Assessment - Banks - 2/06/23 - RS = 13
⇐
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
11/07/22
prc diff
⇓ Δ13
Curr
∅-RS
L
SOM Banks
228.992
08:47
-0.08
226.440
1.13
200.273
26.167
13.07
USD
13.13
L
BBVA Banco Francés
537.000
Wed
1.44
531.450
1.04
309.300
222.150
71.82
ARS
101.80
L
Banco Macro
764.600
Wed
0.41
761.450
0.41
438.500
322.950
73.65
ARS
101.67
L
Banco de Valores
83.800
Wed
1.09
82.700
1.33
53.900
28.800
53.43
ARS
75.55
L
Unicredit
18.222
Wed
-0.21
18.302
-0.44
12.800
5.502
42.98
EUR
69.85
L
BPER Banca
2.546
Wed
-1.39
2.540
0.24
2.050
0.490
23.90
EUR
49.31
L
Banco Sabadell
1.175
Wed
2.93
1.131
3.89
0.808
0.323
40.01
EUR
47.79
L
Bank of Ireland
9.676
Wed
0.48
9.542
1.40
7.330
2.212
30.18
EUR
44.94
L
Banco BPM
4.209
Wed
-2.00
4.215
-0.14
3.188
1.027
32.21
EUR
44.71
L
Banco del Bajio
67.060
Wed
-2.91
72.230
-7.16
57.970
14.260
24.60
MXN
40.45
L
Commerzbank
10.280
Wed
1.38
10.115
1.63
8.328
1.787
21.46
EUR
36.15
L
Banco Bilbao Viz
6.753
Wed
-0.40
6.790
-0.54
5.337
1.453
27.23
EUR
35.81
L
Regional
161.220
Wed
-2.19
164.410
-1.94
145.660
18.750
12.87
MXN
33.46
L
Swedbank
202.800
Wed
0.70
202.800
164.650
38.150
23.17
SEK
32.58
L
Banco Comercial
0.210
Wed
2.85
0.200
4.96
0.146
0.054
36.78
EUR
29.45
L
NatWest
305.300
Wed
0.43
300.200
1.70
238.400
61.800
25.92
GBP
26.30
L
Jyske Bank
524.800
Wed
5.23
492.900
6.47
400.600
92.300
23.04
DKK
25.77
L
Banca Mediolanum
9.098
Wed
0.53
8.998
1.11
7.798
1.200
15.39
EUR
25.43
Resona
725.600
06:15
-0.19
692.600
4.76
569.400
123.200
21.64
JPY
25.42
L
FinecoBank
16.815
Wed
-0.56
16.635
1.08
14.285
2.350
16.45
EUR
25.37
L
Intesa Sanpaolo
2.469
Wed
0.02
2.447
0.90
2.129
0.318
14.94
EUR
24.60
L
Banco Santander
3.536
08:06
0.21
3.446
2.63
2.661
0.785
29.51
EUR
24.56
L
Erste Group Bank
36.230
Wed
2.46
34.700
4.41
28.440
6.260
22.01
EUR
24.53
L
Nordea Bank
125.820
Wed
0.48
124.900
0.74
105.980
18.920
17.85
SEK
22.17
L
Chiba Bank
974.000
06:15
0.10
942.000
3.40
806.000
136.000
16.87
JPY
21.57
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
11/07/22
prc diff
⇓ Δ13
Curr
∅-RS
L
BNP Paribas
63.850
08:07
60.750
5.10
50.690
10.060
19.85
EUR
20.75
L
Danske Bank
141.250
Wed
2.88
134.700
4.86
123.650
11.050
8.94
DKK
20.20
L
Unicaja Banco
1.125
Wed
-0.53
1.119
0.54
0.924
0.195
21.10
EUR
20.16
L
KBC
68.580
Wed
0.85
68.060
0.76
53.440
14.620
27.36
EUR
20.13
L
UBS
20.050
08:47
0.75
19.845
1.03
16.325
3.520
21.56
CHF
19.66
L
Bankinter
6.750
Wed
2.12
6.596
2.33
5.870
0.726
12.37
EUR
18.22
L
Societe Generale
26.615
Wed
-5.01
27.555
-3.41
23.590
3.965
16.81
EUR
17.68
L
Lloyds Bank
53.650
Wed
0.37
52.830
