Share-o-matic - Assessment Banks

Assessment - Banks - 5/16/22 - RS = 13

		⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	2/14/22	prc diff	⇓ Δ13	Curr	∅-RS
	S	SOM Banks	197.059	07:00	0.03	195.956	0.56	224.160	-28.204	-12.58	USD	-4.21
		Banco del Bajio	50.120	Fri	-1.24	52.380	-4.31	50.160	2.220	4.43	MXN	31.25
	L	Aareal Bank	31.200	Fri	-0.83	31.820	-1.95	27.740	4.080	14.71	EUR	26.98
		Woori Financial	14,650.000	06:30	0.34	15,700.000	-6.69	14,700.000	1,000.000	6.80	KRW	23.85
	L	Standard Chartered	586.600	Fri	-0.68	587.600	-0.17	550.200	37.400	6.80	GBP	23.43
		Banco Macro	328.200	Fri	-0.79	339.200	-3.24	291.000	48.200	16.56	ARS	14.43
		HSBC	490.750	Fri	1.00	498.550	-1.56	558.200	-59.650	-10.69	GBP	11.42
		Bank of China (HK)	29.600	Fri	2.25	29.400	0.68	31.800	-2.400	-7.55	HKD	10.88
		Shinsei Bank	2,037.000	06:15	-0.34	2,015.000	1.09	2,228.000	-213.000	-9.56	JPY	10.33
		National Australia B	30.780	06:10	-0.93	31.320	-1.72	30.430	0.890	2.92	AUD	10.20
	L	Bankinter	5.564	Fri	-0.68	5.314	4.70	5.838	-0.524	-8.98	EUR	9.97
		Regional	123.790	Fri	2.29	125.090	-1.04	131.860	-6.770	-5.13	MXN	8.70
		Banco Sabadell	0.731	Fri	-0.57	0.706	3.63	0.905	-0.199	-22.01	EUR	8.49
		Fukuoka	2,196.000	06:15	-1.52	2,261.000	-2.87	2,400.000	-139.000	-5.79	JPY	7.84
		UBS	17.225	Fri	1.03	17.030	1.15	19.065	-2.035	-10.67	CHF	7.40
		Bank of Comm	4.940	07:00	0.20	4.970	-0.60	4.920	0.050	1.02	CNY	5.68
		Suncorp-Metway	12.150	06:10	0.83	12.030	1.00	11.730	0.300	2.56	AUD	5.36
		Resona	479.500	06:15	-0.83	488.600	-1.86	542.100	-53.500	-9.87	JPY	4.83
		Sumitomo Mitsui Trst	3,864.000	06:15	1.50	4,027.000	-4.05	4,239.000	-212.000	-5.00	JPY	4.80
		Bank of Ireland	5.864	Fri	3.75	5.468	7.24	6.574	-1.106	-16.82	EUR	4.68
		Bank of Communicats	5.230	Fri	0.38	5.150	1.55	5.520	-0.370	-6.70	HKD	4.47
		Banco BPM	2.980	Fri	-1.32	2.892	3.04	3.528	-0.636	-18.03	EUR	4.35
		Banco Comercial	0.172	Fri	-1.89	0.153	11.80	0.188	-0.034	-18.19	EUR	4.34
		IBK	11,050.000	06:30	0.45	11,150.000	-0.90	11,050.000	100.000	0.90	KRW	4.30
		Bank of China	3.060	Fri	1.32	2.990	2.34	3.180	-0.190	-5.97	HKD	4.25
		⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	2/14/22	prc diff	⇓ Δ13	Curr	∅-RS
		KB Financial	58,300.000	06:30	0.87	58,700.000	-0.68	64,600.000	-5,900.000	-9.13	KRW	4.19
		United Overseas Bank	29.420	Fri	3.19	28.490	3.26	32.700	-4.210	-12.87	SGD	3.02
	L	Bank of China	3.200	07:00	0.31	3.190	0.31	3.170	0.020	0.63	CNY	2.67
	L	Unipol	5.024	Fri	-0.08	4.907	2.38	5.042	-0.135	-2.68	EUR	2.60
		Commonwealth Bank	104.500	06:10	-0.10	103.330	1.13	100.040	3.290	3.29	AUD	2.33
	L	Westpac Banking	23.570	06:10	0.51	24.380	-3.32	23.880	0.500	2.09	AUD	2.27
		Commerzbank	7.236	Fri	0.22	6.490	11.49	8.573	-2.083	-24.30	EUR	2.06
