Assessment - Banks - 4/15/24 - RS = 23
⇐
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ23
Curr
∅-RS
L
SOM Banks
267.950
Fri
-0.16
268.237
-0.11
224.743
43.494
19.35
USD
16.35
Banco Macro
5,303.650
Fri
2.23
5,058.950
4.84
1,768.000
3,290.950
186.14
ARS
195.83
BBVA Banco Francés
3,038.200
Fri
6.24
2,922.400
3.96
1,225.000
1,697.400
138.56
ARS
135.53
Banco de Valores
263.500
Fri
1.54
265.000
-0.57
129.250
135.750
105.03
ARS
90.07
L
Unipol
8.240
Fri
1.35
8.060
2.23
5.106
2.954
57.85
EUR
49.18
L
Unicredit
35.275
Fri
0.56
34.350
2.69
23.435
10.915
46.58
EUR
46.75
L
BPER Banca
4.411
Fri
-0.11
4.268
3.35
3.193
1.075
33.67
EUR
39.80
L
Deutsche Bank
14.954
Fri
1.04
14.710
1.66
10.626
4.084
38.43
EUR
36.35
L
Banco BPM
6.390
Fri
0.63
6.160
3.73
4.904
1.256
25.61
EUR
33.28
L
Resona
981.100
Fri
-1.89
1,013.500
-3.20
794.100
219.400
27.63
JPY
33.09
L
Banco Bilbao Viz
10.205
Fri
-2.06
10.170
0.34
7.718
2.452
31.77
EUR
31.87
L
Intesa Sanpaolo
3.377
Fri
0.82
3.327
1.52
2.566
0.761
29.64
EUR
28.67
L
Chiba Bank
1,286.500
Fri
-1.23
1,313.500
-2.06
1,112.000
201.500
18.12
JPY
27.60
L
Fukuoka
4,082.000
Fri
-1.28
4,225.000
-3.38
3,950.000
275.000
6.96
JPY
27.59
L
Wells Fargo
58.740
Thu
2.73
56.970
3.11
41.340
15.630
37.81
USD
27.38
American Express
225.010
Fri
3.45
218.400
3.03
152.990
65.410
42.75
USD
26.64
L
Banco Sabadell
1.485
Fri
-1.20
1.423
4.36
1.191
0.232
19.44
EUR
25.90
L
Banco Santander
4.512
Fri
-0.73
4.471
0.92
3.540
0.931
26.29
EUR
24.37
L
State Bank of India
750.450
Fri
0.76
757.500
-0.93
574.350
183.150
31.89
INR
23.74
L
Citigroup
58.320
Thu
0.26
58.560
-0.41
42.040
16.520
39.30
USD
23.51
KB Financial
63,700.000
Fri
-0.47
66,200.000
-3.78
55,700.000
10,500.000
18.85
KRW
22.56
L
Commerzbank
13.375
Fri
0.11
12.900
3.68
10.385
2.515
24.22
EUR
21.77
Danske Bank
202.900
Fri
0.05
205.500
-1.27
168.200
37.300
22.18
DKK
21.48
UBS
25.700
Fri
-0.43
26.250
-2.10
21.880
4.370
19.97
CHF
20.52
L
Erste Group Bank
43.000
Fri
0.75
41.790
2.90
34.440
7.350
21.34
EUR
20.30
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ23
Curr
∅-RS
L
Mediobanca
13.495
Fri
-0.63
13.680
-1.35
11.500
2.180
18.96
EUR
19.49
L
Sumitomo Mitsui Trst
3,173.000
Fri
-1.49
3,291.000
-3.59
2,832.000
459.000
16.21
JPY
19.37
L
NatWest
276.700
Fri
0.47
276.800
-0.04
189.800
87.000
45.84
GBP
19.14
L
Agricultural Bank
4.540
Fri
1.11
4.370
3.89
3.580
0.790
22.07
CNY
18.94
L
Bank of America
35.770
Thu
1.53
35.950
-0.50
28.330
7.620
26.90
USD
18.32
JP Morgan Chase
182.300
Fri
0.58
182.890
-0.32
144.080
38.810
26.94
USD
17.82
L
Unicaja Banco
1.142
Fri
-0.95
1.151
-0.78
1.010
0.141
13.96
EUR
17.67
L
Banca Mediolanum
