Share-o-matic - Portfolio

Tue, Jan 21st, 2025, 15:50UTC

Assessment - Banks in Euro - 7/01/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		SOM Banks	255.512	8/12/24	0.22	265.132	-3.63	251.739	13.394	5.32	18.42
		Banco Macro	6.819	8/12/24	0.91	7.375	-7.54	6.048	1.327	21.94	48.04
		BBVA Banco Francés	4.109	8/12/24	0.75	4.056	1.32	3.331	0.724	21.73	25.74
		Banco de Valores	0.348	8/12/24	-0.15	0.358	-2.71	0.275	0.083	30.02	10.78
	L	Unipol	8.975	8/12/24	0.06	9.435	-4.88	7.766	1.669	21.49	55.74
		Banco Sabadell	1.788	8/12/24	0.45	1.852	-3.43	1.455	0.397	27.25	41.15
		KB Financial	55.619	8/12/24	0.73	53.664	3.64	47.033	6.631	14.10	31.89
		BPER Banca	4.765	8/12/24	-0.27	4.996	-4.62	4.380	0.616	14.06	31.96
	L	NatWest	394.357	8/12/24	0.48	371.257	6.22	310.135	61.122	19.71	34.32
	L	State Bank of India	9.082	8/12/24	-1.42	9.410	-3.49	8.466	0.944	11.15	29.67
		Unicredit	34.570	8/12/24	0.38	36.205	-4.52	35.175	1.030	2.93	27.09
		Deutsche Bank	13.308	8/12/24	0.14	15.406	-13.62	14.582	0.824	5.65	26.34
	L	Bank of China	0.406	8/12/24	1.19	0.460	-11.69	0.384	0.075	19.60	29.46
		American Express	221.001	8/12/24	-0.34	217.980	1.39	211.837	6.144	2.90	27.96
	L	Bank of America	35.586	8/12/24	-0.29	37.301	-4.60	34.920	2.381	6.82	26.04
		Commerzbank	12.420	8/12/24	0.89	14.605	-14.96	12.730	1.875	14.73	23.82
		Chiba Bank	6.191	8/09/24	3.22	8.404	-26.33	7.560	0.844	11.16	20.48
		Wells Fargo	48.535	8/12/24	-1.33	56.488	-14.08	53.618	2.870	5.35	27.49
		Intesa Sanpaolo	3.471	8/12/24	0.54	3.582	-3.10	3.363	0.219	6.50	22.08
		Bankinter	7.294	8/12/24	0.19	7.694	-5.20	6.782	0.912	13.45	21.96
		Citigroup	53.924	8/12/24		59.136	-8.81	59.062	0.073	0.12	28.74
		Unicaja Banco	1.150	8/12/24	-0.86	1.306	-11.94	1.147	0.159	13.86	21.08
		Sumitomo Mitsui Trst	19.157	8/09/24	2.72	21.470	-10.78	19.553	1.917	9.80	17.75
		Banco Comercial	0.378	8/12/24	0.16	0.347	9.00	0.313	0.034	10.88	19.66
	L	Lloyds Bank	66.944	8/12/24	-0.28	65.553	2.12	60.462	5.092	8.42	22.90
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		JP Morgan Chase	192.230	8/12/24	0.19	191.540	0.36	185.153	6.387	3.45	25.36
	L	China Constr Bk HK	0.663	8/12/24	1.46	0.689	-3.81	0.562	0.127	22.66	24.74
		Resona	5.215	8/09/24	3.93	6.272	-16.85	5.673	0.599	10.57	21.94
		Banco BPM	5.782	8/12/24	-0.31	6.216	-6.98	6.168	0.048	0.78	18.12
		UBS	25.638	8/12/24	0.44	27.836	-7.89	28.544	-0.708	-2.48	13.41
		BNY Mellon	58.986	8/12/24	-0.80	56.040	5.26	53.013	3.028	5.71	21.81
		Erste Group Bank	46.100	8/12/24	0.37	45.090	2.24	41.300	3.790	9.18	17.30
		Banca Mediolanum	10.230	8/12/24	1.29	10.590	-3.40	10.180	0.410	4.03	16.83
		Westpac Banking	17.497	8/12/24	0.61	16.871	3.71	15.761	1.109	7.04	19.88
		National Australia B	22.314	8/12/24	1.01	22.364	-0.22	20.918	1.446	6.91	20.85
	L	Commonwealth Bank	80.931	8/12/24	0.76	78.246	3.43	72.671	5.575	7.67	18.82
		Banco Santander	4.089	8/12/24	-0.24	4.448	-8.06	4.522	-0.074	-1.64	15.44
		Danske Bank	26.611	8/12/24	0.15	28.039	-5.09	27.700	0.339	1.22	16.12
		Suncorp-Metway	10.441	8/12/24	1.38	10.621	-1.69	9.892	0.729	7.37	21.47
	L	Axis Bank	13.013	8/12/24	1.89	14.104	-7.73	11.758	2.346	19.96	20.77
