Share-o-matic - Portfolio

Thu, Dec 9th, 2021, 7:06UTC

Assessment - Banks in Pound sterling - 12/06/21 - RS = 13

		⇓instrument	freshest		⇓ Δday	12/06/21	Δwk	9/06/21	prc diff	⇓ Δ13	⇓∅-RS
		SOM Banks	155.345	06:15	-0.02	154.243	0.71	145.766	8.477	5.82	10.88
		ICICI Bank	7.533	Wed	2.55	7.095	6.18	7.130	-0.036	-0.50	13.65
		State Bank of India	4.915	Wed	3.12	4.652	5.64	4.262	0.390	9.16	23.14
		Yes Bank	0.132	Wed	1.15	0.126	5.16	0.109	0.017	15.83	-8.46
		American Express	127.325	Wed	1.19	121.107	5.13	115.111	5.996	5.21	10.80
	S	Axis Bank	6.970	Wed	1.47	6.630	5.13	7.918	-1.288	-16.26	-6.50
	S	Industrial Bank	2.300	Wed	1.20	2.190	5.02	2.167	0.023	1.07	-6.21
		Banco del Bajio	1.364	Wed	1.13	1.307	4.38	1.422	-0.115	-8.11	15.88
	S	ANZ Banking NZ	14.813	04:00	0.41	14.213	4.22	15.015	-0.803	-5.34	-4.24
		Banco Bilbao Viz	4.426	Wed	1.36	4.254	4.04	4.773	-0.520	-10.88	0.18
		HDFC Bank	15.536	Wed	1.84	15.036	3.32	15.481	-0.445	-2.87	1.92
	S	IndusInd Bank	9.452	Wed	2.01	9.155	3.24	9.808	-0.653	-6.65	-6.16
	S	Shizuoka Bank	5.553	Wed	-0.24	5.387	3.08	5.869	-0.482	-8.22	-5.15
		HDFC	28.526	Wed	1.26	27.684	3.04	27.342	0.343	1.25	7.93
		Indiabulls HF	2.508	Wed	1.60	2.437	2.91	2.285	0.152	6.66	11.60
		Sumitomo Mitsui Trst	25.772	Wed	1.17	25.068	2.81	24.562	0.506	2.06	3.57
		Nordea Bank	9.052	Wed	-0.56	8.821	2.62	9.053	-0.232	-2.56	16.31
		Resona	2.923	Wed	0.25	2.855	2.40	2.871	-0.016	-0.55	-0.32
		Banca Generali	33.165	Wed	-0.13	32.391	2.39	32.429	-0.038	-0.12	14.05
		Lloyds Bank	47.365	Wed	-0.25	46.275	2.36	43.775	2.500	5.71	7.36
		National Australia B	15.249	05:10	0.21	14.903	2.32	15.520	-0.617	-3.97	3.50
		NatWest	221.600	Wed	-0.23	216.600	2.31	215.200	1.400	0.65	11.07
	S	ANZ Banking AU	14.675	05:10	-0.18	14.372	2.11	15.117	-0.745	-4.93	-3.20
		Deutsche Bank	9.704	Wed	0.19	9.505	2.09	9.233	0.272	2.94	5.38
		Erste Group Bank	33.854	Wed	-0.25	33.190	2.00	29.881	3.310	11.08	23.39
		⇓instrument	freshest		⇓ Δday	12/06/21	Δwk	9/06/21	prc diff	⇓ Δ13	⇓∅-RS
		Societe Generale	24.833	Wed	0.76	24.374	1.88	22.880	1.494	6.53	23.00
		Kotak Mahindra Bank	19.202	Wed	-0.86	18.850	1.87	17.546	1.304	7.43	3.43
		Bank of Ireland	4.279	Wed	0.28	4.200	1.86	4.530	-0.329	-7.27	13.54
		BNY Mellon	42.449	Wed	0.34	41.779	1.61	38.970	2.808	7.21	17.30
	L	Woori Financial	8.337	Wed		8.209	1.56	6.939	1.270	18.31	18.68
	S	Fukuoka	12.713	06:15	-0.10	12.527	1.48	13.758	-1.231	-8.95	-5.83
		HSBC	4.398	Wed	-0.33	4.335	1.45	3.849	0.486	12.61	4.99
	S	Westpac Banking	11.172	05:10	-0.24	11.013	1.45	13.977	-2.964	-21.21	-16.25
		BNP Paribas	49.445	Wed	-0.22	48.773	1.38	46.430	2.344	5.05	9.59
	S	Suncorp-Metway	5.777	05:10	0.18	5.703	1.30	6.900	-1.197	-17.34	-5.46
		UBS	13.552	Wed	-0.12	13.381	1.28	12.180	1.201	9.86	16.15
		Wells Fargo	37.241	Wed	-1.67	36.789	1.23	31.918	4.871	15.26	23.21
		Aozora Bank	17.337	06:15	-0.57	17.131	1.20	17.483	-0.352	-2.01	6.98
	S	Credit Suisse	7.375	Wed	0.31	7.292	1.14	7.717	-0.425	-5.51	-10.04
		Banca Mediolanum	7.339	Wed	-0.94	7.259	1.10	7.570	-0.311	-4.11	4.06
