Assessment - Banks in Japanese yen - 7/01/24 - RS = 13
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
4/01/24
prc diff
⇓ Δ13
⇓ ∅-RS
SOM Banks
44,282.226
8/12/24
0.22
45,949.513
-3.63
41,004.934
4,944.579
12.06
27.86
S
Heartland
103.952
8/12/24
0.95
95.126
9.28
115.492
-20.366
-17.63
-24.53
Banco Comercial
65.476
8/12/24
0.16
60.069
9.00
50.918
9.150
17.97
33.60
Cdn Imp Bk Comm
8,194.084
8/12/24
-0.36
7,648.517
7.13
7,627.966
20.551
0.27
17.75
L
NatWest
68,345.208
8/12/24
0.48
64,341.723
6.22
50,516.887
13,824.835
27.37
45.08
U.S. Bancorp
6,700.493
8/12/24
-1.43
6,340.182
5.68
6,662.773
-322.591
-4.84
11.16
National Bank CA
13,453.395
8/12/24
0.39
12,758.503
5.45
12,687.969
70.534
0.56
15.40
BNY Mellon
10,222.816
8/12/24
-0.80
9,712.241
5.26
8,635.075
1,077.165
12.47
31.57
Agricultural Bank
102.946
8/12/24
0.65
98.508
4.50
88.734
9.774
11.02
25.62
S
Toronto-Dominion
9,231.131
8/12/24
0.19
8,841.945
4.40
9,128.549
-286.605
-3.14
-0.93
S
KakaoBank
2,552.943
8/12/24
1.39
2,453.629
4.05
3,068.902
-615.273
-20.05
-13.18
Westpac Banking
3,032.347
8/12/24
0.61
2,923.819
3.71
2,567.303
356.516
13.89
29.44
KB Financial
9,639.257
8/12/24
0.73
9,300.422
3.64
7,661.053
1,639.369
21.40
42.58
L
Commonwealth Bank
14,025.950
8/12/24
0.76
13,560.675
3.43
11,837.134
1,723.540
14.56
28.23
Ind and Comm Bk
132.897
8/12/24
1.18
129.126
2.92
110.970
18.156
16.36
26.57
Woori Financial
1,723.382
8/12/24
0.55
1,682.488
2.43
1,575.892
106.596
6.76
15.95
Erste Group Bank
7,989.499
8/12/24
0.37
7,814.458
2.24
6,727.233
1,087.225
16.16
31.87
L
Royal Bank CA
17,491.059
8/12/24
-0.72
17,125.389
2.14
15,193.408
1,931.981
12.72
21.29
L
Lloyds Bank
11,601.936
8/12/24
-0.28
11,360.910
2.12
9,848.415
1,512.495
15.36
32.68
FinecoBank
2,501.701
8/12/24
0.94
2,458.374
1.76
2,261.686
196.688
8.70
17.53
Raiffeisen Bank Int
2,878.646
8/12/24
1.59
2,831.853
1.65
3,006.894
-175.041
-5.82
10.90
American Express
38,301.225
8/12/24
-0.34
37,777.724
1.39
34,505.433
3,272.291
9.48
38.32
BBVA Banco Francés
712.126
8/12/24
0.75
702.855
1.32
542.648
160.207
29.52
35.77
S
DNB
3,249.941
8/12/24
0.14
3,212.099
1.18
2,976.299
235.800
7.92
10.23
Credit Agricole
2,288.532
8/12/24
0.57
2,270.335
0.80
2,250.447
19.888
0.88
13.57
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
4/01/24
prc diff
⇓ Δ13
⇓ ∅-RS
Banca Generali
6,599.569
8/12/24
0.74
6,551.042
0.74
5,997.499
553.543
9.23
19.41
KBC
11,538.847
8/12/24
-0.21
11,466.057
0.63
11,307.616
158.442
1.40
15.50
JP Morgan Chase
33,315.037
8/12/24
0.19
33,195.472
0.36
30,159.092
3,036.380
10.07
35.41
S
Svenska Handelsbank
1,552.155
8/12/24
0.29
1,546.837
0.34
1,519.783
27.054
1.78
9.32
National Australia B
3,867.264
8/12/24
1.01
3,875.860
-0.22
3,407.332
468.528
13.75
30.48
Mediobanca
2,431.511
8/12/24
0.94
2,441.910
-0.43
2,249.469
192.440
8.55
24.94
ANZ Banking AU
3,032.347
8/12/24
0.93
3,057.062
-0.81
2,891.904
165.158
5.71
19.55
Standard Chartered
147,475.313
8/12/24
0.92
149,558.760
-1.39
127,747.790
21,810.970
17.07
17.19
Suncorp-Metway
1,809.523
8/12/24
1.38
1,840.684
-1.69
1,611.204
229.481
14.24
31.11
Bank Nova Scotia
7,229.936
8/12/24
-3.42
7,358.097
-1.74
7,631.316
-273.219
-3.58
5.56
L
Kotak Mahindra Bank
3,433.490
8/12/24
0.16
3,502.351
-1.97
3,256.594
245.757
7.55
10.20
ABN AMRO
