Assessment - Banks - 16/05/22 - RS = 23
⇐
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
6/12/21
prc diff
⇓ Δ23
Curr
∅-RS
S
SOM Banks
197.033
Fri
0.51
195.956
0.55
204.643
-8.687
-4.24
USD
-4.21
Banco del Bajio
50.120
Fri
-1.24
52.380
-4.31
36.790
15.590
42.38
MXN
31.25
L
Aareal Bank
31.200
Fri
-0.83
31.820
-1.95
29.260
2.560
8.75
EUR
26.98
Woori Financial
14,600.000
Fri
2.82
15,700.000
-7.01
12,850.000
2,850.000
22.18
KRW
23.85
L
Standard Chartered
586.600
Fri
-0.68
587.600
-0.17
434.700
152.900
35.17
GBP
23.43
Banco Macro
328.200
Fri
-0.79
339.200
-3.24
318.000
21.200
6.67
ARS
14.43
HSBC
490.750
Fri
1.00
498.550
-1.56
437.300
61.250
14.01
GBP
11.42
Bank of China (HK)
29.600
Fri
2.25
29.400
0.68
24.700
4.700
19.03
HKD
10.88
Shinsei Bank
2,037.000
Fri
-0.34
2,015.000
1.09
1,966.000
49.000
2.49
JPY
10.33
National Australia B
31.070
Fri
0.68
31.320
-0.80
28.040
3.280
11.70
AUD
10.20
L
Bankinter
5.564
Fri
-0.68
5.314
4.70
4.419
0.895
20.25
EUR
9.97
Regional
123.790
Fri
2.29
125.090
-1.04
99.620
25.470
25.57
MXN
8.70
Banco Sabadell
0.731
Fri
-0.57
0.706
3.63
0.604
0.102
16.93
EUR
8.49
Fukuoka
2,196.000
Fri
-1.52
2,261.000
-2.87
1,886.000
375.000
19.88
JPY
7.84
UBS
17.225
Fri
1.03
17.030
1.15
16.430
0.600
3.65
CHF
7.40
Bank of Comm
4.930
Fri
0.61
4.970
-0.80
4.620
0.350
7.58
CNY
5.68
Suncorp-Metway
12.150
Fri
0.83
12.030
1.00
10.730
1.300
12.12
AUD
5.36
Resona
479.500
Fri
-0.83
488.600
-1.86
429.800
58.800
13.68
JPY
4.83
Sumitomo Mitsui Trst
3,807.000
Fri
-0.55
4,027.000
-5.46
3,774.000
253.000
6.70
JPY
4.80
Bank of Ireland
5.864
Fri
3.75
5.468
7.24
4.938
0.530
10.73
EUR
4.68
Bank of Communicats
5.230
Fri
0.38
5.150
1.55
4.760
0.390
8.19
HKD
4.47
Banco BPM
2.980
Fri
-1.32
2.892
3.04
2.624
0.268
10.21
EUR
4.35
Banco Comercial
0.172
Fri
-1.89
0.153
11.80
0.148
0.006
3.72
EUR
4.34
IBK
11,000.000
Fri
11,150.000
-1.35
10,900.000
250.000
2.29
KRW
4.30
Bank of China
3.060
Fri
1.32
2.990
2.34
2.760
0.230
8.33
HKD
4.25
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
6/12/21
prc diff
⇓ Δ23
Curr
∅-RS
KB Financial
57,800.000
Fri
1.94
58,700.000
-1.53
57,000.000
1,700.000
2.98
KRW
4.19
United Overseas Bank
29.420
Fri
3.19
28.490
3.26
26.600
1.890
7.11
SGD
3.02
L
Bank of China
3.190
Fri
0.31
3.190
3.060
0.130
4.25
CNY
2.67
L
Unipol
5.024
Fri
-0.08
4.907
2.38
4.735
0.172
3.63
EUR
2.60
Commonwealth Bank
104.600
Fri
0.77
103.330
1.23
97.240
6.090
6.26
AUD
2.33
L
Westpac Banking
23.570
Fri
0.51
24.380
-3.32
20.720
3.660
17.66
AUD
2.27
Commerzbank
7.236
Fri
0.22
6.490
11.49
6.510
-0.020
-0.31
EUR
2.06