10.170
Fri
-0.10
10.090
0.79
7.962
2.128
26.73
EUR
17.62
BNY Mellon
55.250
Thu
1.45
55.090
0.29
44.990
10.100
22.45
USD
17.36
L
Westpac Banking
25.435
Fri
-1.15
26.160
-2.77
21.920
4.240
19.34
AUD
17.17
L
Credit Agricole
14.035
Fri
0.97
13.820
1.56
11.674
2.146
18.38
EUR
16.55
National Australia B
33.080
Fri
-1.11
33.930
-2.51
29.340
4.590
15.64
AUD
16.25
L
Suncorp-Metway
15.925
Fri
-1.52
16.040
-0.72
13.650
2.390
17.51
AUD
16.20
L
Bankinter
7.250
Fri
-0.41
6.890
5.22
6.052
0.838
13.85
EUR
16.17
Banco Comercial
0.305
Fri
-2.84
0.299
1.70
0.289
0.011
3.71
EUR
15.95
L
ANZ Banking NZ
30.640
Fri
-2.73
31.510
-2.76
28.140
3.370
11.98
NZD
15.18
Raiffeisen Bank Int
17.180
Fri
-0.35
17.600
-2.39
14.980
2.620
17.49
EUR
15.05
L
Lloyds Bank
50.920
Fri
-0.16
51.160
-0.47
42.130
9.030
21.43
GBP
14.41
L
ANZ Banking AU
28.170
Fri
-1.37
29.000
-2.86
25.740
3.260
12.67
AUD
14.32
L
Cdn Imp Bk Comm
65.430
Fri
0.63
65.740
-0.47
51.920
13.820
26.62
CAD
14.21
L
Jyske Bank
570.000
Fri
-0.61
580.000
-1.72
482.000
98.000
20.33
DKK
14.09
L
ABN AMRO
15.625
Fri
0.10
15.780
-0.98
13.045
2.735
20.97
EUR
13.34
U.S. Bancorp
39.440
Thu
-0.20
41.440
-4.83
35.270
6.170
17.49
USD
13.31
S.E.B
145.250
Fri
-0.07
146.950
-1.16
124.250
22.700
18.27
SEK
13.11
L
KBC
69.600
Fri
-0.57
68.500
1.61
53.540
14.960
27.94
EUR
12.52
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ23
Curr
∅-RS
L
National Bank CA
110.120
Fri
110.690
-0.51
88.220
22.470
25.47
CAD
12.48
L
BNP Paribas
65.430
Fri
-0.05
65.770
-0.52
56.810
8.960
15.77
EUR
12.16
IBK
13,350.000
Fri
0.53
12,770.000
4.54
11,580.000
1,190.000
10.28
KRW
12.10
L
Ind and Comm Bk
5.550
Fri
0.54
5.420
2.40
4.710
0.710
15.07
CNY
11.22
L
Bank of China
3.360
Fri
0.30
3.260
3.07
2.820
0.440
15.60
HKD
11.03
Svenska Handelsbank
109.000
Fri
-0.41
109.900
-0.82
97.220
12.680
13.04
SEK
10.65
L
FinecoBank
14.140
Fri
1.43
14.090
0.35
11.675
2.415
20.69
EUR
10.45
ICICI Bank
1,067.250
Fri
1.12
1,078.350
-1.03
945.450
132.900
14.06
INR
10.35
Swedbank
214.800
Fri
0.80
214.900
-0.05
182.850
32.050
17.53
SEK
10.26
Regional
151.070
Thu
-0.87
154.570
-2.26
143.410
11.160
7.78
MXN
9.97
Commonwealth Bank
111.540
Fri
-1.06
114.640
-2.70
100.420
14.220
14.16
AUD
9.24
L
Bank of Ireland
10.055
Fri
0.35
9.692
3.75
8.336
1.356
16.27
EUR
9.14
Banco del Bajio
60.700
Thu
-0.33
62.740
-3.25
57.960
4.780
8.25
MXN
9.08
IndusInd Bank
1,482.050
Fri
0.52
1,539.900
-3.76
1,470.250
69.650
4.74
INR
8.78
L
DBS Bank
36.410
Fri
-0.11
35.640
2.16
33.750
1.890
5.60
SGD
8.76
Banca Generali
35.340
Fri
-0.90
35.440
-0.28
31.370
4.070
12.97
EUR
8.16
Woori Financial
13,540.000
Fri
0.30
13,560.000
-0.15
