Share-o-matic - Performance

Assessment - Banks in Swiss Franc - 1/07/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	∅-RS
		SOM Banks	247.655	12/08/24	0.22	256.979	-3.63	244.647	12.332	5.04	19.63
		Banco Macro	6.610	12/08/24	0.91	7.149	-7.54	5.878	1.271	21.61	49.82
		BBVA Banco Francés	3.983	12/08/24	0.75	3.931	1.32	3.238	0.693	21.41	27.23
		Banco de Valores	0.337	12/08/24	-0.15	0.347	-2.71	0.267	0.079	29.67	11.88
	L	Unipol	8.699	12/08/24	0.06	9.145	-4.88	7.547	1.598	21.17	60.38
		Banco Sabadell	1.733	12/08/24	0.45	1.795	-3.43	1.414	0.381	26.91	49.32
		KB Financial	53.909	12/08/24	0.73	52.014	3.64	45.708	6.306	13.80	33.30
		BPER Banca	4.618	12/08/24	-0.27	4.842	-4.62	4.257	0.586	13.76	48.55
	L	NatWest	382.230	12/08/24	0.48	359.840	6.22	301.398	58.442	19.39	35.80
	L	State Bank of India	8.803	12/08/24	-1.42	9.121	-3.49	8.228	0.893	10.85	31.05
		Unicredit	33.507	12/08/24	0.38	35.092	-4.52	34.184	0.908	2.65	38.81
		Deutsche Bank	12.899	12/08/24	0.14	14.932	-13.62	14.171	0.761	5.37	33.14
	L	Bank of China	0.393	12/08/24	1.19	0.445	-11.69	0.373	0.072	19.29	30.84
		American Express	214.205	12/08/24	-0.34	211.277	1.39	205.869	5.408	2.63	29.31
	L	Bank of America	34.491	12/08/24	-0.29	36.154	-4.60	33.936	2.218	6.54	27.34
		Commerzbank	12.038	12/08/24	0.89	14.156	-14.96	12.371	1.785	14.42	30.82
		Chiba Bank	6.001	9/08/24	3.22	8.146	-26.33	7.347	0.798	10.86	21.72
		Wells Fargo	47.043	12/08/24	-1.33	54.751	-14.08	52.107	2.644	5.07	28.83
		Intesa Sanpaolo	3.364	12/08/24	0.54	3.471	-3.10	3.268	0.203	6.21	30.45
		Bankinter	7.070	12/08/24	0.19	7.457	-5.20	6.591	0.866	13.15	23.59
		Citigroup	52.266	12/08/24		57.317	-8.81	57.398	-0.081	-0.14	30.08
		Unicaja Banco	1.115	12/08/24	-0.86	1.266	-11.94	1.115	0.151	13.56	28.39
		Sumitomo Mitsui Trst	18.568	9/08/24	2.72	20.810	-10.78	19.003	1.808	9.51	18.95
		Banco Comercial	0.366	12/08/24	0.16	0.336	9.00	0.304	0.032	10.58	24.93
	L	Lloyds Bank	64.886	12/08/24	-0.28	63.538	2.12	58.758	4.779	8.13	24.19
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	∅-RS
		JP Morgan Chase	186.319	12/08/24	0.19	185.650	0.36	179.938	5.713	3.17	26.65
	L	China Constr Bk HK	0.642	12/08/24	1.46	0.668	-3.81	0.546	0.122	22.34	26.05
		Resona	5.055	9/08/24	3.93	6.079	-16.85	5.513	0.566	10.27	23.22
		Banco BPM	5.604	12/08/24	-0.31	6.025	-6.98	5.994	0.031	0.51	24.04
		UBS	24.850	12/08/24	0.44	26.980	-7.89	27.740	-0.760	-2.74	17.63
		BNY Mellon	57.173	12/08/24	-0.80	54.317	5.26	51.519	2.798	5.43	23.03
		Erste Group Bank	44.682	12/08/24	0.37	43.703	2.24	40.137	3.567	8.89	23.32
		Banca Mediolanum	9.915	12/08/24	1.29	10.264	-3.40	9.893	0.371	3.75	19.36
		Westpac Banking	16.959	12/08/24	0.61	16.352	3.71	15.317	1.035	6.75	21.11
		National Australia B	21.628	12/08/24	1.01	21.676	-0.22	20.329	1.347	6.63	22.07
	L	Commonwealth Bank	78.442	12/08/24	0.76	75.840	3.43	70.624	5.216	7.39	20.00
		Banco Santander	3.963	12/08/24	-0.24	4.311	-8.06	4.394	-0.083	-1.90	16.91
		Danske Bank	25.793	12/08/24	0.15	27.177	-5.09	26.920	0.257	0.95	17.29
		Suncorp-Metway	10.120	12/08/24	1.38	10.294	-1.69	9.613	0.681	7.09	22.73
	L	Axis Bank	12.613	12/08/24	1.89	13.670	-7.73	11.427	2.244	19.64	21.96
	L	Hang Seng Bank	10.634	12/08/24	0.38	11.617	-8.47	9.903	1.714	17.31	7.84
