Assessment - Banks in Pound sterling - 3/11/24 - RS = 13
⇐
⇓ instrument
freshest
⇓ Δday
3/11/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ13
∅-RS
L
SOM Banks
206.245
Mon
0.37
203.099
1.55
188.425
14.674
7.79
13.13
Banco Macro
4.488
Mon
3.96
3.654
22.85
6.041
-2.388
-39.52
1.13
BBVA Banco Francés
2.663
Mon
3.45
2.195
21.34
4.087
-1.892
-46.29
-14.39
Banco de Valores
0.222
Mon
1.05
0.212
4.67
0.456
-0.244
-53.49
-28.68
L
Unipol
6.427
Mon
-1.00
6.508
-1.26
4.508
2.000
44.37
45.27
L
Unicredit
28.294
Mon
0.82
26.469
6.90
21.675
4.794
22.12
39.14
L
KB Financial
44.318
Mon
-2.36
42.114
5.23
31.215
10.899
34.92
33.18
L
Banco Bilbao Viz
8.858
Mon
-0.24
8.475
4.52
7.275
1.200
16.50
32.97
BPER Banca
3.496
Mon
1.99
3.310
5.62
2.897
0.414
14.29
32.53
L
Wells Fargo
45.094
Mon
0.45
44.563
1.19
36.670
7.893
21.52
29.64
L
American Express
172.484
Mon
1.15
171.875
0.35
134.237
37.639
28.04
28.49
L
State Bank of India
6.896
Mon
-0.13
7.300
-5.53
5.875
1.424
24.24
27.88
L
UBS
24.944
Mon
-0.43
24.100
3.50
22.690
1.409
6.21
28.43
L
IBK
8.965
Mon
-1.31
8.488
5.61
7.181
1.308
18.21
27.25
L
Fukuoka
21.235
Mon
1.47
21.559
-1.50
19.084
2.475
12.97
21.70
L
JP Morgan Chase
150.386
Mon
1.24
146.975
2.32
126.831
20.144
15.88
23.27
L
Svenska Handelsbank
9.170
Mon
9.326
-1.67
7.883
1.443
18.30
27.38
Banco BPM
4.949
Mon
1.79
4.710
5.07
4.308
0.403
9.35
23.55
L
Deutsche Bank
11.521
Mon
-0.91
11.098
3.81
10.197
0.901
8.83
23.18
L
Danske Bank
23.695
Mon
0.34
23.203
2.12
20.654
2.549
12.34
22.65
L
Citigroup
45.765
Mon
1.77
44.813
2.13
38.384
6.429
16.75
21.40
L
Chiba Bank
6.518
Mon
2.55
6.528
-0.16
6.245
0.283
4.53
17.71
Raiffeisen Bank Int
16.292
Mon
0.58
15.712
3.69
13.510
2.202
16.30
21.80
L
Intesa Sanpaolo
2.754
Mon
0.05
2.620
5.14
2.305
0.314
13.63
20.83
L
Westpac Banking
13.581
Mon
0.53
13.833
-1.83
11.473
2.360
20.57
20.04
⇓ instrument
freshest
⇓ Δday
3/11/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ13
∅-RS
L
Resona
4.854
Mon
2.22
4.767
1.83
4.427
0.340
7.68
16.22
L
U.S. Bancorp
33.151
Mon
0.93
33.971
-2.41
32.310
1.661
5.14
18.52
L
BNY Mellon
42.885
Mon
0.97
43.408
-1.20
39.500
3.908
9.89
18.40
L
Bank of America
28.109
Mon
1.69
28.015
0.33
24.593
3.422
13.91
18.29
L
Sumitomo Mitsui Trst
17.133
Mon
1.93
17.154
-0.12
15.254
1.900
12.46
15.30
L
S.E.B
11.707
Mon
-0.77
11.642
0.56
10.197
1.445
14.17
22.40
Banco Sabadell
1.190
Mon
1.20
1.124
5.88
1.063
0.061
5.75
18.66
L
Swedbank
17.143
Mon
-1.49
17.410
-1.53
15.227
2.182
14.33
21.32
L
Agricultural Bank
0.449
Mon
-0.72
0.461
-2.59
0.395
0.066
16.85
15.79
L
National Australia B
17.552
Mon
0.65
17.552
15.321
2.231
14.56
16.53
L
Cdn Imp Bk Comm
38.894
Mon
0.72
38.709
0.48
34.216
4.493
13.13
15.42
L
ANZ Banking AU
14.885
Mon
0.59
15.081
-1.30
12.869
2.212
17.19
15.62
L
ANZ Banking NZ
14.734
Mon
-0.36
15.075
-2.27
12.960
2.115
16.32
15.65
L
Regional
7.844
Mon
2.96
7.516
4.36
6.966
0.551
7.91
18.70
L
Woori Financial
8.881
Mon
-2.10
8.488
4.63
7.761
0.727
9.37
14.29
L