2,649.879
8/12/24
0.92
2,714.870
-2.39
2,581.759
133.111
5.16
19.46
ANZ Banking NZ
2,946.931
8/12/24
0.13
3,020.482
-2.44
2,878.277
142.205
4.94
18.37
S
Bank Montreal
13,151.217
8/12/24
-0.10
13,501.602
-2.60
14,793.699
-1,292.096
-8.73
1.92
L
HDFC Bank
3,215.670
8/12/24
0.60
3,303.031
-2.64
2,674.274
628.757
23.51
19.24
IBK
1,574.996
8/12/24
0.37
1,618.227
-2.67
1,490.769
127.457
8.55
20.45
Banco de Valores
60.332
8/12/24
-0.15
62.012
-2.71
44.828
17.185
38.33
19.24
Intesa Sanpaolo
601.465
8/12/24
0.54
620.703
-3.10
547.789
72.914
13.31
39.52
ICICI Bank
2,271.754
8/12/24
0.10
2,347.395
-3.22
1,999.840
347.555
17.38
29.70
Banca Mediolanum
1,772.941
8/12/24
1.29
1,835.332
-3.40
1,658.190
177.142
10.68
27.58
Banco Sabadell
309.875
8/12/24
0.45
320.880
-3.43
237.001
83.879
35.39
59.76
L
ICBC
92.689
8/12/24
2.05
95.999
-3.45
76.353
19.646
25.73
30.65
L
State Bank of India
1,574.034
8/12/24
-1.42
1,630.886
-3.49
1,379.056
251.830
18.26
40.13
L
China Constr Bk HK
114.827
8/12/24
1.46
119.379
-3.81
91.469
27.909
30.51
34.66
BNP Paribas
10,268.499
8/12/24
10,687.904
-3.92
10,727.738
-39.833
-0.37
10.35
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
4/01/24
prc diff
⇓ Δ13
⇓ ∅-RS
Bank of Ireland
1,631.175
8/12/24
-0.93
1,701.191
-4.12
1,539.282
161.909
10.52
17.36
S.E.B
2,289.865
8/12/24
-0.10
2,397.749
-4.50
2,035.034
362.714
17.82
26.12
Unicredit
5,991.258
8/12/24
0.38
6,274.616
-4.52
5,729.550
545.066
9.51
48.59
L
Bank of America
6,167.297
8/12/24
-0.29
6,464.594
-4.60
5,687.992
776.602
13.65
36.15
BPER Banca
825.813
8/12/24
-0.27
865.847
-4.62
713.445
152.402
21.36
59.00
OCBC
1,646.222
8/12/24
0.29
1,725.974
-4.62
1,520.401
205.572
13.52
19.82
L
Unipol
1,555.439
8/12/24
0.06
1,635.161
-4.88
1,264.980
370.181
29.26
71.71
Danske Bank
4,611.913
8/12/24
0.15
4,859.416
-5.09
4,512.032
347.383
7.70
25.38
Bankinter
1,264.109
8/12/24
0.19
1,333.432
-5.20
1,104.700
228.732
20.71
32.04
L
HSBC
1,331.370
8/12/24
0.63
1,413.094
-5.78
1,185.029
228.064
19.25
20.23
DBS Bank
4,044.730
8/12/24
1.22
4,299.460
-5.92
4,026.372
273.088
6.78
16.57
Jyske Bank
12,061.390
8/12/24
0.48
12,828.299
-5.98
12,723.669
104.630
0.82
14.49
Banco Bilbao Viz
1,546.601
8/12/24
0.27
1,646.426
-6.06
1,798.272
-151.846
-8.44
22.87
L
United Overseas Bank
3,486.467
8/12/24
0.58
3,725.722
-6.42
3,300.930
424.792
12.87
18.20
China Merchants Bank
712.632
8/12/24
-0.65
762.330
-6.52
684.701
77.629
11.34
16.67
S
Banco del Bajio
457.255
8/12/24
0.64
490.543
-6.79
583.272
-92.729
-15.90
-1.76
L
HSBC
131,522.651
8/12/24
0.22
141,122.845
-6.80
117,777.602
23,345.243
19.82
20.19
Swedbank
3,146.855
8/12/24
-0.86
3,382.376
-6.96
2,980.599
401.777
13.48
19.50
Banco BPM
1,002.067
8/12/24
-0.31
1,077.283
-6.98
1,004.687
72.596
7.23
32.66
L
Bank of China (HK)
461.376
8/12/24
497.583
-7.28
405.991
91.592
22.56
20.93
IndusInd Bank
2,616.643
8/12/24
0.08
2,822.065
-7.28
2,805.032
17.033
0.61
6.90
Banco Macro
1,181.864
8/12/24
0.91
1,278.218
-7.54
985.216
293.002
29.74
60.12
L
Axis Bank
2,255.289
8/12/24
1.89
2,444.343
-7.73
1,915.184
529.160
27.63
30.29
UBS
4,443.336
8/12/24
0.44
4,824.194
-7.89
4,649.460
174.733
3.76
22.48
Nordea Bank
1,820.344
8/12/24
-0.13
1,977.611
-7.95
1,673.516
304.095
18.17
15.65
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
