Share-o-matic - Open Transactions

Tue, 26th Oct 2021, 18:57UTC

Assessment - Banks in Euro - 25/10/21 - RS = 13

		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ13	∅-RS
		SOM Banks	185.752	16:51	0.17	185.435	0.17	163.830	21.606	13.19	20.44
	L	BBVA Banco Francés	2.537	16:27	1.42	2.502	1.42	1.654	0.848	51.26	63.06
	L	Banco Macro	3.148	16:25	-0.45	3.162	-0.45	2.195	0.967	44.06	43.05
		State Bank of India	5.884	09:59	1.19	5.815	1.19	4.818	0.996	20.68	48.92
		Banco Sabadell	0.667	15:35	-0.74	0.672	-0.74	0.557	0.115	20.60	43.39
		ICICI Bank	9.522	09:59	-1.46	9.663	-1.46	7.703	1.959	25.44	43.53
	L	Raiffeisen Bank Int	25.560	Mon	2.49	25.560		19.210	6.350	33.06	40.23
	L	Sberbank	18.450	15:34	1.93	18.100	1.93	13.800	4.300	31.16	38.69
		Bank of Ireland	5.250	15:33	-1.13	5.310	-1.13	4.380	0.930	21.23	38.23
	L	VTB Bank	1.350	07:28	4.65	1.290	4.65	1.060	0.230	21.70	37.30
		Societe Generale	28.720	15:39	0.03	28.710	0.03	24.905	3.805	15.28	36.79
		Banco del Bajio	1.691	16:27	0.41	1.684	0.41	1.469	0.215	14.63	40.62
		Wells Fargo	43.724	14:30	0.29	43.599	0.29	38.092	5.507	14.46	39.63
	L	S.E.B	13.666	15:29	-1.48	13.871	-1.48	11.319	2.551	22.54	36.97
	L	Nordea Bank	10.726	15:29	-3.80	11.150	-3.80	9.999	1.151	11.51	33.89
		Bank of America	41.342	14:27	1.03	40.920	1.03	32.270	8.651	26.81	36.60
	L	ABN AMRO	12.968	15:37	0.50	12.904	0.50	9.830	3.074	31.27	31.61
		Nordea Bank	10.726	15:29	-3.70	11.139	-3.70	9.980	1.159	11.61	33.80
		Gentera	0.540	16:28	0.16	0.539	0.16	0.518	0.021	4.05	34.93
		Erste Group Bank	37.640	Mon	-0.29	37.640		32.250	5.390	16.71	30.80
		Banco BPM	2.989	15:36	0.81	2.965	0.81	2.648	0.317	11.97	29.85
		Banca Generali	40.920	15:35	1.06	40.490	1.06	35.370	5.120	14.48	29.09
	L	Aareal Bank	27.220	15:37	0.59	27.060	0.59	20.520	6.540	31.87	28.82
	L	KBC	80.520	15:35	-0.07	80.580	-0.07	67.640	12.940	19.13	28.42
		American Express	153.285	16:51	-2.38	157.023	-2.38	146.080	10.943	7.49	32.23
		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ13	∅-RS
	L	BNY Mellon	51.118	14:27	-0.08	51.161	-0.08	42.527	8.634	20.30	31.30
		Heartland	1.450	03:43		1.450		1.209	0.241	19.90	32.95
	L	Shinsei Bank	14.508	06:15	0.47	14.440	0.47	11.103	3.336	30.05	23.13
		NatWest	277.788	15:35	0.99	275.061	0.99	236.122	38.939	16.49	30.54
		Banco Bilbao Viz	5.683	15:35	-0.32	5.701	-0.32	5.480	0.221	4.03	26.08
	L	Banco Comercial	0.157	15:35	0.71	0.156	0.71	0.128	0.028	21.56	25.47
		Unicredit	11.500	15:35	1.46	11.334	1.46	9.818	1.516	15.44	24.78
		Woori Financial	9.817	06:30	2.31	9.596	2.31	8.088	1.508	18.64	23.89
		IndusInd Bank	13.258	09:59	-1.94	13.521	-1.94	11.170	2.351	21.04	25.88
		Bank Montreal	95.533	16:48	0.14	95.401	0.14	84.612	10.789	12.75	30.16
	L	Swedbank	19.479	15:29	-0.38	19.553	-0.38	16.286	3.267	20.06	26.11
		Umweltbank	20.200	15:36	-0.98	20.400	-0.98	18.150	2.250	12.40	23.41
		National Bank CA	72.555	16:50	0.76	72.006	0.76	63.285	8.721	13.78	29.35
	L	DNB	21.685	14:28	-1.59	22.035	-1.59	16.866	5.169	30.65	29.11
		Axis Bank	9.665	09:59	-0.38	9.702	-0.38	8.609	1.093	12.70	22.82
		IBK	8.488	06:30		8.488		7.536	0.952	12.63	19.84
		Regional	4.978	16:26	-0.03	4.980	-0.03	4.981	-0.001	-0.01	23.84
