Assessment - Banks - 2/06/23 - RS = 23
⇐
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
8/29/22
prc diff
⇓ Δ23
Curr
∅-RS
L
SOM Banks
229.068
09:22
-0.04
226.440
1.16
188.491
37.949
20.13
USD
13.13
L
BBVA Banco Francés
537.000
Wed
1.44
531.450
1.04
316.400
215.050
67.97
ARS
101.80
L
Banco Macro
764.600
Wed
0.41
761.450
0.41
432.900
328.550
75.90
ARS
101.67
L
Banco de Valores
83.800
Wed
1.09
82.700
1.33
63.900
18.800
29.42
ARS
75.55
L
Unicredit
18.222
Wed
-0.21
18.302
-0.44
9.264
9.038
97.56
EUR
69.85
L
BPER Banca
2.546
Wed
-1.39
2.540
0.24
1.481
1.060
71.56
EUR
49.31
L
Banco Sabadell
1.175
Wed
2.93
1.131
3.89
0.656
0.475
72.41
EUR
47.79
L
Bank of Ireland
9.896
09:08
2.55
9.542
3.71
5.802
3.740
64.46
EUR
44.94
L
Banco BPM
4.209
Wed
-2.00
4.215
-0.14
2.436
1.779
73.03
EUR
44.71
L
Banco del Bajio
67.060
Wed
-2.91
72.230
-7.16
43.700
28.530
65.29
MXN
40.45
L
Commerzbank
10.280
Wed
1.38
10.115
1.63
6.380
3.735
58.54
EUR
36.15
L
Banco Bilbao Viz
6.753
Wed
-0.40
6.790
-0.54
4.434
2.357
53.15
EUR
35.81
L
Regional
161.220
Wed
-2.19
164.410
-1.94
107.900
56.510
52.37
MXN
33.46
L
Swedbank
202.800
Wed
0.70
202.800
133.200
69.600
52.25
SEK
32.58
L
Banco Comercial
0.210
Wed
2.85
0.200
4.96
0.142
0.058
40.93
EUR
29.45
L
NatWest
305.300
Wed
0.43
300.200
1.70
250.900
49.300
19.65
GBP
26.30
L
Jyske Bank
524.800
Wed
5.23
492.900
6.47
369.800
123.100
33.29
DKK
25.77
L
Banca Mediolanum
9.098
Wed
0.53
8.998
1.11
6.268
2.730
43.55
EUR
25.43
Resona
725.600
06:15
-0.19
692.600
4.76
514.400
178.200
34.64
JPY
25.42
L
FinecoBank
16.815
Wed
-0.56
16.635
1.08
10.715
5.920
55.25
EUR
25.37
L
Intesa Sanpaolo
2.469
Wed
0.02
2.447
0.90
1.701
0.746
43.82
EUR
24.60
L
Banco Santander
3.536
08:06
0.21
3.446
2.63
2.407
1.039
43.17
EUR
24.56
L
Erste Group Bank
36.590
09:22
0.99
34.700
5.45
21.880
12.820
58.59
EUR
24.53
L
Nordea Bank
125.820
Wed
0.48
124.900
0.74
98.750
26.150
26.48
SEK
22.17
L
Chiba Bank
974.000
06:15
0.10
942.000
3.40
752.000
190.000
25.27
JPY
21.57
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
8/29/22
prc diff
⇓ Δ23
Curr
∅-RS
L
BNP Paribas
63.850
08:07
60.750
5.10
45.760
14.990
32.76
EUR
20.75
L
Danske Bank
141.250
Wed
2.88
134.700
4.86
96.320
38.380
39.85
DKK
20.20
L
Unicaja Banco
1.125
Wed
-0.53
1.119
0.54
0.858
0.261
30.42
EUR
20.16
L
KBC
68.580
Wed
0.85
68.060
0.76
46.290
21.770
47.03
EUR
20.13
L
UBS
20.050
08:47
0.75
19.845
1.03
15.460
4.385
28.36
CHF
19.66
L