	L	Toronto-Dominion	56.372	Wed	0.58	55.781	1.06	47.566	8.215	17.27	16.96
		Unicredit	9.824	Wed	-1.33	9.722	1.05	9.427	0.296	3.14	18.33
		Commonwealth Bank	52.173	05:10	0.21	51.684	0.95	54.939	-3.255	-5.93	0.30
		Mediobanca	8.595	Wed	-1.08	8.519	0.90	8.605	-0.086	-1.00	6.29
		KB Financial	36.733	Wed	0.17	36.413	0.88	32.381	4.033	12.45	10.52
		Bank Nova Scotia	50.472	Wed		50.058	0.83	45.068	4.990	11.07	12.53
		United Overseas Bank	14.767	Wed	0.41	14.646	0.83	13.906	0.739	5.32	6.36
		Bank of China (HK)	2.407	Wed		2.387	0.81	2.185	0.202	9.26	0.39
	S	Intesa Sanpaolo	1.898	Wed	-1.20	1.882	0.81	2.062	-0.179	-8.69	-3.29
	S	Shanghai Pudong	1.025	Wed	-0.12	1.017	0.81	1.031	-0.014	-1.34	-7.12
		⇓instrument	freshest		⇓ Δday	12/06/21	Δwk	9/06/21	prc diff	⇓ Δ13	⇓∅-RS
		Credit Agricole	10.553	Wed	-0.48	10.476	0.73	10.482	-0.006	-0.06	2.72
		FinecoBank	13.559	Wed	-1.88	13.465	0.69	13.233	0.232	1.75	6.11
	L	HSBC	440.300	Wed	-0.72	437.300	0.69	387.250	50.050	12.92	5.39
		ABN AMRO	10.808	Wed	-0.49	10.738	0.65	10.152	0.586	5.77	20.22
		Banco Macro	2.382	Tue	-0.23	2.367	0.63	2.370	-0.003	-0.12	21.35
		Cdn Imp Bk Comm	83.976	Wed	0.11	83.462	0.62	83.980	-0.518	-0.62	9.62
		KBC	64.561	Wed	0.40	64.169	0.61	61.855	2.315	3.74	12.24
		DBS Bank	17.613	Wed	-0.22	17.514	0.57	16.367	1.147	7.01	12.06
		IBK	6.995	Wed	-0.45	6.963	0.46	6.470	0.493	7.63	11.16
		Royal Bank CA	76.564	Wed	-0.52	76.221	0.45	74.698	1.523	2.04	9.81
		Chiba Bank	4.504	06:15	-1.74	4.484	0.44	4.533	-0.050	-1.10	-0.41
		China Merchants Bank	6.155	Wed	0.39	6.129	0.42	5.731	0.397	6.93	6.56
		Gentera	0.435	Wed	-1.77	0.433	0.41	0.403	0.030	7.55	15.48
	S	OCBC	6.271	Wed	-0.26	6.249	0.35	6.301	-0.052	-0.83	0.47
		JP Morgan Chase	121.130	Wed	-1.14	120.715	0.34	115.248	5.467	4.74	9.83
	L	China Everbright Bk	0.402	Wed	-0.29	0.401	0.29	0.390	0.011	2.92	-4.32
		U.S. Bancorp	42.992	Wed	-1.13	42.871	0.28	40.574	2.297	5.66	7.79
	L	China Minsheng Bk	0.462	Wed	-0.26	0.461	0.26	0.461	0.000	0.01	-9.28
		Banco BPM	2.237	Wed	-1.87	2.232	0.23	2.404	-0.172	-7.15	6.74
		Ind and Comm Bk	0.549	Wed	-0.43	0.548	0.22	0.529	0.018	3.42	-2.32
		Unipol	4.032	Wed	-1.96	4.028	0.11	4.303	-0.276	-6.41	2.31
		Bank Montreal	81.489	Wed	-0.20	81.436	0.07	73.688	7.748	10.51	20.30
		Bank of America	33.284	Wed	-1.23	33.277	0.02	29.663	3.614	12.18	19.21
	L	Agricultural Bank	0.347	Wed	-0.34	0.347		0.337	0.010	2.85	-1.05
	L	Bank of China	0.362	Wed	-0.33	0.362		0.343	0.019	5.65	2.30
		⇓instrument	freshest		⇓ Δday	12/06/21	Δwk	9/06/21	prc diff	⇓ Δ13	⇓∅-RS
		Heartland	1.180	04:00	-0.85	1.180		1.201	-0.021	-1.77	16.20
		Postal Savings Bank	0.626	Wed	-1.49	0.626		0.599	0.027	4.47	5.36
	L	Shinsei Bank	13.052	Wed	0.10	13.059	-0.05	9.304	3.755	40.36	24.51
	S	Citigroup	47.077	Wed	-0.70	47.122	-0.10	51.428	-4.306	-8.37	-5.76
		DNB	16.838	Wed	-0.88	16.872	-0.20	16.035	0.837	5.22	8.34
	L	Bank of Comm	0.545	Wed	-0.65	0.546	-0.22	0.505	0.042	8.23	5.12
		Danske Bank	13.098	Wed	-1.08	13.133	-0.26	12.408	0.724	5.84	0.96
