Share-o-matic - Assessment Banks

Assessment - Banks in Swiss Franc - 6/27/22 - RS = 13

		⇓instrument	freshest		⇓ Δday	6/27/22	⇓ Δwk	3/28/22	prc diff	⇓ Δ13	∅-RS
		SOM Banks	178.597	13:20	-0.99	181.528	-1.61	194.004	-12.476	-6.43	-4.46
	L	Standard Chartered	749.919	Wed	2.96	710.956	5.48	614.382	96.575	15.72	17.78
	L	HSBC	635.964	08:07	-1.85	632.092	0.61	634.820	-2.729	-0.43	11.73
		Banco Sabadell	0.772	10:05	-3.05	0.795	-2.88	0.769	0.025	3.30	13.18
	L	Bank of China (HK)	3.761	Wed	-2.06	3.828	-1.75	3.416	0.411	12.04	20.17
	L	Bankinter	6.011	10:05	-1.07	5.891	2.03	5.243	0.649	12.37	13.06
	L	Bank of Ireland	6.203	08:08	-1.35	6.300	-1.54	5.958	0.343	5.75	12.20
	L	Banco Comercial	0.167	10:12	-3.06	0.173	-3.62	0.168	0.005	2.84	10.45
		Commerzbank	6.810	10:25	-3.97	7.357	-7.43	7.456	-0.100	-1.34	7.83
		Fukuoka	17.242	06:15	0.08	16.755	2.91	18.815	-2.060	-10.95	-1.80
		Jyske Bank	47.628	13:09	-1.93	50.715	-6.09	51.790	-1.075	-2.07	6.74
		HSBC	6.317	Wed	-0.29	6.304	0.19	6.420	-0.116	-1.81	11.61
		Shinsei Bank	14.427	06:15	-1.30	14.434	-0.05	17.883	-3.449	-19.29	-3.75
		Aareal Bank	29.001	10:30	0.56	28.961	0.14	29.008	-0.047	-0.16	4.77
		Resona	3.584	06:15	-1.72	3.589	-0.12	4.193	-0.604	-14.42	-4.46
	L	Sumitomo Mitsui Trst	29.489	06:15	-0.69	29.517	-0.10	32.623	-3.106	-9.52	-4.62
	L	Bank of China	0.381	Wed	-0.63	0.379	0.64	0.362	0.017	4.58	10.10
		Bank of Communicats	0.657	Wed	1.31	0.641	2.47	0.651	-0.010	-1.47	8.99
		Bank of Comm	0.711	07:00	-0.20	0.708	0.40	0.730	-0.022	-2.96	4.21
	L	Bank of China	0.465	07:00		0.464	0.31	0.465	-0.001	-0.31	3.41
	L	Aozora Bank	18.603	06:15	-1.35	19.104	-2.62	20.390	-1.286	-6.31	-8.26
		Chiba Bank	5.228	06:15	-0.27	5.122	2.07	5.885	-0.764	-12.97	-9.41
		ICBC	0.568	Wed	0.65	0.555	2.41	0.560	-0.005	-0.93	3.38
		Banco del Bajio	2.006	Tue	-0.33	2.013	-0.33	2.555	-0.541	-21.19	6.25
	L	NatWest	260.301	Wed	-0.94	259.831	0.18	269.006	-9.175	-3.41	-4.61
		⇓instrument	freshest		⇓ Δday	6/27/22	⇓ Δwk	3/28/22	prc diff	⇓ Δ13	∅-RS
	L	Agricultural Bank	0.431	07:00		0.430	0.33	0.443	-0.014	-3.08	-0.26
		Banco BPM	2.733	08:59	-3.60	2.830	-3.43	2.800	0.030	1.08	-3.20
	L	Ind and Comm Bk	0.681	07:00		0.672	1.27	0.688	-0.016	-2.35	-0.87
	L	China Constr Bk HK	0.635	Wed	-0.84	0.683	-6.95	0.684	-0.002	-0.24	2.09
	S	UBS	15.265	08:23	-2.58	16.140	-5.42	17.810	-1.670	-9.38	-0.20
		Yes Bank	0.155	Wed	-1.17	0.156	-1.17	0.154	0.002	1.40	-2.60
		ICICI Bank	8.552	Wed	-1.06	8.729	-2.04	8.729	0.001	0.01	-2.76
	S	Postal Savings Bank	0.769	07:00	1.32	0.742	3.65	0.772	-0.030	-3.87	-2.59
		State Bank of India	5.587	Wed	-1.11	5.612	-0.46	6.113	-0.501	-8.19	-3.21
		Industrial Bank	2.841	07:00	1.22	2.764	2.79	2.940	-0.177	-6.01	-2.90
	S	Suncorp-Metway	7.270	06:10	-0.90	7.436	-2.23	7.909	-0.473	-5.99	-4.18
