Share-o-matic - Performance

Assessment - Banks in Swiss Franc - 10/02/20 - RS = 13

		⇓instrument	freshest		Δday	10/02/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ13	⇓∅-RS
	L	SOM Banks	186.119	09:31	0.26	183.491	1.43	184.281	-0.789	-0.43	1.84
		Yes Bank	0.533	Fri	4.57	0.515	3.60	1.013	-0.498	-49.17	-52.86
	L	Ferratum	14.056	09:10	2.97	12.904	8.93	9.955	2.949	29.63	16.21
	S	Shanghai Pudong	1.566	07:00	2.95	1.508	3.81	1.742	-0.233	-13.41	-10.17
	S	Industrial Bank	2.542	07:00	2.25	2.453	3.60	2.789	-0.336	-12.03	-7.46
	S	China Everbright Bk	0.555	07:00	1.80	0.529	4.76	0.615	-0.086	-13.94	-9.40
	S	Banco Comercial	0.206	09:07	1.79	0.200	2.93	0.235	-0.034	-14.66	-18.00
		UBI Banca	3.584	09:06	1.57	3.193	12.26	2.960	0.233	7.86	12.37
		Bank of Communicats	0.657	08:08	1.56	0.636	3.37	0.678	-0.042	-6.21	-12.87
	S	Bank of Bejing	0.746	07:00	1.52	0.734	1.72	0.788	-0.054	-6.87	-10.74
	S	Bank of Shanghai	1.241	07:00	1.49	1.203	3.14	1.312	-0.109	-8.34	-16.92
	S	China Merchants Bank	5.065	07:00	1.49	4.915	3.05	5.287	-0.372	-7.04	-2.25
	S	China Minsheng Bk	0.835	07:00	1.19	0.821	1.71	0.869	-0.048	-5.54	-7.13
	S	Agricultural Bank	0.486	07:00	1.17	0.475	2.36	0.503	-0.028	-5.64	-8.47
	S	Bank of Comm	0.748	07:00	1.14	0.732	2.10	0.794	-0.061	-7.71	-12.06
	S	Bank of China	0.504	07:00	1.12	0.490	2.86	0.516	-0.026	-4.99	-7.32
	S	Ind and Comm Bk	0.769	07:00	1.10	0.759	1.29	0.818	-0.059	-7.18	-6.86
	L	American Express	132.774	Fri	1.05	129.226	2.75	120.013	9.213	7.68	10.02
	S	Standard Chartered	808.983	09:24	0.93	795.734	1.67	910.116	-114.383	-12.57	-6.21
	S	ICBC	0.701	08:08	0.91	0.682	2.77	0.722	-0.040	-5.53	-3.90
		ICICI Bank	7.481	Fri	0.89	7.319	2.22	6.891	0.428	6.20	21.68
		HSBC	743.997	09:23	0.87	729.738	1.95	749.192	-19.454	-2.60	-6.92
	L	KBC	77.938	09:03	0.86	74.312	4.88	72.427	1.885	2.60	9.02
		Sberbank	15.779	07:03	0.85	15.459	2.07	15.070	0.389	2.58	7.29
	L	Credit Agricole	14.504	09:03	0.82	14.285	1.53	13.612	0.674	4.95	13.71
		⇓instrument	freshest		Δday	10/02/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ13	⇓∅-RS
	L	Unicredit	14.931	09:06	0.82	14.892	0.26	13.705	1.188	8.67	17.79
		Bankia	1.812	09:07	0.80	1.804	0.44	1.986	-0.182	-9.17	-17.57
	L	Umweltbank	14.397	08:56	0.75	13.544	6.30	11.073	2.471	22.31	20.68
	S	Banco Sabadell	0.916	09:06	0.70	0.904	1.25	1.147	-0.243	-21.18	-13.25
	L	Bank of East Asia	2.220	08:08	0.68	2.200	0.92	2.348	-0.148	-6.29	-17.58
		Bankinter	6.725	09:06	0.67	6.557	2.57	7.069	-0.513	-7.25	-6.67
	L	UBS	13.045	09:01	0.62	12.735	2.43	12.285	0.450	3.66	7.29
		Credit Suisse	13.530	09:01	0.56	12.915	4.76	13.015	-0.100	-0.77	5.12
		Banco Santander	4.207	09:07	0.55	4.092	2.83	4.100	-0.009	-0.22	-5.00
		U.S. Bancorp	53.854	Fri	0.55	53.395	0.86	58.210	-4.815	-8.27	-0.18
		DNB	18.528	09:04	0.54	18.207	1.76	18.504	-0.297	-1.61	2.05
