Share-o-matic - Portfolio

Tue, Dec 3rd, 2024, 17:27UTC

Assessment - Banks - 7/01/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	Curr	∅-RS
		SOM Banks	274.067	8/12	0.22	284.386	-3.63	258.115	26.271	10.18	USD	14.82
		Banco Macro	6,680.000	8/12	0.91	7,224.600	-7.54	4,223.000	3,001.600	71.08	ARS	234.40
		BBVA Banco Francés	4,025.000	8/12	0.75	3,972.600	1.32	2,319.600	1,653.000	71.26	ARS	169.17
		Banco de Valores	341.000	8/12	-0.15	350.500	-2.71	264.500	86.000	32.51	ARS	88.21
	L	Unipol	8.975	8/12	0.06	9.435	-4.88	7.516	1.919	25.53	EUR	55.74
		Banco Sabadell	1.788	8/12	0.45	1.852	-3.43	1.253	0.599	47.82	EUR	41.15
		KB Financial	82,500.000	8/12	0.73	79,600.000	3.64	69,000.000	10,600.000	15.36	KRW	35.15
		BPER Banca	4.765	8/12	-0.27	4.996	-4.62	3.803	1.193	31.37	EUR	31.96
	L	NatWest	334.600	8/12	0.48	315.000	6.22	248.300	66.700	26.86	GBP	30.05
	L	State Bank of India	812.600	8/12	-1.42	841.950	-3.49	772.050	69.900	9.05	INR	29.64
		Unicredit	34.570	8/12	0.38	36.205	-4.52	31.305	4.900	15.65	EUR	27.09
		Deutsche Bank	13.308	8/12	0.14	15.406	-13.62	12.596	2.810	22.31	EUR	26.34
	L	Bank of China	3.400	8/12	1.19	3.850	-11.69	3.080	0.770	25.00	HKD	26.24
		American Express	237.050	8/12	-0.34	233.810	1.39	218.910	14.900	6.81	USD	24.48
	L	Bank of America	38.170	8/12	-0.29	40.010	-4.60	35.150	4.860	13.83	USD	24.08
		Commerzbank	12.420	8/12	0.89	14.605	-14.96	10.695	3.910	36.56	EUR	23.82
		Chiba Bank	1,073.000	8/09	3.22	1,456.500	-26.33	1,226.500	230.000	18.75	JPY	22.54
		Wells Fargo	52.060	8/12	-1.33	60.590	-14.08	55.810	4.780	8.56	USD	22.22
		Intesa Sanpaolo	3.471	8/12	0.54	3.582	-3.10	3.000	0.582	19.38	EUR	22.08
		Bankinter	7.294	8/12	0.19	7.694	-5.20	6.068	1.626	26.80	EUR	21.96
		Citigroup	57.840	8/12		63.430	-8.81	56.140	7.290	12.99	USD	21.33
		Unicaja Banco	1.150	8/12	-0.86	1.306	-11.94	0.959	0.348	36.25	EUR	21.08
		Sumitomo Mitsui Trst	3,320.000	8/09	2.72	3,721.000	-10.78	3,119.000	602.000	19.30	JPY	21.05
		Banco Comercial	0.378	8/12	0.16	0.347	9.00	0.265	0.082	30.99	EUR	19.66
	L	Lloyds Bank	56.800	8/12	-0.28	55.620	2.12	47.395	8.225	17.35	GBP	19.38
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	Curr	∅-RS
		JP Morgan Chase	206.190	8/12	0.19	205.450	0.36	186.680	18.770	10.05	USD	18.62
	L	China Constr Bk HK	5.550	8/12	1.46	5.770	-3.81	4.850	0.920	18.97	HKD	18.55
		Resona	903.800	8/09	3.93	1,087.000	-16.85	844.400	242.600	28.73	JPY	18.52
		Banco BPM	5.782	8/12	-0.31	6.216	-6.98	5.550	0.666	12.00	EUR	18.12
		UBS	24.850	8/12	0.44	26.980	-7.89	25.500	1.480	5.80	CHF	17.63
		BNY Mellon	63.270	8/12	-0.80	60.110	5.26	55.490	4.620	8.33	USD	17.43
		Erste Group Bank	46.100	8/12	0.37	45.090	2.24	37.190	7.900	21.24	EUR	17.30
		Banca Mediolanum	10.230	8/12	1.29	10.590	-3.40	10.000	0.590	5.90	EUR	16.83
		Westpac Banking	28.220	8/12	0.61	27.210	3.71	26.670	0.540	2.02	AUD	16.63
		National Australia B	35.990	8/12	1.01	36.070	-0.22	34.140	1.930	5.65	AUD	16.12
	L	Commonwealth Bank	130.530	8/12	0.76	126.200	3.43	118.120	8.080	6.84	AUD	15.92
		Banco Santander	4.089	8/12	-0.24	4.448	-8.06	3.856	0.592	15.34	EUR	15.44
		Danske Bank	198.450	8/12	0.15	209.100	-5.09	206.200	2.900	1.41	DKK	14.82
