Assessment - Banks - 5/16/22 - RS = 13
⇐
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ13
Curr
∅-RS
S
SOM Banks
197.033
20:03
0.51
195.956
0.55
224.160
-28.204
-12.58
USD
-4.21
Banco del Bajio
50.120
19:59
-1.24
52.380
-4.31
50.160
2.220
4.43
MXN
31.25
L
Aareal Bank
31.200
15:35
-0.83
31.820
-1.95
27.740
4.080
14.71
EUR
26.98
Woori Financial
14,600.000
06:30
2.82
15,700.000
-7.01
14,700.000
1,000.000
6.80
KRW
23.85
L
Standard Chartered
586.600
15:45
-0.68
587.600
-0.17
550.200
37.400
6.80
GBP
23.43
Banco Macro
328.200
19:59
-0.79
339.200
-3.24
291.000
48.200
16.56
ARS
14.43
HSBC
490.750
15:45
1.00
498.550
-1.56
558.200
-59.650
-10.69
GBP
11.42
Bank of China (HK)
29.600
08:08
2.25
29.400
0.68
31.800
-2.400
-7.55
HKD
10.88
Shinsei Bank
2,037.000
06:15
-0.34
2,015.000
1.09
2,228.000
-213.000
-9.56
JPY
10.33
National Australia B
31.070
06:10
0.68
31.320
-0.80
30.430
0.890
2.92
AUD
10.20
L
Bankinter
5.564
15:35
-0.68
5.314
4.70
5.838
-0.524
-8.98
EUR
9.97
Regional
123.790
19:59
2.29
125.090
-1.04
131.860
-6.770
-5.13
MXN
8.70
Banco Sabadell
0.731
15:35
-0.57
0.706
3.63
0.905
-0.199
-22.01
EUR
8.49
Fukuoka
2,196.000
06:15
-1.52
2,261.000
-2.87
2,400.000
-139.000
-5.79
JPY
7.84
UBS
17.225
15:30
1.03
17.030
1.15
19.065
-2.035
-10.67
CHF
7.40
Bank of Comm
4.930
07:00
0.61
4.970
-0.80
4.920
0.050
1.02
CNY
5.68
Suncorp-Metway
12.150
06:10
0.83
12.030
1.00
11.730
0.300
2.56
AUD
5.36
Resona
479.500
06:15
-0.83
488.600
-1.86
542.100
-53.500
-9.87
JPY
4.83
Sumitomo Mitsui Trst
3,807.000
06:15
-0.55
4,027.000
-5.46
4,239.000
-212.000
-5.00
JPY
4.80
Bank of Ireland
5.864
15:30
3.75
5.468
7.24
6.574
-1.106
-16.82
EUR
4.68
Bank of Communicats
5.230
08:08
0.38
5.150
1.55
5.520
-0.370
-6.70
HKD
4.47
Banco BPM
2.980
15:35
-1.32
2.892
3.04
3.528
-0.636
-18.03
EUR
4.35
Banco Comercial
0.172
15:36
-1.89
0.153
11.80
0.188
-0.034
-18.19
EUR
4.34
IBK
11,000.000
06:30
11,150.000
-1.35
11,050.000
100.000
0.90
KRW
4.30
Bank of China
3.060
08:08
1.32
2.990
2.34
3.180
-0.190
-5.97
HKD
4.25
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ13
Curr
∅-RS
KB Financial
57,800.000
06:30
1.94
58,700.000
-1.53
64,600.000
-5,900.000
-9.13
KRW
4.19
United Overseas Bank
29.420
09:04
3.19
28.490
3.26
32.700
-4.210
-12.87
SGD
3.02
L
Bank of China
3.190
07:00
0.31
3.190
3.170
0.020
0.63
CNY
2.67
L
Unipol
5.024
15:41
-0.08
4.907
2.38
5.042
-0.135
-2.68
EUR
2.60
Commonwealth Bank
104.600
06:10
0.77
103.330
1.23
100.040
3.290
3.29
AUD
2.33
L
Westpac Banking
23.570
06:10
0.51
24.380
-3.32
23.880
0.500
2.09
AUD
2.27
Commerzbank
7.236
15:37
0.22
6.490
11.49
8.573
-2.083
-24.30
EUR
2.06
HSBC
48.450
08:08
1.89
47.900
1.15
59.000
-11.100
-18.81
HKD
1.57
Svenska Handelsbank
98.120
15:29
0.22
97.960
0.16
96.860
1.100
1.14
SEK
1.33
L
Agricultural Bank
3.020
07:00
3.040
-0.66
3.040
0.000
0.00
CNY
1.08
Mediobanca
9.500
15:40
-0.75
9.900
-4.04
10.165
-0.265
-2.61
EUR
1.02
Toronto-Dominion
91.680
15:30
-0.09
92.140
-0.50
106.270
-14.130
-13.30
CAD
0.69
ICBC
4.650
08:08
1.75
4.560
1.97
4.880
-0.320
-6.56
HKD
0.40
Heartland