Mediobanca
11.174
Mon
10.927
2.26
9.505
1.422
14.96
14.50
L
Banca Mediolanum
8.560
Mon
-1.13
8.327
2.80
7.178
1.149
16.01
14.27
L
Suncorp-Metway
8.232
Mon
1.08
8.005
2.84
7.263
0.742
10.21
13.28
L
Commonwealth Bank
60.068
Mon
0.80
60.929
-1.41
55.921
5.009
8.96
12.52
L
KakaoBank
16.649
Mon
-1.58
17.215
-3.29
15.880
1.335
8.41
12.67
Banco Santander
3.529
Mon
0.49
3.398
3.85
3.376
0.022
0.65
11.87
IndusInd Bank
13.970
Mon
-0.25
14.539
-3.92
14.557
-0.017
-0.12
10.79
L
National Bank CA
64.499
Mon
1.06
63.595
1.42
55.820
7.775
13.93
10.75
L
ICICI Bank
10.201
Mon
0.08
10.177
0.23
9.729
0.448
4.61
10.52
L
Banco del Bajio
3.007
Mon
0.65
3.011
-0.12
2.501
0.509
20.37
14.44
⇓ instrument
freshest
⇓ Δday
3/11/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ13
∅-RS
Axis Bank
10.013
Mon
1.43
10.426
-3.96
10.679
-0.253
-2.37
10.19
L
KBC
58.431
Mon
-0.78
57.646
1.36
48.593
9.053
18.63
10.56
L
Ind and Comm Bk
0.563
Mon
-0.58
0.584
-3.54
0.526
0.058
11.08
9.09
Credit Agricole
11.186
Mon
0.72
10.988
1.80
10.836
0.153
1.41
9.89
Erste Group Bank
33.241
Mon
-0.15
32.090
3.59
31.750
0.340
1.07
9.62
L
Jyske Bank
64.530
Mon
-1.47
63.455
1.69
54.706
8.749
15.99
9.43
L
Lloyds Bank
49.390
Mon
-0.36
49.050
0.69
46.115
2.935
6.36
10.42
L
Bank of China
0.319
Mon
-0.31
0.319
0.287
0.032
11.30
7.46
L
Nordea Bank
9.342
Mon
-1.16
9.601
-2.70
9.301
0.301
3.23
7.73
L
Banca Generali
30.827
Mon
0.14
29.804
3.43
28.837
0.967
3.35
7.43
Bankinter
5.633
Mon
0.52
5.379
4.73
5.212
0.167
3.20
7.04
Commerzbank
10.134
Mon
-0.42
9.566
5.93
9.467
0.100
1.05
6.93
Banco Comercial
0.250
Mon
6.00
0.229
9.20
0.266
-0.037
-14.04
6.68
L
Bank Montreal
73.636
Mon
0.05
73.729
-0.13
70.053
3.675
5.25
5.10
L
NatWest
240.100
Mon
-0.04
249.900
-3.92
218.900
31.000
14.16
7.35
L
Royal Bank CA
77.788
Mon
-0.22
78.094
-0.39
73.701
4.394
5.96
4.87
L
ABN AMRO
13.030
Mon
0.56
12.637
3.10
11.249
1.388
12.34
5.50
L
Nordea Bank
9.465
Mon
-0.69
9.591
-1.32
9.294
0.297
3.19
7.65
L
Bank Nova Scotia
38.957
Mon
-0.24
38.986
-0.07
35.796
3.190
8.91
3.42
L
ICBC
0.395
Mon
-0.50
0.405
-2.46
0.369
0.037
9.92
2.49
L
OCBC
7.840
Mon
0.30
7.723
1.52
7.433
0.290
3.90
2.85
L
China Constr Bk HK
0.477
Mon
0.485
-1.65
0.453
0.033
7.22
1.85
DNB
15.747
Mon
1.49
15.658
0.57
15.269
0.389
2.55
2.83
L
Industrial Bank
1.780
Mon
-0.12
1.794
-0.79
1.599
0.195
12.18
0.73
L
DBS Bank
20.481
Mon
0.66
19.718
3.87
18.607
1.112
5.97
2.08
⇓ instrument
freshest
⇓ Δday
3/11/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ13
∅-RS
L
FinecoBank
11.221
Mon
-1.24
11.213
0.08
11.660
-0.447
-3.84
1.65
Unicaja Banco
0.897
Mon
1.64
0.847
5.89
0.825
0.021
2.56
0.87
BNP Paribas
52.340
Mon
0.25
50.370
3.91
52.414
-2.044
-3.90
0.74
L
Societe Generale
20.225
Mon
-0.08
19.794
2.18
20.407
-0.613
-3.00
-0.47
L
United Overseas Bank
16.984
Mon
0.07
16.591
2.37
16.265
0.325
2.00
-1.00
Standard Chartered
650.200
Mon
-0.58
660.000
-1.48
647.000
13.000
2.01
-0.11
Toronto-Dominion
46.456
Mon
-1.40
47.226
-1.63
48.037
-0.811
