Share-o-matic

Sat, Dec 6th, 2025, 7:50UTC

Assessment - Banks in Pound sterling - 7/01/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		SOM Banks	216.794	8/12/24	0.22	224.957	-3.63	215.508	9.448	4.38	16.91
		Banco Macro	5.786	8/12/24	0.91	6.258	-7.54	5.178	1.080	20.85	46.09
		BBVA Banco Francés	3.486	8/12/24	0.75	3.441	1.32	2.852	0.589	20.65	24.14
		Banco de Valores	0.295	8/12/24	-0.15	0.304	-2.71	0.236	0.068	28.86	9.43
	L	Unipol	7.615	8/12/24	0.06	8.005	-4.88	6.648	1.357	20.41	56.50
		Banco Sabadell	1.517	8/12/24	0.45	1.571	-3.43	1.246	0.325	26.12	45.78
		KB Financial	47.191	8/12/24	0.73	45.532	3.64	40.264	5.268	13.08	30.19
		BPER Banca	4.043	8/12/24	-0.27	4.239	-4.62	3.750	0.489	13.05	45.03
	L	NatWest	334.600	8/12/24	0.48	315.000	6.22	265.500	49.500	18.64	30.05
	L	State Bank of India	7.706	8/12/24	-1.42	7.984	-3.49	7.248	0.737	10.16	27.99
		Unicredit	29.332	8/12/24	0.38	30.719	-4.52	30.113	0.606	2.01	35.56
		Deutsche Bank	11.291	8/12/24	0.14	13.072	-13.62	12.483	0.588	4.71	30.07
	L	Bank of China	0.344	8/12/24	1.19	0.390	-11.69	0.329	0.061	18.54	27.81
		American Express	187.513	8/12/24	-0.34	184.950	1.39	181.349	3.601	1.99	26.28
	L	Bank of America	30.193	8/12/24	-0.29	31.649	-4.60	29.894	1.755	5.87	24.41
		Commerzbank	10.538	8/12/24	0.89	12.392	-14.96	10.898	1.494	13.71	27.78
		Chiba Bank	5.253	8/09/24	3.22	7.131	-26.33	6.472	0.658	10.17	18.96
		Wells Fargo	41.181	8/12/24	-1.33	47.928	-14.08	45.901	2.027	4.42	25.84
		Intesa Sanpaolo	2.945	8/12/24	0.54	3.039	-3.10	2.879	0.160	5.55	27.42
		Bankinter	6.189	8/12/24	0.19	6.528	-5.20	5.806	0.722	12.44	20.74
		Citigroup	45.753	8/12/24		50.175	-8.81	50.562	-0.387	-0.77	27.06
		Unicaja Banco	0.976	8/12/24	-0.86	1.108	-11.94	0.982	0.126	12.85	25.38
		Sumitomo Mitsui Trst	16.254	8/09/24	2.72	18.217	-10.78	16.739	1.478	8.83	16.26
		Banco Comercial	0.321	8/12/24	0.16	0.294	9.00	0.268	0.026	9.89	22.13
	L	Lloyds Bank	56.800	8/12/24	-0.28	55.620	2.12	51.760	3.860	7.46	19.38
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		JP Morgan Chase	163.102	8/12/24	0.19	162.516	0.36	158.506	4.010	2.53	23.75
	L	China Constr Bk HK	0.562	8/12/24	1.46	0.584	-3.81	0.481	0.104	21.57	23.17
		Resona	4.425	8/09/24	3.93	5.322	-16.85	4.856	0.465	9.58	20.40
		Banco BPM	4.906	8/12/24	-0.31	5.274	-6.98	5.280	-0.006	-0.12	21.18
		UBS	21.753	8/12/24	0.44	23.618	-7.89	24.436	-0.818	-3.35	11.98
		BNY Mellon	50.048	8/12/24	-0.80	47.549	5.26	45.383	2.165	4.77	20.24
		Erste Group Bank	39.114	8/12/24	0.37	38.258	2.24	35.356	2.901	8.21	20.52
		Banca Mediolanum	8.680	8/12/24	1.29	8.985	-3.40	8.715	0.270	3.10	16.62
		Westpac Banking	14.846	8/12/24	0.61	14.314	3.71	13.493	0.821	6.09	18.35
		National Australia B	18.933	8/12/24	1.01	18.975	-0.22	17.908	1.067	5.96	19.32
	L	Commonwealth Bank	68.667	8/12/24	0.76	66.389	3.43	62.212	4.177	6.71	17.31
		Banco Santander	3.469	8/12/24	-0.24	3.774	-8.06	3.871	-0.097	-2.51	14.23
		Danske Bank	22.579	8/12/24	0.15	23.790	-5.09	23.714	0.077	0.32	14.65
		Suncorp-Metway	8.859	8/12/24	1.38	9.012	-1.69	8.468	0.544	6.42	19.93
	L	Axis Bank	11.041	8/12/24	1.89	11.967	-7.73	10.066	1.901	18.89	19.25