2.170
05:00
-1.36
2.230
-2.69
2.350
-0.120
-5.11
NZD
0.03
S
ABN AMRO
10.295
15:35
-0.63
11.685
-11.90
12.892
-1.207
-9.36
EUR
-0.38
Aozora Bank
2,621.000
06:15
0.11
2,580.000
1.59
2,724.000
-144.000
-5.29
JPY
-0.45
BBVA Banco Francés
207.800
19:57
-2.28
215.300
-3.48
226.600
-11.300
-4.99
ARS
-0.52
S
Postal Savings Bank
5.280
07:00
2.13
5.250
0.57
5.840
-0.590
-10.10
CNY
-0.83
Kotak Mahindra Bank
1,829.150
10:00
2.57
1,812.850
0.90
1,746.850
66.000
3.78
INR
-1.01
S
Bank Montreal
130.920
20:00
0.10
132.860
-1.46
148.730
-15.870
-10.67
CAD
-1.32
L
Ind and Comm Bk
4.630
07:00
0.43
4.680
-1.07
4.800
-0.120
-2.50
CNY
-1.56
S
State Bank of India
462.400
09:59
3.33
455.000
1.63
501.400
-46.400
-9.25
INR
-1.85
S
Chiba Bank
667.000
06:15
-1.19
695.000
-4.03
792.000
-97.000
-12.25
JPY
-1.89
S
OCBC
11.750
09:15
1.03
11.710
0.34
13.340
-1.630
-12.22
SGD
-2.03
S
DBS Bank
31.200
09:11
1.00
31.230
-0.10
37.200
-5.970
-16.05
SGD
-2.27
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ13
Curr
∅-RS
S
Bank Nova Scotia
80.240
20:00
-0.30
81.450
-1.49
92.520
-11.070
-11.96
CAD
-2.58
Yes Bank
13.950
10:00
3.72
12.700
9.84
13.250
-0.550
-4.15
INR
-2.89
S
Industrial Bank
19.690
07:00
2.13
19.340
1.81
22.250
-2.910
-13.08
CNY
-3.15
S
NatWest
210.300
15:35
0.57
210.100
0.10
242.600
-32.500
-13.40
GBP
-3.28
BPER Banca
1.747
15:35
-1.22
1.726
1.19
1.978
-0.252
-12.74
EUR
-3.37
S
China Constr Bk HK
5.610
08:08
2.19
5.470
2.56
6.140
-0.670
-10.91
HKD
-3.49
S
ANZ Banking NZ
28.150
05:00
0.18
28.280
-0.46
30.300
-2.020
-6.67
NZD
-3.87
S
Nordea Bank
97.980
15:29
0.05
98.530
-0.56
109.640
-11.110
-10.13
SEK
-3.89
S
Royal Bank CA
126.730
15:30
-0.20
126.890
-0.13
145.000
-18.110
-12.49
CAD
-3.92
S
ICICI Bank
709.550
10:00
2.79
683.000
3.89
753.700
-70.700
-9.38
INR
-4.71
S
Danske Bank
107.550
14:59
1.37
107.650
-0.09
131.000
-23.350
-17.82
DKK
-4.87
BNP Paribas
53.710
15:35
0.98
52.310
2.68
61.750
-9.440
-15.29
EUR
-4.93
S
Nordea Bank
9.318
15:29
-0.11
9.383
-0.69
10.326
-0.943
-9.13
EUR
-6.00
S
DNB
187.150
14:27
2.46
183.900
1.77
212.100
-28.200
-13.30
NOK
-6.12
S
Cdn Imp Bk Comm
68.570
20:00
0.06
69.360
-1.14
80.740
-11.380
-14.09
CAD
-6.28
S
Hang Seng Bank
137.800
08:08
1.17
138.600
-0.58
167.900
-29.300
-17.45
HKD
-6.54
S.E.B
107.800
15:29
-0.69
109.300
-1.37
120.600
-11.300
-9.37
SEK
-6.59
S
National Bank CA
91.940
15:29
-0.16
90.790
1.27
102.430
-11.640
-11.36
CAD
-6.74
L
China Minsheng Bk
3.780
07:00
-0.26
3.730
1.34
3.960
-0.230
-5.81
CNY
-7.02
S
Lloyds Bank
43.600
16:13
0.39
43.665
-0.15
51.710
-8.045
-15.56
GBP
-7.51
S
ANZ Banking AU
25.500
06:10
0.87
25.580
-0.31
28.200
-2.620
-9.29
AUD
-7.52
S
American Express
153.240
20:03
-0.49
156.430
-2.04
192.350
-35.920
-18.67
USD
-8.39
S
China Everbright Bk
3.130
07:00
0.64
3.120
0.32
3.440
-0.320
-9.30
CNY
-8.92
S
Swedbank
147.750
15:24
-0.77
151.900
-2.73
168.520
-16.620
-9.86
SEK
-8.93
S
Banca Generali
32.450
15:41
-0.49
32.350
0.31
35.250
-2.900
-8.23
EUR
-9.15
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ13
Curr
∅-RS
S
Shizuoka Bank