4/01/24
prc diff
⇓ Δ13
⇓ ∅-RS
Banco Santander
708.656
8/12/24
-0.24
770.787
-8.06
736.494
34.294
4.66
24.98
S
Regional
1,115.470
8/12/24
-0.39
1,215.159
-8.20
1,500.506
-285.347
-19.02
-1.26
L
Industrial Bank
361.197
8/12/24
-0.55
393.811
-8.28
332.071
61.740
18.59
20.16
L
China Merchants B HK
672.409
8/12/24
733.443
-8.32
599.782
133.661
22.29
24.05
L
Hang Seng Bank
1,901.366
8/12/24
0.38
2,077.227
-8.47
1,659.816
417.411
25.15
15.02
L
Nordea Bank
1,805.869
8/12/24
-0.19
1,978.311
-8.72
1,705.427
272.884
16.00
15.63
Citigroup
9,345.467
8/12/24
10,248.668
-8.81
9,620.468
628.200
6.53
39.14
Societe Generale
3,556.280
8/12/24
0.44
3,916.761
-9.20
4,041.226
-124.466
-3.08
2.48
L
Aozora Bank
2,365.000
8/09/24
3.28
2,624.000
-9.87
2,425.000
199.000
8.21
-4.74
Sumitomo Mitsui Trst
3,320.000
8/09/24
2.72
3,721.000
-10.78
3,185.000
536.000
16.83
21.05
L
Umweltbank
977.457
8/12/24
-1.40
1,105.705
-11.60
1,303.096
-197.391
-15.15
-12.39
L
Bank of China
70.344
8/12/24
1.19
79.655
-11.69
62.594
17.060
27.26
39.84
Unicaja Banco
199.304
8/12/24
-0.86
226.340
-11.94
186.831
39.509
21.15
37.13
Deutsche Bank
2,306.383
8/12/24
0.14
2,669.983
-13.62
2,375.218
294.765
12.41
42.47
Wells Fargo
8,411.566
8/12/24
-1.33
9,789.796
-14.08
8,733.614
1,056.182
12.09
37.77
Commerzbank
2,152.485
8/12/24
0.89
2,531.163
-14.96
2,073.552
457.612
22.07
39.85
Resona
903.800
8/09/24
3.93
1,087.000
-16.85
924.000
163.000
17.64
18.52
Fukuoka
3,639.000
8/09/24
5.30
4,426.000
-17.78
3,925.000
501.000
12.76
11.64
Chiba Bank
1,073.000
8/09/24
3.22
1,456.500
-26.33
1,231.500
225.000
18.27
22.54
Banks - 93 out of 93 instruments rated - 7/01/24 / 4/01/24 - 80 did rise, Market-Ratio(13) in JPY = 86.02 %
Technical Chart
Transactions Banks in Japanese yen * A13 - 79/73 (2)
⇐
L/S date buy date sell days instrument spl pieces 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
0
8,008.112
8,552.070
7,464.154
-543.958
-7
10,000
0
Swedbank
50
3
2,870.345
3,355.234
2,385.455
-484.889
-17
8,545
-45
100
-17
-45
long
9/04/06
3/05/07
182
Intesa Sanpaolo
50
5
730.007
777.134
47.127
6
8,781
13
Sberbank
50
4
1,187.370
2,109.937
922.567
78
12,471
217
100
47
116
short
3/05/07
4/20/09
777
Shinsei Bank
50
102
60.800
13.500
273.825
213.025
350
34,200
103
Sumitomo Mitsui Trst
50
100
62.150
15.850
243.699
181.549
292
52,355
90
100
321
96
long
4/20/09
11/02/09
196
Banco Popular
50
6
4,023.096
3,995.177
-27.920
-1
52,187
-1
Shanghai Pudong
50
157
179.675
233.006
53.331
30
60,560
62
100
16
31
short
11/02/09
9/06/10
308
Resona
50
2,945
10.280
8.140
12.983
2.703
26
68,519
32
Shinsei Bank
50
2,566
11.800
6.500
21.422
9.622
82
93,208
103
100
54
67
long
9/06/10
9/20/10
14
Banco Macro
50
139
334.567
401.151
66.584
20
102,463
11,252
State Bank of India
50
864
54.002
58.122
4.120
8
106,023
580
100
14
2,779
short
9/20/10
2/06/12
504
Piraeus Financial
50
0
72,044,046.360
19,612,131.000
264,649,701.551
192,605,655.191
267
106,023
0
National Bank Greece
50
0
1,383,952.206
429,109.800
4,463,481.628
3,079,529.422
223
106,023
0
100
0
-100
long
2/06/12
4/09/12
63
Bank of Ireland
50
120
438.176
336.735
-101.441
-23
93,850
-78
Aozora Bank
50
2,557
20.900
21.400
0.500
2
95,128
15
100
-10
-47
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
4/09/12
9/03/12
147
Banca Pop Mil
50
