Share-o-matic - Performance

Assessment - Banks in Swiss Franc - 7/10/19 - RS = 13

		⇓instrument	freshest		Δday	7/10/19	⇓ Δwk	8/07/19	prc diff	⇓ Δ13	⇓∅-RS
		SOM Banks	174.459	20:04	0.18	169.808	2.74	182.458	-12.650	-6.93	-5.27
		China Everbright Bk	0.640	07:00	6.73	0.548	16.75	0.547	0.001	0.18	-3.88
		Shanghai Pudong	1.800	07:00	3.94	1.647	9.29	1.640	0.007	0.43	2.30
		Shinsei Bank	14.567	Fri	3.23	14.149	2.96	15.826	-1.677	-10.60	0.63
		Woori Financial	9.816	06:30	2.61	9.774	0.43	11.678	-1.904	-16.30	-19.96
		IBK	10.606	06:30	2.41	10.647	-0.39	11.593	-0.946	-8.16	-11.28
		IndusInd Bank	17.514	09:59	2.24	17.380	0.77	21.379	-3.999	-18.71	-18.16
	L	KB Financial	35.602	06:30	2.03	34.313	3.76	36.762	-2.449	-6.66	-11.90
	S	Bank of Comm	0.793	07:00	1.97	0.758	4.59	0.883	-0.125	-14.19	-11.59
		Industrial Bank	2.644	07:00	1.88	2.438	8.44	2.568	-0.130	-5.05	-2.15
	S	Bank of Bejing	0.784	07:00	1.81	0.745	5.22	0.854	-0.109	-12.75	-12.10
		Bank of Shanghai	1.357	07:00	1.77	1.300	4.39	1.282	0.019	1.46	-17.71
	L	ANZ Banking NZ	18.725	03:42	1.70	18.274	2.47	19.283	-1.009	-5.23	-1.90
	L	Fukuoka	18.397	Fri	1.70	18.388	0.05	18.576	-0.188	-1.01	-10.43
		HSBC	7.597	08:08	1.70	7.382	2.92	8.277	-0.895	-10.82	-9.25
		China Minsheng Bk	0.872	07:00	1.62	0.837	4.15	0.866	-0.029	-3.32	-5.38
	S	Axis Bank	9.572	10:00	1.61	9.431	1.49	11.336	-1.905	-16.80	-1.95
		Bank of East Asia	2.352	08:08	1.53	2.400	-2.01	2.833	-0.433	-15.29	-21.42
	L	Banco BPM	2.222	15:37	1.50	2.033	9.30	2.124	-0.091	-4.29	-2.20
		China Merchants Bank	5.122	07:00	1.49	4.833	5.99	5.132	-0.299	-5.83	5.23
		China Constr Bk HK	0.788	08:08	1.47	0.750	5.07	0.788	-0.038	-4.82	-8.20
		Ind and Comm Bk	0.796	07:00	1.42	0.769	3.44	0.807	-0.038	-4.67	-4.35
	S	Bank of Communicats	0.665	08:08	1.35	0.644	3.35	0.750	-0.106	-14.17	-15.63
	L	Chiba Bank	5.076	Fri	1.30	5.057	0.37	5.035	0.022	0.45	-7.56
	L	Resona	4.172	Fri	1.29	4.133	0.94	4.151	-0.018	-0.43	-7.76
		⇓instrument	freshest		Δday	7/10/19	⇓ Δwk	8/07/19	prc diff	⇓ Δ13	⇓∅-RS
	L	Aozora Bank	24.263	Fri	1.28	23.966	1.24	24.177	-0.212	-0.88	-10.87
	S	Yes Bank	0.562	09:59	1.26	0.639	-12.16	1.349	-0.709	-52.60	-65.33
		Bank of China (HK)	3.314	08:08	1.16	3.282	0.97	3.909	-0.627	-16.04	-15.46
	L	Sumitomo Mitsui Trst	34.777	Fri	1.16	34.758	0.05	36.029	-1.270	-3.53	-4.85
	L	Cdn Imp Bk Comm	82.142	Fri	1.13	80.819	1.64	78.763	2.055	2.61	-0.23
	L	Gentera	0.917	19:59	1.12	0.863	6.31	0.886	-0.024	-2.66	6.14
		ICBC	0.688	08:08	1.12	0.654	5.23	0.702	-0.048	-6.80	-7.31
		VTB Bank	1.280	07:06	1.12	1.262	1.39	1.296	-0.033	-2.57	3.77
