Share-o-matic - Assessment Banks

Assessment - Banks - 3/01/21 - RS = 13

		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	11/30/20	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	187.270	Fri	0.19	187.159	0.06	164.241	22.918	13.95	USD	27.42
	L	State Bank of India	383.650	Fri	-3.03	405.050	-5.28	244.200	160.850	65.87	INR	92.00
	L	IndusInd Bank	1,039.900	Fri	-4.77	1,099.750	-5.44	859.000	240.750	28.03	INR	90.70
	L	Bank of Ireland	3.520	Fri	2.33	3.542	-0.62	2.638	0.904	34.27	EUR	72.66
	L	ICICI Bank	609.450	Fri	-1.82	632.100	-3.58	474.300	157.800	33.27	INR	59.29
	L	Axis Bank	730.750	Fri	-0.82	753.950	-3.08	605.100	148.850	24.60	INR	57.80
	L	Banco Bilbao Viz	4.703	Fri	0.64	4.699	0.09	3.930	0.769	19.57	EUR	54.82
	L	Banco BPM	2.204	Fri	0.64	2.211	-0.32	1.851	0.361	19.48	EUR	51.51
	L	NatWest	188.050	Fri	0.80	190.950	-1.52	154.600	36.350	23.51	GBP	51.42
	L	Indiabulls HF	231.600	Fri	-4.87	248.000	-6.61	186.250	61.750	33.15	INR	50.81
	L	Bankia	1.693	Fri	-0.85	1.714	-1.25	1.441	0.273	18.95	EUR	49.19
	L	Credit Agricole	12.215	Fri	0.87	12.270	-0.45	9.674	2.596	26.83	EUR	47.92
	L	BNP Paribas	51.590	Fri	-0.12	51.720	-0.25	42.965	8.755	20.38	EUR	47.52
	L	Industrial Bank	24.800	Fri	-1.98	25.970	-4.51	21.020	4.950	23.55	CNY	47.20
	L	Regional	97.460	Fri	0.91	96.640	0.85	86.280	10.360	12.01	MXN	46.78
	L	JP Morgan Chase	150.910	Fri	0.23	152.910	-1.31	117.880	35.030	29.72	USD	46.35
	L	Societe Generale	21.335	Fri	0.57	21.480	-0.68	16.686	4.794	28.73	EUR	46.06
	L	ANZ Banking NZ	30.900	Fri	1.91	29.490	4.78	23.890	5.600	23.44	NZD	44.40
	L	ANZ Banking AU	28.840	Fri	1.59	27.560	4.64	22.640	4.920	21.73	AUD	44.18
	L	Bank of America	36.930	Fri	1.18	36.420	1.40	28.160	8.260	29.33	USD	42.36
	L	HDFC Bank	1,530.000	Fri	-1.42	1,586.850	-3.58	1,438.000	148.850	10.35	INR	42.33
	L	Umweltbank	16.550	Fri	-6.50	17.600	-5.97	13.400	4.200	31.34	EUR	42.33
	L	Heartland	1.850	Fri	-0.54	1.860	-0.54	1.450	0.410	28.28	NZD	40.97
	L	American Express	147.330	Fri	3.26	142.590	3.32	118.590	24.000	20.24	USD	40.38
	L	Citigroup	70.230	Fri	0.60	70.380	-0.21	55.070	15.310	27.80	USD	39.49
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	11/30/20	prc diff	⇓ Δ13	Curr	∅-RS
	L	Deutsche Bank	10.572	Fri	2.13	10.706	-1.25	9.343	1.363	14.59	EUR	39.05
	L	Wells Fargo	37.430	Fri	0.73	37.690	-0.69	27.350	10.340	37.81	USD	38.90
	L	Bankinter	5.610	Fri	0.36	5.654	-0.78	4.149	1.505	36.27	EUR	38.16
	L	Banco Santander	2.980	Fri	1.29	2.945	1.21	2.418	0.527	21.80	EUR	37.92
	L	China Merchants Bank	51.400	Fri	-1.91	52.770	-2.60	44.200	8.570	19.39	CNY	37.56
	L	HDFC	2,543.900	Fri	-1.51	2,654.900	-4.18	2,238.000	416.900	18.63	INR	37.33
	L	Westpac Banking	24.870	Fri	0.12	24.530	1.39	20.130	4.400	21.86	AUD	36.37
	L	Mediobanca	9.066	Fri	0.60	8.950	1.30	7.474	1.476	19.75	EUR	35.94
	L	National Australia B	26.390	Fri	0.30	25.700	2.68	22.890	2.810	12.28	AUD	35.64
	L	Bank Montreal	108.110	Fri	1.46	107.320	0.74	93.330	13.990	14.99	CAD	35.29
	L	Credit Suisse	12.750	Fri	-1.70	13.005	-1.96	11.480	1.525	13.28	CHF	33.72