		Mediobanca	13.599	12/08/24	0.94	13.657	-0.43	13.421	0.236	1.76	16.96
	L	Bank of China (HK)	2.580	12/08/24		2.783	-7.28	2.422	0.361	14.88	13.33
	L	ICBC	0.518	12/08/24	2.05	0.537	-3.45	0.456	0.081	17.86	22.33
		S.E.B	12.806	12/08/24	-0.10	13.410	-4.50	12.142	1.268	10.44	17.99
		Fukuoka	20.352	9/08/24	5.30	24.753	-17.78	23.418	1.335	5.70	13.33
	L	Royal Bank CA	97.821	12/08/24	-0.72	95.776	2.14	90.648	5.128	5.66	13.57
		Cdn Imp Bk Comm	45.827	12/08/24	-0.36	42.775	7.13	45.511	-2.735	-6.01	10.21
	L	China Merchants B HK	3.761	12/08/24		4.102	-8.32	3.578	0.523	14.63	16.27
		ANZ Banking AU	16.959	12/08/24	0.93	17.097	-0.81	17.254	-0.157	-0.91	11.90
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	∅-RS
		IBK	8.808	12/08/24	0.37	9.050	-2.67	8.894	0.156	1.75	12.69
		ANZ Banking NZ	16.481	12/08/24	0.13	16.892	-2.44	17.173	-0.280	-1.63	10.80
		Ind and Comm Bk	0.743	12/08/24	1.18	0.722	2.92	0.662	0.060	9.07	18.48
		ICICI Bank	12.705	12/08/24	0.10	13.128	-3.22	11.932	1.197	10.03	21.42
		Bank of Ireland	9.123	12/08/24	-0.93	9.514	-4.12	9.184	0.330	3.60	9.96
		Agricultural Bank	0.576	12/08/24	0.65	0.551	4.50	0.529	0.022	4.06	17.56
	L	HSBC	7.446	12/08/24	0.63	7.903	-5.78	7.070	0.833	11.78	12.61
		Banco Bilbao Viz	8.650	12/08/24	0.27	9.208	-6.06	10.729	-1.521	-14.18	14.88
	L	Industrial Bank	2.020	12/08/24	-0.55	2.202	-8.28	1.981	0.221	11.17	12.55
	L	HSBC	735.559	12/08/24	0.22	789.250	-6.80	702.695	86.555	12.32	12.58
		FinecoBank	13.991	12/08/24	0.94	13.749	1.76	13.494	0.255	1.89	10.03
		Banca Generali	36.909	12/08/24	0.74	36.638	0.74	35.783	0.855	2.39	11.79
		ABN AMRO	14.820	12/08/24	0.92	15.183	-2.39	15.404	-0.220	-1.43	11.90
		OCBC	9.207	12/08/24	0.29	9.653	-4.62	9.071	0.582	6.41	12.20
		Jyske Bank	67.455	12/08/24	0.48	71.744	-5.98	75.913	-4.169	-5.49	7.23
		Woori Financial	9.638	12/08/24	0.55	9.410	2.43	9.402	0.007	0.08	8.53
	L	United Overseas Bank	19.499	12/08/24	0.58	20.837	-6.42	19.694	1.142	5.80	10.71
	L	Nordea Bank	10.100	12/08/24	-0.19	11.064	-8.72	10.175	0.889	8.74	8.27
		DBS Bank	22.621	12/08/24	1.22	24.045	-5.92	24.022	0.023	0.10	9.19
		KBC	64.533	12/08/24	-0.21	64.126	0.63	67.464	-3.339	-4.95	8.21
		China Merchants Bank	3.985	12/08/24	-0.65	4.263	-6.52	4.085	0.178	4.37	9.32
		Standard Chartered	824.777	12/08/24	0.92	836.429	-1.39	762.180	74.249	9.74	9.84
		National Bank CA	75.240	12/08/24	0.39	71.354	5.45	75.700	-4.346	-5.74	8.05
		Swedbank	17.599	12/08/24	-0.86	18.916	-6.96	17.783	1.133	6.37	11.85
		Nordea Bank	10.181	12/08/24	-0.13	11.060	-7.95	9.985	1.075	10.77	8.29
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	∅-RS
		Credit Agricole	12.799	12/08/24	0.57	12.697	0.80	13.427	-0.730	-5.43	6.24
	L	HDFC Bank	17.984	12/08/24	0.60	18.473	-2.64	15.955	2.517	15.78	11.81
		IndusInd Bank	14.634	12/08/24	0.08	15.783	-7.28	16.736	-0.953	-5.69	0.12
		U.S. Bancorp	37.473	12/08/24	-1.43	35.458	5.68	39.752	-4.294	-10.80	4.03
		Raiffeisen Bank Int	16.099	12/08/24	1.59	15.838	1.65	17.940	-2.102	-11.72	3.71
		Bank Nova Scotia	40.434	12/08/24	-3.42	41.151	-1.74	45.531	-4.379	-9.62	-1.07
	S	DNB	18.176	12/08/24	0.14	17.964	1.18	17.757	0.207	1.16	3.29
	S	Svenska Handelsbank	8.681	12/08/24	0.29	8.651	0.34	9.067	-0.417	-4.59	2.32
		BNP Paribas	57.428	12/08/24		59.774	-3.92	64.005	-4.231	-6.61	3.35