	L	Hang Seng Bank	10.971	8/12/24	0.38	11.986	-8.47	10.190	1.796	17.62	6.69
		Mediobanca	14.030	8/12/24	0.94	14.090	-0.43	13.810	0.280	2.03	12.29
	L	Bank of China (HK)	2.662	8/12/24		2.871	-7.28	2.492	0.379	15.19	12.12
	L	ICBC	0.535	8/12/24	2.05	0.554	-3.45	0.469	0.085	18.17	21.06
		S.E.B	13.213	8/12/24	-0.10	13.835	-4.50	12.494	1.342	10.74	16.86
		Fukuoka	20.997	8/09/24	5.30	25.538	-17.78	24.096	1.442	5.98	12.18
	L	Royal Bank CA	100.925	8/12/24	-0.72	98.815	2.14	93.276	5.539	5.94	12.44
		Cdn Imp Bk Comm	47.280	8/12/24	-0.36	44.133	7.13	46.830	-2.697	-5.76	9.11
	L	China Merchants B HK	3.880	8/12/24		4.232	-8.32	3.682	0.550	14.93	14.99
		ANZ Banking AU	17.497	8/12/24	0.93	17.639	-0.81	17.754	-0.115	-0.65	10.78
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		IBK	9.088	8/12/24	0.37	9.337	-2.67	9.152	0.185	2.02	11.57
		ANZ Banking NZ	17.004	8/12/24	0.13	17.428	-2.44	17.670	-0.242	-1.37	9.70
		Ind and Comm Bk	0.767	8/12/24	1.18	0.745	2.92	0.681	0.064	9.36	17.29
		ICICI Bank	13.108	8/12/24	0.10	13.545	-3.22	12.277	1.267	10.32	20.20
		Bank of Ireland	9.412	8/12/24	-0.93	9.816	-4.12	9.450	0.366	3.87	9.58
		Agricultural Bank	0.594	8/12/24	0.65	0.568	4.50	0.545	0.024	4.34	16.35
	L	HSBC	7.682	8/12/24	0.63	8.154	-5.78	7.275	0.878	12.08	11.48
		Banco Bilbao Viz	8.924	8/12/24	0.27	9.500	-6.06	11.040	-1.540	-13.95	9.25
	L	Industrial Bank	2.084	8/12/24	-0.55	2.272	-8.28	2.039	0.234	11.46	11.41
	L	HSBC	758.895	8/12/24	0.22	814.289	-6.80	723.063	91.226	12.62	11.44
		FinecoBank	14.435	8/12/24	0.94	14.185	1.76	13.885	0.300	2.16	8.57
		Banca Generali	38.080	8/12/24	0.74	37.800	0.74	36.820	0.980	2.66	8.56
		ABN AMRO	15.290	8/12/24	0.92	15.665	-2.39	15.850	-0.185	-1.17	8.42
		OCBC	9.499	8/12/24	0.29	9.959	-4.62	9.334	0.625	6.69	11.07
		Jyske Bank	69.595	8/12/24	0.48	74.020	-5.98	78.113	-4.093	-5.24	6.13
		Woori Financial	9.944	8/12/24	0.55	9.708	2.43	9.675	0.033	0.34	7.45
	L	United Overseas Bank	20.117	8/12/24	0.58	21.498	-6.42	20.265	1.233	6.08	9.61
	L	Nordea Bank	10.420	8/12/24	-0.19	11.415	-8.72	10.470	0.945	9.03	6.97
		DBS Bank	23.338	8/12/24	1.22	24.808	-5.92	24.719	0.089	0.36	8.09
		KBC	66.580	8/12/24	-0.21	66.160	0.63	69.420	-3.260	-4.70	6.24
		China Merchants Bank	4.112	8/12/24	-0.65	4.399	-6.52	4.204	0.195	4.64	8.17
		Standard Chartered	850.943	8/12/24	0.92	862.965	-1.39	784.273	78.693	10.03	8.69
		National Bank CA	77.627	8/12/24	0.39	73.618	5.45	77.894	-4.277	-5.49	6.95
		Swedbank	18.158	8/12/24	-0.86	19.517	-6.96	18.299	1.218	6.66	10.77
		Nordea Bank	10.504	8/12/24	-0.13	11.411	-7.95	10.274	1.137	11.07	7.25
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		Credit Agricole	13.205	8/12/24	0.57	13.100	0.80	13.816	-0.716	-5.18	4.62
	L	HDFC Bank	18.555	8/12/24	0.60	19.059	-2.64	16.418	2.641	16.08	10.73
		IndusInd Bank	15.098	8/12/24	0.08	16.284	-7.28	17.221	-0.937	-5.44	-0.83
		U.S. Bancorp	38.662	8/12/24	-1.43	36.583	5.68	40.904	-4.321	-10.56	3.04
		Raiffeisen Bank Int	16.610	8/12/24	1.59	16.340	1.65	18.460	-2.120	-11.48	1.72
		Bank Nova Scotia	41.717	8/12/24	-3.42	42.457	-1.74	46.850	-4.394	-9.38	-2.06
	S	DNB	18.752	8/12/24	0.14	18.534	1.18	18.272	0.262	1.43	2.31