		HSBC	48.450	Fri	1.89	47.900	1.15	59.000	-11.100	-18.81	HKD	1.57
		Svenska Handelsbank	98.120	Fri	0.22	97.960	0.16	96.860	1.100	1.14	SEK	1.33
	L	Agricultural Bank	3.010	07:00	-0.33	3.040	-0.99	3.040	0.000	0.00	CNY	1.08
		Mediobanca	9.500	Fri	-0.75	9.900	-4.04	10.165	-0.265	-2.61	EUR	1.02
		Toronto-Dominion	92.100	Fri	0.37	92.140	-0.04	106.270	-14.130	-13.30	CAD	0.69
		ICBC	4.650	Fri	1.75	4.560	1.97	4.880	-0.320	-6.56	HKD	0.40
		Heartland	2.190	05:00	0.92	2.230	-1.79	2.350	-0.120	-5.11	NZD	0.03
	S	ABN AMRO	10.295	Fri	-0.63	11.685	-11.90	12.892	-1.207	-9.36	EUR	-0.38
		Aozora Bank	2,637.000	06:15	0.61	2,580.000	2.21	2,724.000	-144.000	-5.29	JPY	-0.45
		BBVA Banco Francés	207.800	Fri	-2.28	215.300	-3.48	226.600	-11.300	-4.99	ARS	-0.52
	S	Postal Savings Bank	5.280	07:00	2.13	5.250	0.57	5.840	-0.590	-10.10	CNY	-0.83
		Kotak Mahindra Bank	1,829.150	Fri	2.57	1,812.850	0.90	1,746.850	66.000	3.78	INR	-1.01
	S	Bank Montreal	130.920	Fri	0.10	132.860	-1.46	148.730	-15.870	-10.67	CAD	-1.32
	L	Ind and Comm Bk	4.630	07:00	0.43	4.680	-1.07	4.800	-0.120	-2.50	CNY	-1.56
	S	State Bank of India	462.400	Fri	3.33	455.000	1.63	501.400	-46.400	-9.25	INR	-1.85
	S	Chiba Bank	667.000	06:15	-1.19	695.000	-4.03	792.000	-97.000	-12.25	JPY	-1.89
	S	OCBC	11.750	Fri	1.03	11.710	0.34	13.340	-1.630	-12.22	SGD	-2.03
	S	DBS Bank	31.200	Fri	1.00	31.230	-0.10	37.200	-5.970	-16.05	SGD	-2.27
		⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	2/14/22	prc diff	⇓ Δ13	Curr	∅-RS
	S	Bank Nova Scotia	80.240	Fri	-0.30	81.450	-1.49	92.520	-11.070	-11.96	CAD	-2.58
		Yes Bank	13.950	Fri	3.72	12.700	9.84	13.250	-0.550	-4.15	INR	-2.89
	S	Industrial Bank	19.690	07:00	2.13	19.340	1.81	22.250	-2.910	-13.08	CNY	-3.15
	S	NatWest	210.300	Fri	0.57	210.100	0.10	242.600	-32.500	-13.40	GBP	-3.28
		BPER Banca	1.747	Fri	-1.22	1.726	1.19	1.978	-0.252	-12.74	EUR	-3.37
	S	China Constr Bk HK	5.610	Fri	2.19	5.470	2.56	6.140	-0.670	-10.91	HKD	-3.49
	S	ANZ Banking NZ	27.730	05:00	-1.49	28.280	-1.94	30.300	-2.020	-6.67	NZD	-3.87
	S	Nordea Bank	97.980	Fri	0.05	98.530	-0.56	109.640	-11.110	-10.13	SEK	-3.89
	S	Royal Bank CA	127.250	Fri	0.21	126.890	0.28	145.000	-18.110	-12.49	CAD	-3.92
	S	ICICI Bank	709.550	Fri	2.79	683.000	3.89	753.700	-70.700	-9.38	INR	-4.71
	S	Danske Bank	107.550	Fri	1.37	107.650	-0.09	131.000	-23.350	-17.82	DKK	-4.87
		BNP Paribas	53.710	Fri	0.98	52.310	2.68	61.750	-9.440	-15.29	EUR	-4.93
	S	Nordea Bank	9.318	Fri	-0.11	9.383	-0.69	10.326	-0.943	-9.13	EUR	-6.00
	S	DNB	187.150	Fri	2.46	183.900	1.77	212.100	-28.200	-13.30	NOK	-6.12
	S	Cdn Imp Bk Comm	68.570	Fri	0.06	69.360	-1.14	80.740	-11.380	-14.09	CAD	-6.28
	S	Hang Seng Bank	137.800	Fri	1.17	138.600	-0.58	167.900	-29.300	-17.45	HKD	-6.54
