Assessment - Banks in Dollar - 7/01/24 - RS = 17
⇐
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ17
⇓ ∅-RS
SOM Banks
274.067
8/12/24
0.22
284.386
-3.63
258.115
26.271
10.18
14.82
ABN AMRO
16.400
8/12/24
0.92
16.803
-2.39
16.252
0.550
3.39
9.79
Agricultural Bank
0.637
8/12/24
0.65
0.610
4.50
0.589
0.021
3.51
15.30
American Express
237.050
8/12/24
-0.34
233.810
1.39
218.910
14.900
6.81
24.48
ANZ Banking AU
18.767
8/12/24
0.93
18.920
-0.81
18.775
0.145
0.77
9.80
ANZ Banking NZ
18.239
8/12/24
0.13
18.694
-2.44
18.830
-0.136
-0.72
8.73
L
Aozora Bank
14.637
8/09/24
3.28
16.240
-9.87
16.776
-0.536
-3.20
-11.13
L
Axis Bank
13.958
8/12/24
1.89
15.128
-7.73
13.351
1.777
13.31
19.68
Banca Generali
40.845
8/12/24
0.74
40.545
0.74
37.413
3.132
8.37
9.69
Banca Mediolanum
10.973
8/12/24
1.29
11.359
-3.40
10.860
0.499
4.59
17.11
Banco Bilbao Viz
9.572
8/12/24
0.27
10.190
-6.06
10.224
-0.034
-0.33
12.68
BBVA Banco Francés
4.407
8/12/24
0.75
4.350
1.32
2.748
1.602
58.30
24.58
Banco Comercial
0.405
8/12/24
0.16
0.372
9.00
0.287
0.084
29.38
22.53
Banco de Valores
0.373
8/12/24
-0.15
0.384
-2.71
0.313
0.070
22.49
9.78
S
Banco del Bajio
2.830
8/12/24
0.64
3.036
-6.79
3.768
-0.731
-19.42
-9.73
Banco Macro
7.315
8/12/24
0.91
7.911
-7.54
5.003
2.908
58.13
46.68
Banco BPM
6.202
8/12/24
-0.31
6.667
-6.98
6.027
0.640
10.62
21.62
Banco Sabadell
1.918
8/12/24
0.45
1.986
-3.43
1.360
0.626
46.00
46.35
Banco Santander
4.386
8/12/24
-0.24
4.770
-8.06
4.188
0.583
13.92
14.67
L
Bank of America
38.170
8/12/24
-0.29
40.010
-4.60
35.150
4.860
13.83
24.08
L
Bank of China (HK)
2.856
8/12/24
3.080
-7.28
2.691
0.389
14.45
11.13
L
Bank of China
0.435
8/12/24
1.19
0.493
-11.69
0.394
0.099
25.21
28.30
Bank of Ireland
10.095
8/12/24
-0.93
10.529
-4.12
9.151
1.378
15.06
7.85
S
Bank Montreal
81.394
8/12/24
-0.10
83.563
-2.60
91.428
-7.865
-8.60
-6.25
BNY Mellon
63.270
8/12/24
-0.80
60.110
5.26
55.490
4.620
8.33
17.43
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ17
⇓ ∅-RS
Bank Nova Scotia
44.747
8/12/24
-3.42
45.540
-1.74
49.138
-3.598
-7.32
-2.89
Bankinter
7.824
8/12/24
0.19
8.253
-5.20
6.590
1.663
25.23
21.19
BNP Paribas
63.553
8/12/24
66.148
-3.92
62.196
3.953
6.36
1.40
BPER Banca
5.111
8/12/24
-0.27
5.359
-4.62
4.130
1.229
29.75
45.61
Cdn Imp Bk Comm
50.714
8/12/24
-0.36
47.337
7.13
48.519
-1.181
-2.43
8.19
Chiba Bank
6.641
8/09/24
3.22
9.014
-26.33
8.151
0.864
10.60
19.35
L
China Constr Bk HK
0.711
8/12/24
1.46
0.739
-3.81
0.620
0.119
19.17
23.62
China Merchants Bank
4.411
8/12/24
-0.65
4.718
-6.52
4.379
0.339
7.75
7.20
L
China Merchants B HK
4.162
8/12/24
4.539
-8.32
3.809
0.730
19.16
13.96
Citigroup
57.840
8/12/24
63.430
-8.81
56.140
7.290
12.99
21.33
Commerzbank
13.322
8/12/24
0.89
15.666
-14.96
11.615
4.051
34.88
28.30
L
Commonwealth Bank
86.808
8/12/24
0.76
83.928
