Share-o-matic - Assessment Banks

Assessment - Banks - 10/21/19 - RS = 13

		⇓instrument	freshest		⇓ Δday	10/21/19	Δwk	7/22/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
		SOM Banks	181.643	15:35	0.15	181.380	0.14	180.677	0.703	0.39	USD	0.87
		Woori Financial	12,600.000	06:30	3.70	12,150.000	3.70	13,800.000	-1,650.000	-11.96	KRW	-13.26
		ICICI Bank	451.150	09:59	3.05	437.800	3.05	411.500	26.300	6.39	INR	13.74
	L	KB Financial	44,100.000	06:30	2.20	43,150.000	2.20	45,450.000	-2,300.000	-5.06	KRW	-3.70
	L	Swedbank	147.200	15:29	2.08	144.200	2.08	134.600	9.600	7.13	SEK	-9.84
	L	VTB Bank	1.228	07:23	1.74	1.207	1.74	1.223	-0.016	-1.31	EUR	11.15
	L	Svenska Handelsbank	95.560	15:29	1.44	94.200	1.44	90.700	3.500	3.86	SEK	-2.58
	L	Jyske Bank	242.300	14:59	1.42	238.900	1.42	220.000	18.900	8.59	DKK	-1.04
	L	Gentera	17.370	14:14	1.28	17.150	1.28	15.890	1.260	7.93	MXN	8.15
	L	BPER Banca	4.069	12:33	1.27	4.018	1.27	3.760	0.258	6.86	EUR	14.22
		IBK	12,850.000	06:30	1.18	12,700.000	1.18	13,750.000	-1,050.000	-7.64	KRW	-8.32
	L	S.E.B	95.880	15:29	1.16	94.780	1.16	92.880	1.900	2.05	SEK	5.22
		Standard Chartered	672.400	08:24	1.11	665.000	1.11	703.600	-38.600	-5.49	GBP	4.30
		HDFC	2,114.900	10:00	0.98	2,094.450	0.98	2,186.900	-92.450	-4.23	INR	4.77
		Suncorp-Metway	13.530	05:11	0.89	13.410	0.89	13.180	0.230	1.75	AUD	0.21
	L	Nordea Bank	71.880	15:29	0.86	71.270	0.86	63.330	7.940	12.54	SEK	-2.89
		HDFC Bank	1,239.300	10:00	0.84	1,229.000	0.84	1,148.620	80.380	7.00	INR	11.13
	L	Kotak Mahindra Bank	1,628.850	09:59	0.84	1,615.250	0.84	1,454.300	160.950	11.07	INR	19.81
		Yes Bank	51.800	10:00	0.78	51.400	0.78	91.150	-39.750	-43.61	INR	-57.11
	S	Bank of East Asia	18.860	08:09	0.75	18.720	0.75	22.300	-3.580	-16.05	HKD	-21.10
		Bank of China (HK)	27.250	08:09	0.74	27.050	0.74	30.950	-3.900	-12.60	HKD	-10.64
	S	Hang Seng Bank	165.200	08:09	0.73	164.000	0.73	194.100	-30.100	-15.51	HKD	-11.13
	L	Intesa Sanpaolo	2.269	12:34	0.69	2.253	0.69	2.012	0.242	12.01	EUR	10.64
	L	ANZ Banking NZ	29.780	03:44	0.61	29.600	0.61	28.320	1.280	4.52	NZD	5.08
	L	Heartland	1.650	03:14	0.61	1.640	0.61	1.720	-0.080	-4.65	NZD	6.97
		⇓instrument	freshest		⇓ Δday	10/21/19	Δwk	7/22/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
	S	Banco Macro	191.900	14:10	0.58	190.800	0.58	270.450	-79.650	-29.45	ARS	-2.71
	L	Banca Generali	28.780	12:34	0.56	28.620	0.56	26.500	2.120	8.00	EUR	26.84
		Bank of Communicats	5.350	08:09	0.56	5.320	0.56	5.850	-0.530	-9.06	HKD	-11.29
		ICBC	5.460	08:09	0.55	5.430	0.55	5.500	-0.070	-1.27	HKD	-2.41
	S	DBS Bank	24.910	09:06	0.52	24.780	0.52	26.560	-1.780	-6.70	SGD	-0.90
	L	National Australia B	29.010	05:11	0.52	28.860	0.52	27.560	1.300	4.72	AUD	11.90
	L	Regional	97.970	14:14	0.50	97.480	0.50	92.770	4.710	5.08	MXN	1.76
