Share-o-matic - Assessment Banks

Assessment - Banks - 6/07/21 - RS = 13

		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	203.018	09:15	-0.03	203.617	-0.29	190.513	13.104	6.88	USD	25.99
	L	Bank of Ireland	5.100	08:05	0.08	5.250	-2.86	3.710	1.540	41.51	EUR	106.17
		State Bank of India	429.600	Fri	-0.61	432.250	-0.61	389.600	42.650	10.95	INR	73.93
	L	Banco BPM	3.019	08:06	-0.69	2.995	0.80	2.293	0.702	30.61	EUR	71.13
	L	Banco Sabadell	0.641	08:07	0.12	0.635	0.95	0.478	0.157	32.80	EUR	70.38
	L	Societe Generale	26.495	08:03	0.44	26.520	-0.09	22.335	4.185	18.74	EUR	61.79
	L	Wells Fargo	45.680	Fri	1.31	46.960	-2.73	38.670	8.290	21.44	USD	58.26
	L	Banco del Bajio	35.420	Fri	-0.76	33.760	4.92	25.670	8.090	31.52	MXN	53.83
	L	Banco Bilbao Viz	5.280	08:06	0.65	5.217	1.21	4.800	0.417	8.69	EUR	53.30
	L	Banco Santander	3.436	08:06	0.03	3.443	-0.20	3.055	0.388	12.70	EUR	48.09
	L	Banco Comercial	0.157	08:06	0.26	0.161	-2.30	0.119	0.041	34.59	EUR	47.62
	L	Bank of America	41.860	Fri	0.41	43.270	-3.26	37.130	6.140	16.54	USD	46.85
		NatWest	204.490	08:23	-0.25	207.600	-1.50	192.250	15.350	7.98	GBP	45.16
	L	Erste Group Bank	33.540	08:22	0.39	34.010	-1.38	28.650	5.360	18.71	EUR	44.08
	L	Lloyds Bank	48.385	08:24	-0.02	48.935	-1.12	41.780	7.155	17.13	GBP	43.99
		IndusInd Bank	1,015.100	Fri	-0.90	1,025.200	-0.99	1,018.250	6.950	0.68	INR	43.87
	L	BBVA Banco Francés	211.600	Fri	-5.30	211.150	0.21	129.200	81.950	63.43	ARS	43.83
	L	American Express	164.510	Fri	1.41	165.920	-0.85	150.270	15.650	10.41	USD	42.41
	L	Gentera	11.770	Fri	0.68	11.860	-0.76	10.110	1.750	17.31	MXN	41.99
		ICICI Bank	635.700	Fri	-0.73	648.200	-1.93	608.050	40.150	6.60	INR	41.01
	L	Bank Montreal	126.920	Fri	-0.02	128.000	-0.84	108.890	19.110	17.55	CAD	40.92
	L	Citigroup	76.480	Fri	-0.53	79.490	-3.79	72.220	7.270	10.07	USD	39.39
		Regional	108.300	Fri	1.33	102.340	5.82	98.460	3.880	3.94	MXN	39.33
		JP Morgan Chase	160.290	Fri	-0.07	165.660	-3.24	152.910	12.750	8.34	USD	39.12
		BNP Paribas	56.350	08:02	0.05	57.110	-1.33	53.250	3.860	7.25	EUR	38.58
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ13	Curr	∅-RS
		U.S. Bancorp	59.140	Fri	0.90	60.770	-2.68	54.050	6.720	12.43	USD	37.64
	L	Deutsche Bank	11.718	08:01	0.21	12.372	-5.29	11.024	1.348	12.23	EUR	37.35
	L	Commerzbank	6.502	08:07	-0.28	6.780	-4.10	5.824	0.956	16.41	EUR	36.55
		Axis Bank	738.450	Fri	-0.78	751.100	-1.68	743.300	7.800	1.05	INR	36.09
		KB Financial	56,200.000	06:30	-1.40	58,000.000	-3.10	49,950.000	8,050.000	16.12	KRW	34.47
	L	Cdn Imp Bk Comm	144.380	Fri	0.14	145.190	-0.56	123.090	22.100	17.95	CAD	34.07
	L	VTB Bank	1.160	07:55	-0.85	1.100	5.45	0.790	0.310	39.24	EUR	33.92
		ANZ Banking NZ	30.700	04:02	0.79	31.320	-1.98	30.840	0.480	1.56	NZD	33.09
		Westpac Banking	26.290	06:10	-1.13	26.630	-1.28	24.740	1.890	7.64	AUD	32.24
		ANZ Banking AU	28.250	06:10	-1.53	28.820	-1.98	28.720	0.100	0.35	AUD	31.67
		China Merchants Bank	56.330	07:00	-0.04	57.000	-1.18	49.930	7.070	14.16	CNY	31.44
		Banco Santander MX	25.940	Fri	0.39	23.710	9.41	20.340	3.370	16.57	MXN	31.43