		Suncorp-Metway	16.840	8/12	1.38	17.130	-1.69	15.360	1.770	11.52	AUD	13.90
	L	Axis Bank	1,164.300	8/12	1.89	1,261.900	-7.73	1,106.750	155.150	14.02	INR	12.99
	L	Hang Seng Bank	91.900	8/12	0.38	100.400	-8.47	91.150	9.250	10.15	HKD	12.92
		Mediobanca	14.030	8/12	0.94	14.090	-0.43	12.580	1.510	12.00	EUR	12.29
	L	Bank of China (HK)	22.300	8/12		24.050	-7.28	21.050	3.000	14.25	HKD	11.95
	L	ICBC	4.480	8/12	2.05	4.640	-3.45	4.020	0.620	15.42	HKD	11.92
		S.E.B	150.700	8/12	-0.10	157.800	-4.50	153.200	4.600	3.00	SEK	11.92
		Fukuoka	3,639.000	8/09	5.30	4,426.000	-17.78	3,931.000	495.000	12.59	JPY	11.64
	L	Royal Bank CA	148.760	8/12	-0.72	145.650	2.14	131.910	13.740	10.42	CAD	10.91
		Cdn Imp Bk Comm	69.690	8/12	-0.36	65.050	7.13	65.820	-0.770	-1.17	CAD	10.31
	L	China Merchants B HK	32.500	8/12		35.450	-8.32	29.800	5.650	18.96	HKD	10.17
		ANZ Banking AU	28.220	8/12	0.93	28.450	-0.81	28.810	-0.360	-1.25	AUD	10.02
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	Curr	∅-RS
		IBK	13,480.000	8/12	0.37	13,850.000	-2.67	14,040.000	-190.000	-1.35	KRW	9.98
		ANZ Banking NZ	30.050	8/12	0.13	30.800	-2.44	30.880	-0.080	-0.26	NZD	9.73
		Ind and Comm Bk	5.990	8/12	1.18	5.820	2.92	5.320	0.500	9.40	CNY	9.61
		ICICI Bank	1,172.800	8/12	0.10	1,211.850	-3.22	1,092.350	119.500	10.94	INR	9.59
		Bank of Ireland	9.412	8/12	-0.93	9.816	-4.12	8.426	1.390	16.50	EUR	9.58
		Agricultural Bank	4.640	8/12	0.65	4.440	4.50	4.240	0.200	4.72	CNY	9.57
	L	HSBC	64.350	8/12	0.63	68.300	-5.78	60.650	7.650	12.61	HKD	9.46
		Banco Bilbao Viz	8.924	8/12	0.27	9.500	-6.06	9.414	0.086	0.91	EUR	9.25
	L	Industrial Bank	16.280	8/12	-0.55	17.750	-8.28	16.410	1.340	8.17	CNY	9.12
	L	HSBC	643.900	8/12	0.22	690.900	-6.80	608.400	82.500	13.56	GBP	9.01
		FinecoBank	14.435	8/12	0.94	14.185	1.76	12.940	1.245	9.62	EUR	8.57
		Banca Generali	38.080	8/12	0.74	37.800	0.74	34.450	3.350	9.72	EUR	8.56
		ABN AMRO	15.290	8/12	0.92	15.665	-2.39	14.965	0.700	4.68	EUR	8.42
		OCBC	13.830	8/12	0.29	14.500	-4.62	13.000	1.500	11.54	SGD	8.37
		Jyske Bank	519.000	8/12	0.48	552.000	-5.98	564.800	-12.800	-2.27	DKK	7.80
		Woori Financial	14,750.000	8/12	0.55	14,400.000	2.43	14,640.000	-240.000	-1.64	KRW	7.69
	L	United Overseas Bank	29.290	8/12	0.58	31.300	-6.42	28.150	3.150	11.19	SGD	7.07
	L	Nordea Bank	10.420	8/12	-0.19	11.415	-8.72	11.312	0.103	0.91	EUR	6.97
		DBS Bank	33.980	8/12	1.22	36.120	-5.92	33.420	2.700	8.08	SGD	6.27
		KBC	66.580	8/12	-0.21	66.160	0.63	66.460	-0.300	-0.45	EUR	6.24
		China Merchants Bank	32.120	8/12	-0.65	34.360	-6.52	31.520	2.840	9.01	CNY	6.17
		Standard Chartered	722.000	8/12	0.92	732.200	-1.39	682.400	49.800	7.30	GBP	5.64
		National Bank CA	114.420	8/12	0.39	108.510	5.45	107.680	0.830	0.77	CAD	5.61
		Swedbank	207.100	8/12	-0.86	222.600	-6.96	229.200	-6.600	-2.88	SEK	4.69
		Nordea Bank	119.800	8/12	-0.13	130.150	-7.95	127.100	3.050	2.40	SEK	4.68
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	Curr	∅-RS
		Credit Agricole	13.205	8/12	0.57	13.100	0.80	12.598	0.502	3.98	EUR	4.62
	L	HDFC Bank	1,660.100	8/12	0.60	1,705.200	-2.64	1,432.700	272.500	19.02	INR	3.28
		IndusInd Bank	1,350.850	8/12	0.08	1,456.900	-7.28	1,531.300	-74.400	-4.86	INR	2.15