		China Constr Bk HK	6.300	08:09	0.48	6.270	0.48	6.160	0.110	1.79	HKD	-2.61
		Axis Bank	712.750	09:59	0.45	709.550	0.45	727.450	-17.900	-2.46	INR	2.73
	L	ANZ Banking AU	27.830	05:10	0.43	27.710	0.43	27.370	0.340	1.24	AUD	3.82
		Bank Montreal	97.840	14:17	0.43	97.420	0.43	98.690	-1.270	-1.29	CAD	-0.60
		Toronto-Dominion	74.650	14:18	0.43	74.330	0.43	76.870	-2.540	-3.30	CAD	0.71
		HSBC	61.400	08:09	0.41	61.150	0.41	64.450	-3.300	-5.12	HKD	-4.19
	L	U.S. Bancorp	56.405	14:28	0.38	56.190	0.38	55.330	0.860	1.55	USD	8.67
	S	OCBC	10.710	09:04	0.37	10.670	0.37	11.640	-0.970	-8.33	SGD	-4.70
		Sberbank	13.390	08:10	0.37	13.340	0.37	13.300	0.040	0.30	EUR	12.98
		Erste Group Bank	31.480	14:22	0.35	31.370	0.35	33.210	-1.840	-5.54	EUR	-2.93
		Ind and Comm Bk	5.810	07:00	0.35	5.790	0.35	5.640	0.150	2.66	CNY	3.91
	L	BNY Mellon	45.815	14:26	0.32	45.670	0.32	45.820	-0.150	-0.33	USD	-3.47
		State Bank of India	270.500	10:00	0.32	269.650	0.32	350.850	-81.200	-23.14	INR	-9.35
		Bank of China	3.190	08:09	0.31	3.180	0.31	3.260	-0.080	-2.45	HKD	-5.46
	L	Westpac Banking	28.980	05:11	0.31	28.890	0.31	27.840	1.050	3.77	AUD	6.96
		Banco Santander MX	26.720	14:14	0.30	26.640	0.30	28.140	-1.500	-5.33	MXN	-1.55
		Agricultural Bank	3.610	07:00	0.28	3.600	0.28	3.570	0.030	0.84	CNY	-1.06
	L	Wells Fargo	50.600	14:28	0.28	50.460	0.28	46.480	3.980	8.56	USD	4.53
		⇓instrument	freshest		⇓ Δday	10/21/19	Δwk	7/22/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	Royal Bank CA	107.980	14:19	0.26	107.700	0.26	104.720	2.980	2.85	CAD	6.52
	L	National Bank CA	67.620	14:18	0.25	67.450	0.25	63.310	4.140	6.54	CAD	9.29
	L	Aareal Bank	30.170	15:35	0.23	30.100	0.23	23.320	6.780	29.07	EUR	9.95
		HSBC	605.800	08:23	0.18	604.700	0.18	662.600	-57.900	-8.74	GBP	-5.46
	L	UBI Banca	2.917	12:34	0.17	2.912	0.17	2.515	0.397	15.79	EUR	16.89
		China Minsheng Bk	6.160	07:00	0.16	6.150	0.16	5.970	0.180	3.02	CNY	0.31
	L	Shanghai Pudong	12.930	07:00	0.15	12.910	0.15	11.480	1.430	12.46	CNY	14.97
	L	Raiffeisen Bank Int	21.830	14:22	0.14	21.800	0.14	21.580	0.220	1.02	EUR	-1.58
	L	Cdn Imp Bk Comm	111.330	14:18	0.12	111.200	0.12	102.770	8.430	8.20	CAD	3.12
	L	Citigroup	71.885	14:27	0.10	71.810	0.10	71.110	0.700	0.98	USD	11.20
	L	Mediobanca	10.600	12:34	0.09	10.590	0.09	9.244	1.346	14.56	EUR	23.86
	L	Bank of America	31.040	14:27	0.06	31.020	0.06	29.570	1.450	4.90	USD	10.40
	L	Aozora Bank	2,679.000	Mon	0.90	2,679.000		2,566.000	113.000	4.40	JPY	-8.40
		Bank of China	3.690	07:00		3.690		3.670	0.020	0.54	CNY	-0.06
	L	Chiba Bank	571.000	Mon	1.96	571.000		546.000	25.000	4.58	JPY	-4.29
	L	Danske Bank	98.600	14:59		98.600		101.650	-3.050	-3.00	DKK	-13.90
	S	Ferratum	8.700	15:35		8.700		10.720	-2.020	-18.84	EUR	-12.64
	L	Fukuoka	2,029.000	Mon	0.55	2,029.000		1,985.000	44.000	2.22	JPY	-9.06