756.000
06:15
-1.43
793.000
-4.67
920.000
-127.000
-13.80
JPY
-9.16
S
Banco Bilbao Viz
4.748
15:35
-0.40
4.848
-2.07
5.731
-0.883
-15.41
EUR
-9.27
IndusInd Bank
896.500
09:59
3.49
885.900
1.20
941.600
-55.700
-5.92
INR
-9.79
Shanghai Pudong
8.040
07:00
1.64
7.970
0.88
8.600
-0.630
-7.33
CNY
-9.93
S
Unicredit
9.940
15:39
-1.58
9.668
2.81
15.026
-5.358
-35.66
EUR
-10.90
S
Umweltbank
17.000
15:36
2.10
16.500
3.03
16.550
-0.050
-0.30
EUR
-11.04
S
Bank of East Asia
11.440
08:08
0.88
11.280
1.42
14.200
-2.920
-20.56
HKD
-11.73
S
Banco Santander
2.744
15:35
0.13
2.700
1.65
3.347
-0.647
-19.33
EUR
-12.94
S
Wells Fargo
41.670
20:03
-0.79
42.210
-1.28
57.850
-15.640
-27.04
USD
-12.95
S
HDFC Bank
1,320.950
09:59
2.63
1,305.100
1.21
1,473.700
-168.600
-11.44
INR
-12.98
S
Societe Generale
24.495
15:35
0.08
23.210
5.54
33.795
-10.585
-31.32
EUR
-12.99
S
Banca Mediolanum
7.042
15:35
-0.96
7.138
-1.34
8.268
-1.130
-13.67
EUR
-13.39
S
Credit Agricole
10.394
15:35
0.21
10.254
1.37
13.560
-3.306
-24.38
EUR
-13.97
S
Axis Bank
673.100
09:59
3.52
638.950
5.34
773.350
-134.400
-17.38
INR
-14.01
S
Intesa Sanpaolo
1.983
15:41
-0.25
1.954
1.46
2.768
-0.813
-29.38
EUR
-15.07
S
HDFC
2,201.600
09:59
3.06
2,172.100
1.36
2,296.800
-124.700
-5.43
INR
-15.18
S
U.S. Bancorp
49.210
20:00
-0.06
48.270
1.95
57.870
-9.600
-16.59
USD
-15.42
S
FinecoBank
12.580
15:35
-1.72
12.395
1.49
15.490
-3.095
-19.98
EUR
-16.84
S
Deutsche Bank
9.362
15:35
0.75
9.219
1.55
13.896
-4.677
-33.66
EUR
-16.94
S
Bank of America
33.860
20:00
-1.71
34.810
-2.73
47.420
-12.610
-26.59
USD
-18.06
S
BNY Mellon
43.770
20:03
1.04
43.240
1.23
61.480
-18.240
-29.67
USD
-18.92
VTB Bank
0.825
2/25
-5.17
0.825
0.925
-0.100
-10.81
EUR
-19.89
S
Erste Group Bank
29.580
14:20
-1.43
27.700
6.79
41.840
-14.140
-33.80
EUR
-20.96
S
KBC
56.540
15:35
0.50
54.900
2.99
76.840
-21.940
-28.55
EUR
-21.98
S
JP Morgan Chase
117.340
20:00
-0.82
118.260
-0.78
152.490
-34.230
-22.45
USD
-22.27
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ13
Curr
∅-RS
S
Credit Suisse
6.582
15:30
0.83
6.520
0.95
8.312
-1.792
-21.56
CHF
-24.90
S
China Merchants Bank
39.960
07:00
5.07
36.890
8.32
51.200
-14.310
-27.95
CNY
-25.63
S
Citigroup
49.750
20:03
-0.06
47.460
4.83
66.460
-19.000
-28.59
USD
-26.52
S
Raiffeisen Bank Int
11.880
14:22
-0.75
12.080
-1.66
26.020
-13.940
-53.57
EUR
-36.29
S
Indiabulls HF
120.350
10:00
3.48
118.850
1.26
183.050
-64.200
-35.07
INR
-43.18
Sberbank
3.800
2/25
11.76
3.800
12.050
-8.250
-68.46
EUR
-57.79
Banks - 105 out of 105 instruments rated - 5/16/22 / 2/14/22 - 14 did rise, Market-Ratio(13) = 13.33 %
Technical Chart
Transactions Banks * A13 - 79/73 (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
long
9/04/06
3/05/07
182
Intesa Sanpaolo
50
971
EUR
4.857
5.046
0.189
4
9,624
8
Sberbank
50
597
EUR
7.900
13.700
5.800
73
13,086
202
100
39
93
short
3/05/07
4/20/09
777
Shinsei Bank
50
107
JPY
60.800
13.500
273.825
213.025
350
35,880
103
Sumitomo Mitsui Trst
50
52
JPY
124.300
31.700
487.397
363.097
292
54,761
90
100
321
97
long
4/20/09
11/02/09