	L	BPER Banca	4.020	15:37	1.10	3.824	5.12	4.302	-0.478	-11.12	-3.07
	L	Shizuoka Bank	7.381	Fri	1.02	7.363	0.25	7.474	-0.112	-1.50	-4.97
		Toronto-Dominion	55.135	Fri	1.00	55.060	0.14	58.758	-3.697	-6.29	-0.51
		Bank Montreal	72.492	Fri	0.87	71.849	0.89	76.206	-4.357	-5.72	-2.40
	L	Danske Bank	14.044	14:59	0.86	13.681	2.65	15.557	-1.876	-12.06	-21.56
	S	Agricultural Bank	0.495	07:00	0.85	0.481	2.89	0.520	-0.038	-7.38	-8.63
	S	Bank of China	0.510	07:00	0.82	0.498	2.51	0.535	-0.038	-7.01	-6.55
		Deutsche Bank	7.488	15:35	0.81	7.083	5.72	7.562	-0.479	-6.33	-14.17
		Bank of America	28.961	20:02	0.80	28.136	2.93	28.986	-0.850	-2.93	0.71
		United Overseas Bank	18.808	09:04	0.77	18.232	3.16	19.045	-0.812	-4.27	-1.49
	L	Banco Sabadell	1.055	15:35	0.75	0.967	9.20	1.030	-0.064	-6.18	-10.64
		Commerzbank	5.718	15:35	0.69	5.348	6.92	7.002	-1.655	-23.63	-28.11
		ANZ Banking AU	18.557	05:10	0.65	18.309	1.36	19.302	-0.993	-5.15	-1.76
		Bank of China	0.400	08:08	0.64	0.388	3.27	0.414	-0.026	-6.30	-9.30
	L	Heartland	1.020	04:00	0.62	1.014	0.62	1.132	-0.118	-10.40	-0.25
	L	Jyske Bank	32.777	14:59	0.58	31.387	4.43	34.474	-3.087	-8.95	-14.27
		National Australia B	19.020	05:10	0.57	18.725	1.58	18.520	0.205	1.11	3.97
		⇓instrument	freshest		Δday	7/10/19	⇓ Δwk	8/07/19	prc diff	⇓ Δ13	⇓∅-RS
	L	Royal Bank CA	79.481	Fri	0.54	78.927	0.70	79.811	-0.883	-1.11	4.39
	L	Westpac Banking	19.382	05:10	0.52	19.188	1.01	19.399	-0.212	-1.09	1.80
	S	Hang Seng Bank	20.822	08:08	0.49	20.860	-0.18	24.654	-3.794	-15.39	-11.68
		HDFC Bank	16.867	10:00	0.47	16.622	1.47	17.445	-0.824	-4.72	7.81
	L	Bank Nova Scotia	56.174	Fri	0.45	55.546	1.13	53.786	1.760	3.27	3.74
	L	National Bank CA	49.626	Fri	0.45	48.789	1.72	47.981	0.808	1.68	5.75
		DBS Bank	18.002	09:15	0.40	17.771	1.30	18.533	-0.762	-4.11	-2.27
		Commonwealth Bank	53.029	05:10	0.38	52.272	1.45	56.273	-4.002	-7.11	0.41
	S	OCBC	7.762	09:13	0.37	7.690	0.94	8.262	-0.572	-6.92	-5.58
		State Bank of India	3.577	10:00	0.35	3.488	2.55	5.145	-1.656	-32.19	-16.65
	L	Suncorp-Metway	9.034	05:10	0.30	9.407	-3.97	9.298	0.109	1.17	0.52
	L	JP Morgan Chase	115.733	20:00	0.27	113.666	1.82	112.052	1.614	1.44	5.85
	S	HDFC	28.215	10:00	0.23	27.578	2.31	32.723	-5.145	-15.72	-1.15
	L	Credit Agricole	12.289	15:36	0.22	11.639	5.59	12.226	-0.587	-4.80	-3.67
	L	Citigroup	69.808	20:01	0.20	67.730	3.07	70.608	-2.878	-4.08	5.43
		Erste Group Bank	32.939	15:35	0.20	31.453	4.73	37.586	-6.133	-16.32	-13.86
	L	Mediobanca	11.043	15:35	0.15	10.714	3.07	10.407	0.308	2.96	12.69
	L	UBI Banca	3.001	15:41	0.15	2.798	7.27	2.871	-0.073	-2.54	-0.23
