Sat, May 2nd, 2026, 2:04UTC
Assessment - Banks in Japanese yen - 7/01/24 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
3/04/24
prc diff
⇓ Δ17
⇓ ∅-RS
SOM Banks
44,282.226
8/12/24
0.22
45,949.513
-3.63
38,841.198
7,108.315
18.30
27.86
S
Heartland
103.952
8/12/24
0.95
95.126
9.28
109.196
-14.071
-12.89
-24.53
Banco Comercial
65.476
8/12/24
0.16
60.069
9.00
43.242
16.827
38.91
33.60
Cdn Imp Bk Comm
8,194.084
8/12/24
-0.36
7,648.517
7.13
7,301.107
347.410
4.76
17.75
L
NatWest
68,345.208
8/12/24
0.48
64,341.723
6.22
47,451.246
16,890.477
35.60
45.08
U.S. Bancorp
6,700.493
8/12/24
-1.43
6,340.182
5.68
6,425.505
-85.323
-1.33
11.16
National Bank CA
13,453.395
8/12/24
0.39
12,758.503
5.45
11,944.442
814.060
6.82
15.40
BNY Mellon
10,222.816
8/12/24
-0.80
9,712.241
5.26
8,350.147
1,362.094
16.31
31.57
Agricultural Bank
102.946
8/12/24
0.65
98.508
4.50
88.634
9.874
11.14
25.62
S
Toronto-Dominion
9,231.131
8/12/24
0.19
8,841.945
4.40
8,899.541
-57.597
-0.65
-0.93
S
KakaoBank
2,552.943
8/12/24
1.39
2,453.629
4.05
3,211.912
-758.283
-23.61
-13.18
Westpac Banking
3,032.347
8/12/24
0.61
2,923.819
3.71
2,615.451
308.368
11.79
29.44
KB Financial
9,639.257
8/12/24
0.73
9,300.422
3.64
7,803.590
1,496.832
19.18
42.58
L
Commonwealth Bank
14,025.950
8/12/24
0.76
13,560.675
3.43
11,583.690
1,976.984
17.07
28.23
Ind and Comm Bk
132.897
8/12/24
1.18
129.126
2.92
111.211
17.915
16.11
26.57
Woori Financial
1,723.382
8/12/24
0.55
1,682.488
2.43
1,655.718
26.770
1.62
15.95
Erste Group Bank
7,989.499
8/12/24
0.37
7,814.458
2.24
6,077.701
1,736.756
28.58
31.87
L
Royal Bank CA
17,491.059
8/12/24
-0.72
17,125.389
2.14
14,632.164
2,493.225
17.04
21.29
L
Lloyds Bank
11,601.936
8/12/24
-0.28
11,360.910
2.12
9,057.397
2,303.512
25.43
32.68
FinecoBank
2,501.701
8/12/24
0.94
2,458.374
1.76
2,114.694
343.680
16.25
17.53
Raiffeisen Bank Int
2,878.646
8/12/24
1.59
2,831.853
1.65
3,301.145
-469.292
-14.22
10.90
American Express
38,301.225
8/12/24
-0.34
37,777.724
1.39
32,941.622
4,836.102
14.68
38.32
BBVA Banco Francés
712.126
8/12/24
0.75
702.855
1.32
413.511
289.344
69.97
35.77
S
DNB
3,249.941
8/12/24
0.14
3,212.099
1.18
3,030.366
181.732
6.00
10.23
Credit Agricole
2,288.532
8/12/24
0.57
2,270.335
0.80
2,058.803
211.532
10.27
13.57
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
3/04/24
prc diff
⇓ Δ17
⇓ ∅-RS
Banca Generali
6,599.569
8/12/24
0.74
6,551.042
0.74
5,629.922
921.120
16.36
19.41
KBC
11,538.847
8/12/24
-0.21
11,466.057
0.63
10,861.093
604.965
5.57
15.50
JP Morgan Chase
33,315.037
8/12/24
0.19
33,195.472
0.36
28,091.645
5,103.827
18.17
35.41
S
Svenska Handelsbank
1,552.155
8/12/24
0.29
1,546.837
0.34
1,816.360
-269.524
-14.84
9.32
National Australia B
3,867.264
8/12/24
1.01
3,875.860
-0.22
3,348.012
527.848
15.77
30.48
Mediobanca
2,431.511
8/12/24
0.94
2,441.910
-0.43
2,055.861
386.048
18.78
24.94
ANZ Banking AU
3,032.347
8/12/24
0.93
3,057.062
-0.81
2,825.314
231.748
8.20
19.55
Standard Chartered
147,475.313
8/12/24
0.92
149,558.760
-1.39
130,409.706
19,149.054
14.68
17.19
Suncorp-Metway
1,809.523
8/12/24