		BNP Paribas	58.180	15:35	-0.05	58.210	-0.05	51.710	6.500	12.57	19.69
	L	BPER Banca	2.052	15:35	0.24	2.047	0.24	1.639	0.408	24.89	19.69
		Cdn Imp Bk Comm	104.826	16:48	0.13	104.694	0.13	97.325	7.369	7.57	25.29
		U.S. Bancorp	53.644	14:30	-0.38	53.848	-0.38	47.545	6.303	13.26	22.76
		Lloyds Bank	58.095	15:36	0.46	57.828	0.46	54.500	3.328	6.11	23.31
	L	Kotak Mahindra Bank	25.382	10:00	2.62	24.734	2.62	19.813	4.921	24.84	20.25
		JP Morgan Chase	147.153	16:51	-0.05	147.230	-0.05	128.342	18.888	14.72	22.38
	L	FinecoBank	16.855	15:35	0.42	16.785	0.42	14.615	2.170	14.85	18.67
		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ13	∅-RS
	L	Commerzbank	6.444	15:35	-0.46	6.474	-0.46	5.525	0.949	17.18	18.61
		KB Financial	43.623	06:30		43.623		38.085	5.537	14.54	17.61
		Mediobanca	10.430	15:35	0.34	10.395	0.34	10.025	0.370	3.69	17.85
	L	UBS	15.516	15:31	1.25	15.324	1.25	13.745	1.579	11.48	19.36
		Credit Agricole	13.040	15:39	-0.12	13.056	-0.12	11.874	1.182	9.95	17.17
		Commonwealth Bank	67.828	05:10	-0.34	68.060	-0.34	61.952	6.108	9.86	19.89
		Aozora Bank	20.068	06:15	-0.93	20.258	-0.93	18.907	1.351	7.14	13.78
		Banco Santander	3.357	15:35	1.15	3.319	1.15	3.189	0.130	4.06	16.41
		Deutsche Bank	11.902	15:44	2.20	11.646	2.20	10.658	0.988	9.27	14.95
	L	HDFC	33.426	09:59	0.54	33.248	0.54	28.051	5.197	18.53	16.23
		Royal Bank CA	92.364	16:50	0.33	92.058	0.33	84.970	7.088	8.34	19.73
		Suncorp-Metway	7.802	05:10	-0.90	7.873	-0.90	7.124	0.750	10.52	16.93
		Intesa Sanpaolo	2.482	15:37	0.75	2.463	0.75	2.338	0.126	5.37	14.21
		National Australia B	18.651	05:10	0.56	18.548	0.56	16.210	2.338	14.42	16.64
		Toronto-Dominion	62.672	16:50	0.70	62.234	0.70	55.825	6.408	11.48	19.07
		DBS Bank	20.169	09:14	0.16	20.137	0.16	18.703	1.433	7.66	16.26
		Unipol	5.014	15:35	0.99	4.965	0.99	4.496	0.469	10.43	13.34
	L	Shizuoka Bank	7.061	06:15	-0.85	7.121	-0.85	6.308	0.814	12.90	10.12
		HDFC Bank	18.974	10:00	-0.26	19.022	-0.26	16.329	2.693	16.49	14.12
		Banca Mediolanum	8.914	15:35	1.50	8.782	1.50	8.424	0.358	4.25	11.98
		Bank Nova Scotia	57.424	16:48	0.32	57.243	0.32	52.639	4.605	8.75	16.90
	L	Chiba Bank	5.523	06:15	-0.41	5.545	-0.41	4.857	0.688	14.17	8.27
		Westpac Banking	16.644	05:10	0.31	16.592	0.31	15.385	1.207	7.85	12.83
		China Merchants Bank	7.462	07:00	1.30	7.366	1.30	6.230	1.136	18.23	14.54
		HSBC	530.144	15:45	0.93	525.283	0.93	471.658	53.625	11.37	12.73
		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ13	∅-RS
		Sumitomo Mitsui Trst	29.106	06:15	-0.16	29.152	-0.16	26.949	2.203	8.17	6.41
		United Overseas Bank	17.099	09:11	-0.52	17.189	-0.52	16.141	1.048	6.49	11.74
		HSBC	5.264	08:08	1.71	5.176	1.71	4.609	0.566	12.29	11.82
		ANZ Banking AU	18.335	05:10	0.32	18.277	0.32	17.291	0.986	5.70	11.42
		Svenska Handelsbank	9.996	15:29	0.22	9.974	0.22	9.562	0.412	4.31	10.08
		Citigroup	61.544	14:28	0.88	61.006	0.88	57.354	3.652	6.37	11.02
		OCBC	7.654	09:11	-0.17	7.667	-0.17	7.475	0.192	2.57	10.19
		Banco Santander MX	0.997	15:55	0.43	0.993	0.43	1.006	-0.013	-1.24	10.24
	L	Fukuoka	15.993	06:15	-0.09	16.008	-0.09	14.165	1.843	13.01	4.38
		ANZ Banking NZ	18.382	03:23	1.19	18.166	1.19	17.270	0.896	5.19	10.74