HSBC
48.450
Fri
1.89
47.900
1.15
44.850
3.050
6.80
HKD
1.57
Svenska Handelsbank
98.120
Fri
0.22
97.960
0.16
97.900
0.060
0.06
SEK
1.33
L
Agricultural Bank
3.020
Fri
3.040
-0.66
2.930
0.110
3.75
CNY
1.08
Mediobanca
9.500
Fri
-0.75
9.900
-4.04
10.015
-0.115
-1.15
EUR
1.02
Toronto-Dominion
92.100
Fri
0.37
92.140
-0.04
94.450
-2.310
-2.45
CAD
0.69
ICBC
4.650
Fri
1.75
4.560
1.97
4.400
0.160
3.64
HKD
0.40
Heartland
2.170
Fri
-1.36
2.230
-2.69
2.320
-0.090
-3.88
NZD
0.03
S
ABN AMRO
10.295
Fri
-0.63
11.685
-11.90
12.624
-0.939
-7.44
EUR
-0.38
Aozora Bank
2,621.000
Fri
0.11
2,580.000
1.59
2,579.000
1.000
0.04
JPY
-0.45
BBVA Banco Francés
207.800
Fri
-2.28
215.300
-3.48
235.400
-20.100
-8.54
ARS
-0.52
S
Postal Savings Bank
5.280
Fri
2.13
5.250
0.57
5.290
-0.040
-0.76
CNY
-0.83
Kotak Mahindra Bank
1,829.150
Fri
2.57
1,812.850
0.90
1,885.200
-72.350
-3.84
INR
-1.01
S
Bank Montreal
130.920
Fri
0.10
132.860
-1.46
137.890
-5.030
-3.65
CAD
-1.32
L
Ind and Comm Bk
4.630
Fri
0.43
4.680
-1.07
4.630
0.050
1.08
CNY
-1.56
S
State Bank of India
462.400
Fri
3.33
455.000
1.63
465.300
-10.300
-2.21
INR
-1.85
S
Chiba Bank
667.000
Fri
-1.19
695.000
-4.03
675.000
20.000
2.96
JPY
-1.89
S
OCBC
11.750
Fri
1.03
11.710
0.34
11.350
0.360
3.17
SGD
-2.03
S
DBS Bank
31.200
Fri
1.00
31.230
-0.10
31.810
-0.580
-1.82
SGD
-2.27
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
6/12/21
prc diff
⇓ Δ23
Curr
∅-RS
S
Bank Nova Scotia
80.240
Fri
-0.30
81.450
-1.49
84.760
-3.310
-3.91
CAD
-2.58
Yes Bank
13.950
Fri
3.72
12.700
9.84
12.600
0.100
0.79
INR
-2.89
S
Industrial Bank
19.690
Fri
2.13
19.340
1.81
18.520
0.820
4.43
CNY
-3.15
S
NatWest
210.300
Fri
0.57
210.100
0.10
216.600
-6.500
-3.00
GBP
-3.28
BPER Banca
1.747
Fri
-1.22
1.726
1.19
1.752
-0.026
-1.46
EUR
-3.37
S
China Constr Bk HK
5.610
Fri
2.19
5.470
2.56
5.330
0.140
2.63
HKD
-3.49
S
ANZ Banking NZ
28.150
Fri
0.18
28.280
-0.46
27.940
0.340
1.22
NZD
-3.87
S
Nordea Bank
97.980
Fri
0.05
98.530
-0.56
109.640
-11.110
-10.13
SEK
-3.89
S
Royal Bank CA
127.250
Fri
0.21
126.890
0.28
129.060
-2.170
-1.68
CAD
-3.92
S
ICICI Bank
709.550
Fri
2.79
683.000
3.89
709.550
-26.550
-3.74
INR
-4.71
S
Danske Bank
107.550
Fri
1.37
107.650
-0.09
114.800
-7.150
-6.23
DKK
-4.87
BNP Paribas
53.710
Fri
0.98
52.310
2.68
57.340
-5.030
-8.77
EUR
-4.93
S
Nordea Bank
9.318
Fri
-0.11
9.383
-0.69
10.370
-0.987
-9.52
EUR
-6.00
S
DNB
187.150
Fri
2.46
183.900
1.77
203.500
-19.600
-9.63
NOK
-6.12
S
Cdn Imp Bk Comm
68.570
Fri
0.06
69.360
-1.14
70.660
-1.300
-1.84
CAD
-6.28
S
Hang Seng Bank
137.800
Fri
1.17
138.600
-0.58