		S.E.B	107.800	Fri	-0.69	109.300	-1.37	120.600	-11.300	-9.37	SEK	-6.59
	S	National Bank CA	92.040	Fri	-0.05	90.790	1.38	102.430	-11.640	-11.36	CAD	-6.74
	L	China Minsheng Bk	3.790	07:00	0.26	3.730	1.61	3.960	-0.230	-5.81	CNY	-7.02
	S	Lloyds Bank	43.600	Fri	0.39	43.665	-0.15	51.710	-8.045	-15.56	GBP	-7.51
	S	ANZ Banking AU	25.310	06:10	-0.75	25.580	-1.06	28.200	-2.620	-9.29	AUD	-7.52
	S	American Express	153.240	Fri	-0.49	156.430	-2.04	192.350	-35.920	-18.67	USD	-8.39
	S	China Everbright Bk	3.140	07:00	0.32	3.120	0.64	3.440	-0.320	-9.30	CNY	-8.92
	S	Swedbank	147.750	Fri	-0.77	151.900	-2.73	168.520	-16.620	-9.86	SEK	-8.93
	S	Banca Generali	32.450	Fri	-0.49	32.350	0.31	35.250	-2.900	-8.23	EUR	-9.15
		⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	2/14/22	prc diff	⇓ Δ13	Curr	∅-RS
	S	Shizuoka Bank	756.000	06:15	-1.43	793.000	-4.67	920.000	-127.000	-13.80	JPY	-9.16
	S	Banco Bilbao Viz	4.748	Fri	-0.40	4.848	-2.07	5.731	-0.883	-15.41	EUR	-9.27
		IndusInd Bank	896.500	Fri	3.49	885.900	1.20	941.600	-55.700	-5.92	INR	-9.79
		Shanghai Pudong	8.040	07:00	1.64	7.970	0.88	8.600	-0.630	-7.33	CNY	-9.93
	S	Unicredit	9.940	Fri	-1.58	9.668	2.81	15.026	-5.358	-35.66	EUR	-10.90
	S	Umweltbank	17.000	Fri	2.10	16.500	3.03	16.550	-0.050	-0.30	EUR	-11.04
	S	Bank of East Asia	11.440	Fri	0.88	11.280	1.42	14.200	-2.920	-20.56	HKD	-11.73
	S	Banco Santander	2.744	Fri	0.13	2.700	1.65	3.347	-0.647	-19.33	EUR	-12.94
	S	Wells Fargo	41.670	Fri	-0.79	42.210	-1.28	57.850	-15.640	-27.04	USD	-12.95
	S	HDFC Bank	1,320.950	Fri	2.63	1,305.100	1.21	1,473.700	-168.600	-11.44	INR	-12.98
	S	Societe Generale	24.495	Fri	0.08	23.210	5.54	33.795	-10.585	-31.32	EUR	-12.99
	S	Banca Mediolanum	7.042	Fri	-0.96	7.138	-1.34	8.268	-1.130	-13.67	EUR	-13.39
	S	Credit Agricole	10.394	Fri	0.21	10.254	1.37	13.560	-3.306	-24.38	EUR	-13.97
	S	Axis Bank	673.100	Fri	3.52	638.950	5.34	773.350	-134.400	-17.38	INR	-14.01
	S	Intesa Sanpaolo	1.983	Fri	-0.25	1.954	1.46	2.768	-0.813	-29.38	EUR	-15.07
	S	HDFC	2,201.600	Fri	3.06	2,172.100	1.36	2,296.800	-124.700	-5.43	INR	-15.18
	S	U.S. Bancorp	49.210	Fri	-0.06	48.270	1.95	57.870	-9.600	-16.59	USD	-15.42
	S	FinecoBank	12.580	Fri	-1.72	12.395	1.49	15.490	-3.095	-19.98	EUR	-16.84
	S	Deutsche Bank	9.362	Fri	0.75	9.219	1.55	13.896	-4.677	-33.66	EUR	-16.94
	S	Bank of America	33.860	Fri	-1.71	34.810	-2.73	47.420	-12.610	-26.59	USD	-18.06
	S	BNY Mellon	43.770	Fri	1.04	43.240	1.23	61.480	-18.240	-29.67	USD	-18.92
		VTB Bank	0.825	2/25	-5.17	0.825		0.925	-0.100	-10.81	EUR	-19.89
	S	Erste Group Bank	29.580	Fri	-1.43	27.700	6.79	41.840	-14.140	-33.80	EUR	-20.96
	S	KBC	56.540	Fri	0.50	54.900	2.99	76.840	-21.940	-28.55	EUR	-21.98