	L	Kotak Mahindra Bank	19.202	12/08/24	0.16	19.587	-1.97	19.430	0.158	0.81	3.32
	S	Bank Montreal	73.550	12/08/24	-0.10	75.510	-2.60	88.263	-12.754	-14.45	-4.52
	L	Aozora Bank	13.227	9/08/24	3.28	14.675	-9.87	14.468	0.207	1.43	-9.56
		Societe Generale	19.889	12/08/24	0.44	21.905	-9.20	24.111	-2.206	-9.15	-3.98
	S	Toronto-Dominion	51.626	12/08/24	0.19	49.450	4.40	54.464	-5.014	-9.21	-7.11
	S	Banco del Bajio	2.557	12/08/24	0.64	2.743	-6.79	3.480	-0.737	-21.16	-8.02
	S	Regional	6.238	12/08/24	-0.39	6.796	-8.20	8.952	-2.156	-24.09	-7.58
	L	Umweltbank	5.467	12/08/24	-1.40	6.184	-11.60	7.775	-1.591	-20.46	-17.68
	S	KakaoBank	14.278	12/08/24	1.39	13.722	4.05	18.310	-4.588	-25.06	-18.64
	S	Heartland	0.581	12/08/24	0.95	0.532	9.28	0.689	-0.157	-22.79	-29.01
Banks - 93 out of 93 instruments rated - 1/07/24 / 1/04/24 - 67 did rise, Market-Ratio(13) in CHF = 72.04 %

Technical Chart

	Banks RS = 13 - B/S = 79/73

4/01/21	scale up chart	1/07/24

Transactions Banks in Swiss Franc * 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
2/01/06		15/05/06	133		- cash -
short	15/05/06	4/09/06	112		Triodos Groenfonds	50	57	87.164	89.856	84.471	-2.693	-3	9,847	-10
					Swedbank	50	161	31.242	35.253	27.231	-4.011	-13	9,201	-36
100							-8						-24
long	4/09/06	5/03/07	182		Intesa Sanpaolo	50	599	7.670	8.099		0.429	6	9,457	12
					Sberbank	50	369	12.476	21.989		9.513	76	12,968	212
100							41						99
short	5/03/07	20/04/09	777		Shinsei Bank	50	10,232	0.634	0.159	2.530	1.897	299	32,376	92
					Sumitomo Mitsui Trst	50	10,011	0.648	0.186	2.252	1.604	248	48,436	80
100							274						86
long	20/04/09	2/11/09	196		Banco Popular	50	512	47.281	45.536		-1.746	-4	47,542	-7
					Shanghai Pudong	50	11,473	2.112	2.656		0.544	26	53,785	53
100							11						22
short	2/11/09	6/09/10	308		Resona	50	229,520	0.117	0.098	0.140	0.023	19	58,979	23
					Shinsei Bank	50	199,955	0.134	0.078	0.231	0.096	72	78,217	90
100							45						56
long	6/09/10	20/09/10	14		Banco Macro	50	9,692	4.035	4.717		0.683	17	84,833	5,786
					State Bank of India	50	60,055	0.651	0.683		0.032	5	86,769	253
100							11						1,396
short	20/09/10	6/02/12	504		Piraeus Financial	50	0	847,221.527	235,178.130	3,052,087.860	2,204,866.333	260	86,769	0
					National Bank Greece	50	5	16,274.962	5,145.654	51,475.358	35,200.396	216	262,771	130
100							216						130
long	6/02/12	9/04/12	63		Bank of Ireland	50	25,005	5.254	3.783		-1.472	-28	225,976	-85
					Aozora Bank	50	524,239	0.251	0.240		-0.010	-4	220,619	-21
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	9/04/12	3/09/12	147		Banca Pop Mil	50	314,574	0.351	0.448	0.253	-0.097	-28	190,023	-55
					Unicredit	50	6,029	18.295	19.258	17.331	-0.963	-5	184,216	-13
100							-17						-36
long	3/09/12	12/11/12	70		Regional	50	27,276	3.377	3.755		0.378	11	194,517	74
					Alpha Services	50	1,144	80.460	94.060		13.600	17	210,075	126
100							14						98
short	12/11/12	7/01/13	56		Banco Popular	50	17,079	6.150	4.230	8.942	2.792	45	257,763	1,047
					Bankia	50	1,745	60.160	31.174	116.096	55.936	93	355,371	7,159
100							69						2,979
long	7/01/13	18/03/13	70		Banco BPI	50	144,005	1.234	1.356		0.122	10	372,981	64
					Shinsei Bank	50	941,077	0.189	0.225		0.036	19	406,674	147
100							14						102