	L	Ferratum	6.060	Fri		6.060		4.710	1.350	28.66	EUR	33.67
	L	UBS	14.350	Fri	-0.66	14.595	-1.68	12.890	1.705	13.23	CHF	33.51
	L	Erste Group Bank	28.030	Fri	1.23	27.950	0.29	24.100	3.850	15.98	EUR	32.77
		Kotak Mahindra Bank	1,922.500	Fri	1.31	1,899.500	1.21	1,885.300	14.200	0.75	INR	31.45
	L	Chiba Bank	707.000	Fri	-0.56	708.000	-0.14	592.000	116.000	19.59	JPY	31.40
	L	U.S. Bancorp	52.470	Fri	2.84	51.160	2.56	43.210	7.950	18.40	USD	31.30
	L	Bank Nova Scotia	77.430	Fri	1.52	76.980	0.58	63.200	13.780	21.80	CAD	31.03
	L	Intesa Sanpaolo	2.195	Fri	0.11	2.203	-0.39	1.925	0.278	14.42	EUR	29.59
	L	National Bank CA	83.510	Fri	0.63	82.110	1.71	71.940	10.170	14.14	CAD	29.52
	L	Danske Bank	120.800	Fri	2.24	118.300	2.11	102.850	15.450	15.02	DKK	29.44
	L	Commerzbank	5.508	Fri	0.92	5.532	-0.43	5.210	0.322	6.18	EUR	28.89
	L	Lloyds Bank	40.075	Fri	-0.67	40.415	-0.84	35.620	4.795	13.46	GBP	27.82
	L	Aareal Bank	21.880	Fri	0.37	22.440	-2.50	20.500	1.940	9.46	EUR	27.81
	L	DNB	177.200	Fri	1.66	175.000	1.26	163.550	11.450	7.00	NOK	27.25
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	11/30/20	prc diff	⇓ Δ13	Curr	∅-RS
	L	DBS Bank	27.690	Fri	-1.25	27.480	0.76	25.200	2.280	9.05	SGD	27.20
	L	FinecoBank	14.445	Fri	0.49	14.510	-0.45	13.135	1.375	10.47	EUR	26.55
	L	Shinsei Bank	1,719.000	Fri	-1.49	1,664.000	3.31	1,242.000	422.000	33.98	JPY	26.16
	L	Cdn Imp Bk Comm	122.520	Fri	1.07	121.200	1.09	109.480	11.720	10.71	CAD	26.01
	L	Unipol	4.430	Fri	-3.19	4.520	-1.99	4.020	0.500	12.44	EUR	25.32
	L	Toronto-Dominion	79.510	Fri	1.48	78.920	0.75	69.280	9.640	13.91	CAD	24.95
	L	Gentera	10.740	Fri	0.37	10.520	2.09	8.720	1.800	20.64	MXN	24.70
	L	Nordea Bank	7.960	Fri	0.38	7.894	0.84	7.151	0.743	10.39	EUR	24.65
	L	ABN AMRO	9.840	Fri	0.94	9.790	0.51	8.650	1.140	13.18	EUR	24.51
	L	Banco Sabadell	0.447	Fri	3.71	0.435	2.76	0.326	0.109	33.58	EUR	24.00
		Postal Savings Bank	6.160	Fri	0.82	6.150	0.16	5.230	0.920	17.59	CNY	23.87
	L	Sberbank	12.400	Fri	-2.36	12.800	-3.13	11.260	1.540	13.68	EUR	23.56
	L	S.E.B	102.300	Fri	-0.29	100.900	1.39	90.660	10.240	11.29	SEK	23.26
	L	HSBC	46.100	Fri	-0.97	46.250	-0.32	41.500	4.750	11.45	HKD	22.71
	L	OCBC	11.490	Fri	0.79	11.250	2.13	10.080	1.170	11.61	SGD	22.31
		Banco del Bajio	25.030	Fri	-0.60	24.790	0.97	25.170	-0.380	-1.51	MXN	22.26
	L	United Overseas Bank	25.450	Fri	0.59	25.340	0.43	22.510	2.830	12.57	SGD	21.91
	L	Commonwealth Bank	86.450	Fri	0.08	85.400	1.23	79.070	6.330	8.01	AUD	21.69
	L	Aozora Bank	2,376.000	Fri	1.80	2,331.000	1.93	1,895.000	436.000	23.01	JPY	21.13
	L	Nordea Bank	80.940	Fri	0.50	80.010	1.16	73.270	6.740	9.20	SEK	20.91
	L	Resona	438.900	Fri	-0.50	439.700	-0.18	365.700	74.000	20.24	JPY	20.62
	L	Sumitomo Mitsui Trst	3,685.000	Fri	-0.32	3,687.000	-0.05	3,051.000	636.000	20.85	JPY	20.05
	L	KB Financial	47,000.000	Fri	2.62	45,500.000	3.30	45,350.000	150.000	0.33	KRW	19.98
		Banco Santander MX	19.790	Fri	0.30	19.590	1.02	21.080	-1.490	-7.07	MXN	19.64
	L	BNY Mellon	45.030	Fri	0.60	44.530	1.12	39.120	5.410	13.83	USD	19.05