	S	National Australia B	18.135	06:10	-2.42	18.493	-1.93	22.354	-3.861	-17.27	-4.99
		Danske Bank	13.668	13:10	-2.09	14.790	-7.59	15.864	-1.074	-6.77	-7.21
	S	ABN AMRO	10.908	08:55	-2.18	11.409	-4.39	12.106	-0.697	-5.76	-7.69
	L	China Everbright Bk	0.430	07:00	-0.33	0.458	-6.23	0.476	-0.017	-3.66	-5.26
	S	OCBC	7.946	Wed	0.52	7.857	1.14	8.527	-0.670	-7.86	-3.59
	S	Woori Financial	8.998	06:30	0.41	9.296	-3.20	11.645	-2.349	-20.17	-8.53
	S	United Overseas Bank	18.355	Wed	0.45	18.314	0.23	22.248	-3.934	-17.68	-4.36
	S	DBS Bank	20.693	Wed	-0.50	20.838	-0.70	24.845	-4.007	-16.13	-5.13
		Royal Bank CA	93.518	Wed	0.56	92.575	1.02	104.966	-12.391	-11.80	-5.13
	L	BPER Banca	1.605	08:58	-2.79	1.678	-4.37	1.624	0.054	3.31	-9.37
	L	China Minsheng Bk	0.531	07:00		0.527	0.81	0.568	-0.041	-7.28	-7.06
	S	Shizuoka Bank	5.750	06:15	0.12	5.686	1.12	6.953	-1.267	-18.22	-17.02
	S	Hang Seng Bank	16.808	Wed	-0.07	16.625	1.10	18.216	-1.591	-8.73	-4.58
	S	Banco Macro	2.274	Tue	5.75	2.150	5.75	2.833	-0.683	-24.11	-20.02
		⇓instrument	freshest		⇓ Δday	6/27/22	⇓ Δwk	3/28/22	prc diff	⇓ Δ13	∅-RS
	S	Commonwealth Bank	59.842	06:10	-2.82	62.067	-3.58	74.355	-12.288	-16.53	-9.05
	S	IBK	7.154	06:30	-1.94	7.392	-3.22	8.323	-0.931	-11.19	-11.23
		Lloyds Bank	50.441	Wed	-1.05	50.828	-0.76	59.700	-8.872	-14.86	-12.33
	L	Shanghai Pudong	1.143	07:00	-0.50	1.138	0.50	1.154	-0.016	-1.40	-8.45
		Svenska Handelsbank	8.277	13:20	-1.07	8.469	-2.26	8.723	-0.254	-2.92	-14.00
	S	Kotak Mahindra Bank	19.986	Wed	-1.58	20.584	-2.90	21.199	-0.615	-2.90	-9.30
	S	Toronto-Dominion	62.986	Wed	0.14	62.956	0.05	76.008	-13.052	-17.17	-7.12
		Bank Montreal	91.922	Wed	-0.63	92.479	-0.60	111.347	-18.868	-16.95	-7.30
		Bank Nova Scotia	56.709	Wed	-0.27	57.050	-0.60	68.569	-11.519	-16.80	-7.57
	S	HDFC Bank	16.354	Wed	-0.14	16.504	-0.91	17.606	-1.102	-6.26	-9.89
		Unipol	4.391	09:55	-1.03	4.426	-0.80	5.060	-0.634	-12.53	-12.18
		Banco Santander	2.693	10:05	-2.74	2.803	-3.95	3.164	-0.360	-11.39	-12.20
	S	DNB	17.353	08:57	-0.81	17.368	-0.08	21.924	-4.556	-20.78	-15.00
		Nordea Bank	8.552	13:20	-1.78	8.916	-4.08	9.670	-0.754	-7.80	-15.42
	S	BBVA Banco Francés	1.572	Tue	3.61	1.518	3.61	1.953	-0.435	-22.27	-21.88
		Umweltbank	16.949	07:59	2.13	16.949		18.592	-1.642	-8.83	-12.77
		Bank of East Asia	1.349	Wed	-0.36	1.349		1.424	-0.075	-5.29	-8.41
	L	Unicredit	9.143	09:55	-5.57	9.826	-6.95	9.830	-0.004	-0.05	-13.68
		S.E.B	9.505	13:20	-2.24	9.799	-3.00	10.262	-0.463	-4.51	-17.68
	S	BNP Paribas	46.062	08:24	-3.31	48.374	-4.78	52.458	-4.084	-7.78	-15.42
	S	Heartland	1.145	04:59	-1.04	1.187	-3.55	1.432	-0.245	-17.10	-16.59
		Nordea Bank	8.532	13:10	-1.86	8.892	-4.04	9.666	-0.774	-8.01	-15.68
		HDFC	26.493	Wed	-0.17	26.703	-0.79	27.871	-1.168	-4.19	-14.24