196
Banco Popular
50
880
EUR
31.100
30.150
-0.950
-3
53,925
-6
Shanghai Pudong
50
2,212
CNY
12.380
17.670
5.290
43
65,627
94
100
20
40
short
11/02/09
9/06/10
308
Resona
50
3,191
JPY
10.280
8.140
12.983
2.703
26
74,251
32
Shinsei Bank
50
2,781
JPY
11.800
6.500
21.422
9.622
82
101,008
103
100
54
67
long
9/06/10
9/20/10
14
Banco Macro
50
3,237
ARS
15.600
18.500
2.900
19
110,395
8,421
State Bank of India
50
1,693
INR
29.825
31.443
1.618
5
113,135
296
100
12
1,823
short
9/20/10
2/06/12
504
Piraeus Bank
50
0
EUR
642,906.000
194,700.000
2,122,897.405
1,479,991.405
230
113,135
0
National Bank Greece
50
9
EUR
12,350.100
4,260.000
35,803.984
23,453.884
190
324,219
116
100
190
116
long
2/06/12
4/09/12
63
Bank of Ireland
50
37,266
EUR
4.350
3.150
-1.200
-28
279,500
-85
Aozora Bank
50
7,756
JPY
20.900
21.400
0.500
2
283,378
15
100
-13
-54
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
4/09/12
9/03/12
147
Banca Pop Mil
50
485,236
EUR
0.292
0.373
0.211
-0.081
-28
244,074
-55
Unicredit
50
9,300
EUR
15.234
16.036
14.432
-0.802
-5
236,616
-13
100
-17
-36
long
9/03/12
11/12/12
70
Regional
50
2,536
MXN
46.650
52.240
5.590
12
250,792
80
Alpha Bank
50
1,765
EUR
67.000
78.000
11.000
16
270,207
121
100
14
100
short
11/12/12
1/07/13
56
Banco Popular
50
26,490
EUR
5.100
3.500
7.431
2.331
46
331,966
1,063
Bankia
50
2,708
EUR
49.888
25.796
96.481
46.593
93
458,138
7,262
100
70
3,023
long
1/07/13
3/18/13
70
Banco BPI
50
224,357
EUR
1.021
1.105
0.084
8
476,984
51
Shinsei Bank
50
12,726
JPY
18.000
22.800
4.800
27
538,069
243
100
17
131
short
3/18/13
9/23/13
189
Bankia
50
20,587
EUR
13.068
3.252
52.513
39.445
302
1,350,125
1,367
Eurobank Ergasias
50
996
EUR
270.000
61.000
1,195.082
925.082
343
2,271,507
1,669
100
322
1,515
long
9/23/13
10/07/13
14
Banco Macro
50
55,267
ARS
20.550
21.800
1.250
6
2,340,591
366
BBVA Banco Francés
50
57,507
ARS
19.750
20.550
0.800
4
2,386,596
182
100
5
263
short
10/07/13
10/28/13
21
Banif
50
119,329,821
EUR
0.010
0.008
0.013
0.003
25
2,684,921
4,735
Eurobank Ergasias
50
22,948
EUR
52.000
69.000
35.000
-17.000
-33
2,294,805
-100
100
-4
-49
long
10/28/13
11/04/13
7
Banco Macro
50
46,453
ARS
24.700
23.650
-1.050
-4
2,246,029
-90
BBVA Banco Francés
50
48,109
ARS
23.850
21.550
-2.300
-10
2,135,379
-99
100
-7
-98
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
11/04/13
11/18/13
14
Banif
50
133,461,163
EUR
0.008
0.008
0.008
0.000
0
2,135,379
0
Eurobank Ergasias
50
16,425
EUR
65.000
58.000
72.845
7.845
12
2,264,229
1,851
100
6
361
long
11/18/13
12/09/13
21
Banco Macro
50
47,667
ARS
23.750
23.800
0.050
0
2,266,613
4
BBVA Banco Francés
50
48,381
ARS
23.400
21.800
-1.600
-7
2,189,203
-71
100
-3
-44
short
12/09/13
4/13/15
490
Banif
50
121,622,400
EUR
0.009
0.008
0.011
0.002
20
2,408,124
15
Eurobank Ergasias
50
19,901
EUR
55.000
11.100
272.523
217.523
395
6,737,039
229
100
208
131
long
4/13/15
5/18/15
35
Industrial Bank
50
162,809
CNY
20.690
17.750
-2.940
-14
6,258,380
-80
China Everbright Bk
50
619,213
CNY
5.440
5.070
-0.370
-7
6,029,272
-52
100
-11
-69
short
5/18/15