	S	JP Morgan Chase	117.340	Fri	-0.82	118.260	-0.78	152.490	-34.230	-22.45	USD	-22.27
		⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	2/14/22	prc diff	⇓ Δ13	Curr	∅-RS
	S	Credit Suisse	6.582	Fri	0.83	6.520	0.95	8.312	-1.792	-21.56	CHF	-24.90
	S	China Merchants Bank	39.490	07:00	-1.18	36.890	7.05	51.200	-14.310	-27.95	CNY	-25.63
	S	Citigroup	49.750	Fri	-0.06	47.460	4.83	66.460	-19.000	-28.59	USD	-26.52
	S	Raiffeisen Bank Int	11.880	Fri	-0.75	12.080	-1.66	26.020	-13.940	-53.57	EUR	-36.29
	S	Indiabulls HF	120.350	Fri	3.48	118.850	1.26	183.050	-64.200	-35.07	INR	-43.18
		Sberbank	3.800	2/25	11.76	3.800		12.050	-8.250	-68.46	EUR	-57.79
Banks - 105 out of 105 instruments rated - 5/16/22 / 2/14/22 - 14 did rise, Market-Ratio(13) = 13.33 %

Technical Chart

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

1/01/18	scale up chart	5/16/22

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		Multitude	50	598,637,439	EUR	2.860	5.360	0.360	-2.500	-87	1,928m	-100
					Yes Bank	50	1391,953,722	INR	1.230	1.480	0.980	-0.250	-20	1,580m	-95
100							-54							-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	5,465,827	ARS	144.500	149.050		4.550	3	1,604m	404
					UBI Banca	50	213,925,277	EUR	3.692	3.630		-0.062	-2	1,591m	-59
100							1							46
short	8/31/20	11/23/20	84		Gentera	50	110,809,907	MXN	7.180	8.020	6.340	-0.840	-12	1,498m	-42
					Yes Bank	50	554,435,637	INR	1.435	1.455	1.415	-0.020	-1	1,487m	-6
100							-7							-25
long	11/23/20	6/07/21	196		IndusInd Bank	50	8,749,992	INR	84.975	102.520		17.545	21	1,641m	42
					Kotak Mahindra Bank	50	3,917,752	INR	189.785	181.490		-8.295	-4	1,608m	-8
100							8							16
short	6/07/21	10/11/21	126		Credit Suisse	50	81,052,524	CHF	9.920	9.666	10.181	0.261	3	1,629m	8
					China Minsheng Bk	50	171,803,644	CNY	4.680	3.980	5.503	0.823	18	1,771m	60
100							10							32
long	10/11/21	11/22/21	42		BBVA Banco Francés	50	3,673,493	ARS	241.000	236.100		-4.900	-2	1,753m	-16
					Banco Sabadell	50	1252,564,025	EUR	0.707	0.626		-0.081	-11	1,651m	-65
100							-7							-46
short	11/22/21	5/20/22	179		Bank of East Asia	50	68,456,312	HKD	12.060	11.440	12.714	0.654	5	1,696m	11
		5/23/22	182		China Minsheng Bk	50	211,687,985	CNY	3.900	3.790	4.013	0.113	3	1,720m	6
100							4							9
accum	5/15/06	5/23/22	5852	days out of 5985 invested (98%)								17,198,624		1,720m	112

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
China Minsheng Bk	short	6/07/21	10/11/21	126	4.68	3.98	5.50	0.82	17.59		8.79
	short	11/22/21	5/23/22	182	3.90	3.79	4.01	0.11	2.90		1.45	10.37
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
IndusInd Bank	long	11/23/20	6/07/21	196	84.98	102.52		17.55	20.65		10.32	10.32