3.43
76.978
6.950
9.03
17.79
Credit Agricole
14.164
8/12/24
0.57
14.051
0.80
13.682
0.370
2.70
4.24
Danske Bank
28.544
8/12/24
0.15
30.075
-5.09
30.047
0.029
0.10
15.11
DBS Bank
25.033
8/12/24
1.22
26.610
-5.92
24.889
1.721
6.92
7.13
Deutsche Bank
14.274
8/12/24
0.14
16.525
-13.62
13.679
2.845
20.80
30.60
S
DNB
20.114
8/12/24
0.14
19.880
1.18
20.138
-0.258
-1.28
1.41
Erste Group Bank
49.448
8/12/24
0.37
48.364
2.24
40.389
7.976
19.75
21.01
FinecoBank
15.483
8/12/24
0.94
15.215
1.76
14.053
1.162
8.27
8.04
Fukuoka
22.522
8/09/24
5.30
27.393
-17.78
26.123
1.270
4.86
11.13
L
Hang Seng Bank
11.768
8/12/24
0.38
12.856
-8.47
11.652
1.204
10.34
5.76
L
HDFC Bank
19.902
8/12/24
0.60
20.443
-2.64
17.283
3.159
18.28
9.78
S
Heartland
0.643
8/12/24
0.95
0.589
9.28
0.726
-0.137
-18.87
-30.21
L
HSBC
814.006
8/12/24
0.22
873.423
-6.80
772.646
100.777
13.04
10.46
L
HSBC
8.240
8/12/24
0.63
8.746
-5.78
7.753
0.993
12.81
10.49
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ17
⇓ ∅-RS
IBK
9.748
8/12/24
0.37
10.015
-2.67
10.552
-0.537
-5.09
10.55
ICICI Bank
14.060
8/12/24
0.10
14.528
-3.22
13.178
1.351
10.25
19.13
IndusInd Bank
16.195
8/12/24
0.08
17.466
-7.28
18.473
-1.007
-5.45
-1.71
Ind and Comm Bk
0.823
8/12/24
1.18
0.799
2.92
0.739
0.060
8.14
16.24
L
ICBC
0.574
8/12/24
2.05
0.594
-3.45
0.514
0.080
15.62
19.96
L
Industrial Bank
2.235
8/12/24
-0.55
2.437
-8.28
2.280
0.158
6.92
10.41
Intesa Sanpaolo
3.723
8/12/24
0.54
3.842
-3.10
3.258
0.584
17.91
27.94
JP Morgan Chase
206.190
8/12/24
0.19
205.450
0.36
186.680
18.770
10.05
18.62
Jyske Bank
74.649
8/12/24
0.48
79.396
-5.98
82.300
-2.905
-3.53
5.20
S
KakaoBank
15.800
8/12/24
1.39
15.186
4.05
21.344
-6.159
-28.85
-20.04
KB Financial
59.658
8/12/24
0.73
57.561
3.64
51.858
5.703
11.00
30.65
KBC
71.415
8/12/24
-0.21
70.965
0.63
72.176
-1.212
-1.68
6.18
L
Kotak Mahindra Bank
21.250
8/12/24
0.16
21.676
-1.97
20.836
0.840
4.03
1.45
L
Lloyds Bank
71.806
8/12/24
-0.28
70.314
2.12
60.190
10.124
16.82
21.83
Mediobanca
15.049
8/12/24
0.94
15.113
-0.43
13.662
1.451
10.62
14.69
National Australia B
23.935
8/12/24
1.01
23.988
-0.22
22.249
1.739
7.82
19.77
National Bank CA
83.264
8/12/24
0.39
78.964
5.45
79.376
-0.412
-0.52
6.04
L
NatWest
422.995
8/12/24
0.48
398.217
6.22
315.332
82.885
26.28
33.15
L
Nordea Bank
11.177
8/12/24
-0.19
12.244
-8.72
12.285
-0.041
-0.33
6.30
Nordea Bank
11.266
8/12/24
-0.13
12.240
-7.95
12.278
-0.038
-0.31
6.32
OCBC
10.189
8/12/24
0.29
10.682
-4.62
9.681
1.001
10.34
10.08
Raiffeisen Bank Int
17.816
8/12/24
1.59
17.527
1.65
21.937
-4.411
-20.11
1.87
S
Regional
6.904
8/12/24
-0.39
7.521
-8.20
9.465
-1.944
-20.54
-9.25
Resona
5.594
8/09/24
3.93
6.728
-16.85
5.611
1.116
19.89
20.79
L
Royal Bank CA
108.254
8/12/24
-0.72
105.991
2.14
97.236
8.754
9.00
11.49
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ17