12,570.000
990.000
7.88
KRW
8.00
L
OCBC
13.690
Fri
-0.15
13.710
-0.15
13.150
0.560
4.26
SGD
7.44
L
Societe Generale
24.750
Fri
0.16
24.980
-0.92
21.670
3.310
15.27
EUR
7.34
Bank Montreal
126.750
Fri
1.11
127.840
-0.85
108.600
19.240
17.72
CAD
6.95
L
Royal Bank CA
134.570
Fri
0.79
134.990
-0.31
116.220
18.770
16.15
CAD
6.79
HSBC
646.200
Fri
0.25
651.100
-0.75
609.300
41.800
6.86
GBP
6.34
HSBC
61.850
Fri
-1.28
63.850
-3.13
58.550
5.300
9.05
HKD
5.89
Axis Bank
1,029.100
Fri
0.50
1,057.950
-2.73
1,009.400
48.550
4.81
INR
5.37
DNB
211.500
Fri
0.09
216.300
-2.22
199.000
17.300
8.69
NOK
5.34
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ23
Curr
∅-RS
L
United Overseas Bank
29.930
Fri
-0.73
29.570
1.22
28.000
1.570
5.61
SGD
4.72
L
Bank of China (HK)
22.650
Fri
-0.88
22.650
21.700
0.950
4.38
HKD
4.48
L
ICBC
4.110
Fri
4.030
1.99
3.790
0.240
6.33
HKD
4.25
Nordea Bank
126.600
Fri
1.32
123.900
2.18
117.960
5.940
5.04
SEK
3.83
L
China Merchants Bank
33.620
Fri
-0.09
32.830
2.41
31.140
1.690
5.43
CNY
3.61
L
China Constr Bk HK
4.870
Fri
0.21
4.820
1.04
4.560
0.260
5.70
HKD
3.59
Nordea Bank
10.890
Fri
1.49
10.710
1.68
10.090
0.620
6.14
EUR
3.19
L
Bank Nova Scotia
64.280
Fri
0.22
65.470
-1.82
59.240
6.230
10.52
CAD
2.54
L
Hang Seng Bank
96.050
Fri
0.16
97.400
-1.39
92.800
4.600
4.96
HKD
1.42
L
China Merchants B HK
32.550
Fri
-0.31
31.750
2.52
31.150
0.600
1.93
HKD
0.44
L
Standard Chartered
666.800
Fri
0.79
664.800
0.30
632.000
32.800
5.19
GBP
-0.07
Kotak Mahindra Bank
1,792.650
Fri
0.33
1,798.150
-0.31
1,740.200
57.950
3.33
INR
-0.86
Industrial Bank
16.180
Fri
-0.74
15.770
2.60
15.270
0.500
3.27
CNY
-0.88
S
KakaoBank
23,750.000
Fri
-1.25
24,750.000
-4.04
24,600.000
150.000
0.61
KRW
-3.08
HDFC Bank
1,531.300
Fri
2.45
1,494.700
2.45
1,494.500
0.200
0.01
INR
-4.72
S
Toronto-Dominion
78.850
Thu
0.73
77.940
1.17
81.350
-3.410
-4.19
CAD
-4.90
S
Aozora Bank
2,415.500
Fri
-1.91
2,472.000
-2.29
3,023.000
-551.000
-18.23
JPY
-9.77
Umweltbank
6.360
Fri
-2.75
6.420
-0.93
6.660
-0.240
-3.60
EUR
-25.72
Heartland
1.030
Fri
-2.83
1.090
-5.50
1.660
-0.570
-34.34
NZD
-29.01
Banks - 93 out of 93 instruments rated - 4/15/24 / 11/06/23 - 89 did rise, Market-Ratio(23) = 95.70 %
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
9/04/06
70
Umweltbank
100
1,691
EUR
3.520
3.490
-0.030
-1
5,903
-4
9/04/06
7/30/07
329
Kotak Mahindra Bank
100
758
INR
7.780
17.928
10.148
130
13,595
152
7/30/07
8/06/07
7
- cash -
8/06/07
9/10/07
35
China Merchants Bank
100
525
CNY
25.860
27.960
2.100
8
14,698
126
9/10/07
9/24/07
14
- cash -
9/24/07
11/19/07
56
China Merchants Bank
100
504
CNY
29.120
30.130
1.010