1,523
31.215
36.763
25.667
-5.548
-18
86,679
-38
Unicredit
50
29
1,628.515
1,580.508
1,677.979
49.465
3
88,113
8
100
-7
-17
long
9/03/12
11/12/12
70
Regional
50
158
277.146
314.614
37.468
14
94,033
94
Alpha Services
50
6
6,603.520
7,881.900
1,278.380
19
101,703
152
100
16
120
short
11/12/12
1/07/13
56
Banco Popular
50
98
515.355
403.235
658.650
143.295
28
115,746
395
Bankia
50
10
5,041.182
2,971.957
8,551.106
3,509.923
70
150,845
3,032
100
49
1,227
long
1/07/13
3/18/13
70
Banco BPI
50
641
117.629
137.661
20.031
17
163,686
127
Shinsei Bank
50
4,191
18.000
22.800
4.800
27
183,802
243
100
22
180
short
3/18/13
9/23/13
189
Bankia
50
56
1,628.011
429.970
6,164.205
4,536.193
279
437,829
1,208
Eurobank Ergasias
50
2
33,636.600
8,065.237
140,283.647
106,647.047
317
651,123
1,477
100
295
1,319
long
9/23/13
10/07/13
14
Banco Macro
50
914
356.018
362.792
6.774
2
657,315
63
BBVA Banco Francés
50
951
342.159
341.990
-0.169
0
657,154
-1
100
1
27
short
10/07/13
10/28/13
21
Banif
50
250,098
1.314
1.077
1.602
0.288
22
729,235
3,041
Eurobank Ergasias
50
48
6,831.708
9,292.989
4,370.427
-2,461.281
-36
611,094
-100
100
-7
-72
long
10/28/13
11/04/13
7
Banco Macro
50
745
409.627
392.461
-17.166
-4
598,305
-89
BBVA Banco Francés
50
773
395.530
357.612
-37.918
-10
568,994
-99
100
-7
-98
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
11/04/13
11/18/13
14
Banif
50
266,794
1.066
1.080
1.053
-0.014
-1
565,299
-29
Eurobank Ergasias
50
32
8,664.110
7,831.450
9,585.301
921.191
11
594,777
1,293
100
5
222
long
11/18/13
12/09/13
21
Banco Macro
50
751
395.672
393.308
-2.364
-1
593,002
-10
BBVA Banco Francés
50
763
389.841
360.257
-29.584
-8
570,429
-75
100
-4
-52
short
12/09/13
4/13/15
490
Banif
50
223,321
1.277
0.952
1.713
0.436
34
667,720
24
Eurobank Ergasias
50
36
7,804.775
1,409.367
43,221.186
35,416.411
454
1,942,711
258
100
242
150
long
4/13/15
5/18/15
35
Industrial Bank
50
2,430
399.697
343.211
-56.486
-14
1,805,449
-80
China Everbright Bk
50
9,243
105.092
98.033
-7.059
-7
1,740,199
-52
100
-10
-68
short
5/18/15
9/26/16
497
Alpha Services
50
421
2,063.385
172.760
24,644.351
22,580.966
1,094
11,246,786
518
Piraeus Financial
50
0
1,921,798.593
5,030.363
734,203,406.097
732,281,607.504
38,104
11,246,786
0
100
1,094
518
long
9/26/16
10/17/16
21
Banco Macro
50
7,360
764.027
831.787
67.760
9
11,745,498
338
Sberbank
50
5,823
965.649
977.508
11.859
1
11,814,555
24
100
5
135
short
10/17/16
10/31/16
14
Banco Comercial
50
256,670
23.015
24.051
21.979
-1.036
-5
11,548,572
-70
Banco Popular
50
49,705
118.846
115.073
122.743
3.897
3
11,742,267
132
100
-1
-15
long
10/31/16
11/14/16
14
Standard Chartered
50
6,431
912.861
912.861
0.000
0
11,742,267
0
Sberbank
50
5,904
994.418
994.418
0.000
0
11,742,267
0
100
0
0
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
11/14/16
11/28/16
14
Banco Comercial
50
244,109
24.051
25.163
22.940
-1.111
-5
11,470,951
-71
Banco Popular
50
51,021
115.073
100.297
132.025
16.952
15
12,335,879
3,498
100
5
262
long
11/28/16
12/05/16
7
Bank of America
50
2,736
2,254.260
2,526.368
272.108
12
13,080,366
37,979
Sberbank
50
5,668
1,088.065
1,174.761
86.696
8
13,571,757
5,346
100
10
14,432
short
12/05/16
12/12/16
7
Banco Popolare
50
27,686
245.093
273.294
216.892
-28.201
-12
12,790,982
-100
Banco Popular
50