Bankinter
6.750
Wed
2.12
6.596
2.33
4.867
1.729
35.52
EUR
18.22
L
Societe Generale
26.615
Wed
-5.01
27.555
-3.41
21.770
5.785
26.57
EUR
17.68
L
Lloyds Bank
53.650
Wed
0.37
52.830
1.55
43.670
9.160
20.98
GBP
16.70
L
Standard Chartered
688.800
Wed
0.91
671.400
2.59
589.600
81.800
13.87
GBP
16.66
L
Svenska Handelsbank
102.500
Wed
-8.60
111.450
-8.03
86.980
24.470
28.13
SEK
16.55
L
Deutsche Bank
11.772
09:00
0.87
11.356
3.66
8.242
3.114
37.78
EUR
16.42
Fukuoka
2,999.000
06:15
-0.53
2,885.000
3.95
2,471.000
414.000
16.75
JPY
16.19
L
HSBC
617.400
08:45
0.82
596.000
3.59
523.000
73.000
13.96
GBP
15.69
L
Raiffeisen Bank Int
16.540
09:21
0.92
15.220
8.67
12.370
2.850
23.04
EUR
15.66
L
HSBC
58.000
08:08
0.35
56.600
2.47
48.750
7.850
16.10
HKD
15.37
Axis Bank
871.750
Wed
-0.84
882.650
-1.23
728.700
153.950
21.13
INR
14.67
L
Nordea Bank
11.066
Wed
0.33
10.954
1.02
9.258
1.696
18.32
EUR
14.63
L
Mediobanca
10.205
Wed
0.34
10.145
0.59
7.912
2.233
28.22
EUR
13.73
L
JP Morgan Chase
142.640
Wed
-0.70
141.920
0.51
114.390
27.530
24.07
USD
13.19
L
Credit Agricole
11.216
Wed
0.68
11.046
1.54
9.114
1.932
21.20
EUR
12.85
L
HDFC Bank
1,654.000
Wed
-0.01
1,651.750
0.14
1,439.400
212.350
14.75
INR
12.73
L
Banca Generali
34.090
Wed
-0.76
34.100
-0.03
26.010
8.090
31.10
EUR
12.50
L
HDFC
2,685.800
Wed
0.25
2,683.150
0.10
2,366.000
317.150
13.40
INR
12.24
L
BNY Mellon
51.780
Wed
0.68
50.540
2.45
41.760
8.780
21.02
USD
12.02
L
American Express
179.000
Wed
0.17
176.480
1.43
154.540
21.940
14.20
USD
11.87
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
8/29/22
prc diff
⇓ Δ23
Curr
∅-RS
L
Sumitomo Mitsui Trst
4,822.000
06:15
-0.37
4,704.000
2.51
4,356.000
348.000
7.99
JPY
11.71
L
S.E.B
123.750
Wed
-0.44
124.000
-0.20
105.400
18.600
17.65
SEK
11.56
Yes Bank
17.100
Wed
1.48
16.650
2.70
16.200
0.450
2.78
INR
10.60
IndusInd Bank
1,145.350
Wed
0.21
1,129.150
1.43
1,059.200
69.950
6.60
INR
10.55
L
Commonwealth Bank
110.210
05:10
-0.10
110.750
-0.49
96.280
14.470
15.03
AUD
10.30
L
Suncorp-Metway
12.740
05:10
-2.30
12.360
3.07
10.790
1.570
14.55
AUD
9.94
L
Shinsei Bank
2,398.000
06:15
0.08
2,333.000
2.79
1,953.000
380.000
19.46
JPY
9.51
L
Unipol
4.897
Wed
-0.31
4.936
-0.79
4.085
0.851
20.83
EUR
8.99
L
DBS Bank
35.920
09:07
-0.75
35.840
0.22
32.550
3.290
10.11
SGD
8.22
L
National Bank CA
101.490
Wed
0.55
100.270
1.22
89.290
10.980
12.30
CAD
7.96
L
OCBC
13.100
09:06
-0.38
13.000
0.77
11.960
1.040
8.70
