Assessment - Banks - 2/22/21 - RS = 23
⇐
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/14/20
prc diff
⇓ Δ23
Curr
⇓ ∅-RS
L
SOM Banks
181.878
15:59
-1.86
181.367
0.28
142.983
38.384
26.85
USD
23.45
L
Aareal Bank
22.080
09:09
0.64
19.370
13.99
17.760
1.610
9.07
EUR
9.69
L
ABN AMRO
9.582
09:05
-0.95
9.416
1.76
8.300
1.116
13.45
EUR
19.10
L
Agricultural Bank
3.260
07:00
-0.31
3.260
3.160
0.100
3.16
CNY
-0.71
L
American Express
134.300
15:27
-2.03
135.950
-1.21
107.270
28.680
26.74
USD
33.96
L
ANZ Banking AU
26.170
05:10
-2.24
26.500
-1.25
17.680
8.820
49.89
AUD
38.61
L
ANZ Banking NZ
28.080
03:30
-2.47
28.560
-1.68
19.220
9.340
48.60
NZD
39.89
L
Aozora Bank
2,250.000
06:15
-2.43
2,301.000
-2.22
1,881.000
420.000
22.33
JPY
19.10
L
Axis Bank
724.800
10:00
-5.95
719.450
0.74
440.550
278.900
63.31
INR
50.56
L
Banca Generali
28.400
13:35
-0.56
29.120
-2.47
27.400
1.720
6.28
EUR
15.88
L
Banca Mediolanum
7.295
13:34
-0.68
7.485
-2.54
6.545
0.940
14.36
EUR
18.50
L
Banco Bilbao Viz
4.631
09:07
-1.55
4.474
3.51
2.490
1.984
79.68
EUR
47.23
BBVA Banco Francés
138.100
Thu
-2.37
139.750
-1.18
138.200
1.550
1.12
ARS
7.39
L
Banco Comercial
0.116
09:08
-4.15
0.123
-5.79
0.092
0.031
33.08
EUR
18.48
Banco del Bajio
24.060
Thu
-1.76
24.270
-0.87
15.440
8.830
57.19
MXN
19.33
Banco Macro
204.800
Thu
-4.07
206.600
-0.87
226.150
-19.550
-8.64
ARS
-4.28
L
Banco BPM
2.135
13:34
-1.39
2.143
-0.37
1.459
0.685
46.93
EUR
46.78
L
Banco Sabadell
0.426
09:07
-1.14
0.400
6.66
0.374
0.026
6.88
EUR
12.92
L
Banco Santander
2.925
09:08
-1.37
2.896
1.02
1.814
1.082
59.62
EUR
35.24
Banco Santander MX
19.760
Thu
-0.70
20.300
-2.66
12.950
7.350
56.76
MXN
23.43
L
Bank of America
34.840
15:27
-3.03
35.150
-0.88
25.750
9.400
36.50
USD
37.53
L
Bank of China (HK)
25.800
08:09
-0.96
24.400
5.74
22.400
2.000
8.93
HKD
5.56
L
Bank of China
3.240
07:00
-0.31
3.250
-0.31
3.210
0.040
1.25
CNY
-2.95
L
Bank of China
2.720
08:09
-1.81
2.740
-0.73
2.540
0.200
7.87
HKD
0.31
L
Bank of Comm
4.570
07:00
-1.08
4.620
-1.08
4.620
0.000
0.00
CNY
-4.42
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/14/20
prc diff
⇓ Δ23
Curr
⇓ ∅-RS
L
Bank of Communicats
4.380
08:09
-3.74
4.460
-1.79
3.940
0.520
13.20
HKD
2.04
L
Bank of East Asia
18.320
08:09
-0.54
18.460
-0.76
16.720
1.740
10.41
HKD
12.19
L
Bank of Ireland
3.428
15:08
-2.67
3.350
2.33
1.811
1.539
84.98
EUR
63.09
L
Bank Montreal
104.370
15:33
-1.44
101.840
2.48
81.360
20.480
25.17
CAD
28.43
L
BNY Mellon
42.080
15:27
-3.09
43.730
-3.77
35.960
7.770
21.61
USD
16.93
L
Bank Nova Scotia
74.660
15:34
-1.30
72.080
3.58
55.320
16.760
30.30
CAD
22.66
L
Bankia
1.675
09:07
-1.67
1.594
5.08
1.381
0.213
15.43
EUR
38.65
L
Bankinter
5.560
09:07
-0.39
5.104
8.93
4.540
0.564
12.42
EUR
24.45
L
BNP Paribas
49.705
13:23
-1.20
49.300
0.82
36.570
12.730
34.81