-1.69
-2.49
L
China Merchants Bank
3.385
Mon
-0.16
3.423
-1.11
3.085
0.338
10.95
-3.84
S
HSBC
5.950
Mon
1.79
5.825
2.14
6.160
-0.334
-5.43
-4.00
Bank of Ireland
7.612
Mon
0.16
7.421
2.57
6.989
0.432
6.18
-3.33
L
Bank of China (HK)
2.117
Mon
0.71
2.141
-1.17
2.074
0.068
3.27
-4.45
S
Kotak Mahindra Bank
16.396
Mon
-0.02
16.319
0.48
17.639
-1.320
-7.48
-6.43
S
HSBC
602.500
Mon
0.75
575.800
4.64
616.400
-40.600
-6.59
-5.00
S
Aozora Bank
13.227
Mon
0.46
13.636
-3.00
16.808
-3.172
-18.87
-10.37
L
China Merchants B HK
3.030
Mon
0.17
3.000
1.00
2.549
0.451
17.71
-9.00
S
HDFC Bank
13.643
Mon
-0.45
13.471
1.28
15.792
-2.321
-14.70
-11.67
L
Hang Seng Bank
8.681
Mon
-1.53
8.626
0.64
8.775
-0.149
-1.70
-14.06
S
Heartland
0.563
Mon
-4.88
0.631
-10.69
0.790
-0.159
-20.17
-17.99
S
Umweltbank
5.596
Mon
7.89
5.033
11.19
6.597
-1.564
-23.71
-35.84
Banks - 93 out of 93 instruments rated - 3/11/24 / 12/11/23 - 75 did rise, Market-Ratio(13) in GBP = 80.65 %
Technical Chart
Transactions Banks in Pound sterling * A13 - 79/73 (2)
⇐
L/S date buy date sell days instrument spl pieces 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
130
38.419
38.334
38.505
0.086
0
10,011
1
Swedbank
50
363
13.771
15.039
12.502
-1.269
-9
9,551
-27
100
-4
-14
long
9/04/06
3/05/07
182
Intesa Sanpaolo
50
1,459
3.272
3.417
0.144
4
9,761
9
Sberbank
50
897
5.322
9.276
3.954
74
13,308
205
100
39
95
short
3/05/07
4/20/09
777
Shinsei Bank
50
24,893
0.267
0.092
0.777
0.509
191
25,986
65
Sumitomo Mitsui Trst
50
24,352
0.273
0.108
0.691
0.418
153
36,164
55
100
172
60
long
4/20/09
11/02/09
196
Banco Popular
50
659
27.418
26.978
-0.440
-2
35,875
-3
Shanghai Pudong
50
14,778
1.224
1.573
0.349
28
41,031
60
100
13
27
short
11/02/09
9/06/10
308
Resona
50
295,535
0.069
0.062
0.077
0.008
11
43,301
13
Shinsei Bank
50
257,466
0.080
0.050
0.127
0.048
60
55,536
74
100
35
43
long
9/06/10
9/20/10
14
Banco Macro
50
10,809
2.569
2.989
0.420
16
60,075
5,082
State Bank of India
50
66,973
0.415
0.433
0.018
4
61,308
210
100
10
1,217
short
9/20/10
2/06/12
504
Piraeus Financial
50
0
536,762.219
161,951.460
1,779,012.552
1,242,250.333
231
61,308
0
National Bank Greece
50
5
10,311.098
3,543.468
30,004.152
19,693.053
191
159,773
117
100
191
117
long
2/06/12
4/09/12
63
Bank of Ireland
50
22,078
3.618
2.599
-1.020
-28
137,262
-85
Aozora Bank
50
462,883
0.173
0.165
-0.007
-4
133,822
-23
100
-16
-64
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
4/09/12
9/03/12
147
Banca Pop Mil
50
277,754
0.241
0.296
0.186
-0.055
-23
118,601
-47
Unicredit
50
5,323
12.568
12.713
12.423
-0.145
-1
117,828
-3
100
-12
-27
long
9/03/12
11/12/12
70
Regional
50
26,427
2.229
2.490
0.260
12
124,705
78
Alpha Bank
50
1,109
53.118
62.369
9.251
17
134,964
131
100
15
103
short
11/12/12
1/07/13
56
Banco Popular
50
16,548
4.078
2.846
5.843
1.765
43
164,169
942
Bankia
50
1,691
39.890
20.977
75.856
35.965
90
224,986
6,496
100
67
2,698
long
1/07/13
3/18/13
70
Banco BPI
50
135,488
0.830
0.956
0.126
15