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	11/30/20	prc diff	⇓ Δ13	Curr	∅-RS
	L	Banca Mediolanum	7.400	Fri	-1.00	7.505	-1.40	7.605	-0.100	-1.31	EUR	18.91
	L	KBC	57.960	Fri	-1.36	59.480	-2.56	58.400	1.080	1.85	EUR	18.51
	L	Standard Chartered	499.300	Fri	4.61	497.000	0.46	452.200	44.800	9.91	GBP	17.20
	L	Unicredit	8.925	Fri	0.26	9.037	-1.24	8.643	0.394	4.56	EUR	16.81
	L	Banco Comercial	0.117	Fri	0.34	0.120	-2.66	0.119	0.002	1.52	EUR	16.76
	L	Shizuoka Bank	831.000	Fri	0.12	826.000	0.61	742.000	84.000	11.32	JPY	16.26
	L	Banca Generali	28.640	Fri	-2.05	29.080	-1.51	27.840	1.240	4.45	EUR	15.75
	L	Royal Bank CA	112.570	Fri	2.45	109.760	2.56	106.060	3.700	3.49	CAD	15.43
	L	Hang Seng Bank	152.000	Fri		149.900	1.40	135.100	14.800	10.95	HKD	15.07
	L	HSBC	437.600	Fri	2.60	432.900	1.09	388.250	44.650	11.50	GBP	14.62
	L	Raiffeisen Bank Int	17.660	Fri	1.20	17.580	0.46	16.060	1.520	9.46	EUR	14.33
	L	Bank of China (HK)	26.900	Fri	-0.37	26.350	2.09	25.250	1.100	4.36	HKD	14.20
	L	Fukuoka	2,035.000	Fri	2.88	1,964.000	3.62	1,863.000	101.000	5.42	JPY	14.11
		Swedbank	156.800	Fri	0.63	153.440	2.19	155.220	-1.780	-1.15	SEK	14.10
	L	Woori Financial	9,610.000	Fri	-0.93	9,770.000	-1.64	9,830.000	-60.000	-0.61	KRW	10.78
	L	Suncorp-Metway	10.110	Fri	-1.17	10.200	-0.88	10.090	0.110	1.09	AUD	10.04
	L	ICBC	5.470	Fri	3.60	5.280	3.60	4.920	0.360	7.32	HKD	10.02
	L	Svenska Handelsbank	94.580	Fri	0.90	92.060	2.74	87.100	4.960	5.69	SEK	9.26
	L	Bank of East Asia	17.960	Fri	-2.18	17.940	0.11	17.220	0.720	4.18	HKD	8.83
	L	China Constr Bk HK	6.490	Fri	1.72	6.400	1.41	6.080	0.320	5.26	HKD	8.21
	L	Shanghai Pudong	10.860	Fri	-0.18	10.920	-0.55	10.060	0.860	8.55	CNY	7.03
	L	Ind and Comm Bk	5.570	Fri	2.20	5.450	2.20	5.320	0.130	2.44	CNY	6.93
	L	China Everbright Bk	4.140	Fri	-0.24	4.140		4.340	-0.200	-4.61	CNY	6.75
	L	Bank of Communicats	4.550	Fri	1.79	4.510	0.89	4.290	0.220	5.13	HKD	3.43
		IBK	8,650.000	Fri	0.82	8,540.000	1.29	9,300.000	-760.000	-8.17	KRW	3.35
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	11/30/20	prc diff	⇓ Δ13	Curr	∅-RS
	L	Bank of China	2.840	Fri	2.16	2.800	1.43	2.740	0.060	2.19	HKD	2.76
		Triodos Groenfonds	60.490	Fri	-0.08	60.530	-0.07	60.260	0.270	0.45	EUR	2.25
		BBVA Banco Francés	132.400	Fri	-2.29	131.850	0.42	171.600	-39.750	-23.16	ARS	1.10
	L	BPER Banca	1.854	Fri	0.60	1.863	-0.46	1.465	0.398	27.13	EUR	1.02
	L	Agricultural Bank	3.350	Fri	1.52	3.280	2.13	3.290	-0.010	-0.30	CNY	0.01
	L	VTB Bank	0.795	Fri	-1.85	0.795		0.796	-0.000	-0.06	EUR	-0.39
	L	Bank of China	3.300	Fri	0.92	3.270	0.92	3.300	-0.030	-0.91	CNY	-2.17
		Banco Macro	200.050	Fri	-2.77	206.950	-3.33	247.250	-40.300	-16.30	ARS	-3.66
	L	Bank of Comm	4.640	Fri	0.65	4.620	0.43	4.710	-0.090	-1.91	CNY	-4.17
	L	China Minsheng Bk	5.230	Fri	0.19	5.220	0.19	5.300	-0.080	-1.51	CNY	-4.87
	L	Yes Bank	16.350	Fri	-1.51	16.350		14.800	1.550	10.47	INR	-9.33
Banks - 110 out of 110 instruments rated - 3/01/21 / 11/30/20 - 96 did rise, Market-Ratio(13) = 87.27 %