1.55
42.015
10.815
25.74
GBP
16.70
L
Standard Chartered
688.800
Wed
0.91
671.400
2.59
558.000
113.400
20.32
GBP
16.66
L
Svenska Handelsbank
102.500
Wed
-8.60
111.450
-8.03
103.700
7.750
7.47
SEK
16.55
L
Deutsche Bank
11.668
Wed
1.20
11.356
2.75
9.766
1.590
16.28
EUR
16.42
Fukuoka
2,999.000
06:15
-0.53
2,885.000
3.95
2,533.000
352.000
13.90
JPY
16.19
L
HSBC
617.400
08:45
0.82
596.000
3.59
479.400
116.600
24.32
GBP
15.69
L
Raiffeisen Bank Int
16.390
Wed
2.44
15.220
7.69
14.810
0.410
2.77
EUR
15.66
L
HSBC
57.800
Wed
2.12
56.600
2.12
43.000
13.600
31.63
HKD
15.37
Axis Bank
871.750
Wed
-0.84
882.650
-1.23
872.950
9.700
1.11
INR
14.67
L
Nordea Bank
11.066
Wed
0.33
10.954
1.02
9.768
1.186
12.14
EUR
14.63
L
Mediobanca
10.205
Wed
0.34
10.145
0.59
9.632
0.513
5.33
EUR
13.73
L
JP Morgan Chase
142.640
Wed
-0.70
141.920
0.51
131.370
10.550
8.03
USD
13.19
L
Credit Agricole
11.216
Wed
0.68
11.046
1.54
9.729
1.317
13.54
EUR
12.85
L
HDFC Bank
1,654.000
Wed
-0.01
1,651.750
0.14
1,508.800
142.950
9.47
INR
12.73
L
Banca Generali
34.090
Wed
-0.76
34.100
-0.03
32.250
1.850
5.74
EUR
12.50
L
HDFC
2,685.800
Wed
0.25
2,683.150
0.10
2,507.400
175.750
7.01
INR
12.24
L
BNY Mellon
51.780
Wed
0.68
50.540
2.45
42.420
8.120
19.14
USD
12.02
L
American Express
179.000
Wed
0.17
176.480
1.43
146.980
29.500
20.07
USD
11.87
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
11/07/22
prc diff
⇓ Δ13
Curr
∅-RS
L
Sumitomo Mitsui Trst
4,822.000
06:15
-0.37
4,704.000
2.51
4,266.000
438.000
10.27
JPY
11.71
L
S.E.B
123.750
Wed
-0.44
124.000
-0.20
116.650
7.350
6.30
SEK
11.56
Yes Bank
17.100
Wed
1.48
16.650
2.70
16.550
0.100
0.60
INR
10.60
IndusInd Bank
1,145.350
Wed
0.21
1,129.150
1.43
1,144.150
-15.000
-1.31
INR
10.55
L
Commonwealth Bank
110.210
05:10
-0.10
110.750
-0.49
103.080
7.670
7.44
AUD
10.30
L
Suncorp-Metway
12.740
05:10
-2.30
12.360
3.07
11.680
0.680
5.82
AUD
9.94
L
Shinsei Bank
2,398.000
06:15
0.08
2,333.000
2.79
2,227.000
106.000
4.76
JPY
9.51
L
Unipol
4.897
Wed
-0.31
4.936
-0.79
4.599
0.337
7.33
EUR
8.99
L
DBS Bank
36.190
Wed
0.56
35.840
0.98
34.430
1.410
4.10
SGD
8.22
L
National Bank CA
101.490
Wed
0.55
100.270
1.22
94.710
5.560
5.87
CAD
7.96
L
OCBC
13.150
Wed
1.00
13.000
1.15
12.120
0.880
7.26
SGD
7.92
L
Wells Fargo
48.250
Wed
0.25
47.680
1.20
47.070
0.610
1.30
USD
6.49
ICICI Bank
859.100
Wed
0.74
853.700
0.63
917.500
-63.800
-6.95
INR
6.14
L
Royal Bank CA
138.280
Wed
-0.25
138.120
0.12
128.210
9.910
7.73
CAD
6.00
L
KB Financial
54,200.000
06:30
-2.69
55,700.000
-2.69
47,450.000
8,250.000
17.39
KRW
5.83
Westpac Banking
23.900
05:10
23.850
0.21
23.190
