Share-o-matic - Assessment Banks

Assessment - Banks - 10/07/19 - RS = 13

		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Banks	175.225	Fri	2.23	170.860	2.55	183.806	-12.946	-7.04	USD	-5.27
	L	Banca Generali	27.020	Fri	-1.67	28.080	-3.77	26.380	1.700	6.44	EUR	25.74
	L	Kotak Mahindra Bank	1,587.750	Fri	0.19	1,555.650	2.06	1,475.300	80.350	5.45	INR	16.84
		Unipol	4.950	Fri	2.08	4.767	3.84	4.486	0.281	6.26	EUR	16.07
	L	Mediobanca	10.090	Fri	1.82	9.804	2.92	9.342	0.462	4.95	EUR	15.73
		ICICI Bank	428.550	Fri	1.14	416.100	2.99	425.900	-9.800	-2.30	INR	9.44
		Sberbank	13.140	Fri	3.06	12.800	2.66	13.900	-1.100	-7.91	EUR	9.44
		China Merchants Bank	36.290	Fri	3.36	34.750	4.43	35.560	-0.810	-2.28	CNY	9.36
		National Australia B	28.200	Fri	0.64	27.920	1.00	26.750	1.170	4.37	AUD	8.54
		HDFC Bank	1,198.800	Fri	-0.15	1,186.900	1.00	1,204.800	-17.900	-1.49	INR	8.13
	L	Gentera	17.830	Fri	0.96	16.960	5.13	16.870	0.090	0.53	MXN	6.80
		VTB Bank	1.158	Fri	2.57	1.155	0.26	1.163	-0.008	-0.69	EUR	6.53
		Shanghai Pudong	12.450	Fri	4.10	11.840	5.15	11.360	0.480	4.23	CNY	6.27
	L	Westpac Banking	28.750	Fri	0.77	28.610	0.49	28.020	0.590	2.11	AUD	6.24
	L	National Bank CA	66.390	Fri	0.45	65.270	1.72	63.220	2.050	3.24	CAD	5.99
	L	JP Morgan Chase	116.140	Fri	1.69	114.370	1.55	112.880	1.490	1.32	USD	5.87
	L	Heartland	1.620	Fri	1.25	1.620		1.720	-0.100	-5.81	NZD	5.55
	L	Citigroup	70.100	Fri	2.16	68.150	2.86	71.130	-2.980	-4.19	USD	5.44
		Commonwealth Bank	78.770	Fri	0.86	77.940	1.06	81.280	-3.340	-4.11	AUD	4.83
	L	Suncorp-Metway	13.430	Fri	0.37	14.027	-4.25	13.430	0.597	4.44	AUD	4.81
	L	Royal Bank CA	106.330	Fri	0.54	105.590	0.70	105.160	0.430	0.41	CAD	4.63
		U.S. Bancorp	53.470	Fri	0.85	53.930	-0.85	53.090	0.840	1.58	USD	4.40
	L	Bank Nova Scotia	75.150	Fri	0.45	74.310	1.13	70.870	3.440	4.85	CAD	3.98
	L	ANZ Banking NZ	29.410	Fri	1.52	29.190	0.75	29.300	-0.110	-0.38	NZD	3.75
	L	Intesa Sanpaolo	2.186	Fri	1.70	2.108	3.70	2.018	0.091	4.49	EUR	3.72
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ13	Curr	∅-RS
		Umweltbank	9.840	Fri	1.44	9.600	2.50	10.450	-0.850	-8.13	EUR	2.96
		ANZ Banking AU	27.490	Fri	1.14	27.300	0.70	27.880	-0.580	-2.08	AUD	2.48
	L	UBI Banca	2.742	Fri	3.59	2.560	7.11	2.577	-0.017	-0.66	EUR	2.33
		American Express	116.400	Fri	1.20	113.650	2.42	124.870	-11.220	-8.99	USD	1.93
		Triodos Groenfonds	59.270	Fri	-0.19	59.400	-0.22	58.950	0.450	0.76	EUR	1.87
		Industrial Bank	18.660	Fri	1.86	17.530	6.45	17.790	-0.260	-1.46	CNY	1.62
	L	Wells Fargo	49.210	Fri	1.15	48.810	0.82	47.540	1.270	2.67	USD	0.80
		Bank of America	28.910	Fri	1.62	28.310	2.12	29.200	-0.890	-3.05	USD	0.71
		Standard Chartered	655.400	Fri	1.27	637.400	2.82	733.200	-95.800	-13.07	GBP	0.43
	L	Banco BPM	2.003	Fri	3.86	1.860	7.69	1.907	-0.047	-2.44	EUR	0.32