	S	Svenska Handelsbank	8.956	8/12/24	0.29	8.925	0.34	9.330	-0.405	-4.34	1.38
		BNP Paribas	59.250	8/12/24		61.670	-3.92	65.860	-4.190	-6.36	-1.82
	L	Kotak Mahindra Bank	19.811	8/12/24	0.16	20.209	-1.97	19.993	0.216	1.08	2.33
	S	Bank Montreal	75.883	8/12/24	-0.10	77.905	-2.60	90.822	-12.917	-14.22	-5.45
	L	Aozora Bank	13.646	8/09/24	3.28	15.141	-9.87	14.888	0.253	1.70	-10.36
		Societe Generale	20.520	8/12/24	0.44	22.600	-9.20	24.810	-2.210	-8.91	-5.83
	S	Toronto-Dominion	53.264	8/12/24	0.19	51.019	4.40	56.042	-5.024	-8.96	-8.00
	S	Banco del Bajio	2.638	8/12/24	0.64	2.830	-6.79	3.581	-0.750	-20.96	-8.93
	S	Regional	6.436	8/12/24	-0.39	7.012	-8.20	9.212	-2.200	-23.89	-8.47
	L	Umweltbank	5.640	8/12/24	-1.40	6.380	-11.60	8.000	-1.620	-20.25	-15.93
	S	KakaoBank	14.731	8/12/24	1.39	14.158	4.05	18.841	-4.683	-24.86	-19.38
	S	Heartland	0.600	8/12/24	0.95	0.549	9.28	0.709	-0.160	-22.59	-29.62
Banks - 93 out of 93 instruments rated - 7/01/24 / 4/01/24 - 68 did rise, Market-Ratio(13) in EUR = 73.12 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions Banks in Euro * 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	88	56.300	56.900	55.700	-0.600	-1	9,947	-3
					Swedbank	50	250	20.180	22.324	18.036	-2.144	-11	9,411	-31
100							-6						-18
long	9/04/06	3/05/07	182		Intesa Sanpaolo	50	968	4.857	5.046		0.189	4	9,594	8
					Sberbank	50	596	7.900	13.700		5.800	73	13,051	202
100							39						93
short	3/05/07	4/20/09	777		Shinsei Bank	50	16,529	0.395	0.104	1.493	1.099	278	31,210	87
					Sumitomo Mitsui Trst	50	16,170	0.404	0.123	1.329	0.926	229	46,176	75
100							254						81
long	4/20/09	11/02/09	196		Banco Popular	50	742	31.100	30.150		-0.950	-3	45,471	-6
					Shanghai Pudong	50	16,631	1.389	1.758		0.369	27	51,616	55
100							12						23
short	11/02/09	9/06/10	308		Resona	50	332,665	0.078	0.075	0.080	0.003	4	52,554	4
					Shinsei Bank	50	289,813	0.089	0.060	0.133	0.044	49	65,176	60
100							26						32
long	9/06/10	9/20/10	14		Banco Macro	50	10,587	3.078	3.580		0.502	16	70,489	5,033
					State Bank of India	50	65,599	0.497	0.519		0.022	4	71,924	207
100							10						1,205
short	9/20/10	2/06/12	504		Piraeus Financial	50	0	642,906.000	194,700.000	2,122,897.405	1,479,991.405	230	71,924	0
					National Bank Greece	50	5	12,350.100	4,260.000	35,803.984	23,453.884	190	189,193	116
100							190						116
long	2/06/12	4/09/12	63		Bank of Ireland	50	21,746	4.350	3.150		-1.200	-28	163,098	-85
					Aozora Bank	50	455,925	0.207	0.200		-0.007	-4	159,770	-19
100							-16						-62
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	273,579	0.292	0.373	0.211	-0.081	-28	137,610	-55
					Unicredit	50	5,243	15.234	16.036	14.432	-0.802	-5	133,406	-13
100							-17						-36
long	9/03/12	11/12/12	70		Regional	50	23,721	2.812	3.113		0.302	11	140,557	70
					Alpha Services	50	995	67.000	78.000		11.000	16	151,502	121
100							14						94
short	11/12/12	1/07/13	56		Banco Popular	50	14,853	5.100	3.500	7.431	2.331	46	186,131	1,063
					Bankia	50	1,518	49.888	25.796	96.481	46.593	93	256,858	7,262
100							70						3,023
long	1/07/13	3/18/13	70		Banco BPI	50	125,787	1.021	1.105		0.084	8	267,424	51