EUR
40.54
L
BPER Banca
1.817
13:34
-0.90
1.834
-0.93
2.190
-0.356
-16.26
EUR
-1.53
L
Cdn Imp Bk Comm
118.190
15:34
0.16
115.090
2.69
102.760
12.330
12.00
CAD
19.79
L
Chiba Bank
679.000
06:15
-3.96
711.000
-4.50
624.000
87.000
13.94
JPY
32.27
L
China Everbright Bk
4.100
07:00
-2.84
4.230
-3.07
3.720
0.510
13.71
CNY
9.24
L
China Constr Bk HK
6.230
08:09
-1.89
6.240
-0.16
5.350
0.890
16.64
HKD
5.48
L
China Merchants Bank
51.100
07:00
-6.15
54.200
-5.72
37.350
16.850
45.11
CNY
42.34
L
China Minsheng Bk
5.180
07:00
-1.33
5.250
-1.33
5.450
-0.200
-3.67
CNY
-4.52
L
Citigroup
65.730
15:27
-2.49
65.520
0.32
48.150
17.370
36.07
USD
29.67
Commerzbank
5.610
09:10
0.14
5.268
6.49
4.785
0.483
10.09
EUR
22.47
Commonwealth Bank
81.560
05:10
-2.56
81.900
-0.42
66.170
15.730
23.77
AUD
16.57
L
Credit Agricole
11.645
13:21
-1.31
11.455
1.66
8.642
2.813
32.55
EUR
37.91
L
Credit Suisse
13.230
13:14
-0.90
12.780
3.52
10.260
2.520
24.56
CHF
31.42
L
Danske Bank
113.700
15:59
-2.82
113.500
0.18
87.860
25.640
29.18
DKK
24.17
DBS Bank
26.640
09:13
-0.97
25.600
4.06
20.460
5.140
25.12
SGD
18.56
Deutsche Bank
10.298
12:55
-2.70
9.801
5.07
7.901
1.900
24.05
EUR
27.48
L
DNB
168.650
15:25
-1.03
170.050
-0.82
136.450
33.600
24.62
NOK
23.64
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/14/20
prc diff
⇓ Δ23
Curr
⇓ ∅-RS
L
Erste Group Bank
26.980
15:23
-4.39
26.340
2.43
20.490
5.850
28.55
EUR
24.70
L
Ferratum
6.360
08:27
-0.31
6.960
-8.62
5.060
1.900
37.55
EUR
52.80
L
FinecoBank
14.500
13:35
-1.36
14.690
-1.29
12.290
2.400
19.53
EUR
29.00
L
Fukuoka
1,915.000
06:15
-2.89
2,028.000
-5.57
1,934.000
94.000
4.86
JPY
18.00
L
Gentera
9.850
Thu
11.30
8.170
20.56
6.540
1.630
24.92
MXN
-4.30
L
Hang Seng Bank
150.000
08:09
-1.32
152.800
-1.83
120.800
32.000
26.49
HKD
17.19
L
HDFC
2,539.400
10:00
-5.41
2,651.950
-4.24
1,738.000
913.950
52.59
INR
37.48
L
HDFC Bank
1,534.400
10:00
-4.48
1,548.000
-0.88
1,057.950
490.050
46.32
INR
39.39
L
Heartland
1.890
03:59
1.890
1.150
0.740
64.35
NZD
43.30
L
HSBC
438.250
09:56
0.71
431.650
1.53
322.100
109.550
34.01
GBP
13.87
L
HSBC
47.300
08:09
-0.73
46.500
1.72
32.200
14.300
44.41
HKD
23.03
IBK
8,330.000
06:30
-2.23
8,420.000
-1.07
8,200.000
220.000
2.68
KRW
1.68
L
ICICI Bank
597.750
10:00
-4.82
609.850
-1.98
363.700
246.150
67.68
INR
53.98
L
Indiabulls HF
218.750
10:00
-2.97
220.000
-0.57
189.500
30.500
16.09
INR
33.14
L
IndusInd Bank
1,062.950
10:00
-4.22
1,022.900
3.92
609.350
413.550
67.87
INR
77.13
L
Ind and Comm Bk
5.370
07:00
-1.29
5.370
4.930
0.440
8.92
CNY
5.33
L
ICBC
5.060
08:09
-3.44
5.130
-1.36
4.270
0.860
20.14
HKD
6.80
L
Industrial Bank
24.680
07:00
-5.84
25.810
-4.38
16.120
9.690
60.11
CNY
47.15
L
Intesa Sanpaolo
2.123
13:35
-1.37
2.100
1.07
1.779
0.321
18.04
EUR
23.31
L
JP Morgan Chase
146.910
15:28
-2.82
149.410