	L	DNB	159.950	Fri	1.85	155.150	3.09	164.600	-9.450	-5.74	NOK	0.02
	L	Cdn Imp Bk Comm	109.890	Fri	1.13	108.120	1.64	103.780	4.340	4.18	CAD	-0.03
		China Everbright Bk	4.310	Fri	1.17	3.940	9.39	3.790	0.150	3.96	CNY	-0.22
		Toronto-Dominion	73.760	Fri	1.00	73.660	0.14	77.420	-3.760	-4.86	CAD	-0.29
		United Overseas Bank	25.920	Fri	1.69	25.320	2.37	26.070	-0.750	-2.88	SGD	-0.52
	L	BPER Banca	3.638	Fri	3.65	3.499	3.97	3.862	-0.363	-9.40	EUR	-0.55
		Ind and Comm Bk	5.640	Fri	1.26	5.530	1.99	5.590	-0.060	-1.07	CNY	-0.67
	S	HDFC	2,010.150	Fri	1.12	1,969.300	2.07	2,259.950	-290.650	-12.86	INR	-0.83
	L	Credit Agricole	11.220	Fri	4.52	10.650	5.35	10.975	-0.325	-2.96	EUR	-1.17
		DBS Bank	24.900	Fri	0.77	24.680	0.89	25.370	-0.690	-2.72	SGD	-1.32
	L	BNP Paribas	45.750	Fri	4.72	42.615	7.36	42.970	-0.355	-0.83	EUR	-1.71
	S	Axis Bank	672.700	Fri	-0.04	673.450	-0.11	782.900	-109.450	-13.98	INR	-1.74
		China Minsheng Bk	6.170	Fri	0.98	6.020	2.49	6.000	0.020	0.33	CNY	-1.76
	L	FinecoBank	9.798	Fri	2.92	9.678	1.24	10.305	-0.627	-6.08	EUR	-1.79
		Shinsei Bank	1,567.000	Fri	3.23	1,522.000	2.96	1,732.000	-210.000	-12.12	JPY	-2.10
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ13	Curr	∅-RS
		Bank Montreal	96.980	Fri	0.87	96.120	0.89	100.410	-4.290	-4.27	CAD	-2.20
	L	S.E.B	92.160	Fri	2.79	88.200	4.49	90.680	-2.480	-2.73	SEK	-2.25
	L	Regional	95.520	Fri	0.24	93.730	1.91	98.490	-4.760	-4.83	MXN	-2.85
	S	Bank of China	3.640	Fri	1.11	3.580	1.68	3.710	-0.130	-3.50	CNY	-2.97
	L	Aareal Bank	28.370	Fri	3.69	26.600	6.65	23.860	2.740	11.48	EUR	-3.64
	L	KBC	61.000	Fri	3.39	57.720	5.68	60.160	-2.440	-4.06	EUR	-3.88
		Credit Suisse	12.055	Fri	3.83	11.475	5.05	12.005	-0.530	-4.41	CHF	-4.62
	S	OCBC	10.740	Fri	0.85	10.680	0.56	11.310	-0.630	-5.57	SGD	-4.66
		Banco Santander MX	26.550	Fri	1.96	25.900	2.51	29.340	-3.440	-11.72	MXN	-4.72
	S	Agricultural Bank	3.530	Fri	1.15	3.460	2.02	3.600	-0.140	-3.89	CNY	-5.14
		HSBC	607.400	Fri	1.57	604.300	0.51	668.500	-64.200	-9.60	GBP	-5.74
		Unicredit	10.924	Fri	3.41	10.286	6.20	11.346	-1.060	-9.34	EUR	-6.10
		ICBC	5.370	Fri	1.90	5.160	4.07	5.510	-0.350	-6.35	HKD	-7.21
	L	Sumitomo Mitsui Trst	3,741.000	Fri	1.16	3,739.000	0.05	3,943.000	-204.000	-5.17	JPY	-7.36
	L	Shizuoka Bank	794.000	Fri	1.02	792.000	0.25	818.000	-26.000	-3.18	JPY	-7.44
	L	Banco Bilbao Viz	4.716	Fri	3.72	4.587	2.81	4.985	-0.398	-7.98	EUR	-7.50
	L	Svenska Handelsbank	93.340	Fri	2.93	89.920	3.80	98.000	-8.080	-8.24	SEK	-7.54
		China Constr Bk HK	6.130	Fri	2.17	5.920	3.55	6.190	-0.270	-4.36	HKD	-8.11
		IBK	12,450.000	Fri	1.22	12,800.000	-2.73	13,750.000	-950.000	-6.91	KRW	-8.14
	S	Bank of Comm	5.590	Fri	1.08	5.450	2.57	6.120	-0.670	-10.95	CNY	-8.25
	L	Banco Sabadell	0.959	Fri	6.13	0.884	8.39	0.925	-0.040	-4.37	EUR	-8.45
