Share-o-matic - Assessment Banks

Assessment - Banks - 9/26/22 - RS = 13

		⇓instrument	freshest		⇓ Δday	9/26/22	⇓ Δwk	6/27/22	prc diff	⇓ Δ13	Curr	∅-RS
	S	SOM Banks	185.449	16:11	1.29	188.816	-1.78	190.155	-1.339	-0.70	USD	-6.56
	L	Banco Macro	442.400	Thu		463.900	-4.63	280.800	183.100	65.21	ARS	42.76
	L	BBVA Banco Francés	311.600	Thu	-0.62	307.500	1.33	198.200	109.300	55.15	ARS	33.14
	L	Bank of Ireland	6.586	15:30	5.11	7.148	-7.86	6.226	0.922	14.81	EUR	25.89
	L	IndusInd Bank	1,185.200	10:00	3.76	1,149.600	3.10	823.500	326.100	39.60	INR	19.60
		Bankinter	5.766	15:35	1.23	5.946	-3.03	5.822	0.124	2.13	EUR	16.53
	L	Jyske Bank	397.600	14:59	1.82	412.300	-3.57	372.900	39.400	10.57	DKK	15.48
		Yes Bank	15.650	10:00	0.97	15.500	0.97	12.850	2.650	20.62	INR	13.76
	L	ICICI Bank	862.000	10:00	2.14	861.050	0.11	717.350	143.700	20.03	INR	13.42
	L	Fukuoka	2,566.000	06:15	0.27	2,540.000	1.02	2,375.000	165.000	6.95	JPY	13.25
		Aareal Bank	33.020	15:36	0.79	33.000	0.06	28.620	4.380	15.30	EUR	13.17
		Commerzbank	7.342	15:43	2.37	7.754	-5.31	7.270	0.484	6.66	EUR	13.07
		Banco del Bajio	50.000	Thu	-0.26	49.150	1.73	41.940	7.210	17.19	MXN	12.25
		Standard Chartered	566.800	16:11	1.80	581.600	-2.54	605.800	-24.200	-3.99	GBP	11.57
	L	State Bank of India	530.600	09:59	1.70	543.300	-2.34	461.200	82.100	17.80	INR	10.57
		Banco Sabadell	0.688	15:35	-0.15	0.766	-10.15	0.785	-0.019	-2.44	EUR	10.28
		Resona	528.000	06:15	-0.38	527.000	0.19	508.700	18.300	3.60	JPY	7.08
	L	Chiba Bank	779.000	06:15	0.26	765.000	1.83	726.000	39.000	5.37	JPY	5.48
		Sumitomo Mitsui Trst	4,099.000	06:15	-1.40	4,165.000	-1.58	4,184.000	-19.000	-0.45	JPY	3.25
	L	Axis Bank	733.200	10:00	1.97	742.600	-1.27	637.100	105.500	16.56	INR	2.67
		NatWest	225.900	15:45	2.17	233.700	-3.34	221.400	12.300	5.56	GBP	2.52
	L	Unicredit	10.458	15:41	2.63	10.876	-3.84	9.710	1.166	12.01	EUR	2.26
		HSBC	467.300	15:50	0.06	501.600	-6.84	538.600	-37.000	-6.87	GBP	2.18
	L	DBS Bank	33.390	09:06	1.40	33.190	0.60	30.210	2.980	9.86	SGD	2.13
		Bank of China (HK)	26.150	08:08	0.58	27.900	-6.27	31.450	-3.550	-11.29	HKD	1.30
		⇓instrument	freshest		⇓ Δday	9/26/22	⇓ Δwk	6/27/22	prc diff	⇓ Δ13	Curr	∅-RS
		Banco BPM	2.694	15:35	1.81	2.780	-3.09	2.797	-0.017	-0.61	EUR	1.19
	L	OCBC	11.830	09:14	1.02	11.940	-0.92	11.390	0.550	4.83	SGD	0.46
	S	Aozora Bank	2,582.000	06:10	-2.49	2,639.000	-2.16	2,708.000	-69.000	-2.55	JPY	-0.13
	L	Shizuoka Bank	889.000	06:15	4.96	843.000	5.46	806.000	37.000	4.59	JPY	-0.48
	S	National Australia B	28.810	06:10	-1.57	29.350	-1.84	27.930	1.420	5.08	AUD	-0.52