					Shinsei Bank	50	822,021	0.156	0.183		0.027	17	289,437	128
100							13						86
short	3/18/13	9/23/13	189		Bankia	50	11,074	13.068	3.252	52.513	39.445	302	726,252	1,367
					Eurobank Ergasias	50	536	270.000	61.000	1,195.082	925.082	343	1,222,096	1,669
100							322						1,515
long	9/23/13	10/07/13	14		Banco Macro	50	226,929	2.693	2.761		0.069	3	1,237,694	93
					BBVA Banco Francés	50	236,121	2.588	2.603		0.015	1	1,241,288	17
100							2						50
short	10/07/13	10/28/13	21		Banif	50	62,064,412	0.010	0.008	0.013	0.003	25	1,396,449	4,735
					Eurobank Ergasias	50	11,935	52.000	69.000	35.000	-17.000	-33	1,193,554	-100
100							-4						-49
long	10/28/13	11/04/13	7		Banco Macro	50	196,214	3.041	2.944		-0.097	-3	1,174,495	-82
					BBVA Banco Francés	50	203,207	2.937	2.683		-0.254	-9	1,122,899	-99
100							-6						-96
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	70,181,182	0.008	0.008	0.008	0.000	0	1,122,899	0
					Eurobank Ergasias	50	8,637	65.000	58.000	72.845	7.845	12	1,190,654	1,851
100							6						361
long	11/18/13	12/09/13	21		Banco Macro	50	203,158	2.930	2.772		-0.159	-5	1,158,407	-62
					BBVA Banco Francés	50	206,197	2.887	2.539		-0.348	-12	1,086,556	-89
100							-9						-80
short	12/09/13	4/13/15	490		Banif	50	60,364,242	0.009	0.008	0.011	0.002	20	1,195,212	15
					Eurobank Ergasias	50	9,877	55.000	11.100	272.523	217.523	395	3,343,682	229
100							208						131
long	4/13/15	5/18/15	35		Industrial Bank	50	531,086	3.148	2.528		-0.620	-20	3,014,573	-90
					China Everbright Bk	50	2,019,885	0.828	0.722		-0.106	-13	2,801,413	-76
100							-16						-84
short	5/18/15	9/26/16	497		Alpha Services	50	92,151	15.200	1.530	151.007	135.807	893	15,316,118	440
					Piraeus Financial	50	98	14,157.000	44.550	4,498,780.000	4,484,623.000	31,678	455m	6,780
100							16,212						4,116
long	9/26/16	10/17/16	21		Banco Macro	50	33,607,974	6.766	7.279		0.512	8	472m	256
					Sberbank	50	26,590,807	8.552	8.554		0.002	0	472m	0
100							4						91
short	10/17/16	10/31/16	14		Banco Comercial	50	1172,005,937	0.201	0.209	0.194	-0.007	-4	463m	-62
					Banco Popular	50	226,963,457	1.040	0.999	1.083	0.043	4	473m	185
100							0						6
long	10/31/16	11/14/16	14		Standard Chartered	50	29,848,852	7.925	7.925		0.000	0	473m	0
					Sberbank	50	27,400,816	8.633	8.633		0.000	0	473m	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	1132,908,255	0.209	0.214	0.204	-0.005	-2	468m	-45
					Banco Popular	50	236,788,031	0.999	0.851	1.173	0.174	17	509m	6,433
100							8						570
long	11/28/16	12/05/16	7		Bank of America	50	13,303,447	19.127	20.677		1.551	8	530m	5,723
					Sberbank	50	27,562,170	9.232	9.615		0.383	4	540m	733
100							6						2,122
short	12/05/16	12/12/16	7		Banco Popolare	50	134,618,980	2.006	2.234	1.778	-0.228	-11	509m	-100
					Banco Popular	50	283,363,774	0.953	1.013	0.893	-0.060	-6	492m	-97
100							-9						-99
long	12/12/16	3/13/17	91		Bank of America	50	11,580,353	21.260	23.747		2.487	12	521m	56
					Sberbank	50	21,991,800	11.195	10.460		-0.735	-7	505m	-24
100							3						11
short	3/13/17	7/17/17	126		Gentera	50	194,786,977	1.296	1.390	1.202	-0.094	-7	487m	-20