	L	Hang Seng Bank	9.309	8/12/24	0.38	10.170	-8.47	8.723	1.446	16.58	5.36
		Mediobanca	11.904	8/12/24	0.94	11.955	-0.43	11.822	0.132	1.12	14.27
	L	Bank of China (HK)	2.259	8/12/24		2.436	-7.28	2.134	0.302	14.17	10.73
	L	ICBC	0.454	8/12/24	2.05	0.470	-3.45	0.401	0.069	17.12	19.54
		S.E.B	11.211	8/12/24	-0.10	11.739	-4.50	10.695	1.043	9.75	15.38
		Fukuoka	17.816	8/09/24	5.30	21.669	-17.78	20.628	1.040	5.04	10.79
	L	Royal Bank CA	85.632	8/12/24	-0.72	83.841	2.14	79.852	3.990	5.00	11.02
		Cdn Imp Bk Comm	40.116	8/12/24	-0.36	37.445	7.13	40.090	-2.645	-6.60	7.72
	L	China Merchants B HK	3.292	8/12/24		3.591	-8.32	3.152	0.438	13.91	13.56
		ANZ Banking AU	14.846	8/12/24	0.93	14.967	-0.81	15.199	-0.232	-1.53	9.39
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		IBK	7.711	8/12/24	0.37	7.922	-2.67	7.835	0.087	1.12	10.16
		ANZ Banking NZ	14.427	8/12/24	0.13	14.787	-2.44	15.127	-0.340	-2.25	8.32
		Ind and Comm Bk	0.651	8/12/24	1.18	0.632	2.92	0.583	0.049	8.39	15.82
		ICICI Bank	11.122	8/12/24	0.10	11.492	-3.22	10.510	0.982	9.34	18.68
		Bank of Ireland	7.986	8/12/24	-0.93	8.329	-4.12	8.090	0.239	2.95	7.45
		Agricultural Bank	0.504	8/12/24	0.65	0.482	4.50	0.466	0.016	3.41	14.88
	L	HSBC	6.518	8/12/24	0.63	6.918	-5.78	6.228	0.690	11.08	10.09
		Banco Bilbao Viz	7.572	8/12/24	0.27	8.060	-6.06	9.451	-1.391	-14.71	12.26
	L	Industrial Bank	1.768	8/12/24	-0.55	1.928	-8.28	1.745	0.183	10.47	10.02
	L	HSBC	643.900	8/12/24	0.22	690.900	-6.80	619.000	71.900	11.62	9.01
		FinecoBank	12.248	8/12/24	0.94	12.036	1.76	11.887	0.149	1.25	7.54
		Banca Generali	32.310	8/12/24	0.74	32.072	0.74	31.521	0.551	1.75	9.27
		ABN AMRO	12.973	8/12/24	0.92	13.291	-2.39	13.569	-0.278	-2.05	9.33
		OCBC	8.059	8/12/24	0.29	8.450	-4.62	7.991	0.459	5.75	9.69
		Jyske Bank	59.049	8/12/24	0.48	62.804	-5.98	66.871	-4.067	-6.08	4.80
		Woori Financial	8.437	8/12/24	0.55	8.237	2.43	8.282	-0.045	-0.55	6.11
	L	United Overseas Bank	17.069	8/12/24	0.58	18.240	-6.42	17.349	0.892	5.14	8.25
	L	Nordea Bank	8.841	8/12/24	-0.19	9.685	-8.72	8.963	0.722	8.06	5.90
		DBS Bank	19.802	8/12/24	1.22	21.049	-5.92	21.161	-0.112	-0.53	6.75
		KBC	56.491	8/12/24	-0.21	56.135	0.63	59.429	-3.294	-5.54	5.71
		China Merchants Bank	3.489	8/12/24	-0.65	3.732	-6.52	3.599	0.134	3.71	6.82
		Standard Chartered	722.000	8/12/24	0.92	732.200	-1.39	671.400	60.800	9.06	5.64
		National Bank CA	65.864	8/12/24	0.39	62.462	5.45	66.684	-4.222	-6.33	5.58
		Swedbank	15.406	8/12/24	-0.86	16.559	-6.96	15.665	0.894	5.71	9.37
		Nordea Bank	8.912	8/12/24	-0.13	9.682	-7.95	8.795	0.886	10.08	5.91
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		Credit Agricole	11.204	8/12/24	0.57	11.115	0.80	11.828	-0.713	-6.03	3.84
	L	HDFC Bank	15.743	8/12/24	0.60	16.171	-2.64	14.055	2.116	15.05	9.38
		IndusInd Bank	12.810	8/12/24	0.08	13.816	-7.28	14.742	-0.926	-6.28	-2.05
		U.S. Bancorp	32.804	8/12/24	-1.43	31.040	5.68	35.017	-3.977	-11.36	1.73
		Raiffeisen Bank Int	14.093	8/12/24	1.59	13.864	1.65	15.803	-1.939	-12.27	1.42
		Bank Nova Scotia	35.396	8/12/24	-3.42	36.023	-1.74	40.108	-4.084	-10.18	-3.28
	S	DNB	15.911	8/12/24	0.14	15.726	1.18	15.642	0.083	0.53	1.04
	S	Svenska Handelsbank	7.599	8/12/24	0.29	7.573	0.34	7.987	-0.415	-5.19	0.12