	L	Wells Fargo	48.967	20:03	0.12	48.509	0.94	47.191	1.318	2.79	0.79
		ICICI Bank	6.006	10:00	0.07	5.827	3.06	6.167	-0.340	-5.51	9.13
		American Express	115.673	20:04	-0.01	112.950	2.41	123.954	-11.004	-8.88	1.90
		HSBC	744.035	15:35	-0.02	740.359	0.50	831.050	-90.691	-10.91	-8.86
		Triodos Groenfonds	64.730	08:00	-0.07	64.916	-0.29	65.669	-0.753	-1.15	-0.75
		Standard Chartered	802.229	15:35	-0.09	780.912	2.73	911.482	-130.571	-14.33	-2.99
	L	Aareal Bank	30.961	15:35	-0.14	29.070	6.50	26.580	2.491	9.37	-6.00
		⇓instrument	freshest		Δday	7/10/19	⇓ Δwk	8/07/19	prc diff	⇓ Δ13	⇓∅-RS
	L	Kotak Mahindra Bank	22.204	10:00	-0.14	21.786	1.92	21.362	0.424	1.98	16.50
	L	Societe Generale	27.556	15:35	-0.16	25.699	7.23	25.126	0.573	2.28	-12.71
	L	Regional	4.851	19:59	-0.17	4.768	1.74	5.174	-0.407	-7.86	-3.41
	L	S.E.B	9.234	15:29	-0.22	8.856	4.26	9.517	-0.661	-6.95	-7.96
	L	KBC	66.490	15:35	-0.26	63.080	5.41	67.017	-3.937	-5.87	-6.27
	L	Intesa Sanpaolo	2.382	15:35	-0.27	2.304	3.42	2.247	0.056	2.50	1.09
	L	UBS	11.070	15:30	-0.32	10.650	3.94	11.940	-1.290	-10.80	-13.19
		U.S. Bancorp	52.932	20:00	-0.39	53.598	-1.24	52.701	0.897	1.70	4.38
		BNY Mellon	43.630	19:59	-0.50	41.980	3.93	42.705	-0.725	-1.70	-11.27
		Unicredit	11.877	15:35	-0.51	11.241	5.66	12.639	-1.398	-11.06	-8.45
	L	Swedbank	14.007	15:29	-0.61	13.641	2.69	15.402	-1.761	-11.44	-20.76
		Credit Suisse	11.975	15:30	-0.66	11.475	4.36	12.005	-0.530	-4.41	-4.62
	L	Nordea Bank	6.978	15:29	-0.76	6.765	3.16	7.510	-0.745	-9.92	-14.22
	L	BNP Paribas	49.605	15:35	-0.79	46.572	6.51	47.868	-1.295	-2.71	-4.18
		Umweltbank	10.666	15:36	-0.81	10.491	1.67	11.641	-1.150	-9.88	0.25
	L	Bankinter	6.518	15:35	-0.83	6.124	6.42	7.027	-0.903	-12.84	-17.79
	S	BBVA Banco Francés	1.755	Fri	-0.87	1.681	4.40	3.378	-1.696	-50.22	-44.47
	L	Nordea Bank	7.014	15:29	-0.93	6.765	3.68	7.512	-0.747	-9.94	-14.27
		Banco Santander	4.103	15:35	-0.99	3.888	5.54	4.661	-0.774	-16.60	-14.55
	L	Svenska Handelsbank	9.274	15:29	-1.05	9.029	2.71	10.286	-1.257	-12.22	-12.87
		Bankia	1.907	15:35	-1.13	1.821	4.71	2.335	-0.514	-22.00	-28.65
		Raiffeisen Bank Int	23.027	15:35	-1.13	22.032	4.51	23.561	-1.529	-6.49	-11.87
		Unipol	5.347	15:35	-1.15	5.210	2.64	4.997	0.212	4.25	12.99
		ABN AMRO	17.808	15:35	-1.24	17.409	2.29	21.478	-4.068	-18.94	-21.91
		Banco Santander MX	1.333	19:59	-1.28	1.317	1.20	1.541	-0.224	-14.53	-5.25
		⇓instrument	freshest		Δday	7/10/19	⇓ Δwk	8/07/19	prc diff	⇓ Δ13	⇓∅-RS
	S	Banco Macro	3.207	Fri	-1.32	2.992	7.21	7.263	-4.272	-58.81	-34.34
		RBS	263.653	15:35	-1.42	238.966	10.33	280.705	-41.739	-14.87	-16.28