		Danske Bank	15.896	14:59	1.63	15.641	1.63	15.127	0.514	3.40	5.85
	L	Standard Chartered	587.468	15:35	1.31	579.880	1.31	507.481	72.400	14.27	8.48
		Resona	3.323	06:15	-0.14	3.327	-0.14	3.156	0.171	5.43	1.98
		Indiabulls HF	2.620	10:00	3.49	2.531	3.49	3.246	-0.714	-22.01	4.73
		Bank of Communicats	0.519	08:08	-0.64	0.522	-0.64	0.489	0.033	6.82	6.25
	L	Postal Savings Bank	0.718	07:00	-0.56	0.722	-0.56	0.633	0.088	13.96	7.26
		Hang Seng Bank	16.247	08:08	0.48	16.170	0.48	16.445	-0.276	-1.68	3.83
		Bankinter	4.705	15:35	-1.05	4.755	-1.05	4.609	0.146	3.17	0.75
		Bank of China	0.307	08:08		0.307		0.295	0.012	4.08	2.44
		Bank of Comm	0.613	07:00	-0.44	0.615	-0.44	0.568	0.047	8.30	3.18
		Bank of China (HK)	2.782	08:08	0.80	2.760	0.80	2.721	0.039	1.42	1.30
	L	Bank of China	0.413	07:00	-0.33	0.414	-0.33	0.398	0.016	3.99	1.32
	L	Credit Suisse	9.250	15:31	1.13	9.147	1.13	8.717	0.430	4.94	-3.49
	L	Yes Bank	0.154	10:00	0.75	0.153	0.75	0.151	0.002	1.23	-4.33
		Industrial Bank	2.615	07:00	-1.37	2.651	-1.37	2.442	0.209	8.56	-1.07
		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ13	∅-RS
	L	Agricultural Bank	0.397	07:00	-0.68	0.399	-0.68	0.389	0.010	2.62	-1.72
		Ind and Comm Bk	0.634	07:00	-0.42	0.637	-0.42	0.610	0.027	4.42	-1.97
	S	Shanghai Pudong	1.218	07:00		1.218		1.220	-0.001	-0.12	-4.23
		China Everbright Bk	0.467	07:00	-0.57	0.470	-0.57	0.443	0.027	6.05	-4.61
	S	China Constr Bk HK	0.597	08:08	-0.55	0.601	-0.55	0.591	0.010	1.64	-6.42
	S	ICBC	0.479	08:08	-0.23	0.480	-0.23	0.479	0.001	0.21	-7.25
		Bank of East Asia	1.430	08:08	0.16	1.427	0.16	1.356	0.071	5.26	-12.64
		China Minsheng Bk	0.529	07:00	-0.76	0.533	-0.76	0.538	-0.005	-0.95	-11.83
Banks - 107 out of 107 instruments rated - 25/10/21 / 26/07/21 - 101 did rise, Market-Ratio(13) in EUR = 94.39 %

Technical Chart

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

2/01/17	scale up chart	25/10/21

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
2/01/06		15/05/06	133		- cash -
short	15/05/06	4/09/06	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	4/09/06	5/03/07	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	5/03/07	20/04/09	777		Shinsei Bank	50	16,529	0.395	0.104	1.493	1.099	278	31,210	87
					Sumitomo Mitsui Trst	50	8,085	0.807	0.245	2.658	1.851	229	46,176	75
100							254						81
long	20/04/09	2/11/09	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	2/11/09	6/09/10	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	6/09/10	20/09/10	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	20/09/10	6/02/12	504		Piraeus Bank	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	6/02/12	9/04/12	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	9/04/12	3/09/12	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	3/09/12	12/11/12	70		Regional	50	23,721	2.812	3.113		0.302	11	140,557	70
					Alpha Bank	50	995	67.000	78.000		11.000	16	151,502	121
100							14						94