	L	Heartland	1.154	04:00	0.54	1.154		1.043	0.111	10.66	9.45
		ANZ Banking NZ	17.298	03:44	0.51	16.974	1.91	17.450	-0.477	-2.73	-7.22
	S	DBS Bank	17.974	Fri	0.51	17.664	1.75	19.448	-1.784	-9.17	-4.85
	L	Erste Group Bank	37.988	09:22	0.51	36.922	2.89	36.970	-0.048	-0.13	2.54
	S	Woori Financial	8.443	06:30	0.49	8.360	0.99	10.409	-2.049	-19.68	-22.69
		Intesa Sanpaolo	2.687	09:05	0.48	2.622	2.46	2.584	0.038	1.48	11.09
	L	Banco Macro	4.187	Fri	0.46	4.465	-6.23	3.172	1.293	40.77	6.57
		China Constr Bk HK	0.823	08:08	0.46	0.790	4.14	0.796	-0.005	-0.67	-2.50
		BNP Paribas	57.505	09:02	0.45	55.073	4.42	55.389	-0.316	-0.57	9.85
	L	Commerzbank	7.080	09:08	0.44	6.141	15.30	6.075	0.066	1.08	-7.48
		Toronto-Dominion	55.241	Fri	0.43	55.454	-0.38	57.637	-2.184	-3.79	-1.16
	L	VTB Bank	1.482	08:34	0.43	1.443	2.73	1.433	0.010	0.70	14.03
	L	Societe Generale	33.978	09:03	0.41	32.154	5.67	31.532	0.622	1.97	13.00
		Raiffeisen Bank Int	24.124	09:21	0.40	23.409	3.05	25.502	-2.093	-8.21	-2.11
		⇓instrument	freshest		Δday	10/02/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ13	⇓∅-RS
	L	S.E.B	10.184	09:30	0.40	10.044	1.39	9.728	0.316	3.25	7.83
	L	Hang Seng Bank	20.706	08:08	0.37	20.366	1.67	20.967	-0.601	-2.87	-9.77
		BPER Banca	4.811	09:05	0.36	4.642	3.63	4.702	-0.060	-1.28	10.38
	S	Bank of China	0.407	08:08	0.31	0.393	3.53	0.410	-0.017	-4.20	-6.22
		Banco BPM	2.332	09:05	0.23	2.218	5.14	2.257	-0.039	-1.74	5.53
	S	Wells Fargo	47.121	Fri	0.21	46.681	0.94	53.654	-6.972	-12.99	-3.79
	S	United Overseas Bank	18.466	Fri	0.19	17.988	2.66	19.609	-1.621	-8.27	-4.14
	L	Bank of China (HK)	3.518	08:08	0.18	3.386	3.90	3.471	-0.085	-2.46	-8.50
	L	Jyske Bank	38.879	09:27	0.15	38.722	0.41	34.941	3.781	10.82	11.17
		OCBC	7.780	Fri	0.09	7.541	3.17	8.111	-0.570	-7.02	-6.39
	L	Triodos Groenfonds	63.861	09:00	0.07	63.797	0.10	64.719	-0.922	-1.43	-2.16
	L	Bank Montreal	74.699	Fri	0.06	74.948	-0.33	75.517	-0.569	-0.75	0.43
		Bank Nova Scotia	54.830	Fri	0.05	54.551	0.51	57.495	-2.943	-5.12	0.50
		National Bank CA	54.118	Fri	0.05	53.927	0.35	52.219	1.709	3.27	10.60
	L	ABN AMRO	16.200	09:03	0.03	17.789	-8.93	18.978	-1.189	-6.27	-10.03
	L	Aozora Bank	27.400	06:15		27.489	-0.32	25.819	1.670	6.47	9.70
		Banca Generali	34.682	09:03		33.168	4.57	33.878	-0.711	-2.10	15.21
		Royal Bank CA	79.460	Fri	-0.01	78.815	0.82	81.319	-2.504	-3.08	0.98
	S	Lloyds Bank	71.402	09:23	-0.05	71.775	-0.52	74.766	-2.991	-4.00	-2.66
	L	HDFC	32.921	Fri	-0.08	33.093	-0.52	30.996	2.097	6.76	11.07
		ANZ Banking AU	17.339	05:10	-0.11	16.928	2.43	17.423	-0.495	-2.84	-7.55
	L	Svenska Handelsbank	11.064	09:29	-0.14	11.215	-1.35	9.788	1.428	14.59	12.07
	L	Banco Bilbao Viz	5.583	09:07	-0.15	5.590	-0.13	5.420	0.171	3.15	3.01
		Mediobanca	10.230	09:06	-0.15	10.242	-0.12	11.441	-1.198	-10.47	-0.77
		Bank of America	34.056	Fri	-0.17	33.899	0.46	32.937	0.963	2.92	13.78