1.38
1,840.684
-1.69
1,506.311
334.373
22.20
31.11
Bank Nova Scotia
7,229.936
8/12/24
-3.42
7,358.097
-1.74
7,394.284
-36.187
-0.49
5.56
L
Kotak Mahindra Bank
3,433.490
8/12/24
0.16
3,502.351
-1.97
3,135.419
366.932
11.70
10.20
ABN AMRO
2,649.879
8/12/24
0.92
2,714.870
-2.39
2,445.625
269.245
11.01
19.46
ANZ Banking NZ
2,946.931
8/12/24
0.13
3,020.482
-2.44
2,833.601
186.880
6.60
18.37
S
Bank Montreal
13,151.217
8/12/24
-0.10
13,501.602
-2.60
13,758.072
-256.469
-1.86
1.92
L
HDFC Bank
3,215.670
8/12/24
0.60
3,303.031
-2.64
2,600.808
702.223
27.00
19.24
IBK
1,574.996
8/12/24
0.37
1,618.227
-2.67
1,587.861
30.366
1.91
20.45
Banco de Valores
60.332
8/12/24
-0.15
62.012
-2.71
47.152
14.861
31.52
19.24
Intesa Sanpaolo
601.465
8/12/24
0.54
620.703
-3.10
490.269
130.434
26.60
39.52
ICICI Bank
2,271.754
8/12/24
0.10
2,347.395
-3.22
1,982.964
364.431
18.38
29.70
Banca Mediolanum
1,772.941
8/12/24
1.29
1,835.332
-3.40
1,634.230
201.102
12.31
27.58
Banco Sabadell
309.875
8/12/24
0.45
320.880
-3.43
204.687
116.192
56.77
59.76
L
ICBC
92.689
8/12/24
2.05
95.999
-3.45
77.329
18.670
24.14
30.65
L
State Bank of India
1,574.034
8/12/24
-1.42
1,630.886
-3.49
1,401.517
229.369
16.37
40.13
L
China Constr Bk HK
114.827
8/12/24
1.46
119.379
-3.81
93.295
26.083
27.96
34.66
BNP Paribas
10,268.499
8/12/24
10,687.904
-3.92
9,359.235
1,328.669
14.20
10.35
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
3/04/24
prc diff
⇓ Δ17
⇓ ∅-RS
Bank of Ireland
1,631.175
8/12/24
-0.93
1,701.191
-4.12
1,377.002
324.189
23.54
17.36
S.E.B
2,289.865
8/12/24
-0.10
2,397.749
-4.50
2,227.022
170.727
7.67
26.12
Unicredit
5,991.258
8/12/24
0.38
6,274.616
-4.52
5,115.957
1,158.659
22.65
48.59
L
Bank of America
6,167.297
8/12/24
-0.29
6,464.594
-4.60
5,289.379
1,175.215
22.22
36.15
BPER Banca
825.813
8/12/24
-0.27
865.847
-4.62
621.498
244.349
39.32
59.00
OCBC
1,646.222
8/12/24
0.29
1,725.974
-4.62
1,456.853
269.121
18.47
19.82
L
Unipol
1,555.439
8/12/24
0.06
1,635.161
-4.88
1,228.287
406.874
33.13
71.71
Danske Bank
4,611.913
8/12/24
0.15
4,859.416
-5.09
4,521.413
338.002
7.48
25.38
Bankinter
1,264.109
8/12/24
0.19
1,333.432
-5.20
991.651
341.781
34.47
32.04
L
HSBC
1,331.370
8/12/24
0.63
1,413.094
-5.78
1,166.672
246.422
21.12
20.23
DBS Bank
4,044.730
8/12/24
1.22
4,299.460
-5.92
3,745.232
554.228
14.80
16.57
Jyske Bank
12,061.390
8/12/24
0.48
12,828.299
-5.98
12,384.551
443.749
3.58
14.49
Banco Bilbao Viz
1,546.601
8/12/24
0.27
1,646.426
-6.06
1,538.464
107.962
7.02
22.87
L
United Overseas Bank
3,486.467
8/12/24
0.58
3,725.722
-6.42
3,154.646
571.076
18.10
18.20
China Merchants Bank
712.632
8/12/24
-0.65
762.330
-6.52
658.901
103.428
15.70
16.67
S
Banco del Bajio
457.255
8/12/24
0.64
490.543
-6.79
566.937
-76.394
-13.47
-1.76
L
HSBC
131,522.651
8/12/24
0.22
141,122.845
-6.80
116,267.974
24,854.871
21.38
20.19
Swedbank
3,146.855
8/12/24
-0.86
3,382.376
-6.96
3,331.811
50.565
1.52
19.50
Banco BPM
1,002.067
8/12/24
-0.31
1,077.283
-6.98
906.998
170.285
18.77
32.66
L
Bank of China (HK)
461.376
8/12/24
497.583
-7.28
404.921
92.662
22.88