	S	Axis Bank	7.612	Wed	-2.62	7.753	-1.81	9.044	-1.291	-14.28	-14.48
		China Merchants Bank	6.024	07:00	2.90	5.888	2.30	6.613	-0.725	-10.96	-14.17
		⇓instrument	freshest		⇓ Δday	6/27/22	⇓ Δwk	3/28/22	prc diff	⇓ Δ13	∅-RS
	S	KB Financial	35.808	06:30	0.10	36.365	-1.53	46.732	-10.366	-22.18	-16.88
		National Bank CA	62.733	Wed	-0.20	62.570	0.26	72.057	-9.487	-13.17	-12.66
		Mediobanca	8.385	09:44	-2.38	8.543	-1.85	9.335	-0.792	-8.49	-16.51
	S	Regional	4.730	Tue	-1.62	4.808	-1.62	6.591	-1.783	-27.05	-9.48
		Societe Generale	21.518	08:25	-4.60	22.920	-6.11	24.663	-1.743	-7.07	-17.48
	S	ANZ Banking NZ	14.807	04:59	-1.64	14.909	-0.69	19.313	-4.404	-22.80	-18.85
	S	Cdn Imp Bk Comm	46.469	Wed	-0.45	46.729	-0.56	58.301	-11.572	-19.85	-13.93
	S	IndusInd Bank	9.842	Wed	-0.96	10.021	-1.79	11.491	-1.470	-12.79	-16.19
	S	Westpac Banking	12.911	06:10	-2.21	13.189	-2.11	16.834	-3.645	-21.65	-16.70
	S	American Express	132.255	Wed	-2.57	137.744	-3.99	177.339	-39.595	-22.33	-13.03
		U.S. Bancorp	43.951	Wed	-0.84	45.106	-2.56	53.015	-7.908	-14.92	-13.22
		Intesa Sanpaolo	1.807	09:45	-4.83	1.916	-5.70	2.100	-0.184	-8.77	-18.55
	S	Wells Fargo	37.918	Wed	-1.14	38.414	-1.29	48.434	-10.019	-20.69	-14.07
		Banco Bilbao Viz	4.293	10:04	-1.75	4.467	-3.90	5.295	-0.829	-15.65	-19.49
	S	ANZ Banking AU	14.586	06:10	-2.65	14.944	-2.39	19.468	-4.524	-23.24	-18.61
	L	VTB Bank	0.835	2/25	-5.17	0.835		0.847	-0.013	-1.49	-20.00
	S	BNY Mellon	40.534	Wed	-0.93	41.106	-1.39	49.088	-7.982	-16.26	-15.67
		Deutsche Bank	8.358	08:20	-3.63	8.996	-7.09	11.979	-2.983	-24.90	-21.21
	S	KBC	54.603	08:57	-4.33	56.788	-3.85	66.869	-10.081	-15.08	-21.61
	S	FinecoBank	11.652	09:15	-2.08	11.991	-2.83	14.339	-2.348	-16.38	-21.94
		Swedbank	12.278	13:20	-1.89	12.586	-2.45	15.411	-2.824	-18.33	-25.47
	S	Banca Mediolanum	6.361	08:59	-1.81	6.503	-2.18	7.979	-1.477	-18.51	-23.37
	S	Banca Generali	27.554	08:58	-1.13	28.222	-2.37	34.390	-6.168	-17.93	-23.63
		JP Morgan Chase	109.878	Wed	-0.62	111.100	-1.10	131.690	-20.590	-15.64	-18.99
	S	Credit Agricole	8.781	08:24	-3.57	9.207	-4.63	11.030	-1.822	-16.52	-24.36
		⇓instrument	freshest		⇓ Δday	6/27/22	⇓ Δwk	3/28/22	prc diff	⇓ Δ13	∅-RS
	S	Bank of America	30.333	Wed	-1.50	30.882	-1.78	40.712	-9.830	-24.14	-20.07
		Citigroup	44.596	Wed	-1.05	45.660	-2.33	52.276	-6.616	-12.66	-20.26
		Erste Group Bank	24.660	08:23	-3.02	26.310	-6.27	33.825	-7.515	-22.22	-27.00
	S	Credit Suisse	5.414	08:21	-3.25	5.740	-5.68	7.398	-1.658	-22.41	-30.49
	L	Raiffeisen Bank Int	10.413	08:22	-3.83	10.919	-4.63	12.881	-1.962	-15.23	-40.93
	S	Indiabulls HF	1.189	Wed	-4.40	1.270	-6.37	1.886	-0.615	-32.62	-45.31
	L	Sberbank	3.845	2/25	11.76	3.845		3.903	-0.058	-1.49	-50.77
Banks - 106 out of 106 instruments rated - 6/27/22 / 3/28/22 - 11 did rise, Market-Ratio(13) in CHF = 10.38 %