		U.S. Bancorp	41.470	8/12	-1.43	39.240	5.68	42.700	-3.460	-8.10	USD	2.11
		Raiffeisen Bank Int	16.610	8/12	1.59	16.340	1.65	20.200	-3.860	-19.11	EUR	1.72
		Bank Nova Scotia	61.490	8/12	-3.42	62.580	-1.74	66.660	-4.080	-6.12	CAD	0.25
	S	DNB	214.700	8/12	0.14	212.200	1.18	212.500	-0.300	-0.14	NOK	-0.15
	S	Svenska Handelsbank	102.150	8/12	0.29	101.800	0.34	124.950	-23.150	-18.53	SEK	-1.38
		BNP Paribas	59.250	8/12		61.670	-3.92	57.270	4.400	7.68	EUR	-1.82
	L	Kotak Mahindra Bank	1,772.550	8/12	0.16	1,808.100	-1.97	1,727.200	80.900	4.68	INR	-3.32
	S	Bank Montreal	111.850	8/12	-0.10	114.830	-2.60	124.030	-9.200	-7.42	CAD	-4.72
	L	Aozora Bank	2,365.000	8/09	3.28	2,624.000	-9.87	2,524.500	99.500	3.94	JPY	-4.74
		Societe Generale	20.520	8/12	0.44	22.600	-9.20	22.745	-0.145	-0.64	EUR	-5.83
	S	Toronto-Dominion	78.510	8/12	0.19	75.200	4.40	80.230	-5.030	-6.27	CAD	-9.14
	S	Banco del Bajio	52.060	8/12	0.64	55.850	-6.79	63.880	-8.030	-12.57	MXN	-9.77
	S	Regional	127.000	8/12	-0.39	138.350	-8.20	160.480	-22.130	-13.79	MXN	-9.82
	L	Umweltbank	5.640	8/12	-1.40	6.380	-11.60	6.020	0.360	5.98	EUR	-15.93
	S	KakaoBank	21,850.000	8/12	1.39	21,000.000	4.05	28,400.000	-7,400.000	-26.06	KRW	-16.23
	S	Heartland	1.060	8/12	0.95	0.970	9.28	1.190	-0.220	-18.49	NZD	-31.75
Banks - 93 out of 93 instruments rated - 7/01/24 / 3/04/24 - 72 did rise, Market-Ratio(17) = 77.42 %

Technical Chart

	Banks RS = 17 - B/S = 42/41

1/06/20	scale up chart	7/01/24

Transactions Banks * L17 - 42/41 (3)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		9/11/06	252		- cash -
long	9/11/06	6/18/07	280		Sberbank	33	413	EUR	8.060	13.680	5.620	70	12,321	99
					Bank of East Asia	33	100	HKD	33.290	41.730	8.440	25	13,165	34
					China Minsheng Bk	33	1,071	CNY	3.120	9.190	6.070	195	19,666	309
100							97						141
6/18/07		6/25/07	7		- cash -
	6/25/07	7/30/07	35		China Merchants Bank	33	341	CNY	19.200	22.610	3.410	18	20,829	450
					Hua Xia Bank	33	1,017	CNY	6.444	7.000	0.556	9	21,394	137
					Shanghai Pudong	33	410	CNY	16.010	17.330	1.320	8	21,935	128
100							12						212
7/30/07		10/08/07	70		- cash -
	10/08/07	10/15/07	7		China Merchants Bank	33	232	CNY	31.470	31.630	0.160	1	21,972	30
					Hua Xia Bank	33	692	CNY	10.569	12.000	1.431	14	22,962	74,835
					Shanghai Pudong	33	314	CNY	23.290	22.810	-0.480	-2	22,811	-66
100							4						672
10/15/07		10/29/07	14		- cash -
	10/29/07	11/05/07	7		China Merchants Bank	33	222	CNY	34.250	32.360	-1.890	-6	22,392	-95
					Hua Xia Bank	33	704	CNY	10.799	10.097	-0.701	-6	21,898	-97
					Shanghai Pudong	33	309	CNY	24.540	23.210	-1.330	-5	21,487	-95
100							-6						-96
11/05/07		12/03/07	28		- cash -
	12/03/07	12/17/07	14		China Merchants Bank	33	234	CNY	30.560	27.930	-2.630	-9	20,872	-90
					Shanghai Pudong	33	316	CNY	22.680	19.660	-3.020	-13	19,917	-98
					State Bank of India	33	294	INR	24.366	22.652	-1.714	-7	19,414	-85
100							-10						-93
12/17/07		5/19/08	154		- cash -
	5/19/08	5/26/08	7		Hang Seng Bank	33	44	HKD	144.690	146.070	1.380	1	19,474	64
					HDFC	33	121	INR	53.760	51.700	-2.060	-4	19,225	-87
					Axis Bank	33	362	INR	18.033	15.259	-2.774	-15	18,221	-100