20.93
IndusInd Bank
2,616.643
8/12/24
0.08
2,822.065
-7.28
2,779.798
42.267
1.52
6.90
Banco Macro
1,181.864
8/12/24
0.91
1,278.218
-7.54
752.827
525.391
69.79
60.12
L
Axis Bank
2,255.289
8/12/24
1.89
2,444.343
-7.73
2,009.104
435.239
21.66
30.29
UBS
4,443.336
8/12/24
0.44
4,824.194
-7.89
4,340.291
483.903
11.15
22.48
Nordea Bank
1,820.344
8/12/24
-0.13
1,977.611
-7.95
1,847.614
129.997
7.04
15.65
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
3/04/24
prc diff
⇓ Δ17
⇓ ∅-RS
Banco Santander
708.656
8/12/24
-0.24
770.787
-8.06
630.159
140.628
22.32
24.98
S
Regional
1,115.470
8/12/24
-0.39
1,215.159
-8.20
1,424.265
-209.105
-14.68
-1.26
L
Industrial Bank
361.197
8/12/24
-0.55
393.811
-8.28
343.038
50.773
14.80
20.16
L
China Merchants B HK
672.409
8/12/24
733.443
-8.32
573.237
160.206
27.95
24.05
L
Hang Seng Bank
1,901.366
8/12/24
0.38
2,077.227
-8.47
1,753.375
323.852
18.47
15.02
L
Nordea Bank
1,805.869
8/12/24
-0.19
1,978.311
-8.72
1,848.641
129.670
7.01
15.63
Citigroup
9,345.467
8/12/24
10,248.668
-8.81
8,447.959
1,800.709
21.32
39.14
Societe Generale
3,556.280
8/12/24
0.44
3,916.761
-9.20
3,717.056
199.705
5.37
2.48
L
Aozora Bank
2,365.000
8/09/24
3.28
2,624.000
-9.87
2,524.500
99.500
3.94
-4.74
Sumitomo Mitsui Trst
3,320.000
8/09/24
2.72
3,721.000
-10.78
3,119.000
602.000
19.30
21.05
L
Umweltbank
977.457
8/12/24
-1.40
1,105.705
-11.60
983.806
121.899
12.39
-12.39
L
Bank of China
70.344
8/12/24
1.19
79.655
-11.69
59.247
20.407
34.44
39.84
Unicaja Banco
199.304
8/12/24
-0.86
226.340
-11.94
156.641
69.699
44.50
37.13
Deutsche Bank
2,306.383
8/12/24
0.14
2,669.983
-13.62
2,058.476
611.507
29.71
42.47
Wells Fargo
8,411.566
8/12/24
-1.33
9,789.796
-14.08
8,398.300
1,391.496
16.57
37.77
Commerzbank
2,152.485
8/12/24
0.89
2,531.163
-14.96
1,747.809
783.354
44.82
39.85
Resona
903.800
8/09/24
3.93
1,087.000
-16.85
844.400
242.600
28.73
18.52
Fukuoka
3,639.000
8/09/24
5.30
4,426.000
-17.78
3,931.000
495.000
12.59
11.64
Chiba Bank
1,073.000
8/09/24
3.22
1,456.500
-26.33
1,226.500
230.000
18.75
22.54
Banks - 93 out of 93 instruments rated - 7/01/24 / 3/04/24 - 83 did rise, Market-Ratio(17) in JPY = 89.25 %
Technical Chart
Transactions Banks in Japanese yen * L17 - 42/41 (3)
⇐
L/S date buy date sell days instrument spl pieces 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
2
1,194.492
2,260.894
1,066.402
89
12,133
130
Bank of East Asia
33
7
500.535
659.910
159.374
32
13,248
43
China Minsheng Bk
33
89
45.903
148.774
102.871
224
22,404
363
100
124
187
6/18/07
6/25/07
7
- cash -
6/25/07
7/30/07
35
China Merchants Bank
33
23
311.946
354.705
42.759
14
23,387
282
Hua Xia Bank
33
72
104.703
109.816
5.113
5
23,756
64
Shanghai Pudong
33
29
260.117
271.872
11.755
5
24,096
59
100
8
115
7/30/07
10/08/07
70
- cash -
10/08/07
10/15/07
7
China Merchants Bank
33
16
490.465
495.398
4.933
1
24,175
69
Hua Xia Bank
33
49
164.726
187.947
23.222
14
25,313
96,833
Shanghai Pudong
33
22
362.978
357.257
-5.722
-2
25,187
-56
100
5
925
10/15/07
10/29/07
14
- cash -
10/29/07
11/05/07
7
China Merchants Bank
33
16
522.291
