Assessment - Banks - 7/01/24 - RS = 23
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ23
Curr
∅-RS
SOM Banks
274.067
8/12
0.22
284.386
-3.63
243.105
41.281
16.98
USD
14.82
Banco Macro
6,680.000
8/12
0.91
7,224.600
-7.54
3,975.700
3,248.900
81.72
ARS
234.40
BBVA Banco Francés
4,025.000
8/12
0.75
3,972.600
1.32
2,465.600
1,507.000
61.12
ARS
169.17
Banco de Valores
341.000
8/12
-0.15
350.500
-2.71
281.500
69.000
24.51
ARS
88.21
L
Unipol
8.975
8/12
0.06
9.435
-4.88
5.568
3.867
69.45
EUR
55.74
Banco Sabadell
1.788
8/12
0.45
1.852
-3.43
1.168
0.684
58.52
EUR
41.15
KB Financial
82,500.000
8/12
0.73
79,600.000
3.64
49,300.000
30,300.000
61.46
KRW
35.15
BPER Banca
4.765
8/12
-0.27
4.996
-4.62
3.302
1.694
51.30
EUR
31.96
L
NatWest
334.600
8/12
0.48
315.000
6.22
213.600
101.400
47.47
GBP
30.05
L
State Bank of India
812.600
8/12
-1.42
841.950
-3.49
631.000
210.950
33.43
INR
29.64
Unicredit
34.570
8/12
0.38
36.205
-4.52
26.550
9.655
36.37
EUR
27.09
Deutsche Bank
13.308
8/12
0.14
15.406
-13.62
11.940
3.466
29.03
EUR
26.34
L
Bank of China
3.400
8/12
1.19
3.850
-11.69
2.810
1.040
37.01
HKD
26.24
American Express
237.050
8/12
-0.34
233.810
1.39
185.010
48.800
26.38
USD
24.48
L
Bank of America
38.170
8/12
-0.29
40.010
-4.60
32.550
7.460
22.92
USD
24.08
Commerzbank
12.420
8/12
0.89
14.605
-14.96
10.690
3.915
36.62
EUR
23.82
Chiba Bank
1,073.000
8/09
3.22
1,456.500
-26.33
1,065.500
391.000
36.70
JPY
22.54
Wells Fargo
52.060
8/12
-1.33
60.590
-14.08
48.530
12.060
24.85
USD
22.22
Intesa Sanpaolo
3.471
8/12
0.54
3.582
-3.10
2.768
0.814
29.39
EUR
22.08
Bankinter
7.294
8/12
0.19
7.694
-5.20
5.964
1.730
29.01
EUR
21.96
Citigroup
57.840
8/12
63.430
-8.81
52.840
10.590
20.04
USD
21.33
Unicaja Banco
1.150
8/12
-0.86
1.306
-11.94
0.856
0.450
52.57
EUR
21.08
Sumitomo Mitsui Trst
3,320.000
8/09
2.72
3,721.000
-10.78
2,899.000
822.000
28.35
JPY
21.05
Banco Comercial
0.378
8/12
0.16
0.347
9.00
0.288
0.059
20.56
EUR
19.66
L
Lloyds Bank
56.800
8/12
-0.28
55.620
2.12
43.420
12.200
28.10
GBP
19.38
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ23
Curr
∅-RS
JP Morgan Chase
206.190
8/12
0.19
205.450
0.36
170.110
35.340
20.77
USD
18.62
L
China Constr Bk HK
5.550
8/12
1.46
5.770
-3.81
4.320
1.450
33.56
HKD
18.55
Resona
903.800
8/09
3.93
1,087.000
-16.85
770.300
316.700
41.11
JPY
18.52
Banco BPM
5.782
8/12
-0.31
6.216
-6.98
4.900
1.316
26.86
EUR
18.12
UBS
24.850
8/12
0.44
26.980
-7.89
25.360
1.620
6.39
CHF
17.63
BNY Mellon
63.270
8/12
-0.80
60.110
5.26
54.830
5.280
9.63
USD
17.43
Erste Group Bank
46.100
8/12
0.37
45.090
2.24
39.320
5.770
14.67
EUR
17.30
Banca Mediolanum
10.230
8/12
1.29
10.590
-3.40
9.372
1.218
13.00
EUR
16.83
Westpac Banking
28.220
8/12
0.61
27.210
3.71
23.450
3.760
16.03
AUD
16.63