100							-6						-96
5/26/08		3/30/09	308		- cash -
	3/30/09	1/25/10	301		Bank of Bejing	33	1,056	CNY	5.747	7.975	2.228	39	20,574	49
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
					Industrial Bank	33	717	CNY	8.470	12.820	4.350	51	23,693	65
					Shanghai Pudong	33	502	CNY	12.090	15.740	3.650	30	25,525	38
100							40						51
1/25/10		3/01/10	35		- cash -
	3/01/10	5/03/10	63		Aareal Bank	33	606	EUR	14.034	14.803	0.769	5	25,991	36
					KBC	33	253	EUR	33.620	35.195	1.575	5	26,389	30
					VTB Bank	33	2,475	EUR	3.440	3.640	0.200	6	26,884	39
100							5						35
5/03/10		5/31/10	28		- cash -
	5/31/10	6/28/10	28		Banco Macro	33	772	ARS	11.600	11.700	0.100	1	26,962	12
					KBC	33	281	EUR	31.885	32.760	0.875	3	27,207	42
					VTB Bank	33	2,293	EUR	3.910	4.050	0.140	4	27,528	58
100							2						36
6/28/10		9/06/10	70		- cash -
	9/06/10	11/29/10	84		Banco Macro	33	588	ARS	15.600	20.700	5.100	33	30,527	242
					BBVA Banco Francés	33	823	ARS	11.150	15.700	4.550	41	34,272	342
					State Bank of India	33	307	INR	29.825	30.713	0.888	3	34,544	14
100							26						168
11/29/10		12/06/10	7		- cash -
	12/06/10	5/16/11	161		Aareal Bank	33	584	EUR	19.708	23.250	3.542	18	36,613	45
					Banco Macro	33	525	ARS	21.900	14.700	-7.200	-33	32,833	-59
					BBVA Banco Francés	33	727	ARS	15.850	13.650	-2.200	-14	31,234	-29
100							-10						-20
5/16/11		12/19/11	217		- cash -
	12/19/11	12/26/11	7		Banco Sabadell	33	4,128	EUR	2.522	2.490	-0.032	-1	31,102	-49
					Aozora Bank	33	507	JPY	20.500	20.800	0.300	1	31,254	113
					China Minsheng Bk	33	1,729	CNY	6.030	5.890	-0.140	-2	31,012	-71
100							-1						-31
12/26/11		1/02/12	7		- cash -
	1/02/12	5/21/12	140		U.S. Bancorp	33	374	USD	27.580	30.720	3.140	11	32,186	32
					Bankinter	33	3,326	EUR	3.111	1.935	-1.176	-38	28,275	-71
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
					Aozora Bank	33	474	JPY	21.800	17.400	-4.400	-20	26,189	-44
100							-16						-36
5/21/12		8/13/12	84		- cash -
	8/13/12	6/10/13	301		Regional	33	187	MXN	46.490	72.510	26.020	56	31,055	71
					KBC	33	477	EUR	18.305	30.855	12.550	69	37,041	88
					Alpha Services	33	139	EUR	63.000	24.500	-38.500	-61	31,690	-68
100							21						26
6/10/13		7/15/13	35		- cash -
	7/15/13	9/02/13	49		Lloyds Bank	33	15,211	GBP	0.694	0.733	0.039	6	32,280	50
					Bank of Ireland	33	2,071	EUR	5.100	6.750	1.650	32	35,697	707
					FBD	33	686	EUR	15.400	14.320	-1.080	-7	34,956	-42
100							10						108
9/02/13		9/09/13	7		- cash -
	9/09/13	10/06/14	392		Banco Macro	33	626	ARS	18.600	47.500	28.900	155	53,047	139
					BBVA Banco Francés	33	697	ARS	16.700	52.000	35.300	211	77,651	188
					Bank of Ireland	33	1,648	EUR	7.080	9.240	2.160	31	81,211	28
100							132						119
10/06/14		10/27/14	21		- cash -
	10/27/14	1/05/15	70		Banco Macro	33	566	ARS	47.800	48.500	0.700	1	81,607	8
					BBVA Banco Francés	33	541	ARS	50.000	52.100	2.100	4	82,743	24
					Axis Bank	33	636	INR	42.610	51.760	9.150	21	88,563	176
100							9						57
1/05/15		1/19/15	14		- cash -
	1/19/15	8/17/15	210		BBVA Banco Francés	33	498	ARS	59.200	79.300	20.100	34	98,573	66
					Bank of Comm	33	4,551	CNY	6.490	6.720	0.230	4	99,619	6