498.095
-24.196
-5
24,800
-92
Hua Xia Bank
33
51
164.672
155.421
-9.251
-6
24,328
-95
Shanghai Pudong
33
22
374.219
357.255
-16.964
-5
23,955
-91
100
-5
-93
11/05/07
12/03/07
28
- cash -
12/03/07
12/17/07
14
China Merchants Bank
33
17
459.529
429.175
-30.354
-7
23,439
-83
Shanghai Pudong
33
23
341.038
302.098
-38.940
-11
22,544
-96
State Bank of India
33
121
68.388
65.201
-3.187
-5
22,158
-71
100
-8
-87
12/17/07
5/19/08
154
- cash -
5/19/08
5/26/08
7
Hang Seng Bank
33
3
1,930.707
1,933.386
2.679
0
22,166
7
HDFC
33
62
131.368
125.022
-6.347
-5
21,772
-92
Axis Bank
33
186
44.066
36.899
-7.166
-16
20,440
-100
100
-8
-99
5/26/08
3/30/09
308
- cash -
3/30/09
1/25/10
301
Bank of Bejing
33
82
82.322
105.006
22.684
28
22,300
34
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
Industrial Bank
33
56
121.337
168.810
47.473
39
24,958
49
Shanghai Pudong
33
39
173.196
207.260
34.064
20
26,287
24
100
29
36
1/25/10
3/01/10
35
- cash -
3/01/10
5/03/10
63
Aareal Bank
33
5
1,701.342
1,847.266
145.925
9
27,016
61
KBC
33
2
4,075.753
4,391.984
316.231
8
27,649
54
VTB Bank
33
23
417.031
454.236
37.204
9
28,504
64
100
8
60
5/03/10
5/31/10
28
- cash -
5/31/10
6/28/10
28
Banco Macro
33
35
269.483
267.057
-2.425
-1
28,420
-11
KBC
33
2
3,562.830
3,615.721
52.891
1
28,525
21
VTB Bank
33
27
436.903
446.999
10.095
2
28,798
35
100
1
14
6/28/10
9/06/10
70
- cash -
9/06/10
11/29/10
84
Banco Macro
33
28
334.567
437.560
102.993
31
31,682
221
BBVA Banco Francés
33
40
239.130
331.869
92.740
39
35,391
315
State Bank of India
33
182
54.002
56.067
2.065
4
35,767
18
100
24
157
11/29/10
12/06/10
7
- cash -
12/06/10
5/16/11
161
Aareal Bank
33
5
2,182.267
2,651.430
469.163
21
38,113
56
Banco Macro
33
27
455.876
290.570
-165.306
-36
33,650
-64
BBVA Banco Francés
33
38
329.938
269.815
-60.122
-18
31,365
-37
100
-12
-26
5/16/11
12/19/11
217
- cash -
12/19/11
12/26/11
7
Banco Sabadell
33
40
255.832
253.681
-2.150
-1
31,279
-36
Aozora Bank
33
515
20.500
20.800
0.300
1
31,434
113
China Minsheng Bk
33
143
73.566
72.376
-1.190
-2
31,263
-57
100
0
-16
12/26/11
1/02/12
7
- cash -
1/02/12
5/21/12
140
U.S. Bancorp
33
4
2,120.589
2,428.111
307.523
15
32,493
42
Bankinter
33
36
309.980
195.338
-114.642
-37
28,366
-70
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
Aozora Bank
33
533
21.800
17.400
-4.400
-20
26,021
-44
100
-17
-38
5/21/12
8/13/12
84
- cash -
8/13/12
6/10/13
301
Regional
33
31
278.124
553.920
275.796
99
34,571
131
KBC
33
4
1,760.941
3,979.061
2,218.120
126
43,443
169
Alpha Services
33
1
6,060.600
3,159.520
-2,901.080
-48
40,542
-55
100
67
86
6/10/13
7/15/13
35
- cash -
7/15/13
9/02/13
49
Lloyds Bank
33
129
104.088
114.635
10.547
10
41,903
105
Bank of Ireland
33
20
661.266
891.142
229.876
35
46,500
823
FBD
33
6
1,996.764
1,890.541
-106.223
-5
45,863
-33
100
14
161
9/02/13
9/09/13
7
- cash -
9/09/13
10/06/14
392
Banco Macro
33
47
324.769
611.586
286.817
88
59,343
80
BBVA Banco Francés
33
52
291.594
669.526
377.932
130
78,996
117
Bank of Ireland
33
16
934.864
1,271.701
336.837
36
84,385
33
100
85
77
10/06/14
10/27/14
21