58,281
116.438
123.924
108.951
-7.487
-6
12,354,642
-97
100
-9
-99
long
12/12/16
3/13/17
91
Bank of America
50
2,375
2,600.820
2,905.368
304.548
12
13,077,944
56
Sberbank
50
4,510
1,369.529
1,279.750
-89.780
-7
12,673,039
-24
100
3
11
short
3/13/17
7/17/17
126
Gentera
50
39,951
158.607
179.825
137.390
-21.218
-13
11,825,375
-34
Banco Comercial
50
323,696
19.576
31.558
7.593
-11.982
-61
7,946,714
-94
100
-37
-74
long
7/17/17
7/24/17
7
Commerzbank
50
2,781
1,428.516
1,365.268
-63.248
-4
7,770,821
-91
Montepio
50
30,757
129.207
129.348
0.141
0
7,775,168
6
100
-2
-68
short
7/24/17
1/29/18
189
Gentera
50
22,375
173.740
97.199
310.555
136.815
79
10,836,408
207
Bank of Bejing
50
29,625
131.230
131.067
131.394
0.163
0
10,841,251
0
100
39
90
long
1/29/18
2/05/18
7
BBVA Banco Francés
50
6,006
902.399
824.918
-77.481
-9
10,375,901
-99
Banco Comercial
50
121,891
44.478
40.808
-3.669
-8
9,928,663
-99
100
-8
-99
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
2/05/18
3/11/19
399
Gentera
50
51,718
95.987
91.635
100.545
4.558
5
10,164,386
4
VTB Bank
50
24,064
206.296
131.616
323.350
117.054
57
12,981,176
51
100
31
28
long
3/11/19
5/06/19
56
Industrial Bank
50
20,187
321.520
316.822
-4.698
-1
12,886,332
-9
Axis Bank
50
58,701
110.571
119.274
8.703
8
13,397,221
64
100
3
23
short
5/06/19
11/11/19
189
Aozora Bank
50
247,272
27.090
28.340
25.840
-1.250
-5
13,088,131
-9
Yes Bank
50
252,499
26.529
11.115
63.322
36.793
139
22,378,213
437
100
67
169
long
11/11/19
12/09/19
28
Banca Generali
50
3,008
3,718.568
3,606.753
-111.815
-3
22,041,873
-33
ICICI Bank
50
147,972
75.641
80.518
4.877
6
22,763,562
126
100
2
25
short
12/09/19
12/23/19
14
Indiabulls HF
50
287,409
39.601
45.379
33.824
-5.777
-15
21,103,109
-98
Yes Bank
50
1,323,104
8.602
7.614
9.719
1.116
13
22,580,178
2,308
100
-1
-19
long
12/23/19
1/20/20
28
Banco Macro
50
23,609
478.208
503.878
25.669
5
23,186,206
98
ICICI Bank
50
136,005
83.013
79.240
-3.772
-5
22,673,167
-45
100
0
6
short
1/20/20
6/22/20
154
Indiabulls HF
50
247,074
45.883
34.159
61.631
15.747
34
26,563,943
101
Yes Bank
50
1,665,777
6.806
3.914
11.834
5.028
74
34,940,295
271
100
54
179
long
6/22/20
7/27/20
35
BBVA Banco Francés
50
83,164
210.067
265.906
55.839
27
39,584,051
1,068
FinecoBank
50
11,987
1,457.390
1,583.167
125.776
9
41,091,734
137
100
18
443
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
7/27/20
8/24/20
28
Multitude
50
58,013
354.154
669.764
38.543
-315.610
-89
22,782,228
-100
Yes Bank
50
11,867,696
1.731
2.112
1.350
-0.381
-22
18,260,969
-96
100
-56
-100
long
8/24/20
8/31/20
7
BBVA Banco Francés
50
43,989
207.560
212.662
5.102
2
18,485,380
255
UBI Banca
50
19,791
461.338
458.792
-2.545
-1
18,435,003
-25
100
1
64
short
8/31/20
11/23/20
84
Gentera
50
265,896
34.666
41.610
27.721
-6.945
-20
16,588,475
-62
Yes Bank
50
4,444,928
2.074
2.041
2.107
0.033
2
16,736,866
7
100
-9
-34
long
11/23/20
6/07/21
196
IndusInd Bank
50
70,209
119.192
153.773
34.580
29
19,164,723
61
Kotak Mahindra Bank
50
31,436
266.206
272.222
6.016
2
19,353,827
4
100
16
31
short
6/07/21
10/11/21
126
Credit Suisse
50
8,009
1,208.207
1,181.898
1,235.102
26.895
2
19,569,230
7
China Minsheng Bk
50
121,055
79.941
69.970
91.334
11.393
14
20,948,398
47
100
8
26
long
10/11/21
11/22/21
42
BBVA Banco Francés
50
37,893