⇓ ∅-RS
S.E.B
14.172
8/12/24
-0.10
14.840
-4.50
14.799
0.040
0.27
15.83
Societe Generale
22.010
8/12/24
0.44
24.241
-9.20
24.701
-0.460
-1.86
-5.76
Standard Chartered
912.739
8/12/24
0.92
925.634
-1.39
866.624
59.010
6.81
7.73
L
State Bank of India
9.742
8/12/24
-1.42
10.094
-3.49
9.314
0.780
8.38
28.51
Sumitomo Mitsui Trst
20.548
8/09/24
2.72
23.030
-10.78
20.727
2.303
11.11
16.68
Suncorp-Metway
11.199
8/12/24
1.38
11.392
-1.69
10.010
1.382
13.81
20.40
S
Svenska Handelsbank
9.606
8/12/24
0.29
9.574
0.34
12.070
-2.497
-20.69
0.50
Swedbank
19.476
8/12/24
-0.86
20.934
-6.96
22.141
-1.207
-5.45
9.79
S
Toronto-Dominion
57.132
8/12/24
0.19
54.724
4.40
59.141
-4.417
-7.47
-8.78
U.S. Bancorp
41.470
8/12/24
-1.43
39.240
5.68
42.700
-3.460
-8.10
2.11
UBS
27.500
8/12/24
0.44
29.857
-7.89
28.843
1.014
3.52
12.37
L
Umweltbank
6.050
8/12/24
-1.40
6.843
-11.60
6.538
0.306
4.67
-19.11
Unicaja Banco
1.234
8/12/24
-0.86
1.401
-11.94
1.041
0.360
34.57
25.83
Unicredit
37.080
8/12/24
0.38
38.834
-4.52
33.998
4.837
14.23
36.10
L
Unipol
9.627
8/12/24
0.06
10.120
-4.88
8.162
1.958
23.98
57.14
L
United Overseas Bank
21.578
8/12/24
0.58
23.059
-6.42
20.964
2.095
9.99
8.64
Wells Fargo
52.060
8/12/24
-1.33
60.590
-14.08
55.810
4.780
8.56
22.22
Westpac Banking
18.767
8/12/24
0.61
18.096
3.71
17.381
0.715
4.11
18.84
Woori Financial
10.666
8/12/24
0.55
10.413
2.43
11.003
-0.590
-5.36
6.49
Banks - 93 out of 93 instruments rated - 7/01/24 / 3/04/24 - 68 did rise, Market-Ratio(17) in USD = 73.12 %
Technical Chart
Transactions Banks in Dollar * L17 - 42/41 (3)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
9/11/06
252
- cash -
long
9/11/06
6/18/07
280
Sberbank
33
326
10.215
18.316
8.101
79
12,641
114
Bank of East Asia
33
779
4.281
5.346
1.066
25
13,471
34
China Minsheng Bk
33
8,496
0.393
1.205
0.813
207
20,376
332
100
104
153
6/18/07
6/25/07
7
- cash -
6/25/07
7/30/07
35
China Merchants Bank
33
2,697
2.518
2.991
0.473
19
21,651
502
Hua Xia Bank
33
8,036
0.845
0.926
0.081
10
22,300
159
Shanghai Pudong
33
3,235
2.100
2.292
0.193
9
22,923
150
100
13
242
7/30/07
10/08/07
70
- cash -
10/08/07
10/15/07
7
China Merchants Bank
33
1,822
4.193
4.212
0.020
0
22,959
28
Hua Xia Bank
33
5,427
1.408
1.598
0.190
13
23,990
73,300
Shanghai Pudong
33
2,463
3.103
3.038
-0.065
-2
23,829
-67
100
4
655
10/15/07
10/29/07
14
- cash -
10/29/07
11/05/07
7
China Merchants Bank
33
1,736
4.574
4.340
-0.234
-5
23,423
-94
Hua Xia Bank
33
5,508
1.442
1.354
-0.088
-6
22,939
-96
Shanghai Pudong
33
2,424
3.277
3.113
-0.164
-5
22,541
-93
100
-5
-94
11/05/07
12/03/07
28
- cash -
12/03/07
12/17/07
14
China Merchants Bank
33
1,818
4.131
3.789
-0.342
-8
21,918
-90
Shanghai Pudong
33
2,451
3.066
2.667
-0.399
-13
20,941
-97
State Bank of India
33
12,226
0.615
0.576
-0.039
-6
20,461
-82
100