0.660
2.85
AUD
5.40
United Overseas Bank
30.840
Wed
0.98
30.340
1.65
28.500
1.840
6.46
SGD
5.09
L
National Australia B
31.950
05:10
-0.34
31.880
0.22
31.730
0.150
0.47
AUD
4.98
L
ANZ Banking AU
25.920
05:10
0.50
25.580
1.33
24.330
1.250
5.14
AUD
4.19
State Bank of India
549.750
Wed
0.48
545.400
0.80
614.150
-68.750
-11.19
INR
4.05
ANZ Banking NZ
28.450
04:00
-0.35
27.970
1.72
26.700
1.270
4.76
NZD
3.95
L
U.S. Bancorp
49.070
Wed
-1.21
48.950
0.25
43.530
5.420
12.45
USD
3.07
L
Bank Montreal
137.180
Wed
0.37
135.460
1.27
127.780
7.680
6.01
CAD
2.91
L
China Merchants Bank
38.490
07:00
38.350
0.37
29.160
9.190
31.52
CNY
2.62
L
Bank of China
2.970
Wed
0.34
2.940
1.02
2.620
0.320
12.21
HKD
2.51
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
11/07/22
prc diff
⇓ Δ13
Curr
∅-RS
L
Citigroup
51.150
Wed
0.04
50.860
0.57
45.730
5.130
11.22
USD
2.46
L
Bank of America
36.500
Wed
-0.73
36.370
0.36
37.010
-0.640
-1.73
USD
2.11
L
Toronto-Dominion
92.640
Wed
-0.19
91.700
1.03
88.360
3.340
3.78
CAD
1.64
L
DNB
190.200
Wed
-0.26
189.550
0.34
180.750
8.800
4.87
NOK
0.64
L
Bank of Communicats
4.850
Wed
1.04
4.770
1.68
4.050
0.720
17.78
HKD
0.25
L
Agricultural Bank
2.930
07:00
0.34
2.920
0.34
2.750
0.170
6.18
CNY
-0.08
L
Aozora Bank
2,625.000
06:15
-0.68
2,618.000
0.27
2,555.000
63.000
2.47
JPY
-0.46
L
Bank of East Asia
10.140
Wed
1.20
10.020
1.20
8.150
1.870
22.94
HKD
-2.58
L
China Constr Bk HK
5.000
Wed
0.81
4.960
0.81
4.370
0.590
13.50
HKD
-2.93
IBK
10,200.000
06:30
-1.64
10,030.000
1.69
10,600.000
-570.000
-5.38
KRW
-3.16
S
Kotak Mahindra Bank
1,765.500
Wed
-0.56
1,747.000
1.06
1,882.600
-135.600
-7.20
INR
-3.96
L
Ind and Comm Bk
4.300
07:00
4.290
0.23
4.080
0.210
5.15
CNY
-4.13
L
Bank Nova Scotia
73.620
Wed
-0.18
72.820
1.10
66.220
6.600
9.97
CAD
-4.14
L
ICBC
4.080
Wed
0.74
4.010
1.75
3.580
0.430
12.01
HKD
-4.19
L
Woori Financial
12,430.000
06:30
-2.89
12,330.000
0.81
11,550.000
780.000
6.75
KRW
-4.48
L
Hang Seng Bank
125.600
Wed
1.21
124.700
0.72
115.700
9.000
7.78
HKD
-5.51
L
Umweltbank
13.800
Wed
-0.36
13.750
0.36
11.700
2.050
17.52
EUR
-5.71
L
Bank of China (HK)
26.350
Wed
0.38
26.100
0.96
25.800
0.300
1.16
HKD
-5.80
L
Cdn Imp Bk Comm
62.300
Wed
0.23
61.400
1.47
62.470
-1.070
-1.71
CAD
-6.17
L
Industrial Bank
17.190
07:00
0.47
17.150
0.23
15.470
1.680
10.86
CNY
-6.79
L
Heartland
1.830
04:00
1.10
1.820
0.55
1.740
0.080
4.60
NZD
-7.58
Indiabulls HF
120.150
Wed
2.34
118.150
1.69
132.000
-13.850
-10.49
INR
-9.90
Credit Suisse
3.252
Wed
0.59
3.200
1.62
4.070
-0.870
-21.38
CHF
-33.75
Banks - 97 out of 97 instruments rated - 2/06/23 / 11/07/22 - 88 did rise, Market-Ratio(13) = 90.72 %