276.409
270.228
-6.182
-2
20,714,148
-18
Banco Sabadell
50
113,023
92.675
80.834
-11.841
-13
19,375,848
-70
100
-8
-49
short
11/22/21
12/05/22
378
Bank of East Asia
50
54,445
177.939
165.155
191.714
13.774
8
20,125,781
7
China Minsheng Bk
50
137,986
70.209
69.717
70.706
0.496
1
20,194,270
1
100
4
4
long
12/05/22
12/12/22
7
BBVA Banco Francés
50
38,298
263.644
263.642
-0.002
0
20,194,204
0
Banco del Bajio
50
24,119
418.640
423.596
4.956
1
20,313,733
85
100
1
36
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
12/12/22
12/26/22
14
Credit Suisse
50
22,375
453.929
405.770
507.805
53.875
12
21,519,197
1,762
Cdn Imp Bk Comm
50
1,750
5,801.972
5,353.765
6,287.702
485.730
8
22,369,224
713
100
10
1,135
long
12/26/22
3/13/23
77
Banco Macro
50
27,662
404.319
484.416
80.097
20
24,584,881
136
BBVA Banco Francés
50
36,132
309.552
378.358
68.807
22
27,071,003
159
100
21
147
short
3/13/23
6/12/23
91
Credit Suisse
50
41,023
329.945
125.380
868.273
538.328
163
49,154,829
4,747
1/29/24
322
U.S. Bancorp
50
2,783
4,863.678
6,338.765
3,388.590
-1,475.087
-30
45,049,661
-34
100
66
78
long
1/29/24
2/12/24
14
Banco Macro
50
30,570
736.821
662.148
-74.672
-10
42,766,933
-94
BBVA Banco Francés
50
49,382
456.138
398.367
-57.771
-13
39,914,068
-97
100
-11
-96
short
2/12/24
3/04/24
21
Umweltbank
50
16,755
1,191.045
983.806
1,441.938
250.893
21
44,117,781
2,673
Heartland
50
178,506
111.806
109.196
114.478
2.672
2
44,594,723
51
100
12
587
long
3/04/24
6/17/24
105
Banco Macro
50
29,618
752.827
1,416.060
663.233
88
64,238,350
799
BBVA Banco Francés
50
53,922
413.511
772.896
359.384
87
83,617,079
780
100
88
789
short
6/17/24
8/12/24
56
Heartland
50
451,433
92.613
103.952
81.274
-11.339
-12
78,498,367
-57
KakaoBank
50
17,214,840
2.429
2.553
2.304
-0.124
-5
76,357,922
-29
100
-9
-45
accum 5/15/06
8/12/24 6846
days out of 6979 invested (98%)
763,479
76,357,922
61
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Piraeus Financial short 9/20/10 2/06/12 504 72,044,046.36 19,612,131.00 264,649,701.55 192,605,655.19 267.34 50 133.67
short 5/18/15 9/26/16 497 1,921,798.59 5,030.36 734,203,406.10 732,281,607.50 38,103.97 19,051.99 44,652.86
Eurobank Ergasias short 3/18/13 9/23/13 189 33,636.60 8,065.24 140,283.65 106,647.05 317.06 158.53
short 10/07/13 10/28/13 21 6,831.71 9,292.99 4,370.43 -2,461.28 -36.03 -18.01
short 11/04/13 11/18/13 14 8,664.11 7,831.45 9,585.30 921.19 10.63 5.32
short 12/09/13 4/13/15 490 7,804.78 1,409.37 43,221.19 35,416.41 453.78 226.89 629.70
Alpha Services long 9/03/12 11/12/12 70 6,603.52 7,881.90 1,278.38 19.36 9.68
short 5/18/15 9/26/16 497 2,063.38 172.76 24,644.35 22,580.97 1,094.37 547.18 609.83
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 5,041.18 2,971.96 8,551.11 3,509.92 69.63 34.81
short 3/18/13 9/23/13 189 1,628.01 429.97 6,164.20 4,536.19 278.63 139.32 222.63
Sumitomo Mitsui Trst short 3/05/07 4/20/09 777 62.15 15.85 243.70 181.55 292.11 146.06 146.06
Yes Bank short 5/06/19 11/11/19 189 26.53 11.11 63.32 36.79 138.69 69.34
short 12/09/19 12/23/19 14 8.60 7.61 9.72 1.12 12.98 6.49
short 1/20/20 6/22/20 154 6.81 3.91 11.83 5.03 73.89 36.94
short 7/27/20 8/24/20 28 1.73 2.11 1.35 -0.38 -22.01 -11.00
short 8/31/20 11/23/20 84 2.07 2.04 2.11 0.03 1.61 0.80 121.55
