Share-o-matic - Assessment Banks

Assessment - Banks - 4/22/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	273.590	10:00	0.14	271.964	0.60	243.105	28.859	11.87	USD	17.49
	L	Banco Macro	5,170.700	Wed	-5.49	5,628.000	-8.13	3,975.700	1,652.300	41.56	ARS	218.65
	L	BBVA Banco Francés	3,128.850	Wed	-5.78	3,327.550	-5.97	2,465.600	861.950	34.96	ARS	160.99
		Banco de Valores	258.500	Wed	-3.72	271.000	-4.61	281.500	-10.500	-3.73	ARS	90.13
	L	Unipol	8.370	Wed	0.36	8.265	1.27	5.568	2.697	48.44	EUR	51.81
	L	BPER Banca	4.634	Wed	-0.75	4.514	2.66	3.302	1.212	36.71	EUR	46.45
	L	Unicredit	34.985	Wed	-0.98	34.130	2.51	26.550	7.580	28.55	EUR	44.27
	L	Deutsche Bank	15.400	Wed		15.160	1.58	11.940	3.220	26.97	EUR	39.50
	L	Wells Fargo	60.600	Wed	-0.56	61.100	-0.82	48.530	12.570	25.90	USD	35.83
	L	American Express	239.120	Wed	0.07	233.000	2.63	185.010	47.990	25.94	USD	34.42
	L	Banco Bilbao Viz	10.550	Wed	-1.03	10.430	1.15	8.172	2.258	27.63	EUR	34.23
	L	Intesa Sanpaolo	3.517	Wed	-0.07	3.429	2.58	2.768	0.661	23.86	EUR	31.90
	L	Banco Sabadell	1.506	Wed	-0.89	1.495	0.77	1.168	0.327	27.95	EUR	31.50
	L	Resona	988.800	06:15	-0.40	996.100	-0.73	770.300	225.800	29.31	JPY	29.75
	L	Banco Santander	4.780	Wed	0.67	4.667	2.41	3.734	0.933	24.99	EUR	29.31
	L	Citigroup	62.470	Wed	-0.32	60.950	2.49	52.840	8.110	15.35	USD	28.20
	L	KB Financial	69,300.000	06:30	0.58	69,500.000	-0.29	49,300.000	20,200.000	40.97	KRW	27.92
	L	Chiba Bank	1,316.000	06:15	-1.13	1,323.000	-0.53	1,065.500	257.500	24.17	JPY	27.50
	L	Commerzbank	13.855	Wed	-0.18	13.505	2.59	10.690	2.815	26.33	EUR	26.90
	L	Banco BPM	6.110	Wed	-0.16	5.892	3.70	4.900	0.992	20.24	EUR	26.44
	L	Fukuoka	4,125.000	06:15	-1.32	4,188.000	-1.50	3,440.000	748.000	21.74	JPY	25.20
	L	Erste Group Bank	44.500	Wed	-0.04	43.490	2.32	39.320	4.170	10.61	EUR	24.57
	L	State Bank of India	812.700	10:00	5.12	766.100	6.08	631.000	135.100	21.41	INR	24.38
	L	Bank of America	38.330	Wed	-0.10	37.730	1.59	32.550	5.180	15.91	USD	23.80
		Banco Comercial	0.313	Wed	-3.79	0.320	-2.34	0.288	0.033	11.30	EUR	23.24
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	Bankinter	7.270	Wed	0.14	7.268	0.03	5.964	1.304	21.86	EUR	22.11
	L	Agricultural Bank	4.550	07:00	1.34	4.500	1.11	3.680	0.820	22.28	CNY	21.84
		JP Morgan Chase	193.080	Wed	0.49	189.410	1.94	170.110	19.300	11.35	USD	21.41
	L	BNY Mellon	57.935	Wed	0.86	57.160	1.36	54.830	2.330	4.25	USD	21.28
		Danske Bank	204.800	Wed	-1.92	205.300	-0.24	188.550	16.750	8.88	DKK	20.59
	L	NatWest	285.900	Wed	0.03	279.700	2.22	213.600	66.100	30.95	GBP	20.35
	L	Credit Agricole	14.450	Wed	0.42	14.220	1.62	13.300	0.920	6.92	EUR	19.37
		IBK	13,560.000	06:30	-0.22	13,640.000	-0.59	11,600.000	2,040.000	17.59	KRW	19.20
	L	Mediobanca	13.645	Wed	-0.40	13.615	0.22	11.980	1.635	13.65	EUR	18.09
	L	Unicaja Banco	1.149	Wed	-0.43	1.150	-0.09	0.856	0.294	34.35	EUR	17.33
	L	Sumitomo Mitsui Trst	3,251.000	06:15	-1.48	3,243.000	0.25	2,899.000	344.000	11.87	JPY	16.90