9/26/16
497
Alpha Bank
50
198,331
EUR
15.200
1.530
151.007
135.807
893
32,963,910
440
Piraeus Bank
50
212
EUR
14,157.000
44.550
4,498,780.000
4,484,623.000
31,678
984m
6,780
100
16,251
4,123
long
9/26/16
10/17/16
21
Banco Macro
50
4,263,996
ARS
115.350
121.300
5.950
5
1,009m
140
Sberbank
50
57,513,101
EUR
8.552
8.554
0.002
0
1,009m
0
100
3
56
short
10/17/16
10/31/16
14
Banco Comercial
50
2505,436,417
EUR
0.201
0.209
0.194
-0.007
-4
991m
-62
Banco Popular
50
485,187,398
EUR
1.040
0.999
1.083
0.043
4
1,011m
185
100
0
6
long
10/31/16
11/14/16
14
Standard Chartered
50
71,032,944
GBP
7.119
7.119
0.000
0
1,011m
0
Sberbank
50
58,575,643
EUR
8.633
8.633
0.000
0
1,011m
0
100
0
0
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
11/14/16
11/28/16
14
Banco Comercial
50
2421,855,989
EUR
0.209
0.214
0.204
-0.005
-2
1,000m
-45
Banco Popular
50
506,189,720
EUR
0.999
0.851
1.173
0.174
17
1,088m
6,433
100
8
570
long
11/28/16
12/05/16
7
Bank of America
50
26,756,259
USD
20.330
22.160
1.830
9
1,137m
8,850
Sberbank
50
58,920,574
EUR
9.232
9.615
0.383
4
1,159m
733
100
7
2,667
short
12/05/16
12/12/16
7
Banco Popolare
50
288,993,027
EUR
2.006
2.234
1.778
-0.228
-11
1,094m
-100
Banco Popular
50
608,310,612
EUR
0.953
1.013
0.893
-0.060
-6
1,057m
-97
100
-9
-99
long
12/12/16
3/13/17
91
Bank of America
50
23,375,740
USD
22.610
25.300
2.690
12
1,120m
57
Sberbank
50
47,210,852
EUR
11.195
10.460
-0.735
-7
1,085m
-24
100
3
11
short
3/13/17
7/17/17
126
Gentera
50
20,030,117
MXN
27.090
28.070
26.110
-0.980
-4
1,066m
-10
Banco Comercial
50
3391,349,214
EUR
0.160
0.244
0.076
-0.084
-53
781m
-88
100
-28
-61
long
7/17/17
7/24/17
7
Commerzbank
50
35,343,091
EUR
11.045
10.555
-0.490
-4
763m
-91
Montepio
50
390,755,210
EUR
0.999
1.000
0.001
0
764m
5
100
-2
-68
short
7/24/17
1/29/18
189
Gentera
50
13,801,979
MXN
27.670
16.600
46.122
18.452
67
1,018m
168
Bank of Bejing
50
47,917,286
CNY
7.970
7.610
8.347
0.377
5
1,037m
9
100
36
80
long
1/29/18
2/05/18
7
BBVA Banco Francés
50
3,199,207
ARS
162.000
146.250
-15.750
-10
986m
-100
Banco Comercial
50
1572,903,476
EUR
0.330
0.299
-0.031
-9
938m
-99
100
-10
-99
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
2/05/18
3/11/19
399
Gentera
50
28,852,624
MXN
16.250
15.850
16.660
0.410
3
950m
2
VTB Bank
50
310,500,100
EUR
1.510
1.040
2.192
0.682
45
1,161m
41
100
24
22
long
3/11/19
5/06/19
56
Industrial Bank
50
30,088,808
CNY
19.300
19.340
0.040
0
1,163m
1
Axis Bank
50
8,267,568
INR
70.240
74.745
4.505
6
1,200m
50
100
3
24
short
5/06/19
11/11/19
189
Aozora Bank
50
22,146,123
JPY
27.090
28.340
25.840
-1.250
-5
1,172m
-9
Yes Bank
50
36,086,526
INR
16.625
7.300
37.862
21.237
128
1,939m
390
100
62
153
long
11/11/19
12/09/19
28
Banca Generali
50
31,368,172
EUR
30.900
30.020
-0.880
-3
1,911m
-31
ICICI Bank
50
19,510,397
INR
49.680
52.650
2.970
6
1,969m
113
100
2
22
short
12/09/19
12/23/19
14
Indiabulls HF
50
38,016,893
INR
25.895
29.590
22.200
-3.695
-14
1,828m
-98
Yes Bank
50
175,012,886
INR
5.625
4.965
6.373
0.748
13
1,959m
2,489
100
0
-12
long
12/23/19
1/20/20
28
Banco Macro