Regional	long	9/03/12	11/12/12	70	46.65	52.24		5.59	11.98		5.99	5.99
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
BBVA Banco Francés	long	9/23/13	10/07/13	14	19.75	20.55		0.80	4.05		2.03
	long	10/28/13	11/04/13	7	23.85	21.55		-2.30	-9.64		-4.82
	long	11/18/13	12/09/13	21	23.40	21.80		-1.60	-6.84		-3.42
	long	1/29/18	2/05/18	7	162.00	146.25		-15.75	-9.72		-4.86
	long	6/22/20	7/27/20	35	137.55	182.05		44.50	32.35		16.18
	long	8/24/20	8/31/20	7	144.50	149.05		4.55	3.15		1.57
	long	10/11/21	11/22/21	42	241.00	236.10		-4.90	-2.03		-1.02	4.22
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 East Asia	short	11/22/21	5/20/22	179	12.06	11.44	12.71	0.65	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
Credit Suisse	short	6/07/21	10/11/21	126	9.92	9.67	10.18	0.26	2.63		1.31	1.31
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Aozora Bank	long	2/06/12	4/09/12	63	20.90	21.40		0.50	2.39		1.20
	short	5/06/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61		-2.31	-1.14
Banca Generali	long	11/11/19	12/09/19	28	30.90	30.02		-0.88	-2.85		-1.42	-1.42
Kotak Mahindra Bank	long	11/23/20	6/07/21	196	189.79	181.49		-8.29	-4.37		-2.19	-2.19
Commerzbank	long	7/17/17	7/24/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
Unicredit	short	4/09/12	9/03/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
China Everbright Bk	long	4/13/15	5/18/15	35	5.44	5.07		-0.37	-6.80		-3.40	-3.40
Swedbank	short	5/15/06	9/04/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
Banco Popolare	short	12/05/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Banco Sabadell	long	10/11/21	11/22/21	42	0.71	0.63		-0.08	-11.46		-5.73	-5.73
Industrial Bank	long	4/13/15	5/18/15	35	20.69	17.75		-2.94	-14.21		-7.10
	long	3/11/19	5/06/19	56	19.30	19.34		0.04	0.21		0.10	-7.01
Bank of Ireland	long	2/06/12	4/09/12	63	4.35	3.15		-1.20	-27.59		-13.79	-13.79
Banca Pop Mil	short	4/09/12	9/03/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
Banco Comercial	short	10/17/16	10/31/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	11/14/16	11/28/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	3/13/17	7/17/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25
	long	1/29/18	2/05/18	7	0.33	0.30		-0.03	-9.35		-4.67	-31.77
Multitude	short	7/27/20	8/24/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two for one)
9/21/17	Yes Bank	stock split 1:5 (five for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
1/13/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
5/19/15	Svenska Handelsbank	ex Split 1:3 (three for one)
3/11/15	Banks	first full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing, but there is a well performing [Alternating] technique.


	is taking down something concerning