					Banco Comercial	50	1578,225,925	0.160	0.244	0.076	-0.084	-53	354m	-88
100							-30						-64
long	7/17/17	7/24/17	7		Commerzbank	50	16,032,459	11.045	10.555		-0.490	-4	346m	-91
					Montepio	50	177,255,777	0.999	1.000		0.001	0	346m	5
100							-2						-68
short	7/24/17	1/29/18	189		Gentera	50	128,975,229	1.343	0.720	2.506	1.162	87	496m	233
					Bank of Bejing	50	170,754,719	1.015	0.971	1.060	0.046	4	504m	9
100							46						106
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	37,708,580	6.685	6.038		-0.647	-10	480m	-100
					Banco Comercial	50	765,064,373	0.330	0.299		-0.031	-9	456m	-99
100							-10						-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	324,667,809	0.703	0.724	0.681	-0.021	-3	449m	-3
					VTB Bank	50	151,063,241	1.510	1.040	2.192	0.682	45	552m	41
100							21						19
long	3/11/19	5/06/19	56		Industrial Bank	50	108,700,178	2.541	2.552		0.011	0	554m	3
					Axis Bank	50	316,081,068	0.874	0.961		0.087	10	581m	86
100							5						39
short	5/06/19	11/11/19	189		Aozora Bank	50	1331,465,938	0.218	0.235	0.201	-0.017	-8	558m	-15
					Yes Bank	50	1359,609,079	0.214	0.092	0.494	0.281	131	940m	405
100							62						153
long	11/11/19	12/09/19	28		Banca Generali	50	15,205,214	30.900	30.020		-0.880	-3	926m	-31
					ICICI Bank	50	747,503,213	0.629	0.670		0.042	7	957m	131
100							2						28
short	12/09/19	12/23/19	14		Indiabulls HF	50	1452,335,373	0.330	0.374	0.285	-0.045	-14	893m	-98
					Yes Bank	50	6685,906,577	0.072	0.063	0.082	0.010	14	959m	2,922
100							0						6
long	12/23/19	1/20/20	28		Banco Macro	50	121,639,074	3.944	4.155		0.211	5	985m	97
					ICICI Bank	50	700,722,254	0.685	0.653		-0.031	-5	963m	-46
100							0						5
short	1/20/20	6/22/20	154		Indiabulls HF	50	1272,979,860	0.378	0.284	0.504	0.126	33	1,124m	98
					Yes Bank	50	8582,393,569	0.056	0.033	0.097	0.041	72	1,473m	264
100							53						174
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	421,860,882	1.746	2.147		0.402	23	1,642m	768
					FinecoBank	50	60,806,748	12.110	12.785		0.675	6	1,683m	76
100							14						303
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	294,282,388	2.860	5.360	0.360	-2.500	-87	948m	-100
					Yes Bank	50	60199,225,510	0.014	0.017	0.011	-0.003	-21	774m	-95
100							-54						-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	233,029,182	1.661	1.683		0.022	1	779m	96
					UBI Banca	50	104,841,964	3.692	3.630		-0.062	-2	773m	-59
100							0						-10
short	8/31/20	11/23/20	84		Gentera	50	1408,551,755	0.274	0.337	0.212	-0.063	-23	684m	-68
					Yes Bank	50	23546,382,197	0.016	0.017	0.016	-0.000	-1	682m	-3
100							-12						-42
long	11/23/20	6/07/21	196		IndusInd Bank	50	353,238,089	0.965	1.154		0.189	20	749m	39
					Kotak Mahindra Bank	50	158,160,058	2.156	2.043		-0.113	-5	731m	-10
100							7						14
short	6/07/21	10/11/21	126		Credit Suisse	50	40,296,474	9.067	9.014	9.120	0.053	1	733m	2
					China Minsheng Bk	50	609,027,994	0.600	0.534	0.674	0.074	12	778m	40
100							7						20
long	10/11/21	11/22/21	42		BBVA Banco Francés	50	184,583,142	2.108	2.092		-0.016	-1	775m	-6
					Banco Sabadell	50	550,532,203	0.707	0.626		-0.081	-11	731m	-65
100							-6						-42