50
3,756,287
ARS
260.800
278.150
17.350
7
2,024m
132
ICICI Bank
50
18,097,912
INR
54.130
52.570
-1.560
-3
1,996m
-32
100
2
28
short
1/20/20
6/22/20
154
Indiabulls HF
50
32,789,396
INR
30.440
24.220
38.257
7.817
26
2,253m
72
Yes Bank
50
221,065,175
INR
4.515
2.775
7.346
2.831
63
2,878m
217
100
44
138
long
6/22/20
7/27/20
35
BBVA Banco Francés
50
10,463,038
ARS
137.550
182.050
44.500
32
3,344m
1,760
FinecoBank
50
118,843,182
EUR
12.110
12.785
0.675
6
3,424m
76
100
19
512
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
7/27/20
8/24/20
28
Multitude
50
598,637,439
EUR
2.860
5.360
0.360
-2.500
-87
1,928m
-100
Yes Bank
50
1391,953,722
INR
1.230
1.480
0.980
-0.250
-20
1,580m
-95
100
-54
-100
long
8/24/20
8/31/20
7
BBVA Banco Francés
50
5,465,827
ARS
144.500
149.050
4.550
3
1,604m
404
UBI Banca
50
213,925,277
EUR
3.692
3.630
-0.062
-2
1,591m
-59
100
1
46
short
8/31/20
11/23/20
84
Gentera
50
110,809,907
MXN
7.180
8.020
6.340
-0.840
-12
1,498m
-42
Yes Bank
50
554,435,637
INR
1.435
1.455
1.415
-0.020
-1
1,487m
-6
100
-7
-25
long
11/23/20
6/07/21
196
IndusInd Bank
50
8,749,992
INR
84.975
102.520
17.545
21
1,641m
42
Kotak Mahindra Bank
50
3,917,752
INR
189.785
181.490
-8.295
-4
1,608m
-8
100
8
16
short
6/07/21
10/11/21
126
Credit Suisse
50
81,052,524
CHF
9.920
9.666
10.181
0.261
3
1,629m
8
China Minsheng Bk
50
171,803,644
CNY
4.680
3.980
5.503
0.823
18
1,771m
60
100
10
32
long
10/11/21
11/22/21
42
BBVA Banco Francés
50
3,673,493
ARS
241.000
236.100
-4.900
-2
1,753m
-16
Banco Sabadell
50
1252,564,025
EUR
0.707
0.626
-0.081
-11
1,651m
-65
100
-7
-46
short
11/22/21
5/20/22
179
Bank of East Asia
50
68,456,312
HKD
12.060
11.440
12.714
0.654
5
1,696m
11
China Minsheng Bk
50
211,687,985
CNY
3.900
3.780
4.024
0.124
3
1,722m
7
100
4
9
accum 5/15/06
5/20/22 5849
days out of 5982 invested (98%)
17,221,063
1,722m
112
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Piraeus Bank 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
short 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 short 3/18/13 9/23/13 189 270.00 61.00 1,195.08 925.08 342.62 171.31
short 10/07/13 10/28/13 21 52.00 69.00 35.00 -17.00 -32.69 -16.35
short 11/04/13 11/18/13 14 65.00 58.00 72.84 7.84 12.07 6.03
short 12/09/13 4/13/15 490 55.00 11.10 272.52 217.52 395.50 197.75 616.56
Alpha Bank long 9/03/12 11/12/12 70 67.00 78.00 11.00 16.42 8.21
short 5/18/15 9/26/16 497 15.20 1.53 151.01 135.81 893.46 446.73 491.61
Shinsei Bank short 3/05/07 4/20/09 777 60.80 13.50 273.83 213.03 350.37 175.19
short 11/02/09 9/06/10 308 11.80 6.50 21.42 9.62 81.54 40.77
long 1/07/13 3/18/13 70 18.00 22.80 4.80 26.67 13.33 339.03
Bankia short 11/12/12 1/07/13 56 49.89 25.80 96.48 46.59 93.39 46.70
short 3/18/13 9/23/13 189 13.07 3.25 52.51 39.45 301.84 150.92 268.10
Sumitomo Mitsui Trst short 3/05/07 4/20/09 777 124.30 31.70 487.40 363.10 292.11 146.06 146.06
Yes Bank short 5/06/19 11/11/19 189 16.63 7.30 37.86 21.24 127.74 63.87
short 12/09/19 12/23/19 14 5.63 4.97 6.37 0.75 13.29 6.65
short 1/20/20 6/22/20 154 4.52 2.78 7.35 2.83 62.70 31.35