	L	Commonwealth Bank	101.360	06:10	-0.48	101.930	-0.56	87.320	14.610	16.73	AUD	31.39
		Mediobanca	9.972	08:03	0.48	10.015	-0.43	9.222	0.793	8.60	EUR	30.34
	L	Banco Macro	290.250	Fri	-3.64	293.450	-1.09	195.600	97.850	50.03	ARS	30.28
	L	Intesa Sanpaolo	2.432	08:06	0.33	2.481	-1.96	2.268	0.213	9.37	EUR	30.03
		Indiabulls HF	287.350	Fri	0.68	247.800	15.96	230.550	17.250	7.48	INR	29.84
		Heartland	2.090	05:00	6.09	1.940	7.73	1.830	0.110	6.01	NZD	29.62
		ABN AMRO	10.706	08:03	0.22	11.096	-3.51	10.740	0.356	3.31	EUR	29.00
		Umweltbank	17.700	08:29		17.700		17.000	0.700	4.12	EUR	28.84
		Credit Agricole	12.426	08:03	0.02	12.368	0.47	12.565	-0.197	-1.57	EUR	28.46
		National Bank CA	91.460	Fri	-0.11	92.980	-1.63	85.470	7.510	8.79	CAD	27.97
	L	Nordea Bank	9.375	08:29	0.73	9.159	2.36	8.176	0.983	12.02	EUR	27.92
	L	BNY Mellon	50.410	Fri	1.08	52.210	-3.45	45.630	6.580	14.42	USD	27.82
	L	Unicredit	10.826	08:06	-0.02	10.494	3.16	9.348	1.146	12.26	EUR	27.67
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ13	Curr	∅-RS
		DBS Bank	29.660	09:04	-0.24	30.340	-2.24	28.400	1.940	6.83	SGD	26.41
		Toronto-Dominion	87.260	Fri	0.21	87.960	-0.80	80.790	7.170	8.87	CAD	26.33
		Bank Nova Scotia	80.960	Fri	0.16	81.210	-0.31	78.040	3.170	4.06	CAD	25.92
	L	OCBC	12.230	09:15	-0.81	12.470	-1.92	11.620	0.850	7.31	SGD	25.77
	L	IBK	10,600.000	06:30	-0.47	11,000.000	-3.64	8,850.000	2,150.000	24.29	KRW	25.56
	L	HSBC	47.600	08:08	-0.10	48.700	-2.26	47.750	0.950	1.99	HKD	25.32
	L	Nordea Bank	94.580	08:31	0.93	91.790	3.04	82.930	8.860	10.68	SEK	24.96
	L	Raiffeisen Bank Int	20.520	08:20	0.49	20.260	1.28	18.190	2.070	11.38	EUR	24.53
		National Australia B	26.460	06:10	-0.60	26.640	-0.68	26.430	0.210	0.79	AUD	24.49
		Aozora Bank	2,455.000	06:10	-1.01	2,512.000	-2.27	2,414.000	98.000	4.06	JPY	24.16
	L	KBC	67.760	08:03	0.09	67.700	0.09	59.120	8.580	14.51	EUR	24.09
	L	Sberbank	14.200	07:27	-1.05	13.950	1.79	12.750	1.200	9.41	EUR	24.01
	L	Woori Financial	11,300.000	06:30	-0.88	11,650.000	-3.00	9,910.000	1,740.000	17.56	KRW	22.92
	L	Royal Bank CA	126.100	Fri	1.12	126.210	-0.09	114.490	11.720	10.24	CAD	21.90
		DNB	187.900	08:04	0.64	188.600	-0.37	180.500	8.100	4.49	NOK	21.72
	L	Banca Generali	34.630	08:05	0.20	33.690	2.79	29.640	4.050	13.66	EUR	20.92
		HDFC	2,559.800	Fri	-0.08	2,585.750	-1.00	2,510.250	75.500	3.01	INR	19.96
		S.E.B	109.200	08:30	0.37	108.700	0.46	106.200	2.500	2.35	SEK	19.55
		UBS	14.605	08:02	0.17	14.765	-1.08	14.795	-0.030	-0.20	CHF	19.51
	L	Hang Seng Bank	159.200	08:08	0.13	160.700	-0.93	149.100	11.600	7.78	HKD	19.21
	L	Bank of Communicats	5.220	08:08	0.58	5.210	0.19	4.580	0.630	13.76	HKD	18.51
		Resona	446.300	06:15	-1.61	469.000	-4.84	446.100	22.900	5.13	JPY	18.40
		United Overseas Bank	25.980	09:10	-0.61	26.270	-1.10	25.680	0.590	2.30	SGD	18.18
		Bank of China (HK)	27.700	08:08	-1.25	28.500	-2.81	28.100	0.400	1.42	HKD	18.06
		HDFC Bank	1,486.350	Fri	0.36	1,499.850	-0.90	1,519.500	-19.650	-1.29	INR	17.96
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ13	Curr	∅-RS
		Shinsei Bank	1,550.000	06:15	-1.59	1,646.000	-5.83	1,746.000	-100.000	-5.73	JPY	17.32