		Bank of Ireland	4.542	15:31	-1.52	4.011	13.24	5.122	-1.111	-21.70	-26.84
	S	Banco Comercial	0.210	15:35	-1.59	0.208	1.16	0.316	-0.108	-34.14	-21.43
		Sberbank	14.131	10:25	-1.60	13.989	1.02	15.484	-1.496	-9.66	6.54
	L	DNB	17.141	14:25	-1.63	16.901	1.42	18.923	-2.022	-10.69	-5.26
	L	Banco Bilbao Viz	5.065	15:35	-1.73	5.013	1.04	5.553	-0.540	-9.73	-9.78
	L	FinecoBank	10.487	15:39	-2.06	10.577	-0.85	11.480	-0.903	-7.86	-4.25
	L	Banca Generali	28.917	15:35	-2.07	30.688	-5.77	29.387	1.301	4.43	22.32
		Lloyds Bank	70.802	15:37	-2.27	63.340	11.78	71.743	-8.402	-11.71	-11.95
	S	Indiabulls HF	2.770	10:00	-5.76	3.280	-15.56	9.976	-6.696	-67.12	-64.00
		Ferratum	8.306	15:35	-6.17	9.978	-16.76	12.142	-2.165	-17.83	-12.24
Banks - 111 out of 111 instruments rated - 7/10/19 / 8/07/19 - 19 did rise, Market-Ratio(13) in CHF = 17.12 %

Technical Chart

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

5/01/15	scale up chart	7/10/19

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

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		15/05/06	133		- cash -
short	15/05/06	4/09/06	112		Triodos Groenfonds	50	57	87.164	89.856	84.471	-2.693	-3	9,847	-10
					Swedbank	50	161	31.242	35.253	27.231	-4.011	-13	9,201	-36
100							-8						-24
long	4/09/06	5/03/07	182		Intesa Sanpaolo	50	599	7.670	8.099		0.429	6	9,457	12
					Sberbank	50	369	12.476	21.989		9.513	76	12,968	212
100							41						99
short	5/03/07	20/04/09	777		Shinsei Bank	50	10,232	0.634	0.159	2.530	1.897	299	32,376	92
					Sumitomo Mitsui Trst	50	5,005	1.295	0.373	4.504	3.209	248	48,435	80
100							274						86
long	20/04/09	2/11/09	196		Banco Popular	50	512	47.281	45.536		-1.746	-4	47,541	-7
					Shanghai Pudong	50	11,473	2.112	2.656		0.544	26	53,784	53
100							11						22
short	2/11/09	6/09/10	308		Resona	50	229,515	0.117	0.098	0.140	0.023	19	58,978	23
					Shinsei Bank	50	199,951	0.134	0.078	0.231	0.096	72	78,215	90
100							45						56
long	6/09/10	20/09/10	14		Banco Macro	50	9,692	4.035	4.717		0.683	17	84,831	5,786
					State Bank of India	50	60,052	0.651	0.683		0.032	5	86,767	253
100							11						1,396
short	20/09/10	6/02/12	504		Piraeus Bank	50	0	51,346.759	14,253.220	184,975.022	133,628.263	260	86,767	0
					National Bank Greece	50	5	16,274.962	5,145.654	51,475.358	35,200.396	216	262,769	130
100							216						130
long	6/02/12	9/04/12	63		Bank of Ireland	50	25,004	5.254	3.783		-1.472	-28	225,975	-85
					Aozora Bank	50	524,253	0.251	0.240		-0.010	-4	220,619	-21
100							-16						-64
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/04/12	3/09/12	147		Banca Pop Mil	50	314,574	0.351	0.448	0.253	-0.097	-28	190,023	-55