- cash -
10/27/14
1/05/15
70
Banco Macro
33
46
606.589
676.649
70.060
12
87,608
77
BBVA Banco Francés
33
44
634.508
726.875
92.367
15
91,672
103
Axis Bank
33
380
74.974
97.273
22.299
30
100,146
289
100
19
144
1/05/15
1/19/15
14
- cash -
1/19/15
8/17/15
210
BBVA Banco Francés
33
41
809.488
1,067.883
258.395
32
110,740
62
Bank of Comm
33
272
122.804
130.742
7.938
6
112,899
12
China Everbright Bk
33
406
82.500
86.966
4.466
5
114,712
10
100
15
27
8/17/15
12/21/15
126
- cash -
12/21/15
1/11/16
21
Umweltbank
33
17
2,143.017
2,115.234
-27.783
-1
114,240
-20
Sberbank
33
55
708.254
581.881
-126.373
-18
107,289
-97
Shanghai Pudong
33
109
357.972
305.746
-52.226
-15
101,597
-94
100
-11
-88
L/S date buy date sell days instrument spl pieces 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
50
674.058
750.573
76.515
11
105,423
123
Regional
33
55
616.025
585.272
-30.753
-5
103,731
-32
Sberbank
33
39
851.256
909.848
58.592
7
106,016
64
100
4
38
7/04/16
7/18/16
14
- cash -
7/18/16
3/26/18
616
Banco Macro
33
41
852.477
1,143.266
290.789
34
117,939
19
Sberbank
33
36
977.524
1,964.438
986.914
101
153,467
51
Axis Bank
33
398
90.110
82.538
-7.572
-8
150,454
-5
100
42
23
3/26/18
7/23/18
119
- cash -
7/23/18
8/13/18
21
FinecoBank
33
37
1,326.352
1,268.231
-58.121
-4
148,303
-54
Kotak Mahindra Bank
33
234
216.343
203.470
-12.874
-6
145,291
-66
Yes Bank
33
811
62.554
58.599
-3.955
-6
142,083
-68
100
-6
-63
8/13/18
9/24/18
42
- cash -
9/24/18
10/08/18
14
American Express
33
3
12,360.899
12,066.432
-294.467
-2
141,200
-47
FinecoBank
33
33
1,548.056
1,390.801
-157.254
-10
136,011
-94
Fukuoka
33
1,651
32.650
32.300
-0.350
-1
135,433
-24
100
-5
-71
10/08/18
2/11/19
126
- cash -
2/11/19
6/17/19
126
Banco Macro
33
71
630.708
712.407
81.699
13
141,233
42
BBVA Banco Francés
33
96
469.028
349.971
-119.056
-25
129,804
-57
Axis Bank
33
429
106.291
120.796
14.505
14
136,027
45
100
0
1
6/17/19
7/08/19
21
- cash -
7/08/19
7/29/19
21
Banco Macro
33
57
794.905
785.541
-9.365
-1
135,493
-19
Banca Generali
33
14
3,216.118
3,231.539
15.421
0
135,709
9
Sberbank
33
26
1,694.619
1,626.072
-68.546
-4
133,927
-51
100
-2
-24
L/S date buy date sell days instrument spl pieces 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
78
568.142
560.409
-7.733
-1
133,323
-21
Banca Generali
33
13
3,371.522
3,301.085
-70.437
-2
132,408
-31
Sberbank
33
28
1,606.109
1,504.768
-101.341
-6
129,570
-68
100
-3
-44
10/07/19
10/14/19
7
- cash -
10/14/19
3/02/20
140
Mediobanca
33
35
1,207.921
952.128
-255.794
-21
120,617
-46
Unipol
33
74
584.895
522.333
-62.562
-11
115,988
-26
Kotak Mahindra Bank
33
182
241.243
237.312
-3.931
-2
115,272
-4
100
-11
-26
3/02/20
7/06/20
126
- cash -
7/06/20
9/28/20
84
Deutsche Bank
33
35
1,070.427
894.703
-175.724
-16
109,122
-54
BBVA Banco Francés
33
164
236.984
172.446
-64.538
-27
98,538
-75
FinecoBank
33
24
1,571.978
1,440.728
-131.249
-8
95,388
-32
100
-17
-57
9/28/20
10/12/20
14
- cash -
10/12/20
10/19/20
7
UBI Banca
33
71
446.809
446.126
-0.682
0
95,339
-8
11/02/20
21
FinecoBank
33
20
1,531.241
1,465.358
-65.883
-4
