Share-o-matic - Portfolio

Mon, Aug 2nd, 2021, 2:26UTC

Assessment - Banks - 7/26/21 - RS = 13

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	4/26/21	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Banks	192.954	Fri	-0.55	193.583	-0.32	189.422	4.161	2.20	USD	15.37
		State Bank of India	431.800	Fri	-2.21	423.300	2.01	344.300	79.000	22.95	INR	52.89
		Bank of Ireland	4.488	Fri	0.61	4.380	2.47	4.554	-0.174	-3.82	EUR	52.24
	L	Banco Bilbao Viz	5.411	Fri	-0.02	5.480	-1.26	4.479	1.002	22.36	EUR	52.07
	L	Regional	122.710	Fri	2.78	117.620	4.33	101.070	16.550	16.37	MXN	49.75
		Banco del Bajio	35.640	Fri	-0.78	34.700	2.71	31.790	2.910	9.15	MXN	48.24
	L	Gentera	11.630	Fri	-3.24	12.230	-4.91	9.880	2.350	23.79	MXN	44.65
	L	Indiabulls HF	275.450	Fri	-1.89	285.150	-3.40	179.250	105.900	59.08	INR	44.36
		Societe Generale	24.725	Fri	-0.86	24.905	-0.72	22.315	2.590	11.61	EUR	43.54
		Wells Fargo	45.940	Fri	-1.20	45.010	2.07	44.140	0.870	1.97	USD	42.70
		Banco Sabadell	0.586	Fri	1.49	0.557	5.24	0.472	0.086	18.15	EUR	40.01
		American Express	170.530	Fri	-0.83	172.610	-1.21	150.340	22.270	14.81	USD	38.64
		Banco BPM	2.534	Fri	-3.72	2.648	-4.31	2.305	0.343	14.88	EUR	38.21
		ICICI Bank	682.500	Fri	-0.73	676.750	0.85	591.100	85.650	14.49	INR	35.60
	L	Nordea Bank	9.900	Fri	-0.90	9.999	-0.99	8.444	1.555	18.42	EUR	33.29
	L	Nordea Bank	100.900	Fri	-0.57	101.700	-0.79	85.450	16.250	19.02	SEK	32.68
		NatWest	202.400	Fri	-1.22	201.700	0.35	198.700	3.000	1.51	GBP	32.40
		Banco Santander	3.088	Fri	-1.61	3.189	-3.18	2.914	0.275	9.44	EUR	31.39
		Erste Group Bank	32.900	Fri	1.67	32.250	2.02	29.150	3.100	10.63	EUR	30.77
		Lloyds Bank	45.635	Fri	-1.22	46.555	-1.98	42.890	3.665	8.55	GBP	30.66
		Bank Montreal	123.530	Fri	-2.07	125.330	-1.44	116.710	8.620	7.39	CAD	28.61
		Heartland	2.050	Fri		2.040	0.49	1.810	0.230	12.71	NZD	28.10
		Axis Bank	708.900	Fri	-1.16	756.300	-6.27	700.450	55.850	7.97	INR	26.49
		Cdn Imp Bk Comm	145.070	Fri	-0.51	144.160	0.63	126.820	17.340	13.67	CAD	25.88
		Umweltbank	18.000	Fri	-1.10	18.150	-0.83	17.100	1.050	6.14	EUR	25.74
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	4/26/21	prc diff	⇓ Δ13	Curr	∅-RS
		VTB Bank	1.100	Fri	1.85	1.060	3.77	1.110	-0.050	-4.50	EUR	25.35
		Banco Santander MX	23.580	Fri	0.34	23.750	-0.72	22.720	1.030	4.53	MXN	25.16
	L	BBVA Banco Francés	188.800	Fri	-2.30	188.600	0.11	131.200	57.400	43.75	ARS	24.87
		Mediobanca	9.886	Fri	-0.44	10.025	-1.39	9.374	0.651	6.94	EUR	24.63
		IndusInd Bank	981.000	Fri	-1.11	981.300	-0.03	859.550	121.750	14.16	INR	23.97
	L	Banca Generali	35.010	Fri	-0.51	35.370	-1.02	31.000	4.370	14.10	EUR	22.51
		S.E.B	116.550	Fri	0.04	115.350	1.04	105.650	9.700	9.18	SEK	22.42