242,011
109
Shinsei Bank
50
885,416
0.127
0.158
0.031
25
269,702
215
100
20
157
short
3/18/13
9/23/13
189
Bankia
50
11,928
11.305
2.728
46.848
35.543
314
693,657
1,457
Eurobank Ergasias
50
577
233.577
51.173
1,066.154
832.577
356
1,174,054
1,777
100
335
1,613
long
9/23/13
10/07/13
14
Banco Macro
50
259,874
2.259
2.330
0.071
3
1,192,411
123
BBVA Banco Francés
50
270,400
2.171
2.196
0.025
1
1,199,173
35
100
2
74
short
10/07/13
10/28/13
21
Banif
50
71,074,713
0.008
0.007
0.010
0.002
23
1,338,763
3,701
Eurobank Ergasias
50
13,668
43.867
58.940
28.795
-15.073
-34
1,132,751
-100
100
-6
-63
long
10/28/13
11/04/13
7
Banco Macro
50
218,003
2.598
2.492
-0.106
-4
1,109,592
-89
BBVA Banco Francés
50
225,772
2.509
2.271
-0.238
-9
1,055,839
-99
100
-7
-97
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
11/04/13
11/18/13
14
Banif
50
77,974,655
0.007
0.007
0.007
0.000
0
1,058,147
12
Eurobank Ergasias
50
9,596
55.010
48.633
62.222
7.213
13
1,127,359
2,383
100
7
452
long
11/18/13
12/09/13
21
Banco Macro
50
229,407
2.457
2.318
-0.139
-6
1,095,427
-64
BBVA Banco Francés
50
232,839
2.421
2.123
-0.298
-12
1,026,096
-90
100
-9
-81
short
12/09/13
4/13/15
490
Banif
50
68,163,732
0.008
0.005
0.011
0.003
40
1,228,767
28
Eurobank Ergasias
50
11,154
45.997
7.995
264.614
218.618
475
3,667,229
268
100
257
158
long
4/13/15
5/18/15
35
Industrial Bank
50
808,657
2.267
1.827
-0.440
-19
3,311,385
-89
China Everbright Bk
50
3,075,577
0.596
0.522
-0.074
-12
3,083,152
-75
100
-16
-84
short
5/18/15
9/26/16
497
Alpha Bank
50
140,314
10.987
1.327
90.942
79.955
728
14,301,964
372
Piraeus Financial
50
150
10,232.680
38.647
2,709,327.843
2,699,095.163
26,377
419m
5,917
100
13,525
3,594
long
9/26/16
10/17/16
21
Banco Macro
50
35,705,073
5.870
6.569
0.699
12
444m
607
Sberbank
50
28,250,043
7.419
7.720
0.301
4
453m
100
100
8
280
short
10/17/16
10/31/16
14
Banco Comercial
50
1245,137,751
0.182
0.188
0.176
-0.006
-3
445m
-57
Banco Popular
50
241,125,714
0.939
0.897
0.982
0.043
5
456m
222
100
1
20
long
10/31/16
11/14/16
14
Standard Chartered
50
32,016,951
7.119
7.119
0.000
0
456m
0
Sberbank
50
29,391,100
7.755
7.755
0.000
0
456m
0
100
0
0
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
11/14/16
11/28/16
14
Banco Comercial
50
1215,198,093
0.188
0.182
0.194
0.006
3
463m
131
Banco Popular
50
253,987,349
0.897
0.724
1.112
0.215
24
518m
26,926
100
14
2,688
long
11/28/16
12/05/16
7
Bank of America
50
15,915,150
16.271
17.479
1.207
7
537m
4,077
Sberbank
50
32,973,113
7.854
8.128
0.274
3
546m
497
100
5
1,494
short
12/05/16
12/12/16
7
Banco Popolare
50
161,047,078
1.696
1.874
1.517
-0.179
-11
517m
-100
Banco Popular
50
338,993,116
0.806
0.850
0.761
-0.044
-6
502m
-95
100
-8
-99
long
12/12/16
3/13/17
91
Bank of America
50
14,081,580
17.837
20.703
2.865
16
543m
82
Sberbank
50
26,741,781
9.393
9.119
-0.274
-3
535m
-11
100
7
29
short
3/13/17
7/17/17
126
Gentera
50
236,858,776
1.130
1.221
1.039
-0.091
-8
514m
-22
Banco Comercial
50
1919,105,012
0.139