	S	Standard Chartered	433.300	Wed	-1.28	434.700	-0.32	459.300	-24.600	-5.36	-7.84
	L	Aareal Bank	24.803	Wed	-0.82	24.889	-0.34	19.200	5.689	29.63	30.07
	S	Bank of East Asia	1.108	Wed	-1.21	1.112	-0.35	1.199	-0.088	-7.33	-19.29
	S	Bank of China	0.266	Wed	-0.36	0.267	-0.36	0.257	0.010	3.95	2.19
		Nordea Bank	9.052	Wed	-0.49	9.089	-0.40	9.044	0.044	0.49	19.91
		National Bank CA	57.429	Wed	-0.79	57.789	-0.62	56.641	1.148	2.03	13.10
	S	Bankinter	3.732	Wed	-0.61	3.759	-0.70	4.264	-0.505	-11.84	-10.30
		Raiffeisen Bank Int	21.707	Wed	-2.82	21.860	-0.70	17.964	3.896	21.69	29.40
	S	BPER Banca	1.477	Wed	-1.73	1.490	-0.88	1.602	-0.112	-6.98	-4.38
	L	Commerzbank	5.484	Wed	-1.44	5.537	-0.97	4.763	0.774	16.26	13.00
	S	Hang Seng Bank	13.812	Wed	-0.49	13.948	-0.97	13.027	0.921	7.07	1.65
	S	China Constr Bk HK	0.509	Wed	-1.13	0.515	-1.13	0.532	-0.017	-3.14	-6.20
	L	Swedbank	15.359	Wed	-1.45	15.564	-1.32	14.472	1.093	7.55	12.94
		Banco Sabadell	0.506	Wed	-1.43	0.513	-1.52	0.516	-0.002	-0.42	15.90
		Svenska Handelsbank	7.983	Wed	-1.63	8.115	-1.63	8.469	-0.353	-4.17	0.73
		S.E.B	10.930	Wed	-2.48	11.133	-1.82	10.191	0.942	9.24	20.14
		Umweltbank	16.757	Wed	-2.48	17.097	-1.99	17.759	-0.661	-3.72	12.42
		ICBC	0.417	Wed	-1.82	0.425	-2.05	0.415	0.011	2.55	-4.07
		⇓instrument	freshest		⇓ Δday	12/06/21	Δwk	9/06/21	prc diff	⇓ Δ13	⇓∅-RS
	S	Banco Santander	2.338	Wed	-2.48	2.393	-2.31	2.668	-0.275	-10.30	-8.15
	L	Bank of Communicats	0.449	Wed	-1.27	0.460	-2.31	0.427	0.033	7.80	6.13
		BBVA Banco Francés	1.710	Tue	-3.43	1.752	-2.40	1.808	-0.055	-3.05	28.06
		Banco Comercial	0.123	Wed	-2.44	0.126	-2.57	0.114	0.012	10.76	10.27
	S	Regional	3.438	Wed	-0.64	3.539	-2.85	4.343	-0.804	-18.50	-4.86
		Sberbank	11.993	Wed	-5.05	12.419	-3.42	13.040	-0.621	-4.76	3.76
		Banco Santander MX	0.870	Wed	-1.53	0.928	-6.20	0.862	0.066	7.65	13.91
		VTB Bank	0.936	Wed		1.004	-6.78	1.021	-0.017	-1.68	16.50
Banks - 107 out of 107 instruments rated - 12/06/21 / 9/06/21 - 61 did rise, Market-Ratio(13) in GBP = 57.01 %

Technical Chart

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

1/02/17	scale up chart	12/06/21

Transactions Banks in Pound sterling * A13 - 79/73 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	112		Triodos Groenfonds	50	130	38.419	38.334	38.505	0.086	0	10,011	1
					Swedbank	50	363	13.771	15.039	12.502	-1.269	-9	9,551	-27
100							-4						-14
long	9/04/06	3/05/07	182		Intesa Sanpaolo	50	1,459	3.272	3.417		0.144	4	9,761	9
					Sberbank	50	897	5.322	9.276		3.954	74	13,308	205
100							39						95
short	3/05/07	4/20/09	777		Shinsei Bank	50	24,893	0.267	0.092	0.777	0.509	191	25,986	65
					Sumitomo Mitsui Trst	50	12,176	0.546	0.216	1.382	0.836	153	36,164	55
100							172						60
long	4/20/09	11/02/09	196		Banco Popular	50	659	27.418	26.978		-0.440	-2	35,875	-3
					Shanghai Pudong	50	14,778	1.224	1.573		0.349	28	41,031	60
100							13						27
short	11/02/09	9/06/10	308		Resona	50	295,535	0.069	0.062	0.077	0.008	11	43,301	13