-9
-92
12/17/07
5/19/08
154
- cash -
5/19/08
5/26/08
7
Hang Seng Bank
33
368
18.533
18.701
0.169
1
20,524
60
HDFC
33
5,409
1.261
1.209
-0.052
-4
20,244
-89
Axis Bank
33
16,125
0.423
0.357
-0.066
-16
19,179
-100
100
-6
-97
5/26/08
3/30/09
308
- cash -
3/30/09
1/25/10
301
Bank of Bejing
33
7,600
0.841
1.168
0.327
39
21,663
49
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
Industrial Bank
33
5,156
1.240
1.878
0.638
51
24,951
65
Shanghai Pudong
33
3,613
1.770
2.305
0.536
30
26,886
38
100
40
51
1/25/10
3/01/10
35
- cash -
3/01/10
5/03/10
63
Aareal Bank
33
468
19.131
19.685
0.554
3
27,145
18
KBC
33
195
45.831
46.802
0.972
2
27,335
13
VTB Bank
33
1,918
4.689
4.840
0.151
3
27,624
20
100
3
17
5/03/10
5/31/10
28
- cash -
5/31/10
6/28/10
28
Banco Macro
33
3,111
2.959
2.993
0.034
1
27,729
16
KBC
33
235
39.126
40.524
1.398
4
28,058
58
VTB Bank
33
1,922
4.798
5.010
0.212
4
28,465
76
100
3
48
6/28/10
9/06/10
70
- cash -
9/06/10
11/29/10
84
Banco Macro
33
2,390
3.969
5.207
1.238
31
31,425
225
BBVA Banco Francés
33
3,345
2.837
3.950
1.113
39
35,147
321
State Bank of India
33
14,814
0.641
0.667
0.027
4
35,541
19
100
25
162
11/29/10
12/06/10
7
- cash -
12/06/10
5/16/11
161
Aareal Bank
33
448
26.442
32.817
6.375
24
38,397
63
Banco Macro
33
2,144
5.524
3.596
-1.927
-35
34,265
-62
BBVA Banco Francés
33
2,964
3.998
3.340
-0.658
-16
32,314
-33
100
-9
-19
5/16/11
12/19/11
217
- cash -
12/19/11
12/26/11
7
Banco Sabadell
33
3,274
3.289
3.248
-0.041
-1
32,178
-48
Aozora Bank
33
40,872
0.264
0.266
0.003
1
32,290
71
China Minsheng Bk
33
11,390
0.946
0.927
-0.019
-2
32,070
-66
100
-1
-33
12/26/11
1/02/12
7
- cash -
1/02/12
5/21/12
140
U.S. Bancorp
33
387
27.580
30.720
3.140
11
33,286
32
Bankinter
33
2,653
4.032
2.471
-1.560
-39
29,146
-72
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
Aozora Bank
33
37,743
0.284
0.220
-0.063
-22
26,754
-48
100
-17
-38
5/21/12
8/13/12
84
- cash -
8/13/12
6/10/13
301
Regional
33
2,510
3.553
5.678
2.125
60
32,088
77
KBC
33
396
22.495
40.787
18.292
81
39,332
106
Alpha Services
33
115
77.421
32.387
-45.034
-58
34,153
-65
100
28
34
6/10/13
7/15/13
35
- cash -
7/15/13
9/02/13
49
Lloyds Bank
33
10,851
1.049
1.151
0.102
10
35,260
100
Bank of Ireland
33
1,708
6.665
8.948
2.284
34
39,161
798
FBD
33
565
20.125
18.984
-1.141
-6
38,516
-35
100
13
145
9/02/13
9/09/13
7
- cash -
9/09/13
10/06/14
392
Banco Macro
33
3,937
3.260
5.624
2.364
72
47,822
66
BBVA Banco Francés
33
4,386
2.927
6.157
3.229
110
61,986
100
Bank of Ireland
33
1,368
9.385
11.694
2.309
25
65,144
23
100
69
63
10/06/14
10/27/14
21
- cash -
10/27/14
1/05/15
70
Banco Macro
33
3,861
5.624
5.671
0.048
1
65,328
4
BBVA Banco Francés
33
3,691
5.883
6.092
0.210
4
66,102
20
Axis Bank
33
31,243
0.695
0.815
0.120
17
69,857
130
100
7
44
1/05/15
1/19/15
14
- cash -
1/19/15
8/17/15
210