		⇓instrument	freshest		Δday	10/02/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ13	⇓∅-RS
		Chiba Bank	5.346	06:15	-0.17	5.418	-1.32	5.621	-0.204	-3.62	2.30
	L	Swedbank	15.837	09:31	-0.22	15.822	0.10	14.157	1.665	11.76	6.81
	S	National Australia B	17.795	05:10	-0.26	16.817	5.82	19.664	-2.847	-14.48	-7.10
		Citigroup	76.995	Fri	-0.27	76.692	0.40	75.046	1.646	2.19	11.62
		BNY Mellon	44.854	Fri	-0.28	45.431	-1.27	48.700	-3.270	-6.71	-2.98
		JP Morgan Chase	134.328	Fri	-0.30	134.601	-0.20	128.967	5.634	4.37	16.71
	L	Nordea Bank	8.645	09:30	-0.30	8.592	0.61	7.437	1.155	15.52	15.46
		Unipol	5.590	09:06	-0.30	5.120	9.19	5.839	-0.719	-12.32	0.61
	L	Nordea Bank	8.649	09:29	-0.31	8.576	0.86	7.426	1.150	15.48	15.20
		Westpac Banking	16.713	05:10	-0.31	16.289	2.60	18.921	-2.633	-13.91	-11.92
	L	Aareal Bank	32.922	09:08	-0.36	32.400	1.61	33.330	-0.930	-2.79	6.34
	S	HSBC	7.477	08:08	-0.42	7.313	2.24	7.488	-0.175	-2.34	-6.78
		Bank of Ireland	4.377	09:18	-0.44	4.191	4.43	4.923	-0.731	-14.86	-17.15
	S	Suncorp-Metway	8.161	05:10	-0.48	8.161		9.209	-1.048	-11.38	-11.00
	S	IBK	8.360	06:30	-0.49	8.731	-4.25	10.452	-1.721	-16.47	-20.60
		Cdn Imp Bk Comm	80.744	Fri	-0.52	80.759	-0.02	86.077	-5.317	-6.18	-0.35
		Kotak Mahindra Bank	23.041	Fri	-0.52	22.881	0.70	22.429	0.453	2.02	9.81
	L	Deutsche Bank	10.803	09:01	-0.55	10.029	7.72	7.529	2.500	33.21	29.49
	L	Danske Bank	17.234	09:30	-0.66	17.006	1.34	13.900	3.106	22.34	8.69
	L	FinecoBank	11.555	09:06	-0.78	12.456	-7.23	12.208	0.248	2.03	9.28
		KB Financial	34.923	06:30	-0.82	35.623	-1.97	36.688	-1.065	-2.90	-5.06
	L	Resona	4.035	06:15	-0.88	4.175	-3.35	4.356	-0.181	-4.16	-1.18
		Fukuoka	16.886	06:15	-0.89	17.598	-4.05	19.615	-2.017	-10.28	-8.42
	L	Banco del Bajio	1.585	Fri	-0.94	1.593	-0.52	1.599	-0.006	-0.40	-11.29
		Sumitomo Mitsui Trst	35.571	06:15	-0.94	36.774	-3.27	37.572	-0.798	-2.12	1.87
		⇓instrument	freshest		Δday	10/02/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ13	⇓∅-RS
		Gentera	1.095	Fri	-0.99	1.052	4.01	1.000	0.053	5.29	19.88
	S	RBS	266.002	09:24	-1.08	279.504	-4.83	283.022	-3.519	-1.24	-1.96
	L	BBVA Banco Francés	1.981	Fri	-1.16	2.210	-10.37	1.488	0.723	48.59	-4.88
	S	Shizuoka Bank	6.790	06:15	-1.17	7.004	-3.05	7.680	-0.676	-8.81	-5.54
		Banco Santander MX	1.467	Fri	-1.19	1.543	-4.93	1.295	0.248	19.14	10.66
		Shinsei Bank	15.077	06:15	-1.23	15.201	-0.82	16.235	-1.034	-6.37	4.34
		Axis Bank	10.095	Fri	-1.51	10.158	-0.62	10.177	-0.019	-0.19	-0.43
	L	Commonwealth Bank	58.357	05:10	-1.68	55.004	6.10	54.523	0.481	0.88	2.56
		HDFC Bank	16.714	Fri	-1.78	17.001	-1.69	17.544	-0.543	-3.09	3.11
	L	Indiabulls HF	4.397	Fri	-1.90	4.427	-0.68	3.309	1.118	33.80	-22.23
	L	Regional	6.090	Fri	-2.00	5.672	7.37	5.302	0.371	6.99	11.39
		State Bank of India	4.378	Fri	-2.46	4.366	0.28	4.415	-0.049	-1.11	1.39