3
15,207
25
11/19/07
12/03/07
14
- cash -
12/03/07
12/17/07
14
IndusInd Bank
100
1,270
INR
11.965
12.140
0.175
1
15,429
46
12/17/07
1/07/08
21
- cash -
1/07/08
1/14/08
7
IndusInd Bank
100
1,180
INR
13.075
12.350
-0.725
-6
14,574
-95
1/14/08
8/11/08
210
- cash -
8/11/08
9/01/08
21
Hang Seng Bank
100
101
HKD
142.930
139.490
-3.440
-2
14,226
-35
9/01/08
4/06/09
217
- cash -
4/06/09
4/13/09
7
Industrial Bank
100
1,591
CNY
8.940
8.530
-0.410
-5
13,574
-91
4/13/09
4/20/09
7
- cash -
4/20/09
8/31/09
133
Industrial Bank
100
1,558
CNY
8.710
10.330
1.620
19
16,098
60
8/31/09
12/21/09
112
Bank of Ireland
100
345
EUR
46.620
24.210
-22.410
-48
8,366
-88
12/21/09
6/07/10
168
IndusInd Bank
100
623
INR
13.415
18.625
5.210
39
11,612
104
6/07/10
6/14/10
7
- cash -
6/14/10
6/28/10
14
IndusInd Bank
100
597
INR
19.430
20.050
0.620
3
11,982
127
6/28/10
7/05/10
7
- cash -
7/05/10
8/23/10
49
IndusInd Bank
100
576
INR
20.780
22.760
1.980
10
13,123
97
8/23/10
9/06/10
14
- cash -
9/06/10
1/10/11
126
IndusInd Bank
100
557
INR
23.530
22.355
-1.175
-5
12,468
-14
1/10/11
5/02/11
112
BBVA Banco Francés
100
809
ARS
15.400
14.000
-1.400
-9
11,336
-27
5/02/11
6/13/11
42
Aozora Bank
100
659
JPY
17.200
17.700
0.500
3
11,665
28
6/13/11
6/20/11
7
- cash -
6/20/11
6/27/11
7
Umweltbank
100
2,186
EUR
5.335
5.400
0.065
1
11,807
88
6/27/11
1/16/12
203
- cash -
1/16/12
3/05/12
49
U.S. Bancorp
100
410
USD
28.770
28.900
0.130
0
11,861
3
3/05/12
4/09/12
35
Aozora Bank
100
498
JPY
23.800
21.400
-2.400
-10
10,665
-67
4/09/12
7/23/12
105
IndusInd Bank
100
323
INR
32.940
32.805
-0.135
0
10,622
-1
7/23/12
8/06/12
14
- cash -
8/06/12
8/27/12
21
Regional
100
232
MXN
45.600
48.200
2.600
6
11,225
162
8/27/12
9/03/12
7
- cash -
9/03/12
2/18/13
168
Regional
100
240
MXN
46.650
59.300
12.650
27
14,261
68
2/18/13
6/24/13
126
KBC
100
480
EUR
29.690
27.370
-2.320
-8
13,147
-21
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
6/24/13
10/14/13
112
Lloyds Bank
100
21,767
GBP
0.604
0.757
0.153
25
16,469
108
10/14/13
5/25/15
588
BBVA Banco Francés
100
690
ARS
23.850
69.700
45.850
192
48,106
95
5/25/15
7/20/15
56
Industrial Bank
100
2,386
CNY
20.160
17.070
-3.090
-15
40,733
-66
7/20/15
8/24/15
35
FinecoBank
100
5,777
EUR
7.050
6.525
-0.525
-7
37,700
-55
8/24/15
6/20/16
301
- cash -
6/20/16
11/21/16
154
Banco Macro
100
386
ARS
97.650
111.750
14.100
14
43,142
38
11/21/16
5/15/17
175
Bank of America
100
2,122
USD
20.330
24.060
3.730
18
51,058
42
5/15/17
9/18/17
126
Credit Agricole
100
3,545
EUR
14.400
15.035
0.635
4
53,309
13
9/18/17
2/26/18
161
Raiffeisen Bank Int
100
1,890
EUR
28.195
31.760
3.565
13
60,046
31
2/26/18
5/07/18