SGD
7.92
L
Wells Fargo
48.250
Wed
0.25
47.680
1.20
43.920
3.760
8.56
USD
6.49
ICICI Bank
859.100
Wed
0.74
853.700
0.63
855.850
-2.150
-0.25
INR
6.14
L
Royal Bank CA
138.280
Wed
-0.25
138.120
0.12
125.070
13.050
10.43
CAD
6.00
L
KB Financial
54,200.000
06:30
-2.69
55,700.000
-2.69
49,200.000
6,500.000
13.21
KRW
5.83
Westpac Banking
23.900
05:10
23.850
0.21
21.270
2.580
12.13
AUD
5.40
United Overseas Bank
30.400
09:13
-1.43
30.340
0.20
27.190
3.150
11.59
SGD
5.09
L
National Australia B
31.950
05:10
-0.34
31.880
0.22
29.840
2.040
6.84
AUD
4.98
L
ANZ Banking AU
25.920
05:10
0.50
25.580
1.33
22.440
3.140
13.99
AUD
4.19
State Bank of India
549.750
Wed
0.48
545.400
0.80
514.850
30.550
5.93
INR
4.05
ANZ Banking NZ
28.450
04:00
-0.35
27.970
1.72
25.230
2.740
10.86
NZD
3.95
L
U.S. Bancorp
49.070
Wed
-1.21
48.950
0.25
46.100
2.850
6.18
USD
3.07
L
Bank Montreal
137.180
Wed
0.37
135.460
1.27
127.770
7.690
6.02
CAD
2.91
L
China Merchants Bank
38.490
07:00
38.350
0.37
33.280
5.070
15.23
CNY
2.62
L
Bank of China
2.980
08:08
0.34
2.940
1.36
2.740
0.200
7.30
HKD
2.51
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
8/29/22
prc diff
⇓ Δ23
Curr
∅-RS
L
Citigroup
51.150
Wed
0.04
50.860
0.57
49.370
1.490
3.02
USD
2.46
L
Bank of America
36.500
Wed
-0.73
36.370
0.36
33.900
2.470
7.29
USD
2.11
L
Toronto-Dominion
92.640
Wed
-0.19
91.700
1.03
86.130
5.570
6.47
CAD
1.64
L
DNB
190.200
Wed
-0.26
189.550
0.34
185.550
4.000
2.16
NOK
0.64
L
Bank of Communicats
4.820
08:08
-0.62
4.770
1.05
4.530
0.240
5.30
HKD
0.25
L
Agricultural Bank
2.930
07:00
0.34
2.920
0.34
2.820
0.100
3.55
CNY
-0.08
L
Aozora Bank
2,625.000
06:15
-0.68
2,618.000
0.27
2,693.000
-75.000
-2.78
JPY
-0.46
L
Bank of East Asia
10.220
08:08
0.79
10.020
2.00
9.960
0.060
0.60
HKD
-2.58
L
China Constr Bk HK
4.990
08:08
-0.20
4.960
0.60
4.860
0.100
2.06
HKD
-2.93
IBK
10,200.000
06:30
-1.64
10,030.000
1.69
9,550.000
480.000
5.03
KRW
-3.16
S
Kotak Mahindra Bank
1,765.500
Wed
-0.56
1,747.000
1.06
1,850.000
-103.000
-5.57
INR
-3.96
L
Ind and Comm Bk
4.300
07:00
4.290
0.23
4.330
-0.040
-0.92
CNY
-4.13
L
Bank Nova Scotia
73.620
Wed
-0.18
72.820
1.10
74.310
-1.490
-2.01
CAD
-4.14
L
ICBC
4.050
08:08
-0.74
4.010
1.00
4.010
0.000
0.00
HKD
-4.19
L
Woori Financial
12,430.000
06:30
-2.89
12,330.000
0.81
12,000.000
330.000
2.75
KRW
-4.48
L
Hang Seng Bank
125.400
08:08
-0.16
124.700
0.56
123.600
1.100
0.89
HKD
-5.51
L
Umweltbank
13.950
08:02