short	18/03/13	23/09/13	189		Bankia	50	12,678	16.038	4.022	63.949	47.911	299	1,014,087	1,346
					Eurobank Ergasias	50	613	331.371	75.451	1,455.340	1,123.969	339	1,703,080	1,642
100							319						1,490
long	23/09/13	7/10/13	14		Banco Macro	50	255,673	3.331	3.386		0.055	2	1,717,262	54
					BBVA Banco Francés	50	266,030	3.201	3.192		-0.009	0	1,714,862	-7
100							1						20
short	7/10/13	28/10/13	21		Banif	50	69,925,854	0.012	0.010	0.015	0.003	24	1,920,304	4,082
					Eurobank Ergasias	50	13,447	63.762	85.215	42.310	-21.453	-34	1,631,831	-100
100							-5						-58
long	28/10/13	4/11/13	7		Banco Macro	50	217,218	3.756	3.620		-0.136	-4	1,602,319	-85
					BBVA Banco Francés	50	224,959	3.627	3.299		-0.328	-9	1,528,518	-99
100							-6						-97
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/11/13	18/11/13	14		Banif	50	77,693,858	0.010	0.010	0.010	-0.000	0	1,525,659	-9
					Eurobank Ergasias	50	9,562	79.924	71.508	89.330	9.406	12	1,615,602	1,719
100							6						324
long	18/11/13	9/12/13	21		Banco Macro	50	223,591	3.613	3.391		-0.222	-6	1,565,958	-67
					BBVA Banco Francés	50	226,936	3.560	3.106		-0.454	-13	1,462,990	-91
100							-9						-82
short	9/12/13	13/04/15	490		Banif	50	66,435,540	0.011	0.008	0.016	0.005	42	1,767,890	30
					Eurobank Ergasias	50	10,871	67.287	11.475	394.551	327.264	486	5,325,573	273
100							264						162
long	13/04/15	18/05/15	35		Industrial Bank	50	818,219	3.254	2.650		-0.604	-19	4,830,974	-88
					China Everbright Bk	50	3,111,945	0.856	0.757		-0.099	-12	4,523,606	-72
100							-15						-82
short	18/05/15	26/09/16	497		Alpha Services	50	141,973	15.931	1.669	152.074	136.143	855	23,852,276	424
					Piraeus Financial	50	152	14,837.952	48.595	4,530,593.196	4,515,755.245	30,434	710m	6,581
100							15,623						4,003
long	26/09/16	17/10/16	21		Banco Macro	50	48,114,660	7.381	7.920		0.539	7	736m	241
					Sberbank	50	38,068,576	9.329	9.308		-0.021	0	735m	-4
100							4						83
short	17/10/16	31/10/16	14		Banco Comercial	50	1677,895,473	0.219	0.227	0.211	-0.008	-4	722m	-61
					Banco Popular	50	324,930,911	1.132	1.086	1.180	0.048	4	738m	196
100							0						10
long	31/10/16	14/11/16	14		Standard Chartered	50	42,852,446	8.611	8.611		0.000	0	738m	0
					Sberbank	50	39,337,926	9.381	9.381		0.000	0	738m	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	14/11/16	28/11/16	14		Banco Comercial	50	1626,457,452	0.227	0.229	0.225	-0.002	-1	735m	-20
					Banco Popular	50	339,944,260	1.086	0.912	1.292	0.206	19	805m	9,232
100							9						861
long	28/11/16	5/12/16	7		Bank of America	50	19,630,393	20.502	22.385		1.883	9	842m	9,673
					Sberbank	50	40,670,377	9.896	10.409		0.513	5	863m	1,298
100							7						3,630
short	5/12/16	12/12/16	7		Banco Popolare	50	198,642,007	2.172	2.408	1.935	-0.236	-11	816m	-100
					Banco Popular	50	418,127,878	1.032	1.092	0.972	-0.060	-6	791m	-96
100							-8						-99
long	12/12/16	13/03/17	91		Bank of America	50	17,251,222	22.916	25.485		2.569	11	835m	53
					Sberbank	50	32,761,127	12.067	11.226		-0.841	-7	807m	-25
100							2						9
short	13/03/17	17/07/17	126		Gentera	50	290,173,650	1.391	1.535	1.247	-0.144	-10	766m	-27
					Banco Comercial	50	2351,079,016	0.172	0.269	0.074	-0.098	-57	536m	-91
100							-34						-69
long	17/07/17	24/07/17	7		Commerzbank	50	21,971,069	12.196	11.629		-0.566	-5	523m	-92