					China Everbright Bk	33	6,776	CNY	4.360	4.470	0.110	3	100,365	4
100							13						24
8/17/15		12/21/15	126		- cash -
	12/21/15	1/11/16	21		Umweltbank	33	2,065	EUR	16.200	16.540	0.340	2	101,067	43
					Sberbank	33	6,248	EUR	5.354	4.550	-0.804	-15	96,043	-94
					Shanghai Pudong	33	1,748	CNY	19.140	17.050	-2.090	-11	92,390	-87
100							-8						-76
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
1/11/16		5/16/16	126		- cash -
	5/16/16	7/04/16	49		Banco Macro	33	351	ARS	87.500	110.000	22.500	26	100,288	450
					Regional	33	298	MXN	103.430	105.070	1.640	2	100,776	12
					Sberbank	33	4,474	EUR	6.896	7.956	1.060	15	105,519	190
100							14						169
7/04/16		7/18/16	14		- cash -
	7/18/16	3/26/18	616		Banco Macro	33	294	ARS	119.500	219.000	99.500	83	134,772	43
					Sberbank	33	4,233	EUR	8.312	14.970	6.658	80	162,955	42
					Axis Bank	33	617	INR	56.995	50.730	-6.265	-11	159,090	-7
100							51						28
3/26/18		7/23/18	119		- cash -
	7/23/18	8/13/18	21		FinecoBank	33	5,209	EUR	10.180	10.045	-0.135	-1	158,386	-21
					Kotak Mahindra Bank	33	396	INR	133.705	128.715	-4.990	-4	156,410	-48
					Yes Bank	33	1,373	INR	38.660	37.070	-1.590	-4	154,227	-52
100							-3						-42
8/13/18		9/24/18	42		- cash -
	9/24/18	10/08/18	14		American Express	33	467	USD	109.850	106.990	-2.860	-3	152,892	-50
					FinecoBank	33	4,406	EUR	11.680	10.730	-0.950	-8	148,706	-89
					Fukuoka	33	1,576	JPY	32.650	32.300	-0.350	-1	148,154	-24
100							-4						-65
10/08/18		2/11/19	126		- cash -
	2/11/19	6/17/19	126		Banco Macro	33	223	ARS	220.600	288.650	68.050	31	163,330	118
					BBVA Banco Francés	33	301	ARS	164.050	141.800	-22.250	-14	156,632	-34
					Axis Bank	33	722	INR	68.660	77.770	9.110	13	163,210	43
100							10						32
6/17/19		7/08/19	21		- cash -
	7/08/19	7/29/19	21		Banco Macro	33	178	ARS	305.450	315.550	10.100	3	165,007	76
					Banca Generali	33	2,062	EUR	26.380	26.660	0.280	1	165,585	20
					Sberbank	33	3,916	EUR	13.900	13.415	-0.485	-3	163,686	-46
100							0						5
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
7/29/19		9/16/19	49		- cash -
	9/16/19	10/07/19	21		Unipol	33	11,417	EUR	4.779	4.767	-0.012	0	163,549	-4
					Banca Generali	33	1,923	EUR	28.360	28.080	-0.280	-1	163,010	-16
					Sberbank	33	4,040	EUR	13.510	12.800	-0.710	-5	160,142	-61
100							-2						-32
10/07/19		10/14/19	7		- cash -
	10/14/19	3/02/20	140		Mediobanca	33	5,282	EUR	10.105	7.902	-2.203	-22	148,505	-47
					Unipol	33	10,910	EUR	4.893	4.335	-0.558	-11	142,418	-27
					Kotak Mahindra Bank	33	336	INR	158.550	159.900	1.350	1	142,871	2
100							-11						-26
3/02/20		7/06/20	126		- cash -
	7/06/20	9/28/20	84		Deutsche Bank	33	5,406	EUR	8.808	7.272	-1.536	-17	134,568	-57
					BBVA Banco Francés	33	304	ARS	156.200	124.250	-31.950	-20	124,855	-63
					FinecoBank	33	3,693	EUR	12.935	11.710	-1.225	-9	120,331	-35
100							-16						-53
9/28/20		10/12/20	14		- cash -
	10/12/20	10/19/20	7		UBI Banca	33	11,166	EUR	3.592	3.592	0.000	0	120,331	0
		11/02/20	21		FinecoBank	33	3,258	EUR	12.310	12.020	-0.290	-2	119,386	-34
					HDFC Bank	33	330	INR	121.365	121.525	0.160	0	119,439	2
100							-1						-12