144.300
-5.700
-3.95
HKD
-6.54
S.E.B
107.800
Fri
-0.69
109.300
-1.37
134.300
-25.000
-18.62
SEK
-6.59
S
National Bank CA
92.040
Fri
-0.05
90.790
1.38
97.850
-7.060
-7.22
CAD
-6.74
L
China Minsheng Bk
3.780
Fri
-0.26
3.730
1.34
3.900
-0.170
-4.36
CNY
-7.02
S
Lloyds Bank
43.600
Fri
0.39
43.665
-0.15
46.275
-2.610
-5.64
GBP
-7.51
S
ANZ Banking AU
25.500
Fri
0.87
25.580
-0.31
27.040
-1.460
-5.40
AUD
-7.52
S
American Express
153.240
Fri
-0.49
156.430
-2.04
160.680
-4.250
-2.65
USD
-8.39
S
China Everbright Bk
3.130
Fri
0.64
3.120
0.32
3.390
-0.270
-7.96
CNY
-8.92
S
Swedbank
147.750
Fri
-0.77
151.900
-2.73
187.760
-35.860
-19.10
SEK
-8.93
S
Banca Generali
32.450
Fri
-0.49
32.350
0.31
38.080
-5.730
-15.05
EUR
-9.15
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
6/12/21
prc diff
⇓ Δ23
Curr
∅-RS
S
Shizuoka Bank
756.000
Fri
-1.43
793.000
-4.67
811.000
-18.000
-2.22
JPY
-9.16
S
Banco Bilbao Viz
4.748
Fri
-0.40
4.848
-2.07
5.001
-0.153
-3.06
EUR
-9.27
IndusInd Bank
896.500
Fri
3.49
885.900
1.20
915.650
-29.750
-3.25
INR
-9.79
Shanghai Pudong
8.040
Fri
1.64
7.970
0.88
8.600
-0.630
-7.33
CNY
-9.93
S
Unicredit
9.940
Fri
-1.58
9.668
2.81
11.430
-1.762
-15.42
EUR
-10.90
S
Umweltbank
17.000
Fri
2.10
16.500
3.03
20.100
-3.600
-17.91
EUR
-11.04
S
Bank of East Asia
11.440
Fri
0.88
11.280
1.42
11.500
-0.220
-1.91
HKD
-11.73
S
Banco Santander
2.744
Fri
0.13
2.700
1.65
2.814
-0.114
-4.05
EUR
-12.94
S
Wells Fargo
41.670
Fri
-0.79
42.210
-1.28
48.810
-6.600
-13.52
USD
-12.95
S
HDFC Bank
1,320.950
Fri
2.63
1,305.100
1.21
1,503.800
-198.700
-13.21
INR
-12.98
S
Societe Generale
24.495
Fri
0.08
23.210
5.54
28.655
-5.445
-19.00
EUR
-12.99
S
Banca Mediolanum
7.042
Fri
-0.96
7.138
-1.34
8.534
-1.396
-16.36
EUR
-13.39
S
Credit Agricole
10.394
Fri
0.21
10.254
1.37
12.316
-2.062
-16.74
EUR
-13.97
S
Axis Bank
673.100
Fri
3.52
638.950
5.34
663.100
-24.150
-3.64
INR
-14.01
S
Intesa Sanpaolo
1.983
Fri
-0.25
1.954
1.46
2.213
-0.259
-11.69
EUR
-15.07
S
HDFC
2,201.600
Fri
3.06
2,172.100
1.36
2,768.800
-596.700
-21.55
INR
-15.18
S
U.S. Bancorp
49.210
Fri
-0.06
48.270
1.95
56.880
-8.610
-15.14
USD
-15.42
S
FinecoBank
12.580
Fri
-1.72
12.395
1.49
15.830
-3.435
-21.70
EUR
-16.84
S
Deutsche Bank
9.362
Fri
0.75
9.219
1.55
11.174
-1.955
-17.50
EUR
-16.94
S
Bank of America
33.860
Fri
-1.71
34.810
-2.73
44.150
-9.340
-21.16
USD
-18.06
S
BNY Mellon
43.770
Fri
1.04
43.240
1.23
55.430
-12.190
-21.99
USD
-18.92
VTB Bank
0.825
25/02
-5.17
0.825
1.180
-0.355
-30.08
EUR
-19.89
S
Erste Group Bank
29.580
Fri
-1.43
27.700
6.79
39.020
-11.320