		IndusInd Bank	16.119	Fri	-4.45	17.476	-7.76	20.045	-2.569	-12.82	-14.80
Banks - 112 out of 112 instruments rated - 10/02/20 / 11/11/19 - 39 did rise, Market-Ratio(13) in CHF = 34.82 %

Technical Chart

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

4/01/16	scale up chart	10/02/20

Transactions Banks in Swiss Franc * A13 - 79/73 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		15/05/06	133		- cash -
short	15/05/06	4/09/06	112		Triodos Groenfonds	50	57	87.164	89.856	84.471	-2.693	-3	9,847	-10
					Swedbank	50	161	31.242	35.253	27.231	-4.011	-13	9,201	-36
100							-8						-24
long	4/09/06	5/03/07	182		Intesa Sanpaolo	50	599	7.670	8.099		0.429	6	9,457	12
					Sberbank	50	369	12.476	21.989		9.513	76	12,968	212
100							41						99
short	5/03/07	20/04/09	777		Shinsei Bank	50	10,232	0.634	0.159	2.530	1.897	299	32,376	92
					Sumitomo Mitsui Trst	50	5,005	1.295	0.373	4.504	3.209	248	48,435	80
100							274						86
long	20/04/09	2/11/09	196		Banco Popular	50	512	47.281	45.536		-1.746	-4	47,541	-7
					Shanghai Pudong	50	11,473	2.112	2.656		0.544	26	53,784	53
100							11						22
short	2/11/09	6/09/10	308		Resona	50	229,515	0.117	0.098	0.140	0.023	19	58,978	23
					Shinsei Bank	50	199,951	0.134	0.078	0.231	0.096	72	78,215	90
100							45						56
long	6/09/10	20/09/10	14		Banco Macro	50	9,692	4.035	4.717		0.683	17	84,831	5,786
					State Bank of India	50	60,052	0.651	0.683		0.032	5	86,767	253
100							11						1,396
short	20/09/10	6/02/12	504		Piraeus Bank	50	0	51,346.759	14,253.220	184,975.022	133,628.263	260	86,767	0
					National Bank Greece	50	5	16,274.962	5,145.654	51,475.358	35,200.396	216	262,769	130
100							216						130
long	6/02/12	9/04/12	63		Bank of Ireland	50	25,004	5.254	3.783		-1.472	-28	225,975	-85
					Aozora Bank	50	524,253	0.251	0.240		-0.010	-4	220,619	-21
100							-16						-64
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/04/12	3/09/12	147		Banca Pop Mil	50	314,574	0.351	0.448	0.253	-0.097	-28	190,023	-55
					Unicredit	50	6,029	18.295	19.258	17.331	-0.963	-5	184,216	-13
100							-17						-36
long	3/09/12	12/11/12	70		Regional	50	27,276	3.377	3.755		0.378	11	194,517	74
					Alpha Bank	50	1,144	80.460	94.060		13.600	17	210,075	126
100							14						98
short	12/11/12	7/01/13	56		Banco Popular	50	17,079	6.150	4.230	8.942	2.792	45	257,763	1,047
					Bankia	50	1,745	60.160	31.174	116.096	55.936	93	355,371	7,159
100							69						2,979
long	7/01/13	18/03/13	70		Banco BPI	50	144,005	1.234	1.356		0.122	10	372,981	64
					Shinsei Bank	50	941,075	0.189	0.225		0.036	19	406,674	147
100							14						102
short	18/03/13	23/09/13	189		Bankia	50	12,678	16.038	4.022	63.949	47.911	299	1,014,086	1,346
					Eurobank Ergasias	50	613	331.371	75.451	1,455.340	1,123.969	339	1,703,079	1,642
100							319						1,490
long	23/09/13	7/10/13	14		Banco Macro	50	255,673	3.331	3.386		0.055	2	1,717,262	54