		BNP Paribas	50.272	8/12/24		52.325	-3.92	56.381	-4.056	-7.19	1.02
	L	Kotak Mahindra Bank	16.809	8/12/24	0.16	17.147	-1.97	17.116	0.031	0.18	1.08
	S	Bank Montreal	64.385	8/12/24	-0.10	66.100	-2.60	77.751	-11.651	-14.98	-6.64
	L	Aozora Bank	11.578	8/09/24	3.28	12.846	-9.87	12.745	0.101	0.80	-11.41
		Societe Generale	17.411	8/12/24	0.44	19.175	-9.20	21.239	-2.064	-9.72	-6.14
	S	Toronto-Dominion	45.193	8/12/24	0.19	43.288	4.40	47.977	-4.689	-9.77	-9.12
	S	Banco del Bajio	2.239	8/12/24	0.64	2.402	-6.79	3.065	-0.664	-21.66	-10.07
	S	Regional	5.461	8/12/24	-0.39	5.949	-8.20	7.886	-1.937	-24.56	-9.60
	L	Umweltbank	4.785	8/12/24	-1.40	5.413	-11.60	6.849	-1.435	-20.96	-19.44
	S	KakaoBank	12.499	8/12/24	1.39	12.012	4.05	16.129	-4.117	-25.52	-20.38
	S	Heartland	0.509	8/12/24	0.95	0.466	9.28	0.607	-0.141	-23.28	-30.42
Banks - 93 out of 93 instruments rated - 7/01/24 / 4/01/24 - 64 did rise, Market-Ratio(13) in GBP = 68.82 %

Technical Chart

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

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

Transactions Banks in Pound sterling * 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	130	38.419	38.334	38.505	0.086	0	10,011	1
					Swedbank	50	363	13.771	15.039	12.502	-1.269	-9	9,551	-27
100							-4						-14
long	9/04/06	3/05/07	182		Intesa Sanpaolo	50	1,459	3.272	3.417		0.144	4	9,761	9
					Sberbank	50	897	5.322	9.276		3.954	74	13,308	205
100							39						95
short	3/05/07	4/20/09	777		Shinsei Bank	50	24,893	0.267	0.092	0.777	0.509	191	25,986	65
					Sumitomo Mitsui Trst	50	24,352	0.273	0.108	0.691	0.418	153	36,164	55
100							172						60
long	4/20/09	11/02/09	196		Banco Popular	50	659	27.418	26.978		-0.440	-2	35,875	-3
					Shanghai Pudong	50	14,778	1.224	1.573		0.349	28	41,031	60
100							13						27
short	11/02/09	9/06/10	308		Resona	50	295,535	0.069	0.062	0.077	0.008	11	43,301	13
					Shinsei Bank	50	257,466	0.080	0.050	0.127	0.048	60	55,536	74
100							35						43
long	9/06/10	9/20/10	14		Banco Macro	50	10,809	2.569	2.989		0.420	16	60,075	5,082
					State Bank of India	50	66,973	0.415	0.433		0.018	4	61,308	210
100							10						1,217
short	9/20/10	2/06/12	504		Piraeus Financial	50	0	536,762.219	161,951.460	1,779,012.552	1,242,250.333	231	61,308	0
					National Bank Greece	50	5	10,311.098	3,543.468	30,004.152	19,693.053	191	159,773	117
100							191						117
long	2/06/12	4/09/12	63		Bank of Ireland	50	22,078	3.618	2.599		-1.020	-28	137,262	-85
					Aozora Bank	50	462,883	0.173	0.165		-0.007	-4	133,822	-23
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	277,754	0.241	0.296	0.186	-0.055	-23	118,601	-47
					Unicredit	50	5,323	12.568	12.713	12.423	-0.145	-1	117,828	-3
100							-12						-27
long	9/03/12	11/12/12	70		Regional	50	26,427	2.229	2.490		0.260	12	124,705	78
					Alpha Services	50	1,109	53.118	62.369		9.251	17	134,964	131
100							15						103
short	11/12/12	1/07/13	56		Banco Popular	50	16,548	4.078	2.846	5.843	1.765	43	164,169	942
					Bankia	50	1,691	39.890	20.977	75.856	35.965	90	224,986	6,496
100							67						2,698
long	1/07/13	3/18/13	70		Banco BPI	50	135,488	0.830	0.956		0.126	15	242,011	109