National Australia B
35.990
8/12
1.01
36.070
-0.22
31.630
4.440
14.04
AUD
16.12
L
Commonwealth Bank
130.530
8/12
0.76
126.200
3.43
114.800
11.400
9.93
AUD
15.92
Banco Santander
4.089
8/12
-0.24
4.448
-8.06
3.734
0.714
19.11
EUR
15.44
Danske Bank
198.450
8/12
0.15
209.100
-5.09
188.550
20.550
10.90
DKK
14.82
Suncorp-Metway
16.840
8/12
1.38
17.130
-1.69
14.220
2.910
20.46
AUD
13.90
L
Axis Bank
1,164.300
8/12
1.89
1,261.900
-7.73
1,118.100
143.800
12.86
INR
12.99
L
Hang Seng Bank
91.900
8/12
0.38
100.400
-8.47
79.250
21.150
26.69
HKD
12.92
Mediobanca
14.030
8/12
0.94
14.090
-0.43
11.980
2.110
17.61
EUR
12.29
L
Bank of China (HK)
22.300
8/12
24.050
-7.28
18.040
6.010
33.31
HKD
11.95
L
ICBC
4.480
8/12
2.05
4.640
-3.45
3.540
1.100
31.07
HKD
11.92
S.E.B
150.700
8/12
-0.10
157.800
-4.50
140.150
17.650
12.59
SEK
11.92
Fukuoka
3,639.000
8/09
5.30
4,426.000
-17.78
3,440.000
986.000
28.66
JPY
11.64
L
Royal Bank CA
148.760
8/12
-0.72
145.650
2.14
133.410
12.240
9.17
CAD
10.91
Cdn Imp Bk Comm
69.690
8/12
-0.36
65.050
7.13
61.340
3.710
6.05
CAD
10.31
L
China Merchants B HK
32.500
8/12
35.450
-8.32
25.350
10.100
39.84
HKD
10.17
ANZ Banking AU
28.220
8/12
0.93
28.450
-0.81
26.500
1.950
7.36
AUD
10.02
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ23
Curr
∅-RS
IBK
13,480.000
8/12
0.37
13,850.000
-2.67
11,600.000
2,250.000
19.40
KRW
9.98
ANZ Banking NZ
30.050
8/12
0.13
30.800
-2.44
28.450
2.350
8.26
NZD
9.73
Ind and Comm Bk
5.990
8/12
1.18
5.820
2.92
4.890
0.930
19.02
CNY
9.61
ICICI Bank
1,172.800
8/12
0.10
1,211.850
-3.22
1,011.500
200.350
19.81
INR
9.59
Bank of Ireland
9.412
8/12
-0.93
9.816
-4.12
8.220
1.596
19.42
EUR
9.58
Agricultural Bank
4.640
8/12
0.65
4.440
4.50
3.680
0.760
20.65
CNY
9.57
L
HSBC
64.350
8/12
0.63
68.300
-5.78
58.500
9.800
16.75
HKD
9.46
Banco Bilbao Viz
8.924
8/12
0.27
9.500
-6.06
8.172
1.328
16.25
EUR
9.25
L
Industrial Bank
16.280
8/12
-0.55
17.750
-8.28
15.200
2.550
16.78
CNY
9.12
L
HSBC
643.900
8/12
0.22
690.900
-6.80
597.200
93.700
15.69
GBP
9.01
FinecoBank
14.435
8/12
0.94
14.185
1.76
13.725
0.460
3.35
EUR
8.57
Banca Generali
38.080
8/12
0.74
37.800
0.74
35.010
2.790
7.97
EUR
8.56
ABN AMRO
15.290
8/12
0.92
15.665
-2.39
13.400
2.265
16.90
EUR
8.42
OCBC
13.830
8/12
0.29
14.500
-4.62
12.910
1.590
12.32
SGD
8.37
Jyske Bank
519.000
8/12
0.48
552.000
-5.98
519.800
32.200
6.19
DKK
7.80
Woori Financial
14,750.000
8/12
0.55
14,400.000
2.43
12,610.000
1,790.000
14.20
KRW
7.69
L
United Overseas Bank
29.290
8/12
0.58
31.300
-6.42
27.930
3.370
12.07
SGD
7.07
L
Nordea Bank
10.420
8/12
-0.19
11.415
-8.72
11.122
0.293
2.63
EUR
6.97
DBS Bank
33.980
8/12
1.22
36.120
-5.92
31.900
4.220
13.23
SGD
6.27
KBC
66.580
8/12
-0.21
66.160
0.63
59.700
6.460
10.82
EUR
6.24
China Merchants Bank
32.120
8/12