					Montepio	50	242,913,373	1.103	1.102		-0.001	0	523m	-6
100							-2						-72
short	24/07/17	29/01/18	189		Gentera	50	176,749,160	1.480	0.835	2.622	1.142	77	725m	202
					Bank of Bejing	50	234,004,262	1.118	1.126	1.109	-0.008	-1	723m	-1
100							38						87
long	29/01/18	5/02/18	7		BBVA Banco Francés	50	46,626,285	7.754	7.018		-0.736	-9	689m	-99
					Banco Comercial	50	945,994,457	0.382	0.347		-0.035	-9	656m	-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	5/02/18	11/03/19	399		Gentera	50	401,448,509	0.817	0.820	0.813	-0.004	0	654m	0
					VTB Bank	50	186,788,196	1.755	1.178	2.615	0.859	49	815m	44
100							24						22
long	11/03/19	6/05/19	56		Industrial Bank	50	141,534,619	2.878	2.908		0.030	1	819m	7
					Axis Bank	50	411,557,866	0.990	1.095		0.105	11	862m	93
100							6						45
short	6/05/19	11/11/19	189		Aozora Bank	50	1733,654,233	0.249	0.258	0.239	-0.009	-4	846m	-7
					Yes Bank	50	1770,298,412	0.244	0.101	0.586	0.342	140	1,452m	444
100							68						173
long	11/11/19	9/12/19	28		Banca Generali	50	21,423,162	33.878	32.818		-1.060	-3	1,429m	-34
					ICICI Bank	50	1053,183,642	0.689	0.733		0.044	6	1,475m	122
100							2						23
short	9/12/19	23/12/19	14		Indiabulls HF	50	2046,246,535	0.360	0.407	0.314	-0.047	-13	1,379m	-97
					Yes Bank	50	9420,009,607	0.078	0.068	0.090	0.011	15	1,487m	3,390
100							1						24
long	23/12/19	20/01/20	28		Banco Macro	50	173,277,583	4.290	4.505		0.215	5	1,524m	89
					ICICI Bank	50	998,194,525	0.745	0.708		-0.036	-5	1,488m	-48
100							0						1
short	20/01/20	22/06/20	154		Indiabulls HF	50	1813,388,292	0.410	0.303	0.556	0.145	35	1,751m	105
					Yes Bank	50	12225,811,655	0.061	0.035	0.107	0.046	75	2,312m	279
100							55						184
long	22/06/20	27/07/20	35		BBVA Banco Francés	50	620,681,941	1.862	2.323		0.460	25	2,598m	900
					FinecoBank	50	89,464,686	12.921	13.828		0.907	7	2,679m	103
100							16						364
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/07/20	24/08/20	28		Multitude	50	432,976,296	3.093	5.760	0.426	-2.667	-86	1,524m	-100
					Yes Bank	50	88570,841,833	0.015	0.018	0.012	-0.003	-20	1,256m	-95
100							-53						-100
long	24/08/20	31/08/20	7		BBVA Banco Francés	50	351,887,151	1.785	1.814		0.029	2	1,267m	133
					UBI Banca	50	158,317,250	3.968	3.914		-0.054	-1	1,258m	-51
100							0						8
short	31/08/20	23/11/20	84		Gentera	50	2126,992,272	0.296	0.364	0.227	-0.068	-23	1,113m	-68
					Yes Bank	50	35556,359,755	0.018	0.018	0.018	-0.000	-1	1,106m	-5
100							-12						-43
long	23/11/20	7/06/21	196		IndusInd Bank	50	530,009,699	1.043	1.263		0.219	21	1,222m	43
					Kotak Mahindra Bank	50	237,308,397	2.330	2.235		-0.095	-4	1,200m	-7
100							8						16
short	7/06/21	11/10/21	126		Credit Suisse	50	60,462,115	9.920	9.666	10.181	0.261	3	1,215m	8
					China Minsheng Bk	50	913,805,037	0.656	0.572	0.753	0.096	15	1,303m	49
100							9						27
long	11/10/21	22/11/21	42		BBVA Banco Francés	50	288,302,005	2.261	2.192		-0.069	-3	1,284m	-23
					Banco Sabadell	50	859,881,016	0.758	0.656		-0.102	-13	1,196m	-72
100							-8						-53
short	22/11/21	5/12/22	378		Bank of East Asia	50	414,227,232	1.443	1.139	1.830	0.386	27	1,356m	26
					China Minsheng Bk	50	1049,822,663	0.570	0.481	0.675	0.105	18	1,466m	18