	L	Suncorp-Metway	16.200	Wed	-0.12	16.130	0.43	14.220	1.910	13.43	AUD	16.30
	L	KBC	71.380	Wed	0.45	70.820	0.79	59.700	11.120	18.63	EUR	16.23
		UBS	25.020	Wed	-2.91	25.390	-1.46	25.360	0.030	0.12	CHF	15.82
	L	Bank of China	3.490	08:09	0.87	3.400	2.65	2.810	0.590	21.00	HKD	15.73
		Westpac Banking	26.190	Wed	0.85	25.730	1.79	23.450	2.280	9.72	AUD	14.91
		Raiffeisen Bank Int	18.300	Wed	0.55	17.640	3.74	19.660	-2.020	-10.27	EUR	14.86
	L	Lloyds Bank	51.780	Wed	0.86	51.140	1.25	43.420	7.720	17.78	GBP	14.26
		National Australia B	34.000	Wed	0.47	33.400	1.80	31.630	1.770	5.60	AUD	14.09
		Banca Mediolanum	10.030	Wed	1.31	9.770	2.66	9.372	0.398	4.25	EUR	13.55
	L	BNP Paribas	67.730	Wed	-0.47	66.620	1.67	61.530	5.090	8.27	EUR	13.36
	L	Bank of Ireland	10.275	Wed	0.05	10.070	2.04	8.220	1.850	22.51	EUR	13.30
		Cdn Imp Bk Comm	65.160	Wed	-0.69	65.320	-0.24	61.340	3.980	6.49	CAD	13.22
	L	National Bank CA	111.800	Wed	0.20	111.320	0.43	100.130	11.190	11.18	CAD	12.87
		ANZ Banking NZ	31.250	Wed	0.64	30.850	1.30	28.450	2.400	8.44	NZD	12.39
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ13	Curr	∅-RS
		S.E.B	144.550	Wed	-3.67	146.750	-1.50	140.150	6.600	4.71	SEK	12.36
		Woori Financial	14,020.000	06:30	-0.71	14,150.000	-0.92	12,610.000	1,540.000	12.21	KRW	12.36
	L	Jyske Bank	572.000	Wed	-1.38	572.500	-0.09	519.800	52.700	10.14	DKK	12.34
	L	Ind and Comm Bk	5.490	07:00	0.37	5.480	0.18	4.890	0.590	12.07	CNY	12.17
		U.S. Bancorp	41.610	Wed	1.56	41.050	1.36	41.780	-0.730	-1.75	USD	11.93
	L	ABN AMRO	15.905	Wed	0.09	15.510	2.55	13.400	2.110	15.75	EUR	11.35
		Svenska Handelsbank	99.500	Wed	-12.06	110.700	-10.12	110.100	0.600	0.54	SEK	11.12
	L	FinecoBank	14.195	Wed	-1.76	14.170	0.18	13.725	0.445	3.24	EUR	11.09
		ANZ Banking AU	28.540	Wed	0.25	28.230	1.10	26.500	1.730	6.53	AUD	10.91
		ICICI Bank	1,113.750	09:59	1.55	1,086.650	2.49	1,011.500	75.150	7.43	INR	10.82
		Swedbank	208.000	Wed	-5.11	216.100	-3.75	199.800	16.300	8.16	SEK	10.50
		Regional	151.540	Wed	1.03	154.950	-2.20	153.520	1.430	0.93	MXN	9.91
	L	HSBC	663.600	Wed	-0.61	666.500	-0.44	597.200	69.300	11.60	GBP	8.61
		Banca Generali	36.200	Wed	-0.17	35.620	1.63	35.010	0.610	1.74	EUR	8.32
	L	OCBC	14.330	09:11	1.27	13.830	3.62	12.910	0.920	7.13	SGD	8.26
	L	United Overseas Bank	30.520	09:06	0.73	30.450	0.23	27.930	2.520	9.02	SGD	7.87
		Nordea Bank	127.750	Wed	-1.96	128.600	-0.66	126.460	2.140	1.69	SEK	7.62
	L	Royal Bank CA	133.310	Wed	-1.27	135.930	-1.93	133.410	2.520	1.89	CAD	7.51
	L	Societe Generale	25.280	Wed	-0.43	25.050	0.92	23.370	1.680	7.19	EUR	7.38
		Commonwealth Bank	115.000	Wed	0.37	112.880	1.88	114.800	-1.920	-1.67	AUD	7.28
		Banco del Bajio	62.110	Wed	1.62	61.570	0.88	61.360	0.210	0.34	MXN	7.06
		Nordea Bank	10.975	Wed	-2.53	11.065	-0.81	11.122	-0.057	-0.51	EUR	6.51
		Bank Montreal	127.240	Wed	-0.68	127.360	-0.09	129.380	-2.020	-1.56	CAD	6.47
	L	Bank of China (HK)	23.750	08:09	1.50	23.000	3.26	18.040	4.960	27.49	HKD	6.30
	L	ICBC	4.170	08:09	0.72	4.100	1.71	3.540	0.560	15.82	HKD	6.20