					Unicredit	50	6,029	18.295	19.258	17.331	-0.963	-5	184,216	-13
100							-17						-36
long	3/09/12	12/11/12	70		Regional	50	27,276	3.377	3.755		0.378	11	194,517	74
					Alpha Bank	50	1,144	80.460	94.060		13.600	17	210,075	126
100							14						98
short	12/11/12	7/01/13	56		Banco Popular	50	17,079	6.150	4.230	8.942	2.792	45	257,763	1,047
					Bankia	50	1,745	60.160	31.174	116.096	55.936	93	355,371	7,159
100							69						2,979
long	7/01/13	18/03/13	70		Banco BPI	50	144,005	1.234	1.356		0.122	10	372,981	64
					Shinsei Bank	50	941,075	0.189	0.225		0.036	19	406,674	147
100							14						102
short	18/03/13	23/09/13	189		Bankia	50	12,678	16.038	4.022	63.949	47.911	299	1,014,086	1,346
					Eurobank Ergasias	50	613	331.371	75.451	1,455.340	1,123.969	339	1,703,079	1,642
100							319						1,490
long	23/09/13	7/10/13	14		Banco Macro	50	255,673	3.331	3.386		0.055	2	1,717,262	54
					BBVA Banco Francés	50	266,030	3.201	3.192		-0.009	0	1,714,861	-7
100							1						20
short	7/10/13	28/10/13	21		Banif	50	69,925,836	0.012	0.010	0.015	0.003	24	1,920,303	4,082
					Eurobank Ergasias	50	13,447	63.762	85.215	42.310	-21.453	-34	1,631,830	-100
100							-5						-58
long	28/10/13	4/11/13	7		Banco Macro	50	217,218	3.756	3.620		-0.136	-4	1,602,319	-85
					BBVA Banco Francés	50	224,959	3.627	3.299		-0.328	-9	1,528,517	-99
100							-6						-97
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/11/13	18/11/13	14		Banif	50	77,693,833	0.010	0.010	0.010	-0.000	0	1,525,658	-9
					Eurobank Ergasias	50	9,562	79.924	71.508	89.330	9.406	12	1,615,601	1,719
100							6						324
long	18/11/13	9/12/13	21		Banco Macro	50	223,591	3.613	3.391		-0.222	-6	1,565,958	-67
					BBVA Banco Francés	50	226,936	3.560	3.106		-0.454	-13	1,462,990	-91
100							-9						-82
short	9/12/13	13/04/15	490		Banif	50	66,435,517	0.011	0.008	0.016	0.005	42	1,767,889	30
					Eurobank Ergasias	50	10,871	67.287	11.475	394.551	327.264	486	5,325,573	273
100							264						162
long	13/04/15	18/05/15	35		Industrial Bank	50	818,219	3.254	2.650		-0.604	-19	4,830,974	-88
					China Everbright Bk	50	3,111,944	0.856	0.757		-0.099	-12	4,523,605	-72
100							-15						-82
short	18/05/15	26/09/16	497		Alpha Bank	50	141,973	15.931	1.669	152.074	136.143	855	23,852,275	424
					Piraeus Bank	50	2,515	899.270	2.945	274,581.406	273,682.136	30,434	712m	6,581
100							15,644						4,007
long	26/09/16	17/10/16	21		Banco Macro	50	48,244,441	7.381	7.920		0.539	7	738m	241
					Sberbank	50	38,171,260	9.329	9.308		-0.021	0	737m	-4
