Share-o-matic - Assessment Banks

Assessment - Banks - 2/06/23 - RS = 13

		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	11/07/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	228.955	08:07	-0.10	226.440	1.11	200.273	26.167	13.07	USD	13.13
	L	BBVA Banco Francés	537.000	Wed	1.44	531.450	1.04	309.300	222.150	71.82	ARS	101.80
	L	Banco Macro	764.600	Wed	0.41	761.450	0.41	438.500	322.950	73.65	ARS	101.67
	L	Banco de Valores	83.800	Wed	1.09	82.700	1.33	53.900	28.800	53.43	ARS	75.55
	L	Unicredit	18.222	Wed	-0.21	18.302	-0.44	12.800	5.502	42.98	EUR	69.85
	L	BPER Banca	2.546	Wed	-1.39	2.540	0.24	2.050	0.490	23.90	EUR	49.31
	L	Banco Sabadell	1.175	Wed	2.93	1.131	3.89	0.808	0.323	40.01	EUR	47.79
	L	Bank of Ireland	9.676	Wed	0.48	9.542	1.40	7.330	2.212	30.18	EUR	44.94
	L	Banco BPM	4.209	Wed	-2.00	4.215	-0.14	3.188	1.027	32.21	EUR	44.71
	L	Banco del Bajio	67.060	Wed	-2.91	72.230	-7.16	57.970	14.260	24.60	MXN	40.45
	L	Commerzbank	10.280	Wed	1.38	10.115	1.63	8.328	1.787	21.46	EUR	36.15
	L	Banco Bilbao Viz	6.753	Wed	-0.40	6.790	-0.54	5.337	1.453	27.23	EUR	35.81
	L	Regional	161.220	Wed	-2.19	164.410	-1.94	145.660	18.750	12.87	MXN	33.46
	L	Swedbank	202.800	Wed	0.70	202.800		164.650	38.150	23.17	SEK	32.58
	L	Banco Comercial	0.210	Wed	2.85	0.200	4.96	0.146	0.054	36.78	EUR	29.45
	L	NatWest	305.300	Wed	0.43	300.200	1.70	238.400	61.800	25.92	GBP	26.30
	L	Jyske Bank	524.800	Wed	5.23	492.900	6.47	400.600	92.300	23.04	DKK	25.77
	L	Banca Mediolanum	9.098	Wed	0.53	8.998	1.11	7.798	1.200	15.39	EUR	25.43
		Resona	725.600	06:15	-0.19	692.600	4.76	569.400	123.200	21.64	JPY	25.42
	L	FinecoBank	16.815	Wed	-0.56	16.635	1.08	14.285	2.350	16.45	EUR	25.37
	L	Intesa Sanpaolo	2.469	Wed	0.02	2.447	0.90	2.129	0.318	14.94	EUR	24.60
	L	Banco Santander	3.536	08:06	0.21	3.446	2.63	2.661	0.785	29.51	EUR	24.56
	L	Erste Group Bank	36.230	Wed	2.46	34.700	4.41	28.440	6.260	22.01	EUR	24.53
	L	Nordea Bank	125.820	Wed	0.48	124.900	0.74	105.980	18.920	17.85	SEK	22.17
	L	Chiba Bank	974.000	06:15	0.10	942.000	3.40	806.000	136.000	16.87	JPY	21.57
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	11/07/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	BNP Paribas	63.850	08:07		60.750	5.10	50.690	10.060	19.85	EUR	20.75
	L	Danske Bank	141.250	Wed	2.88	134.700	4.86	123.650	11.050	8.94	DKK	20.20
	L	Unicaja Banco	1.125	Wed	-0.53	1.119	0.54	0.924	0.195	21.10	EUR	20.16
	L	KBC	68.580	Wed	0.85	68.060	0.76	53.440	14.620	27.36	EUR	20.13
	L	UBS	19.895	Wed	0.13	19.845	0.25	16.325	3.520	21.56	CHF	19.66
	L	Bankinter	6.750	Wed	2.12	6.596	2.33	5.870	0.726	12.37	EUR	18.22
	L	Societe Generale	26.615	Wed	-5.01	27.555	-3.41	23.590	3.965	16.81	EUR	17.68
