390	15.489	3.429	28	707m	27
					China Minsheng Bk	50	79,354,750	CNY	3.900	3.550	4.285	0.385	10	737m	10
100							19							18
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
12/05/22		12/12/22	7		- cash -
	12/12/22	12/26/22	14		Credit Suisse	50	119,371,802	CHF	3.089	2.846	3.353	0.264	9	769m	746
					Cdn Imp Bk Comm	50	6,401,727	CAD	57.600	54.720	60.632	3.032	5	788m	281
100							7							469
12/26/22		3/13/23	77		- cash -
	3/13/23	6/12/23	91		Credit Suisse	50	174,648,829	CHF	2.257	0.817	6.235	3.978	176	1,483m	5,790
		1/29/24	322		U.S. Bancorp	50	10,787,695	USD	36.540	42.950	30.130	-6.410	-18	1,414m	-20
100							79							94
1/29/24		2/12/24	14		- cash -
	2/12/24	3/04/24	21		Umweltbank	50	95,539,608	EUR	7.400	6.020	9.096	1.696	23	1,576m	3,513
					Heartland	50	579,502,541	NZD	1.220	1.190	1.251	0.031	3	1,594m	54
100							13							702
3/04/24		4/19/24	46		- cash -
accum	5/15/06	3/04/24	5194	days out of 6682 invested (78%)								15,938,887		1,594m	132

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Financial	short	9/20/10	2/06/12	504	642,906.00	194,700.00	2,122,897.41	1,479,991.41	230.20	50	115.10
		5/18/15	9/26/16	497	14,157.00	44.55	4,498,780.00	4,484,623.00	31,677.78		15,838.89	34,184.82
Eurobank Ergasias		3/18/13	9/23/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
		10/07/13	10/28/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
		11/04/13	11/18/13	14	65.00	58.00	72.84	7.84	12.07		6.03
		12/09/13	4/13/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Bank		5/18/15	9/26/16	497	15.20	1.53	151.01	135.81	893.46		446.73	446.73
Shinsei Bank		3/05/07	4/20/09	777	60.80	13.50	273.83	213.03	350.37		175.19
		11/02/09	9/06/10	308	11.80	6.50	21.42	9.62	81.54		40.77	287.38
Bankia		11/12/12	1/07/13	56	49.89	25.80	96.48	46.59	93.39		46.70
		3/18/13	9/23/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst		3/05/07	4/20/09	777	62.15	15.85	243.70	181.55	292.11		146.06	146.06
Yes Bank		5/06/19	11/11/19	189	16.63	7.30	37.86	21.24	127.74		63.87
		12/09/19	12/23/19	14	5.63	4.97	6.37	0.75	13.29		6.65
		1/20/20	6/22/20	154	4.52	2.78	7.35	2.83	62.70		31.35
		7/27/20	8/24/20	28	1.23	1.48	0.98	-0.25	-20.33		-10.16
		8/31/20	11/23/20	84	1.44	1.46	1.42	-0.02	-1.39		-0.70	104.78
Credit Suisse		6/07/21	10/11/21	126	9.92	9.67	10.18	0.26	2.63		1.31
		12/12/22	12/26/22	14	3.09	2.85	3.35	0.26	8.54		4.27
		3/13/23	6/12/23	91	2.26	0.82	6.24	3.98	176.26		88.13	98.74
National Bank Greece		9/20/10	2/06/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91		94.95	94.95
Banco Popular		11/12/12	1/07/13	56	5.10	3.50	7.43	2.33	45.71		22.86
		10/17/16	10/31/16	14	1.04	1.00	1.08	0.04	4.11		2.05
		11/14/16	11/28/16	14	1.00	0.85	1.17	0.17	17.39		8.69
		12/05/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	31.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gentera		3/13/17	7/17/17	126	27.09	28.07	26.11	-0.98	-3.62		-1.81
		7/24/17	1/29/18	189	27.67	16.60	46.12	18.45	66.69		33.34
		2/05/18	3/11/19	399	16.25	15.85	16.66	0.41	2.52		1.26
		8/31/20	11/23/20	84	7.18	8.02	6.34	-0.84	-11.70		-5.85	24.83
Banif		10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	25.00		12.50
		11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.00		0.00
		12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank		2/05/18	3/11/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
Bank of East Asia		11/22/21	12/05/22	378	12.06	9.39	15.49	3.43	28.43		14.22	14.22
China Minsheng Bk		6/07/21	10/11/21	126	4.68	3.98	5.50	0.82	17.59		8.79
		11/22/21	12/05/22	378	3.90	3.55	4.28	0.38	9.86		4.93	14.16
Resona		11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Umweltbank		2/12/24	3/04/24	21	7.40	6.02	9.10	1.70	22.92		11.46	11.46
Indiabulls HF		12/09/19	12/23/19	14	25.90	29.59	22.20	-3.70	-14.27		-7.13
		1/20/20	6/22/20	154	30.44	24.22	38.26	7.82	25.68		12.84	4.79
Cdn Imp Bk Comm		12/12/22	12/26/22	14	57.60	54.72	60.63	3.03	5.26		2.63	2.63
Bank of Bejing		7/24/17	1/29/18	189	7.97	7.61	8.35	0.38	4.73		2.37	2.37
Heartland		2/12/24	3/04/24	21	1.22	1.19	1.25	0.03	2.52		1.26	1.26
Triodos Groenfonds		5/15/06	9/04/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
Aozora Bank		5/06/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61		-2.31	-2.31
Unicredit		4/09/12	9/03/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
Swedbank		5/15/06	9/04/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
Banco Popolare		12/05/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
U.S. Bancorp		3/13/23	1/29/24	322	36.54	42.95	30.13	-6.41	-17.54		-8.77	-8.77
Banca Pop Mil		4/09/12	9/03/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Comercial		10/17/16	10/31/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
		11/14/16	11/28/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
		3/13/17	7/17/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25	-28.42
Multitude		7/27/20	8/24/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two 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.


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