					Shinsei Bank	50	885,416	0.127	0.158		0.031	25	269,702	215
100							20						157
short	3/18/13	9/23/13	189		Bankia	50	11,928	11.305	2.728	46.848	35.543	314	693,657	1,457
					Eurobank Ergasias	50	577	233.577	51.173	1,066.154	832.577	356	1,174,054	1,777
100							335						1,613
long	9/23/13	10/07/13	14		Banco Macro	50	259,874	2.259	2.330		0.071	3	1,192,411	123
					BBVA Banco Francés	50	270,400	2.171	2.196		0.025	1	1,199,173	35
100							2						74
short	10/07/13	10/28/13	21		Banif	50	71,074,713	0.008	0.007	0.010	0.002	23	1,338,763	3,701
					Eurobank Ergasias	50	13,668	43.867	58.940	28.795	-15.073	-34	1,132,751	-100
100							-6						-63
long	10/28/13	11/04/13	7		Banco Macro	50	218,003	2.598	2.492		-0.106	-4	1,109,592	-89
					BBVA Banco Francés	50	225,772	2.509	2.271		-0.238	-9	1,055,839	-99
100							-7						-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	77,974,655	0.007	0.007	0.007	0.000	0	1,058,147	12
					Eurobank Ergasias	50	9,596	55.010	48.633	62.222	7.213	13	1,127,359	2,383
100							7						452
long	11/18/13	12/09/13	21		Banco Macro	50	229,407	2.457	2.318		-0.139	-6	1,095,427	-64
					BBVA Banco Francés	50	232,839	2.421	2.123		-0.298	-12	1,026,096	-90
100							-9						-81
short	12/09/13	4/13/15	490		Banif	50	68,163,732	0.008	0.005	0.011	0.003	40	1,228,767	28
					Eurobank Ergasias	50	11,154	45.997	7.995	264.614	218.618	475	3,667,229	268
100							257						158
long	4/13/15	5/18/15	35		Industrial Bank	50	808,657	2.267	1.827		-0.440	-19	3,311,385	-89
					China Everbright Bk	50	3,075,577	0.596	0.522		-0.074	-12	3,083,152	-75
100							-16						-84
short	5/18/15	9/26/16	497		Alpha Services	50	140,314	10.987	1.327	90.942	79.955	728	14,301,964	372
					Piraeus Financial	50	150	10,232.680	38.647	2,709,327.843	2,699,095.163	26,377	419m	5,917
100							13,525						3,594
long	9/26/16	10/17/16	21		Banco Macro	50	35,705,073	5.870	6.569		0.699	12	444m	607
					Sberbank	50	28,250,043	7.419	7.720		0.301	4	453m	100
100							8						280
short	10/17/16	10/31/16	14		Banco Comercial	50	1245,137,751	0.182	0.188	0.176	-0.006	-3	445m	-57
					Banco Popular	50	241,125,714	0.939	0.897	0.982	0.043	5	456m	222
100							1						20
long	10/31/16	11/14/16	14		Standard Chartered	50	32,016,951	7.119	7.119		0.000	0	456m	0
					Sberbank	50	29,391,100	7.755	7.755		0.000	0	456m	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	1215,198,093	0.188	0.182	0.194	0.006	3	463m	131
					Banco Popular	50	253,987,349	0.897	0.724	1.112	0.215	24	518m	26,926
100							14						2,688
long	11/28/16	12/05/16	7		Bank of America	50	15,915,150	16.271	17.479		1.207	7	537m	4,077
					Sberbank	50	32,973,113	7.854	8.128		0.274	3	546m	497
100							5						1,494
short	12/05/16	12/12/16	7		Banco Popolare	50	161,047,078	1.696	1.874	1.517	-0.179	-11	517m	-100
					Banco Popular	50	338,993,116	0.806	0.850	0.761	-0.044	-6	502m	-95
100							-8						-99
long	12/12/16	3/13/17	91		Bank of America	50	14,081,580	17.837	20.703		2.865	16	543m	82
					Sberbank	50	26,741,781	9.393	9.119		-0.274	-3	535m	-11
100							7						29
short	3/13/17	7/17/17	126		Gentera	50	236,858,776	1.130	1.221	1.039	-0.091	-8	514m	-22