		Kotak Mahindra Bank	1,819.200	09:59	3.05	1,829.000	-0.54	1,691.550	137.450	8.13	INR	-1.19
		Svenska Handelsbank	91.620	15:29	2.09	93.100	-1.59	89.320	3.780	4.23	SEK	-1.54
		BPER Banca	1.581	15:35	1.61	1.664	-4.99	1.659	0.005	0.33	EUR	-1.60
	S	Bank of China	3.090	07:00	1.31	3.060	0.98	3.250	-0.190	-5.85	CNY	-1.93
		HDFC Bank	1,421.350	09:59	2.82	1,426.650	-0.37	1,356.250	70.400	5.19	INR	-2.39
	L	Regional	108.830	Tue	-1.12	110.060	-1.12	100.160	9.900	9.88	MXN	-2.82
	L	Nordea Bank	95.670	15:29	0.86	99.540	-3.89	94.040	5.500	5.85	SEK	-2.99
	S	Bank of Comm	4.620	07:00	0.87	4.600	0.43	4.960	-0.360	-7.26	CNY	-3.19
	S	Agricultural Bank	2.860	07:00	1.42	2.850	0.35	3.010	-0.160	-5.32	CNY	-3.61
	L	Lloyds Bank	41.390	16:11	1.66	44.710	-7.43	43.310	1.400	3.23	GBP	-3.75
	L	ANZ Banking NZ	26.200	04:00	-1.50	26.520	-1.21	24.750	1.770	7.15	NZD	-4.79
		United Overseas Bank	26.160	09:06	0.11	26.830	-2.50	26.550	0.280	1.05	SGD	-5.15
	L	Westpac Banking	20.640	06:10	-2.27	21.180	-2.55	19.920	1.260	6.33	AUD	-5.31
	L	Banco Bilbao Viz	4.621	15:35	1.49	4.742	-2.55	4.414	0.328	7.42	EUR	-5.56
		HDFC	2,287.750	10:00	2.25	2,309.650	-0.95	2,194.450	115.200	5.25	INR	-5.68
	S	Ind and Comm Bk	4.350	07:00	0.46	4.350		4.710	-0.360	-7.64	CNY	-5.87
	L	Swedbank	146.850	15:29	1.17	148.400	-1.04	132.750	15.650	11.79	SEK	-5.96
	L	FinecoBank	12.735	15:40	3.71	12.820	-0.66	11.850	0.970	8.19	EUR	-6.02
	S	Royal Bank CA	125.440	15:00	0.81	123.890	1.25	124.770	-0.880	-0.71	CAD	-6.03
	S	Commonwealth Bank	90.700	06:10	-2.60	93.610	-3.11	93.740	-0.130	-0.14	AUD	-6.29
		⇓instrument	freshest		⇓ Δday	9/26/22	⇓ Δwk	6/27/22	prc diff	⇓ Δ13	Curr	∅-RS
	S	Shinsei Bank	2,075.000	06:15	6.96	1,889.000	9.85	2,046.000	-157.000	-7.67	JPY	-6.66
	S	Nordea Bank	8.800	15:29	1.57	9.134	-3.66	8.787	0.347	3.95	EUR	-7.16
	L	S.E.B	106.800	15:30	2.40	106.000	0.75	103.350	2.650	2.56	SEK	-7.46
		Toronto-Dominion	85.610	15:00	0.77	84.940	0.79	84.850	0.090	0.11	CAD	-7.92
		IBK	9,520.000	06:30	-1.04	9,620.000	-1.04	9,940.000	-320.000	-3.22	KRW	-8.30
	S	Bank of China	2.570	08:08	1.18	2.650	-3.02	3.110	-0.460	-14.79	HKD	-8.65
		Danske Bank	94.840	14:59	1.02	100.450	-5.58	108.750	-8.300	-7.63	DKK	-8.78
	S	China Minsheng Bk	3.390	07:00	0.30	3.440	-1.45	3.690	-0.250	-6.78	CNY	-9.44
	S	Bank Montreal	122.420	14:40	0.96	122.230	0.16	124.640	-2.410	-1.93	CAD	-9.88
		National Bank CA	87.200	14:59	1.29	85.950	1.45	84.330	1.620	1.92	CAD	-9.90
	S	DNB	172.850	14:28	2.10	176.000	-1.79	178.000	-2.000	-1.12	NOK	-10.04