	L	KB Financial	41,950.000	Fri	2.69	41,250.000	1.70	43,600.000	-2,350.000	-5.39	KRW	-8.79
	S	Bank of Bejing	5.540	Fri	1.28	5.360	3.36	5.920	-0.560	-9.46	CNY	-8.80
		Lloyds Bank	59.130	Fri	12.27	51.700	14.37	57.710	-6.010	-10.41	GBP	-9.09
	L	Nordea Bank	70.030	Fri	2.56	67.370	3.95	71.550	-4.180	-5.84	SEK	-9.10
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ13	Curr	∅-RS
		HSBC	58.950	Fri	2.61	58.250	1.20	65.000	-6.750	-10.38	HKD	-9.15
		Bank of China	3.140	Fri	2.28	3.060	2.61	3.250	-0.190	-5.85	HKD	-9.22
		Raiffeisen Bank Int	21.310	Fri	5.08	20.160	5.70	21.150	-0.990	-4.68	EUR	-9.64
	L	Chiba Bank	546.000	Fri	1.30	544.000	0.37	551.000	-7.000	-1.27	JPY	-9.94
		Ferratum	8.100	Fri	-1.46	9.130	-11.28	10.900	-1.770	-16.24	EUR	-9.95
	L	Resona	448.800	Fri	1.29	444.600	0.94	454.300	-9.700	-2.14	JPY	-10.15
	L	Societe Generale	25.255	Fri	5.27	23.515	7.40	22.555	0.960	4.26	EUR	-10.56
	S	Banco Macro	186.550	Fri	-1.32	174.000	7.21	305.450	-131.450	-43.03	ARS	-10.60
		BNY Mellon	44.120	Fri	1.43	42.240	4.45	43.020	-0.780	-1.81	USD	-11.28
	S	Hang Seng Bank	163.500	Fri	3.48	164.600	-0.67	193.600	-29.000	-14.98	HKD	-11.59
		Erste Group Bank	30.080	Fri	4.19	28.780	4.52	33.740	-4.960	-14.70	EUR	-11.65
		Deutsche Bank	6.797	Fri	5.15	6.481	4.88	6.788	-0.307	-4.52	EUR	-12.02
	L	Jyske Bank	222.700	Fri	3.29	214.500	3.82	230.900	-16.400	-7.10	DKK	-12.11
	L	Nordea Bank	6.478	Fri	2.97	6.190	4.65	6.743	-0.553	-8.20	EUR	-12.17
		Banco Santander	3.792	Fri	4.29	3.558	6.59	4.185	-0.627	-14.98	EUR	-12.38
	L	Fukuoka	1,979.000	Fri	1.70	1,978.000	0.05	2,033.000	-55.000	-2.71	JPY	-12.72
	L	Aozora Bank	2,610.000	Fri	1.28	2,578.000	1.24	2,646.000	-68.000	-2.57	JPY	-13.13
	L	UBS	11.105	Fri	3.59	10.650	4.27	11.940	-1.290	-10.80	CHF	-13.19
		RBS	218.300	Fri	11.46	195.050	11.92	225.800	-30.750	-13.62	GBP	-13.62
		Bank of Shanghai	9.590	Fri	0.31	9.350	2.57	8.880	0.470	5.29	CNY	-14.72
		Bank of China (HK)	25.850	Fri	2.99	25.900	-0.19	30.700	-4.800	-15.64	HKD	-15.39
	S	Bank of Communicats	5.180	Fri	2.57	5.080	1.97	5.890	-0.810	-13.75	HKD	-15.54
	L	Bankinter	6.014	Fri	3.51	5.604	7.32	6.308	-0.704	-11.16	EUR	-15.77
	L	Swedbank	140.350	Fri	3.24	135.850	3.31	146.750	-10.900	-7.43	SEK	-16.20
		State Bank of India	254.550	Fri	0.16	249.100	2.19	355.300	-106.200	-29.89	INR	-16.44
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ13	Curr	∅-RS
		Woori Financial	11,500.000	Fri	2.68	11,750.000	-2.13	13,850.000	-2,100.000	-15.16	KRW	-17.22
		IndusInd Bank	1,223.200	Fri	-0.43	1,241.050	-1.44	1,476.500	-235.450	-15.95	INR	-17.88
	S	Banco Comercial	0.196	Fri	2.30	0.190	2.79	0.283	-0.093	-32.86	EUR	-19.43
	L	Danske Bank	95.160	Fri	3.39	93.500	1.78	104.200	-10.700	-10.27	DKK	-19.61
		ABN AMRO	16.500	Fri	2.80	15.930	3.58	19.280	-3.350	-17.38	EUR	-19.99