					Banco Comercial	50	1919,105,012	0.139	0.214	0.065	-0.075	-54	370m	-89
100							-31						-66
long	7/17/17	7/24/17	7		Commerzbank	50	19,073,226	9.702	9.433		-0.269	-3	365m	-77
					Montepio	50	210,874,664	0.878	0.894		0.016	2	368m	159
100							0						-22
short	7/24/17	1/29/18	189		Gentera	50	153,437,076	1.200	0.634	2.275	1.074	89	533m	244
					Bank of Bejing	50	203,140,598	0.907	0.854	0.962	0.056	6	544m	12
100							48						113
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	46,283,424	5.882	5.356		-0.526	-9	520m	-99
					Banco Comercial	50	939,038,207	0.290	0.265		-0.025	-9	497m	-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	398,496,514	0.623	0.622	0.624	0.001	0	497m	0
					VTB Bank	50	185,414,668	1.339	0.894	2.007	0.667	50	621m	45
100							25						23
long	3/11/19	5/06/19	56		Industrial Bank	50	142,120,436	2.184	2.183		-0.001	0	621m	0
					Axis Bank	50	413,261,321	0.751	0.822		0.071	9	650m	80
100							5						35
short	5/06/19	11/11/19	189		Aozora Bank	50	1740,829,895	0.187	0.202	0.171	-0.016	-8	623m	-15
					Yes Bank	50	1777,625,746	0.183	0.079	0.421	0.239	131	1,047m	402
100							61						151
long	11/11/19	12/09/19	28		Banca Generali	50	19,731,165	26.526	25.242		-1.284	-5	1,021m	-48
					ICICI Bank	50	970,003,408	0.540	0.564		0.024	4	1,045m	76
100							0						-3
short	12/09/19	12/23/19	14		Indiabulls HF	50	1884,634,349	0.277	0.321	0.234	-0.044	-16	962m	-99
					Yes Bank	50	8676,018,934	0.060	0.054	0.067	0.007	12	1,024m	1,727
100							-2						-41
long	12/23/19	1/20/20	28		Banco Macro	50	151,462,687	3.380	3.534		0.154	5	1,047m	79
					ICICI Bank	50	872,526,162	0.587	0.556		-0.031	-5	1,020m	-51
100							0						-5
short	1/20/20	6/22/20	154		Indiabulls HF	50	1585,090,570	0.322	0.256	0.404	0.082	26	1,150m	71
					Yes Bank	50	10686,634,993	0.048	0.029	0.078	0.030	62	1,468m	215
100							44						137
long	6/22/20	7/27/20	35		BBVA Banco Francés	50	465,614,830	1.577	1.961		0.385	24	1,647m	873
					FinecoBank	50	67,113,411	10.940	11.678		0.738	7	1,697m	98
100							16						352
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	324,804,333	2.612	4.840	0.385	-2.228	-85	973m	-100
					Yes Bank	50	66442,879,859	0.013	0.015	0.010	-0.002	-19	809m	-94
100							-52						-100
long	8/24/20	8/31/20	7		BBVA Banco Francés	50	269,790,802	1.500	1.502		0.002	0	810m	9
					UBI Banca	50	121,381,356	3.334	3.241		-0.093	-3	799m	-77
100							-1						-50
short	8/31/20	11/23/20	84		Gentera	50	1630,758,479	0.245	0.299	0.190	-0.055	-22	710m	-67
					Yes Bank	50	27260,952,453	0.015	0.015	0.015	-0.000	0	708m	-1
100							-11						-41
long	11/23/20	6/07/21	196		IndusInd Bank	50	412,848,223	0.858	0.992		0.134	16	764m	31
					Kotak Mahindra Bank	50	184,850,108	1.916	1.756		-0.160	-8	734m	-15
100							4						7
short	6/07/21	10/11/21	126		Credit Suisse	50	47,096,641	7.795	7.658	7.934	0.139	2	741m	5
					China Minsheng Bk	50	711,803,557	0.516	0.453	0.587	0.071	14	791m	45
100							8						24
long	10/11/21	11/22/21	42		BBVA Banco Francés	50	220,901,334	1.791	1.756		-0.035	-2	784m	-16
					Banco Sabadell	50	658,853,767	0.600	0.525		-0.075	-13	734m	-69
100							-7						-48