1.09
13.750
1.45
14.500
-0.750
-5.17
EUR
-5.71
L
Bank of China (HK)
26.300
08:08
-0.19
26.100
0.77
27.400
-1.300
-4.74
HKD
-5.80
L
Cdn Imp Bk Comm
62.300
Wed
0.23
61.400
1.47
64.110
-2.710
-4.23
CAD
-6.17
L
Industrial Bank
17.190
07:00
0.47
17.150
0.23
16.930
0.220
1.30
CNY
-6.79
L
Heartland
1.830
04:00
1.10
1.820
0.55
1.790
0.030
1.68
NZD
-7.58
Indiabulls HF
120.150
Wed
2.34
118.150
1.69
134.550
-16.400
-12.19
INR
-9.90
Credit Suisse
3.252
Wed
0.59
3.200
1.62
5.108
-1.908
-37.35
CHF
-33.75
Banks - 97 out of 97 instruments rated - 2/06/23 / 8/29/22 - 86 did rise, Market-Ratio(23) = 88.66 %
Technical Chart
Transactions Banks * L23 - 30 ex 9 (1)
⇐
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield long
1/02/06
5/22/06
140
Resona
100
212
JPY
47.160
34.780
-12.380
-26
7,375
-55
5/22/06
6/26/06
35
Kotak Mahindra Bank
100
993
INR
7.421
5.990
-1.431
-19
5,954
-89
6/26/06
5/28/07
336
Bank of Communicats
100
1,258
HKD
4.730
7.670
2.940
62
9,653
69
5/28/07
7/30/07
63
China Merchants Bank
100
588
CNY
16.390
22.610
6.220
38
13,310
545
7/30/07
8/06/07
7
- cash -
8/06/07
9/10/07
35
China Merchants Bank
100
514
CNY
25.860
27.960
2.100
8
14,389
126
9/10/07
9/24/07
14
- cash -
9/24/07
11/19/07
56
China Merchants Bank
100
494
CNY
29.120
30.130
1.010
3
14,888
25
11/19/07
11/26/07
7
- cash -
11/26/07
12/17/07
21
IndusInd Bank
100
1,356
INR
10.975
12.140
1.165
11
16,468
477
12/17/07
1/07/08
21
- cash -
1/07/08
1/14/08
7
IndusInd Bank
100
1,259
INR
13.075
12.350
-0.725
-6
15,555
-95
1/14/08
8/11/08
210
- cash -
8/11/08
9/01/08
21
Hang Seng Bank
100
108
HKD
142.930
139.490
-3.440
-2
15,184
-35
9/01/08
4/06/09
217
- cash -
4/06/09
8/31/09
147
Industrial Bank
100
1,698
CNY
8.940
10.330
1.390
16
17,544
43
8/31/09
12/14/09
105
Bank of Ireland
100
376
EUR
46.620
28.560
-18.060
-39
10,754
-82
12/14/09
6/07/10
175
Yes Bank
100
2,152
INR
4.995
5.720
0.725
15
12,314
33
6/07/10
6/14/10
7
- cash -
6/14/10
6/28/10
14
IndusInd Bank
100
633
INR
19.430
20.050
0.620
3
12,706
127
6/28/10
7/05/10
7
- cash -
7/05/10
8/23/10
49
IndusInd Bank
100
611
INR
20.780
22.760
1.980
10
13,916
97
8/23/10
9/06/10
14
- cash -
9/06/10
1/10/11
126
IndusInd Bank
100
591
INR
23.530
22.355
-1.175
-5
13,222
-14
1/10/11
5/02/11
112
BBVA Banco Francés
100
858
ARS
15.400
14.000
-1.400
-9
12,020
-27
5/02/11
6/13/11
42
Aozora Bank
100
698
JPY
17.200
17.700
0.500
3
12,369
28
6/13/11
6/20/11
7
- cash -
6/20/11
6/27/11
7