0.214
0.065
-0.075
-54
370m
-89
100
-31
-66
long
7/17/17
7/24/17
7
Commerzbank
50
19,073,226
9.702
9.433
-0.269
-3
365m
-77
Montepio
50
210,874,664
0.878
0.894
0.016
2
368m
159
100
0
-22
short
7/24/17
1/29/18
189
Gentera
50
153,437,076
1.200
0.634
2.275
1.074
89
533m
244
Bank of Bejing
50
203,140,598
0.907
0.854
0.962
0.056
6
544m
12
100
48
113
long
1/29/18
2/05/18
7
BBVA Banco Francés
50
46,283,424
5.882
5.356
-0.526
-9
520m
-99
Banco Comercial
50
939,038,207
0.290
0.265
-0.025
-9
497m
-99
100
-9
-99
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
2/05/18
3/11/19
399
Gentera
50
398,496,514
0.623
0.622
0.624
0.001
0
497m
0
VTB Bank
50
185,414,668
1.339
0.894
2.007
0.667
50
621m
45
100
25
23
long
3/11/19
5/06/19
56
Industrial Bank
50
142,120,436
2.184
2.183
-0.001
0
621m
0
Axis Bank
50
413,261,321
0.751
0.822
0.071
9
650m
80
100
5
35
short
5/06/19
11/11/19
189
Aozora Bank
50
1740,829,895
0.187
0.202
0.171
-0.016
-8
623m
-15
Yes Bank
50
1777,625,746
0.183
0.079
0.421
0.239
131
1,047m
402
100
61
151
long
11/11/19
12/09/19
28
Banca Generali
50
19,731,165
26.526
25.242
-1.284
-5
1,021m
-48
ICICI Bank
50
970,003,408
0.540
0.564
0.024
4
1,045m
76
100
0
-3
short
12/09/19
12/23/19
14
Indiabulls HF
50
1884,634,349
0.277
0.321
0.234
-0.044
-16
962m
-99
Yes Bank
50
8676,018,934
0.060
0.054
0.067
0.007
12
1,024m
1,727
100
-2
-41
long
12/23/19
1/20/20
28
Banco Macro
50
151,462,687
3.380
3.534
0.154
5
1,047m
79
ICICI Bank
50
872,526,162
0.587
0.556
-0.031
-5
1,020m
-51
100
0
-5
short
1/20/20
6/22/20
154
Indiabulls HF
50
1585,090,570
0.322
0.256
0.404
0.082
26
1,150m
71
Yes Bank
50
10686,634,993
0.048
0.029
0.078
0.030
62
1,468m
215
100
44
137
long
6/22/20
7/27/20
35
BBVA Banco Francés
50
465,614,830
1.577
1.961
0.385
24
1,647m
873
FinecoBank
50
67,113,411
10.940
11.678
0.738
7
1,697m
98
100
16
352
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
7/27/20
8/24/20
28
Multitude
50
324,804,333
2.612
4.840
0.385
-2.228
-85
973m
-100
Yes Bank
50
66442,879,859
0.013
0.015
0.010
-0.002
-19
809m
-94
100
-52
-100
long
8/24/20
8/31/20
7
BBVA Banco Francés
50
269,790,802
1.500
1.502
0.002
0
810m
9
UBI Banca
50
121,381,356
3.334
3.241
-0.093
-3
799m
-77
100
-1
-50
short
8/31/20
11/23/20
84
Gentera
50
1630,758,479
0.245
0.299
0.190
-0.055
-22
710m
-67
Yes Bank
50
27260,952,453
0.015
0.015
0.015
-0.000
0
708m
-1
100
-11
-41
long
11/23/20
6/07/21
196
IndusInd Bank
50
412,848,223
0.858
0.992
0.134
16
764m
31
Kotak Mahindra Bank
50
184,850,108
1.916
1.756
-0.160
-8
734m
-15
100
4
7
short
6/07/21
10/11/21
126
Credit Suisse
50
47,096,641
7.795
7.658
7.934
0.139
2
741m
5
China Minsheng Bk
50
711,803,557
0.516
0.453
0.587
0.071
14
791m
45
100
8
24
long
10/11/21
11/22/21
42
BBVA Banco Francés
50
220,901,334
1.791
1.756
-0.035
-2
784m
-16
Banco Sabadell
50
658,853,767
0.600
0.525
-0.075
-13
734m
-69
100
-7
-48
short
11/22/21
12/05/22
378
Bank of East Asia
50
317,387,126
1.156
0.992
1.348
0.192
17
795m
16
China Minsheng Bk
50
