Share-o-matic - Assessment Banks

Assessment - Banks - 5/10/21 - RS = 13

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	196.156	09:46	0.20	197.273	-0.57	177.451	19.822	11.17	USD	25.87
	L	Bank of Ireland	5.174	Thu	-0.81	5.260	-1.63	3.348	1.912	57.11	EUR	125.51
	L	Banco Sabadell	0.668	Thu	0.03	0.663	0.69	0.392	0.271	69.09	EUR	87.33
	L	Societe Generale	25.775	Thu	2.08	25.635	0.55	17.284	8.351	48.32	EUR	63.94
	L	Wells Fargo	46.400	Thu	1.67	46.600	-0.43	33.400	13.200	39.52	USD	63.38
		State Bank of India	367.700	Thu	0.84	361.700	1.66	397.050	-35.350	-8.90	INR	55.86
	L	Banco BPM	2.583	Thu	1.14	2.529	2.14	2.155	0.374	17.35	EUR	54.26
	L	Banco Bilbao Viz	4.892	Thu	-0.22	4.928	-0.73	4.489	0.439	9.78	EUR	51.24
	L	Bank of America	41.840	Thu	1.60	42.050	-0.50	33.090	8.960	27.08	USD	49.06
	L	Banco Santander	3.264	Thu	-0.71	3.306	-1.27	2.845	0.461	16.20	EUR	47.56
	L	Lloyds Bank	47.290	Thu	1.32	47.850	-1.17	37.700	10.150	26.92	GBP	45.61
	L	Credit Agricole	13.408	Thu	1.53	13.376	0.24	10.220	3.156	30.88	EUR	44.97
	L	U.S. Bancorp	61.100	Thu	2.59	61.170	-0.11	47.400	13.770	29.05	USD	44.73
	L	KB Financial	58,400.000	06:30	-2.18	59,500.000	-1.85	45,050.000	14,450.000	32.08	KRW	44.30
		NatWest	189.600	Thu	-0.73	197.050	-3.78	172.600	24.450	14.17	GBP	44.09
		IndusInd Bank	916.650	Thu	-3.39	945.400	-3.04	1,035.100	-89.700	-8.67	INR	44.07
	L	Banco del Bajio	31.280	Thu	2.93	30.380	2.96	24.560	5.820	23.70	MXN	42.54
	L	BNP Paribas	56.600	Thu	1.43	55.820	1.40	44.120	11.700	26.52	EUR	42.30
	L	American Express	154.080	Thu	1.17	158.680	-2.90	127.990	30.690	23.98	USD	42.09
		Regional	100.900	Thu	1.43	99.840	1.06	88.320	11.520	13.04	MXN	41.51
	L	JP Morgan Chase	161.500	Thu	2.57	161.220	0.17	140.140	21.080	15.04	USD	41.29
		ICICI Bank	594.750	Thu	-2.48	613.250	-3.02	629.600	-16.350	-2.60	INR	41.15
	L	Erste Group Bank	32.220	Thu	0.41	31.510	2.25	27.020	4.490	16.62	EUR	38.92
		Axis Bank	691.300	Thu	-2.27	715.250	-3.35	736.150	-20.900	-2.84	INR	37.05
	L	Citigroup	75.290	Thu	1.43	75.130	0.21	63.650	11.480	18.04	USD	36.91
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ13	Curr	∅-RS
	L	Westpac Banking	25.770	06:10	-1.19	26.420	-2.46	22.450	3.970	17.68	AUD	36.29
	L	Bank Montreal	119.420	Thu	2.52	117.810	1.37	97.770	20.040	20.50	CAD	35.97
	L	VTB Bank	1.070	Thu	-0.93	1.100	-2.73	0.815	0.285	34.97	EUR	35.87
	L	ABN AMRO	10.348	Thu	-5.84	11.168	-7.34	8.508	2.660	31.26	EUR	34.71
	L	Deutsche Bank	11.712	09:43	1.07	11.566	1.26	8.746	2.820	32.24	EUR	33.97