	L	Lloyds Bank	53.650	Wed	0.37	52.830	1.55	42.015	10.815	25.74	GBP	16.70
	L	Standard Chartered	688.800	Wed	0.91	671.400	2.59	558.000	113.400	20.32	GBP	16.66
	L	Svenska Handelsbank	102.500	Wed	-8.60	111.450	-8.03	103.700	7.750	7.47	SEK	16.55
	L	Deutsche Bank	11.668	Wed	1.20	11.356	2.75	9.766	1.590	16.28	EUR	16.42
		Fukuoka	2,999.000	06:15	-0.53	2,885.000	3.95	2,533.000	352.000	13.90	JPY	16.19
	L	HSBC	612.400	Wed	1.22	596.000	2.75	479.400	116.600	24.32	GBP	15.69
	L	Raiffeisen Bank Int	16.390	Wed	2.44	15.220	7.69	14.810	0.410	2.77	EUR	15.66
	L	HSBC	57.800	Wed	2.12	56.600	2.12	43.000	13.600	31.63	HKD	15.37
		Axis Bank	871.750	Wed	-0.84	882.650	-1.23	872.950	9.700	1.11	INR	14.67
	L	Nordea Bank	11.066	Wed	0.33	10.954	1.02	9.768	1.186	12.14	EUR	14.63
	L	Mediobanca	10.205	Wed	0.34	10.145	0.59	9.632	0.513	5.33	EUR	13.73
	L	JP Morgan Chase	142.640	Wed	-0.70	141.920	0.51	131.370	10.550	8.03	USD	13.19
	L	Credit Agricole	11.216	Wed	0.68	11.046	1.54	9.729	1.317	13.54	EUR	12.85
	L	HDFC Bank	1,654.000	Wed	-0.01	1,651.750	0.14	1,508.800	142.950	9.47	INR	12.73
	L	Banca Generali	34.090	Wed	-0.76	34.100	-0.03	32.250	1.850	5.74	EUR	12.50
	L	HDFC	2,685.800	Wed	0.25	2,683.150	0.10	2,507.400	175.750	7.01	INR	12.24
	L	BNY Mellon	51.780	Wed	0.68	50.540	2.45	42.420	8.120	19.14	USD	12.02
	L	American Express	179.000	Wed	0.17	176.480	1.43	146.980	29.500	20.07	USD	11.87
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	11/07/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	Sumitomo Mitsui Trst	4,822.000	06:15	-0.37	4,704.000	2.51	4,266.000	438.000	10.27	JPY	11.71
	L	S.E.B	123.750	Wed	-0.44	124.000	-0.20	116.650	7.350	6.30	SEK	11.56
		Yes Bank	17.100	Wed	1.48	16.650	2.70	16.550	0.100	0.60	INR	10.60
		IndusInd Bank	1,145.350	Wed	0.21	1,129.150	1.43	1,144.150	-15.000	-1.31	INR	10.55
	L	Commonwealth Bank	110.210	05:10	-0.10	110.750	-0.49	103.080	7.670	7.44	AUD	10.30
	L	Suncorp-Metway	12.740	05:10	-2.30	12.360	3.07	11.680	0.680	5.82	AUD	9.94
	L	Shinsei Bank	2,398.000	06:15	0.08	2,333.000	2.79	2,227.000	106.000	4.76	JPY	9.51
	L	Unipol	4.897	Wed	-0.31	4.936	-0.79	4.599	0.337	7.33	EUR	8.99
	L	DBS Bank	36.190	Wed	0.56	35.840	0.98	34.430	1.410	4.10	SGD	8.22
	L	National Bank CA	101.490	Wed	0.55	100.270	1.22	94.710	5.560	5.87	CAD	7.96
	L	OCBC	13.150	Wed	1.00	13.000	1.15	12.120	0.880	7.26	SGD	7.92
	L	Wells Fargo	48.250	Wed	0.25	47.680	1.20	47.070	0.610	1.30	USD	6.49
		ICICI Bank	859.100	Wed	0.74	853.700	0.63	917.500	-63.800	-6.95	INR	6.14
	L	Royal Bank CA	138.280	Wed	-0.25	138.120	0.12	128.210	9.910	7.73	CAD	6.00
	L	KB Financial	54,200.000	06:30	-2.69	55,700.000	-2.69	47,450.000	8,250.000	17.39	KRW	5.83
		Westpac Banking	23.900	05:10		23.850	0.21	23.190	0.660	2.85	AUD	5.40