short	12/11/12	7/01/13	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	7/01/13	18/03/13	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	18/03/13	23/09/13	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	23/09/13	7/10/13	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	7/10/13	28/10/13	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	28/10/13	4/11/13	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	4/11/13	18/11/13	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	18/11/13	9/12/13	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	9/12/13	13/04/15	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	13/04/15	18/05/15	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	18/05/15	26/09/16	497		Alpha Bank	50	92,151	15.200	1.530	151.007	135.807	893	15,316,118	440
					Piraeus Bank	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	26/09/16	17/10/16	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	17/10/16	31/10/16	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	31/10/16	14/11/16	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	14/11/16	28/11/16	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	28/11/16	5/12/16	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	5/12/16	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	13/03/17	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	13/03/17	17/07/17	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	17/07/17	24/07/17	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	24/07/17	29/01/18	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	29/01/18	5/02/18	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	5/02/18	11/03/19	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	11/03/19	6/05/19	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	6/05/19	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	9/12/19	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	9/12/19	23/12/19	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	23/12/19	20/01/20	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	20/01/20	22/06/20	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	22/06/20	27/07/20	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	27/07/20	24/08/20	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	24/08/20	31/08/20	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	31/08/20	23/11/20	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	23/11/20	7/06/21	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	7/06/21	11/10/21	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	11/10/21	26/10/21	15		BBVA Banco Francés	50	184,583,142	2.108	2.537		0.429	20	857m	8,990
					Banco Sabadell	50	550,532,203	0.707	0.667		-0.040	-6	836m	-76
100							7						464
accum	15/05/06	26/10/21	5643	days out of 5776 invested (98%)							8,355,422		836m	108

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	642,906.00	194,700.00	2,122,897.41	1,479,991.41	230.20	50	115.10
	short	18/05/15	26/09/16	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	18/03/13	23/09/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	7/10/13	28/10/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	4/11/13	18/11/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	9/12/13	13/04/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Bank	long	3/09/12	12/11/12	70	67.00	78.00		11.00	16.42		8.21