	L	Banco Comercial	0.156	08:54	3.72	0.139	12.23	0.124	0.015	11.92	EUR	32.03
	L	BNY Mellon	51.690	Thu	1.29	52.270	-1.11	41.950	10.320	24.60	USD	31.72
		National Australia B	26.220	06:10	1.00	27.090	-3.21	25.460	1.630	6.40	AUD	31.68
		Mediobanca	9.618	Thu	-0.58	9.654	-0.37	8.466	1.188	14.03	EUR	31.55
		ANZ Banking NZ	29.630	04:41	0.75	29.610	0.07	26.860	2.750	10.24	NZD	31.35
		Banco Santander MX	23.020	Thu	0.52	22.740	1.23	20.740	2.000	9.64	MXN	30.99
		ANZ Banking AU	27.420	06:10	0.99	27.380	0.15	25.400	1.980	7.80	AUD	30.64
		Heartland	1.860	05:00	-0.53	1.880	-1.06	1.850	0.030	1.62	NZD	30.50
	L	Intesa Sanpaolo	2.383	Thu	0.08	2.390	-0.29	2.090	0.300	14.33	EUR	30.07
		Umweltbank	17.050	Thu	-0.58	17.400	-2.01	16.400	1.000	6.10	EUR	29.98
	L	OCBC	12.030	Thu	-1.00	12.570	-4.30	10.440	2.130	20.40	SGD	29.96
	L	National Bank CA	90.350	Thu	-0.30	90.730	-0.42	73.130	17.600	24.07	CAD	29.95
	L	Sberbank	13.450	Thu	-0.37	14.150	-4.95	12.200	1.950	15.98	EUR	28.98
		China Merchants Bank	54.980	07:00	3.35	53.900	2.00	55.260	-1.360	-2.46	CNY	28.95
	L	HSBC	47.800	Thu	-0.31	49.150	-2.75	41.350	7.800	18.86	HKD	28.82
	L	Gentera	10.580	Thu		10.590	-0.09	8.530	2.060	24.15	MXN	27.67
	L	DBS Bank	29.500	Thu	0.20	29.630	-0.44	26.150	3.480	13.31	SGD	27.47
	L	Commonwealth Bank	96.580	06:10	0.63	95.150	1.50	88.620	6.530	7.37	AUD	27.28
	L	Toronto-Dominion	85.790	Thu	0.28	85.800	-0.01	75.130	10.670	14.20	CAD	27.17
		Bank Nova Scotia	79.320	Thu	1.38	79.450	-0.16	70.790	8.660	12.23	CAD	27.12
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ13	Curr	∅-RS
	L	Aareal Bank	22.520	09:45	1.44	23.840	-5.54	18.940	4.900	25.87	EUR	26.52
	L	Unipol	4.919	Thu	0.57	4.905	0.29	4.408	0.497	11.27	EUR	26.32
	L	Cdn Imp Bk Comm	131.760	Thu	1.45	130.770	0.76	113.340	17.430	15.38	CAD	25.29
	L	KBC	67.340	Thu	1.48	66.260	1.63	60.480	5.780	9.56	EUR	25.03
	L	S.E.B	107.200	Thu	-0.19	110.150	-2.68	94.040	16.110	17.13	SEK	24.35
	L	Bank of China (HK)	29.000	Thu	-1.86	29.500	-1.69	23.050	6.450	27.98	HKD	24.08
	L	Unicredit	10.200	Thu	2.93	9.854	3.51	8.683	1.171	13.49	EUR	23.39
		Nordea Bank	8.529	Thu	0.99	8.533	-0.05	7.097	1.436	20.23	EUR	23.10
		Commerzbank	6.414	09:46	2.35	5.781	10.95	5.594	0.187	3.34	EUR	22.94
		Aozora Bank	2,487.000	06:10	5.07	2,437.000	2.05	2,135.000	302.000	14.15	JPY	22.88
		Chiba Bank	699.000	06:15	0.29	716.000	-2.37	645.000	71.000	11.01	JPY	22.87
	L	Hang Seng Bank	158.400	Thu	-0.81	162.500	-2.52	140.000	22.500	16.07	HKD	22.60