-29.01
EUR
-20.96
S
KBC
56.540
Fri
0.50
54.900
2.99
75.440
-20.540
-27.23
EUR
-21.98
S
JP Morgan Chase
117.340
Fri
-0.82
118.260
-0.78
160.160
-41.900
-26.16
USD
-22.27
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
6/12/21
prc diff
⇓ Δ23
Curr
∅-RS
S
Credit Suisse
6.582
Fri
0.83
6.520
0.95
8.954
-2.434
-27.18
CHF
-24.90
S
China Merchants Bank
39.960
Fri
5.07
36.890
8.32
51.820
-14.930
-28.81
CNY
-25.63
S
Citigroup
49.750
Fri
-0.06
47.460
4.83
62.520
-15.060
-24.09
USD
-26.52
S
Raiffeisen Bank Int
11.880
Fri
-0.75
12.080
-1.66
25.700
-13.620
-53.00
EUR
-36.29
S
Indiabulls HF
120.350
Fri
3.48
118.850
1.26
243.750
-124.900
-51.24
INR
-43.18
Sberbank
3.800
25/02
11.76
3.800
14.600
-10.800
-73.97
EUR
-57.79
Banks - 105 out of 105 instruments rated - 16/05/22 / 6/12/21 - 42 did rise, Market-Ratio(23) = 40.00 %
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
2/01/06
5/02/07
399
Sberbank
100
2,100
EUR
4.760
10.480
5.720
120
22,012
106
5/02/07
19/11/07
287
China Minsheng Bk
100
3,768
CNY
5.842
10.183
4.342
74
38,371
103
19/11/07
21/01/08
63
IndusInd Bank
100
3,409
INR
11.255
9.795
-1.460
-13
33,394
-55
21/01/08
11/08/08
203
- cash -
11/08/08
1/09/08
21
Hang Seng Bank
100
233
HKD
142.930
139.490
-3.440
-2
32,592
-35
1/09/08
6/04/09
217
- cash -
6/04/09
25/05/09
49
Shanghai Pudong
100
2,662
CNY
12.240
13.670
1.430
12
36,399
128
25/05/09
6/07/09
42
Kotak Mahindra Bank
100
2,126
INR
17.118
14.914
-2.204
-13
31,714
-70
6/07/09
24/08/09
49
Industrial Bank
100
2,181
CNY
14.540
13.570
-0.970
-7
29,598
-40
24/08/09
14/12/09
112
Bank of Ireland
100
698
EUR
42.390
28.560
-13.830
-33
19,945
-72
14/12/09
7/06/10
175
Yes Bank
100
3,992
INR
4.995
5.720
0.725
15
22,839
33
7/06/10
14/06/10
7
- cash -
14/06/10
28/06/10
14
IndusInd Bank
100
1,175
INR
19.430
20.050
0.620
3
23,568
127
28/06/10
5/07/10
7
- cash -
5/07/10
23/08/10
49
IndusInd Bank
100
1,134
INR
20.780
22.760
1.980
10
25,813
97
23/08/10
6/09/10
14
- cash -
6/09/10
10/01/11
126
IndusInd Bank
100
1,097
INR
23.530
22.355
-1.175
-5
24,524
-14
10/01/11
2/05/11
112
BBVA Banco Francés
100
1,592
ARS
15.400
14.000
-1.400
-9
22,295
-27
2/05/11
13/06/11
42
Aozora Bank
100
1,296
JPY
17.200
17.700
0.500
3
22,943
28
13/06/11
20/06/11
7
- cash -
20/06/11
4/07/11
14
Umweltbank
100
4,300
EUR
5.335
5.230
-0.105
-2
22,492
-40
4/07/11
16/01/12
196
- cash -
16/01/12
13/02/12
28
U.S. Bancorp
100
781
USD
28.770
29.180
0.410
1
22,812
20
13/02/12
27/02/12
14
IndusInd Bank
100
696
INR
32.730
29.250
-3.480
-11
20,390
-95
27/02/12
9/04/12
42
Aozora Bank
100
867
JPY
23.500