		United Overseas Bank	30.840	Wed	0.98	30.340	1.65	28.500	1.840	6.46	SGD	5.09
	L	National Australia B	31.950	05:10	-0.34	31.880	0.22	31.730	0.150	0.47	AUD	4.98
	L	ANZ Banking AU	25.920	05:10	0.50	25.580	1.33	24.330	1.250	5.14	AUD	4.19
		State Bank of India	549.750	Wed	0.48	545.400	0.80	614.150	-68.750	-11.19	INR	4.05
		ANZ Banking NZ	28.450	04:00	-0.35	27.970	1.72	26.700	1.270	4.76	NZD	3.95
	L	U.S. Bancorp	49.070	Wed	-1.21	48.950	0.25	43.530	5.420	12.45	USD	3.07
	L	Bank Montreal	137.180	Wed	0.37	135.460	1.27	127.780	7.680	6.01	CAD	2.91
	L	China Merchants Bank	38.490	07:00		38.350	0.37	29.160	9.190	31.52	CNY	2.62
	L	Bank of China	2.970	Wed	0.34	2.940	1.02	2.620	0.320	12.21	HKD	2.51
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	11/07/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	Citigroup	51.150	Wed	0.04	50.860	0.57	45.730	5.130	11.22	USD	2.46
	L	Bank of America	36.500	Wed	-0.73	36.370	0.36	37.010	-0.640	-1.73	USD	2.11
	L	Toronto-Dominion	92.640	Wed	-0.19	91.700	1.03	88.360	3.340	3.78	CAD	1.64
	L	DNB	190.200	Wed	-0.26	189.550	0.34	180.750	8.800	4.87	NOK	0.64
	L	Bank of Communicats	4.850	Wed	1.04	4.770	1.68	4.050	0.720	17.78	HKD	0.25
	L	Agricultural Bank	2.930	07:00	0.34	2.920	0.34	2.750	0.170	6.18	CNY	-0.08
	L	Aozora Bank	2,625.000	06:15	-0.68	2,618.000	0.27	2,555.000	63.000	2.47	JPY	-0.46
	L	Bank of East Asia	10.140	Wed	1.20	10.020	1.20	8.150	1.870	22.94	HKD	-2.58
	L	China Constr Bk HK	5.000	Wed	0.81	4.960	0.81	4.370	0.590	13.50	HKD	-2.93
		IBK	10,200.000	06:30	-1.64	10,030.000	1.69	10,600.000	-570.000	-5.38	KRW	-3.16
	S	Kotak Mahindra Bank	1,765.500	Wed	-0.56	1,747.000	1.06	1,882.600	-135.600	-7.20	INR	-3.96
	L	Ind and Comm Bk	4.300	07:00		4.290	0.23	4.080	0.210	5.15	CNY	-4.13
	L	Bank Nova Scotia	73.620	Wed	-0.18	72.820	1.10	66.220	6.600	9.97	CAD	-4.14
	L	ICBC	4.080	Wed	0.74	4.010	1.75	3.580	0.430	12.01	HKD	-4.19
	L	Woori Financial	12,430.000	06:30	-2.89	12,330.000	0.81	11,550.000	780.000	6.75	KRW	-4.48
	L	Hang Seng Bank	125.600	Wed	1.21	124.700	0.72	115.700	9.000	7.78	HKD	-5.51
	L	Umweltbank	13.800	Wed	-0.36	13.750	0.36	11.700	2.050	17.52	EUR	-5.71
	L	Bank of China (HK)	26.350	Wed	0.38	26.100	0.96	25.800	0.300	1.16	HKD	-5.80
	L	Cdn Imp Bk Comm	62.300	Wed	0.23	61.400	1.47	62.470	-1.070	-1.71	CAD	-6.17
	L	Industrial Bank	17.190	07:00	0.47	17.150	0.23	15.470	1.680	10.86	CNY	-6.79
	L	Heartland	1.830	04:00	1.10	1.820	0.55	1.740	0.080	4.60	NZD	-7.58
		Indiabulls HF	120.150	Wed	2.34	118.150	1.69	132.000	-13.850	-10.49	INR	-9.90
		Credit Suisse	3.252	Wed	0.59	3.200	1.62	4.070	-0.870	-21.38	CHF	-33.75
Banks - 97 out of 97 instruments rated - 2/06/23 / 11/07/22 - 88 did rise, Market-Ratio(13) = 90.72 %