-0.65
34.360
-6.52
30.250
4.110
13.59
CNY
6.17
Standard Chartered
722.000
8/12
0.92
732.200
-1.39
580.600
151.600
26.11
GBP
5.64
National Bank CA
114.420
8/12
0.39
108.510
5.45
100.130
8.380
8.37
CAD
5.61
Swedbank
207.100
8/12
-0.86
222.600
-6.96
199.800
22.800
11.41
SEK
4.69
Nordea Bank
119.800
8/12
-0.13
130.150
-7.95
126.460
3.690
2.92
SEK
4.68
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ23
Curr
∅-RS
Credit Agricole
13.205
8/12
0.57
13.100
0.80
13.300
-0.200
-1.50
EUR
4.62
L
HDFC Bank
1,660.100
8/12
0.60
1,705.200
-2.64
1,480.650
224.550
15.17
INR
3.28
IndusInd Bank
1,350.850
8/12
0.08
1,456.900
-7.28
1,536.000
-79.100
-5.15
INR
2.15
U.S. Bancorp
41.470
8/12
-1.43
39.240
5.68
41.780
-2.540
-6.08
USD
2.11
Raiffeisen Bank Int
16.610
8/12
1.59
16.340
1.65
19.660
-3.320
-16.89
EUR
1.72
Bank Nova Scotia
61.490
8/12
-3.42
62.580
-1.74
61.800
0.780
1.26
CAD
0.25
S
DNB
214.700
8/12
0.14
212.200
1.18
216.600
-4.400
-2.03
NOK
-0.15
S
Svenska Handelsbank
102.150
8/12
0.29
101.800
0.34
110.100
-8.300
-7.54
SEK
-1.38
BNP Paribas
59.250
8/12
61.670
-3.92
61.530
0.140
0.23
EUR
-1.82
L
Kotak Mahindra Bank
1,772.550
8/12
0.16
1,808.100
-1.97
1,810.000
-1.900
-0.10
INR
-3.32
S
Bank Montreal
111.850
8/12
-0.10
114.830
-2.60
129.380
-14.550
-11.25
CAD
-4.72
L
Aozora Bank
2,365.000
8/09
3.28
2,624.000
-9.87
3,245.000
-621.000
-19.14
JPY
-4.74
Societe Generale
20.520
8/12
0.44
22.600
-9.20
23.370
-0.770
-3.29
EUR
-5.83
S
Toronto-Dominion
78.510
8/12
0.19
75.200
4.40
81.740
-6.540
-8.00
CAD
-9.14
S
Banco del Bajio
52.060
8/12
0.64
55.850
-6.79
61.360
-5.510
-8.98
MXN
-9.77
S
Regional
127.000
8/12
-0.39
138.350
-8.20
153.520
-15.170
-9.88
MXN
-9.82
L
Umweltbank
5.640
8/12
-1.40
6.380
-11.60
8.240
-1.860
-22.57
EUR
-15.93
S
KakaoBank
21,850.000
8/12
1.39
21,000.000
4.05
27,850.000
-6,850.000
-24.60
KRW
-16.23
S
Heartland
1.060
8/12
0.95
0.970
9.28
1.420
-0.450
-31.69
NZD
-31.75
Banks - 93 out of 93 instruments rated - 7/01/24 / 1/22/24 - 77 did rise, Market-Ratio(23) = 82.80 %
Technical Chart
Transactions Banks * L23 - 30 ex 9 (1)
⇐
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield long
1/02/06
5/22/06
140
Resona
100
212
JPY
47.160
34.780
-12.380
-26
7,375
-55
5/22/06
6/26/06
35
Kotak Mahindra Bank
100
993
INR
7.421
5.990
-1.431
-19
5,954
-89
6/26/06
9/04/06
70
Umweltbank
100
1,691
EUR
3.520
3.490
-0.030
-1
5,903
-4
9/04/06
7/30/07
329
Kotak Mahindra Bank
100
758
INR
7.780
17.928
10.148
130
13,595
152
7/30/07
8/06/07
7
- cash -
8/06/07
9/10/07
35
China Merchants Bank
100
525
CNY
25.860
27.960
2.100
8
14,698
126
9/10/07
9/24/07
14
- cash -
9/24/07
11/19/07
56
China Merchants Bank
100
504
CNY
29.120
30.130
1.010
3
15,207
25
11/19/07
12/03/07
14
- cash -
12/03/07
12/17/07
14
IndusInd Bank