11/02/20		11/09/20	7		- cash -
	11/09/20	3/07/22	483		BBVA Banco Francés	33	259	ARS	153.400	197.550	44.150	29	130,874	21
					HDFC Bank	33	297	INR	134.055	132.480	-1.575	-1	130,406	-1
					IndusInd Bank	33	514	INR	77.545	83.440	5.895	8	133,436	6
100							12						9
3/07/22		3/21/22	14		- cash -
	3/21/22	5/09/22	49		Banco del Bajio	33	865	MXN	51.390	49.520	-1.870	-4	131,819	-24
					Shinsei Bank	33	1,949	JPY	22.820	23.010	0.190	1	132,189	6
					Woori Financial	33	3,058	KRW	14.550	15.300	0.750	5	134,482	45
100							1						6
5/09/22		9/12/22	126		- cash -
	9/12/22	9/19/22	7		Banco Macro	33	95	ARS	468.050	519.100	51.050	11	139,332	21,994
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
					BBVA Banco Francés	33	142	ARS	315.950	339.450	23.500	7	142,669	4,113
					Yes Bank	33	25,728	INR	1.755	1.635	-0.120	-7	139,582	-98
100							4						596
9/19/22		10/24/22	35		- cash -
	10/24/22	3/27/23	154		Banco Macro	33	105	ARS	442.400	709.700	267.300	60	167,648	207
					BBVA Banco Francés	33	152	ARS	306.150	539.000	232.850	76	203,041	282
					Bank of Ireland	33	6,339	EUR	7.350	9.016	1.666	23	213,602	62
100							53						174
3/27/23		4/03/23	7		- cash -
	4/03/23	5/08/23	35		Banco Macro	33	95	ARS	748.150	824.200	76.050	10	220,827	174
					BBVA Banco Francés	33	128	ARS	554.000	646.850	92.850	17	232,712	403
					Unicredit	33	3,994	EUR	17.930	18.980	1.050	6	236,905	81
100							11						194
5/08/23		7/10/23	63		- cash -
	7/10/23	10/30/23	112		Banco Macro	33	58	ARS	1,348.600	1,491.050	142.450	11	245,168	39
					BBVA Banco Francés	33	78	ARS	1,012.250	1,081.450	69.200	7	250,565	24
					Unicredit	33	3,744	EUR	21.295	23.490	2.195	10	258,783	38
100							9						33
10/30/23		11/06/23	7		- cash -
	11/06/23	11/27/23	21		Banco Macro	33	48	ARS	1,768.000	2,549.400	781.400	44	296,290	57,816
					BBVA Banco Francés	33	70	ARS	1,225.000	1,690.900	465.900	38	328,903	27,003
					Banco de Valores	33	682	ARS	129.250	171.750	42.500	33	357,888	13,895
100							38						27,929
11/27/23		12/04/23	7		- cash -
	12/04/23	8/12/24	252		Banco Macro	33	48	ARS	2,477.600	6,680.000	4,202.400	170	559,604	321
					BBVA Banco Francés	33	72	ARS	1,646.300	4,025.000	2,378.700	144	730,870	265
					Banco de Valores	33	714	ARS	168.500	341.000	172.500	102	854,035	178
100							139						253
accum	9/11/06	8/12/24	4516	days out of 6910 invested (65%)							8,440		854,035	43

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Banco Macro	long	5/31/10	6/28/10	28	11.60	11.70	0.10	0.86	33	0.29
		9/06/10	11/29/10	84	15.60	20.70	5.10	32.69		10.90
		12/06/10	5/16/11	161	21.90	14.70	-7.20	-32.88		-10.96
		9/09/13	10/06/14	392	18.60	47.50	28.90	155.38		51.79
		10/27/14	1/05/15	70	47.80	48.50	0.70	1.46		0.49
		5/16/16	7/04/16	49	87.50	110.00	22.50	25.71		8.57
		7/18/16	3/26/18	616	119.50	219.00	99.50	83.26		27.75
		2/11/19	6/17/19	126	220.60	288.65	68.05	30.85		10.28
		7/08/19	7/29/19	21	305.45	315.55	10.10	3.31		1.10
		9/12/22	9/19/22	7	468.05	519.10	51.05	10.91		3.64
		10/24/22	3/27/23	154	442.40	709.70	267.30	60.42		20.14
		4/03/23	5/08/23	35	748.15	824.20	76.05	10.17		3.39
		7/10/23	10/30/23	112	1,348.60	1,491.05	142.45	10.56		3.52