short	11/22/21	12/05/22	378		Bank of East Asia	50	317,387,126	1.156	0.992	1.348	0.192	17	795m	16
					China Minsheng Bk	50	804,389,893	0.456	0.419	0.497	0.041	9	828m	9
100							13						12
long	12/05/22	12/12/22	7		BBVA Banco Francés	50	261,367,345	1.583	1.561		-0.023	-1	822m	-53
					Banco del Bajio	50	164,599,551	2.514	2.507		-0.007	0	821m	-13
100							-1						-36
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	12/12/22	12/26/22	14		Credit Suisse	50	152,701,154	2.687	2.530	2.853	0.166	6	846m	379
					Cdn Imp Bk Comm	50	11,946,893	34.344	33.384	35.331	0.987	3	858m	109
100							5						218
long	12/26/22	3/13/23	77		Banco Macro	50	170,122,384	2.521	2.988		0.467	19	937m	124
					BBVA Banco Francés	50	222,204,057	1.930	2.334		0.403	21	1,027m	146
100							20						135
short	3/13/23	6/12/23	91		Credit Suisse	50	252,288,500	2.035	0.718	5.766	3.731	183	1,968m	6,419
		1/29/24	322		U.S. Bancorp	50	17,114,904	29.998	33.849	26.146	-3.852	-13	1,902m	-14
100							85						101
long	1/29/24	2/12/24	14		Banco Macro	50	241,719,532	3.935	3.510		-0.425	-11	1,799m	-95
					BBVA Banco Francés	50	390,460,168	2.436	2.112		-0.324	-13	1,673m	-98
100							-12						-96
short	2/12/24	3/04/24	21		Umweltbank	50	132,489,013	6.313	5.148	7.743	1.429	23	1,862m	3,370
					Heartland	50	1411,377,025	0.593	0.571	0.615	0.022	4	1,893m	89
100							13						760
long	3/04/24	6/17/24	105		Banco Macro	50	240,316,805	3.939	7.084		3.145	80	2,649m	669
					BBVA Banco Francés	50	437,514,171	2.164	3.867		1.703	79	3,394m	652
100							79						661
short	6/17/24	8/12/24	56		Heartland	50	3662,861,346	0.463	0.509	0.418	-0.046	-10	3,227m	-49
					KakaoBank	50	139678,283,313	0.012	0.012	0.012	-0.000	-3	3,178m	-17
100							-6						-35
accum	5/15/06	8/12/24	7145	days out of 7278 invested (98%)							31,781,709		3,178m	91

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Financial	short	9/20/10	2/06/12	504	536,762.22	161,951.46	1,779,012.55	1,242,250.33	231.43	50	115.72
	short	5/18/15	9/26/16	497	10,232.68	38.65	2,709,327.84	2,699,095.16	26,377.21		13,188.60	28,565.78
Eurobank Ergasias	short	3/18/13	9/23/13	189	233.58	51.17	1,066.15	832.58	356.45		178.22
	short	10/07/13	10/28/13	21	43.87	58.94	28.79	-15.07	-34.36		-17.18
	short	11/04/13	11/18/13	14	55.01	48.63	62.22	7.21	13.11		6.56
	short	12/09/13	4/13/15	490	46.00	8.00	264.61	218.62	475.29		237.65	729.03
Alpha Services	long	9/03/12	11/12/12	70	53.12	62.37		9.25	17.42		8.71
	short	5/18/15	9/26/16	497	10.99	1.33	90.94	79.96	727.75		363.88	404.27
Bankia	short	11/12/12	1/07/13	56	39.89	20.98	75.86	35.97	90.16		45.08
	short	3/18/13	9/23/13	189	11.31	2.73	46.85	35.54	314.40		157.20	273.14
Shinsei Bank	short	3/05/07	4/20/09	777	0.27	0.09	0.78	0.51	190.53		95.26
	short	11/02/09	9/06/10	308	0.08	0.05	0.13	0.05	59.63		29.82
	long	1/07/13	3/18/13	70	0.13	0.16		0.03	24.62		12.31	184.69
Yes Bank	short	5/06/19	11/11/19	189	0.18	0.08	0.42	0.24	130.51		65.25
	short	12/09/19	12/23/19	14	0.06	0.05	0.07	0.01	11.79		5.89
	short	1/20/20	6/22/20	154	0.05	0.03	0.08	0.03	62.37		31.18
	short	7/27/20	8/24/20	28	0.01	0.02	0.01	-0.00	-19.34		-9.67
	short	8/31/20	11/23/20	84	0.01	0.01	0.01	-0.00	-0.34		-0.17	107.01