BBVA Banco Francés
33
3,384
6.880
8.583
1.703
25
75,619
47
Bank of Comm
33
22,311
1.044
1.051
0.007
1
75,776
1
China Everbright Bk
33
33,212
0.701
0.699
-0.002
0
75,702
-1
100
8
15
8/17/15
12/21/15
126
- cash -
12/21/15
1/11/16
21
Umweltbank
33
1,427
17.681
17.961
0.280
2
76,102
31
Sberbank
33
4,318
5.843
4.941
-0.903
-15
72,205
-95
Shanghai Pudong
33
8,546
2.953
2.596
-0.357
-12
69,152
-89
100
-9
-79
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/11/16
5/16/16
126
- cash -
5/16/16
7/04/16
49
Banco Macro
33
3,729
6.181
7.320
1.139
18
73,400
253
Regional
33
4,080
5.649
5.708
0.059
1
73,642
8
Sberbank
33
2,953
7.806
8.873
1.068
14
76,795
160
100
11
118
7/04/16
7/18/16
14
- cash -
7/18/16
3/26/18
616
Banco Macro
33
3,187
8.031
10.849
2.818
35
85,775
20
Sberbank
33
2,779
9.209
18.641
9.432
102
111,986
52
Axis Bank
33
30,167
0.849
0.783
-0.066
-8
110,004
-5
100
43
24
3/26/18
7/23/18
119
- cash -
7/23/18
8/13/18
21
FinecoBank
33
3,079
11.906
11.451
-0.455
-4
108,603
-49
Kotak Mahindra Bank
33
18,882
1.942
1.837
-0.105
-5
106,622
-62
Yes Bank
33
65,309
0.562
0.529
-0.032
-6
104,504
-64
100
-5
-59
8/13/18
9/24/18
42
- cash -
9/24/18
10/08/18
14
American Express
33
317
109.850
106.990
-2.860
-3
103,597
-50
FinecoBank
33
2,532
13.757
12.332
-1.426
-10
99,988
-94
Fukuoka
33
120,099
0.290
0.286
-0.004
-1
99,536
-29
100
-5
-72
10/08/18
2/11/19
126
- cash -
2/11/19
6/17/19
126
Banco Macro
33
5,808
5.712
6.565
0.853
15
104,488
50
BBVA Banco Francés
33
7,811
4.248
3.225
-1.023
-24
96,499
-55
Axis Bank
33
34,469
0.963
1.113
0.150
16
101,685
52
100
2
6
6/17/19
7/08/19
21
- cash -
7/08/19
7/29/19
21
Banco Macro
33
4,632
7.317
7.225
-0.092
-1
101,259
-20
Banca Generali
33
1,145
29.604
29.721
0.117
0
101,393
7
Sberbank
33
2,173
15.599
14.955
-0.643
-4
99,995
-52
100
-2
-25
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
7/29/19
9/16/19
49
- cash -
9/16/19
10/07/19
21
Unipol
33
6,338
5.259
5.242
-0.017
0
99,890
-5
Banca Generali
33
1,068
31.206
30.878
-0.328
-1
99,539
-17
Sberbank
33
2,242
14.866
14.075
-0.790
-5
97,767
-61
100
-2
-32
10/07/19
10/14/19
7
- cash -
10/14/19
3/02/20
140
Mediobanca
33
2,924
11.145
8.823
-2.322
-21
90,978
-46
Unipol
33
6,039
5.396
4.840
-0.556
-10
87,620
-25
Kotak Mahindra Bank
33
14,641
2.226
2.199
-0.027
-1
87,229
-3
100
-11
-26
3/02/20
7/06/20
126
- cash -
7/06/20
9/28/20
84
Deutsche Bank
33
2,917
9.966
8.479
-1.487
-15
82,892
-50
BBVA Banco Francés
33
13,179
2.206
1.634
-0.572
-26
75,353
-73
FinecoBank
33
1,986
14.636
13.654
-0.981
-7
73,404
-26
100
-16
-53
9/28/20
10/12/20
14
- cash -
10/12/20
10/19/20
7
UBI Banca
33
5,765
4.244
4.233
-0.010
0
73,343
-12
11/02/20
21
FinecoBank
33
1,682
14.544
13.980
-0.564
-4
72,395
-50
HDFC Bank
33
14,796
1.654
1.631
-0.023
-1
72,059
-21
100
-2
-27
11/02/20
11/09/20
7
- cash -