Technical Chart

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

1/01/18	scale up chart	6/27/22

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
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	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	9/04/06	3/05/07	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	3/05/07	4/20/09	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	4/20/09	11/02/09	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	11/02/09	9/06/10	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	9/06/10	9/20/10	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	9/20/10	2/06/12	504		Piraeus Financial	50	0	847,221.527	235,178.130	3,052,087.860	2,204,866.333	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	2/06/12	4/09/12	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	4/09/12	9/03/12	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	9/03/12	11/12/12	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	11/12/12	1/07/13	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	1/07/13	3/18/13	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	3/18/13	9/23/13	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	9/23/13	10/07/13	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	10/07/13	10/28/13	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	10/28/13	11/04/13	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	11/04/13	11/18/13	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	11/18/13	12/09/13	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	12/09/13	4/13/15	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	4/13/15	5/18/15	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	5/18/15	9/26/16	497		Alpha Bank	50	141,973	15.931	1.669	152.074	136.143	855	23,852,275	424
					Piraeus Financial	50	152	14,837.952	48.595	4,530,593.196	4,515,755.245	30,434	710m	6,581
100							15,623						4,003
long	9/26/16	10/17/16	21		Banco Macro	50	48,114,660	7.381	7.920		0.539	7	736m	241
					Sberbank	50	38,068,576	9.329	9.308		-0.021	0	735m	-4
100							4						83
short	10/17/16	10/31/16	14		Banco Comercial	50	1677,895,472	0.219	0.227	0.211	-0.008	-4	722m	-61
					Banco Popular	50	324,930,911	1.132	1.086	1.180	0.048	4	738m	196
100							0						10
long	10/31/16	11/14/16	14		Standard Chartered	50	42,852,446	8.611	8.611		0.000	0	738m	0
					Sberbank	50	39,337,926	9.381	9.381		0.000	0	738m	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	11/14/16	11/28/16	14		Banco Comercial	50	1626,457,451	0.227	0.229	0.225	-0.002	-1	735m	-20
					Banco Popular	50	339,944,260	1.086	0.912	1.292	0.206	19	805m	9,232
100							9						861
long	11/28/16	12/05/16	7		Bank of America	50	19,630,393	20.502	22.385		1.883	9	842m	9,673