Technical Chart

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

1/07/19	scale up chart	2/06/23

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 Financial	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 Financial	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	12/05/22	378		Bank of East Asia	50	68,456,312	HKD	12.060	9.390	15.489	3.429	28	1,886m	27
					China Minsheng Bk	50	211,687,985	CNY	3.900	3.550	4.285	0.385	10	1,967m	10
100							19							18
long	12/05/22	12/12/22	7		BBVA Banco Francés	50	3,015,035	ARS	326.250	328.550		2.300	1	1,974m	44
					Banco del Bajio	50	16,229,261	MXN	60.610	61.120		0.510	1	1,983m	55
100							1							49
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	12/12/22	12/26/22	14		Credit Suisse	50	320,900,321	CHF	3.089	2.846	3.353	0.264	9	2,067m	746
					Cdn Imp Bk Comm	50	17,209,393	CAD	57.600	54.720	60.632	3.032	5	2,119m	281
100							7							469
long	12/26/22	2/08/23	44		Banco Macro	50	1,981,409	ARS	534.800	764.600		229.800	43	2,575m	1,840
					BBVA Banco Francés	50	2,588,003	ARS	409.450	537.000		127.550	31	2,905m	848
100							37							1,267
accum	5/15/06	2/08/23	6114	days out of 6247 invested (98%)								29,047,332		2,905m	112

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
	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
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
	long	12/26/22	2/08/23	44	534.80	764.60		229.80	42.97		21.48	42.08
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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
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
	long	12/05/22	12/12/22	7	326.25	328.55		2.30	0.70		0.35
	long	12/26/22	2/08/23	44	409.45	537.00		127.55	31.15		15.58	20.88
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Bank of East Asia	short	11/22/21	12/05/22	378	12.06	9.39	15.49	3.43	28.43		14.22	14.22
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	12/05/22	378	3.90	3.55	4.28	0.38	9.86		4.93	14.16
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
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
Credit Suisse	short	6/07/21	10/11/21	126	9.92	9.67	10.18	0.26	2.63		1.31
	short	12/12/22	12/26/22	14	3.09	2.85	3.35	0.26	8.54		4.27	5.64
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
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
Cdn Imp Bk Comm	short	12/12/22	12/26/22	14	57.60	54.72	60.63	3.03	5.26		2.63	2.63
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
Banco del Bajio	long	12/05/22	12/12/22	7	60.61	61.12		0.51	0.84		0.42	0.42
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
UBI Banca	long	8/24/20	8/31/20	7	3.69	3.63		-0.06	-1.68		-0.84	-0.84
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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