94,022
-53
HDFC Bank
33
189
174.149
171.000
-3.149
-2
93,426
-27
100
-2
-30
11/02/20
11/09/20
7
- cash -
11/09/20
3/07/22
483
BBVA Banco Francés
33
152
203.940
210.165
6.225
3
94,373
2
HDFC Bank
33
163
190.625
198.779
8.154
4
95,702
3
IndusInd Bank
33
284
110.268
125.197
14.929
14
99,942
10
100
7
5
3/07/22
3/21/22
14
- cash -
3/21/22
5/09/22
49
Banco del Bajio
33
110
301.518
317.751
16.234
5
101,727
48
Shinsei Bank
33
1,463
22.820
23.010
0.190
1
102,005
6
Woori Financial
33
23,400
1.427
1.566
0.139
10
105,257
100
100
5
47
5/09/22
9/12/22
126
- cash -
9/12/22
9/19/22
7
Banco Macro
33
74
467.891
515.070
47.179
10
108,748
14,879
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
BBVA Banco Francés
33
111
315.843
336.815
20.972
7
111,076
2,756
Yes Bank
33
11,306
3.146
2.937
-0.209
-7
108,709
-97
100
3
438
9/19/22
10/24/22
35
- cash -
10/24/22
3/27/23
154
Banco Macro
33
85
425.950
450.154
24.204
6
110,766
14
BBVA Banco Francés
33
122
294.766
341.881
47.115
16
116,514
42
Bank of Ireland
33
33
1,080.634
1,279.803
199.169
18
123,087
49
100
13
35
3/27/23
4/03/23
7
- cash -
4/03/23
5/08/23
35
Banco Macro
33
87
471.048
488.481
17.433
4
124,603
46
BBVA Banco Francés
33
117
348.808
383.370
34.563
10
128,647
168
Unicredit
33
15
2,585.255
2,820.523
235.268
9
132,176
148
100
8
113
5/08/23
7/10/23
63
- cash -
7/10/23
10/30/23
112
Banco Macro
33
60
726.486
634.946
-91.540
-13
126,684
-36
BBVA Banco Francés
33
81
545.296
460.523
-84.773
-16
119,817
-42
Unicredit
33
13
3,311.032
3,714.873
403.841
12
125,067
46
100
-5
-17
10/30/23
11/06/23
7
- cash -
11/06/23
11/27/23
21
Banco Macro
33
55
756.866
1,057.915
301.048
40
141,625
33,608
BBVA Banco Francés
33
79
524.412
701.666
177.254
34
155,628
15,674
Banco de Valores
33
759
55.331
71.270
15.940
29
167,726
8,045
100
34
16,327
11/27/23
12/04/23
7
- cash -
12/04/23
8/12/24
252
Banco Macro
33
55
1,006.505
1,181.864
175.359
17
177,371
26
BBVA Banco Francés
33
84
668.796
712.126
43.330
6
181,010
10
Banco de Valores
33
820
68.452
60.332
-8.120
-12
174,352
-17
100
4
6
accum 9/11/06
8/12/24 5031
days out of 7425 invested (68%)
1,644
174,352
23
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Banco Macro long 5/31/10 6/28/10 28 269.48 267.06 -2.43 -0.90 33 -0.30
9/06/10 11/29/10 84 334.57 437.56 102.99 30.78 10.26
12/06/10 5/16/11 161 455.88 290.57 -165.31 -36.26 -12.09
9/09/13 10/06/14 392 324.77 611.59 286.82 88.31 29.44
10/27/14 1/05/15 70 606.59 676.65 70.06 11.55 3.85
5/16/16 7/04/16 49 674.06 750.57 76.51 11.35 3.78
7/18/16 3/26/18 616 852.48 1,143.27 290.79 34.11 11.37
2/11/19 6/17/19 126 630.71 712.41 81.70 12.95 4.32
7/08/19 7/29/19 21 794.91 785.54 -9.36 -1.18 -0.39
9/12/22 9/19/22 7 467.89 515.07 47.18 10.08 3.36
10/24/22 3/27/23 154 425.95 450.15 24.20 5.68 1.89
4/03/23 5/08/23 35 471.05 488.48 17.43 3.70 1.23
7/10/23 10/30/23 112 726.49 634.95 -91.54 -12.60 -4.20
11/06/23 11/27/23 21 756.87 1,057.91 301.05 39.78 13.26
12/04/23 8/12/24 252 1,006.51 1,181.86 175.36 17.42 5.81 90.97
BBVA Banco Francés 9/06/10 11/29/10 84 239.13 331.87 92.74 38.78 12.93