					Shinsei Bank	50	257,466	0.080	0.050	0.127	0.048	60	55,536	74
100							35						43
long	9/06/10	9/20/10	14		Banco Macro	50	10,809	2.569	2.989		0.420	16	60,075	5,082
					State Bank of India	50	66,973	0.415	0.433		0.018	4	61,308	210
100							10						1,217
short	9/20/10	2/06/12	504		Piraeus Bank	50	0	536,762.219	161,951.460	1,779,012.552	1,242,250.333	231	61,308	0
					National Bank Greece	50	5	10,311.098	3,543.468	30,004.152	19,693.053	191	159,773	117
100							191						117
long	2/06/12	4/09/12	63		Bank of Ireland	50	22,078	3.618	2.599		-1.020	-28	137,262	-85
					Aozora Bank	50	462,883	0.173	0.165		-0.007	-4	133,822	-23
100							-16						-64
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/09/12	9/03/12	147		Banca Pop Mil	50	277,754	0.241	0.296	0.186	-0.055	-23	118,601	-47
					Unicredit	50	5,323	12.568	12.713	12.423	-0.145	-1	117,828	-3
100							-12						-27
long	9/03/12	11/12/12	70		Regional	50	26,427	2.229	2.490		0.260	12	124,705	78
					Alpha Bank	50	1,109	53.118	62.369		9.251	17	134,964	131
100							15						103
short	11/12/12	1/07/13	56		Banco Popular	50	16,548	4.078	2.846	5.843	1.765	43	164,169	942
					Bankia	50	1,691	39.890	20.977	75.856	35.965	90	224,986	6,496
100							67						2,698
long	1/07/13	3/18/13	70		Banco BPI	50	135,488	0.830	0.956		0.126	15	242,011	109
					Shinsei Bank	50	885,416	0.127	0.158		0.031	25	269,702	215
100							20						157
short	3/18/13	9/23/13	189		Bankia	50	11,928	11.305	2.728	46.848	35.543	314	693,657	1,457
					Eurobank Ergasias	50	577	233.577	51.173	1,066.154	832.577	356	1,174,054	1,777
100							335						1,613
long	9/23/13	10/07/13	14		Banco Macro	50	259,874	2.259	2.330		0.071	3	1,192,411	123
					BBVA Banco Francés	50	270,400	2.171	2.196		0.025	1	1,199,173	35
100							2						74
short	10/07/13	10/28/13	21		Banif	50	71,074,713	0.008	0.007	0.010	0.002	23	1,338,763	3,701
					Eurobank Ergasias	50	13,668	43.867	58.940	28.795	-15.073	-34	1,132,751	-100
100							-6						-63
long	10/28/13	11/04/13	7		Banco Macro	50	218,003	2.598	2.492		-0.106	-4	1,109,592	-89
					BBVA Banco Francés	50	225,772	2.509	2.271		-0.238	-9	1,055,839	-99
100							-7						-97
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/04/13	11/18/13	14		Banif	50	77,974,655	0.007	0.007	0.007	0.000	0	1,058,147	12
					Eurobank Ergasias	50	9,596	55.010	48.633	62.222	7.213	13	1,127,359	2,383
100							7						452
long	11/18/13	12/09/13	21		Banco Macro	50	229,407	2.457	2.318		-0.139	-6	1,095,427	-64
					BBVA Banco Francés	50	232,839	2.421	2.123		-0.298	-12	1,026,096	-90
100							-9						-81
short	12/09/13	4/13/15	490		Banif	50	68,163,732	0.008	0.005	0.011	0.003	40	1,228,767	28
					Eurobank Ergasias	50	11,154	45.997	7.995	264.614	218.618	475	3,667,229	268
100							257						158
long	4/13/15	5/18/15	35		Industrial Bank	50	808,657	2.267	1.827		-0.440	-19	3,311,385	-89
					China Everbright Bk	50	3,075,577	0.596	0.522		-0.074	-12	3,083,152	-75
100							-16						-84