100							4						83
short	17/10/16	31/10/16	14		Banco Comercial	50	1682,421,319	0.219	0.227	0.211	-0.008	-4	724m	-61
					Banco Popular	50	325,807,359	1.132	1.086	1.180	0.048	4	740m	196
100							0						10
long	31/10/16	14/11/16	14		Standard Chartered	50	42,968,034	8.611	8.611		0.000	0	740m	0
					Sberbank	50	39,444,033	9.381	9.381		0.000	0	740m	0
100							0						0
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	14/11/16	28/11/16	14		Banco Comercial	50	1630,844,552	0.227	0.229	0.225	-0.002	-1	737m	-20
					Banco Popular	50	340,861,204	1.086	0.912	1.292	0.206	19	807m	9,232
100							9						861
long	28/11/16	5/12/16	7		Bank of America	50	19,683,342	20.502	22.385		1.883	9	844m	9,673
					Sberbank	50	40,780,080	9.896	10.409		0.513	5	865m	1,298
100							7						3,630
short	5/12/16	12/12/16	7		Banco Popolare	50	199,177,811	2.172	2.408	1.935	-0.236	-11	818m	-100
					Banco Popular	50	419,255,709	1.032	1.092	0.972	-0.060	-6	793m	-96
100							-8						-99
long	12/12/16	13/03/17	91		Bank of America	50	17,297,754	22.916	25.485		2.569	11	837m	53
					Sberbank	50	32,849,495	12.067	11.226		-0.841	-7	810m	-25
100							2						9
short	13/03/17	17/07/17	126		Gentera	50	290,956,345	1.391	1.535	1.247	-0.144	-10	768m	-27
					Banco Comercial	50	2357,420,658	0.172	0.269	0.074	-0.098	-57	537m	-91
100							-34						-69
long	17/07/17	24/07/17	7		Commerzbank	50	22,030,332	12.196	11.629		-0.566	-5	525m	-92
					Montepio	50	243,568,594	1.103	1.102		-0.001	0	525m	-6
100							-2						-72
short	24/07/17	29/01/18	189		Gentera	50	177,225,911	1.480	0.835	2.622	1.142	77	727m	202
					Bank of Bejing	50	234,635,450	1.118	1.126	1.109	-0.008	-1	725m	-1
100							38						87
long	29/01/18	5/02/18	7		BBVA Banco Francés	50	46,752,052	7.754	7.018		-0.736	-9	691m	-99
					Banco Comercial	50	948,546,111	0.382	0.347		-0.035	-9	657m	-99
100							-9						-99
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/02/18	11/03/19	399		Gentera	50	402,531,349	0.817	0.820	0.813	-0.004	0	656m	0
					VTB Bank	50	187,292,026	1.755	1.178	2.615	0.859	49	817m	44
100							24						22
long	11/03/19	6/05/19	56		Industrial Bank	50	141,916,385	2.878	2.908		0.030	1	821m	7
					Axis Bank	50	412,667,975	0.990	1.095		0.105	11	865m	93
100							6						45
short	6/05/19	11/10/19	158		Aozora Bank	50	1738,330,475	0.249	0.243	0.255	0.006	2	875m	6
		14/10/19	161		Yes Bank	50	1775,073,497	0.244	0.056	1.056	0.813	334	2,318m	2,683
100							168						835
accum	15/05/06	14/10/19	4900	days out of 5033 invested (97%)							23,179,231		2,318m	151