21.400
-2.100
-9
18,569
-56
9/04/12
7/05/12
28
Yes Bank
100
2,491
INR
7.452
6.791
-0.661
-9
16,923
-70
7/05/12
23/07/12
77
U.S. Bancorp
100
531
USD
31.840
33.420
1.580
5
17,762
26
23/07/12
6/08/12
14
- cash -
6/08/12
27/08/12
21
Regional
100
389
MXN
45.600
48.200
2.600
6
18,773
162
27/08/12
3/09/12
7
- cash -
3/09/12
11/02/13
161
Regional
100
402
MXN
46.650
59.520
12.870
28
23,947
74
11/02/13
25/03/13
42
Credit Agricole
100
3,229
EUR
7.414
6.180
-1.234
-17
19,962
-79
25/03/13
12/08/13
140
Shinsei Bank
100
860
JPY
23.200
20.600
-2.600
-11
17,726
-27
12/08/13
31/03/14
231
Bank of Ireland
100
2,854
EUR
6.210
9.300
3.090
50
26,545
89
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
31/03/14
16/06/14
77
Banco Comercial
100
15,692
EUR
1.692
1.343
-0.349
-21
21,073
-67
16/06/14
5/01/15
203
BBVA Banco Francés
100
624
ARS
33.750
52.100
18.350
54
32,524
118
5/01/15
27/07/15
203
China Everbright Bk
100
6,610
CNY
4.920
4.650
-0.270
-5
30,739
-10
27/07/15
24/08/15
28
Indiabulls HF
100
412
INR
74.575
71.605
-2.970
-4
29,515
-41
24/08/15
20/06/16
301
- cash -
20/06/16
13/03/17
266
Sberbank
100
3,861
EUR
7.644
10.460
2.816
37
40,388
54
13/03/17
17/07/17
126
Raiffeisen Bank Int
100
1,746
EUR
23.130
21.940
-1.190
-5
38,310
-14
17/07/17
29/01/18
196
Commerzbank
100
3,468
EUR
11.045
13.424
2.379
22
46,560
44
29/01/18
26/02/18
28
Banco Comercial
100
141,306
EUR
0.330
0.286
-0.044
-13
40,400
-84
26/02/18
9/04/18
42
Sberbank
100
2,390
EUR
16.900
12.150
-4.750
-28
29,047
-94
9/04/18
7/05/18
28
BBVA Banco Francés
100
189
ARS
153.000
132.600
-20.400
-13
25,191
-85
7/05/18
21/05/18
14
FinecoBank
100
2,479
EUR
10.160
8.898
-1.262
-12
22,063
-97
21/05/18
28/05/18
7
DBS Bank
100
750
SGD
29.400
29.150
-0.250
-1
21,875
-36
28/05/18
11/06/18
14
- cash -
11/06/18
18/06/18
7
Kotak Mahindra Bank
100
165
INR
132.335
131.530
-0.805
-1
21,743
-27
18/06/18
27/08/18
70
- cash -
27/08/18
8/10/18
42
Axis Bank
100
334
INR
65.020
55.655
-9.365
-14
18,615
-74
8/10/18
15/10/18
7
Banco del Bajio
100
406
MXN
45.820
46.980
1.160
3
19,086
268
15/10/18
18/02/19
126
- cash -
18/02/19
25/02/19
7
Banco Macro
100
87
ARS
217.100
206.400
-10.700
-5
18,155
-93
25/02/19
11/03/19
14
- cash -
11/03/19
20/05/19
70
Industrial Bank
100
940
CNY
19.300
18.210
-1.090
-6
17,130
-26
20/05/19
15/07/19
56
Axis Bank
100
218
INR
78.240
74.975
-3.265
-4
16,418
-24
15/07/19
5/08/19
21
Banco Macro
100
56
ARS
290.100
288.400
-1.700
-1
16,323
-10
5/08/19
9/09/19
35
- cash -
9/09/19
23/09/19
14
Banca Generali
100
573
EUR
28.440
28.320
-0.120
0
16,254
-10
23/09/19