short	5/18/15	9/26/16	497		Alpha Bank	50	140,314	10.987	1.327	90.942	79.955	728	14,301,964	372
					Piraeus Bank	50	150	10,232.680	38.647	2,709,327.843	2,699,095.163	26,377	419m	5,917
100							13,525						3,594
long	9/26/16	10/17/16	21		Banco Macro	50	35,705,073	5.870	6.569		0.699	12	444m	607
					Sberbank	50	28,250,043	7.419	7.720		0.301	4	453m	100
100							8						280
short	10/17/16	10/31/16	14		Banco Comercial	50	1245,137,751	0.182	0.188	0.176	-0.006	-3	445m	-57
					Banco Popular	50	241,125,714	0.939	0.897	0.982	0.043	5	456m	222
100							1						20
long	10/31/16	11/14/16	14		Standard Chartered	50	32,016,951	7.119	7.119		0.000	0	456m	0
					Sberbank	50	29,391,100	7.755	7.755		0.000	0	456m	0
100							0						0
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/14/16	11/28/16	14		Banco Comercial	50	1215,198,093	0.188	0.182	0.194	0.006	3	463m	131
					Banco Popular	50	253,987,349	0.897	0.724	1.112	0.215	24	518m	26,926
100							14						2,688
long	11/28/16	12/05/16	7		Bank of America	50	15,915,150	16.271	17.479		1.207	7	537m	4,077
					Sberbank	50	32,973,113	7.854	8.128		0.274	3	546m	497
100							5						1,494
short	12/05/16	12/12/16	7		Banco Popolare	50	161,047,078	1.696	1.874	1.517	-0.179	-11	517m	-100
					Banco Popular	50	338,993,116	0.806	0.850	0.761	-0.044	-6	502m	-95
100							-8						-99
long	12/12/16	3/13/17	91		Bank of America	50	14,081,580	17.837	20.703		2.865	16	543m	82
					Sberbank	50	26,741,781	9.393	9.119		-0.274	-3	535m	-11
100							7						29
short	3/13/17	7/17/17	126		Gentera	50	236,858,776	1.130	1.221	1.039	-0.091	-8	514m	-22
					Banco Comercial	50	1919,105,012	0.139	0.214	0.065	-0.075	-54	370m	-89
100							-31						-66
long	7/17/17	7/24/17	7		Commerzbank	50	19,073,226	9.702	9.433		-0.269	-3	365m	-77
					Montepio	50	210,874,664	0.878	0.894		0.016	2	368m	159
100							0						-22
short	7/24/17	1/29/18	189		Gentera	50	153,437,076	1.200	0.634	2.275	1.074	89	533m	244
					Bank of Bejing	50	203,140,598	0.907	0.854	0.962	0.056	6	544m	12
100							48						113
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	46,283,424	5.882	5.356		-0.526	-9	520m	-99
					Banco Comercial	50	939,038,207	0.290	0.265		-0.025	-9	497m	-99
100							-9						-99
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/05/18	3/11/19	399		Gentera	50	398,496,514	0.623	0.622	0.624	0.001	0	497m	0
					VTB Bank	50	185,414,668	1.339	0.894	2.007	0.667	50	621m	45
100							25						23
long	3/11/19	5/06/19	56		Industrial Bank	50	142,120,436	2.184	2.183		-0.001	0	621m	0
					Axis Bank	50	413,261,321	0.751	0.822		0.071	9	650m	80
100							5						35
short	5/06/19	11/11/19	189		Aozora Bank	50	1740,829,895	0.187	0.202	0.171	-0.016	-8	623m	-15
					Yes Bank	50	1777,625,746	0.183	0.079	0.421	0.239	131	1,047m	402
100							61						151
long	11/11/19	12/09/19	28		Banca Generali	50	19,731,165	26.526	25.242		-1.284	-5	1,021m	-48
					ICICI Bank	50	970,003,408	0.540	0.564		0.024	4	1,045m	76
100							0						-3
short	12/09/19	12/23/19	14		Indiabulls HF	50	1884,634,349	0.277	0.321	0.234	-0.044	-16	962m	-99