					Sberbank	50	40,670,377	9.896	10.409		0.513	5	863m	1,298
100							7						3,630
short	12/05/16	12/12/16	7		Banco Popolare	50	198,642,007	2.172	2.408	1.935	-0.236	-11	816m	-100
					Banco Popular	50	418,127,878	1.032	1.092	0.972	-0.060	-6	791m	-96
100							-8						-99
long	12/12/16	3/13/17	91		Bank of America	50	17,251,222	22.916	25.485		2.569	11	835m	53
					Sberbank	50	32,761,127	12.067	11.226		-0.841	-7	807m	-25
100							2						9
short	3/13/17	7/17/17	126		Gentera	50	290,173,650	1.391	1.535	1.247	-0.144	-10	766m	-27
					Banco Comercial	50	2351,079,013	0.172	0.269	0.074	-0.098	-57	536m	-91
100							-34						-69
long	7/17/17	7/24/17	7		Commerzbank	50	21,971,069	12.196	11.629		-0.566	-5	523m	-92
					Montepio	50	242,913,373	1.103	1.102		-0.001	0	523m	-6
100							-2						-72
short	7/24/17	1/29/18	189		Gentera	50	176,749,160	1.480	0.835	2.622	1.142	77	725m	202
					Bank of Bejing	50	234,004,262	1.118	1.126	1.109	-0.008	-1	723m	-1
100							38						87
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	46,626,285	7.754	7.018		-0.736	-9	689m	-99
					Banco Comercial	50	945,994,457	0.382	0.347		-0.035	-9	656m	-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	2/05/18	3/11/19	399		Gentera	50	401,448,509	0.817	0.820	0.813	-0.004	0	654m	0
					VTB Bank	50	186,788,196	1.755	1.178	2.615	0.859	49	815m	44
100							24						22
long	3/11/19	5/06/19	56		Industrial Bank	50	141,534,619	2.878	2.908		0.030	1	819m	7
					Axis Bank	50	411,557,866	0.990	1.095		0.105	11	862m	93
100							6						45
short	5/06/19	11/11/19	189		Aozora Bank	50	1733,654,232	0.249	0.258	0.239	-0.009	-4	846m	-7
					Yes Bank	50	1770,298,412	0.244	0.101	0.586	0.342	140	1,452m	444
100							68						173
long	11/11/19	12/09/19	28		Banca Generali	50	21,423,162	33.878	32.818		-1.060	-3	1,429m	-34
					ICICI Bank	50	1053,183,642	0.689	0.733		0.044	6	1,475m	122
100							2						23
short	12/09/19	12/23/19	14		Indiabulls HF	50	2046,246,535	0.360	0.407	0.314	-0.047	-13	1,379m	-97
					Yes Bank	50	9420,009,605	0.078	0.068	0.090	0.011	15	1,487m	3,390
100							1						24
long	12/23/19	1/20/20	28		Banco Macro	50	173,277,583	4.290	4.505		0.215	5	1,524m	89
					ICICI Bank	50	998,194,525	0.745	0.708		-0.036	-5	1,488m	-48
100							0						1
short	1/20/20	6/22/20	154		Indiabulls HF	50	1813,388,292	0.410	0.303	0.556	0.145	35	1,751m	105
					Yes Bank	50	12225,811,652	0.061	0.035	0.107	0.046	75	2,312m	279
100							55						184
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	620,681,941	1.862	2.323		0.460	25	2,598m	900
					FinecoBank	50	89,464,686	12.921	13.828		0.907	7	2,679m	103
100							16						364
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/27/20	8/24/20	28		Multitude	50	432,976,296	3.093	5.760	0.426	-2.667	-86	1,524m	-100