short	11/22/21	12/05/22	378		Bank of East Asia	50	265,205,794	1.378	1.151	1.648	0.271	20	802m	19
					China Minsheng Bk	50	672,140,872	0.544	0.486	0.608	0.064	12	846m	11
100							16						15
long	12/05/22	12/12/22	7		BBVA Banco Francés	50	230,088,676	1.838	1.820		-0.018	-1	842m	-40
					Banco del Bajio	50	144,901,394	2.918	2.924		0.006	0	842m	11
100							0						-18
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	12/12/22	12/26/22	14		Credit Suisse	50	134,426,917	3.133	2.873	3.417	0.284	9	881m	859
					Cdn Imp Bk Comm	50	10,517,170	40.050	37.908	42.313	2.263	6	904m	319
100							7						536
long	12/26/22	3/13/23	77		Banco Macro	50	157,955,134	2.863	3.388		0.525	18	987m	122
					BBVA Banco Francés	50	206,311,897	2.192	2.646		0.454	21	1,081m	144
100							20						133
short	3/13/23	6/12/23	91		Credit Suisse	50	234,244,683	2.308	0.835	6.377	4.070	176	2,034m	5,799
		1/29/24	322		U.S. Bancorp	50	15,890,836	34.015	39.707	28.323	-5.692	-17	1,944m	-19
100							80						94
long	1/29/24	2/12/24	14		Banco Macro	50	210,578,279	4.616	4.114		-0.502	-11	1,838m	-95
					BBVA Banco Francés	50	340,156,336	2.857	2.475		-0.382	-13	1,708m	-98
100							-12						-97
short	2/12/24	3/04/24	21		Umweltbank	50	115,420,163	7.400	6.020	9.096	1.696	23	1,904m	3,513
					Heartland	50	1229,546,247	0.695	0.668	0.722	0.028	4	1,938m	97
100							13						796
long	3/04/24	6/17/24	105		Banco Macro	50	210,336,036	4.607	8.376		3.770	82	2,731m	699
					BBVA Banco Francés	50	382,932,006	2.530	4.572		2.042	81	3,513m	682
100							81						690
short	6/17/24	8/12/24	56		Heartland	50	3205,900,375	0.548	0.600	0.496	-0.052	-9	3,346m	-48
					KakaoBank	50	122252,692,242	0.014	0.015	0.014	-0.000	-3	3,301m	-15
100							-6						-33
accum	5/15/06	8/12/24	6826	days out of 6959 invested (98%)							33,010,131		3,301m	97

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
	short	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	short	3/18/13	9/23/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	10/07/13	10/28/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	11/04/13	11/18/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	12/09/13	4/13/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Services	long	9/03/12	11/12/12	70	67.00	78.00		11.00	16.42		8.21
	short	5/18/15	9/26/16	497	15.20	1.53	151.01	135.81	893.46		446.73	491.61
Bankia	short	11/12/12	1/07/13	56	49.89	25.80	96.48	46.59	93.39		46.70
	short	3/18/13	9/23/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Shinsei Bank	short	3/05/07	4/20/09	777	0.39	0.10	1.49	1.10	278.29		139.14
	short	11/02/09	9/06/10	308	0.09	0.06	0.13	0.04	48.91		24.45
	long	1/07/13	3/18/13	70	0.16	0.18		0.03	17.14		8.57	223.13
Yes Bank	short	5/06/19	11/11/19	189	0.21	0.09	0.49	0.28	131.36		65.68
	short	12/09/19	12/23/19	14	0.07	0.06	0.08	0.01	13.97		6.98
	short	1/20/20	6/22/20	154	0.06	0.03	0.10	0.04	72.49		36.25
	short	7/27/20	8/24/20	28	0.01	0.02	0.01	-0.00	-20.61		-10.30
	short	8/31/20	11/23/20	84	0.02	0.02	0.02	-0.00	-0.65		-0.33	115.91
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	0.40	0.12	1.33	0.93	229.36		114.68	114.68