Technical Chart
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 Financial
50
0
EUR
642,906.000
194,700.000
2,122,897.405
1,479,991.405
230
113,135
0
National Bank Greece
50
9
EUR
12,350.100
4,260.000
35,803.984
23,453.884
190
324,219
116
100
190
116
long
2/06/12
4/09/12
63
Bank of Ireland
50
37,266
EUR
4.350
3.150
-1.200
-28
279,500
-85
Aozora Bank
50
7,756
JPY
20.900
21.400
0.500
2
283,378
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
485,236
EUR
0.292
0.373
0.211
-0.081
-28
244,074
-55
Unicredit
50
9,300
EUR
15.234
16.036
14.432
-0.802
-5
236,616
-13
100
-17
-36
long
9/03/12
11/12/12
70
Regional
50
2,536
MXN
46.650
52.240
5.590
12
250,792
80
Alpha Bank
50
1,765
EUR
67.000
78.000
11.000
16
270,207
121
100
14
100
short
11/12/12
1/07/13
56
Banco Popular
50
26,490
EUR
5.100
3.500
7.431
2.331
46
331,966
1,063
Bankia
50
2,708
EUR
49.888
25.796
96.481
46.593
93
458,138
7,262
100
70
3,023
long
1/07/13
3/18/13
70
Banco BPI
50
224,357
EUR
1.021
1.105
0.084
8
476,984
51
Shinsei Bank
50
12,726
JPY
18.000
22.800
4.800
27
538,069
243
100
17
131
short
3/18/13
9/23/13
189
Bankia
50
20,587
EUR
13.068
3.252
52.513
39.445
302
1,350,125
1,367
Eurobank Ergasias
50
996
EUR
270.000
61.000
1,195.082
925.082
343
2,271,507
1,669
100
322
1,515
long
9/23/13
10/07/13
14
Banco Macro
50
55,267
ARS
20.550
21.800
1.250
6
2,340,591
366
BBVA Banco Francés
50
57,507
ARS
19.750
20.550
0.800
4
2,386,596
182
100
5
263
short
10/07/13
10/28/13
21
Banif
50
119,329,821
EUR
0.010
0.008
0.013
0.003
25
2,684,921
4,735
Eurobank Ergasias
50
22,948
EUR
52.000
69.000
35.000
-17.000
-33
2,294,805
-100
100
-4
-49
long
10/28/13
11/04/13
7
Banco Macro
50
46,453
ARS
24.700
23.650
-1.050
-4
2,246,029
-90
BBVA Banco Francés
50
48,109
ARS
23.850
21.550
-2.300
-10
2,135,379
-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
133,461,163
EUR
0.008
0.008
0.008
0.000
0
2,135,379
0
Eurobank Ergasias
50
16,425
EUR
65.000
58.000
72.845
7.845
12
2,264,229
1,851
100
6
361
long
11/18/13
12/09/13
21
Banco Macro
50
47,667
ARS
23.750
23.800
0.050
0
2,266,613
4
BBVA Banco Francés
50
48,381
ARS
23.400
21.800
-1.600
-7
2,189,203
-71
100
-3
-44
short
12/09/13
4/13/15
490
Banif
50
121,622,400
EUR
0.009
0.008
0.011
0.002
20
2,408,124
15
Eurobank Ergasias
50
19,901
EUR
55.000
11.100
272.523
217.523
395
6,737,039
229
100
208
131
long
4/13/15
5/18/15
35
Industrial Bank
50
162,809
CNY
20.690
17.750
-2.940
-14
6,258,380
-80
China Everbright Bk
50
619,213
CNY
5.440
5.070
-0.370
-7
6,029,272
-52
100
-11
-69
short
5/18/15
9/26/16
497
Alpha Bank
50
198,331