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Bank	short	20/09/10	6/02/12	504	51,346.76	14,253.22	184,975.02	133,628.26	260.25	50	130.12
	short	18/05/15	26/09/16	497	899.27	2.95	274,581.41	273,682.14	30,433.82		15,216.91	35,147.79
Eurobank Ergasias	short	18/03/13	23/09/13	189	331.37	75.45	1,455.34	1,123.97	339.19		169.59
	short	7/10/13	28/10/13	21	63.76	85.22	42.31	-21.45	-33.64		-16.82
	short	4/11/13	18/11/13	14	79.92	71.51	89.33	9.41	11.77		5.88
	short	9/12/13	13/04/15	490	67.29	11.48	394.55	327.26	486.37		243.18	714.85
Alpha Bank	long	3/09/12	12/11/12	70	80.46	94.06		13.60	16.90		8.45
	short	18/05/15	26/09/16	497	15.93	1.67	152.07	136.14	854.57		427.29	471.85
Shinsei Bank	short	5/03/07	20/04/09	777	0.63	0.16	2.53	1.90	299.36		149.68
	short	2/11/09	6/09/10	308	0.13	0.08	0.23	0.10	71.53		35.77
	long	7/01/13	18/03/13	70	0.19	0.22		0.04	18.96		9.48	271.12
Bankia	short	12/11/12	7/01/13	56	60.16	31.17	116.10	55.94	92.98		46.49
	short	18/03/13	23/09/13	189	16.04	4.02	63.95	47.91	298.73		149.36	265.29
Yes Bank	short	6/05/19	14/10/19	161	0.24	0.06	1.06	0.81	333.69		166.84	166.84
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	1.30	0.37	4.50	3.21	247.70		123.85	123.85
National Bank Greece	short	20/09/10	6/02/12	504	16,274.96	5,145.65	51,475.36	35,200.40	216.29		108.14	108.14
Sberbank	long	4/09/06	5/03/07	182	12.48	21.99		9.51	76.25		38.13
	long	26/09/16	17/10/16	21	9.33	9.31		-0.02	-0.22		-0.11
	long	31/10/16	14/11/16	14	9.38	9.38		0.00	0.00		0.00
	long	28/11/16	5/12/16	7	9.90	10.41		0.51	5.19		2.59
	long	12/12/16	13/03/17	91	12.07	11.23		-0.84	-6.97		-3.49	36.61
Banif	short	7/10/13	28/10/13	21	0.01	0.01	0.02	0.00	23.96		11.98
	short	4/11/13	18/11/13	14	0.01	0.01	0.01	-0.00	-0.37		-0.19
	short	9/12/13	13/04/15	490	0.01	0.01	0.02	0.00	41.68		20.84	35.06
Gentera	short	13/03/17	17/07/17	126	1.39	1.54	1.25	-0.14	-10.35		-5.17
	short	24/07/17	29/01/18	189	1.48	0.84	2.62	1.14	77.19		38.60
	short	5/02/18	11/03/19	399	0.82	0.82	0.81	-0.00	-0.44		-0.22	31.13
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	47.28	45.54		-1.75	-3.69		-1.85
	short	12/11/12	7/01/13	56	6.15	4.23	8.94	2.79	45.40		22.70
	short	17/10/16	31/10/16	14	1.13	1.09	1.18	0.05	4.25		2.12
	short	14/11/16	28/11/16	14	1.09	0.91	1.29	0.21	19.00		9.50
	short	5/12/16	12/12/16	7	1.03	1.09	0.97	-0.06	-5.84		-2.92	30.75
VTB Bank	short	5/02/18	11/03/19	399	1.76	1.18	2.61	0.86	48.96		24.48	24.48
Shanghai Pudong	long	20/04/09	2/11/09	196	2.11	2.66		0.54	25.77		12.88	12.88
Bank of America	long	28/11/16	5/12/16	7	20.50	22.39		1.88	9.19		4.59
	long	12/12/16	13/03/17	91	22.92	25.49		2.57	11.21		5.61	10.46