	L	HSBC	439.250	08:23	0.53	443.950	-1.06	455.500	-11.550	-2.54	GBP	17.13
	L	Suncorp-Metway	11.220	06:10	-0.62	11.240	-0.18	10.230	1.010	9.87	AUD	17.00
		Chiba Bank	684.000	06:10	0.88	699.000	-2.15	719.000	-20.000	-2.78	JPY	16.18
		Industrial Bank	21.560	07:00	-2.13	22.280	-3.23	23.770	-1.490	-6.27	CNY	15.57
	L	BPER Banca	2.035	08:04	-0.15	2.022	0.64	1.932	0.090	4.66	EUR	15.01
		Sumitomo Mitsui Trst	3,629.000	06:15	-0.08	3,720.000	-2.45	3,733.000	-13.000	-0.35	JPY	14.66
		Shizuoka Bank	879.000	06:15	1.15	885.000	-0.68	850.000	35.000	4.12	JPY	14.55
		Unipol	4.545	08:06	-0.98	4.592	-1.02	4.644	-0.052	-1.12	EUR	14.47
		Banca Mediolanum	8.296	08:05	1.02	8.052	3.03	7.700	0.352	4.57	EUR	14.41
		Kotak Mahindra Bank	1,794.350	Fri	-0.29	1,814.900	-1.13	1,915.850	-100.950	-5.27	INR	13.96
		Standard Chartered	494.300	08:22	0.10	495.900	-0.32	509.000	-13.100	-2.57	GBP	12.00
		Danske Bank	115.150	08:28	0.39	114.550	0.52	123.150	-8.600	-6.98	DKK	11.23
		Postal Savings Bank	5.270	07:00	-2.04	5.440	-3.13	6.090	-0.650	-10.67	CNY	7.71
		Svenska Handelsbank	94.480	08:31	0.57	93.480	1.07	97.880	-4.400	-4.50	SEK	7.08
		Fukuoka	1,980.000	06:10	-0.35	1,997.000	-0.85	2,094.000	-97.000	-4.63	JPY	6.33
		FinecoBank	13.960	08:05	-0.32	13.880	0.58	14.800	-0.920	-6.22	EUR	6.15
		Aareal Bank	20.800	08:09	0.97	20.160	3.17	22.540	-2.380	-10.56	EUR	4.19
		Swedbank	155.160	08:30	0.75	152.940	1.45	160.720	-7.780	-4.84	SEK	4.07
		China Constr Bk HK	6.260	08:08	0.32	6.200	0.97	6.560	-0.360	-5.49	HKD	3.84
	L	Bank of Comm	4.880	07:00		4.900	-0.41	4.630	0.270	5.83	CNY	3.49
		Bank of China	2.830	08:08	0.35	2.830		2.880	-0.050	-1.74	HKD	3.23
		ICBC	5.040	08:08	0.60	4.990	1.00	5.560	-0.570	-10.25	HKD	3.14
	L	Agricultural Bank	3.320	07:00		3.320		3.360	-0.040	-1.19	CNY	1.96
		Bankinter	4.497	08:06	0.65	4.599	-2.22	5.848	-1.249	-21.36	EUR	1.25
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ13	Curr	∅-RS
		Ind and Comm Bk	5.190	07:00	-0.19	5.170	0.39	5.530	-0.360	-6.51	CNY	0.40
		Shanghai Pudong	10.170	07:00	-0.59	10.230	-0.59	10.750	-0.520	-4.84	CNY	0.00
		Ferratum	5.700	07:16		4.700	21.28	6.320	-1.620	-25.63	EUR	-0.50
	S	China Everbright Bk	3.830	07:00	0.26	3.850	-0.52	4.120	-0.270	-6.55	CNY	-2.73
		Yes Bank	14.400	Fri	-1.71	15.050	-4.32	16.250	-1.200	-7.38	INR	-3.19
		Bank of China	3.080	07:00	-0.65	3.140	-1.91	3.290	-0.150	-4.56	CNY	-4.54
	S	Bank of East Asia	15.600	08:08	-0.13	15.780	-1.14	18.300	-2.520	-13.77	HKD	-5.00
	S	Credit Suisse	9.536	08:01	-0.69	9.920	-3.87	12.990	-3.070	-23.63	CHF	-5.29
	S	China Minsheng Bk	4.670	07:00		4.680	-0.21	5.200	-0.520	-10.00	CNY	-11.14
Banks - 108 out of 108 instruments rated - 6/07/21 / 3/08/21 - 76 did rise, Market-Ratio(13) = 70.37 %

Technical Chart

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

1/02/17	scale up chart	6/07/21

Transactions Banks * A13 - 79/73 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	112		Triodos Groenfonds	50	88	EUR	56.300	56.900	55.700	-0.600	-1	9,947	-3
					Swedbank	50	26	SEK	189.000	208.500	169.500	-19.500	-10	9,440	-30