804,389,893
0.456
0.419
0.497
0.041
9
828m
9
100
13
12
long
12/05/22
12/12/22
7
BBVA Banco Francés
50
261,367,345
1.583
1.561
-0.023
-1
822m
-53
Banco del Bajio
50
164,599,551
2.514
2.507
-0.007
0
821m
-13
100
-1
-36
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
12/12/22
12/26/22
14
Credit Suisse
50
152,701,154
2.687
2.530
2.853
0.166
6
846m
379
Cdn Imp Bk Comm
50
11,946,893
34.344
33.384
35.331
0.987
3
858m
109
100
5
218
long
12/26/22
3/13/23
77
Banco Macro
50
170,122,384
2.521
2.988
0.467
19
937m
124
BBVA Banco Francés
50
222,204,057
1.930
2.334
0.403
21
1,027m
146
100
20
135
short
3/13/23
6/12/23
91
Credit Suisse
50
252,288,500
2.035
0.718
5.766
3.731
183
1,968m
6,419
1/29/24
322
U.S. Bancorp
50
17,114,904
29.998
33.849
26.146
-3.852
-13
1,902m
-14
100
85
101
long
1/29/24
2/12/24
14
Banco Macro
50
241,719,532
3.935
3.510
-0.425
-11
1,799m
-95
BBVA Banco Francés
50
390,460,168
2.436
2.112
-0.324
-13
1,673m
-98
100
-12
-96
short
2/12/24
3/04/24
21
Umweltbank
50
132,489,013
6.313
5.148
7.743
1.429
23
1,862m
3,370
Heartland
50
1411,377,025
0.593
0.571
0.615
0.022
4
1,893m
89
100
13
760
long
3/04/24
3/18/24
14
Banco Macro
50
240,316,805
3.939
4.488
0.549
14
2,025m
2,902
BBVA Banco Francés
50
437,514,171
2.164
2.663
0.499
23
2,244m
22,356
100
19
8,271
accum 5/15/06
3/18/24 6518
days out of 6651 invested (98%)
22,438,189
2,244m
99
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 2/06/12 504 536,762.22 161,951.46 1,779,012.55 1,242,250.33 231.43 50 115.72
short 5/18/15 9/26/16 497 10,232.68 38.65 2,709,327.84 2,699,095.16 26,377.21 13,188.60 28,565.78
Eurobank Ergasias short 3/18/13 9/23/13 189 233.58 51.17 1,066.15 832.58 356.45 178.22
short 10/07/13 10/28/13 21 43.87 58.94 28.79 -15.07 -34.36 -17.18
short 11/04/13 11/18/13 14 55.01 48.63 62.22 7.21 13.11 6.56
short 12/09/13 4/13/15 490 46.00 8.00 264.61 218.62 475.29 237.65 729.03
Alpha Bank long 9/03/12 11/12/12 70 53.12 62.37 9.25 17.42 8.71
short 5/18/15 9/26/16 497 10.99 1.33 90.94 79.96 727.75 363.88 404.27
Bankia short 11/12/12 1/07/13 56 39.89 20.98 75.86 35.97 90.16 45.08
short 3/18/13 9/23/13 189 11.31 2.73 46.85 35.54 314.40 157.20 273.14
Shinsei Bank short 3/05/07 4/20/09 777 0.27 0.09 0.78 0.51 190.53 95.26
short 11/02/09 9/06/10 308 0.08 0.05 0.13 0.05 59.63 29.82
long 1/07/13 3/18/13 70 0.13 0.16 0.03 24.62 12.31 184.69
Yes Bank short 5/06/19 11/11/19 189 0.18 0.08 0.42 0.24 130.51 65.25
short 12/09/19 12/23/19 14 0.06 0.05 0.07 0.01 11.79 5.89
short 1/20/20 6/22/20 154 0.05 0.03 0.08 0.03 62.37 31.18
short 7/27/20 8/24/20 28 0.01 0.02 0.01 -0.00 -19.34 -9.67
short 8/31/20 11/23/20 84 0.01 0.01 0.01 -0.00 -0.34 -0.17 107.01
Credit Suisse short 6/07/21 10/11/21 126 7.79 7.66 7.93 0.14 1.78 0.89
short 12/12/22 12/26/22 14 2.69 2.53 2.85 0.17 6.19 3.10
short 3/13/23 6/12/23 91 2.03 0.72 5.77 3.73 183.34 91.67 99.37
National Bank Greece short 9/20/10 2/06/12 504 10,311.10 3,543.47 30,004.15 19,693.05 190.99 95.49 95.49