	L	Woori Financial	11,100.000	06:30	0.45	11,300.000	-1.77	9,410.000	1,890.000	20.09	KRW	22.00
		HDFC	2,438.700	Thu	-1.03	2,531.350	-3.66	2,733.350	-202.000	-7.39	INR	21.90
	L	United Overseas Bank	26.090	Thu	-0.34	26.540	-1.70	23.850	2.690	11.28	SGD	21.86
	L	Banca Generali	32.500	Thu	-1.10	33.020	-1.57	28.920	4.100	14.18	EUR	21.64
		DNB	179.000	07:45	-0.20	182.200	-1.76	170.900	11.300	6.61	NOK	21.40
	L	Sumitomo Mitsui Trst	3,769.000	06:15	-0.34	3,857.000	-2.28	3,499.000	358.000	10.23	JPY	21.12
		Resona	461.500	06:15	-0.35	468.200	-1.43	405.300	62.900	15.52	JPY	20.97
	L	HSBC	443.900	Thu	0.89	454.400	-2.31	390.400	64.000	16.39	GBP	20.94
		Nordea Bank	85.610	Thu	0.29	86.260	-0.75	71.670	14.590	20.36	SEK	20.88
	L	Raiffeisen Bank Int	19.380	Thu	-1.12	19.330	0.26	16.740	2.590	15.47	EUR	20.48
	L	IBK	10,250.000	06:30	-1.44	10,300.000	-0.49	8,490.000	1,810.000	21.32	KRW	20.31
	L	Standard Chartered	509.200	Thu	0.24	521.400	-2.34	457.600	63.800	13.94	GBP	19.97
		Danske Bank	116.250	Thu	-0.09	119.300	-2.56	111.600	7.700	6.90	DKK	19.85
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ13	Curr	∅-RS
	L	Royal Bank CA	119.940	Thu	0.44	120.380	-0.37	107.130	13.250	12.37	CAD	19.51
		Banca Mediolanum	7.880	Thu	-2.43	8.108	-2.81	7.730	0.378	4.89	EUR	18.44
		Kotak Mahindra Bank	1,718.850	Thu	-2.08	1,809.350	-5.00	1,957.150	-147.800	-7.55	INR	17.62
		Shinsei Bank	1,613.000	06:15	1.83	1,623.000	-0.62	1,382.000	241.000	17.44	JPY	17.57
	L	Bank of Communicats	5.040	Thu	-0.98	5.140	-1.95	4.240	0.900	21.23	HKD	17.51
		UBS	13.800	Thu	1.28	14.080	-1.99	13.650	0.430	3.15	CHF	17.47
		Industrial Bank	22.970	07:00	1.73	22.000	4.41	26.750	-4.750	-17.76	CNY	17.05
	L	Suncorp-Metway	10.400	06:10	-5.28	11.060	-5.97	10.440	0.620	5.94	AUD	16.71
		HDFC Bank	1,399.500	Thu	-0.29	1,419.850	-1.43	1,605.250	-185.400	-11.55	INR	16.50
	L	Bank of China	3.110	Thu		3.140	-0.96	2.630	0.510	19.39	HKD	15.05
		Shizuoka Bank	854.000	06:15	1.07	867.000	-1.50	812.000	55.000	6.77	JPY	15.04
	L	Svenska Handelsbank	96.760	Thu	-0.82	99.340	-2.60	84.280	15.060	17.87	SEK	14.60
	L	BPER Banca	1.990	Thu	-1.29	1.998	-0.40	1.910	0.089	4.63	EUR	13.48
		FinecoBank	14.050	Thu	1.04	14.160	-0.78	14.950	-0.790	-5.28	EUR	11.08
		Bankinter	4.703	Thu	-0.80	4.814	-2.31	4.928	-0.114	-2.31	EUR	8.38
		Fukuoka	1,975.000	06:15	2.01	1,972.000	0.15	2,062.000	-90.000	-4.36	JPY	6.67
		Postal Savings Bank	5.390	07:00	0.56	5.350	0.75	6.200	-0.850	-13.71	CNY	6.30
		China Constr Bk HK	6.120	Thu	-1.13	6.300	-2.86	5.950	0.350	5.88	HKD	5.62