					BBVA Banco Francés	50	266,030	3.201	3.192		-0.009	0	1,714,861	-7
100							1						20
short	7/10/13	28/10/13	21		Banif	50	69,925,836	0.012	0.010	0.015	0.003	24	1,920,303	4,082
					Eurobank Ergasias	50	13,447	63.762	85.215	42.310	-21.453	-34	1,631,830	-100
100							-5						-58
long	28/10/13	4/11/13	7		Banco Macro	50	217,218	3.756	3.620		-0.136	-4	1,602,319	-85
					BBVA Banco Francés	50	224,959	3.627	3.299		-0.328	-9	1,528,517	-99
100							-6						-97
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/11/13	18/11/13	14		Banif	50	77,693,833	0.010	0.010	0.010	-0.000	0	1,525,658	-9
					Eurobank Ergasias	50	9,562	79.924	71.508	89.330	9.406	12	1,615,601	1,719
100							6						324
long	18/11/13	9/12/13	21		Banco Macro	50	223,591	3.613	3.391		-0.222	-6	1,565,958	-67
					BBVA Banco Francés	50	226,936	3.560	3.106		-0.454	-13	1,462,990	-91
100							-9						-82
short	9/12/13	13/04/15	490		Banif	50	66,435,517	0.011	0.008	0.016	0.005	42	1,767,889	30
					Eurobank Ergasias	50	10,871	67.287	11.475	394.551	327.264	486	5,325,573	273
100							264						162
long	13/04/15	18/05/15	35		Industrial Bank	50	818,219	3.254	2.650		-0.604	-19	4,830,974	-88
					China Everbright Bk	50	3,111,944	0.856	0.757		-0.099	-12	4,523,605	-72
100							-15						-82
short	18/05/15	26/09/16	497		Alpha Bank	50	141,973	15.931	1.669	152.074	136.143	855	23,852,275	424
					Piraeus Bank	50	2,515	899.270	2.945	274,581.406	273,682.136	30,434	712m	6,581
100							15,644						4,007
long	26/09/16	17/10/16	21		Banco Macro	50	48,244,441	7.381	7.920		0.539	7	738m	241
					Sberbank	50	38,171,260	9.329	9.308		-0.021	0	737m	-4
100							4						83
short	17/10/16	31/10/16	14		Banco Comercial	50	1682,421,319	0.219	0.227	0.211	-0.008	-4	724m	-61
					Banco Popular	50	325,807,359	1.132	1.086	1.180	0.048	4	740m	196
100							0						10
long	31/10/16	14/11/16	14		Standard Chartered	50	42,968,034	8.611	8.611		0.000	0	740m	0
					Sberbank	50	39,444,033	9.381	9.381		0.000	0	740m	0
100							0						0
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	14/11/16	28/11/16	14		Banco Comercial	50	1630,844,552	0.227	0.229	0.225	-0.002	-1	737m	-20
					Banco Popular	50	340,861,204	1.086	0.912	1.292	0.206	19	807m	9,232
100							9						861
long	28/11/16	5/12/16	7		Bank of America	50	19,683,342	20.502	22.385		1.883	9	844m	9,673
					Sberbank	50	40,780,080	9.896	10.409		0.513	5	865m	1,298
100							7						3,630
short	5/12/16	12/12/16	7		Banco Popolare	50	199,177,811	2.172	2.408	1.935	-0.236	-11	818m	-100
					Banco Popular	50	419,255,709	1.032	1.092	0.972	-0.060	-6	793m	-96
100							-8						-99
long	12/12/16	13/03/17	91		Bank of America	50	17,297,754	22.916	25.485		2.569	11	837m	53
					Sberbank	50	32,849,495	12.067	11.226		-0.841	-7	810m	-25
100							2						9
short	13/03/17	17/07/17	126		Gentera	50	290,956,345	1.391	1.535	1.247	-0.144	-10	768m	-27