11/09/20
3/07/22
483
BBVA Banco Francés
33
12,416
1.935
1.822
-0.113
-6
70,661
-4
HDFC Bank
33
13,283
1.808
1.723
-0.085
-5
69,532
-4
IndusInd Bank
33
22,965
1.046
1.085
0.039
4
70,436
3
100
-2
-2
3/07/22
3/21/22
14
- cash -
3/21/22
5/09/22
49
Banco del Bajio
33
9,289
2.527
2.440
-0.088
-3
69,619
-23
Shinsei Bank
33
122,741
0.191
0.177
-0.015
-8
67,824
-45
Woori Financial
33
1,963,092
0.012
0.012
0.000
1
67,945
4
100
-4
-24
5/09/22
9/12/22
126
- cash -
9/12/22
9/19/22
7
Banco Macro
33
6,881
3.291
3.597
0.306
9
70,048
10,162
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
BBVA Banco Francés
33
10,194
2.222
2.352
0.130
6
71,378
1,857
Yes Bank
33
1,023,344
0.022
0.021
-0.002
-7
69,717
-98
100
3
283
9/19/22
10/24/22
35
- cash -
10/24/22
3/27/23
154
Banco Macro
33
8,124
2.861
3.423
0.563
20
74,289
53
BBVA Banco Francés
33
11,739
1.980
2.600
0.620
31
81,571
91
Bank of Ireland
33
3,202
7.257
9.732
2.475
34
89,496
100
100
28
81
3/27/23
4/03/23
7
- cash -
4/03/23
5/08/23
35
Banco Macro
33
8,381
3.559
3.620
0.061
2
90,008
19
BBVA Banco Francés
33
11,319
2.636
2.841
0.206
8
92,335
119
Unicredit
33
1,527
19.534
20.903
1.369
7
94,426
103
100
6
75
5/08/23
7/10/23
63
- cash -
7/10/23
10/30/23
112
Banco Macro
33
6,128
5.136
4.261
-0.875
-17
89,065
-46
BBVA Banco Francés
33
8,164
3.855
3.091
-0.765
-20
82,823
-51
Unicredit
33
1,344
23.409
24.931
1.522
7
84,869
23
100
-10
-29
10/30/23
11/06/23
7
- cash -
11/06/23
11/27/23
21
Banco Macro
33
5,599
5.052
7.105
2.053
41
96,364
37,426
BBVA Banco Francés
33
8,083
3.500
4.712
1.212
35
106,161
17,461
Banco de Valores
33
76,608
0.369
0.479
0.109
30
114,537
8,968
100
35
18,222
11/27/23
12/04/23
7
- cash -
12/04/23
8/12/24
252
Banco Macro
33
5,583
6.838
7.315
0.477
7
117,200
10
BBVA Banco Francés
33
8,403
4.543
4.407
-0.136
-3
116,057
-4
Banco de Valores
33
82,109
0.465
0.373
-0.092
-20
108,533
-27
100
-5
-8
accum 9/11/06
8/12/24 5073
days out of 7467 invested (68%)
985
108,533
19
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Banco Macro long 5/31/10 6/28/10 28 2.96 2.99 0.03 1.14 33 0.38
9/06/10 11/29/10 84 3.97 5.21 1.24 31.20 10.40
12/06/10 5/16/11 161 5.52 3.60 -1.93 -34.89 -11.63
9/09/13 10/06/14 392 3.26 5.62 2.36 72.49 24.16
10/27/14 1/05/15 70 5.62 5.67 0.05 0.85 0.28
5/16/16 7/04/16 49 6.18 7.32 1.14 18.43 6.14
7/18/16 3/26/18 616 8.03 10.85 2.82 35.09 11.70
2/11/19 6/17/19 126 5.71 6.56 0.85 14.93 4.98
7/08/19 7/29/19 21 7.32 7.22 -0.09 -1.26 -0.42
9/12/22 9/19/22 7 3.29 3.60 0.31 9.29 3.10
10/24/22 3/27/23 154 2.86 3.42 0.56 19.67 6.56
4/03/23 5/08/23 35 3.56 3.62 0.06 1.71 0.57
7/10/23 10/30/23 112 5.14 4.26 -0.87 -17.04 -5.68
11/06/23 11/27/23 21 5.05 7.10 2.05 40.64 13.55
12/04/23 8/12/24 252 6.84 7.31 0.48 6.98 2.33 82.98
China Minsheng Bk 9/11/06 6/18/07 280 0.39 1.21 0.81 207.03 69.01