100							-6							-17
long	9/04/06	3/05/07	182		Intesa Sanpaolo	50	971	EUR	4.857	5.046		0.189	4	9,624	8
					Sberbank	50	597	EUR	7.900	13.700		5.800	73	13,086	202
100							39							93
short	3/05/07	4/20/09	777		Shinsei Bank	50	107	JPY	60.800	13.500	273.825	213.025	350	35,880	103
					Sumitomo Mitsui Trst	50	52	JPY	124.300	31.700	487.397	363.097	292	54,761	90
100							321							97
long	4/20/09	11/02/09	196		Banco Popular	50	880	EUR	31.100	30.150		-0.950	-3	53,925	-6
					Shanghai Pudong	50	2,212	CNY	12.380	17.670		5.290	43	65,627	94
100							20							40
short	11/02/09	9/06/10	308		Resona	50	3,191	JPY	10.280	8.140	12.983	2.703	26	74,251	32
					Shinsei Bank	50	2,781	JPY	11.800	6.500	21.422	9.622	82	101,008	103
100							54							67
long	9/06/10	9/20/10	14		Banco Macro	50	3,237	ARS	15.600	18.500		2.900	19	110,395	8,421
					State Bank of India	50	1,693	INR	29.825	31.443		1.618	5	113,135	296
100							12							1,823
short	9/20/10	2/06/12	504		Piraeus Bank	50	0	EUR	642,906.000	194,700.000	2,122,897.405	1,479,991.405	230	113,135	0
					National Bank Greece	50	9	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	324,219	116
100							190							116
long	2/06/12	4/09/12	63		Bank of Ireland	50	37,266	EUR	4.350	3.150		-1.200	-28	279,500	-85
					Aozora Bank	50	7,756	JPY	20.900	21.400		0.500	2	283,378	15
100							-13							-54
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/09/12	9/03/12	147		Banca Pop Mil	50	485,236	EUR	0.292	0.373	0.211	-0.081	-28	244,074	-55
					Unicredit	50	9,300	EUR	15.234	16.036	14.432	-0.802	-5	236,616	-13
100							-17							-36
long	9/03/12	11/12/12	70		Regional	50	2,536	MXN	46.650	52.240		5.590	12	250,792	80
					Alpha Bank	50	1,765	EUR	67.000	78.000		11.000	16	270,207	121
100							14							100
short	11/12/12	1/07/13	56		Banco Popular	50	26,490	EUR	5.100	3.500	7.431	2.331	46	331,966	1,063
					Bankia	50	2,708	EUR	49.888	25.796	96.481	46.593	93	458,138	7,262
100							70							3,023
long	1/07/13	3/18/13	70		Banco BPI	50	224,357	EUR	1.021	1.105		0.084	8	476,984	51
					Shinsei Bank	50	12,726	JPY	18.000	22.800		4.800	27	538,069	243
100							17							131
short	3/18/13	9/23/13	189		Bankia	50	20,587	EUR	13.068	3.252	52.513	39.445	302	1,350,125	1,367
					Eurobank Ergasias	50	996	EUR	270.000	61.000	1,195.082	925.082	343	2,271,507	1,669
100							322							1,515
long	9/23/13	10/07/13	14		Banco Macro	50	55,267	ARS	20.550	21.800		1.250	6	2,340,591	366
					BBVA Banco Francés	50	57,507	ARS	19.750	20.550		0.800	4	2,386,596	182
100							5							263
short	10/07/13	10/28/13	21		Banif	50	119,329,821	EUR	0.010	0.008	0.013	0.003	25	2,684,921	4,735
					Eurobank Ergasias	50	22,948	EUR	52.000	69.000	35.000	-17.000	-33	2,294,805	-100
100							-4							-49
long	10/28/13	11/04/13	7		Banco Macro	50	46,453	ARS	24.700	23.650		-1.050	-4	2,246,029	-90
					BBVA Banco Francés	50	48,109	ARS	23.850	21.550		-2.300	-10	2,135,379	-99
100							-7							-98
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/04/13	11/18/13	14		Banif	50	133,461,163	EUR	0.008	0.008	0.008	0.000	0	2,135,379	0