Credit Suisse	short	6/07/21	10/11/21	126	7.79	7.66	7.93	0.14	1.78		0.89
	short	12/12/22	12/26/22	14	2.69	2.53	2.85	0.17	6.19		3.10
	short	3/13/23	6/12/23	91	2.03	0.72	5.77	3.73	183.34		91.67	99.37
National Bank Greece	short	9/20/10	2/06/12	504	10,311.10	3,543.47	30,004.15	19,693.05	190.99		95.49	95.49
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	0.27	0.11	0.69	0.42	152.96		76.48	76.48
Banco Macro	long	9/06/10	9/20/10	14	2.57	2.99		0.42	16.35		8.17
	long	9/23/13	10/07/13	14	2.26	2.33		0.07	3.13		1.56
	long	10/28/13	11/04/13	7	2.60	2.49		-0.11	-4.09		-2.04
	long	11/18/13	12/09/13	21	2.46	2.32		-0.14	-5.66		-2.83
	long	9/26/16	10/17/16	21	5.87	6.57		0.70	11.91		5.96
	long	12/23/19	1/20/20	28	3.38	3.53		0.15	4.55		2.27
	long	12/26/22	3/13/23	77	2.52	2.99		0.47	18.51		9.25
	long	1/29/24	2/12/24	14	3.93	3.51		-0.42	-10.80		-5.40
	long	3/04/24	6/17/24	105	3.94	7.08		3.14	79.83		39.92	63.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Sberbank	long	9/04/06	3/05/07	182	5.32	9.28		3.95	74.29		37.15
	long	9/26/16	10/17/16	21	7.42	7.72		0.30	4.06		2.03
	long	10/31/16	11/14/16	14	7.76	7.76		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	7.85	8.13		0.27	3.49		1.74
	long	12/12/16	3/13/17	91	9.39	9.12		-0.27	-2.91		-1.46	40.30
BBVA Banco Francés	long	9/23/13	10/07/13	14	2.17	2.20		0.03	1.15		0.58
	long	10/28/13	11/04/13	7	2.51	2.27		-0.24	-9.49		-4.75
	long	11/18/13	12/09/13	21	2.42	2.12		-0.30	-12.30		-6.15
	long	1/29/18	2/05/18	7	5.88	5.36		-0.53	-8.95		-4.47
	long	6/22/20	7/27/20	35	1.58	1.96		0.38	24.38		12.19
	long	8/24/20	8/31/20	7	1.50	1.50		0.00	0.16		0.08
	long	10/11/21	11/22/21	42	1.79	1.76		-0.04	-1.96		-0.98
	long	12/05/22	12/12/22	7	1.58	1.56		-0.02	-1.43		-0.72
	long	12/26/22	3/13/23	77	1.93	2.33		0.40	20.90		10.45
	long	1/29/24	2/12/24	14	2.44	2.11		-0.32	-13.31		-6.65
	long	3/04/24	6/17/24	105	2.16	3.87		1.70	78.70		39.35	36.21
Banco Popular	long	4/20/09	11/02/09	196	27.42	26.98		-0.44	-1.60		-0.80
	short	11/12/12	1/07/13	56	4.08	2.85	5.84	1.76	43.28		21.64
	short	10/17/16	10/31/16	14	0.94	0.90	0.98	0.04	4.59		2.30
	short	11/14/16	11/28/16	14	0.90	0.72	1.11	0.21	23.96		11.98
	short	12/05/16	12/12/16	7	0.81	0.85	0.76	-0.04	-5.51		-2.75	34.41
Banif	short	10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	23.28		11.64
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.44		0.22
	short	12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	39.50		19.75	33.98
VTB Bank	short	2/05/18	3/11/19	399	1.34	0.89	2.01	0.67	49.83		24.91	24.91
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gentera	short	3/13/17	7/17/17	126	1.13	1.22	1.04	-0.09	-8.06		-4.03
	short	7/24/17	1/29/18	189	1.20	0.63	2.27	1.07	89.48		44.74
	short	2/05/18	3/11/19	399	0.62	0.62	0.62	0.00	0.13		0.07
	short	8/31/20	11/23/20	84	0.24	0.30	0.19	-0.05	-22.29		-11.15	23.50
Shanghai Pudong	long	4/20/09	11/02/09	196	1.22	1.57		0.35	28.49		14.25	14.25
Bank of America	long	11/28/16	12/05/16	7	16.27	17.48		1.21	7.42		3.71
	long	12/12/16	3/13/17	91	17.84	20.70		2.87	16.06		8.03	12.04
China Minsheng Bk	short	6/07/21	10/11/21	126	0.52	0.45	0.59	0.07	13.76		6.88