					Yes Bank	50	88570,841,808	0.015	0.018	0.012	-0.003	-20	1,256m	-95
100							-53						-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	351,887,151	1.785	1.814		0.029	2	1,267m	133
					UBI Banca	50	158,317,250	3.968	3.914		-0.054	-1	1,258m	-51
100							0						8
short	8/31/20	11/23/20	84		Gentera	50	2126,992,271	0.296	0.364	0.227	-0.068	-23	1,113m	-68
					Yes Bank	50	35556,359,755	0.018	0.018	0.018	-0.000	-1	1,106m	-5
100							-12						-43
long	11/23/20	6/07/21	196		IndusInd Bank	50	530,009,699	1.043	1.263		0.219	21	1,222m	43
					Kotak Mahindra Bank	50	237,308,397	2.330	2.235		-0.095	-4	1,200m	-7
100							8						16
short	6/07/21	10/11/21	126		Credit Suisse	50	60,462,115	9.920	9.666	10.181	0.261	3	1,215m	8
					China Minsheng Bk	50	913,805,036	0.656	0.572	0.753	0.096	15	1,303m	49
100							9						27
long	10/11/21	11/22/21	42		BBVA Banco Francés	50	288,302,005	2.261	2.192		-0.069	-3	1,284m	-23
					Banco Sabadell	50	859,881,016	0.758	0.656		-0.102	-13	1,196m	-72
100							-8						-53
short	11/22/21	6/29/22	219		Bank of East Asia	50	414,227,232	1.443	1.349	1.545	0.102	7	1,238m	12
		6/30/22	220		China Minsheng Bk	50	1049,822,663	0.570	0.531	0.611	0.041	7	1,281m	12
100							7						12
accum	5/15/06	6/30/22	5890	days out of 6023 invested (98%)							12,813,077		1,281m	107

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	847,221.53	235,178.13	3,052,087.86	2,204,866.33	260.25	50	130.12
	short	5/18/15	9/26/16	497	14,837.95	48.60	4,530,593.20	4,515,755.24	30,433.82		15,216.91	35,147.79
Eurobank Ergasias	short	3/18/13	9/23/13	189	331.37	75.45	1,455.34	1,123.97	339.19		169.59
	short	10/07/13	10/28/13	21	63.76	85.22	42.31	-21.45	-33.64		-16.82
	short	11/04/13	11/18/13	14	79.92	71.51	89.33	9.41	11.77		5.88
	short	12/09/13	4/13/15	490	67.29	11.48	394.55	327.26	486.37		243.18	714.85
Alpha Bank	long	9/03/12	11/12/12	70	80.46	94.06		13.60	16.90		8.45
	short	5/18/15	9/26/16	497	15.93	1.67	152.07	136.14	854.57		427.29	471.85
Shinsei Bank	short	3/05/07	4/20/09	777	0.63	0.16	2.53	1.90	299.36		149.68
	short	11/02/09	9/06/10	308	0.13	0.08	0.23	0.10	71.53		35.77
	long	1/07/13	3/18/13	70	0.19	0.22		0.04	18.96		9.48	271.12
Bankia	short	11/12/12	1/07/13	56	60.16	31.17	116.10	55.94	92.98		46.49
	short	3/18/13	9/23/13	189	16.04	4.02	63.95	47.91	298.73		149.36	265.29
Yes Bank	short	5/06/19	11/11/19	189	0.24	0.10	0.59	0.34	140.49		70.25
	short	12/09/19	12/23/19	14	0.08	0.07	0.09	0.01	14.60		7.30
	short	1/20/20	6/22/20	154	0.06	0.03	0.11	0.05	75.37		37.69
	short	7/27/20	8/24/20	28	0.02	0.02	0.01	-0.00	-19.98		-9.99
	short	8/31/20	11/23/20	84	0.02	0.02	0.02	-0.00	-1.08		-0.54	125.16
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	1.30	0.37	4.50	3.21	247.70		123.85	123.85