		National Bank CA	95.490	Fri	0.53	93.740	1.87	88.570	5.170	5.84	CAD	22.31
		Commonwealth Bank	99.650	Fri	0.20	99.140	0.51	89.050	10.090	11.33	AUD	22.06
		Bank of America	38.360	Fri	-0.83	38.130	0.60	39.410	-1.280	-3.25	USD	21.22
		KBC	67.900	Fri	-0.79	67.640	0.38	64.100	3.540	5.52	EUR	20.46
		U.S. Bancorp	55.540	Fri	-1.59	56.180	-1.14	57.790	-1.610	-2.79	USD	20.45
		ANZ Banking AU	27.710	Fri	-0.14	27.670	0.14	28.690	-1.020	-3.56	AUD	19.88
		JP Morgan Chase	151.780	Fri	-0.80	151.650	0.09	150.560	1.090	0.72	USD	19.84
		DBS Bank	30.410	Fri	-0.30	30.000	1.37	29.000	1.000	3.45	SGD	19.77
		BNP Paribas	51.450	Fri	-1.19	51.710	-0.50	51.910	-0.200	-0.39	EUR	19.60
		BNY Mellon	51.330	Fri	0.06	50.250	2.15	48.110	2.140	4.45	USD	18.90
		Sberbank	14.100	Fri	0.71	13.800	2.17	13.000	0.800	6.15	EUR	18.35
		Credit Agricole	11.760	Fri	-1.01	11.874	-0.96	12.420	-0.546	-4.40	EUR	18.33
		Aozora Bank	2,462.000	Fri	-0.36	2,464.000	-0.08	2,341.000	123.000	5.25	JPY	18.10
		Intesa Sanpaolo	2.332	Fri	-0.66	2.338	-0.26	2.273	0.065	2.86	EUR	17.93
		ANZ Banking NZ	29.340	Fri	-0.10	29.140	0.69	30.890	-1.750	-5.67	NZD	17.42
		Unicredit	10.108	Fri	2.80	9.818	2.95	8.263	1.555	18.82	EUR	17.13
		Royal Bank CA	126.180	Fri	-0.65	125.860	0.25	116.750	9.110	7.80	CAD	16.82
		OCBC	12.300	Fri	-0.16	11.990	2.59	12.020	-0.030	-0.25	SGD	16.79
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	4/26/21	prc diff	⇓ Δ13	Curr	∅-RS
		Westpac Banking	24.520	Fri		24.620	-0.41	25.080	-0.460	-1.83	AUD	16.73
		Banca Mediolanum	8.304	Fri	-1.10	8.424	-1.42	7.810	0.614	7.86	EUR	16.32
		UBS	14.940	Fri	-0.40	14.860	0.54	14.120	0.740	5.24	CHF	16.09
		Raiffeisen Bank Int	20.160	Fri	4.19	19.210	4.95	18.250	0.960	5.26	EUR	16.04
	L	Suncorp-Metway	11.540	Fri	-0.26	11.400	1.23	10.380	1.020	9.83	AUD	15.79
		Bank Nova Scotia	77.870	Fri	-0.99	77.970	-0.13	78.020	-0.050	-0.06	CAD	15.68
		National Australia B	25.930	Fri	0.62	25.940	-0.04	26.660	-0.720	-2.70	AUD	15.58
		Deutsche Bank	10.658	Fri	-1.48	10.658		10.082	0.576	5.71	EUR	14.72
		Banco Comercial	0.120	Fri	-2.28	0.128	-6.25	0.115	0.013	11.01	EUR	14.40
		Citigroup	67.620	Fri	-1.00	67.770	-0.22	72.200	-4.430	-6.14	USD	14.38
		IBK	10,300.000	Fri	-0.48	10,250.000	0.49	9,390.000	860.000	9.16	KRW	13.73
		Toronto-Dominion	82.950	Fri	-0.90	82.690	0.31	84.140	-1.450	-1.72	CAD	13.66
		United Overseas Bank	26.280	Fri		25.890	1.51	26.450	-0.560	-2.12	SGD	13.28
		KB Financial	51,300.000	Fri	-2.47	51,800.000	-0.97	55,000.000	-3,200.000	-5.82	KRW	13.16
		Woori Financial	10,850.000	Fri	-1.81	11,000.000	-1.36	10,600.000	400.000	3.77	KRW	12.60
		Svenska Handelsbank	97.100	Fri	-0.37	97.440	-0.35	95.020	2.420	2.55	SEK	10.88