12/06/10 5/16/11 161 329.94 269.82 -60.12 -18.22 -6.07
9/09/13 10/06/14 392 291.59 669.53 377.93 129.61 43.20
10/27/14 1/05/15 70 634.51 726.87 92.37 14.56 4.85
1/19/15 8/17/15 210 809.49 1,067.88 258.39 31.92 10.64
2/11/19 6/17/19 126 469.03 349.97 -119.06 -25.38 -8.46
7/06/20 9/28/20 84 236.98 172.45 -64.54 -27.23 -9.08
11/09/20 3/07/22 483 203.94 210.17 6.23 3.05 1.02
9/12/22 9/19/22 7 315.84 336.81 20.97 6.64 2.21
10/24/22 3/27/23 154 294.77 341.88 47.12 15.98 5.33
4/03/23 5/08/23 35 348.81 383.37 34.56 9.91 3.30
7/10/23 10/30/23 112 545.30 460.52 -84.77 -15.55 -5.18
11/06/23 11/27/23 21 524.41 701.67 177.25 33.80 11.27
12/04/23 8/12/24 252 668.80 712.13 43.33 6.48 2.16 77.58
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
China Minsheng Bk 9/11/06 6/18/07 280 45.90 148.77 102.87 224.11 74.70
12/19/11 12/26/11 7 73.57 72.38 -1.19 -1.62 -0.54 73.76
Sberbank 9/11/06 6/18/07 280 1,194.49 2,260.89 1,066.40 89.28 29.76
12/21/15 1/11/16 21 708.25 581.88 -126.37 -17.84 -5.95
5/16/16 7/04/16 49 851.26 909.85 58.59 6.88 2.29
7/18/16 3/26/18 616 977.52 1,964.44 986.91 100.96 33.65
7/08/19 7/29/19 21 1,694.62 1,626.07 -68.55 -4.04 -1.35
9/16/19 10/07/19 21 1,606.11 1,504.77 -101.34 -6.31 -2.10 61.14
KBC 3/01/10 5/03/10 63 4,075.75 4,391.98 316.23 7.76 2.59
5/31/10 6/28/10 28 3,562.83 3,615.72 52.89 1.48 0.49
8/13/12 6/10/13 301 1,760.94 3,979.06 2,218.12 125.96 41.99 46.38
Bank of Ireland 7/15/13 9/02/13 49 661.27 891.14 229.88 34.76 11.59
9/09/13 10/06/14 392 934.86 1,271.70 336.84 36.03 12.01
10/24/22 3/27/23 154 1,080.63 1,279.80 199.17 18.43 6.14 32.67
Regional 8/13/12 6/10/13 301 278.12 553.92 275.80 99.16 33.05
5/16/16 7/04/16 49 616.02 585.27 -30.75 -4.99 -1.66 30.84
Industrial Bank 3/30/09 1/25/10 301 121.34 168.81 47.47 39.12 13.04 13.04
Bank of East Asia 9/11/06 6/18/07 280 500.54 659.91 159.37 31.84 10.61 10.61
Aareal Bank 3/01/10 5/03/10 63 1,701.34 1,847.27 145.92 8.58 2.86
12/06/10 5/16/11 161 2,182.27 2,651.43 469.16 21.50 7.17 10.23
Bank of Bejing 3/30/09 1/25/10 301 82.32 105.01 22.68 27.56 9.19 9.19
Unicredit 4/03/23 5/08/23 35 2,585.25 2,820.52 235.27 9.10 3.03
7/10/23 10/30/23 112 3,311.03 3,714.87 403.84 12.20 4.07 7.22
Axis Bank 5/19/08 5/26/08 7 44.07 36.90 -7.17 -16.26 -5.42
10/27/14 1/05/15 70 74.97 97.27 22.30 29.74 9.91
7/18/16 3/26/18 616 90.11 82.54 -7.57 -8.40 -2.80
2/11/19 6/17/19 126 106.29 120.80 14.50 13.65 4.55 5.64
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Banco de Valores 11/06/23 11/27/23 21 55.33 71.27 15.94 28.81 9.60
12/04/23 8/12/24 252 68.45 60.33 -8.12 -11.86 -3.95 5.27
U.S. Bancorp 1/02/12 5/21/12 140 2,120.59 2,428.11 307.52 14.50 4.83 4.83
IndusInd Bank 11/09/20 3/07/22 483 110.27 125.20 14.93 13.54 4.51 4.51
Hua Xia Bank 6/25/07 7/30/07 35 104.70 109.82 5.11 4.88 1.63
10/08/07 10/15/07 7 164.73 187.95 23.22 14.10 4.70
10/29/07 11/05/07 7 164.67 155.42 -9.25 -5.62 -1.87 4.41
VTB Bank 3/01/10 5/03/10 63 417.03 454.24 37.20 8.92 2.97
5/31/10 6/28/10 28 436.90 447.00 10.10 2.31 0.77 3.77
Lloyds Bank 7/15/13 9/02/13 49 104.09 114.64 10.55 10.13 3.38 3.38