		Bank of East Asia	18.280	Fri	1.67	18.940	-3.48	22.250	-3.310	-14.88	HKD	-21.35
		Bank of Ireland	4.220	Fri	11.23	3.670	14.99	4.598	-0.928	-20.18	EUR	-25.14
	S	BBVA Banco Francés	102.100	Fri	-0.87	97.800	4.40	142.050	-44.250	-31.15	ARS	-26.17
		Commerzbank	5.196	Fri	4.09	4.894	6.18	6.286	-1.393	-22.15	EUR	-26.37
		Bankia	1.765	Fri	3.43	1.667	5.91	2.096	-0.430	-20.49	EUR	-26.99
	S	Indiabulls HF	209.900	Fri	7.45	234.250	-10.39	689.000	-454.750	-66.00	INR	-63.89
	S	Yes Bank	39.600	Fri	-3.30	45.650	-13.25	93.150	-47.500	-50.99	INR	-65.27
Banks - 111 out of 111 instruments rated - 10/07/19 / 7/08/19 - 23 did rise, Market-Ratio(13) = 20.72 %

Technical Chart

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

1/05/15	scale up chart	10/07/19

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	1	EUR	38,964.000	11,800.000	128,660.449	89,696.449	230	202,831	138
					National Bank Greece	50	6	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	343,554	116
100							204							124
long	2/06/12	4/09/12	63		Bank of Ireland	50	39,488	EUR	4.350	3.150		-1.200	-28	296,169	-85
					Aozora Bank	50	8,219	JPY	20.900	21.400		0.500	2	300,278	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	514,174	EUR	0.292	0.373	0.211	-0.081	-28	258,630	-55
					Unicredit	50	9,855	EUR	15.234	16.036	14.432	-0.802	-5	250,726	-13
100							-17							-36
long	9/03/12	11/12/12	70		Regional	50	2,687	MXN	46.650	52.240		5.590	12	265,747	80
					Alpha Bank	50	1,871	EUR	67.000	78.000		11.000	16	286,328	121
100							14							100
short	11/12/12	1/07/13	56		Banco Popular	50	28,071	EUR	5.100	3.500	7.431	2.331	46	351,772	1,063
					Bankia	50	2,869	EUR	49.888	25.796	96.481	46.593	93	485,447	7,262
100							70							3,023
long	1/07/13	3/18/13	70		Banco BPI	50	237,730	EUR	1.021	1.105		0.084	8	505,416	51
					Shinsei Bank	50	13,484	JPY	18.000	22.800		4.800	27	570,139	243
100							17							131
short	3/18/13	9/23/13	189		Bankia	50	21,814	EUR	13.068	3.252	52.513	39.445	302	1,430,595	1,367
					Eurobank Ergasias	50	1,055	EUR	270.000	61.000	1,195.082	925.082	343	2,406,556	1,669
100							322							1,515
long	9/23/13	10/07/13	14		Banco Macro	50	58,553	ARS	20.550	21.800		1.250	6	2,479,747	366
					BBVA Banco Francés	50	60,926	ARS	19.750	20.550		0.800	4	2,528,488	182
100							5							263
short	10/07/13	10/28/13	21		Banif	50	126,424,403	EUR	0.010	0.008	0.013	0.003	25	2,844,549	4,735
					Eurobank Ergasias	50	24,312	EUR	52.000	69.000	35.000	-17.000	-33	2,431,245	-100
100							-4							-49
long	10/28/13	11/04/13	7		Banco Macro	50	49,215	ARS	24.700	23.650		-1.050	-4	2,379,569	-90
					BBVA Banco Francés	50	50,970	ARS	23.850	21.550		-2.300	-10	2,262,338	-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	141,396,145	EUR	0.008	0.008	0.008	0.000	0	2,262,338	0