	short	18/05/15	26/09/16	497	15.20	1.53	151.01	135.81	893.46		446.73	491.61
Bankia	short	12/11/12	7/01/13	56	49.89	25.80	96.48	46.59	93.39		46.70
	short	18/03/13	23/09/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Shinsei Bank	short	5/03/07	20/04/09	777	0.39	0.10	1.49	1.10	278.29		139.14
	short	2/11/09	6/09/10	308	0.09	0.06	0.13	0.04	48.91		24.45
	long	7/01/13	18/03/13	70	0.16	0.18		0.03	17.14		8.57	223.13
Yes Bank	short	6/05/19	11/11/19	189	0.21	0.09	0.49	0.28	131.36		65.68
	short	9/12/19	23/12/19	14	0.07	0.06	0.08	0.01	13.97		6.98
	short	20/01/20	22/06/20	154	0.06	0.03	0.10	0.04	72.49		36.25
	short	27/07/20	24/08/20	28	0.01	0.02	0.01	-0.00	-20.61		-10.30
	short	31/08/20	23/11/20	84	0.02	0.02	0.02	-0.00	-0.65		-0.33	115.91
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	0.81	0.25	2.66	1.85	229.36		114.68	114.68
National Bank Greece	short	20/09/10	6/02/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91		94.95	94.95
Sberbank	long	4/09/06	5/03/07	182	7.90	13.70		5.80	73.42		36.71
	long	26/09/16	17/10/16	21	8.55	8.55		0.00	0.02		0.01
	long	31/10/16	14/11/16	14	8.63	8.63		0.00	0.00		0.00
	long	28/11/16	5/12/16	7	9.23	9.62		0.38	4.15		2.07
	long	12/12/16	13/03/17	91	11.20	10.46		-0.73	-6.57		-3.28	34.98
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Popular	long	20/04/09	2/11/09	196	31.10	30.15		-0.95	-3.05		-1.53
	short	12/11/12	7/01/13	56	5.10	3.50	7.43	2.33	45.71		22.86
	short	17/10/16	31/10/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	14/11/16	28/11/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	5/12/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	29.97
Banif	short	7/10/13	28/10/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	4/11/13	18/11/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	9/12/13	13/04/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank	short	5/02/18	11/03/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
Gentera	short	13/03/17	17/07/17	126	1.30	1.39	1.20	-0.09	-7.25		-3.62
	short	24/07/17	29/01/18	189	1.34	0.72	2.51	1.16	86.54		43.27
	short	5/02/18	11/03/19	399	0.70	0.72	0.68	-0.02	-3.06		-1.53
	short	31/08/20	23/11/20	84	0.27	0.34	0.21	-0.06	-22.85		-11.43	20.43
Shanghai Pudong	long	20/04/09	2/11/09	196	1.39	1.76		0.37	26.60		13.30	13.30
Banco Macro	long	6/09/10	20/09/10	14	3.08	3.58		0.50	16.31		8.15
	long	23/09/13	7/10/13	14	2.69	2.76		0.07	2.55		1.28
	long	28/10/13	4/11/13	7	3.04	2.94		-0.10	-3.19		-1.60
	long	18/11/13	9/12/13	21	2.93	2.77		-0.16	-5.42		-2.71
	long	26/09/16	17/10/16	21	6.77	7.28		0.51	7.57		3.79
	long	23/12/19	20/01/20	28	3.94	4.15		0.21	5.35		2.67	11.75
Bank of America	long	28/11/16	5/12/16	7	19.13	20.68		1.55	8.11		4.05
	long	12/12/16	13/03/17	91	21.26	23.75		2.49	11.70		5.85	10.14
IndusInd Bank	long	23/11/20	7/06/21	196	0.97	1.15		0.19	19.56		9.78	9.78
Indiabulls HF	short	9/12/19	23/12/19	14	0.33	0.37	0.29	-0.04	-13.53		-6.77
	short	20/01/20	22/06/20	154	0.38	0.28	0.50	0.13	33.29		16.65	8.75
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
China Minsheng Bk	short	7/06/21	11/10/21	126	0.60	0.53	0.67	0.07	12.42		6.21	6.21
BBVA Banco Francés	long	23/09/13	7/10/13	14	2.59	2.60		0.02	0.59		0.29