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	China Constr Bk HK	4.990	08:09	1.22	4.900	1.84	4.320	0.580	13.43	HKD	5.52
	L	China Merchants Bank	34.400	07:00	2.81	33.340	3.18	30.250	3.090	10.21	CNY	5.35
		HSBC	64.750	08:09	0.08	63.400	2.13	58.500	4.900	8.38	HKD	4.91
		Axis Bank	1,127.000	10:00	6.00	1,053.950	6.93	1,118.100	-64.150	-5.74	INR	4.55
	L	DBS Bank	34.450	09:06	0.20	34.070	1.12	31.900	2.170	6.80	SGD	3.81
		IndusInd Bank	1,496.100	09:59	1.45	1,477.500	1.26	1,536.000	-58.500	-3.81	INR	3.69
	L	China Merchants B HK	34.100	08:09	3.18	32.300	5.57	25.350	6.950	27.42	HKD	2.65
		DNB	208.300	Tue	-1.05	210.500	-1.05	216.600	-6.100	-2.82	NOK	2.32
	L	Industrial Bank	16.170	07:00	1.63	16.130	0.25	15.200	0.930	6.12	CNY	1.56
	L	Hang Seng Bank	101.600	08:09	1.60	97.000	4.74	79.250	17.750	22.40	HKD	1.30
		Bank Nova Scotia	64.120	Wed	-0.74	64.510	-0.60	61.800	2.710	4.39	CAD	1.13
	L	Standard Chartered	679.200	Wed	-0.21	671.400	1.16	580.600	90.800	15.64	GBP	0.85
		Kotak Mahindra Bank	1,642.450	10:00	-10.87	1,809.950	-9.25	1,810.000	-0.050	-0.00	INR	-0.11
		Toronto-Dominion	80.370	Wed	-0.17	80.270	0.12	81.740	-1.470	-1.80	CAD	-1.95
	S	KakaoBank	24,400.000	06:30	-1.21	24,700.000	-1.21	27,850.000	-3,150.000	-11.31	KRW	-3.35
		HDFC Bank	1,510.750	10:00	-0.06	1,512.200	-0.10	1,480.650	31.550	2.13	INR	-3.40
	S	Aozora Bank	2,450.000	06:15	-1.72	2,463.000	-0.53	3,245.000	-782.000	-24.10	JPY	-10.11
		Umweltbank	6.540	Wed	-0.30	6.380	2.51	8.240	-1.860	-22.57	EUR	-25.27
		Heartland	1.060	Wed	1.92	1.060		1.420	-0.360	-25.35	NZD	-30.37
Banks - 93 out of 93 instruments rated - 4/22/24 / 1/22/24 - 78 did rise, Market-Ratio(13) = 83.87 %

Technical Chart

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

1/06/20	scale up chart	4/22/24

Transactions Banks * S13 - 73/79 (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
9/04/06		3/05/07	182		- cash -
	3/05/07	4/20/09	777		Shinsei Bank	50	77	JPY	60.800	13.500	273.825	213.025	350	25,843	103
					Sumitomo Mitsui Trst	50	76	JPY	62.150	15.850	243.699	181.549	292	39,641	90
100							321							96
4/20/09		11/02/09	196		- cash -
	11/02/09	9/06/10	308		Resona	50	1,928	JPY	10.280	8.140	12.983	2.703	26	44,851	32
					Shinsei Bank	50	1,679	JPY	11.800	6.500	21.422	9.622	82	61,006	103
100							54							67
9/06/10		9/20/10	14		- cash -
	9/20/10	2/06/12	504		Piraeus Financial	50	0	EUR	642,906.000	194,700.000	2,122,897.405	1,479,991.405	230	61,006	0
					National Bank Greece	50	4	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	154,821	116
100							190							116
2/06/12		4/09/12	63		- cash -
	4/09/12	9/03/12	147		Banca Pop Mil	50	265,105	EUR	0.292	0.373	0.211	-0.081	-28	133,348	-55
					Unicredit	50	5,081	EUR	15.234	16.036	14.432	-0.802	-5	129,273	-13
100							-17							-36
9/03/12		11/12/12	70		- cash -
	11/12/12	1/07/13	56		Banco Popular	50	12,673	EUR	5.100	3.500	7.431	2.331	46	158,819	1,063
					Bankia	50	1,295	EUR	49.888	25.796	96.481	46.593	93	219,156	7,262
100							70							3,023
