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
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 di % 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 di % 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 di % 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 di % 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.
write an annotation