		ABN AMRO	9.823	Fri	-1.48	9.830	-0.07	10.532	-0.702	-6.67	EUR	10.81
		Hang Seng Bank	149.100	Fri	-0.60	151.100	-1.32	150.400	0.700	0.47	HKD	9.80
		Swedbank	167.760	Fri	-0.62	165.960	1.08	153.260	12.700	8.29	SEK	9.78
		Banco Macro	245.800	Fri	-2.50	250.300	-1.80	197.000	53.300	27.06	ARS	9.48
		FinecoBank	15.115	Fri	-1.40	14.615	3.42	14.080	0.535	3.80	EUR	9.40
		HDFC	2,441.150	Fri	1.09	2,464.300	-0.94	2,509.800	-45.500	-1.81	INR	9.08
		DNB	181.050	Fri	-0.49	176.000	2.87	182.350	-6.350	-3.48	NOK	8.83
		Unipol	4.490	Fri	-0.75	4.496	-0.13	4.689	-0.193	-4.12	EUR	8.82
		HDFC Bank	1,426.450	Fri	0.58	1,434.550	-0.56	1,404.800	29.750	2.12	INR	7.43
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	4/26/21	prc diff	⇓ Δ13	Curr	∅-RS
		Danske Bank	110.000	Fri	-0.99	112.500	-2.22	118.850	-6.350	-5.34	DKK	6.63
		HSBC	43.050	Fri	0.35	42.350	1.65	45.100	-2.750	-6.10	HKD	6.31
		Commerzbank	5.440	Fri	-0.18	5.525	-1.54	5.068	0.457	9.02	EUR	6.28
		Sumitomo Mitsui Trst	3,596.000	Fri	0.11	3,512.000	2.39	3,692.000	-180.000	-4.88	JPY	5.94
		HSBC	397.450	Fri	-0.89	402.900	-1.35	422.750	-19.850	-4.70	GBP	5.21
		Kotak Mahindra Bank	1,654.800	Fri	0.80	1,740.600	-4.93	1,759.650	-19.050	-1.08	INR	5.04
		Aareal Bank	21.280	Fri	-0.09	20.520	3.70	23.940	-3.420	-14.29	EUR	4.20
		China Merchants Bank	46.500	Fri	-3.02	47.700	-2.52	52.070	-4.370	-8.39	CNY	4.02
		Shizuoka Bank	790.000	Fri	-2.83	822.000	-3.89	836.000	-14.000	-1.67	JPY	3.62
		Ferratum	5.020	Fri		5.000	0.40	5.240	-0.240	-4.58	EUR	2.17
		Bank of China (HK)	25.000	Fri		25.000		27.150	-2.150	-7.92	HKD	2.13
		Resona	411.100	Fri	-1.01	411.300	-0.05	438.700	-27.400	-6.25	JPY	1.91
		Bankinter	4.607	Fri	-0.24	4.609	-0.04	5.766	-1.157	-20.07	EUR	1.67
		Shinsei Bank	1,449.000	Fri		1,447.000	0.14	1,603.000	-156.000	-9.73	JPY	1.63
		Bank of Communicats	4.500	Fri	-0.44	4.490	0.22	5.030	-0.540	-10.74	HKD	1.60
		Chiba Bank	623.000	Fri	-2.50	633.000	-1.58	685.000	-52.000	-7.59	JPY	1.59
	S	Bank of China	2.700	Fri		2.710	-0.37	3.080	-0.370	-12.01	HKD	-0.65
	S	Standard Chartered	432.000	Fri	-1.10	433.500	-0.35	484.200	-50.700	-10.47	GBP	-2.74
	S	Fukuoka	1,845.000	Fri	-0.54	1,846.000	-0.05	1,879.000	-33.000	-1.76	JPY	-3.14
	S	BPER Banca	1.647	Fri	1.26	1.639	0.46	1.873	-0.234	-12.49	EUR	-4.16
		Postal Savings Bank	4.690	Fri	-2.49	4.850	-3.30	5.430	-0.580	-10.68	CNY	-4.56
	S	Bank of China	2.990	Fri	-0.99	3.050	-1.97	3.250	-0.200	-6.15	CNY	-5.50
	S	Industrial Bank	17.670	Fri	-1.51	18.700	-5.51	21.550	-2.850	-13.23	CNY	-6.17
	S	Bank of Comm	4.280	Fri	-0.47	4.350	-1.61	4.870	-0.520	-10.68	CNY	-7.17
	S	Agricultural Bank	2.930	Fri	-0.68	2.980	-1.68	3.240	-0.260	-8.02	CNY	-7.33