					Eurobank Ergasias	50	17,402	EUR	65.000	58.000	72.845	7.845	12	2,398,854	1,851
100							6							361
long	11/18/13	12/09/13	21		Banco Macro	50	50,502	ARS	23.750	23.800		0.050	0	2,401,379	4
					BBVA Banco Francés	50	51,257	ARS	23.400	21.800		-1.600	-7	2,319,367	-71
100							-3							-44
short	12/09/13	4/13/15	490		Banif	50	128,853,746	EUR	0.009	0.008	0.011	0.002	20	2,551,304	15
					Eurobank Ergasias	50	21,085	EUR	55.000	11.100	272.523	217.523	395	7,137,766	229
100							208							131
long	4/13/15	5/18/15	35		Industrial Bank	50	172,493	CNY	20.690	17.750		-2.940	-14	6,630,637	-80
					China Everbright Bk	50	656,045	CNY	5.440	5.070		-0.370	-7	6,387,900	-52
100							-11							-69
short	5/18/15	9/26/16	497		Alpha Bank	50	210,128	EUR	15.200	1.530	151.007	135.807	893	34,924,648	440
					Piraeus Bank	50	3,722	EUR	858.000	2.700	272,653.333	271,795.333	31,678	1,047m	6,780
100							16,284							4,130
long	9/26/16	10/17/16	21		Banco Macro	50	4,536,397	ARS	115.350	121.300		5.950	5	1,074m	140
					Sberbank	50	61,187,264	EUR	8.552	8.554		0.002	0	1,074m	0
100							3							56
short	10/17/16	10/31/16	14		Banco Comercial	50	2665,493,583	EUR	0.201	0.209	0.194	-0.007	-4	1,054m	-62
					Banco Popular	50	516,183,084	EUR	1.040	0.999	1.083	0.043	4	1,076m	185
100							0							6
long	10/31/16	11/14/16	14		Standard Chartered	50	75,570,809	GBP	7.119	7.119		0.000	0	1,076m	0
					Sberbank	50	62,317,686	EUR	8.633	8.633		0.000	0	1,076m	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	2576,573,708	EUR	0.209	0.214	0.204	-0.005	-2	1,064m	-45
					Banco Popular	50	538,527,117	EUR	0.999	0.851	1.173	0.174	17	1,157m	6,433
100							8							570
long	11/28/16	12/05/16	7		Bank of America	50	28,465,554	USD	20.330	22.160		1.830	9	1,210m	8,850
					Sberbank	50	62,684,654	EUR	9.232	9.615		0.383	4	1,234m	733
100							7							2,667
short	12/05/16	12/12/16	7		Banco Popolare	50	307,455,042	EUR	2.006	2.234	1.778	-0.228	-11	1,163m	-100
					Banco Popular	50	647,171,895	EUR	0.953	1.013	0.893	-0.060	-6	1,125m	-97
100							-9							-99
long	12/12/16	3/13/17	91		Bank of America	50	24,869,074	USD	22.610	25.300		2.690	12	1,191m	57
					Sberbank	50	50,226,869	EUR	11.195	10.460		-0.735	-7	1,155m	-24
100							3							11
short	3/13/17	7/17/17	126		Gentera	50	21,309,719	MXN	27.090	28.070	26.110	-0.980	-4	1,134m	-10
					Banco Comercial	50	3608,002,125	EUR	0.160	0.244	0.076	-0.084	-53	831m	-88
100							-28							-61
long	7/17/17	7/24/17	7		Commerzbank	50	37,600,947	EUR	11.045	10.555		-0.490	-4	812m	-91
					Montepio	50	415,718,183	EUR	0.999	1.000		0.001	0	813m	5
100							-2							-68
short	7/24/17	1/29/18	189		Gentera	50	14,683,703	MXN	27.670	16.600	46.122	18.452	67	1,084m	168
					Bank of Bejing	50	50,978,433	CNY	7.970	7.610	8.347	0.377	5	1,103m	9