					Yes Bank	50	8676,018,934	0.060	0.054	0.067	0.007	12	1,024m	1,727
100							-2						-41
long	12/23/19	1/20/20	28		Banco Macro	50	151,462,687	3.380	3.534		0.154	5	1,047m	79
					ICICI Bank	50	872,526,162	0.587	0.556		-0.031	-5	1,020m	-51
100							0						-5
short	1/20/20	6/22/20	154		Indiabulls HF	50	1585,090,570	0.322	0.256	0.404	0.082	26	1,150m	71
					Yes Bank	50	10686,634,993	0.048	0.029	0.078	0.030	62	1,468m	215
100							44						137
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	465,614,830	1.577	1.961		0.385	24	1,647m	873
					FinecoBank	50	67,113,411	10.940	11.678		0.738	7	1,697m	98
100							16						352
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/27/20	8/24/20	28		Multitude	50	324,804,333	2.612	4.840	0.385	-2.228	-85	973m	-100
					Yes Bank	50	66442,879,859	0.013	0.015	0.010	-0.002	-19	809m	-94
100							-52						-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	269,790,802	1.500	1.502		0.002	0	810m	9
					UBI Banca	50	121,381,356	3.334	3.241		-0.093	-3	799m	-77
100							-1						-50
short	8/31/20	11/23/20	84		Gentera	50	1630,758,479	0.245	0.299	0.190	-0.055	-22	710m	-67
					Yes Bank	50	27260,952,453	0.015	0.015	0.015	-0.000	0	708m	-1
100							-11						-41
long	11/23/20	6/07/21	196		IndusInd Bank	50	412,848,223	0.858	0.992		0.134	16	764m	31
					Kotak Mahindra Bank	50	184,850,108	1.916	1.756		-0.160	-8	734m	-15
100							4						7
short	6/07/21	10/11/21	126		Credit Suisse	50	47,096,641	7.795	7.658	7.934	0.139	2	741m	5
					China Minsheng Bk	50	711,803,557	0.516	0.453	0.587	0.071	14	791m	45
100							8						24
long	10/11/21	11/22/21	42		BBVA Banco Francés	50	220,901,334	1.791	1.756		-0.035	-2	784m	-16
					Banco Sabadell	50	658,853,767	0.600	0.525		-0.075	-13	734m	-69
100							-7						-48
short	11/22/21	12/08/21	16		Bank of East Asia	50	317,387,126	1.156	1.108	1.207	0.051	4	750m	166
					China Minsheng Bk	50	804,389,893	0.456	0.462	0.450	-0.006	-1	745m	-27
100							2						41
accum	5/15/06	12/08/21	5687	days out of 5820 invested (98%)							7,449,882		745m	105

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	536,762.22	161,951.46	1,779,012.55	1,242,250.33	231.43	50	115.72
	short	5/18/15	9/26/16	497	10,232.68	38.65	2,709,327.84	2,699,095.16	26,377.21		13,188.60	28,565.78
Eurobank Ergasias	short	3/18/13	9/23/13	189	233.58	51.17	1,066.15	832.58	356.45		178.22
	short	10/07/13	10/28/13	21	43.87	58.94	28.79	-15.07	-34.36		-17.18
	short	11/04/13	11/18/13	14	55.01	48.63	62.22	7.21	13.11		6.56
	short	12/09/13	4/13/15	490	46.00	8.00	264.61	218.62	475.29		237.65	729.03
Alpha Bank	long	9/03/12	11/12/12	70	53.12	62.37		9.25	17.42		8.71
	short	5/18/15	9/26/16	497	10.99	1.33	90.94	79.96	727.75		363.88	404.27
Bankia	short	11/12/12	1/07/13	56	39.89	20.98	75.86	35.97	90.16		45.08
	short	3/18/13	9/23/13	189	11.31	2.73	46.85	35.54	314.40		157.20	273.14
Shinsei Bank	short	3/05/07	4/20/09	777	0.27	0.09	0.78	0.51	190.53		95.26
	short	11/02/09	9/06/10	308	0.08	0.05	0.13	0.05	59.63		29.82