short 7/27/20 8/24/20 28 1.23 1.48 0.98 -0.25 -20.33 -10.16
short 8/31/20 11/23/20 84 1.44 1.46 1.42 -0.02 -1.39 -0.70 104.78
National Bank Greece short 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
Sberbank long 9/04/06 3/05/07 182 7.90 13.70 5.80 73.42 36.71
long 9/26/16 10/17/16 21 8.55 8.55 0.00 0.02 0.01
long 10/31/16 11/14/16 14 8.63 8.63 0.00 0.00 0.00
long 11/28/16 12/05/16 7 9.23 9.62 0.38 4.15 2.07
long 12/12/16 3/13/17 91 11.20 10.46 -0.73 -6.57 -3.28 34.98
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banco Popular long 4/20/09 11/02/09 196 31.10 30.15 -0.95 -3.05 -1.53
short 11/12/12 1/07/13 56 5.10 3.50 7.43 2.33 45.71 22.86
short 10/17/16 10/31/16 14 1.04 1.00 1.08 0.04 4.11 2.05
short 11/14/16 11/28/16 14 1.00 0.85 1.17 0.17 17.39 8.69
short 12/05/16 12/12/16 7 0.95 1.01 0.89 -0.06 -6.30 -3.15 29.97
Gentera short 3/13/17 7/17/17 126 27.09 28.07 26.11 -0.98 -3.62 -1.81
short 7/24/17 1/29/18 189 27.67 16.60 46.12 18.45 66.69 33.34
short 2/05/18 3/11/19 399 16.25 15.85 16.66 0.41 2.52 1.26
short 8/31/20 11/23/20 84 7.18 8.02 6.34 -0.84 -11.70 -5.85 24.83
Banif short 10/07/13 10/28/13 21 0.01 0.01 0.01 0.00 25.00 12.50
short 11/04/13 11/18/13 14 0.01 0.01 0.01 0.00 0.00 0.00
short 12/09/13 4/13/15 490 0.01 0.01 0.01 0.00 20.00 10.00 23.75
VTB Bank short 2/05/18 3/11/19 399 1.51 1.04 2.19 0.68 45.19 22.60 22.60
Shanghai Pudong long 4/20/09 11/02/09 196 12.38 17.67 5.29 42.73 21.37 21.37
Banco Macro long 9/06/10 9/20/10 14 15.60 18.50 2.90 18.59 9.29
long 9/23/13 10/07/13 14 20.55 21.80 1.25 6.08 3.04
long 10/28/13 11/04/13 7 24.70 23.65 -1.05 -4.25 -2.13
long 11/18/13 12/09/13 21 23.75 23.80 0.05 0.21 0.11
long 9/26/16 10/17/16 21 115.35 121.30 5.95 5.16 2.58
long 12/23/19 1/20/20 28 260.80 278.15 17.35 6.65 3.33 16.95
Resona short 11/02/09 9/06/10 308 10.28 8.14 12.98 2.70 26.29 13.14 13.14
Bank of America long 11/28/16 12/05/16 7 20.33 22.16 1.83 9.00 4.50
long 12/12/16 3/13/17 91 22.61 25.30 2.69 11.90 5.95 10.72
China Minsheng Bk short 6/07/21 10/11/21 126 4.68 3.98 5.50 0.82 17.59 8.79
short 11/22/21 5/20/22 179 3.90 3.78 4.02 0.12 3.17 1.59 10.52
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
IndusInd Bank long 11/23/20 6/07/21 196 84.98 102.52 17.55 20.65 10.32 10.32
Regional long 9/03/12 11/12/12 70 46.65 52.24 5.59 11.98 5.99 5.99
Indiabulls HF short 12/09/19 12/23/19 14 25.90 29.59 22.20 -3.70 -14.27 -7.13
short 1/20/20 6/22/20 154 30.44 24.22 38.26 7.82 25.68 12.84 4.79
BBVA Banco Francés long 9/23/13 10/07/13 14 19.75 20.55 0.80 4.05 2.03
long 10/28/13 11/04/13 7 23.85 21.55 -2.30 -9.64 -4.82
long 11/18/13 12/09/13 21 23.40 21.80 -1.60 -6.84 -3.42
long 1/29/18 2/05/18 7 162.00 146.25 -15.75 -9.72 -4.86
long 6/22/20 7/27/20 35 137.55 182.05 44.50 32.35 16.18
long 8/24/20 8/31/20 7 144.50 149.05 4.55 3.15 1.57
long 10/11/21 11/22/21 42 241.00 236.10 -4.90 -2.03 -1.02 4.22
Banco BPI long 1/07/13 3/18/13 70 1.02 1.11 0.08 8.23 4.11 4.11
Axis Bank long 3/11/19 5/06/19 56 70.24 74.75 4.51 6.41 3.21 3.21