100							36							80
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	3,403,585	ARS	162.000	146.250		-15.750	-10	1,049m	-100
					Banco Comercial	50	1673,386,654	EUR	0.330	0.299		-0.031	-9	998m	-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	30,695,843	MXN	16.250	15.850	16.660	0.410	3	1,010m	2
					VTB Bank	50	330,336,060	EUR	1.510	1.040	2.192	0.682	45	1,236m	41
100							24							22
long	3/11/19	5/06/19	56		Industrial Bank	50	32,010,999	CNY	19.300	19.340		0.040	0	1,237m	1
					Axis Bank	50	8,795,733	INR	70.240	74.745		4.505	6	1,277m	50
100							3							24
short	5/06/19	10/11/19	158		Aozora Bank	50	23,560,904	JPY	27.090	26.100	28.118	1.028	4	1,301m	9
					Yes Bank	50	38,391,874	INR	16.625	3.960	69.796	53.171	320	3,342m	2,650
100							162							824
accum	5/15/06	10/11/19	4900	days out of 5033 invested (97%)								33,420,500		3,342m	158

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 Bank	short	9/20/10	2/06/12	504	38,964.00	11,800.00	128,660.45	89,696.45	230.20	50	115.10
	short	5/18/15	9/26/16	497	858.00	2.70	272,653.33	271,795.33	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
Yes Bank	short	5/06/19	10/11/19	158	16.63	3.96	69.80	53.17	319.82		159.91	159.91
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
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
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	32.58
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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	13.19
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
Regional	long	9/03/12	11/12/12	70	46.65	52.24		5.59	11.98		5.99	5.99
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
Aozora Bank	long	2/06/12	4/09/12	63	20.90	21.40		0.50	2.39		1.20
	short	5/06/19	10/11/19	158	27.09	26.10	28.12	1.03	3.79		1.90	3.12
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 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
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
Commerzbank	long	7/17/17	7/24/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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
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	-10.77
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

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
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)
6/05/17	Bankia	reverse split 4:1 (one for four)
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)
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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
7/17/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
6/21/15	Ferratum	recording started
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.


	is taking down something concerning