100							23						22
long	5/12/22	12/12/22	7		BBVA Banco Francés	50	403,235,567	1.818	1.794		-0.024	-1	1,457m	-50
					Banco del Bajio	50	253,942,946	2.887	2.883		-0.004	0	1,455m	-7
100							-1						-32
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	26/12/22	14		Credit Suisse	50	235,586,189	3.089	2.846	3.353	0.264	9	1,518m	746
					Cdn Imp Bk Comm	50	18,431,577	39.483	37.550	41.514	2.032	5	1,555m	270
100							7						461
long	26/12/22	13/03/23	77		Banco Macro	50	274,174,628	2.836	3.314		0.478	17	1,686m	109
					BBVA Banco Francés	50	358,111,103	2.171	2.588		0.417	19	1,835m	130
100							18						119
short	13/03/23	12/06/23	91		Credit Suisse	50	406,596,146	2.257	0.817	6.235	3.978	176	3,453m	5,790
		29/01/24	322		U.S. Bancorp	50	27,582,922	33.270	37.094	29.446	-3.824	-11	3,347m	-13
100							82						98
long	29/01/24	12/02/24	14		Banco Macro	50	388,158,098	4.312	3.882		-0.429	-10	3,181m	-94
					BBVA Banco Francés	50	627,008,812	2.669	2.336		-0.334	-12	2,972m	-97
100							-11						-96
short	12/02/24	4/03/24	21		Umweltbank	50	212,753,520	6.984	5.780	8.438	1.454	21	3,281m	2,578
					Heartland	50	2266,417,677	0.656	0.642	0.670	0.014	2	3,313m	46
100							12						564
long	4/03/24	17/06/24	105		Banco Macro	50	374,565,348	4.423	8.004		3.581	81	4,655m	686
					BBVA Banco Francés	50	681,923,378	2.429	4.369		1.939	80	5,977m	669
100							80						678
short	17/06/24	12/08/24	56		Heartland	50	5709,051,155	0.523	0.581	0.466	-0.058	-11	5,647m	-53
					KakaoBank	50	217706,975,352	0.014	0.014	0.013	-0.001	-4	5,532m	-23
100							-7						-40
accum	15/05/06	12/08/24	7046	days out of 7179 invested (98%)							55,318,563		5,532m	98

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Financial	short	20/09/10	6/02/12	504	847,221.53	235,178.13	3,052,087.86	2,204,866.33	260.25	50	130.12
	short	18/05/15	26/09/16	497	14,837.95	48.60	4,530,593.20	4,515,755.24	30,433.82		15,216.91	35,147.79
Eurobank Ergasias	short	18/03/13	23/09/13	189	331.37	75.45	1,455.34	1,123.97	339.19		169.59
	short	7/10/13	28/10/13	21	63.76	85.22	42.31	-21.45	-33.64		-16.82
	short	4/11/13	18/11/13	14	79.92	71.51	89.33	9.41	11.77		5.88
	short	9/12/13	13/04/15	490	67.29	11.48	394.55	327.26	486.37		243.18	714.85
Alpha Services	long	3/09/12	12/11/12	70	80.46	94.06		13.60	16.90		8.45
	short	18/05/15	26/09/16	497	15.93	1.67	152.07	136.14	854.57		427.29	471.85
Shinsei Bank	short	5/03/07	20/04/09	777	0.63	0.16	2.53	1.90	299.36		149.68
	short	2/11/09	6/09/10	308	0.13	0.08	0.23	0.10	71.53		35.77
	long	7/01/13	18/03/13	70	0.19	0.22		0.04	18.96		9.48	271.12
Bankia	short	12/11/12	7/01/13	56	60.16	31.17	116.10	55.94	92.98		46.49
	short	18/03/13	23/09/13	189	16.04	4.02	63.95	47.91	298.73		149.36	265.29
Yes Bank	short	6/05/19	11/11/19	189	0.24	0.10	0.59	0.34	140.49		70.25
	short	9/12/19	23/12/19	14	0.08	0.07	0.09	0.01	14.60		7.30
	short	20/01/20	22/06/20	154	0.06	0.03	0.11	0.05	75.37		37.69
	short	27/07/20	24/08/20	28	0.02	0.02	0.01	-0.00	-19.98		-9.99
	short	31/08/20	23/11/20	84	0.02	0.02	0.02	-0.00	-1.08		-0.54	125.16
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	0.65	0.19	2.25	1.60	247.70		123.85	123.85
National Bank Greece	short	20/09/10	6/02/12	504	16,274.96	5,145.65	51,475.36	35,200.40	216.29		108.14	108.14