	long	1/07/13	3/18/13	70	0.13	0.16		0.03	24.62		12.31	184.69
Yes Bank	short	5/06/19	11/11/19	189	0.18	0.08	0.42	0.24	130.51		65.25
	short	12/09/19	12/23/19	14	0.06	0.05	0.07	0.01	11.79		5.89
	short	1/20/20	6/22/20	154	0.05	0.03	0.08	0.03	62.37		31.18
	short	7/27/20	8/24/20	28	0.01	0.02	0.01	-0.00	-19.34		-9.67
	short	8/31/20	11/23/20	84	0.01	0.01	0.01	-0.00	-0.34		-0.17	107.01
National Bank Greece	short	9/20/10	2/06/12	504	10,311.10	3,543.47	30,004.15	19,693.05	190.99		95.49	95.49
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	0.55	0.22	1.38	0.84	152.96		76.48	76.48
Sberbank	long	9/04/06	3/05/07	182	5.32	9.28		3.95	74.29		37.15
	long	9/26/16	10/17/16	21	7.42	7.72		0.30	4.06		2.03
	long	10/31/16	11/14/16	14	7.76	7.76		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	7.85	8.13		0.27	3.49		1.74
	long	12/12/16	3/13/17	91	9.39	9.12		-0.27	-2.91		-1.46	40.30
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Popular	long	4/20/09	11/02/09	196	27.42	26.98		-0.44	-1.60		-0.80
	short	11/12/12	1/07/13	56	4.08	2.85	5.84	1.76	43.28		21.64
	short	10/17/16	10/31/16	14	0.94	0.90	0.98	0.04	4.59		2.30
	short	11/14/16	11/28/16	14	0.90	0.72	1.11	0.21	23.96		11.98
	short	12/05/16	12/12/16	7	0.81	0.85	0.76	-0.04	-5.51		-2.75	34.41
Banif	short	10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	23.28		11.64
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.44		0.22
	short	12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	39.50		19.75	33.98
VTB Bank	short	2/05/18	3/11/19	399	1.34	0.89	2.01	0.67	49.83		24.91	24.91
Gentera	short	3/13/17	7/17/17	126	1.13	1.22	1.04	-0.09	-8.06		-4.03
	short	7/24/17	1/29/18	189	1.20	0.63	2.27	1.07	89.48		44.74
	short	2/05/18	3/11/19	399	0.62	0.62	0.62	0.00	0.13		0.07
	short	8/31/20	11/23/20	84	0.24	0.30	0.19	-0.05	-22.29		-11.15	23.50
Shanghai Pudong	long	4/20/09	11/02/09	196	1.22	1.57		0.35	28.49		14.25	14.25
Banco Macro	long	9/06/10	9/20/10	14	2.57	2.99		0.42	16.35		8.17
	long	9/23/13	10/07/13	14	2.26	2.33		0.07	3.13		1.56
	long	10/28/13	11/04/13	7	2.60	2.49		-0.11	-4.09		-2.04
	long	11/18/13	12/09/13	21	2.46	2.32		-0.14	-5.66		-2.83
	long	9/26/16	10/17/16	21	5.87	6.57		0.70	11.91		5.96
	long	12/23/19	1/20/20	28	3.38	3.53		0.15	4.55		2.27	13.32
Bank of America	long	11/28/16	12/05/16	7	16.27	17.48		1.21	7.42		3.71
	long	12/12/16	3/13/17	91	17.84	20.70		2.87	16.06		8.03	12.04
IndusInd Bank	long	11/23/20	6/07/21	196	0.86	0.99		0.13	15.64		7.82	7.82
Banco BPI	long	1/07/13	3/18/13	70	0.83	0.96		0.13	15.13		7.57	7.57
China Minsheng Bk	short	6/07/21	10/11/21	126	0.52	0.45	0.59	0.07	13.76		6.88
	short	11/22/21	12/08/21	16	0.46	0.46	0.45	-0.01	-1.36		-0.68	6.15
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	2.23	2.49		0.26	11.67		5.84	5.84
Resona	short	11/02/09	9/06/10	308	0.07	0.06	0.08	0.01	11.07		5.53	5.53
Axis Bank	long	3/11/19	5/06/19	56	0.75	0.82		0.07	9.41		4.71	4.71
Indiabulls HF	short	12/09/19	12/23/19	14	0.28	0.32	0.23	-0.04	-15.75		-7.87