-1.67
102.470
46.940
45.81
USD
43.25
KB Financial
43,800.000
06:30
-2.12
43,100.000
1.62
38,300.000
4,800.000
12.53
KRW
13.85
L
KBC
61.400
09:05
-1.19
59.020
4.03
48.320
10.700
22.14
EUR
17.37
L
Kotak Mahindra Bank
1,780.350
10:00
-6.07
1,949.600
-8.68
1,304.700
644.900
49.43
INR
35.23
L
Lloyds Bank
38.900
09:57
-0.79
38.420
1.25
26.365
12.055
45.72
GBP
20.98
L
Mediobanca
8.616
13:33
-1.76
9.070
-5.01
7.266
1.804
24.83
EUR
37.81
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/14/20
prc diff
⇓ Δ23
Curr
⇓ ∅-RS
L
National Australia B
24.640
05:10
-2.03
24.570
0.28
17.400
7.170
41.21
AUD
29.49
L
National Bank CA
80.480
15:40
-0.20
75.600
6.46
72.800
2.800
3.85
CAD
19.29
L
NatWest
184.400
09:56
-0.27
182.700
0.93
102.750
79.950
77.81
GBP
44.73
L
Nordea Bank
7.648
09:32
-0.70
7.521
1.69
6.712
0.809
12.05
EUR
18.68
L
Nordea Bank
77.200
09:33
-0.52
75.500
2.25
69.800
5.700
8.17
SEK
13.91
L
OCBC
10.990
09:06
-0.72
10.630
3.39
8.560
2.070
24.18
SGD
15.52
Postal Savings Bank
6.120
07:00
-1.29
6.020
1.66
4.590
1.430
31.15
CNY
21.44
L
Raiffeisen Bank Int
16.700
15:23
-4.46
17.160
-2.68
14.880
2.280
15.32
EUR
11.21
L
Regional
93.540
Thu
-1.48
92.070
1.60
50.510
41.560
82.28
MXN
39.46
L
Resona
427.700
06:15
-3.71
436.300
-1.97
393.800
42.500
10.79
JPY
19.66
L
Royal Bank CA
109.730
15:40
-0.56
111.070
-1.21
97.870
13.200
13.49
CAD
16.85
L
Sberbank
11.850
07:42
-3.27
12.250
-3.27
9.870
2.380
24.11
EUR
18.02
L
S.E.B
98.840
09:33
0.18
97.220
1.67
83.760
13.460
16.07
SEK
18.72
L
Shanghai Pudong
10.540
07:00
-2.41
10.710
-1.59
9.900
0.810
8.18
CNY
4.89
L
Shinsei Bank
1,520.000
06:15
-2.44
1,541.000
-1.36
1,465.000
76.000
5.19
JPY
16.69
L
Shizuoka Bank
778.000
06:15
-3.95
798.000
-2.51
779.000
19.000
2.44
JPY
12.44
L
Societe Generale
20.425
13:25
-2.37
20.150
1.36
13.202
6.948
52.63
EUR
36.38
L
Standard Chartered
476.300
09:57
-0.36
500.600
-4.85
382.200
118.400
30.98
GBP
17.72
L
State Bank of India
390.150
10:00
-4.20
389.500
0.17
198.500
191.000
96.22
INR
85.03
L
Sumitomo Mitsui Trst
3,502.000
06:15
-3.10
3,613.000
-3.07
3,104.000
509.000
16.40
JPY
17.43
Suncorp-Metway
9.940
05:10
-3.12
9.730
2.16
9.010
0.720
7.99
AUD
4.58
L
Svenska Handelsbank
90.340
09:33
-0.42
87.820
2.87
85.820
2.000
2.33
SEK
3.89
Swedbank
150.000
09:33
-0.56
146.360
2.49
148.900
-2.540
-1.71
SEK
8.70
L
Toronto-Dominion
77.710
15:40
-0.46
76.840
1.13
63.380
13.460
21.24
CAD
21.71
L
Triodos Groenfonds
60.610
Wed
0.07
60.610
59.590
1.020
1.71
EUR
2.41
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/14/20
prc diff
⇓ Δ23
Curr
⇓ ∅-RS
L
U.S. Bancorp
49.940
15:28
-3.27
50.940
-1.96
37.870
13.070
34.51
USD
30.66
L
UBS
14.225
13:15
-1.76
14.090
0.96
11.430
2.660
23.27
CHF
29.21
L
Umweltbank
17.050
10:06
-1.45
17.800
-4.21
11.700
6.100
52.14
EUR
44.75
L
Unicredit
8.513
13:35