Umweltbank
100
2,318
EUR
5.335
5.400
0.065
1
12,520
88
6/27/11
1/16/12
203
- cash -
1/16/12
2/13/12
28
U.S. Bancorp
100
435
USD
28.770
29.180
0.410
1
12,698
20
2/13/12
2/27/12
14
IndusInd Bank
100
387
INR
32.730
29.250
-3.480
-11
11,352
-95
2/27/12
4/09/12
42
Aozora Bank
100
483
JPY
23.500
21.400
-2.100
-9
10,337
-56
4/09/12
5/07/12
28
Yes Bank
100
1,387
INR
7.452
6.791
-0.661
-9
9,421
-70
5/07/12
7/23/12
77
U.S. Bancorp
100
295
USD
31.840
33.420
1.580
5
9,887
26
7/23/12
8/06/12
14
- cash -
8/06/12
8/27/12
21
Regional
100
216
MXN
45.600
48.200
2.600
6
10,448
162
8/27/12
9/03/12
7
- cash -
9/03/12
2/18/13
168
Regional
100
223
MXN
46.650
59.300
12.650
27
13,269
68
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
2/18/13
8/12/13
175
Shinsei Bank
100
660
JPY
20.100
20.600
0.500
2
13,599
5
8/12/13
3/31/14
231
Bank of Ireland
100
2,189
EUR
6.210
9.300
3.090
50
20,363
89
3/31/14
6/23/14
84
Banco Comercial
100
12,037
EUR
1.692
1.240
-0.452
-27
14,922
-74
6/23/14
6/01/15
343
BBVA Banco Francés
100
382
ARS
39.000
64.600
25.600
66
24,702
71
6/01/15
7/27/15
56
China Merchants Bank
100
1,311
CNY
18.830
16.700
-2.130
-11
21,909
-54
7/27/15
8/24/15
28
Indiabulls HF
100
293
INR
74.575
71.605
-2.970
-4
21,039
-41
8/24/15
6/20/16
301
- cash -
6/20/16
11/21/16
154
Yes Bank
100
978
INR
21.505
22.250
0.745
3
21,768
8
11/21/16
5/15/17
175
Bank of America
100
1,070
USD
20.330
24.060
3.730
18
25,759
42
5/15/17
9/04/17
112
Credit Agricole
100
1,788
EUR
14.400
14.840
0.440
3
26,545
10
9/04/17
2/26/18
175
Raiffeisen Bank Int
100
960
EUR
27.630
31.760
4.130
15
30,510
34
2/26/18
5/07/18
70
BBVA Banco Francés
100
190
ARS
160.000
132.600
-27.400
-17
25,304
-62
5/07/18
5/21/18
14
FinecoBank
100
2,490
EUR
10.160
8.898
-1.262
-12
22,162
-97
5/21/18
6/04/18
14
DBS Bank
100
753
SGD
29.400
28.800
-0.600
-2
21,710
-42
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Kotak Mahindra Bank
100
164
INR
132.335
131.530
-0.805
-1
21,578
-27
6/18/18
8/13/18
56
- cash -
8/13/18
8/20/18
7
Banco del Bajio
100
474
MXN
45.490
44.310
-1.180
-3
21,019
-75
8/20/18
8/27/18
7
- cash -
8/27/18
10/08/18
42
Axis Bank
100
323
INR
65.020
55.655
-9.365
-14
17,994
-74
10/08/18
10/15/18
7
Banco del Bajio
100
392
MXN
45.820
46.980
1.160
3
18,449
268
10/15/18
3/18/19
154
- cash -
3/18/19
5/27/19
70
Industrial Bank
100
955
CNY
19.300
18.110
-1.190
-6
17,312
-28
5/27/19
7/15/19
49
Axis Bank
100
212
INR
81.390
74.975