	long	28/10/13	4/11/13	7	2.94	2.68		-0.25	-8.65		-4.32
	long	18/11/13	9/12/13	21	2.89	2.54		-0.35	-12.07		-6.03
	long	29/01/18	5/02/18	7	6.69	6.04		-0.65	-9.68		-4.84
	long	22/06/20	27/07/20	35	1.75	2.15		0.40	23.02		11.51
	long	24/08/20	31/08/20	7	1.66	1.68		0.02	1.30		0.65
	long	11/10/21	26/10/21	15	2.11	2.54		0.43	20.36		10.18	6.10
Regional	long	3/09/12	12/11/12	70	2.81	3.11		0.30	10.72		5.36	5.36
Axis Bank	long	11/03/19	6/05/19	56	0.87	0.96		0.09	9.96		4.98	4.98
Banco BPI	long	7/01/13	18/03/13	70	1.02	1.11		0.08	8.23		4.11	4.11
FinecoBank	long	22/06/20	27/07/20	35	12.11	12.79		0.68	5.57		2.79	2.79
Bank of Bejing	short	24/07/17	29/01/18	189	1.01	0.97	1.06	0.05	4.49		2.24	2.24
State Bank of India	long	6/09/10	20/09/10	14	0.50	0.52		0.02	4.40		2.20	2.20
Intesa Sanpaolo	long	4/09/06	5/03/07	182	4.86	5.05		0.19	3.89		1.95	1.95
Resona	short	2/11/09	6/09/10	308	0.08	0.07	0.08	0.00	3.64		1.82	1.82
ICICI Bank	long	11/11/19	9/12/19	28	0.63	0.67		0.04	6.62		3.31
	long	23/12/19	20/01/20	28	0.68	0.65		-0.03	-4.56		-2.28	0.95
Credit Suisse	short	7/06/21	11/10/21	126	9.07	9.01	9.12	0.05	0.59		0.29	0.29
Montepio	long	17/07/17	24/07/17	7	1.00	1.00		0.00	0.10		0.05	0.05
Standard Chartered	long	31/10/16	14/11/16	14	7.92	7.92		0.00	0.00		0.00	0.00
Triodos Groenfonds	short	15/05/06	4/09/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
UBI Banca	long	24/08/20	31/08/20	7	3.69	3.63		-0.06	-1.68		-0.84	-0.84
Banca Generali	long	11/11/19	9/12/19	28	30.90	30.02		-0.88	-2.85		-1.42	-1.42
Commerzbank	long	17/07/17	24/07/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Kotak Mahindra Bank	long	23/11/20	7/06/21	196	2.16	2.04		-0.11	-5.23		-2.62	-2.62
Unicredit	short	9/04/12	3/09/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
Banco Sabadell	long	11/10/21	26/10/21	15	0.71	0.67		-0.04	-5.63		-2.82	-2.82
Swedbank	short	15/05/06	4/09/06	112	20.18	22.32	18.04	-2.14	-10.62		-5.31	-5.31
Aozora Bank	long	6/02/12	9/04/12	63	0.21	0.20		-0.01	-3.52		-1.76
	short	6/05/19	11/11/19	189	0.22	0.24	0.20	-0.02	-7.93		-3.97	-5.66
Banco Popolare	short	5/12/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
China Everbright Bk	long	13/04/15	18/05/15	35	0.83	0.72		-0.11	-12.75		-6.37	-6.37
Industrial Bank	long	13/04/15	18/05/15	35	3.15	2.53		-0.62	-19.69		-9.84
	long	11/03/19	6/05/19	56	2.54	2.55		0.01	0.45		0.22	-9.64
Bank of Ireland	long	6/02/12	9/04/12	63	4.35	3.15		-1.20	-27.59		-13.79	-13.79
Banca Pop Mil	short	9/04/12	3/09/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
Banco Comercial	short	17/10/16	31/10/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	14/11/16	28/11/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	13/03/17	17/07/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25
	long	29/01/18	5/02/18	7	0.33	0.30		-0.03	-9.35		-4.67	-31.77
Multitude	short	27/07/20	24/08/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

Annotations

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)
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)
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
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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