					Eurobank Ergasias	50	16,425	EUR	65.000	58.000	72.845	7.845	12	2,264,229	1,851
100							6							361
long	11/18/13	12/09/13	21		Banco Macro	50	47,667	ARS	23.750	23.800		0.050	0	2,266,613	4
					BBVA Banco Francés	50	48,381	ARS	23.400	21.800		-1.600	-7	2,189,203	-71
100							-3							-44
short	12/09/13	4/13/15	490		Banif	50	121,622,400	EUR	0.009	0.008	0.011	0.002	20	2,408,124	15
					Eurobank Ergasias	50	19,901	EUR	55.000	11.100	272.523	217.523	395	6,737,039	229
100							208							131
long	4/13/15	5/18/15	35		Industrial Bank	50	162,809	CNY	20.690	17.750		-2.940	-14	6,258,380	-80
					China Everbright Bk	50	619,213	CNY	5.440	5.070		-0.370	-7	6,029,272	-52
100							-11							-69
short	5/18/15	9/26/16	497		Alpha Bank	50	198,331	EUR	15.200	1.530	151.007	135.807	893	32,963,910	440
					Piraeus Bank	50	212	EUR	14,157.000	44.550	4,498,780.000	4,484,623.000	31,678	984m	6,780
100							16,251							4,123
long	9/26/16	10/17/16	21		Banco Macro	50	4,263,996	ARS	115.350	121.300		5.950	5	1,009m	140
					Sberbank	50	57,513,101	EUR	8.552	8.554		0.002	0	1,009m	0
100							3							56
short	10/17/16	10/31/16	14		Banco Comercial	50	2505,436,417	EUR	0.201	0.209	0.194	-0.007	-4	991m	-62
					Banco Popular	50	485,187,398	EUR	1.040	0.999	1.083	0.043	4	1,011m	185
100							0							6
long	10/31/16	11/14/16	14		Standard Chartered	50	71,032,944	GBP	7.119	7.119		0.000	0	1,011m	0
					Sberbank	50	58,575,643	EUR	8.633	8.633		0.000	0	1,011m	0
100							0							0
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/14/16	11/28/16	14		Banco Comercial	50	2421,855,989	EUR	0.209	0.214	0.204	-0.005	-2	1,000m	-45
					Banco Popular	50	506,189,720	EUR	0.999	0.851	1.173	0.174	17	1,088m	6,433
100							8							570
long	11/28/16	12/05/16	7		Bank of America	50	26,756,259	USD	20.330	22.160		1.830	9	1,137m	8,850
					Sberbank	50	58,920,574	EUR	9.232	9.615		0.383	4	1,159m	733
100							7							2,667
short	12/05/16	12/12/16	7		Banco Popolare	50	288,993,027	EUR	2.006	2.234	1.778	-0.228	-11	1,094m	-100
					Banco Popular	50	608,310,612	EUR	0.953	1.013	0.893	-0.060	-6	1,057m	-97
100							-9							-99
long	12/12/16	3/13/17	91		Bank of America	50	23,375,740	USD	22.610	25.300		2.690	12	1,120m	57
					Sberbank	50	47,210,852	EUR	11.195	10.460		-0.735	-7	1,085m	-24
100							3							11
short	3/13/17	7/17/17	126		Gentera	50	20,030,117	MXN	27.090	28.070	26.110	-0.980	-4	1,066m	-10
					Banco Comercial	50	3391,349,214	EUR	0.160	0.244	0.076	-0.084	-53	781m	-88
100							-28							-61
long	7/17/17	7/24/17	7		Commerzbank	50	35,343,091	EUR	11.045	10.555		-0.490	-4	763m	-91
					Montepio	50	390,755,210	EUR	0.999	1.000		0.001	0	764m	5
100							-2							-68
short	7/24/17	1/29/18	189		Gentera	50	13,801,979	MXN	27.670	16.600	46.122	18.452	67	1,018m	168
					Bank of Bejing	50	47,917,286	CNY	7.970	7.610	8.347	0.377	5	1,037m	9
100							36							80
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	3,199,207	ARS	162.000	146.250		-15.750	-10	986m	-100
					Banco Comercial	50	1572,903,476	EUR	0.330	0.299		-0.031	-9	938m	-99
100							-10							-99