-2.53
8.331
2.18
8.087
0.244
3.02
EUR
7.03
L
Unipol
4.332
13:33
-1.28
4.270
1.45
4.162
0.108
2.59
EUR
18.13
L
United Overseas Bank
24.680
09:04
0.12
23.690
4.18
19.370
4.320
22.30
SGD
13.85
L
VTB Bank
0.785
07:04
0.780
0.64
0.740
0.040
5.41
EUR
-3.08
L
Wells Fargo
36.055
15:28
-4.01
37.260
-3.23
24.810
12.450
50.18
USD
36.94
L
Westpac Banking
23.820
05:10
-2.22
23.720
0.42
16.970
6.750
39.78
AUD
31.73
Woori Financial
9,580.000
06:30
-2.44
9,590.000
-0.10
8,530.000
1,060.000
12.43
KRW
8.78
L
Yes Bank
15.750
10:00
-2.17
15.600
0.96
14.750
0.850
5.76
INR
-14.55
Banks - 110 out of 110 instruments rated - 2/22/21 / 9/14/20 - 105 did rise, Market-Ratio(23) = 95.45 %
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
11/20/06
322
Sberbank
100
2,100
EUR
4.760
8.360
3.600
76
17,560
89
11/20/06
11/19/07
364
China Minsheng Bk
100
4,590
CNY
3.825
10.183
6.358
166
46,745
167
11/19/07
1/28/08
70
IndusInd Bank
100
4,153
INR
11.255
9.995
-1.260
-11
41,512
-46
1/28/08
8/11/08
196
- cash -
8/11/08
9/01/08
21
Hang Seng Bank
100
290
HKD
142.930
139.490
-3.440
-2
40,514
-35
9/01/08
4/06/09
217
- cash -
4/06/09
5/25/09
49
Shanghai Pudong
100
3,309
CNY
12.240
13.670
1.430
12
45,246
128
5/25/09
7/06/09
42
Kotak Mahindra Bank
100
2,643
INR
17.118
14.914
-2.204
-13
39,421
-70
7/06/09
8/24/09
49
Industrial Bank
100
2,711
CNY
14.540
13.570
-0.970
-7
36,792
-40
8/24/09
12/14/09
112
Bank of Ireland
100
867
EUR
42.390
28.560
-13.830
-33
24,801
-72
12/14/09
6/07/10
175
Yes Bank
100
4,965
INR
4.995
5.720
0.725
15
28,401
33
6/07/10
6/14/10
7
- cash -
6/14/10
6/28/10
14
IndusInd Bank
100
1,461
INR
19.430
20.050
0.620
3
29,307
127
6/28/10
7/05/10
7
- cash -
7/05/10
7/26/10
21
Banco Santander MX
100
1,172
MXN
25.000
15.800
-9.200
-37
18,524
-100
7/26/10
8/23/10
28
IndusInd Bank
100
887
INR
20.875
22.760
1.885
9
20,196
209
8/23/10
9/06/10
14
- cash -
9/06/10
1/10/11
126
IndusInd Bank
100
858
INR
23.530
22.355
-1.175
-5
19,188
-14
1/10/11
5/02/11
112
BBVA Banco Francés
100
1,245
ARS
15.400
14.000
-1.400
-9
17,445
-27
5/02/11
6/13/11
42
Aozora Bank
100
1,014
JPY
17.200
17.700
0.500
3
17,952
28
6/13/11
6/20/11
7
- cash -
6/20/11
6/27/11
7
Umweltbank
100
3,364
EUR
5.335
5.400
0.065
1
18,171
88
6/27/11
1/16/12
203
- cash -
1/16/12
2/13/12
28
U.S. Bancorp
100
631
USD
28.770
29.180
0.410
1
18,429
20
2/13/12
2/27/12
14
IndusInd Bank
100
563
INR
32.730
29.250
-3.480
-11
16,470
-95
2/27/12
4/09/12
42
Aozora Bank
100
700
JPY
23.500
21.400
-2.100
-9
15,000
-56
4/09/12
5/07/12
28
Yes Bank
100
2,012
INR
7.452
6.791
-0.661
-9
13,670
-70
5/07/12
7/23/12
77
U.S. Bancorp
100
429
USD
31.840
33.420
1.580
5
14,348
26
7/23/12
8/06/12
14
- cash -
8/06/12
8/27/12
21
Regional
100
314
MXN
45.600
48.200
2.600
6
15,164
162
8/27/12
9/03/12
7
- cash -
9/03/12
5/27/13
266
Banco Santander MX