National Bank Greece short 9/20/10 2/06/12 504 1,383,952.21 429,109.80 4,463,481.63 3,079,529.42 222.52 111.26 111.26
Credit Suisse short 6/07/21 10/11/21 126 1,208.21 1,181.90 1,235.10 26.90 2.23 1.11
short 12/12/22 12/26/22 14 453.93 405.77 507.80 53.88 11.87 5.93
short 3/13/23 6/12/23 91 329.95 125.38 868.27 538.33 163.16 81.58 94.49
Banco Macro long 9/06/10 9/20/10 14 334.57 401.15 66.58 19.90 9.95
long 9/23/13 10/07/13 14 356.02 362.79 6.77 1.90 0.95
long 10/28/13 11/04/13 7 409.63 392.46 -17.17 -4.19 -2.10
long 11/18/13 12/09/13 21 395.67 393.31 -2.36 -0.60 -0.30
long 9/26/16 10/17/16 21 764.03 831.79 67.76 8.87 4.43
long 12/23/19 1/20/20 28 478.21 503.88 25.67 5.37 2.68
long 12/26/22 3/13/23 77 404.32 484.42 80.10 19.81 9.91
long 1/29/24 2/12/24 14 736.82 662.15 -74.67 -10.13 -5.07
long 3/04/24 6/17/24 105 752.83 1,416.06 663.23 88.10 44.05 74.63
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
BBVA Banco Francés long 9/23/13 10/07/13 14 342.16 341.99 -0.17 -0.05 -0.02
long 10/28/13 11/04/13 7 395.53 357.61 -37.92 -9.59 -4.79
long 11/18/13 12/09/13 21 389.84 360.26 -29.58 -7.59 -3.79
long 1/29/18 2/05/18 7 902.40 824.92 -77.48 -8.59 -4.29
long 6/22/20 7/27/20 35 210.07 265.91 55.84 26.58 13.29
long 8/24/20 8/31/20 7 207.56 212.66 5.10 2.46 1.23
long 10/11/21 11/22/21 42 276.41 270.23 -6.18 -2.24 -1.12
long 12/05/22 12/12/22 7 263.64 263.64 -0.00 0.00 0.00
long 12/26/22 3/13/23 77 309.55 378.36 68.81 22.23 11.11
long 1/29/24 2/12/24 14 456.14 398.37 -57.77 -12.67 -6.33
long 3/04/24 6/17/24 105 413.51 772.90 359.38 86.91 43.46 48.39
Sberbank long 9/04/06 3/05/07 182 1,187.37 2,109.94 922.57 77.70 38.85
long 9/26/16 10/17/16 21 965.65 977.51 11.86 1.23 0.61
long 10/31/16 11/14/16 14 994.42 994.42 0.00 0.00 0.00
long 11/28/16 12/05/16 7 1,088.07 1,174.76 86.70 7.97 3.98
long 12/12/16 3/13/17 91 1,369.53 1,279.75 -89.78 -6.56 -3.28 40.51
Banif short 10/07/13 10/28/13 21 1.31 1.08 1.60 0.29 21.94 10.97
short 11/04/13 11/18/13 14 1.07 1.08 1.05 -0.01 -1.30 -0.65
short 12/09/13 4/13/15 490 1.28 0.95 1.71 0.44 34.11 17.06 29.05
VTB Bank short 2/05/18 3/11/19 399 206.30 131.62 323.35 117.05 56.74 28.37 28.37
Banco Popular long 4/20/09 11/02/09 196 4,023.10 3,995.18 -27.92 -0.69 -0.35
short 11/12/12 1/07/13 56 515.36 403.24 658.65 143.30 27.81 13.90
short 10/17/16 10/31/16 14 118.85 115.07 122.74 3.90 3.28 1.64
short 11/14/16 11/28/16 14 115.07 100.30 132.03 16.95 14.73 7.37
short 12/05/16 12/12/16 7 116.44 123.92 108.95 -7.49 -6.43 -3.21 19.88
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Gentera short 3/13/17 7/17/17 126 158.61 179.82 137.39 -21.22 -13.38 -6.69
short 7/24/17 1/29/18 189 173.74 97.20 310.56 136.82 78.75 39.37
short 2/05/18 3/11/19 399 95.99 91.64 100.54 4.56 4.75 2.37
short 8/31/20 11/23/20 84 34.67 41.61 27.72 -6.94 -20.03 -10.02 19.80
Shanghai Pudong long 4/20/09 11/02/09 196 179.67 233.01 53.33 29.68 14.84 14.84
IndusInd Bank long 11/23/20 6/07/21 196 119.19 153.77 34.58 29.01 14.51 14.51
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 2,254.26 2,526.37 272.11 12.07 6.04
long 12/12/16 3/13/17 91 2,600.82 2,905.37 304.55 11.71 5.85 12.24
Umweltbank short 2/12/24 3/04/24 21 1,191.04 983.81 1,441.94 250.89 21.06 10.53 10.53
Indiabulls HF short 12/09/19 12/23/19 14 39.60 45.38 33.82 -5.78 -14.59 -7.29