					Banco Comercial	50	2357,420,658	0.172	0.269	0.074	-0.098	-57	537m	-91
100							-34						-69
long	17/07/17	24/07/17	7		Commerzbank	50	22,030,332	12.196	11.629		-0.566	-5	525m	-92
					Montepio	50	243,568,594	1.103	1.102		-0.001	0	525m	-6
100							-2						-72
short	24/07/17	29/01/18	189		Gentera	50	177,225,911	1.480	0.835	2.622	1.142	77	727m	202
					Bank of Bejing	50	234,635,450	1.118	1.126	1.109	-0.008	-1	725m	-1
100							38						87
long	29/01/18	5/02/18	7		BBVA Banco Francés	50	46,752,052	7.754	7.018		-0.736	-9	691m	-99
					Banco Comercial	50	948,546,111	0.382	0.347		-0.035	-9	657m	-99
100							-9						-99
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/02/18	11/03/19	399		Gentera	50	402,531,349	0.817	0.820	0.813	-0.004	0	656m	0
					VTB Bank	50	187,292,026	1.755	1.178	2.615	0.859	49	817m	44
100							24						22
long	11/03/19	6/05/19	56		Industrial Bank	50	141,916,385	2.878	2.908		0.030	1	821m	7
					Axis Bank	50	412,667,975	0.990	1.095		0.105	11	865m	93
100							6						45
short	6/05/19	11/11/19	189		Aozora Bank	50	1738,330,475	0.249	0.258	0.239	-0.009	-4	848m	-7
					Yes Bank	50	1775,073,497	0.244	0.101	0.586	0.342	140	1,455m	444
100							68						173
long	11/11/19	9/12/19	28		Banca Generali	50	21,480,947	33.878	32.818		-1.060	-3	1,433m	-34
					ICICI Bank	50	1056,024,449	0.689	0.733		0.044	6	1,479m	122
100							2						23
short	9/12/19	23/12/19	14		Indiabulls HF	50	2051,765,945	0.360	0.407	0.314	-0.047	-13	1,383m	-97
					Yes Bank	50	9445,418,519	0.078	0.068	0.090	0.011	15	1,491m	3,390
100							1						24
long	23/12/19	20/01/20	28		Banco Macro	50	173,744,971	4.290	4.505		0.215	5	1,528m	89
					ICICI Bank	50	1000,886,986	0.745	0.708		-0.036	-5	1,492m	-48
100							0						1
short	20/01/20	14/02/20	25		Indiabulls HF	50	1818,279,606	0.410	0.440	0.381	-0.029	-7	1,438m	-66
					Yes Bank	50	12258,788,753	0.061	0.053	0.069	0.009	14	1,543m	583
100							3						64
accum	15/05/06	14/02/20	5026	days out of 5159 invested (97%)							15,429,690		1,543m	138

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	20/09/10	6/02/12	504	51,346.76	14,253.22	184,975.02	133,628.26	260.25	50	130.12
	short	18/05/15	26/09/16	497	899.27	2.95	274,581.41	273,682.14	30,433.82		15,216.91	35,147.79
Eurobank Ergasias	short	18/03/13	23/09/13	189	331.37	75.45	1,455.34	1,123.97	339.19		169.59
	short	7/10/13	28/10/13	21	63.76	85.22	42.31	-21.45	-33.64		-16.82
	short	4/11/13	18/11/13	14	79.92	71.51	89.33	9.41	11.77		5.88
	short	9/12/13	13/04/15	490	67.29	11.48	394.55	327.26	486.37		243.18	714.85
Alpha Bank	long	3/09/12	12/11/12	70	80.46	94.06		13.60	16.90		8.45
	short	18/05/15	26/09/16	497	15.93	1.67	152.07	136.14	854.57		427.29	471.85
Shinsei Bank	short	5/03/07	20/04/09	777	0.63	0.16	2.53	1.90	299.36		149.68
	short	2/11/09	6/09/10	308	0.13	0.08	0.23	0.10	71.53		35.77