Sumitomo Mitsui Trst short 3/05/07 4/20/09 777 0.27 0.11 0.69 0.42 152.96 76.48 76.48
Sberbank long 9/04/06 3/05/07 182 5.32 9.28 3.95 74.29 37.15
long 9/26/16 10/17/16 21 7.42 7.72 0.30 4.06 2.03
long 10/31/16 11/14/16 14 7.76 7.76 0.00 0.00 0.00
long 11/28/16 12/05/16 7 7.85 8.13 0.27 3.49 1.74
long 12/12/16 3/13/17 91 9.39 9.12 -0.27 -2.91 -1.46 40.30
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banco Popular long 4/20/09 11/02/09 196 27.42 26.98 -0.44 -1.60 -0.80
short 11/12/12 1/07/13 56 4.08 2.85 5.84 1.76 43.28 21.64
short 10/17/16 10/31/16 14 0.94 0.90 0.98 0.04 4.59 2.30
short 11/14/16 11/28/16 14 0.90 0.72 1.11 0.21 23.96 11.98
short 12/05/16 12/12/16 7 0.81 0.85 0.76 -0.04 -5.51 -2.75 34.41
Banif short 10/07/13 10/28/13 21 0.01 0.01 0.01 0.00 23.28 11.64
short 11/04/13 11/18/13 14 0.01 0.01 0.01 0.00 0.44 0.22
short 12/09/13 4/13/15 490 0.01 0.01 0.01 0.00 39.50 19.75 33.98
Banco Macro long 9/06/10 9/20/10 14 2.57 2.99 0.42 16.35 8.17
long 9/23/13 10/07/13 14 2.26 2.33 0.07 3.13 1.56
long 10/28/13 11/04/13 7 2.60 2.49 -0.11 -4.09 -2.04
long 11/18/13 12/09/13 21 2.46 2.32 -0.14 -5.66 -2.83
long 9/26/16 10/17/16 21 5.87 6.57 0.70 11.91 5.96
long 12/23/19 1/20/20 28 3.38 3.53 0.15 4.55 2.27
long 12/26/22 3/13/23 77 2.52 2.99 0.47 18.51 9.25
long 1/29/24 2/12/24 14 3.93 3.51 -0.42 -10.80 -5.40
long 3/04/24 3/18/24 14 3.94 4.49 0.55 13.94 6.97 25.28
VTB Bank short 2/05/18 3/11/19 399 1.34 0.89 2.01 0.67 49.83 24.91 24.91
Gentera short 3/13/17 7/17/17 126 1.13 1.22 1.04 -0.09 -8.06 -4.03
short 7/24/17 1/29/18 189 1.20 0.63 2.27 1.07 89.48 44.74
short 2/05/18 3/11/19 399 0.62 0.62 0.62 0.00 0.13 0.07
short 8/31/20 11/23/20 84 0.24 0.30 0.19 -0.05 -22.29 -11.15 23.50
Shanghai Pudong long 4/20/09 11/02/09 196 1.22 1.57 0.35 28.49 14.25 14.25
Bank of America long 11/28/16 12/05/16 7 16.27 17.48 1.21 7.42 3.71
long 12/12/16 3/13/17 91 17.84 20.70 2.87 16.06 8.03 12.04
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
China Minsheng Bk short 6/07/21 10/11/21 126 0.52 0.45 0.59 0.07 13.76 6.88
short 11/22/21 12/05/22 378 0.46 0.42 0.50 0.04 8.97 4.48 11.67
Umweltbank short 2/12/24 3/04/24 21 6.31 5.15 7.74 1.43 22.64 11.32 11.32
BBVA Banco Francés long 9/23/13 10/07/13 14 2.17 2.20 0.03 1.15 0.58
long 10/28/13 11/04/13 7 2.51 2.27 -0.24 -9.49 -4.75
long 11/18/13 12/09/13 21 2.42 2.12 -0.30 -12.30 -6.15
long 1/29/18 2/05/18 7 5.88 5.36 -0.53 -8.95 -4.47
long 6/22/20 7/27/20 35 1.58 1.96 0.38 24.38 12.19
long 8/24/20 8/31/20 7 1.50 1.50 0.00 0.16 0.08
long 10/11/21 11/22/21 42 1.79 1.76 -0.04 -1.96 -0.98
long 12/05/22 12/12/22 7 1.58 1.56 -0.02 -1.43 -0.72
long 12/26/22 3/13/23 77 1.93 2.33 0.40 20.90 10.45
long 1/29/24 2/12/24 14 2.44 2.11 -0.32 -13.31 -6.65
long 3/04/24 3/18/24 14 2.16 2.66 0.50 23.08 11.54 9.02
Bank of East Asia short 11/22/21 12/05/22 378 1.16 0.99 1.35 0.19 16.57 8.29 8.29
IndusInd Bank long 11/23/20 6/07/21 196 0.86 0.99 0.13 15.64 7.82 7.82