100
1,270
INR
11.965
12.140
0.175
1
15,429
46
12/17/07
1/07/08
21
- cash -
1/07/08
1/14/08
7
IndusInd Bank
100
1,180
INR
13.075
12.350
-0.725
-6
14,574
-95
1/14/08
8/11/08
210
- cash -
8/11/08
9/01/08
21
Hang Seng Bank
100
101
HKD
142.930
139.490
-3.440
-2
14,226
-35
9/01/08
4/06/09
217
- cash -
4/06/09
4/13/09
7
Industrial Bank
100
1,591
CNY
8.940
8.530
-0.410
-5
13,574
-91
4/13/09
4/20/09
7
- cash -
4/20/09
8/31/09
133
Industrial Bank
100
1,558
CNY
8.710
10.330
1.620
19
16,098
60
8/31/09
12/21/09
112
Bank of Ireland
100
345
EUR
46.620
24.210
-22.410
-48
8,366
-88
12/21/09
6/07/10
168
IndusInd Bank
100
623
INR
13.415
18.625
5.210
39
11,612
104
6/07/10
6/14/10
7
- cash -
6/14/10
6/28/10
14
IndusInd Bank
100
597
INR
19.430
20.050
0.620
3
11,982
127
6/28/10
7/05/10
7
- cash -
7/05/10
8/23/10
49
IndusInd Bank
100
576
INR
20.780
22.760
1.980
10
13,123
97
8/23/10
9/06/10
14
- cash -
9/06/10
1/10/11
126
IndusInd Bank
100
557
INR
23.530
22.355
-1.175
-5
12,468
-14
1/10/11
5/02/11
112
BBVA Banco Francés
100
809
ARS
15.400
14.000
-1.400
-9
11,336
-27
5/02/11
6/13/11
42
Aozora Bank
100
659
JPY
17.200
17.700
0.500
3
11,665
28
6/13/11
6/20/11
7
- cash -
6/20/11
6/27/11
7
Umweltbank
100
2,186
EUR
5.335
5.400
0.065
1
11,807
88
6/27/11
1/16/12
203
- cash -
1/16/12
3/05/12
49
U.S. Bancorp
100
410
USD
28.770
28.900
0.130
0
11,861
3
3/05/12
4/09/12
35
Aozora Bank
100
498
JPY
23.800
21.400
-2.400
-10
10,665
-67
4/09/12
7/23/12
105
IndusInd Bank
100
323
INR
32.940
32.805
-0.135
0
10,622
-1
7/23/12
8/06/12
14
- cash -
8/06/12
8/27/12
21
Regional
100
232
MXN
45.600
48.200
2.600
6
11,225
162
8/27/12
9/03/12
7
- cash -
9/03/12
2/18/13
168
Regional
100
240
MXN
46.650
59.300
12.650
27
14,261
68
2/18/13
6/24/13
126
KBC
100
480
EUR
29.690
27.370
-2.320
-8
13,147
-21
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
6/24/13
10/14/13
112
Lloyds Bank
100
21,767
GBP
0.604
0.757
0.153
25
16,469
108
10/14/13
5/25/15
588
BBVA Banco Francés
100
690
ARS
23.850
69.700
45.850
192
48,106
95
5/25/15
7/20/15
56
Industrial Bank
100
2,386
CNY
20.160
17.070
-3.090
-15
40,733
-66
7/20/15
8/24/15
35
FinecoBank
100
5,777
EUR
7.050
6.525
-0.525
-7
37,700
-55
8/24/15
6/20/16
301
- cash -
6/20/16
11/21/16
154
Banco Macro
100
386
ARS
97.650
111.750
14.100
14
43,142
38
11/21/16
5/15/17
175
Bank of America
100
2,122
USD
20.330
24.060
3.730
18
51,058
42
5/15/17
9/18/17
126
Credit Agricole
100
3,545
EUR
14.400
15.035
0.635
4
53,309
13
9/18/17
2/26/18
161
Raiffeisen Bank Int
100
1,890
EUR
28.195
31.760
3.565
13
60,046
31
2/26/18
5/07/18
70
BBVA Banco Francés
100
375
ARS
160.000
132.600
-27.400
-17
49,771
-62
5/07/18
5/21/18
14
FinecoBank
100
4,898
EUR
10.160
8.898
-1.262
-12
43,590
-97
5/21/18
6/04/18
14
DBS Bank
100
1,482
SGD