	long	7/01/13	18/03/13	70	0.19	0.22		0.04	18.96		9.48	271.12
Bankia	short	12/11/12	7/01/13	56	60.16	31.17	116.10	55.94	92.98		46.49
	short	18/03/13	23/09/13	189	16.04	4.02	63.95	47.91	298.73		149.36	265.29
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	1.30	0.37	4.50	3.21	247.70		123.85	123.85
National Bank Greece	short	20/09/10	6/02/12	504	16,274.96	5,145.65	51,475.36	35,200.40	216.29		108.14	108.14
Yes Bank	short	6/05/19	11/11/19	189	0.24	0.10	0.59	0.34	140.49		70.25
	short	9/12/19	23/12/19	14	0.08	0.07	0.09	0.01	14.60		7.30
	short	20/01/20	14/02/20	25	0.06	0.05	0.07	0.01	14.07		7.03	95.52
Sberbank	long	4/09/06	5/03/07	182	12.48	21.99		9.51	76.25		38.13
	long	26/09/16	17/10/16	21	9.33	9.31		-0.02	-0.22		-0.11
	long	31/10/16	14/11/16	14	9.38	9.38		0.00	0.00		0.00
	long	28/11/16	5/12/16	7	9.90	10.41		0.51	5.19		2.59
	long	12/12/16	13/03/17	91	12.07	11.23		-0.84	-6.97		-3.49	36.61
Banif	short	7/10/13	28/10/13	21	0.01	0.01	0.02	0.00	23.96		11.98
	short	4/11/13	18/11/13	14	0.01	0.01	0.01	-0.00	-0.37		-0.19
	short	9/12/13	13/04/15	490	0.01	0.01	0.02	0.00	41.68		20.84	35.06
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gentera	short	13/03/17	17/07/17	126	1.39	1.54	1.25	-0.14	-10.35		-5.17
	short	24/07/17	29/01/18	189	1.48	0.84	2.62	1.14	77.19		38.60
	short	5/02/18	11/03/19	399	0.82	0.82	0.81	-0.00	-0.44		-0.22	31.13
Banco Popular	long	20/04/09	2/11/09	196	47.28	45.54		-1.75	-3.69		-1.85
	short	12/11/12	7/01/13	56	6.15	4.23	8.94	2.79	45.40		22.70
	short	17/10/16	31/10/16	14	1.13	1.09	1.18	0.05	4.25		2.12
	short	14/11/16	28/11/16	14	1.09	0.91	1.29	0.21	19.00		9.50
	short	5/12/16	12/12/16	7	1.03	1.09	0.97	-0.06	-5.84		-2.92	30.75
VTB Bank	short	5/02/18	11/03/19	399	1.76	1.18	2.61	0.86	48.96		24.48	24.48
Shanghai Pudong	long	20/04/09	2/11/09	196	2.11	2.66		0.54	25.77		12.88	12.88
Banco Macro	long	6/09/10	20/09/10	14	4.03	4.72		0.68	16.92		8.46
	long	23/09/13	7/10/13	14	3.33	3.39		0.06	1.67		0.83
	long	28/10/13	4/11/13	7	3.76	3.62		-0.14	-3.62		-1.81
	long	18/11/13	9/12/13	21	3.61	3.39		-0.22	-6.15		-3.07
	long	26/09/16	17/10/16	21	7.38	7.92		0.54	7.31		3.65
	long	23/12/19	20/01/20	28	4.29	4.50		0.21	5.01		2.50	10.59
Bank of America	long	28/11/16	5/12/16	7	20.50	22.39		1.88	9.19		4.59
	long	12/12/16	13/03/17	91	22.92	25.49		2.57	11.21		5.61	10.46
Resona	short	2/11/09	6/09/10	308	0.12	0.10	0.14	0.02	19.32		9.66	9.66
Regional	long	3/09/12	12/11/12	70	3.38	3.75		0.38	11.18		5.59	5.59
Axis Bank	long	11/03/19	6/05/19	56	0.99	1.09		0.11	10.62		5.31	5.31
Banco BPI	long	7/01/13	18/03/13	70	1.23	1.36		0.12	9.91		4.96	4.96
Intesa Sanpaolo	long	4/09/06	5/03/07	182	7.67	8.10		0.43	5.59		2.79	2.79
State Bank of India	long	6/09/10	20/09/10	14	0.65	0.68		0.03	4.95		2.48	2.48
ICICI Bank	long	11/11/19	9/12/19	28	0.69	0.73		0.04	6.31		3.16