70
BBVA Banco Francés
100
375
ARS
160.000
132.600
-27.400
-17
49,771
-62
5/07/18
5/21/18
14
FinecoBank
100
4,898
EUR
10.160
8.898
-1.262
-12
43,590
-97
5/21/18
6/04/18
14
DBS Bank
100
1,482
SGD
29.400
28.800
-0.600
-2
42,701
-42
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Kotak Mahindra Bank
100
322
INR
132.335
131.530
-0.805
-1
42,442
-27
6/18/18
8/13/18
56
- cash -
8/13/18
8/20/18
7
Banco del Bajio
100
932
MXN
45.490
44.310
-1.180
-3
41,342
-75
8/20/18
8/27/18
7
- cash -
8/27/18
10/08/18
42
Axis Bank
100
635
INR
65.020
55.655
-9.365
-14
35,395
-74
10/08/18
10/15/18
7
Banco del Bajio
100
772
MXN
45.820
46.980
1.160
3
36,291
268
10/15/18
2/18/19
126
- cash -
2/18/19
2/25/19
7
Banco Macro
100
167
ARS
217.100
206.400
-10.700
-5
34,504
-93
2/25/19
3/18/19
21
- cash -
3/18/19
5/20/19
63
Industrial Bank
100
1,787
CNY
19.300
18.210
-1.090
-6
32,556
-29
5/20/19
7/15/19
56
Axis Bank
100
416
INR
78.240
74.975
-3.265
-4
31,198
-24
7/15/19
8/05/19
21
Banco Macro
100
107
ARS
290.100
288.400
-1.700
-1
31,016
-10
8/05/19
9/09/19
35
- cash -
9/09/19
9/30/19
21
Banca Generali
100
1,090
EUR
28.440
28.300
-0.140
0
30,863
-8
9/30/19
10/21/19
21
- cash -
10/21/19
12/23/19
63
Banca Generali
100
1,078
EUR
28.620
29.380
0.760
3
31,683
16
12/23/19
3/02/20
70
Banco de Valores
100
2,321
ARS
13.650
14.500
0.850
6
33,655
37
3/02/20
8/17/20
168
- cash -
8/17/20
2/08/21
175
Banco de Valores
100
1,228
ARS
27.400
27.950
0.550
2
34,331
4
2/08/21
8/30/21
203
State Bank of India
100
864
INR
39.705
42.270
2.565
6
36,547
12
8/30/21
11/29/21
91
BBVA Banco Francés
100
139
ARS
261.400
205.950
-55.450
-21
28,839
-62
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
11/29/21
1/24/22
56
Raiffeisen Bank Int
100
1,129
EUR
25.540
23.100
-2.440
-10
26,085
-48
1/24/22
2/14/22
21
Woori Financial
100
1,798
KRW
14.500
14.700
0.200
1
26,444
27
2/14/22
3/07/22
21
Banco Sabadell
100
29,220
EUR
0.905
0.594
-0.311
-34
17,357
-100
3/07/22
6/20/22
105
Banco de Valores
100
487
ARS
35.600
37.900
2.300
6
18,477
24
6/20/22
8/15/22
56
- cash -
8/15/22
8/22/22
7
Banco de Valores
100
307
ARS
60.000
59.900
-0.100
0
18,446
-8
8/22/22
9/12/22
21
- cash -
9/12/22
9/26/22
14
Banco de Valores
100
278
ARS
66.200
62.900
-3.300
-5
17,529
-74
9/26/22
10/17/22
21
- cash -
10/17/22
4/19/24
550
Banco de Valores
100
286
ARS
61.200
263.500
202.300
331
75,387
163
accum 1/02/06
4/19/24 5094
days out of 6683 invested (76%)
654
75,387
16
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Banco de Valores long 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 4/19/24 550 61.20 263.50 202.30 330.56 371.14