National Bank Greece	short	9/20/10	2/06/12	504	16,274.96	5,145.65	51,475.36	35,200.40	216.29		108.14	108.14
Sberbank	long	9/04/06	3/05/07	182	12.48	21.99		9.51	76.25		38.13
	long	9/26/16	10/17/16	21	9.33	9.31		-0.02	-0.22		-0.11
	long	10/31/16	11/14/16	14	9.38	9.38		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	9.90	10.41		0.51	5.19		2.59
	long	12/12/16	3/13/17	91	12.07	11.23		-0.84	-6.97		-3.49	36.61
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banif	short	10/07/13	10/28/13	21	0.01	0.01	0.02	0.00	23.96		11.98
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	-0.00	-0.37		-0.19
	short	12/09/13	4/13/15	490	0.01	0.01	0.02	0.00	41.68		20.84	35.06
Banco Popular	long	4/20/09	11/02/09	196	47.28	45.54		-1.75	-3.69		-1.85
	short	11/12/12	1/07/13	56	6.15	4.23	8.94	2.79	45.40		22.70
	short	10/17/16	10/31/16	14	1.13	1.09	1.18	0.05	4.25		2.12
	short	11/14/16	11/28/16	14	1.09	0.91	1.29	0.21	19.00		9.50
	short	12/05/16	12/12/16	7	1.03	1.09	0.97	-0.06	-5.84		-2.92	30.75
VTB Bank	short	2/05/18	3/11/19	399	1.76	1.18	2.61	0.86	48.96		24.48	24.48
Gentera	short	3/13/17	7/17/17	126	1.39	1.54	1.25	-0.14	-10.35		-5.17
	short	7/24/17	1/29/18	189	1.48	0.84	2.62	1.14	77.19		38.60
	short	2/05/18	3/11/19	399	0.82	0.82	0.81	-0.00	-0.44		-0.22
	short	8/31/20	11/23/20	84	0.30	0.36	0.23	-0.07	-23.14		-11.57	15.96
Shanghai Pudong	long	4/20/09	11/02/09	196	2.11	2.66		0.54	25.77		12.88	12.88
China Minsheng Bk	short	6/07/21	10/11/21	126	0.66	0.57	0.75	0.10	14.69		7.35
	short	11/22/21	6/30/22	220	0.57	0.53	0.61	0.04	7.26		3.63	11.25
Banco Macro	long	9/06/10	9/20/10	14	4.03	4.72		0.68	16.92		8.46
	long	9/23/13	10/07/13	14	3.33	3.39		0.06	1.67		0.83
	long	10/28/13	11/04/13	7	3.76	3.62		-0.14	-3.62		-1.81
	long	11/18/13	12/09/13	21	3.61	3.39		-0.22	-6.15		-3.07
	long	9/26/16	10/17/16	21	7.38	7.92		0.54	7.31		3.65
	long	12/23/19	1/20/20	28	4.29	4.50		0.21	5.01		2.50	10.59
IndusInd Bank	long	11/23/20	6/07/21	196	1.04	1.26		0.22	21.04		10.52	10.52
Bank of America	long	11/28/16	12/05/16	7	20.50	22.39		1.88	9.19		4.59
	long	12/12/16	3/13/17	91	22.92	25.49		2.57	11.21		5.61	10.46
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Indiabulls HF	short	12/09/19	12/23/19	14	0.36	0.41	0.31	-0.05	-12.97		-6.49
	short	1/20/20	6/22/20	154	0.41	0.30	0.56	0.15	35.45		17.72	10.09
Resona	short	11/02/09	9/06/10	308	0.12	0.10	0.14	0.02	19.32		9.66	9.66
Regional	long	9/03/12	11/12/12	70	3.38	3.75		0.38	11.18		5.59	5.59
Axis Bank	long	3/11/19	5/06/19	56	0.99	1.09		0.11	10.62		5.31	5.31
Banco BPI	long	1/07/13	3/18/13	70	1.23	1.36		0.12	9.91		4.96	4.96
Bank of East Asia	short	11/22/21	6/29/22	219	1.44	1.35	1.55	0.10	7.04		3.52	3.52
FinecoBank	long	6/22/20	7/27/20	35	12.92	13.83		0.91	7.02		3.51	3.51
Intesa Sanpaolo	long	9/04/06	3/05/07	182	7.67	8.10		0.43	5.59		2.79	2.79