21/10/19
28
- cash -
21/10/19
23/12/19
63
Banca Generali
100
567
EUR
28.620
29.380
0.760
3
16,685
16
23/12/19
24/02/20
63
Banca Mediolanum
100
1,870
EUR
8.920
7.855
-1.065
-12
14,694
-52
24/02/20
2/03/20
7
Deutsche Bank
100
1,643
EUR
8.940
7.567
-1.373
-15
12,438
-100
2/03/20
17/08/20
168
- cash -
17/08/20
14/12/20
119
BBVA Banco Francés
100
79
ARS
156.950
156.850
-0.100
0
12,430
0
14/12/20
12/04/21
119
IndusInd Bank
100
134
INR
92.125
84.440
-7.685
-8
11,400
-23
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
12/04/21
11/10/21
182
Bank of Ireland
100
2,676
EUR
4.259
5.032
0.773
18
13,469
40
11/10/21
22/11/21
42
Banco Sabadell
100
19,056
EUR
0.707
0.626
-0.081
-11
11,925
-65
22/11/21
29/11/21
7
BBVA Banco Francés
100
50
ARS
236.100
205.950
-30.150
-13
10,418
-100
29/11/21
10/01/22
42
Aareal Bank
100
358
EUR
29.080
28.380
-0.700
-2
10,167
-19
10/01/22
28/02/22
49
Unicredit
100
714
EUR
14.222
11.388
-2.834
-20
8,144
-81
28/02/22
20/05/22
81
Banco del Bajio
100
163
MXN
49.750
50.120
0.370
1
8,204
3
accum 2/01/06
20/05/22 4555
days out of 5983 invested (76%)
-18
8,204
-2
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Sberbank long 2/01/06 5/02/07 399 4.76 10.48 5.72 120.17
20/06/16 13/03/17 266 7.64 10.46 2.82 36.84
26/02/18 9/04/18 42 16.90 12.15 -4.75 -28.11 116.60
China Minsheng Bk 5/02/07 19/11/07 287 5.84 10.18 4.34 74.32 74.32
Regional 6/08/12 27/08/12 21 45.60 48.20 2.60 5.70
3/09/12 11/02/13 161 46.65 59.52 12.87 27.59 34.86
Commerzbank 17/07/17 29/01/18 196 11.05 13.42 2.38 21.54 21.54
Bank of Ireland 24/08/09 14/12/09 112 42.39 28.56 -13.83 -32.63
12/08/13 31/03/14 231 6.21 9.30 3.09 49.76
12/04/21 11/10/21 182 4.26 5.03 0.77 18.15 19.21
Shanghai Pudong 6/04/09 25/05/09 49 12.24 13.67 1.43 11.68 11.68
U.S. Bancorp 16/01/12 13/02/12 28 28.77 29.18 0.41 1.43
7/05/12 23/07/12 77 31.84 33.42 1.58 4.96 6.46
BBVA Banco Francés 10/01/11 2/05/11 112 15.40 14.00 -1.40 -9.09
16/06/14 5/01/15 203 33.75 52.10 18.35 54.37
9/04/18 7/05/18 28 153.00 132.60 -20.40 -13.33
17/08/20 14/12/20 119 156.95 156.85 -0.10 -0.06
22/11/21 29/11/21 7 236.10 205.95 -30.15 -12.77 6.03
Yes Bank 14/12/09 7/06/10 175 5.00 5.72 0.73 14.51
9/04/12 7/05/12 28 7.45 6.79 -0.66 -8.87 4.36
Banco del Bajio 8/10/18 15/10/18 7 45.82 46.98 1.16 2.53
28/02/22 20/05/22 81 49.75 50.12 0.37 0.74 3.29
Banca Generali 9/09/19 23/09/19 14 28.44 28.32 -0.12 -0.42
21/10/19 23/12/19 63 28.62 29.38 0.76 2.66 2.22
DBS Bank 21/05/18 28/05/18 7 29.40 29.15 -0.25 -0.85 -0.85
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Umweltbank 20/06/11 4/07/11 14 5.34 5.23 -0.11 -1.97 -1.97