Kotak Mahindra Bank 5/22/06 6/26/06 35 7.42 5.99 -1.43 -19.29
9/04/06 7/30/07 329 7.78 17.93 10.15 130.43
6/11/18 6/18/18 7 132.34 131.53 -0.81 -0.61 84.86
BBVA Banco Francés 1/10/11 5/02/11 112 15.40 14.00 -1.40 -9.09
10/14/13 5/25/15 588 23.85 69.70 45.85 192.24
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 73.47
IndusInd Bank 12/03/07 12/17/07 14 11.97 12.14 0.17 1.46
1/07/08 1/14/08 7 13.08 12.35 -0.73 -5.54
12/21/09 6/07/10 168 13.42 18.63 5.21 38.84
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
4/09/12 7/23/12 105 32.94 32.81 -0.13 -0.41 42.29
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
Lloyds Bank 6/24/13 10/14/13 112 0.60 0.76 0.15 25.26 25.26
Bank of America 11/21/16 5/15/17 175 20.33 24.06 3.73 18.35 18.35
China Merchants Bank 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 11.87
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Banco Macro 6/20/16 11/21/16 154 97.65 111.75 14.10 14.44
2/18/19 2/25/19 7 217.10 206.40 -10.70 -4.93
7/15/19 8/05/19 21 290.10 288.40 -1.70 -0.59 8.16
State Bank of India 2/08/21 8/30/21 203 39.71 42.27 2.57 6.46 6.46
Credit Agricole 5/15/17 9/18/17 126 14.40 15.04 0.64 4.41 4.41
Banca Generali 9/09/19 9/30/19 21 28.44 28.30 -0.14 -0.49
10/21/19 12/23/19 63 28.62 29.38 0.76 2.66 2.15
Raiffeisen Bank Int 9/18/17 2/26/18 161 28.20 31.76 3.57 12.64
11/29/21 1/24/22 56 25.54 23.10 -2.44 -9.55 1.88
Woori Financial 1/24/22 2/14/22 21 14.50 14.70 0.20 1.38 1.38
U.S. Bancorp 1/16/12 3/05/12 49 28.77 28.90 0.13 0.45 0.45
Umweltbank 6/26/06 9/04/06 70 3.52 3.49 -0.03 -0.85
6/20/11 6/27/11 7 5.34 5.40 0.07 1.22 0.36
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
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
Aozora Bank 5/02/11 6/13/11 42 17.20 17.70 0.50 2.91
3/05/12 4/09/12 35 23.80 21.40 -2.40 -10.08 -7.47
KBC 2/18/13 6/24/13 126 29.69 27.37 -2.32 -7.81 -7.81
Industrial Bank 4/06/09 4/13/09 7 8.94 8.53 -0.41 -4.59
4/20/09 8/31/09 133 8.71 10.33 1.62 18.60
5/25/15 7/20/15 56 20.16 17.07 -3.09 -15.33
3/18/19 5/20/19 63 19.30 18.21 -1.09 -5.65 -9.60
Axis Bank 8/27/18 10/08/18 42 65.02 55.66 -9.37 -14.40
5/20/19 7/15/19 56 78.24 74.98 -3.27 -4.17 -17.98
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
FinecoBank 7/20/15 8/24/15 35 7.05 6.53 -0.52 -7.45
5/07/18 5/21/18 14 10.16 8.90 -1.26 -12.42 -18.94
Resona 1/02/06 5/22/06 140 47.16 34.78 -12.38 -26.25 -26.25
Banco Sabadell 2/14/22 3/07/22 21 0.91 0.59 -0.31 -34.36 -34.36
Bank of Ireland 8/31/09 12/21/09 112 46.62 24.21 -22.41 -48.07 -48.07
Annotations
5/16/22 Cdn Imp Bk Comm stock split 1:2 (two 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