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/05/18	3/11/19	399		Gentera	50	28,852,624	MXN	16.250	15.850	16.660	0.410	3	950m	2
					VTB Bank	50	310,500,100	EUR	1.510	1.040	2.192	0.682	45	1,161m	41
100							24							22
long	3/11/19	5/06/19	56		Industrial Bank	50	30,088,808	CNY	19.300	19.340		0.040	0	1,163m	1
					Axis Bank	50	8,267,568	INR	70.240	74.745		4.505	6	1,200m	50
100							3							24
short	5/06/19	11/11/19	189		Aozora Bank	50	22,146,123	JPY	27.090	28.340	25.840	-1.250	-5	1,172m	-9
					Yes Bank	50	36,086,526	INR	16.625	7.300	37.862	21.237	128	1,939m	390
100							62							153
long	11/11/19	12/09/19	28		Banca Generali	50	31,368,172	EUR	30.900	30.020		-0.880	-3	1,911m	-31
					ICICI Bank	50	19,510,397	INR	49.680	52.650		2.970	6	1,969m	113
100							2							22
short	12/09/19	12/23/19	14		Indiabulls HF	50	38,016,893	INR	25.895	29.590	22.200	-3.695	-14	1,828m	-98
					Yes Bank	50	175,012,886	INR	5.625	4.965	6.373	0.748	13	1,959m	2,489
100							0							-12
long	12/23/19	1/20/20	28		Banco Macro	50	3,756,287	ARS	260.800	278.150		17.350	7	2,024m	132
					ICICI Bank	50	18,097,912	INR	54.130	52.570		-1.560	-3	1,996m	-32
100							2							28
short	1/20/20	6/22/20	154		Indiabulls HF	50	32,789,396	INR	30.440	24.220	38.257	7.817	26	2,253m	72
					Yes Bank	50	221,065,175	INR	4.515	2.775	7.346	2.831	63	2,878m	217
100							44							138
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	10,463,038	ARS	137.550	182.050		44.500	32	3,344m	1,760
					FinecoBank	50	118,843,182	EUR	12.110	12.785		0.675	6	3,424m	76
100							19							512
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/27/20	8/24/20	28		Ferratum	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	6/14/21	7		Credit Suisse	50	81,052,524	CHF	9.920	9.536	10.320	0.400	4	1,640m	684
					China Minsheng Bk	50	171,803,644	CNY	4.680	4.670	4.690	0.010	0	1,642m	12
100							2							199
accum	5/15/06	6/14/21	5509	days out of 5642 invested (98%)								16,421,706		1,642m	122

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	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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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	5.29
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
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
Credit Suisse	short	6/07/21	6/14/21	7	9.92	9.54	10.32	0.40	4.03		2.01	2.01
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
China Minsheng Bk	short	6/07/21	6/14/21	7	4.68	4.67	4.69	0.01	0.21		0.11	0.11
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
Banca Generali	long	11/11/19	12/09/19	28	30.90	30.02		-0.88	-2.85		-1.42	-1.42
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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
Ferratum	short	7/27/20	8/24/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

Annotations

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)
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
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.


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