	L	Resona	458.700	Mon	0.66	458.700		449.900	8.800	1.96	JPY	-6.18
		Shinsei Bank	1,656.000	Mon	1.28	1,656.000		1,670.000	-14.000	-0.84	JPY	7.09
	L	Shizuoka Bank	815.000	Mon	1.12	815.000		802.000	13.000	1.62	JPY	-3.88
	L	Sumitomo Mitsui Trst	3,870.000	Mon	0.70	3,870.000		3,880.000	-10.000	-0.26	JPY	-3.40
	L	UBS	11.445	15:30		11.445		11.810	-0.365	-3.09	CHF	-5.71
		Umweltbank	10.150	08:41		10.150		10.100	0.050	0.50	EUR	8.10
	L	BNP Paribas	47.800	12:22	-0.02	47.810	-0.02	41.995	5.815	13.85	EUR	10.79
		⇓instrument	freshest		⇓ Δday	10/21/19	Δwk	7/22/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	Bank Nova Scotia	75.270	14:17	-0.03	75.290	-0.03	69.360	5.930	8.55	CAD	5.26
	L	Credit Suisse	12.415	15:30	-0.04	12.420	-0.04	12.120	0.300	2.48	CHF	3.81
		Triodos Groenfonds	59.130	08:00	-0.08	59.180	-0.08	59.090	0.090	0.15	EUR	1.37
		IndusInd Bank	1,341.000	09:59	-0.12	1,342.650	-0.12	1,418.400	-75.750	-5.34	INR	-10.21
		American Express	118.890	14:27	-0.13	119.050	-0.13	126.000	-6.950	-5.52	USD	6.38
	L	Unicredit	11.724	12:34	-0.15	11.742	-0.15	11.188	0.554	4.95	EUR	7.69
		Commonwealth Bank	79.660	05:10	-0.16	79.790	-0.16	81.850	-2.060	-2.52	AUD	6.67
		Bank of Comm	5.680	07:00	-0.18	5.690	-0.18	5.770	-0.080	-1.39	CNY	-4.18
	L	Credit Agricole	11.765	12:23	-0.21	11.790	-0.21	10.810	0.980	9.07	EUR	9.85
		Banco Santander	3.957	08:07	-0.23	3.966	-0.23	3.989	-0.023	-0.58	EUR	-1.72
	L	JP Morgan Chase	123.270	14:28	-0.23	123.550	-0.23	114.270	9.280	8.12	USD	14.19
		United Overseas Bank	25.890	09:04	0.27	25.950	-0.23	26.800	-0.850	-3.17	SGD	1.95
		China Merchants Bank	36.130	07:00	-0.25	36.220	-0.25	36.370	-0.150	-0.41	CNY	13.09
		ABN AMRO	16.715	08:04	-0.27	16.760	-0.27	18.755	-1.995	-10.64	EUR	-14.59
		Bank of Bejing	5.560	07:00	-0.36	5.580	-0.36	5.580	0.000	0.00	CNY	-4.88
	L	Nordea Bank	6.606	08:29	-0.36	6.630	-0.36	6.002	0.628	10.46	EUR	-4.85
		Industrial Bank	18.930	07:00	-0.37	19.000	-0.37	18.370	0.630	3.43	CNY	9.34
	L	Unipol	4.978	12:31	-0.40	4.998	-0.40	4.719	0.279	5.91	EUR	20.36
		Bank of Shanghai	9.610	07:00	-0.41	9.650	-0.41	8.850	0.800	9.04	CNY	-11.34
	L	KBC	63.000	08:03	-0.41	63.260	-0.41	57.980	5.280	9.11	EUR	5.70
	L	China Everbright Bk	4.460	07:00	-0.45	4.480	-0.45	3.790	0.690	18.21	CNY	12.99
	L	Bankinter	6.428	08:06	-0.50	6.460	-0.50	6.118	0.342	5.59	EUR	-1.72
	L	Banco BPM	2.143	12:32	-0.51	2.154	-0.51	1.751	0.403	23.02	EUR	16.01
	L	Banco Bilbao Viz	4.863	08:06	-0.60	4.892	-0.60	4.745	0.148	3.11	EUR	-0.84
	L	RBS	241.100	08:24	-0.62	242.600	-0.62	228.500	14.100	6.17	GBP	8.18
		⇓instrument	freshest		⇓ Δday	10/21/19	Δwk	7/22/19	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	DNB	161.400	14:25	-0.68	162.500	-0.68	157.350	5.150	3.27	NOK	4.93
	L	Societe Generale	26.360	12:24	-0.70	26.545	-0.70	22.330	4.215	18.88	EUR	2.31