1/07/13		3/18/13	70		- cash -
	3/18/13	9/23/13	189		Bankia	50	8,385	EUR	13.068	3.252	52.513	39.445	302	549,903	1,367
					Eurobank Ergasias	50	405	EUR	270.000	61.000	1,195.082	925.082	343	924,562	1,669
100							322							1,514
9/23/13		10/07/13	14		- cash -
	10/07/13	10/28/13	21		Banif	50	46,228,081	EUR	0.010	0.008	0.013	0.003	25	1,040,132	4,735
					Eurobank Ergasias	50	8,890	EUR	52.000	69.000	35.000	-17.000	-33	889,002	-100
100							-4							-49
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/28/13		11/04/13	7		- cash -
	11/04/13	11/18/13	14		Banif	50	55,562,614	EUR	0.008	0.008	0.008	0.000	0	889,002	0
					Eurobank Ergasias	50	6,838	EUR	65.000	58.000	72.845	7.845	12	942,645	1,851
100							6							361
11/18/13		12/09/13	21		- cash -
	12/09/13	4/13/15	490		Banif	50	52,369,143	EUR	0.009	0.008	0.011	0.002	20	1,036,909	15
					Eurobank Ergasias	50	8,569	EUR	55.000	11.100	272.523	217.523	395	2,900,859	229
100							208							131
4/13/15		5/18/15	35		- cash -
	5/18/15	9/26/16	497		Alpha Services	50	95,423	EUR	15.200	1.530	151.007	135.807	893	15,859,923	440
					Piraeus Financial	50	102	EUR	14,157.000	44.550	4,498,780.000	4,484,623.000	31,678	473m	6,780
100							16,252							4,123
9/26/16		10/17/16	21		- cash -
	10/17/16	10/31/16	14		Banco Comercial	50	1175,003,646	EUR	0.201	0.209	0.194	-0.007	-4	465m	-62
					Banco Popular	50	227,543,975	EUR	1.040	0.999	1.083	0.043	4	474m	185
100							0							6
10/31/16		11/14/16	14		- cash -
	11/14/16	11/28/16	14		Banco Comercial	50	1135,805,962	EUR	0.209	0.214	0.204	-0.005	-2	469m	-45
					Banco Popular	50	237,393,678	EUR	0.999	0.851	1.173	0.174	17	510m	6,433
100							8							570
11/28/16		12/05/16	7		- cash -
	12/05/16	12/12/16	7		Banco Popolare	50	127,170,878	EUR	2.006	2.234	1.778	-0.228	-11	481m	-100
					Banco Popular	50	267,686,025	EUR	0.953	1.013	0.893	-0.060	-6	465m	-97
100							-9							-99
12/12/16		3/13/17	91		- cash -
	3/13/17	7/17/17	126		Gentera	50	8,585,334	MXN	27.090	28.070	26.110	-0.980	-4	457m	-10
					Banco Comercial	50	1453,604,649	EUR	0.160	0.244	0.076	-0.084	-53	335m	-88
100							-28							-61
7/17/17		7/24/17	7		- cash -
	7/24/17	1/29/18	189		Gentera	50	6,046,928	MXN	27.670	16.600	46.122	18.452	67	446m	168
					Bank of Bejing	50	20,993,541	CNY	7.970	7.610	8.347	0.377	5	454m	9
100							36							80
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/29/18		2/05/18	7		- cash -
	2/05/18	3/11/19	399		Gentera	50	13,973,252	MXN	16.250	15.850	16.660	0.410	3	460m	2
					VTB Bank	50	150,374,416	EUR	1.510	1.040	2.192	0.682	45	562m	41
100							24							22
3/11/19		5/06/19	56		- cash -
	5/06/19	11/11/19	189		Aozora Bank	50	10,381,628	JPY	27.090	28.340	25.840	-1.250	-5	549m	-9
					Yes Bank	50	16,916,592	INR	16.625	7.300	37.862	21.237	128	909m	390
100							62							153
11/11/19		12/09/19	28		- cash -
	12/09/19	12/23/19	14		Indiabulls HF	50	17,546,866	INR	25.895	29.590	22.200	-3.695	-14	844m	-98
					Yes Bank	50	80,777,974	INR	5.625	4.965	6.373	0.748	13	904m	2,489