FinecoBank long 6/22/20 7/27/20 35 12.11 12.79 0.68 5.57 2.79 2.79
State Bank of India long 9/06/10 9/20/10 14 29.83 31.44 1.62 5.42 2.71 2.71
Bank of East Asia short 11/22/21 5/20/22 179 12.06 11.44 12.71 0.65 5.42 2.71 2.71
Bank of Bejing short 7/24/17 1/29/18 189 7.97 7.61 8.35 0.38 4.73 2.37 2.37
Intesa Sanpaolo long 9/04/06 3/05/07 182 4.86 5.05 0.19 3.89 1.95 1.95
ICICI Bank long 11/11/19 12/09/19 28 49.68 52.65 2.97 5.98 2.99
long 12/23/19 1/20/20 28 54.13 52.57 -1.56 -2.88 -1.44 1.51
Credit Suisse short 6/07/21 10/11/21 126 9.92 9.67 10.18 0.26 2.63 1.31 1.31
Montepio long 7/17/17 7/24/17 7 1.00 1.00 0.00 0.10 0.05 0.05
Standard Chartered long 10/31/16 11/14/16 14 7.12 7.12 0.00 0.00 0.00 0.00
Triodos Groenfonds short 5/15/06 9/04/06 112 56.30 56.90 55.70 -0.60 -1.07 -0.53 -0.53
UBI Banca long 8/24/20 8/31/20 7 3.69 3.63 -0.06 -1.68 -0.84 -0.84
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Aozora Bank long 2/06/12 4/09/12 63 20.90 21.40 0.50 2.39 1.20
short 5/06/19 11/11/19 189 27.09 28.34 25.84 -1.25 -4.61 -2.31 -1.14
Banca Generali long 11/11/19 12/09/19 28 30.90 30.02 -0.88 -2.85 -1.42 -1.42
Kotak Mahindra Bank long 11/23/20 6/07/21 196 189.79 181.49 -8.29 -4.37 -2.19 -2.19
Commerzbank long 7/17/17 7/24/17 7 11.05 10.56 -0.49 -4.44 -2.22 -2.22
Unicredit short 4/09/12 9/03/12 147 15.23 16.04 14.43 -0.80 -5.26 -2.63 -2.63
China Everbright Bk long 4/13/15 5/18/15 35 5.44 5.07 -0.37 -6.80 -3.40 -3.40
Swedbank short 5/15/06 9/04/06 112 189.00 208.50 169.50 -19.50 -10.32 -5.16 -5.16
Banco Popolare short 12/05/16 12/12/16 7 2.01 2.23 1.78 -0.23 -11.37 -5.68 -5.68
Banco Sabadell long 10/11/21 11/22/21 42 0.71 0.63 -0.08 -11.46 -5.73 -5.73
Industrial Bank long 4/13/15 5/18/15 35 20.69 17.75 -2.94 -14.21 -7.10
long 3/11/19 5/06/19 56 19.30 19.34 0.04 0.21 0.10 -7.01
Bank of Ireland long 2/06/12 4/09/12 63 4.35 3.15 -1.20 -27.59 -13.79 -13.79
Banca Pop Mil short 4/09/12 9/03/12 147 0.29 0.37 0.21 -0.08 -27.74 -13.87 -13.87
Banco Comercial short 10/17/16 10/31/16 14 0.20 0.21 0.19 -0.01 -3.67 -1.84
short 11/14/16 11/28/16 14 0.21 0.21 0.20 -0.00 -2.25 -1.13
short 3/13/17 7/17/17 126 0.16 0.24 0.08 -0.08 -52.50 -26.25
long 1/29/18 2/05/18 7 0.33 0.30 -0.03 -9.35 -4.67 -31.77
Multitude short 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)
9/21/17 Yes Bank stock split 1:5 (five for one)
9/18/17 Umweltbank stock split 1:5 (five for one)
7/10/17 Bank of Ireland reverse split 30:1 (one for thirty)
1/23/17 Unicredit reverse stock split 10:1 (one for ten)
10/24/16 Banco Comercial reverse stock split 75:1 (one for seventyfive)
1/13/16 Banken Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15 Heartland name change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
9/21/15 Unipol re-joins the MIB as replacement for Autogrill
5/19/15 Svenska Handelsbank ex Split 1:3 (three for one)
3/11/15 Banks first full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing,
but there is a well performing [Alternating] technique.
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