		11/06/23	11/27/23	21	1,768.00	2,549.40	781.40	44.20		14.73
		12/04/23	8/12/24	252	2,477.60	6,680.00	4,202.40	169.62		56.54	459.09
BBVA Banco Francés		9/06/10	11/29/10	84	11.15	15.70	4.55	40.81		13.60
		12/06/10	5/16/11	161	15.85	13.65	-2.20	-13.88		-4.63
		9/09/13	10/06/14	392	16.70	52.00	35.30	211.38		70.46
		10/27/14	1/05/15	70	50.00	52.10	2.10	4.20		1.40
		1/19/15	8/17/15	210	59.20	79.30	20.10	33.95		11.32
		2/11/19	6/17/19	126	164.05	141.80	-22.25	-13.56		-4.52
		7/06/20	9/28/20	84	156.20	124.25	-31.95	-20.45		-6.82
		11/09/20	3/07/22	483	153.40	197.55	44.15	28.78		9.59
		9/12/22	9/19/22	7	315.95	339.45	23.50	7.44		2.48
		10/24/22	3/27/23	154	306.15	539.00	232.85	76.06		25.35
		4/03/23	5/08/23	35	554.00	646.85	92.85	16.76		5.59
		7/10/23	10/30/23	112	1,012.25	1,081.45	69.20	6.84		2.28
		11/06/23	11/27/23	21	1,225.00	1,690.90	465.90	38.03		12.68
		12/04/23	8/12/24	252	1,646.30	4,025.00	2,378.70	144.49		48.16	370.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
China Minsheng Bk		9/11/06	6/18/07	280	3.12	9.19	6.07	194.55		64.85
		12/19/11	12/26/11	7	6.03	5.89	-0.14	-2.32		-0.77	63.57
Sberbank		9/11/06	6/18/07	280	8.06	13.68	5.62	69.73		23.24
		12/21/15	1/11/16	21	5.35	4.55	-0.80	-15.02		-5.01
		5/16/16	7/04/16	49	6.90	7.96	1.06	15.37		5.12
		7/18/16	3/26/18	616	8.31	14.97	6.66	80.10		26.70
		7/08/19	7/29/19	21	13.90	13.42	-0.49	-3.49		-1.16
		9/16/19	10/07/19	21	13.51	12.80	-0.71	-5.26		-1.75	51.42
Banco de Valores		11/06/23	11/27/23	21	129.25	171.75	42.50	32.88		10.96
		12/04/23	8/12/24	252	168.50	341.00	172.50	102.37		34.12	48.83
Bank of Ireland		7/15/13	9/02/13	49	5.10	6.75	1.65	32.35		10.78
		9/09/13	10/06/14	392	7.08	9.24	2.16	30.51		10.17
		10/24/22	3/27/23	154	7.35	9.02	1.67	22.67		7.56	31.27
KBC		3/01/10	5/03/10	63	33.62	35.20	1.58	4.68		1.56
		5/31/10	6/28/10	28	31.89	32.76	0.87	2.74		0.91
		8/13/12	6/10/13	301	18.31	30.86	12.55	68.56		22.85	25.91
Regional		8/13/12	6/10/13	301	46.49	72.51	26.02	55.97		18.66
		5/16/16	7/04/16	49	103.43	105.07	1.64	1.59		0.53	19.28
Industrial Bank		3/30/09	1/25/10	301	8.47	12.82	4.35	51.36		17.12	17.12
Bank of Bejing		3/30/09	1/25/10	301	5.75	7.97	2.23	38.77		12.92	12.92
Bank of East Asia		9/11/06	6/18/07	280	33.29	41.73	8.44	25.35		8.45	8.45
Aareal Bank		3/01/10	5/03/10	63	14.03	14.80	0.77	5.48		1.83
		12/06/10	5/16/11	161	19.71	23.25	3.54	17.97		5.99	7.93
Unicredit		4/03/23	5/08/23	35	17.93	18.98	1.05	5.86		1.95
		7/10/23	10/30/23	112	21.30	23.49	2.20	10.31		3.44	5.45
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Hua Xia Bank		6/25/07	7/30/07	35	6.44	7.00	0.56	8.62		2.87
		10/08/07	10/15/07	7	10.57	12.00	1.43	13.54		4.51
		10/29/07	11/05/07	7	10.80	10.10	-0.70	-6.49		-2.16	5.19
U.S. Bancorp		1/02/12	5/21/12	140	27.58	30.72	3.14	11.39		3.80	3.80
VTB Bank		3/01/10	5/03/10	63	3.44	3.64	0.20	5.81		1.94
		5/31/10	6/28/10	28	3.91	4.05	0.14	3.58		1.19	3.15
IndusInd Bank		11/09/20	3/07/22	483	77.55	83.44	5.89	7.60		2.53	2.53
Axis Bank		5/19/08	5/26/08	7	18.03	15.26	-2.77	-15.38		-5.13
		10/27/14	1/05/15	70	42.61	51.76	9.15	21.47		7.16
		7/18/16	3/26/18	616	57.00	50.73	-6.27	-10.99		-3.66
		2/11/19	6/17/19	126	68.66	77.77	9.11	13.27		4.42	2.27