EUR
15.200
1.530
151.007
135.807
893
32,963,910
440
Piraeus Financial
50
212
EUR
14,157.000
44.550
4,498,780.000
4,484,623.000
31,678
984m
6,780
100
16,251
4,123
long
9/26/16
10/17/16
21
Banco Macro
50
4,263,996
ARS
115.350
121.300
5.950
5
1,009m
140
Sberbank
50
57,513,101
EUR
8.552
8.554
0.002
0
1,009m
0
100
3
56
short
10/17/16
10/31/16
14
Banco Comercial
50
2505,436,417
EUR
0.201
0.209
0.194
-0.007
-4
991m
-62
Banco Popular
50
485,187,398
EUR
1.040
0.999
1.083
0.043
4
1,011m
185
100
0
6
long
10/31/16
11/14/16
14
Standard Chartered
50
71,032,944
GBP
7.119
7.119
0.000
0
1,011m
0
Sberbank
50
58,575,643
EUR
8.633
8.633
0.000
0
1,011m
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
2421,855,989
EUR
0.209
0.214
0.204
-0.005
-2
1,000m
-45
Banco Popular
50
506,189,720
EUR
0.999
0.851
1.173
0.174
17
1,088m
6,433
100
8
570
long
11/28/16
12/05/16
7
Bank of America
50
26,756,259
USD
20.330
22.160
1.830
9
1,137m
8,850
Sberbank
50
58,920,574
EUR
9.232
9.615
0.383
4
1,159m
733
100
7
2,667
short
12/05/16
12/12/16
7
Banco Popolare
50
288,993,027
EUR
2.006
2.234
1.778
-0.228
-11
1,094m
-100
Banco Popular
50
608,310,612
EUR
0.953
1.013
0.893
-0.060
-6
1,057m
-97
100
-9
-99
long
12/12/16
3/13/17
91
Bank of America
50
23,375,740
USD
22.610
25.300
2.690
12
1,120m
57
Sberbank
50
47,210,852
EUR
11.195
10.460
-0.735
-7
1,085m
-24
100
3
11
short
3/13/17
7/17/17
126
Gentera
50
20,030,117
MXN
27.090
28.070
26.110
-0.980
-4
1,066m
-10
Banco Comercial
50
3391,349,214
EUR
0.160
0.244
0.076
-0.084
-53
781m
-88
100
-28
-61
long
7/17/17
7/24/17
7
Commerzbank
50
35,343,091
EUR
11.045
10.555
-0.490
-4
763m
-91
Montepio
50
390,755,210
EUR
0.999
1.000
0.001
0
764m
5
100
-2
-68
short
7/24/17
1/29/18
189
Gentera
50
13,801,979
MXN
27.670
16.600
46.122
18.452
67
1,018m
168
Bank of Bejing
50
47,917,286
CNY
7.970
7.610
8.347
0.377
5
1,037m
9
100
36
80
long
1/29/18
2/05/18
7
BBVA Banco Francés
50
3,199,207
ARS
162.000
146.250
-15.750
-10
986m
-100
Banco Comercial
50
1572,903,476
EUR
0.330
0.299
-0.031
-9
938m
-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
28,852,624
MXN
16.250
15.850
16.660
0.410
3
950m
2
VTB Bank
50
310,500,100
EUR
1.510
1.040
2.192
0.682
45
1,161m
41
100
24
22
long
3/11/19
5/06/19
56
Industrial Bank
50
30,088,808
CNY
19.300
19.340
0.040
0
1,163m
1
Axis Bank
50
8,267,568
INR
70.240
74.745
4.505
6
1,200m
50
100
3
24
short
5/06/19
11/11/19
189
Aozora Bank
50
22,146,123
JPY
27.090
28.340
25.840
-1.250
-5
1,172m
-9
Yes Bank
50
36,086,526
INR
16.625
7.300
37.862
21.237
128
1,939m
390
100
62
153
long
11/11/19
12/09/19
28
Banca Generali
50