		Swedbank	148.300	Thu	0.76	150.720	-1.61	149.120	1.600	1.07	SEK	5.41
		ICBC	4.950	Thu	-0.80	5.040	-1.79	4.850	0.190	3.92	HKD	4.07
	L	Bank of Comm	4.950	07:00	0.41	4.940	0.20	4.510	0.430	9.53	CNY	4.01
		Indiabulls HF	187.700	Thu	1.51	186.800	0.48	218.750	-31.950	-14.61	INR	2.65
		BBVA Banco Francés	149.000	Thu	6.28	148.200	0.54	153.200	-5.000	-3.26	ARS	2.27
		Ind and Comm Bk	5.280	07:00	0.76	5.250	0.57	5.160	0.090	1.74	CNY	2.11
		Ferratum	4.610	Thu	-0.86	4.725	-2.43	6.000	-1.275	-21.25	EUR	1.13
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ13	Curr	∅-RS
		Triodos Groenfonds	60.260	Thu	-0.13	60.370	-0.18	60.640	-0.270	-0.45	EUR	1.11
		Banco Macro	228.550	Thu	7.33	224.250	1.92	229.000	-4.750	-2.07	ARS	0.13
		Agricultural Bank	3.290	07:00	0.61	3.240	1.54	3.180	0.060	1.89	CNY	-0.84
	L	Bank of China	3.290	07:00	0.30	3.260	0.92	3.190	0.070	2.19	CNY	-1.25
		Shanghai Pudong	10.190	07:00	0.99	9.950	2.41	10.720	-0.770	-7.18	CNY	-2.94
	S	Bank of East Asia	15.680	Thu	-0.38	16.020	-2.12	17.100	-1.080	-6.32	HKD	-3.31
	S	China Everbright Bk	3.880	07:00	0.78	3.760	3.19	4.240	-0.480	-11.32	CNY	-4.82
	S	Credit Suisse	9.226	Thu	1.81	9.180	0.50	12.350	-3.170	-25.67	CHF	-11.24
	S	China Minsheng Bk	4.680	07:00	1.08	4.610	1.52	5.160	-0.550	-10.66	CNY	-13.90
	S	Yes Bank	13.300	Thu	1.14	13.100	1.53	17.050	-3.950	-23.17	INR	-19.53
Banks - 109 out of 109 instruments rated - 5/10/21 / 2/08/21 - 85 did rise, Market-Ratio(13) = 77.98 %

Technical Chart

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

1/02/17	scale up chart	5/10/21

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	5/13/21	171		IndusInd Bank	50	8,749,992	INR	84.975	91.665		6.690	8	1,546m	18
					Kotak Mahindra Bank	50	3,917,752	INR	189.785	171.885		-17.900	-9	1,475m	-19
100							-1							-2
accum	5/15/06	5/13/21	5478	days out of 5611 invested (98%)								14,754,609		1,475m	121

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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
Banco BPI	long	1/07/13	3/18/13	70	1.02	1.11		0.08	8.23		4.11	4.11
IndusInd Bank	long	11/23/20	5/13/21	171	84.98	91.67		6.69	7.87		3.94	3.94
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
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
Kotak Mahindra Bank	long	11/23/20	5/13/21	171	189.79	171.89		-17.90	-9.43		-4.72	-4.72
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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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