29.400
28.800
-0.600
-2
42,701
-42
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Kotak Mahindra Bank
100
322
INR
132.335
131.530
-0.805
-1
42,442
-27
6/18/18
8/13/18
56
- cash -
8/13/18
8/20/18
7
Banco del Bajio
100
932
MXN
45.490
44.310
-1.180
-3
41,342
-75
8/20/18
8/27/18
7
- cash -
8/27/18
10/08/18
42
Axis Bank
100
635
INR
65.020
55.655
-9.365
-14
35,395
-74
10/08/18
10/15/18
7
Banco del Bajio
100
772
MXN
45.820
46.980
1.160
3
36,291
268
10/15/18
2/18/19
126
- cash -
2/18/19
2/25/19
7
Banco Macro
100
167
ARS
217.100
206.400
-10.700
-5
34,504
-93
2/25/19
3/18/19
21
- cash -
3/18/19
5/20/19
63
Industrial Bank
100
1,787
CNY
19.300
18.210
-1.090
-6
32,556
-29
5/20/19
7/15/19
56
Axis Bank
100
416
INR
78.240
74.975
-3.265
-4
31,198
-24
7/15/19
8/05/19
21
Banco Macro
100
107
ARS
290.100
288.400
-1.700
-1
31,016
-10
8/05/19
9/09/19
35
- cash -
9/09/19
9/30/19
21
Banca Generali
100
1,090
EUR
28.440
28.300
-0.140
0
30,863
-8
9/30/19
10/21/19
21
- cash -
10/21/19
12/23/19
63
Banca Generali
100
1,078
EUR
28.620
29.380
0.760
3
31,683
16
12/23/19
3/02/20
70
Banco de Valores
100
2,321
ARS
13.650
14.500
0.850
6
33,655
37
3/02/20
8/17/20
168
- cash -
8/17/20
2/08/21
175
Banco de Valores
100
1,228
ARS
27.400
27.950
0.550
2
34,331
4
2/08/21
8/30/21
203
State Bank of India
100
864
INR
39.705
42.270
2.565
6
36,547
12
8/30/21
11/29/21
91
BBVA Banco Francés
100
139
ARS
261.400
205.950
-55.450
-21
28,839
-62
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
11/29/21
1/24/22
56
Raiffeisen Bank Int
100
1,129
EUR
25.540
23.100
-2.440
-10
26,085
-48
1/24/22
2/14/22
21
Woori Financial
100
1,798
KRW
14.500
14.700
0.200
1
26,444
27
2/14/22
3/07/22
21
Banco Sabadell
100
29,220
EUR
0.905
0.594
-0.311
-34
17,357
-100
3/07/22
6/20/22
105
Banco de Valores
100
487
ARS
35.600
37.900
2.300
6
18,477
24
6/20/22
8/15/22
56
- cash -
8/15/22
8/22/22
7
Banco de Valores
100
307
ARS
60.000
59.900
-0.100
0
18,446
-8
8/22/22
9/12/22
21
- cash -
9/12/22
9/26/22
14
Banco de Valores
100
278
ARS
66.200
62.900
-3.300
-5
17,529
-74
9/26/22
10/17/22
21
- cash -
10/17/22
8/12/24
665
Banco de Valores
100
286
ARS
61.200
341.000
279.800
457
97,552
157
accum 1/02/06
8/12/24 5321
days out of 6910 invested (77%)
876
97,552
17
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Banco de Valores long 12/23/19 3/02/20 70 13.65 14.50 0.85 6.23
8/17/20 2/08/21 175 27.40 27.95 0.55 2.01
3/07/22 6/20/22 105 35.60 37.90 2.30 6.46
8/15/22 8/22/22 7 60.00 59.90 -0.10 -0.17
9/12/22 9/26/22 14 66.20 62.90 -3.30 -4.98
10/17/22 8/12/24 665 61.20 341.00 279.80 457.19 509.72
Kotak Mahindra Bank 5/22/06 6/26/06 35 7.42 5.99 -1.43 -19.29
9/04/06 7/30/07 329 7.78 17.93 10.15 130.43
6/11/18 6/18/18 7 132.34 131.53 -0.81 -0.61 84.86