	L	VTB Bank	0.825	2/25	-5.17	0.825		0.825	0.000	0.00	EUR	-10.40
	L	ANZ Banking AU	22.800	06:10	-2.44	23.040	-1.04	22.570	0.470	2.08	AUD	-10.42
		UBS	14.475	15:31	0.80	14.640	-1.13	16.140	-1.500	-9.29	CHF	-10.98
		Unipol	3.994	15:35	0.99	4.151	-3.78	4.374	-0.223	-5.10	EUR	-11.03
		China Everbright Bk	2.820	07:00	0.36	2.830	-0.35	3.210	-0.380	-11.84	CNY	-11.53
		Suncorp-Metway	10.030	06:10	-0.79	9.960	0.70	11.230	-1.270	-11.31	AUD	-11.58
	S	Hang Seng Bank	119.200	08:08	1.62	123.700	-3.64	136.600	-12.900	-9.44	HKD	-12.07
		BNP Paribas	43.605	15:38	2.52	46.210	-5.64	47.805	-1.595	-3.34	EUR	-12.36
	S	Postal Savings Bank	4.460	07:00	-0.89	4.520	-1.33	5.200	-0.680	-13.08	CNY	-12.77
		Shanghai Pudong	7.040	07:00	0.72	7.060	-0.28	7.970	-0.910	-11.42	CNY	-12.85
	L	Societe Generale	20.415	15:39	1.44	22.105	-7.65	22.650	-0.545	-2.41	EUR	-12.87
		Banco Santander	2.398	15:35	0.67	2.497	-3.97	2.771	-0.274	-9.89	EUR	-13.19
	S	Industrial Bank	16.650	07:00	0.67	16.750	-0.60	19.360	-2.610	-13.48	CNY	-13.42
	S	Banco Comercial	0.122	15:35	-1.77	0.134	-9.17	0.171	-0.037	-21.62	EUR	-13.57
		⇓instrument	freshest		⇓ Δday	9/26/22	⇓ Δwk	6/27/22	prc diff	⇓ Δ13	Curr	∅-RS
	S	Cdn Imp Bk Comm	60.780	14:40	0.51	61.270	-0.80	62.980	-1.710	-2.72	CAD	-14.07
	S	Mediobanca	8.060	15:36	5.89	7.982	0.98	8.442	-0.460	-5.45	EUR	-14.11
	S	HSBC	41.250	08:08	2.10	42.250	-2.37	51.800	-9.550	-18.44	HKD	-14.26
	S	ICBC	3.680	08:08	2.79	3.770	-2.39	4.560	-0.790	-17.32	HKD	-14.58
	S	Woori Financial	10,700.000	06:30	-2.28	11,350.000	-5.73	12,500.000	-1,150.000	-9.20	KRW	-14.63
	L	Banca Mediolanum	6.470	15:35	4.32	6.416	0.84	6.426	-0.010	-0.16	EUR	-14.73
	L	Intesa Sanpaolo	1.703	15:40	2.89	1.768	-3.71	1.893	-0.125	-6.60	EUR	-14.96
		Wells Fargo	40.550	14:27	0.12	40.010	1.35	40.240	-0.230	-0.57	USD	-15.02
	S	China Constr Bk HK	4.540	08:08	2.95	4.600	-1.30	5.610	-1.010	-18.00	HKD	-15.22
	S	Bank of Communicats	4.140	08:08	2.22	4.180	-0.96	5.270	-1.090	-20.68	HKD	-15.52
	S	KB Financial	43,700.000	06:30	-1.24	46,450.000	-5.92	48,900.000	-2,450.000	-5.01	KRW	-15.72
		Deutsche Bank	7.646	15:35	0.68	8.491	-9.95	8.890	-0.399	-4.49	EUR	-16.77
	S	American Express	137.090	14:20	-0.51	137.450	-0.26	144.290	-6.840	-4.74	USD	-17.28
		ABN AMRO	9.228	15:38	2.95	9.504	-2.90	11.275	-1.771	-15.71	EUR	-17.88
	L	Credit Agricole	8.364	15:38	2.07	8.856	-5.56	9.099	-0.243	-2.67	EUR	-18.02
		Bank of East Asia	8.600	08:08	-2.82	9.440	-8.90	11.080	-1.640	-14.80	HKD	-18.33
	S	Bank Nova Scotia	66.390	14:40	0.45	67.300	-1.35	76.890	-9.590	-12.47	CAD	-18.83