12/19/11 12/26/11 7 0.95 0.93 -0.02 -2.04 -0.68 67.86
Sberbank 9/11/06 6/18/07 280 10.22 18.32 8.10 79.30 26.43
12/21/15 1/11/16 21 5.84 4.94 -0.90 -15.45 -5.15
5/16/16 7/04/16 49 7.81 8.87 1.07 13.68 4.56
7/18/16 3/26/18 616 9.21 18.64 9.43 102.42 34.14
7/08/19 7/29/19 21 15.60 14.96 -0.64 -4.12 -1.37
9/16/19 10/07/19 21 14.87 14.08 -0.79 -5.32 -1.77 62.95
BBVA Banco Francés 9/06/10 11/29/10 84 2.84 3.95 1.11 39.23 13.08
12/06/10 5/16/11 161 4.00 3.34 -0.66 -16.47 -5.49
9/09/13 10/06/14 392 2.93 6.16 3.23 110.32 36.77
10/27/14 1/05/15 70 5.88 6.09 0.21 3.56 1.19
1/19/15 8/17/15 210 6.88 8.58 1.70 24.75 8.25
2/11/19 6/17/19 126 4.25 3.22 -1.02 -24.08 -8.03
7/06/20 9/28/20 84 2.21 1.63 -0.57 -25.93 -8.64
11/09/20 3/07/22 483 1.93 1.82 -0.11 -5.82 -1.94
9/12/22 9/19/22 7 2.22 2.35 0.13 5.87 1.96
10/24/22 3/27/23 154 1.98 2.60 0.62 31.34 10.45
4/03/23 5/08/23 35 2.64 2.84 0.21 7.80 2.60
7/10/23 10/30/23 112 3.86 3.09 -0.76 -19.83 -6.61
11/06/23 11/27/23 21 3.50 4.71 1.21 34.63 11.54
12/04/23 8/12/24 252 4.54 4.41 -0.14 -2.99 -1.00 57.18
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Bank of Ireland 7/15/13 9/02/13 49 6.66 8.95 2.28 34.27 11.42
9/09/13 10/06/14 392 9.39 11.69 2.31 24.60 8.20
10/24/22 3/27/23 154 7.26 9.73 2.48 34.11 11.37 34.27
KBC 3/01/10 5/03/10 63 45.83 46.80 0.97 2.12 0.71
5/31/10 6/28/10 28 39.13 40.52 1.40 3.57 1.19
8/13/12 6/10/13 301 22.50 40.79 18.29 81.32 27.11 29.53
Regional 8/13/12 6/10/13 301 3.55 5.68 2.13 59.81 19.94
5/16/16 7/04/16 49 5.65 5.71 0.06 1.05 0.35 20.36
Industrial Bank 3/30/09 1/25/10 301 1.24 1.88 0.64 51.44 17.15 17.15
Bank of Bejing 3/30/09 1/25/10 301 0.84 1.17 0.33 38.85 12.95 12.95
Aareal Bank 3/01/10 5/03/10 63 19.13 19.69 0.55 2.90 0.97
12/06/10 5/16/11 161 26.44 32.82 6.38 24.11 8.04 9.08
Bank of East Asia 9/11/06 6/18/07 280 4.28 5.35 1.07 24.89 8.30 8.30
Hua Xia Bank 6/25/07 7/30/07 35 0.85 0.93 0.08 9.56 3.19
10/08/07 10/15/07 7 1.41 1.60 0.19 13.49 4.50
10/29/07 11/05/07 7 1.44 1.35 -0.09 -6.09 -2.03 5.64
Unicredit 4/03/23 5/08/23 35 19.53 20.90 1.37 7.01 2.34
7/10/23 10/30/23 112 23.41 24.93 1.52 6.50 2.17 4.56
U.S. Bancorp 1/02/12 5/21/12 140 27.58 30.72 3.14 11.39 3.80 3.80
Lloyds Bank 7/15/13 9/02/13 49 1.05 1.15 0.10 9.73 3.24 3.24
Axis Bank 5/19/08 5/26/08 7 0.42 0.36 -0.07 -15.62 -5.21
10/27/14 1/05/15 70 0.70 0.82 0.12 17.29 5.76
7/18/16 3/26/18 616 0.85 0.78 -0.07 -7.74 -2.58
2/11/19 6/17/19 126 0.96 1.11 0.15 15.63 5.21 2.76
Banco de Valores 11/06/23 11/27/23 21 0.37 0.48 0.11 29.61 9.87
12/04/23 8/12/24 252 0.47 0.37 -0.09 -19.70 -6.57 2.65
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
VTB Bank 3/01/10 5/03/10 63 4.69 4.84 0.15 3.22 1.07
5/31/10 6/28/10 28 4.80 5.01 0.21 4.42 1.47 2.56
China Merchants Bank 6/25/07 7/30/07 35 2.52 2.99 0.47 18.77 6.26