100							0							-12
12/23/19		1/20/20	28		- cash -
	1/20/20	6/22/20	154		Indiabulls HF	50	14,854,044	INR	30.440	24.220	38.257	7.817	26	1,020m	72
					Yes Bank	50	100,145,542	INR	4.515	2.775	7.346	2.831	63	1,304m	217
100							44							138
6/22/20		7/27/20	35		- cash -
	7/27/20	8/24/20	28		Multitude	50	227,962,631	EUR	2.860	5.360	0.360	-2.500	-87	734m	-100
					Yes Bank	50	530,059,455	INR	1.230	1.480	0.980	-0.250	-20	602m	-95
100							-54							-100
8/24/20		8/31/20	7		- cash -
	8/31/20	11/23/20	84		Gentera	50	41,888,914	MXN	7.180	8.020	6.340	-0.840	-12	566m	-42
					Yes Bank	50	209,590,530	INR	1.435	1.455	1.415	-0.020	-1	562m	-6
100							-7							-25
11/23/20		6/07/21	196		- cash -
	6/07/21	10/11/21	126		Credit Suisse	50	28,333,987	CHF	9.920	9.666	10.181	0.261	3	570m	8
					China Minsheng Bk	50	60,058,368	CNY	4.680	3.980	5.503	0.823	18	619m	60
100							10							32
10/11/21		11/22/21	42		- cash -
	11/22/21	12/05/22	378		Bank of East Asia	50	25,661,982	HKD	12.060	9.390	15.489	3.429	28	707m	27
					China Minsheng Bk	50	79,354,750	CNY	3.900	3.550	4.285	0.385	10	737m	10
100							19							18
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
12/05/22		12/12/22	7		- cash -
	12/12/22	12/26/22	14		Credit Suisse	50	119,371,802	CHF	3.089	2.846	3.353	0.264	9	769m	746
					Cdn Imp Bk Comm	50	6,401,727	CAD	57.600	54.720	60.632	3.032	5	788m	281
100							7							469
12/26/22		3/13/23	77		- cash -
	3/13/23	6/12/23	91		Credit Suisse	50	174,648,829	CHF	2.257	0.817	6.235	3.978	176	1,483m	5,790
		1/29/24	322		U.S. Bancorp	50	10,787,695	USD	36.540	42.950	30.130	-6.410	-18	1,414m	-20
100							79							94
1/29/24		2/12/24	14		- cash -
	2/12/24	3/04/24	21		Umweltbank	50	95,539,608	EUR	7.400	6.020	9.096	1.696	23	1,576m	3,513
					Heartland	50	579,502,541	NZD	1.220	1.190	1.251	0.031	3	1,594m	54
100							13							702
3/04/24		4/25/24	52		- cash -
accum	5/15/06	3/04/24	5194	days out of 6688 invested (78%)								15,938,887		1,594m	132

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 Financial	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
		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		3/18/13	9/23/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
		10/07/13	10/28/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
		11/04/13	11/18/13	14	65.00	58.00	72.84	7.84	12.07		6.03
		12/09/13	4/13/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Services		5/18/15	9/26/16	497	15.20	1.53	151.01	135.81	893.46		446.73	446.73
Shinsei Bank		3/05/07	4/20/09	777	60.80	13.50	273.83	213.03	350.37		175.19
		11/02/09	9/06/10	308	11.80	6.50	21.42	9.62	81.54		40.77	287.38
Bankia		11/12/12	1/07/13	56	49.89	25.80	96.48	46.59	93.39		46.70
		3/18/13	9/23/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst		3/05/07	4/20/09	777	62.15	15.85	243.70	181.55	292.11		146.06	146.06
Yes Bank		5/06/19	11/11/19	189	16.63	7.30	37.86	21.24	127.74		63.87
		12/09/19	12/23/19	14	5.63	4.97	6.37	0.75	13.29		6.65