	long	23/12/19	20/01/20	28	0.74	0.71		-0.04	-4.87		-2.44	0.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Standard Chartered	long	31/10/16	14/11/16	14	8.61	8.61		0.00	0.00		0.00	0.00
Montepio	long	17/07/17	24/07/17	7	1.10	1.10		-0.00	-0.12		-0.06	-0.06
Bank of Bejing	short	24/07/17	29/01/18	189	1.12	1.13	1.11	-0.01	-0.75		-0.38	-0.38
Triodos Groenfonds	short	15/05/06	4/09/06	112	87.16	89.86	84.47	-2.69	-3.09		-1.54	-1.54
Banca Generali	long	11/11/19	9/12/19	28	33.88	32.82		-1.06	-3.13		-1.56	-1.56
Commerzbank	long	17/07/17	24/07/17	7	12.20	11.63		-0.57	-4.64		-2.32	-2.32
Unicredit	short	9/04/12	3/09/12	147	18.29	19.26	17.33	-0.96	-5.26		-2.63	-2.63
Aozora Bank	long	6/02/12	9/04/12	63	0.25	0.24		-0.01	-4.08		-2.04
	short	6/05/19	11/11/19	189	0.25	0.26	0.24	-0.01	-3.82		-1.91	-3.91
Banco Popolare	short	5/12/16	12/12/16	7	2.17	2.41	1.94	-0.24	-10.88		-5.44	-5.44
China Everbright Bk	long	13/04/15	18/05/15	35	0.86	0.76		-0.10	-11.54		-5.77	-5.77
Swedbank	short	15/05/06	4/09/06	112	31.24	35.25	27.23	-4.01	-12.84		-6.42	-6.42
Industrial Bank	long	13/04/15	18/05/15	35	3.25	2.65		-0.60	-18.57		-9.29
	long	11/03/19	6/05/19	56	2.88	2.91		0.03	1.05		0.53	-8.81
Indiabulls HF	short	9/12/19	23/12/19	14	0.36	0.41	0.31	-0.05	-12.97		-6.49
	short	20/01/20	14/02/20	25	0.41	0.44	0.38	-0.03	-7.19		-3.60	-9.85
Banca Pop Mil	short	9/04/12	3/09/12	147	0.35	0.45	0.25	-0.10	-27.74		-13.87	-13.87
Bank of Ireland	long	6/02/12	9/04/12	63	5.25	3.78		-1.47	-28.01		-14.00	-14.00
BBVA Banco Francés	long	23/09/13	7/10/13	14	3.20	3.19		-0.01	-0.28		-0.14
	long	28/10/13	4/11/13	7	3.63	3.30		-0.33	-9.05		-4.52
	long	18/11/13	9/12/13	21	3.56	3.11		-0.45	-12.75		-6.37
	long	29/01/18	5/02/18	7	7.75	7.02		-0.74	-9.49		-4.75	-14.97
Banco Comercial	short	17/10/16	31/10/16	14	0.22	0.23	0.21	-0.01	-3.53		-1.77
	short	14/11/16	28/11/16	14	0.23	0.23	0.22	-0.00	-0.87		-0.44
	short	13/03/17	17/07/17	126	0.17	0.27	0.07	-0.10	-56.90		-28.45
	long	29/01/18	5/02/18	7	0.38	0.35		-0.03	-9.16		-4.58	-33.23

Annotations

17/07/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
21/09/17	Yes Bank	stock split 1:5 (five for one)
18/09/17	Umweltbank	stock split 1:5 (five for one)
10/07/17	Bank of Ireland	reverse split 30:1 (one for thirty)
5/06/17	Bankia	reverse split 4:1 (one for four)
23/01/17	Unicredit	reverse stock split 10:1 (one for ten)
24/10/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
11/07/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
13/01/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
21/09/15	Unipol	re-joins the MIB as replacement for Autogrill
17/07/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
21/06/15	Ferratum	recording started
19/05/15	Svenska Handelsbank	ex Split 1:3 (three for one)
11/03/15	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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