-6.415
-8
15,952
-46
7/15/19
8/05/19
21
Banco Macro
100
54
ARS
290.100
288.400
-1.700
-1
15,860
-10
8/05/19
9/09/19
35
- cash -
9/09/19
9/23/19
14
Banca Generali
100
557
EUR
28.440
28.320
-0.120
0
15,793
-10
9/23/19
10/21/19
28
- cash -
10/21/19
12/23/19
63
Banca Generali
100
551
EUR
28.620
29.380
0.760
3
16,212
16
12/23/19
3/02/20
70
Banco de Valores
100
1,187
ARS
13.650
14.500
0.850
6
17,221
37
3/02/20
8/17/20
168
- cash -
8/17/20
2/08/21
175
Banco de Valores
100
628
ARS
27.400
27.950
0.550
2
17,567
4
2/08/21
8/30/21
203
State Bank of India
100
442
INR
39.705
42.270
2.565
6
18,700
12
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
8/30/21
11/29/21
91
BBVA Banco Francés
100
71
ARS
261.400
205.950
-55.450
-21
14,763
-62
11/29/21
1/24/22
56
Raiffeisen Bank Int
100
578
EUR
25.540
23.100
-2.440
-10
13,353
-48
1/24/22
2/14/22
21
Woori Financial
100
920
KRW
14.500
14.700
0.200
1
13,537
27
2/14/22
3/07/22
21
Banco Sabadell
100
14,958
EUR
0.905
0.594
-0.311
-34
8,885
-100
3/07/22
6/20/22
105
Banco de Valores
100
249
ARS
35.600
37.900
2.300
6
9,458
24
6/20/22
8/15/22
56
- cash -
8/15/22
8/22/22
7
Banco de Valores
100
157
ARS
60.000
59.900
-0.100
0
9,442
-8
8/22/22
9/12/22
21
- cash -
9/12/22
9/26/22
14
Banco de Valores
100
142
ARS
66.200
62.900
-3.300
-5
8,973
-74
9/26/22
10/17/22
21
- cash -
10/17/22
2/08/23
114
Banco de Valores
100
146
ARS
61.200
83.800
22.600
37
12,273
174
accum 1/02/06
2/08/23 4658
days out of 6247 invested (75%)
23
12,273
2
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Bank of Communicats long 6/26/06 5/28/07 336 4.73 7.67 2.94 62.16 62.16
Banco de Valores 12/23/19 3/02/20 70 13.65 14.50 0.85 6.23
8/17/20 2/08/21 175 27.40 27.95 0.55 2.01
3/07/22 6/20/22 105 35.60 37.90 2.30 6.46
8/15/22 8/22/22 7 60.00 59.90 -0.10 -0.17
9/12/22 9/26/22 14 66.20 62.90 -3.30 -4.98
10/17/22 2/08/23 114 61.20 83.80 22.60 36.93 49.84
China Merchants Bank 5/28/07 7/30/07 63 16.39 22.61 6.22 37.95
8/06/07 9/10/07 35 25.86 27.96 2.10 8.12
9/24/07 11/19/07 56 29.12 30.13 1.01 3.47
6/01/15 7/27/15 56 18.83 16.70 -2.13 -11.31 36.87
Regional 8/06/12 8/27/12 21 45.60 48.20 2.60 5.70
9/03/12 2/18/13 168 46.65 59.30 12.65 27.12 34.36
Bank of America 11/21/16 5/15/17 175 20.33 24.06 3.73 18.35 18.35
Industrial Bank 4/06/09 8/31/09 147 8.94 10.33 1.39 15.55
3/18/19 5/27/19 70 19.30 18.11 -1.19 -6.17 8.42
Yes Bank 12/14/09 6/07/10 175 5.00 5.72 0.73 14.51