	L	Bankia	1.857	08:05	-0.75	1.871	-0.75	1.906	-0.035	-1.84	EUR	-16.05
		Commerzbank	5.541	15:35	-0.79	5.585	-0.79	6.200	-0.615	-9.92	EUR	-14.21
	L	Banco Sabadell	1.052	08:06	-0.80	1.061	-0.80	0.860	0.201	23.31	EUR	10.98
	S	BBVA Banco Francés	101.500	14:11	-0.88	102.400	-0.88	142.050	-39.650	-27.91	ARS	-21.71
	L	Lloyds Bank	60.800	08:24	-1.04	61.440	-1.04	56.720	4.720	8.32	GBP	8.29
	L	FinecoBank	10.205	12:34	-1.11	10.320	-1.11	9.726	0.594	6.11	EUR	4.95
	S	Banco Comercial	0.199	08:06	-1.44	0.202	-1.44	0.269	-0.067	-24.91	EUR	-13.76
	L	Deutsche Bank	7.189	15:35	-1.53	7.301	-1.53	6.925	0.376	5.43	EUR	0.38
	L	Bank of Ireland	4.256	14:23	-4.40	4.452	-4.40	4.286	0.166	3.87	EUR	-7.42
	S	Indiabulls HF	218.000	10:00	-5.71	231.200	-5.71	655.900	-424.700	-64.75	INR	-61.16
Banks - 111 out of 111 instruments rated - 10/21/19 / 7/22/19 - 66 did rise, Market-Ratio(13) = 59.46 %

Technical Chart

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

1/05/15	scale up chart	10/21/19

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	1	EUR	38,964.000	11,800.000	128,660.449	89,696.449	230	202,831	138
					National Bank Greece	50	6	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	343,554	116
100							204							124
long	2/06/12	4/09/12	63		Bank of Ireland	50	39,488	EUR	4.350	3.150		-1.200	-28	296,169	-85
					Aozora Bank	50	8,219	JPY	20.900	21.400		0.500	2	300,278	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	514,174	EUR	0.292	0.373	0.211	-0.081	-28	258,630	-55
					Unicredit	50	9,855	EUR	15.234	16.036	14.432	-0.802	-5	250,726	-13
100							-17							-36
long	9/03/12	11/12/12	70		Regional	50	2,687	MXN	46.650	52.240		5.590	12	265,747	80
					Alpha Bank	50	1,871	EUR	67.000	78.000		11.000	16	286,328	121
100							14							100
short	11/12/12	1/07/13	56		Banco Popular	50	28,071	EUR	5.100	3.500	7.431	2.331	46	351,772	1,063
					Bankia	50	2,869	EUR	49.888	25.796	96.481	46.593	93	485,447	7,262
100							70							3,023
long	1/07/13	3/18/13	70		Banco BPI	50	237,730	EUR	1.021	1.105		0.084	8	505,416	51
					Shinsei Bank	50	13,484	JPY	18.000	22.800		4.800	27	570,139	243
100							17							131
short	3/18/13	9/23/13	189		Bankia	50	21,814	EUR	13.068	3.252	52.513	39.445	302	1,430,595	1,367
					Eurobank Ergasias	50	1,055	EUR	270.000	61.000	1,195.082	925.082	343	2,406,556	1,669
100							322							1,515
long	9/23/13	10/07/13	14		Banco Macro	50	58,553	ARS	20.550	21.800		1.250	6	2,479,747	366
					BBVA Banco Francés	50	60,926	ARS	19.750	20.550		0.800	4	2,528,488	182
100							5							263
short	10/07/13	10/28/13	21		Banif	50	126,424,403	EUR	0.010	0.008	0.013	0.003	25	2,844,549	4,735
					Eurobank Ergasias	50	24,312	EUR	52.000	69.000	35.000	-17.000	-33	2,431,245	-100
100							-4							-49