BBVA Banco Francés 1/10/11 5/02/11 112 15.40 14.00 -1.40 -9.09
10/14/13 5/25/15 588 23.85 69.70 45.85 192.24
2/26/18 5/07/18 70 160.00 132.60 -27.40 -17.13
8/30/21 11/29/21 91 261.40 205.95 -55.45 -21.21 73.47
IndusInd Bank 12/03/07 12/17/07 14 11.97 12.14 0.17 1.46
1/07/08 1/14/08 7 13.08 12.35 -0.73 -5.54
12/21/09 6/07/10 168 13.42 18.63 5.21 38.84
6/14/10 6/28/10 14 19.43 20.05 0.62 3.19
7/05/10 8/23/10 49 20.78 22.76 1.98 9.53
9/06/10 1/10/11 126 23.53 22.36 -1.18 -4.99
4/09/12 7/23/12 105 32.94 32.81 -0.13 -0.41 42.29
Regional 8/06/12 8/27/12 21 45.60 48.20 2.60 5.70
9/03/12 2/18/13 168 46.65 59.30 12.65 27.12 34.36
Lloyds Bank 6/24/13 10/14/13 112 0.60 0.76 0.15 25.26 25.26
Bank of America 11/21/16 5/15/17 175 20.33 24.06 3.73 18.35 18.35
China Merchants Bank 8/06/07 9/10/07 35 25.86 27.96 2.10 8.12
9/24/07 11/19/07 56 29.12 30.13 1.01 3.47 11.87
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Banco Macro 6/20/16 11/21/16 154 97.65 111.75 14.10 14.44
2/18/19 2/25/19 7 217.10 206.40 -10.70 -4.93
7/15/19 8/05/19 21 290.10 288.40 -1.70 -0.59 8.16
State Bank of India 2/08/21 8/30/21 203 39.71 42.27 2.57 6.46 6.46
Credit Agricole 5/15/17 9/18/17 126 14.40 15.04 0.64 4.41 4.41
Banca Generali 9/09/19 9/30/19 21 28.44 28.30 -0.14 -0.49
10/21/19 12/23/19 63 28.62 29.38 0.76 2.66 2.15
Raiffeisen Bank Int 9/18/17 2/26/18 161 28.20 31.76 3.57 12.64
11/29/21 1/24/22 56 25.54 23.10 -2.44 -9.55 1.88
Woori Financial 1/24/22 2/14/22 21 14.50 14.70 0.20 1.38 1.38
U.S. Bancorp 1/16/12 3/05/12 49 28.77 28.90 0.13 0.45 0.45
Umweltbank 6/26/06 9/04/06 70 3.52 3.49 -0.03 -0.85
6/20/11 6/27/11 7 5.34 5.40 0.07 1.22 0.36
Banco del Bajio 8/13/18 8/20/18 7 45.49 44.31 -1.18 -2.59
10/08/18 10/15/18 7 45.82 46.98 1.16 2.53 -0.13
DBS Bank 5/21/18 6/04/18 14 29.40 28.80 -0.60 -2.04 -2.04
Hang Seng Bank 8/11/08 9/01/08 21 142.93 139.49 -3.44 -2.41 -2.41
Aozora Bank 5/02/11 6/13/11 42 17.20 17.70 0.50 2.91
3/05/12 4/09/12 35 23.80 21.40 -2.40 -10.08 -7.47
KBC 2/18/13 6/24/13 126 29.69 27.37 -2.32 -7.81 -7.81
Industrial Bank 4/06/09 4/13/09 7 8.94 8.53 -0.41 -4.59
4/20/09 8/31/09 133 8.71 10.33 1.62 18.60
5/25/15 7/20/15 56 20.16 17.07 -3.09 -15.33
3/18/19 5/20/19 63 19.30 18.21 -1.09 -5.65 -9.60
Axis Bank 8/27/18 10/08/18 42 65.02 55.66 -9.37 -14.40
5/20/19 7/15/19 56 78.24 74.98 -3.27 -4.17 -17.98
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
FinecoBank 7/20/15 8/24/15 35 7.05 6.53 -0.52 -7.45
5/07/18 5/21/18 14 10.16 8.90 -1.26 -12.42 -18.94
Resona 1/02/06 5/22/06 140 47.16 34.78 -12.38 -26.25 -26.25
Banco Sabadell 2/14/22 3/07/22 21 0.91 0.59 -0.31 -34.36 -34.36
Bank of Ireland 8/31/09 12/21/09 112 46.62 24.21 -22.41 -48.07 -48.07
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.
write an annotation