		1/20/20	6/22/20	154	4.52	2.78	7.35	2.83	62.70		31.35
		7/27/20	8/24/20	28	1.23	1.48	0.98	-0.25	-20.33		-10.16
		8/31/20	11/23/20	84	1.44	1.46	1.42	-0.02	-1.39		-0.70	104.78
Credit Suisse		6/07/21	10/11/21	126	9.92	9.67	10.18	0.26	2.63		1.31
		12/12/22	12/26/22	14	3.09	2.85	3.35	0.26	8.54		4.27
		3/13/23	6/12/23	91	2.26	0.82	6.24	3.98	176.26		88.13	98.74
National Bank Greece		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
Banco Popular		11/12/12	1/07/13	56	5.10	3.50	7.43	2.33	45.71		22.86
		10/17/16	10/31/16	14	1.04	1.00	1.08	0.04	4.11		2.05
		11/14/16	11/28/16	14	1.00	0.85	1.17	0.17	17.39		8.69
		12/05/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	31.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gentera		3/13/17	7/17/17	126	27.09	28.07	26.11	-0.98	-3.62		-1.81
		7/24/17	1/29/18	189	27.67	16.60	46.12	18.45	66.69		33.34
		2/05/18	3/11/19	399	16.25	15.85	16.66	0.41	2.52		1.26
		8/31/20	11/23/20	84	7.18	8.02	6.34	-0.84	-11.70		-5.85	24.83
Banif		10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	25.00		12.50
		11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.00		0.00
		12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank		2/05/18	3/11/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
Bank of East Asia		11/22/21	12/05/22	378	12.06	9.39	15.49	3.43	28.43		14.22	14.22
China Minsheng Bk		6/07/21	10/11/21	126	4.68	3.98	5.50	0.82	17.59		8.79
		11/22/21	12/05/22	378	3.90	3.55	4.28	0.38	9.86		4.93	14.16
Resona		11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Umweltbank		2/12/24	3/04/24	21	7.40	6.02	9.10	1.70	22.92		11.46	11.46
Indiabulls HF		12/09/19	12/23/19	14	25.90	29.59	22.20	-3.70	-14.27		-7.13
		1/20/20	6/22/20	154	30.44	24.22	38.26	7.82	25.68		12.84	4.79
Cdn Imp Bk Comm		12/12/22	12/26/22	14	57.60	54.72	60.63	3.03	5.26		2.63	2.63
Bank of Bejing		7/24/17	1/29/18	189	7.97	7.61	8.35	0.38	4.73		2.37	2.37
Heartland		2/12/24	3/04/24	21	1.22	1.19	1.25	0.03	2.52		1.26	1.26
Triodos Groenfonds		5/15/06	9/04/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
Aozora Bank		5/06/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61		-2.31	-2.31
Unicredit		4/09/12	9/03/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
Swedbank		5/15/06	9/04/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
Banco Popolare		12/05/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
U.S. Bancorp		3/13/23	1/29/24	322	36.54	42.95	30.13	-6.41	-17.54		-8.77	-8.77
Banca Pop Mil		4/09/12	9/03/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Comercial		10/17/16	10/31/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
		11/14/16	11/28/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
		3/13/17	7/17/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25	-28.42
Multitude		7/27/20	8/24/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two for one)
9/18/17	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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