100
506
MXN
29.950
37.830
7.880
26
19,152
38
5/27/13
8/12/13
77
Shinsei Bank
100
781
JPY
24.500
20.600
-3.900
-16
16,106
-56
8/12/13
3/24/14
224
Bank of Ireland
100
2,593
EUR
6.210
9.000
2.790
45
23,340
83
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
3/24/14
6/16/14
84
Banco Comercial
100
14,815
EUR
1.575
1.343
-0.233
-15
19,896
-50
6/16/14
1/05/15
203
BBVA Banco Francés
100
589
ARS
33.750
52.100
18.350
54
30,704
118
1/05/15
7/27/15
203
China Everbright Bk
100
6,240
CNY
4.920
4.650
-0.270
-5
29,019
-10
7/27/15
8/24/15
28
Indiabulls HF
100
389
INR
74.575
71.605
-2.970
-4
27,864
-41
8/24/15
6/20/16
301
- cash -
6/20/16
3/13/17
266
Sberbank
100
3,645
EUR
7.644
10.460
2.816
37
38,128
54
3/13/17
7/17/17
126
Raiffeisen Bank Int
100
1,648
EUR
23.130
21.940
-1.190
-5
36,167
-14
7/17/17
1/29/18
196
Commerzbank
100
3,274
EUR
11.045
13.424
2.379
22
43,956
44
1/29/18
2/26/18
28
Banco Comercial
100
133,401
EUR
0.330
0.286
-0.044
-13
38,140
-84
2/26/18
4/09/18
42
Sberbank
100
2,256
EUR
16.900
12.150
-4.750
-28
27,424
-94
4/09/18
5/07/18
28
BBVA Banco Francés
100
179
ARS
153.000
132.600
-20.400
-13
23,772
-85
5/07/18
5/21/18
14
FinecoBank
100
2,339
EUR
10.160
8.898
-1.262
-12
20,820
-97
5/21/18
5/28/18
7
DBS Bank
100
708
SGD
29.400
29.150
-0.250
-1
20,643
-36
5/28/18
6/11/18
14
- cash -
6/11/18
6/18/18
7
Kotak Mahindra Bank
100
155
INR
132.335
131.530
-0.805
-1
20,518
-27
6/18/18
8/13/18
56
- cash -
8/13/18
8/20/18
7
Banco del Bajio
100
451
MXN
45.490
44.310
-1.180
-3
19,986
-75
8/20/18
8/27/18
7
- cash -
8/27/18
10/08/18
42
Axis Bank
100
307
INR
65.020
55.655
-9.365
-14
17,111
-74
10/08/18
10/15/18
7
Banco del Bajio
100
373
MXN
45.820
46.980
1.160
3
17,544
268
10/15/18
2/18/19
126
- cash -
2/18/19
2/25/19
7
Banco Macro
100
80
ARS
217.100
206.400
-10.700
-5
16,688
-93
2/25/19
3/11/19
14
- cash -
3/11/19
5/20/19
70
Industrial Bank
100
864
CNY
19.300
18.210
-1.090
-6
15,746
-26
5/20/19
7/15/19
56
Axis Bank
100
201
INR
78.240
74.975
-3.265
-4
15,090
-24
7/15/19
8/05/19
21
Banco Macro
100
52
ARS
290.100
288.400
-1.700
-1
15,001
-10
8/05/19
9/09/19
35
- cash -
9/09/19
9/23/19
14
Banca Generali
100
527
EUR
28.440
28.320
-0.120
0
14,938
-10
9/23/19
10/21/19
28
- cash -
10/21/19
12/23/19
63
Banca Generali
100
521
EUR
28.620
29.380
0.760
3
15,334
16
12/23/19
2/17/20
56
Banca Mediolanum
100
1,719
EUR
8.920
8.545
-0.375
-4
14,690
-24
2/17/20
3/02/20
14
Deutsche Bank
100
1,439
EUR
10.204
7.567
-2.637
-26
10,895
-100
3/02/20
8/17/20
168
- cash -
8/17/20
9/21/20
35
BBVA Banco Francés
100
69
ARS
156.950
120.850
-36.100
-23
8,404
-93
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
9/21/20
10/19/20
28
Chiba Bank
100
1,362
JPY
6.170
5.740
-0.430
-7
7,818
-61
10/19/20
12/14/20
56
BBVA Banco Francés
100
54
ARS
142.300
156.850
14.550
10
8,604
89