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	4/26/21	prc diff	⇓ Δ13	Curr	∅-RS
	S	Shanghai Pudong	9.030	Fri	-0.99	9.340	-3.32	10.300	-0.960	-9.32	CNY	-7.58
	S	ICBC	4.320	Fri	-0.69	4.400	-1.82	5.340	-0.940	-17.60	HKD	-8.46
	L	Yes Bank	12.750	Fri	-0.78	13.300	-4.14	14.050	-0.750	-5.34	INR	-8.51
	S	China Constr Bk HK	5.420	Fri	0.18	5.430	-0.18	6.410	-0.980	-15.29	HKD	-8.53
	S	Ind and Comm Bk	4.590	Fri	-0.65	4.670	-1.71	5.270	-0.600	-11.39	CNY	-8.82
	S	Credit Suisse	9.106	Fri	-0.04	9.424	-3.37	9.390	0.034	0.36	CHF	-9.44
	S	China Everbright Bk	3.300	Fri	-0.30	3.390	-2.65	3.850	-0.460	-11.95	CNY	-13.84
	S	China Minsheng Bk	3.980	Fri	-0.75	4.120	-3.40	4.820	-0.700	-14.52	CNY	-18.94
	S	Bank of East Asia	12.800	Fri	2.89	12.460	2.73	16.640	-4.180	-25.12	HKD	-22.90
Banks - 108 out of 108 instruments rated - 7/26/21 / 4/26/21 - 56 did rise, Market-Ratio(13) = 51.85 %

Technical Chart

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

1/02/17	scale up chart	7/26/21

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 Bank	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 Bank	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		Ferratum	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	7/30/21	53		Credit Suisse	50	81,052,524	CHF	9.920	9.106	10.807	0.887	9	1,680m	80
					China Minsheng Bk	50	171,803,644	CNY	4.680	3.980	5.503	0.823	18	1,821m	205
100							13							136
accum	5/15/06	7/30/21	5558	days out of 5691 invested (98%)								18,213,611		1,821m	122

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 Bank	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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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	16.95
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
China Minsheng Bk	short	6/07/21	7/30/21	53	4.68	3.98	5.50	0.82	17.59		8.79	8.79
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Regional	long	9/03/12	11/12/12	70	46.65	52.24		5.59	11.98		5.99	5.99
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	5.29
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
Credit Suisse	short	6/07/21	7/30/21	53	9.92	9.11	10.81	0.89	8.94		4.47	4.47
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
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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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
Ferratum	short	7/27/20	8/24/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

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)
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.


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