31,368,172
EUR
30.900
30.020
-0.880
-3
1,911m
-31
ICICI Bank
50
19,510,397
INR
49.680
52.650
2.970
6
1,969m
113
100
2
22
short
12/09/19
12/23/19
14
Indiabulls HF
50
38,016,893
INR
25.895
29.590
22.200
-3.695
-14
1,828m
-98
Yes Bank
50
175,012,886
INR
5.625
4.965
6.373
0.748
13
1,959m
2,489
100
0
-12
long
12/23/19
1/20/20
28
Banco Macro
50
3,756,287
ARS
260.800
278.150
17.350
7
2,024m
132
ICICI Bank
50
18,097,912
INR
54.130
52.570
-1.560
-3
1,996m
-32
100
2
28
short
1/20/20
6/22/20
154
Indiabulls HF
50
32,789,396
INR
30.440
24.220
38.257
7.817
26
2,253m
72
Yes Bank
50
221,065,175
INR
4.515
2.775
7.346
2.831
63
2,878m
217
100
44
138
long
6/22/20
7/27/20
35
BBVA Banco Francés
50
10,463,038
ARS
137.550
182.050
44.500
32
3,344m
1,760
FinecoBank
50
118,843,182
EUR
12.110
12.785
0.675
6
3,424m
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
Multitude
50
598,637,439
EUR
2.860
5.360
0.360
-2.500
-87
1,928m
-100
Yes Bank
50
1391,953,722
INR
1.230
1.480
0.980
-0.250
-20
1,580m
-95
100
-54
-100
long
8/24/20
8/31/20
7
BBVA Banco Francés
50
5,465,827
ARS
144.500
149.050
4.550
3
1,604m
404
UBI Banca
50
213,925,277
EUR
3.692
3.630
-0.062
-2
1,591m
-59
100
1
46
short
8/31/20
11/23/20
84
Gentera
50
110,809,907
MXN
7.180
8.020
6.340
-0.840
-12
1,498m
-42
Yes Bank
50
554,435,637
INR
1.435
1.455
1.415
-0.020
-1
1,487m
-6
100
-7
-25
long
11/23/20
6/07/21
196
IndusInd Bank
50
8,749,992
INR
84.975
102.520
17.545
21
1,641m
42
Kotak Mahindra Bank
50
3,917,752
INR
189.785
181.490
-8.295
-4
1,608m
-8
100
8
16
short
6/07/21
10/11/21
126
Credit Suisse
50
81,052,524
CHF
9.920
9.666
10.181
0.261
3
1,629m
8
China Minsheng Bk
50
171,803,644
CNY
4.680
3.980
5.503
0.823
18
1,771m
60
100
10
32
long
10/11/21
11/22/21
42
BBVA Banco Francés
50
3,673,493
ARS
241.000
236.100
-4.900
-2
1,753m
-16
Banco Sabadell
50
1252,564,025
EUR
0.707
0.626
-0.081
-11
1,651m
-65
100
-7
-46
short
11/22/21
12/05/22
378
Bank of East Asia
50
68,456,312
HKD
12.060
9.390
15.489
3.429
28
1,886m
27
China Minsheng Bk
50
211,687,985
CNY
3.900
3.550
4.285
0.385
10
1,967m
10
100
19
18
long
12/05/22
12/12/22
7
BBVA Banco Francés
50
3,015,035
ARS
326.250
328.550
2.300
1
1,974m
44
Banco del Bajio
50
16,229,261
MXN
60.610
61.120
0.510
1
1,983m
55
100
1
49
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
12/12/22
12/26/22
14
Credit Suisse
50
320,900,321
CHF
3.089
2.846
3.353
0.264
9
2,067m
746
Cdn Imp Bk Comm
50
17,209,393
CAD
57.600
54.720
60.632
3.032
5
2,119m
281
100
7
469
long
12/26/22
2/08/23
44
Banco Macro
50
1,981,409
ARS
534.800
764.600
229.800
43
2,575m
1,840
BBVA Banco Francés
50