Hang Seng Bank 11/08/08 1/09/08 21 142.93 139.49 -3.44 -2.41 -2.41
Aareal Bank 29/11/21 10/01/22 42 29.08 28.38 -0.70 -2.41 -2.41
Indiabulls HF 27/07/15 24/08/15 28 74.58 71.61 -2.97 -3.98 -3.98
Raiffeisen Bank Int 13/03/17 17/07/17 126 23.13 21.94 -1.19 -5.14 -5.14
Banco Macro 18/02/19 25/02/19 7 217.10 206.40 -10.70 -4.93
15/07/19 5/08/19 21 290.10 288.40 -1.70 -0.59 -5.49
China Everbright Bk 5/01/15 27/07/15 203 4.92 4.65 -0.27 -5.49 -5.49
Aozora Bank 2/05/11 13/06/11 42 17.20 17.70 0.50 2.91
27/02/12 9/04/12 42 23.50 21.40 -2.10 -8.94 -6.29
Shinsei Bank 25/03/13 12/08/13 140 23.20 20.60 -2.60 -11.21 -11.21
Banco Sabadell 11/10/21 22/11/21 42 0.71 0.63 -0.08 -11.46 -11.46
Banca Mediolanum 23/12/19 24/02/20 63 8.92 7.86 -1.07 -11.94 -11.94
Industrial Bank 6/07/09 24/08/09 49 14.54 13.57 -0.97 -6.67
11/03/19 20/05/19 70 19.30 18.21 -1.09 -5.65 -11.94
FinecoBank 7/05/18 21/05/18 14 10.16 8.90 -1.26 -12.42 -12.42
Kotak Mahindra Bank 25/05/09 6/07/09 42 17.12 14.91 -2.20 -12.87
11/06/18 18/06/18 7 132.34 131.53 -0.81 -0.61 -13.40
Deutsche Bank 24/02/20 2/03/20 7 8.94 7.57 -1.37 -15.36 -15.36
Credit Agricole 11/02/13 25/03/13 42 7.41 6.18 -1.23 -16.64 -16.64
Axis Bank 27/08/18 8/10/18 42 65.02 55.66 -9.37 -14.40
20/05/19 15/07/19 56 78.24 74.98 -3.27 -4.17 -17.98
Unicredit 10/01/22 28/02/22 49 14.22 11.39 -2.83 -19.93 -19.93
IndusInd Bank 19/11/07 21/01/08 63 11.26 9.80 -1.46 -12.97
14/06/10 28/06/10 14 19.43 20.05 0.62 3.19
5/07/10 23/08/10 49 20.78 22.76 1.98 9.53
6/09/10 10/01/11 126 23.53 22.36 -1.18 -4.99
13/02/12 27/02/12 14 32.73 29.25 -3.48 -10.63
14/12/20 12/04/21 119 92.13 84.44 -7.69 -8.34 -23.45
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Banco Comercial 31/03/14 16/06/14 77 1.69 1.34 -0.35 -20.61
29/01/18 26/02/18 28 0.33 0.29 -0.04 -13.23 -31.12
Annotations
16/05/22 Cdn Imp Bk Comm stock split 1:2 (two for one)
21/09/17 Yes Bank stock split 1:5 (five for one)
18/09/17 Umweltbank stock split 1:5 (five for one)
10/07/17 Bank of Ireland reverse split 30:1 (one for thirty)
23/01/17 Unicredit reverse stock split 10:1 (one for ten)
24/10/16 Banco Comercial reverse stock split 75:1 (one for seventyfive)
13/01/16 Banken Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15 Heartland name change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
21/09/15 Unipol re-joins the MIB as replacement for Autogrill
19/05/15 Svenska Handelsbank ex Split 1:3 (three for one)
11/03/15 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