long	10/28/13	11/04/13	7		Banco Macro	50	49,215	ARS	24.700	23.650		-1.050	-4	2,379,569	-90
					BBVA Banco Francés	50	50,970	ARS	23.850	21.550		-2.300	-10	2,262,338	-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	141,396,145	EUR	0.008	0.008	0.008	0.000	0	2,262,338	0
					Eurobank Ergasias	50	17,402	EUR	65.000	58.000	72.845	7.845	12	2,398,854	1,851
100							6							361
long	11/18/13	12/09/13	21		Banco Macro	50	50,502	ARS	23.750	23.800		0.050	0	2,401,379	4
					BBVA Banco Francés	50	51,257	ARS	23.400	21.800		-1.600	-7	2,319,367	-71
100							-3							-44
short	12/09/13	4/13/15	490		Banif	50	128,853,746	EUR	0.009	0.008	0.011	0.002	20	2,551,304	15
					Eurobank Ergasias	50	21,085	EUR	55.000	11.100	272.523	217.523	395	7,137,766	229
100							208							131
long	4/13/15	5/18/15	35		Industrial Bank	50	172,493	CNY	20.690	17.750		-2.940	-14	6,630,637	-80
					China Everbright Bk	50	656,045	CNY	5.440	5.070		-0.370	-7	6,387,900	-52
100							-11							-69
short	5/18/15	9/26/16	497		Alpha Bank	50	210,128	EUR	15.200	1.530	151.007	135.807	893	34,924,648	440
					Piraeus Bank	50	3,722	EUR	858.000	2.700	272,653.333	271,795.333	31,678	1,047m	6,780
100							16,284							4,130
long	9/26/16	10/17/16	21		Banco Macro	50	4,536,397	ARS	115.350	121.300		5.950	5	1,074m	140
					Sberbank	50	61,187,264	EUR	8.552	8.554		0.002	0	1,074m	0
100							3							56
short	10/17/16	10/31/16	14		Banco Comercial	50	2665,493,583	EUR	0.201	0.209	0.194	-0.007	-4	1,054m	-62
					Banco Popular	50	516,183,084	EUR	1.040	0.999	1.083	0.043	4	1,076m	185
100							0							6
long	10/31/16	11/14/16	14		Standard Chartered	50	75,570,809	GBP	7.119	7.119		0.000	0	1,076m	0
					Sberbank	50	62,317,686	EUR	8.633	8.633		0.000	0	1,076m	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	2576,573,708	EUR	0.209	0.214	0.204	-0.005	-2	1,064m	-45
					Banco Popular	50	538,527,117	EUR	0.999	0.851	1.173	0.174	17	1,157m	6,433
100							8							570
long	11/28/16	12/05/16	7		Bank of America	50	28,465,554	USD	20.330	22.160		1.830	9	1,210m	8,850
					Sberbank	50	62,684,654	EUR	9.232	9.615		0.383	4	1,234m	733
100							7							2,667
short	12/05/16	12/12/16	7		Banco Popolare	50	307,455,042	EUR	2.006	2.234	1.778	-0.228	-11	1,163m	-100
					Banco Popular	50	647,171,895	EUR	0.953	1.013	0.893	-0.060	-6	1,125m	-97
100							-9							-99
long	12/12/16	3/13/17	91		Bank of America	50	24,869,074	USD	22.610	25.300		2.690	12	1,191m	57
					Sberbank	50	50,226,869	EUR	11.195	10.460		-0.735	-7	1,155m	-24
100							3							11
short	3/13/17	7/17/17	126		Gentera	50	21,309,719	MXN	27.090	28.070	26.110	-0.980	-4	1,134m	-10
					Banco Comercial	50	3608,002,125	EUR	0.160	0.244	0.076	-0.084	-53	831m	-88
100							-28							-61
long	7/17/17	7/24/17	7		Commerzbank	50	37,600,947	EUR	11.045	10.555		-0.490	-4	812m	-91