Lloyds Bank		7/15/13	9/02/13	49	0.69	0.73	0.04	5.59		1.86	1.86
Woori Financial		3/21/22	5/09/22	49	14.55	15.30	0.75	5.15		1.72	1.72
Shanghai Pudong		6/25/07	7/30/07	35	16.01	17.33	1.32	8.24		2.75
		10/08/07	10/15/07	7	23.29	22.81	-0.48	-2.06		-0.69
		10/29/07	11/05/07	7	24.54	23.21	-1.33	-5.42		-1.81
		12/03/07	12/17/07	14	22.68	19.66	-3.02	-13.32		-4.44
		3/30/09	1/25/10	301	12.09	15.74	3.65	30.19		10.06
		12/21/15	1/11/16	21	19.14	17.05	-2.09	-10.92		-3.64	1.55
Bank of Comm		1/19/15	8/17/15	210	6.49	6.72	0.23	3.54		1.18	1.18
China Merchants Bank		6/25/07	7/30/07	35	19.20	22.61	3.41	17.76		5.92
		10/08/07	10/15/07	7	31.47	31.63	0.16	0.51		0.17
		10/29/07	11/05/07	7	34.25	32.36	-1.89	-5.52		-1.84
		12/03/07	12/17/07	14	30.56	27.93	-2.63	-8.61		-2.87	1.16
China Everbright Bk		1/19/15	8/17/15	210	4.36	4.47	0.11	2.52		0.84	0.84
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Umweltbank		12/21/15	1/11/16	21	16.20	16.54	0.34	2.10		0.70	0.70
Hang Seng Bank		5/19/08	5/26/08	7	144.69	146.07	1.38	0.95		0.32	0.32
Shinsei Bank		3/21/22	5/09/22	49	22.82	23.01	0.19	0.83		0.28	0.28
Banca Generali		7/08/19	7/29/19	21	26.38	26.66	0.28	1.06		0.35
		9/16/19	10/07/19	21	28.36	28.08	-0.28	-0.99		-0.33	0.02
UBI Banca		10/12/20	10/19/20	7	3.59	3.59	0.00	0.00		0.00	0.00
HDFC Bank		10/12/20	11/02/20	21	121.37	121.53	0.16	0.13		0.04
		11/09/20	3/07/22	483	134.06	132.48	-1.58	-1.17		-0.39	-0.35
Fukuoka		9/24/18	10/08/18	14	32.65	32.30	-0.35	-1.07		-0.36	-0.36
Banco Sabadell		12/19/11	12/26/11	7	2.52	2.49	-0.03	-1.27		-0.42	-0.42
American Express		9/24/18	10/08/18	14	109.85	106.99	-2.86	-2.60		-0.87	-0.87
Kotak Mahindra Bank		7/23/18	8/13/18	21	133.71	128.72	-4.99	-3.73		-1.24
		10/14/19	3/02/20	140	158.55	159.90	1.35	0.85		0.28	-0.96
Banco del Bajio		3/21/22	5/09/22	49	51.39	49.52	-1.87	-3.64		-1.21	-1.21
HDFC		5/19/08	5/26/08	7	53.76	51.70	-2.06	-3.83		-1.28	-1.28
State Bank of India		12/03/07	12/17/07	14	24.37	22.65	-1.71	-7.03		-2.34
		9/06/10	11/29/10	84	29.83	30.71	0.89	2.98		0.99	-1.38
FBD		7/15/13	9/02/13	49	15.40	14.32	-1.08	-7.01		-2.34	-2.34
Yes Bank		7/23/18	8/13/18	21	38.66	37.07	-1.59	-4.11		-1.37
		9/12/22	9/19/22	7	1.76	1.64	-0.12	-6.84		-2.28	-3.62
Unipol		9/16/19	10/07/19	21	4.78	4.77	-0.01	-0.25		-0.08
		10/14/19	3/02/20	140	4.89	4.34	-0.56	-11.40		-3.80	-3.88
Deutsche Bank		7/06/20	9/28/20	84	8.81	7.27	-1.54	-17.44		-5.81	-5.81
Aozora Bank		12/19/11	12/26/11	7	20.50	20.80	0.30	1.46		0.49
		1/02/12	5/21/12	140	21.80	17.40	-4.40	-20.18		-6.73	-6.27
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
FinecoBank		7/23/18	8/13/18	21	10.18	10.05	-0.14	-1.33		-0.44
		9/24/18	10/08/18	14	11.68	10.73	-0.95	-8.13		-2.71
		7/06/20	9/28/20	84	12.94	11.71	-1.23	-9.47		-3.16
		10/12/20	11/02/20	21	12.31	12.02	-0.29	-2.36		-0.79	-6.94
Mediobanca		10/14/19	3/02/20	140	10.11	7.90	-2.20	-21.80		-7.27	-7.27
Bankinter		1/02/12	5/21/12	140	3.11	1.94	-1.18	-37.80		-12.60	-12.60
Alpha Services		8/13/12	6/10/13	301	63.00	24.50	-38.50	-61.11		-20.37	-20.37

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two 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