4/09/12 5/07/12 28 7.45 6.79 -0.66 -8.87
6/20/16 11/21/16 154 21.51 22.25 0.74 3.46 7.97
State Bank of India 2/08/21 8/30/21 203 39.71 42.27 2.57 6.46 6.46
U.S. Bancorp 1/16/12 2/13/12 28 28.77 29.18 0.41 1.43
5/07/12 7/23/12 77 31.84 33.42 1.58 4.96 6.46
Raiffeisen Bank Int 9/04/17 2/26/18 175 27.63 31.76 4.13 14.95
11/29/21 1/24/22 56 25.54 23.10 -2.44 -9.55 3.97
Credit Agricole 5/15/17 9/04/17 112 14.40 14.84 0.44 3.06 3.06
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Shinsei Bank 2/18/13 8/12/13 175 20.10 20.60 0.50 2.49 2.49
Banca Generali 9/09/19 9/23/19 14 28.44 28.32 -0.12 -0.42
10/21/19 12/23/19 63 28.62 29.38 0.76 2.66 2.22
Woori Financial 1/24/22 2/14/22 21 14.50 14.70 0.20 1.38 1.38
Umweltbank 6/20/11 6/27/11 7 5.34 5.40 0.07 1.22 1.22
IndusInd Bank 11/26/07 12/17/07 21 10.98 12.14 1.17 10.62
1/07/08 1/14/08 7 13.08 12.35 -0.73 -5.54
6/14/10 6/28/10 14 19.43 20.05 0.62 3.19
7/05/10 8/23/10 49 20.78 22.76 1.98 9.53
9/06/10 1/10/11 126 23.53 22.36 -1.18 -4.99
2/13/12 2/27/12 14 32.73 29.25 -3.48 -10.63 0.26
Banco del Bajio 8/13/18 8/20/18 7 45.49 44.31 -1.18 -2.59
10/08/18 10/15/18 7 45.82 46.98 1.16 2.53 -0.13
Banco Macro 7/15/19 8/05/19 21 290.10 288.40 -1.70 -0.59 -0.59
BBVA Banco Francés 1/10/11 5/02/11 112 15.40 14.00 -1.40 -9.09
6/23/14 6/01/15 343 39.00 64.60 25.60 65.64
2/26/18 5/07/18 70 160.00 132.60 -27.40 -17.13
8/30/21 11/29/21 91 261.40 205.95 -55.45 -21.21 -1.68
DBS Bank 5/21/18 6/04/18 14 29.40 28.80 -0.60 -2.04 -2.04
Hang Seng Bank 8/11/08 9/01/08 21 142.93 139.49 -3.44 -2.41 -2.41
Indiabulls HF 7/27/15 8/24/15 28 74.58 71.61 -2.97 -3.98 -3.98
Aozora Bank 5/02/11 6/13/11 42 17.20 17.70 0.50 2.91
2/27/12 4/09/12 42 23.50 21.40 -2.10 -8.94 -6.29
Bank of Ireland 8/31/09 12/14/09 105 46.62 28.56 -18.06 -38.74
8/12/13 3/31/14 231 6.21 9.30 3.09 49.76 -8.26
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
FinecoBank 5/07/18 5/21/18 14 10.16 8.90 -1.26 -12.42 -12.42
Kotak Mahindra Bank 5/22/06 6/26/06 35 7.42 5.99 -1.43 -19.29
6/11/18 6/18/18 7 132.34 131.53 -0.81 -0.61 -19.78
Axis Bank 8/27/18 10/08/18 42 65.02 55.66 -9.37 -14.40
5/27/19 7/15/19 49 81.39 74.98 -6.41 -7.88 -21.15
Resona 1/02/06 5/22/06 140 47.16 34.78 -12.38 -26.25 -26.25
Banco Comercial 3/31/14 6/23/14 84 1.69 1.24 -0.45 -26.72 -26.72
Banco Sabadell 2/14/22 3/07/22 21 0.91 0.59 -0.31 -34.36 -34.36
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.
write an annotation