State Bank of India	long	9/06/10	9/20/10	14	0.65	0.68		0.03	4.95		2.48	2.48
Credit Suisse	short	6/07/21	10/11/21	126	9.92	9.67	10.18	0.26	2.63		1.31	1.31
ICICI Bank	long	11/11/19	12/09/19	28	0.69	0.73		0.04	6.31		3.16
	long	12/23/19	1/20/20	28	0.74	0.71		-0.04	-4.87		-2.44	0.64
Standard Chartered	long	10/31/16	11/14/16	14	8.61	8.61		0.00	0.00		0.00	0.00
Montepio	long	7/17/17	7/24/17	7	1.10	1.10		-0.00	-0.12		-0.06	-0.06
Bank of Bejing	short	7/24/17	1/29/18	189	1.12	1.13	1.11	-0.01	-0.75		-0.38	-0.38
UBI Banca	long	8/24/20	8/31/20	7	3.97	3.91		-0.05	-1.35		-0.68	-0.68
Triodos Groenfonds	short	5/15/06	9/04/06	112	87.16	89.86	84.47	-2.69	-3.09		-1.54	-1.54
Banca Generali	long	11/11/19	12/09/19	28	33.88	32.82		-1.06	-3.13		-1.56	-1.56
Kotak Mahindra Bank	long	11/23/20	6/07/21	196	2.33	2.24		-0.09	-4.06		-2.03	-2.03
Commerzbank	long	7/17/17	7/24/17	7	12.20	11.63		-0.57	-4.64		-2.32	-2.32
Unicredit	short	4/09/12	9/03/12	147	18.29	19.26	17.33	-0.96	-5.26		-2.63	-2.63
Aozora Bank	long	2/06/12	4/09/12	63	0.25	0.24		-0.01	-4.08		-2.04
	short	5/06/19	11/11/19	189	0.25	0.26	0.24	-0.01	-3.82		-1.91	-3.91
BBVA Banco Francés	long	9/23/13	10/07/13	14	3.20	3.19		-0.01	-0.28		-0.14
	long	10/28/13	11/04/13	7	3.63	3.30		-0.33	-9.05		-4.52
	long	11/18/13	12/09/13	21	3.56	3.11		-0.45	-12.75		-6.37
	long	1/29/18	2/05/18	7	7.75	7.02		-0.74	-9.49		-4.75
	long	6/22/20	7/27/20	35	1.86	2.32		0.46	24.70		12.35
	long	8/24/20	8/31/20	7	1.79	1.81		0.03	1.63		0.82
	long	10/11/21	11/22/21	42	2.26	2.19		-0.07	-3.03		-1.52	-5.15
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Popolare	short	12/05/16	12/12/16	7	2.17	2.41	1.94	-0.24	-10.88		-5.44	-5.44
China Everbright Bk	long	4/13/15	5/18/15	35	0.86	0.76		-0.10	-11.54		-5.77	-5.77
Swedbank	short	5/15/06	9/04/06	112	31.24	35.25	27.23	-4.01	-12.84		-6.42	-6.42
Banco Sabadell	long	10/11/21	11/22/21	42	0.76	0.66		-0.10	-13.49		-6.74	-6.74
Industrial Bank	long	4/13/15	5/18/15	35	3.25	2.65		-0.60	-18.57		-9.29
	long	3/11/19	5/06/19	56	2.88	2.91		0.03	1.05		0.53	-8.81
Banca Pop Mil	short	4/09/12	9/03/12	147	0.35	0.45	0.25	-0.10	-27.74		-13.87	-13.87
Bank of Ireland	long	2/06/12	4/09/12	63	5.25	3.78		-1.47	-28.01		-14.00	-14.00
Banco Comercial	short	10/17/16	10/31/16	14	0.22	0.23	0.21	-0.01	-3.53		-1.77
	short	11/14/16	11/28/16	14	0.23	0.23	0.22	-0.00	-0.87		-0.44
	short	3/13/17	7/17/17	126	0.17	0.27	0.07	-0.10	-56.90		-28.45
	long	1/29/18	2/05/18	7	0.38	0.35		-0.03	-9.16		-4.58	-33.23
Multitude	short	7/27/20	8/24/20	28	3.09	5.76	0.43	-2.67	-86.22		-43.11	-43.11

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two for one)
9/21/17	Yes Bank	stock split 1:5 (five 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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