Credit Suisse	short	6/07/21	10/11/21	126	9.07	9.01	9.12	0.05	0.59		0.29
	short	12/12/22	12/26/22	14	3.13	2.87	3.42	0.28	9.06		4.53
	short	3/13/23	6/12/23	91	2.31	0.83	6.38	4.07	176.36		88.18	97.28
National Bank Greece	short	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 Macro	long	9/06/10	9/20/10	14	3.08	3.58		0.50	16.31		8.15
	long	9/23/13	10/07/13	14	2.69	2.76		0.07	2.55		1.28
	long	10/28/13	11/04/13	7	3.04	2.94		-0.10	-3.19		-1.60
	long	11/18/13	12/09/13	21	2.93	2.77		-0.16	-5.42		-2.71
	long	9/26/16	10/17/16	21	6.77	7.28		0.51	7.57		3.79
	long	12/23/19	1/20/20	28	3.94	4.15		0.21	5.35		2.67
	long	12/26/22	3/13/23	77	2.86	3.39		0.53	18.34		9.17
	long	1/29/24	2/12/24	14	4.62	4.11		-0.50	-10.87		-5.43
	long	3/04/24	6/17/24	105	4.61	8.38		3.77	81.83		40.92	62.57
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
BBVA Banco Francés	long	9/23/13	10/07/13	14	2.59	2.60		0.02	0.59		0.29
	long	10/28/13	11/04/13	7	2.94	2.68		-0.25	-8.65		-4.32
	long	11/18/13	12/09/13	21	2.89	2.54		-0.35	-12.07		-6.03
	long	1/29/18	2/05/18	7	6.69	6.04		-0.65	-9.68		-4.84
	long	6/22/20	7/27/20	35	1.75	2.15		0.40	23.02		11.51
	long	8/24/20	8/31/20	7	1.66	1.68		0.02	1.30		0.65
	long	10/11/21	11/22/21	42	2.11	2.09		-0.02	-0.76		-0.38
	long	12/05/22	12/12/22	7	1.84	1.82		-0.02	-0.98		-0.49
	long	12/26/22	3/13/23	77	2.19	2.65		0.45	20.73		10.36
	long	1/29/24	2/12/24	14	2.86	2.48		-0.38	-13.38		-6.69
	long	3/04/24	6/17/24	105	2.53	4.57		2.04	80.68		40.34	37.97
Sberbank	long	9/04/06	3/05/07	182	7.90	13.70		5.80	73.42		36.71
	long	9/26/16	10/17/16	21	8.55	8.55		0.00	0.02		0.01
	long	10/31/16	11/14/16	14	8.63	8.63		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	9.23	9.62		0.38	4.15		2.07
	long	12/12/16	3/13/17	91	11.20	10.46		-0.73	-6.57		-3.28	34.98
Banco Popular	long	4/20/09	11/02/09	196	31.10	30.15		-0.95	-3.05		-1.53
	short	11/12/12	1/07/13	56	5.10	3.50	7.43	2.33	45.71		22.86
	short	10/17/16	10/31/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	11/14/16	11/28/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	12/05/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	29.97
Banif	short	10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank	short	2/05/18	3/11/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gentera	short	3/13/17	7/17/17	126	1.30	1.39	1.20	-0.09	-7.25		-3.62
	short	7/24/17	1/29/18	189	1.34	0.72	2.51	1.16	86.54		43.27
	short	2/05/18	3/11/19	399	0.70	0.72	0.68	-0.02	-3.06		-1.53
	short	8/31/20	11/23/20	84	0.27	0.34	0.21	-0.06	-22.85		-11.43	20.43
Shanghai Pudong	long	4/20/09	11/02/09	196	1.39	1.76		0.37	26.60		13.30	13.30
China Minsheng Bk	short	6/07/21	10/11/21	126	0.60	0.53	0.67	0.07	12.42		6.21
	short	11/22/21	12/05/22	378	0.54	0.49	0.61	0.06	11.84		5.92	12.50
Umweltbank	short	2/12/24	3/04/24	21	7.40	6.02	9.10	1.70	22.92		11.46	11.46
Bank of America	long	11/28/16	12/05/16	7	19.13	20.68		1.55	8.11		4.05
	long	12/12/16	3/13/17	91	21.26	23.75		2.49	11.70		5.85	10.14
Bank of East Asia	short	11/22/21	12/05/22	378	1.38	1.15	1.65	0.27	19.65		9.83	9.83
IndusInd Bank	long	11/23/20	6/07/21	196	0.97	1.15		0.19	19.56		9.78	9.78
Indiabulls HF	short	12/09/19	12/23/19	14	0.33	0.37	0.29	-0.04	-13.53		-6.77