	short	1/20/20	6/22/20	154	0.32	0.26	0.40	0.08	25.51		12.76	3.88
FinecoBank	long	6/22/20	7/27/20	35	10.94	11.68		0.74	6.74		3.37	3.37
Bank of Bejing	short	7/24/17	1/29/18	189	0.91	0.85	0.96	0.06	6.13		3.07	3.07
State Bank of India	long	9/06/10	9/20/10	14	0.41	0.43		0.02	4.44		2.22	2.22
Intesa Sanpaolo	long	9/04/06	3/05/07	182	3.27	3.42		0.14	4.42		2.21	2.21
Bank of East Asia	short	11/22/21	12/08/21	16	1.16	1.11	1.21	0.05	4.38		2.19	2.19
Montepio	long	7/17/17	7/24/17	7	0.88	0.89		0.02	1.84		0.92	0.92
Credit Suisse	short	6/07/21	10/11/21	126	7.79	7.66	7.93	0.14	1.78		0.89	0.89
Triodos Groenfonds	short	5/15/06	9/04/06	112	38.42	38.33	38.50	0.09	0.22		0.11	0.11
Standard Chartered	long	10/31/16	11/14/16	14	7.12	7.12		0.00	0.00		0.00	0.00
ICICI Bank	long	11/11/19	12/09/19	28	0.54	0.56		0.02	4.44		2.22
	long	12/23/19	1/20/20	28	0.59	0.56		-0.03	-5.29		-2.64	-0.48
Unicredit	short	4/09/12	9/03/12	147	12.57	12.71	12.42	-0.15	-1.16		-0.58	-0.58
Commerzbank	long	7/17/17	7/24/17	7	9.70	9.43		-0.27	-2.77		-1.39	-1.39
UBI Banca	long	8/24/20	8/31/20	7	3.33	3.24		-0.09	-2.78		-1.39	-1.39
Banca Generali	long	11/11/19	12/09/19	28	26.53	25.24		-1.28	-4.84		-2.42	-2.42
Kotak Mahindra Bank	long	11/23/20	6/07/21	196	1.92	1.76		-0.16	-8.34		-4.17	-4.17
BBVA Banco Francés	long	9/23/13	10/07/13	14	2.17	2.20		0.03	1.15		0.58
	long	10/28/13	11/04/13	7	2.51	2.27		-0.24	-9.49		-4.75
	long	11/18/13	12/09/13	21	2.42	2.12		-0.30	-12.30		-6.15
	long	1/29/18	2/05/18	7	5.88	5.36		-0.53	-8.95		-4.47
	long	6/22/20	7/27/20	35	1.58	1.96		0.38	24.38		12.19
	long	8/24/20	8/31/20	7	1.50	1.50		0.00	0.16		0.08
	long	10/11/21	11/22/21	42	1.79	1.76		-0.04	-1.96		-0.98	-4.51
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Swedbank	short	5/15/06	9/04/06	112	13.77	15.04	12.50	-1.27	-9.21		-4.61	-4.61
Banco Popolare	short	12/05/16	12/12/16	7	1.70	1.87	1.52	-0.18	-10.54		-5.27	-5.27
China Everbright Bk	long	4/13/15	5/18/15	35	0.60	0.52		-0.07	-12.45		-6.22	-6.22
Aozora Bank	long	2/06/12	4/09/12	63	0.17	0.17		-0.01	-4.31		-2.15
	short	5/06/19	11/11/19	189	0.19	0.20	0.17	-0.02	-8.32		-4.16	-6.22
Banco Sabadell	long	10/11/21	11/22/21	42	0.60	0.53		-0.08	-12.53		-6.27	-6.27
Industrial Bank	long	4/13/15	5/18/15	35	2.27	1.83		-0.44	-19.41		-9.70
	long	3/11/19	5/06/19	56	2.18	2.18		-0.00	-0.05		-0.03	-9.73
Banca Pop Mil	short	4/09/12	9/03/12	147	0.24	0.30	0.19	-0.05	-22.75		-11.37	-11.37
Bank of Ireland	long	2/06/12	4/09/12	63	3.62	2.60		-1.02	-28.18		-14.09	-14.09
Banco Comercial	short	10/17/16	10/31/16	14	0.18	0.19	0.18	-0.01	-3.17		-1.59
	short	11/14/16	11/28/16	14	0.19	0.18	0.19	0.01	3.27		1.64
	short	3/13/17	7/17/17	126	0.14	0.21	0.06	-0.07	-53.69		-26.84
	long	1/29/18	2/05/18	7	0.29	0.26		-0.02	-8.61		-4.31	-29.98
Multitude	short	7/27/20	8/24/20	28	2.61	4.84	0.38	-2.23	-85.27		-42.64	-42.64

Annotations

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
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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