Credit Suisse	short	7/06/21	11/10/21	126	9.92	9.67	10.18	0.26	2.63		1.31
	short	12/12/22	26/12/22	14	3.09	2.85	3.35	0.26	8.54		4.27
	short	13/03/23	12/06/23	91	2.26	0.82	6.24	3.98	176.26		88.13	98.74
Banco Macro	long	6/09/10	20/09/10	14	4.03	4.72		0.68	16.92		8.46
	long	23/09/13	7/10/13	14	3.33	3.39		0.06	1.67		0.83
	long	28/10/13	4/11/13	7	3.76	3.62		-0.14	-3.62		-1.81
	long	18/11/13	9/12/13	21	3.61	3.39		-0.22	-6.15		-3.07
	long	26/09/16	17/10/16	21	7.38	7.92		0.54	7.31		3.65
	long	23/12/19	20/01/20	28	4.29	4.50		0.21	5.01		2.50
	long	26/12/22	13/03/23	77	2.84	3.31		0.48	16.85		8.43
	long	29/01/24	12/02/24	14	4.31	3.88		-0.43	-9.96		-4.98
	long	4/03/24	17/06/24	105	4.42	8.00		3.58	80.97		40.49	60.06
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Sberbank	long	4/09/06	5/03/07	182	12.48	21.99		9.51	76.25		38.13
	long	26/09/16	17/10/16	21	9.33	9.31		-0.02	-0.22		-0.11
	long	31/10/16	14/11/16	14	9.38	9.38		0.00	0.00		0.00
	long	28/11/16	5/12/16	7	9.90	10.41		0.51	5.19		2.59
	long	12/12/16	13/03/17	91	12.07	11.23		-0.84	-6.97		-3.49	36.61
BBVA Banco Francés	long	23/09/13	7/10/13	14	3.20	3.19		-0.01	-0.28		-0.14
	long	28/10/13	4/11/13	7	3.63	3.30		-0.33	-9.05		-4.52
	long	18/11/13	9/12/13	21	3.56	3.11		-0.45	-12.75		-6.37
	long	29/01/18	5/02/18	7	7.75	7.02		-0.74	-9.49		-4.75
	long	22/06/20	27/07/20	35	1.86	2.32		0.46	24.70		12.35
	long	24/08/20	31/08/20	7	1.79	1.81		0.03	1.63		0.82
	long	11/10/21	22/11/21	42	2.26	2.19		-0.07	-3.03		-1.52
	long	5/12/22	12/12/22	7	1.82	1.79		-0.02	-1.31		-0.66
	long	26/12/22	13/03/23	77	2.17	2.59		0.42	19.21		9.60
	long	29/01/24	12/02/24	14	2.67	2.34		-0.33	-12.50		-6.25
	long	4/03/24	17/06/24	105	2.43	4.37		1.94	79.83		39.91	35.48
Banif	short	7/10/13	28/10/13	21	0.01	0.01	0.02	0.00	23.96		11.98
	short	4/11/13	18/11/13	14	0.01	0.01	0.01	-0.00	-0.37		-0.19
	short	9/12/13	13/04/15	490	0.01	0.01	0.02	0.00	41.68		20.84	35.06
Banco Popular	long	20/04/09	2/11/09	196	47.28	45.54		-1.75	-3.69		-1.85
	short	12/11/12	7/01/13	56	6.15	4.23	8.94	2.79	45.40		22.70
	short	17/10/16	31/10/16	14	1.13	1.09	1.18	0.05	4.25		2.12
	short	14/11/16	28/11/16	14	1.09	0.91	1.29	0.21	19.00		9.50
	short	5/12/16	12/12/16	7	1.03	1.09	0.97	-0.06	-5.84		-2.92	30.75
VTB Bank	short	5/02/18	11/03/19	399	1.76	1.18	2.61	0.86	48.96		24.48	24.48
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
China Minsheng Bk	short	7/06/21	11/10/21	126	0.66	0.57	0.75	0.10	14.69		7.35
	short	22/11/21	5/12/22	378	0.57	0.48	0.67	0.11	18.47		9.23	17.26
Gentera	short	13/03/17	17/07/17	126	1.39	1.54	1.25	-0.14	-10.35		-5.17
	short	24/07/17	29/01/18	189	1.48	0.84	2.62	1.14	77.19		38.60
	short	5/02/18	11/03/19	399	0.82	0.82	0.81	-0.00	-0.44		-0.22
	short	31/08/20	23/11/20	84	0.30	0.36	0.23	-0.07	-23.14		-11.57	15.96
Bank of East Asia	short	22/11/21	5/12/22	378	1.44	1.14	1.83	0.39	26.75		13.37	13.37
Shanghai Pudong	long	20/04/09	2/11/09	196	2.11	2.66		0.54	25.77		12.88	12.88
IndusInd Bank	long	23/11/20	7/06/21	196	1.04	1.26		0.22	21.04		10.52	10.52
Bank of America	long	28/11/16	5/12/16	7	20.50	22.39		1.88	9.19		4.59
	long	12/12/16	13/03/17	91	22.92	25.49		2.57	11.21		5.61	10.46
Umweltbank	short	12/02/24	4/03/24	21	6.98	5.78	8.44	1.45	20.82		10.41	10.41
Indiabulls HF	short	9/12/19	23/12/19	14	0.36	0.41	0.31	-0.05	-12.97		-6.49