	short	1/20/20	6/22/20	154	0.38	0.28	0.50	0.13	33.29		16.65	8.75
Regional	long	9/03/12	11/12/12	70	2.81	3.11		0.30	10.72		5.36	5.36
Axis Bank	long	3/11/19	5/06/19	56	0.87	0.96		0.09	9.96		4.98	4.98
Banco BPI	long	1/07/13	3/18/13	70	1.02	1.11		0.08	8.23		4.11	4.11
Cdn Imp Bk Comm	short	12/12/22	12/26/22	14	40.05	37.91	42.31	2.26	5.65		2.83	2.83
FinecoBank	long	6/22/20	7/27/20	35	12.11	12.79		0.68	5.57		2.79	2.79
Bank of Bejing	short	7/24/17	1/29/18	189	1.01	0.97	1.06	0.05	4.49		2.24	2.24
State Bank of India	long	9/06/10	9/20/10	14	0.50	0.52		0.02	4.40		2.20	2.20
Intesa Sanpaolo	long	9/04/06	3/05/07	182	4.86	5.05		0.19	3.89		1.95	1.95
Resona	short	11/02/09	9/06/10	308	0.08	0.07	0.08	0.00	3.64		1.82	1.82
ICICI Bank	long	11/11/19	12/09/19	28	0.63	0.67		0.04	6.62		3.31
	long	12/23/19	1/20/20	28	0.68	0.65		-0.03	-4.56		-2.28	0.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco del Bajio	long	12/05/22	12/12/22	7	2.92	2.92		0.01	0.20		0.10	0.10
Montepio	long	7/17/17	7/24/17	7	1.00	1.00		0.00	0.10		0.05	0.05
Standard Chartered	long	10/31/16	11/14/16	14	7.92	7.92		0.00	0.00		0.00	0.00
Triodos Groenfonds	short	5/15/06	9/04/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
UBI Banca	long	8/24/20	8/31/20	7	3.69	3.63		-0.06	-1.68		-0.84	-0.84
KakaoBank	short	6/17/24	8/12/24	56	0.01	0.01	0.01	-0.00	-2.55		-1.27	-1.27
Banca Generali	long	11/11/19	12/09/19	28	30.90	30.02		-0.88	-2.85		-1.42	-1.42
Commerzbank	long	7/17/17	7/24/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
Kotak Mahindra Bank	long	11/23/20	6/07/21	196	2.16	2.04		-0.11	-5.23		-2.62	-2.62
Unicredit	short	4/09/12	9/03/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
Heartland	short	2/12/24	3/04/24	21	0.69	0.67	0.72	0.03	3.97		1.98
	short	6/17/24	8/12/24	56	0.55	0.60	0.50	-0.05	-9.50		-4.75	-2.86
Swedbank	short	5/15/06	9/04/06	112	20.18	22.32	18.04	-2.14	-10.62		-5.31	-5.31
Aozora Bank	long	2/06/12	4/09/12	63	0.21	0.20		-0.01	-3.52		-1.76
	short	5/06/19	11/11/19	189	0.22	0.24	0.20	-0.02	-7.93		-3.97	-5.66
Banco Popolare	short	12/05/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Banco Sabadell	long	10/11/21	11/22/21	42	0.71	0.63		-0.08	-11.46		-5.73	-5.73
China Everbright Bk	long	4/13/15	5/18/15	35	0.83	0.72		-0.11	-12.75		-6.37	-6.37
U.S. Bancorp	short	3/13/23	1/29/24	322	34.02	39.71	28.32	-5.69	-16.73		-8.37	-8.37
Industrial Bank	long	4/13/15	5/18/15	35	3.15	2.53		-0.62	-19.69		-9.84
	long	3/11/19	5/06/19	56	2.54	2.55		0.01	0.45		0.22	-9.64
Bank of Ireland	long	2/06/12	4/09/12	63	4.35	3.15		-1.20	-27.59		-13.79	-13.79
Banca Pop Mil	short	4/09/12	9/03/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
Banco Comercial	short	10/17/16	10/31/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	11/14/16	11/28/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	3/13/17	7/17/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25
	long	1/29/18	2/05/18	7	0.33	0.30		-0.03	-9.35		-4.67	-31.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Multitude	short	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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