short 1/20/20 6/22/20 154 45.88 34.16 61.63 15.75 34.32 17.16 8.61
Banco BPI long 1/07/13 3/18/13 70 117.63 137.66 20.03 17.03 8.51 8.51
China Minsheng Bk short 6/07/21 10/11/21 126 79.94 69.97 91.33 11.39 14.25 7.13
short 11/22/21 12/05/22 378 70.21 69.72 70.71 0.50 0.71 0.35 7.50
Regional long 9/03/12 11/12/12 70 277.15 314.61 37.47 13.52 6.76 6.76
FinecoBank long 6/22/20 7/27/20 35 1,457.39 1,583.17 125.78 8.63 4.32 4.32
Cdn Imp Bk Comm short 12/12/22 12/26/22 14 5,801.97 5,353.77 6,287.70 485.73 8.37 4.19 4.19
Axis Bank long 3/11/19 5/06/19 56 110.57 119.27 8.70 7.87 3.94 3.94
Bank of East Asia short 11/22/21 12/05/22 378 177.94 165.15 191.71 13.77 7.74 3.87 3.87
State Bank of India long 9/06/10 9/20/10 14 54.00 58.12 4.12 7.63 3.81 3.81
Intesa Sanpaolo long 9/04/06 3/05/07 182 730.01 777.13 47.13 6.46 3.23 3.23
Unicredit short 4/09/12 9/03/12 147 1,628.51 1,580.51 1,677.98 49.46 3.04 1.52 1.52
Kotak Mahindra Bank long 11/23/20 6/07/21 196 266.21 272.22 6.02 2.26 1.13 1.13
ICICI Bank long 11/11/19 12/09/19 28 75.64 80.52 4.88 6.45 3.22
long 12/23/19 1/20/20 28 83.01 79.24 -3.77 -4.54 -2.27 0.88
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banco del Bajio long 12/05/22 12/12/22 7 418.64 423.60 4.96 1.18 0.59 0.59
Bank of Bejing short 7/24/17 1/29/18 189 131.23 131.07 131.39 0.16 0.12 0.06 0.06
Montepio long 7/17/17 7/24/17 7 129.21 129.35 0.14 0.11 0.05 0.05
Standard Chartered long 10/31/16 11/14/16 14 912.86 912.86 0.00 0.00 0.00 0.00
UBI Banca long 8/24/20 8/31/20 7 461.34 458.79 -2.55 -0.55 -0.28 -0.28
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 3,718.57 3,606.75 -111.81 -3.01 -1.50 -1.50
Commerzbank long 7/17/17 7/24/17 7 1,428.52 1,365.27 -63.25 -4.43 -2.21 -2.21
KakaoBank short 6/17/24 8/12/24 56 2.43 2.55 2.30 -0.12 -5.12 -2.56 -2.56
China Everbright Bk long 4/13/15 5/18/15 35 105.09 98.03 -7.06 -6.72 -3.36 -3.36
Triodos Groenfonds short 5/15/06 9/04/06 112 8,008.11 8,552.07 7,464.15 -543.96 -6.79 -3.40 -3.40
Heartland short 2/12/24 3/04/24 21 111.81 109.20 114.48 2.67 2.39 1.19
short 6/17/24 8/12/24 56 92.61 103.95 81.27 -11.34 -12.24 -6.12 -5.00
Banco Popolare short 12/05/16 12/12/16 7 245.09 273.29 216.89 -28.20 -11.51 -5.75 -5.75
Banco Sabadell long 10/11/21 11/22/21 42 92.67 80.83 -11.84 -12.78 -6.39 -6.39
Industrial Bank long 4/13/15 5/18/15 35 399.70 343.21 -56.49 -14.13 -7.07
long 3/11/19 5/06/19 56 321.52 316.82 -4.70 -1.46 -0.73 -7.75
Swedbank short 5/15/06 9/04/06 112 2,870.34 3,355.23 2,385.46 -484.89 -16.89 -8.45 -8.45
Banca Pop Mil short 4/09/12 9/03/12 147 31.21 36.76 25.67 -5.55 -17.77 -8.89 -8.89
Bank of Ireland long 2/06/12 4/09/12 63 438.18 336.74 -101.44 -23.15 -11.58 -11.58
U.S. Bancorp short 3/13/23 1/29/24 322 4,863.68 6,338.76 3,388.59 -1,475.09 -30.33 -15.16 -15.16
Banco Comercial short 10/17/16 10/31/16 14 23.01 24.05 21.98 -1.04 -4.50 -2.25
short 11/14/16 11/28/16 14 24.05 25.16 22.94 -1.11 -4.62 -2.31
short 3/13/17 7/17/17 126 19.58 31.56 7.59 -11.98 -61.21 -30.61
long 1/29/18 2/05/18 7 44.48 40.81 -3.67 -8.25 -4.12 -36.47
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Multitude short 7/27/20 8/24/20 28 354.15 669.76 38.54 -315.61 -89.12 -44.56 -44.56
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.
write an annotation