					Montepio	50	415,718,183	EUR	0.999	1.000		0.001	0	813m	5
100							-2							-68
short	7/24/17	1/29/18	189		Gentera	50	14,683,703	MXN	27.670	16.600	46.122	18.452	67	1,084m	168
					Bank of Bejing	50	50,978,433	CNY	7.970	7.610	8.347	0.377	5	1,103m	9
100							36							80
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	3,403,585	ARS	162.000	146.250		-15.750	-10	1,049m	-100
					Banco Comercial	50	1673,386,654	EUR	0.330	0.299		-0.031	-9	998m	-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	30,695,843	MXN	16.250	15.850	16.660	0.410	3	1,010m	2
					VTB Bank	50	330,336,060	EUR	1.510	1.040	2.192	0.682	45	1,236m	41
100							24							22
long	3/11/19	5/06/19	56		Industrial Bank	50	32,010,999	CNY	19.300	19.340		0.040	0	1,237m	1
					Axis Bank	50	8,795,733	INR	70.240	74.745		4.505	6	1,277m	50
100							3							24
short	5/06/19	10/21/19	168		Aozora Bank	50	23,560,904	JPY	27.090	26.790	27.393	0.303	1	1,284m	2
		10/22/19	169		Yes Bank	50	38,391,874	INR	16.625	5.180	53.357	36.732	221	2,694m	1,141
100							111							402
accum	5/15/06	10/22/19	4908	days out of 5041 invested (97%)								26,938,900		2,694m	153

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	38,964.00	11,800.00	128,660.45	89,696.45	230.20	50	115.10
	short	5/18/15	9/26/16	497	858.00	2.70	272,653.33	271,795.33	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	10/22/19	169	16.63	5.18	53.36	36.73	220.95		110.47	110.47
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
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	32.58
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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	13.19
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
Regional	long	9/03/12	11/12/12	70	46.65	52.24		5.59	11.98		5.99	5.99
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
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
Aozora Bank	long	2/06/12	4/09/12	63	20.90	21.40		0.50	2.39		1.20
	short	5/06/19	10/21/19	168	27.09	26.79	27.39	0.30	1.12		0.56	1.76
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
Commerzbank	long	7/17/17	7/24/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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	-10.77
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

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
9/21/17	Yes Bank	stock split 1:5 (five for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
6/05/17	Bankia	reverse split 4:1 (one for four)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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
7/17/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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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