2,588,003
ARS
409.450
537.000
127.550
31
2,905m
848
100
37
1,267
accum 5/15/06
2/08/23 6114
days out of 6247 invested (98%)
29,047,332
2,905m
112
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Piraeus Financial short 9/20/10 2/06/12 504 642,906.00 194,700.00 2,122,897.41 1,479,991.41 230.20 50 115.10
short 5/18/15 9/26/16 497 14,157.00 44.55 4,498,780.00 4,484,623.00 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
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
long 12/26/22 2/08/23 44 534.80 764.60 229.80 42.97 21.48 42.08
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
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
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
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
long 10/11/21 11/22/21 42 241.00 236.10 -4.90 -2.03 -1.02
long 12/05/22 12/12/22 7 326.25 328.55 2.30 0.70 0.35
long 12/26/22 2/08/23 44 409.45 537.00 127.55 31.15 15.58 20.88
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Bank of East Asia short 11/22/21 12/05/22 378 12.06 9.39 15.49 3.43 28.43 14.22 14.22
China Minsheng Bk short 6/07/21 10/11/21 126 4.68 3.98 5.50 0.82 17.59 8.79
short 11/22/21 12/05/22 378 3.90 3.55 4.28 0.38 9.86 4.93 14.16
Resona short 11/02/09 9/06/10 308 10.28 8.14 12.98 2.70 26.29 13.14 13.14
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
IndusInd Bank long 11/23/20 6/07/21 196 84.98 102.52 17.55 20.65 10.32 10.32
Regional long 9/03/12 11/12/12 70 46.65 52.24 5.59 11.98 5.99 5.99
Credit Suisse short 6/07/21 10/11/21 126 9.92 9.67 10.18 0.26 2.63 1.31
short 12/12/22 12/26/22 14 3.09 2.85 3.35 0.26 8.54 4.27 5.64
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
Cdn Imp Bk Comm short 12/12/22 12/26/22 14 57.60 54.72 60.63 3.03 5.26 2.63 2.63
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
Banco del Bajio long 12/05/22 12/12/22 7 60.61 61.12 0.51 0.84 0.42 0.42
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
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
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
Kotak Mahindra Bank long 11/23/20 6/07/21 196 189.79 181.49 -8.29 -4.37 -2.19 -2.19
Commerzbank long 7/17/17 7/24/17 7 11.05 10.56 -0.49 -4.44 -2.22 -2.22
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
Banco Sabadell long 10/11/21 11/22/21 42 0.71 0.63 -0.08 -11.46 -5.73 -5.73
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
Multitude short 7/27/20 8/24/20 28 2.86 5.36 0.36 -2.50 -87.41 -43.71 -43.71
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.
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