Technical Chart

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

1/02/17	scale up chart	3/01/21

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	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	11/11/19	189		Aozora Bank	50	23,560,904	JPY	27.090	28.340	25.840	-1.250	-5	1,247m	-9
					Yes Bank	50	38,391,874	INR	16.625	7.300	37.862	21.237	128	2,062m	390
100							62							153
long	11/11/19	12/09/19	28		Banca Generali	50	33,372,093	EUR	30.900	30.020		-0.880	-3	2,033m	-31
					ICICI Bank	50	20,756,797	INR	49.680	52.650		2.970	6	2,095m	113
100							2							22
short	12/09/19	12/23/19	14		Indiabulls HF	50	40,445,561	INR	25.895	29.590	22.200	-3.695	-14	1,945m	-98
					Yes Bank	50	186,193,392	INR	5.625	4.965	6.373	0.748	13	2,084m	2,489
100							0							-12
long	12/23/19	1/20/20	28		Banco Macro	50	3,996,254	ARS	260.800	278.150		17.350	7	2,154m	132
					ICICI Bank	50	19,254,074	INR	54.130	52.570		-1.560	-3	2,124m	-32
100							2							28
short	1/20/20	6/22/20	154		Indiabulls HF	50	34,884,111	INR	30.440	24.220	38.257	7.817	26	2,396m	72
					Yes Bank	50	235,187,685	INR	4.515	2.775	7.346	2.831	63	3,062m	217
100							44							138
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	11,131,458	ARS	137.550	182.050		44.500	32	3,558m	1,760
					FinecoBank	50	126,435,348	EUR	12.110	12.785		0.675	6	3,643m	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	636,880,745	EUR	2.860	5.360	0.360	-2.500	-87	2,051m	-100
					Yes Bank	50	1480,877,182	INR	1.230	1.480	0.980	-0.250	-20	1,681m	-95
100							-54							-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	5,815,005	ARS	144.500	149.050		4.550	3	1,707m	404
					UBI Banca	50	227,591,680	EUR	3.692	3.630		-0.062	-2	1,693m	-59
100							1							46
short	8/31/20	11/23/20	84		Gentera	50	117,888,878	MXN	7.180	8.020	6.340	-0.840	-12	1,594m	-42
					Yes Bank	50	589,855,157	INR	1.435	1.455	1.415	-0.020	-1	1,582m	-6
100							-7							-25
long	11/23/20	3/05/21	102		IndusInd Bank	50	9,308,976	INR	84.975	103.990		19.015	22	1,759m	106
					Kotak Mahindra Bank	50	4,168,033	INR	189.785	192.250		2.465	1	1,769m	5
100							12							49
accum	5/15/06	3/05/21	5409	days out of 5542 invested (98%)								17,693,349		1,769m	126

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
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
IndusInd Bank	long	11/23/20	3/05/21	102	84.98	103.99		19.02	22.38		11.19	11.19
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
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
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
Kotak Mahindra Bank	long	11/23/20	3/05/21	102	189.79	192.25		2.47	1.30		0.65	0.65
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
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
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)
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)
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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