Banco BPI long 1/07/13 3/18/13 70 0.83 0.96 0.13 15.13 7.57 7.57
Regional long 9/03/12 11/12/12 70 2.23 2.49 0.26 11.67 5.84 5.84
Resona short 11/02/09 9/06/10 308 0.07 0.06 0.08 0.01 11.07 5.53 5.53
Axis Bank long 3/11/19 5/06/19 56 0.75 0.82 0.07 9.41 4.71 4.71
Indiabulls HF short 12/09/19 12/23/19 14 0.28 0.32 0.23 -0.04 -15.75 -7.87
short 1/20/20 6/22/20 154 0.32 0.26 0.40 0.08 25.51 12.76 3.88
FinecoBank long 6/22/20 7/27/20 35 10.94 11.68 0.74 6.74 3.37 3.37
Bank of Bejing short 7/24/17 1/29/18 189 0.91 0.85 0.96 0.06 6.13 3.07 3.07
State Bank of India long 9/06/10 9/20/10 14 0.41 0.43 0.02 4.44 2.22 2.22
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Intesa Sanpaolo long 9/04/06 3/05/07 182 3.27 3.42 0.14 4.42 2.21 2.21
Heartland short 2/12/24 3/04/24 21 0.59 0.57 0.61 0.02 3.72 1.86 1.86
Cdn Imp Bk Comm short 12/12/22 12/26/22 14 34.34 33.38 35.33 0.99 2.87 1.44 1.44
Montepio long 7/17/17 7/24/17 7 0.88 0.89 0.02 1.84 0.92 0.92
Triodos Groenfonds short 5/15/06 9/04/06 112 38.42 38.33 38.50 0.09 0.22 0.11 0.11
Standard Chartered long 10/31/16 11/14/16 14 7.12 7.12 0.00 0.00 0.00 0.00
Banco del Bajio long 12/05/22 12/12/22 7 2.51 2.51 -0.01 -0.27 -0.13 -0.13
ICICI Bank long 11/11/19 12/09/19 28 0.54 0.56 0.02 4.44 2.22
long 12/23/19 1/20/20 28 0.59 0.56 -0.03 -5.29 -2.64 -0.48
Unicredit short 4/09/12 9/03/12 147 12.57 12.71 12.42 -0.15 -1.16 -0.58 -0.58
Commerzbank long 7/17/17 7/24/17 7 9.70 9.43 -0.27 -2.77 -1.39 -1.39
UBI Banca long 8/24/20 8/31/20 7 3.33 3.24 -0.09 -2.78 -1.39 -1.39
Banca Generali long 11/11/19 12/09/19 28 26.53 25.24 -1.28 -4.84 -2.42 -2.42
Kotak Mahindra Bank long 11/23/20 6/07/21 196 1.92 1.76 -0.16 -8.34 -4.17 -4.17
Swedbank short 5/15/06 9/04/06 112 13.77 15.04 12.50 -1.27 -9.21 -4.61 -4.61
Banco Popolare short 12/05/16 12/12/16 7 1.70 1.87 1.52 -0.18 -10.54 -5.27 -5.27
China Everbright Bk long 4/13/15 5/18/15 35 0.60 0.52 -0.07 -12.45 -6.22 -6.22
Aozora Bank long 2/06/12 4/09/12 63 0.17 0.17 -0.01 -4.31 -2.15
short 5/06/19 11/11/19 189 0.19 0.20 0.17 -0.02 -8.32 -4.16 -6.22
Banco Sabadell long 10/11/21 11/22/21 42 0.60 0.53 -0.08 -12.53 -6.27 -6.27
U.S. Bancorp short 3/13/23 1/29/24 322 30.00 33.85 26.15 -3.85 -12.84 -6.42 -6.42
Industrial Bank long 4/13/15 5/18/15 35 2.27 1.83 -0.44 -19.41 -9.70
long 3/11/19 5/06/19 56 2.18 2.18 -0.00 -0.05 -0.03 -9.73
Banca Pop Mil short 4/09/12 9/03/12 147 0.24 0.30 0.19 -0.05 -22.75 -11.37 -11.37
Bank of Ireland long 2/06/12 4/09/12 63 3.62 2.60 -1.02 -28.18 -14.09 -14.09
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banco Comercial short 10/17/16 10/31/16 14 0.18 0.19 0.18 -0.01 -3.17 -1.59
short 11/14/16 11/28/16 14 0.19 0.18 0.19 0.01 3.27 1.64
short 3/13/17 7/17/17 126 0.14 0.21 0.06 -0.07 -53.69 -26.84
long 1/29/18 2/05/18 7 0.29 0.26 -0.02 -8.61 -4.31 -29.98
Multitude short 7/27/20 8/24/20 28 2.61 4.84 0.38 -2.23 -85.27 -42.64 -42.64
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.
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