	short	20/01/20	22/06/20	154	0.41	0.30	0.56	0.15	35.45		17.72	10.09
Resona	short	2/11/09	6/09/10	308	0.12	0.10	0.14	0.02	19.32		9.66	9.66
Regional	long	3/09/12	12/11/12	70	3.38	3.75		0.38	11.18		5.59	5.59
Axis Bank	long	11/03/19	6/05/19	56	0.99	1.09		0.11	10.62		5.31	5.31
Banco BPI	long	7/01/13	18/03/13	70	1.23	1.36		0.12	9.91		4.96	4.96
FinecoBank	long	22/06/20	27/07/20	35	12.92	13.83		0.91	7.02		3.51	3.51
Intesa Sanpaolo	long	4/09/06	5/03/07	182	7.67	8.10		0.43	5.59		2.79	2.79
Cdn Imp Bk Comm	short	12/12/22	26/12/22	14	39.48	37.55	41.51	2.03	5.15		2.57	2.57
State Bank of India	long	6/09/10	20/09/10	14	0.65	0.68		0.03	4.95		2.48	2.48
ICICI Bank	long	11/11/19	9/12/19	28	0.69	0.73		0.04	6.31		3.16
	long	23/12/19	20/01/20	28	0.74	0.71		-0.04	-4.87		-2.44	0.64
Standard Chartered	long	31/10/16	14/11/16	14	8.61	8.61		0.00	0.00		0.00	0.00
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Montepio	long	17/07/17	24/07/17	7	1.10	1.10		-0.00	-0.12		-0.06	-0.06
Banco del Bajio	long	5/12/22	12/12/22	7	2.89	2.88		-0.00	-0.14		-0.07	-0.07
Bank of Bejing	short	24/07/17	29/01/18	189	1.12	1.13	1.11	-0.01	-0.75		-0.38	-0.38
UBI Banca	long	24/08/20	31/08/20	7	3.97	3.91		-0.05	-1.35		-0.68	-0.68
Triodos Groenfonds	short	15/05/06	4/09/06	112	87.16	89.86	84.47	-2.69	-3.09		-1.54	-1.54
Banca Generali	long	11/11/19	9/12/19	28	33.88	32.82		-1.06	-3.13		-1.56	-1.56
KakaoBank	short	17/06/24	12/08/24	56	0.01	0.01	0.01	-0.00	-3.85		-1.92	-1.92
Kotak Mahindra Bank	long	23/11/20	7/06/21	196	2.33	2.24		-0.09	-4.06		-2.03	-2.03
Commerzbank	long	17/07/17	24/07/17	7	12.20	11.63		-0.57	-4.64		-2.32	-2.32
Unicredit	short	9/04/12	3/09/12	147	18.29	19.26	17.33	-0.96	-5.26		-2.63	-2.63
Aozora Bank	long	6/02/12	9/04/12	63	0.25	0.24		-0.01	-4.08		-2.04
	short	6/05/19	11/11/19	189	0.25	0.26	0.24	-0.01	-3.82		-1.91	-3.91
Heartland	short	12/02/24	4/03/24	21	0.66	0.64	0.67	0.01	2.19		1.09
	short	17/06/24	12/08/24	56	0.52	0.58	0.47	-0.06	-11.06		-5.53	-4.50
Banco Popolare	short	5/12/16	12/12/16	7	2.17	2.41	1.94	-0.24	-10.88		-5.44	-5.44
U.S. Bancorp	short	13/03/23	29/01/24	322	33.27	37.09	29.45	-3.82	-11.49		-5.75	-5.75
China Everbright Bk	long	13/04/15	18/05/15	35	0.86	0.76		-0.10	-11.54		-5.77	-5.77
Swedbank	short	15/05/06	4/09/06	112	31.24	35.25	27.23	-4.01	-12.84		-6.42	-6.42
Banco Sabadell	long	11/10/21	22/11/21	42	0.76	0.66		-0.10	-13.49		-6.74	-6.74
Industrial Bank	long	13/04/15	18/05/15	35	3.25	2.65		-0.60	-18.57		-9.29
	long	11/03/19	6/05/19	56	2.88	2.91		0.03	1.05		0.53	-8.81
Banca Pop Mil	short	9/04/12	3/09/12	147	0.35	0.45	0.25	-0.10	-27.74		-13.87	-13.87
Bank of Ireland	long	6/02/12	9/04/12	63	5.25	3.78		-1.47	-28.01		-14.00	-14.00
Banco Comercial	short	17/10/16	31/10/16	14	0.22	0.23	0.21	-0.01	-3.53		-1.77
	short	14/11/16	28/11/16	14	0.23	0.23	0.22	-0.00	-0.87		-0.44
	short	13/03/17	17/07/17	126	0.17	0.27	0.07	-0.10	-56.90		-28.45
	long	29/01/18	5/02/18	7	0.38	0.35		-0.03	-9.16		-4.58	-33.23
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Multitude	short	27/07/20	24/08/20	28	3.09	5.76	0.43	-2.67	-86.22		-43.11	-43.11

Annotations

16/05/22	Cdn Imp Bk Comm	stock split 1:2 (two 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.


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