		KBC	48.660	15:35	-0.77	51.260	-5.07	56.120	-4.860	-8.66	EUR	-19.39
	S	Heartland	1.660	04:00	1.84	1.760	-5.68	1.970	-0.210	-10.66	NZD	-19.61
	L	Raiffeisen Bank Int	12.210	15:35	2.61	12.270	-0.49	10.790	1.480	13.72	EUR	-19.79
		BNY Mellon	39.205	14:19	0.84	39.470	-0.67	43.060	-3.590	-8.34	USD	-20.55
		Bank of America	30.855	14:20	0.64	31.030	-0.56	32.350	-1.320	-4.08	USD	-21.33
		China Merchants Bank	33.650	07:00	1.51	33.950	-0.88	41.250	-7.300	-17.70	CNY	-21.39
		JP Morgan Chase	106.510	14:26	0.33	106.790	-0.26	116.380	-9.590	-8.24	USD	-21.44
		U.S. Bancorp	40.710	14:27	-0.05	41.060	-0.85	47.250	-6.190	-13.10	USD	-22.70
		⇓instrument	freshest		⇓ Δday	9/26/22	⇓ Δwk	6/27/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	Indiabulls HF	118.750	10:00	3.26	118.350	0.34	104.400	13.950	13.36	INR	-22.86
		Banca Generali	28.600	15:41	19.12	24.910	14.81	27.890	-2.980	-10.68	EUR	-23.37
		Citigroup	42.560	14:24	0.40	42.990	-1.00	47.830	-4.840	-10.12	USD	-23.78
		Erste Group Bank	22.640	15:35	1.89	22.920	-1.22	26.000	-3.080	-11.85	EUR	-26.78
	L	Sberbank	3.800	2/25	11.76	3.800		3.800	0.000	0.00	EUR	-30.95
	S	Umweltbank	10.250	15:36	4.17	11.600	-11.64	16.750	-5.150	-30.75	EUR	-33.54
		Credit Suisse	3.976	15:31	3.87	4.050	-1.83	5.740	-1.690	-29.44	CHF	-42.61
Banks - 106 out of 106 instruments rated - 9/26/22 / 6/27/22 - 43 did rise, Market-Ratio(13) = 40.57 %

Technical Chart

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

1/01/18	scale up chart	9/26/22

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	9/30/22	312		Bank of East Asia	50	68,456,312	HKD	12.060	8.600	16.912	4.852	40	1,983m	49
					China Minsheng Bk	50	211,687,985	CNY	3.900	3.390	4.487	0.587	15	2,108m	18
100							28							33
accum	5/15/06	9/30/22	5982	days out of 6115 invested (98%)								21,075,036		2,108m	111

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
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	d_i %	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
Bank of East Asia	short	11/22/21	9/30/22	312	12.06	8.60	16.91	4.85	40.23		20.12	20.12
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	9/30/22	312	3.90	3.39	4.49	0.59	15.04		7.52	16.98
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	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 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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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.


	is taking down something concerning