10/08/07 10/15/07 7 4.19 4.21 0.02 0.47 0.16
10/29/07 11/05/07 7 4.57 4.34 -0.23 -5.11 -1.70
12/03/07 12/17/07 14 4.13 3.79 -0.34 -8.29 -2.76 1.72
Shanghai Pudong 6/25/07 7/30/07 35 2.10 2.29 0.19 9.18 3.06
10/08/07 10/15/07 7 3.10 3.04 -0.07 -2.10 -0.70
10/29/07 11/05/07 7 3.28 3.11 -0.16 -5.01 -1.67
12/03/07 12/17/07 14 3.07 2.67 -0.40 -13.01 -4.34
3/30/09 1/25/10 301 1.77 2.31 0.54 30.26 10.09
12/21/15 1/11/16 21 2.95 2.60 -0.36 -12.10 -4.03 1.70
IndusInd Bank 11/09/20 3/07/22 483 1.05 1.09 0.04 3.76 1.25 1.25
Umweltbank 12/21/15 1/11/16 21 17.68 17.96 0.28 1.58 0.53 0.53
Hang Seng Bank 5/19/08 5/26/08 7 18.53 18.70 0.17 0.91 0.30 0.30
Bank of Comm 1/19/15 8/17/15 210 1.04 1.05 0.01 0.68 0.23 0.23
Woori Financial 3/21/22 5/09/22 49 0.01 0.01 0.00 0.51 0.17 0.17
UBI Banca 10/12/20 10/19/20 7 4.24 4.23 -0.01 -0.25 -0.08 -0.08
China Everbright Bk 1/19/15 8/17/15 210 0.70 0.70 -0.00 -0.32 -0.11 -0.11
Banca Generali 7/08/19 7/29/19 21 29.60 29.72 0.12 0.40 0.13
9/16/19 10/07/19 21 31.21 30.88 -0.33 -1.05 -0.35 -0.22
Banco Sabadell 12/19/11 12/26/11 7 3.29 3.25 -0.04 -1.26 -0.42 -0.42
Fukuoka 9/24/18 10/08/18 14 0.29 0.29 -0.00 -1.30 -0.43 -0.43
State Bank of India 12/03/07 12/17/07 14 0.61 0.58 -0.04 -6.38 -2.13
9/06/10 11/29/10 84 0.64 0.67 0.03 4.16 1.39 -0.77
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
American Express 9/24/18 10/08/18 14 109.85 106.99 -2.86 -2.60 -0.87 -0.87
Banco del Bajio 3/21/22 5/09/22 49 2.53 2.44 -0.09 -3.48 -1.16 -1.16
HDFC 5/19/08 5/26/08 7 1.26 1.21 -0.05 -4.10 -1.37 -1.37
FBD 7/15/13 9/02/13 49 20.12 18.98 -1.14 -5.67 -1.89 -1.89
HDFC Bank 10/12/20 11/02/20 21 1.65 1.63 -0.02 -1.37 -0.46
11/09/20 3/07/22 483 1.81 1.72 -0.09 -4.70 -1.57 -2.02
Kotak Mahindra Bank 7/23/18 8/13/18 21 1.94 1.84 -0.10 -5.40 -1.80
10/14/19 3/02/20 140 2.23 2.20 -0.03 -1.20 -0.40 -2.19
Shinsei Bank 3/21/22 5/09/22 49 0.19 0.18 -0.01 -7.65 -2.55 -2.55
Unipol 9/16/19 10/07/19 21 5.26 5.24 -0.02 -0.32 -0.11
10/14/19 3/02/20 140 5.40 4.84 -0.56 -10.31 -3.44 -3.54
Yes Bank 7/23/18 8/13/18 21 0.56 0.53 -0.03 -5.78 -1.93
9/12/22 9/19/22 7 0.02 0.02 -0.00 -7.33 -2.44 -4.32
Deutsche Bank 7/06/20 9/28/20 84 9.97 8.48 -1.49 -14.92 -4.97 -4.97
Mediobanca 10/14/19 3/02/20 140 11.14 8.82 -2.32 -20.83 -6.94 -6.94
Aozora Bank 12/19/11 12/26/11 7 0.26 0.27 0.00 1.03 0.34
1/02/12 5/21/12 140 0.28 0.22 -0.06 -22.36 -7.45 -7.13
FinecoBank 7/23/18 8/13/18 21 11.91 11.45 -0.46 -3.82 -1.27
9/24/18 10/08/18 14 13.76 12.33 -1.43 -10.36 -3.45
7/06/20 9/28/20 84 14.64 13.65 -0.98 -6.71 -2.24
10/12/20 11/02/20 21 14.54 13.98 -0.56 -3.88 -1.29 -8.02
Bankinter 1/02/12 5/21/12 140 4.03 2.47 -1.56 -38.70 -12.90 -12.90
Alpha Services 8/13/12 6/10/13 301 77.42 32.39 -45.03 -58.17 -19.39 -19.39
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.
write an annotation