Woori Financial 3/21/22 5/09/22 49 1.43 1.57 0.14 9.74 3.25 3.25
Bank of Comm 1/19/15 8/17/15 210 122.80 130.74 7.94 6.46 2.15 2.15
China Everbright Bk 1/19/15 8/17/15 210 82.50 86.97 4.47 5.41 1.80 1.80
Banco del Bajio 3/21/22 5/09/22 49 301.52 317.75 16.23 5.38 1.79 1.79
China Merchants Bank 6/25/07 7/30/07 35 311.95 354.70 42.76 13.71 4.57
10/08/07 10/15/07 7 490.46 495.40 4.93 1.01 0.34
10/29/07 11/05/07 7 522.29 498.09 -24.20 -4.63 -1.54
12/03/07 12/17/07 14 459.53 429.18 -30.35 -6.61 -2.20 1.03
HDFC Bank 10/12/20 11/02/20 21 174.15 171.00 -3.15 -1.81 -0.60
11/09/20 3/07/22 483 190.62 198.78 8.15 4.28 1.43 0.81
Shinsei Bank 3/21/22 5/09/22 49 22.82 23.01 0.19 0.83 0.28 0.28
Hang Seng Bank 5/19/08 5/26/08 7 1,930.71 1,933.39 2.68 0.14 0.05 0.05
UBI Banca 10/12/20 10/19/20 7 446.81 446.13 -0.68 -0.15 -0.05 -0.05
Banco Sabadell 12/19/11 12/26/11 7 255.83 253.68 -2.15 -0.84 -0.28 -0.28
State Bank of India 12/03/07 12/17/07 14 68.39 65.20 -3.19 -4.66 -1.55
9/06/10 11/29/10 84 54.00 56.07 2.07 3.82 1.27 -0.30
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Fukuoka 9/24/18 10/08/18 14 32.65 32.30 -0.35 -1.07 -0.36 -0.36
Umweltbank 12/21/15 1/11/16 21 2,143.02 2,115.23 -27.78 -1.30 -0.43 -0.43
Banca Generali 7/08/19 7/29/19 21 3,216.12 3,231.54 15.42 0.48 0.16
9/16/19 10/07/19 21 3,371.52 3,301.08 -70.44 -2.09 -0.70 -0.54
American Express 9/24/18 10/08/18 14 12,360.90 12,066.43 -294.47 -2.38 -0.79 -0.79
HDFC 5/19/08 5/26/08 7 131.37 125.02 -6.35 -4.83 -1.61 -1.61
FBD 7/15/13 9/02/13 49 1,996.76 1,890.54 -106.22 -5.32 -1.77 -1.77
Kotak Mahindra Bank 7/23/18 8/13/18 21 216.34 203.47 -12.87 -5.95 -1.98
10/14/19 3/02/20 140 241.24 237.31 -3.93 -1.63 -0.54 -2.52
Shanghai Pudong 6/25/07 7/30/07 35 260.12 271.87 11.76 4.52 1.51
10/08/07 10/15/07 7 362.98 357.26 -5.72 -1.58 -0.53
10/29/07 11/05/07 7 374.22 357.26 -16.96 -4.53 -1.51
12/03/07 12/17/07 14 341.04 302.10 -38.94 -11.42 -3.81
3/30/09 1/25/10 301 173.20 207.26 34.06 19.67 6.56
12/21/15 1/11/16 21 357.97 305.75 -52.23 -14.59 -4.86 -3.02
Unipol 9/16/19 10/07/19 21 568.14 560.41 -7.73 -1.36 -0.45
10/14/19 3/02/20 140 584.89 522.33 -62.56 -10.70 -3.57 -4.00
Yes Bank 7/23/18 8/13/18 21 62.55 58.60 -3.96 -6.32 -2.11
9/12/22 9/19/22 7 3.15 2.94 -0.21 -6.66 -2.22 -4.28
Deutsche Bank 7/06/20 9/28/20 84 1,070.43 894.70 -175.72 -16.42 -5.47 -5.47
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
Mediobanca 10/14/19 3/02/20 140 1,207.92 952.13 -255.79 -21.18 -7.06 -7.06
FinecoBank 7/23/18 8/13/18 21 1,326.35 1,268.23 -58.12 -4.38 -1.46
9/24/18 10/08/18 14 1,548.06 1,390.80 -157.25 -10.16 -3.39
7/06/20 9/28/20 84 1,571.98 1,440.73 -131.25 -8.35 -2.78
10/12/20 11/02/20 21 1,531.24 1,465.36 -65.88 -4.30 -1.43 -8.77
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Bankinter 1/02/12 5/21/12 140 309.98 195.34 -114.64 -36.98 -12.33 -12.33
Alpha Services 8/13/12 6/10/13 301 6,060.60 3,159.52 -2,901.08 -47.87 -15.96 -15.96
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.
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