12/14/20
2/26/21
74
IndusInd Bank
100
93
INR
92.125
106.295
14.170
15
9,922
103
accum 1/02/06
2/26/21 4113
days out of 5534 invested (74%)
-1
9,922
0
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
China Minsheng Bk long 11/20/06 11/19/07 364 3.83 10.18 6.36 166.23 166.23
Sberbank 1/02/06 11/20/06 322 4.76 8.36 3.60 75.63
6/20/16 3/13/17 266 7.64 10.46 2.82 36.84
2/26/18 4/09/18 42 16.90 12.15 -4.75 -28.11 72.78
Commerzbank 7/17/17 1/29/18 196 11.05 13.42 2.38 21.54 21.54
Shanghai Pudong 4/06/09 5/25/09 49 12.24 13.67 1.43 11.68 11.68
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
Regional 8/06/12 8/27/12 21 45.60 48.20 2.60 5.70 5.70
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 4.36
BBVA Banco Francés 1/10/11 5/02/11 112 15.40 14.00 -1.40 -9.09
6/16/14 1/05/15 203 33.75 52.10 18.35 54.37
4/09/18 5/07/18 28 153.00 132.60 -20.40 -13.33
8/17/20 9/21/20 35 156.95 120.85 -36.10 -23.00
10/19/20 12/14/20 56 142.30 156.85 14.55 10.22 3.23
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
Umweltbank 6/20/11 6/27/11 7 5.34 5.40 0.07 1.22 1.22
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 5/28/18 7 29.40 29.15 -0.25 -0.85 -0.85
IndusInd Bank 11/19/07 1/28/08 70 11.26 10.00 -1.26 -11.20
6/14/10 6/28/10 14 19.43 20.05 0.62 3.19
7/26/10 8/23/10 28 20.88 22.76 1.89 9.03
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
12/14/20 2/26/21 74 92.13 106.30 14.17 15.38 -2.12
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Bank of Ireland 8/24/09 12/14/09 112 42.39 28.56 -13.83 -32.63
8/12/13 3/24/14 224 6.21 9.00 2.79 44.93 -2.36
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
Banca Mediolanum 12/23/19 2/17/20 56 8.92 8.55 -0.38 -4.20 -4.20
Raiffeisen Bank Int 3/13/17 7/17/17 126 23.13 21.94 -1.19 -5.14 -5.14
Banco Macro 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 -5.49
China Everbright Bk 1/05/15 7/27/15 203 4.92 4.65 -0.27 -5.49 -5.49
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
Chiba Bank 9/21/20 10/19/20 28 6.17 5.74 -0.43 -6.97 -6.97
Industrial Bank 7/06/09 8/24/09 49 14.54 13.57 -0.97 -6.67
3/11/19 5/20/19 70 19.30 18.21 -1.09 -5.65 -11.94
FinecoBank 5/07/18 5/21/18 14 10.16 8.90 -1.26 -12.42 -12.42
Kotak Mahindra Bank 5/25/09 7/06/09 42 17.12 14.91 -2.20 -12.87
6/11/18 6/18/18 7 132.34 131.53 -0.81 -0.61 -13.40
Shinsei Bank 5/27/13 8/12/13 77 24.50 20.60 -3.90 -15.92 -15.92
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
Banco Santander MX 7/05/10 7/26/10 21 25.00 15.80 -9.20 -36.80
9/03/12 5/27/13 266 29.95 37.83 7.88 26.31 -20.17
Deutsche Bank 2/17/20 3/02/20 14 10.20 7.57 -2.64 -25.84 -25.84
Banco Comercial 3/24/14 6/16/14 84 1.58 1.34 -0.23 -14.76
1/29/18 2/26/18 28 0.33 0.29 -0.04 -13.23 -26.04
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.
write an annotation