Resona	short	2/11/09	6/09/10	308	0.12	0.10	0.14	0.02	19.32		9.66	9.66
Banco Macro	long	6/09/10	20/09/10	14	4.03	4.72		0.68	16.92		8.46
	long	23/09/13	7/10/13	14	3.33	3.39		0.06	1.67		0.83
	long	28/10/13	4/11/13	7	3.76	3.62		-0.14	-3.62		-1.81
	long	18/11/13	9/12/13	21	3.61	3.39		-0.22	-6.15		-3.07
	long	26/09/16	17/10/16	21	7.38	7.92		0.54	7.31		3.65	7.89
Regional	long	3/09/12	12/11/12	70	3.38	3.75		0.38	11.18		5.59	5.59
Axis Bank	long	11/03/19	6/05/19	56	0.99	1.09		0.11	10.62		5.31	5.31
Banco BPI	long	7/01/13	18/03/13	70	1.23	1.36		0.12	9.91		4.96	4.96
Intesa Sanpaolo	long	4/09/06	5/03/07	182	7.67	8.10		0.43	5.59		2.79	2.79
State Bank of India	long	6/09/10	20/09/10	14	0.65	0.68		0.03	4.95		2.48	2.48
Standard Chartered	long	31/10/16	14/11/16	14	8.61	8.61		0.00	0.00		0.00	0.00
Montepio	long	17/07/17	24/07/17	7	1.10	1.10		-0.00	-0.12		-0.06	-0.06
Bank of Bejing	short	24/07/17	29/01/18	189	1.12	1.13	1.11	-0.01	-0.75		-0.38	-0.38
Aozora Bank	long	6/02/12	9/04/12	63	0.25	0.24		-0.01	-4.08		-2.04
	short	6/05/19	11/10/19	158	0.25	0.24	0.25	0.01	2.50		1.25	-0.81
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Triodos Groenfonds	short	15/05/06	4/09/06	112	87.16	89.86	84.47	-2.69	-3.09		-1.54	-1.54
Commerzbank	long	17/07/17	24/07/17	7	12.20	11.63		-0.57	-4.64		-2.32	-2.32
Unicredit	short	9/04/12	3/09/12	147	18.29	19.26	17.33	-0.96	-5.26		-2.63	-2.63
Banco Popolare	short	5/12/16	12/12/16	7	2.17	2.41	1.94	-0.24	-10.88		-5.44	-5.44
China Everbright Bk	long	13/04/15	18/05/15	35	0.86	0.76		-0.10	-11.54		-5.77	-5.77
Swedbank	short	15/05/06	4/09/06	112	31.24	35.25	27.23	-4.01	-12.84		-6.42	-6.42
Industrial Bank	long	13/04/15	18/05/15	35	3.25	2.65		-0.60	-18.57		-9.29
	long	11/03/19	6/05/19	56	2.88	2.91		0.03	1.05		0.53	-8.81
Banca Pop Mil	short	9/04/12	3/09/12	147	0.35	0.45	0.25	-0.10	-27.74		-13.87	-13.87
Bank of Ireland	long	6/02/12	9/04/12	63	5.25	3.78		-1.47	-28.01		-14.00	-14.00
BBVA Banco Francés	long	23/09/13	7/10/13	14	3.20	3.19		-0.01	-0.28		-0.14
	long	28/10/13	4/11/13	7	3.63	3.30		-0.33	-9.05		-4.52
	long	18/11/13	9/12/13	21	3.56	3.11		-0.45	-12.75		-6.37
	long	29/01/18	5/02/18	7	7.75	7.02		-0.74	-9.49		-4.75	-14.97
Banco Comercial	short	17/10/16	31/10/16	14	0.22	0.23	0.21	-0.01	-3.53		-1.77
	short	14/11/16	28/11/16	14	0.23	0.23	0.22	-0.00	-0.87		-0.44
	short	13/03/17	17/07/17	126	0.17	0.27	0.07	-0.10	-56.90		-28.45
	long	29/01/18	5/02/18	7	0.38	0.35		-0.03	-9.16		-4.58	-33.23

Annotations

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


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