	short	11/22/21	12/05/22	378	0.46	0.42	0.50	0.04	8.97		4.48	11.67
Umweltbank	short	2/12/24	3/04/24	21	6.31	5.15	7.74	1.43	22.64		11.32	11.32
Bank of East Asia	short	11/22/21	12/05/22	378	1.16	0.99	1.35	0.19	16.57		8.29	8.29
IndusInd Bank	long	11/23/20	6/07/21	196	0.86	0.99		0.13	15.64		7.82	7.82
Banco BPI	long	1/07/13	3/18/13	70	0.83	0.96		0.13	15.13		7.57	7.57
Regional	long	9/03/12	11/12/12	70	2.23	2.49		0.26	11.67		5.84	5.84
Resona	short	11/02/09	9/06/10	308	0.07	0.06	0.08	0.01	11.07		5.53	5.53
Axis Bank	long	3/11/19	5/06/19	56	0.75	0.82		0.07	9.41		4.71	4.71
Indiabulls HF	short	12/09/19	12/23/19	14	0.28	0.32	0.23	-0.04	-15.75		-7.87
	short	1/20/20	6/22/20	154	0.32	0.26	0.40	0.08	25.51		12.76	3.88
FinecoBank	long	6/22/20	7/27/20	35	10.94	11.68		0.74	6.74		3.37	3.37
Bank of Bejing	short	7/24/17	1/29/18	189	0.91	0.85	0.96	0.06	6.13		3.07	3.07
State Bank of India	long	9/06/10	9/20/10	14	0.41	0.43		0.02	4.44		2.22	2.22
Intesa Sanpaolo	long	9/04/06	3/05/07	182	3.27	3.42		0.14	4.42		2.21	2.21
Cdn Imp Bk Comm	short	12/12/22	12/26/22	14	34.34	33.38	35.33	0.99	2.87		1.44	1.44
Montepio	long	7/17/17	7/24/17	7	0.88	0.89		0.02	1.84		0.92	0.92
Triodos Groenfonds	short	5/15/06	9/04/06	112	38.42	38.33	38.50	0.09	0.22		0.11	0.11
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Standard Chartered	long	10/31/16	11/14/16	14	7.12	7.12		0.00	0.00		0.00	0.00
Banco del Bajio	long	12/05/22	12/12/22	7	2.51	2.51		-0.01	-0.27		-0.13	-0.13
ICICI Bank	long	11/11/19	12/09/19	28	0.54	0.56		0.02	4.44		2.22
	long	12/23/19	1/20/20	28	0.59	0.56		-0.03	-5.29		-2.64	-0.48
Unicredit	short	4/09/12	9/03/12	147	12.57	12.71	12.42	-0.15	-1.16		-0.58	-0.58
Commerzbank	long	7/17/17	7/24/17	7	9.70	9.43		-0.27	-2.77		-1.39	-1.39
UBI Banca	long	8/24/20	8/31/20	7	3.33	3.24		-0.09	-2.78		-1.39	-1.39
KakaoBank	short	6/17/24	8/12/24	56	0.01	0.01	0.01	-0.00	-2.88		-1.44	-1.44
Banca Generali	long	11/11/19	12/09/19	28	26.53	25.24		-1.28	-4.84		-2.42	-2.42
Heartland	short	2/12/24	3/04/24	21	0.59	0.57	0.61	0.02	3.72		1.86
	short	6/17/24	8/12/24	56	0.46	0.51	0.42	-0.05	-9.85		-4.92	-3.15
Kotak Mahindra Bank	long	11/23/20	6/07/21	196	1.92	1.76		-0.16	-8.34		-4.17	-4.17
Swedbank	short	5/15/06	9/04/06	112	13.77	15.04	12.50	-1.27	-9.21		-4.61	-4.61
Banco Popolare	short	12/05/16	12/12/16	7	1.70	1.87	1.52	-0.18	-10.54		-5.27	-5.27
China Everbright Bk	long	4/13/15	5/18/15	35	0.60	0.52		-0.07	-12.45		-6.22	-6.22
Aozora Bank	long	2/06/12	4/09/12	63	0.17	0.17		-0.01	-4.31		-2.15
	short	5/06/19	11/11/19	189	0.19	0.20	0.17	-0.02	-8.32		-4.16	-6.22
Banco Sabadell	long	10/11/21	11/22/21	42	0.60	0.53		-0.08	-12.53		-6.27	-6.27
U.S. Bancorp	short	3/13/23	1/29/24	322	30.00	33.85	26.15	-3.85	-12.84		-6.42	-6.42
Industrial Bank	long	4/13/15	5/18/15	35	2.27	1.83		-0.44	-19.41		-9.70
	long	3/11/19	5/06/19	56	2.18	2.18		-0.00	-0.05		-0.03	-9.73
Banca Pop Mil	short	4/09/12	9/03/12	147	0.24	0.30	0.19	-0.05	-22.75		-11.37	-11.37
Bank of Ireland	long	2/06/12	4/09/12	63	3.62	2.60		-1.02	-28.18		-14.09	-14.09
Banco Comercial	short	10/17/16	10/31/16	14	0.18	0.19	0.18	-0.01	-3.17		-1.59
	short	11/14/16	11/28/16	14	0.19	0.18	0.19	0.01	3.27		1.64
	short	3/13/17	7/17/17	126	0.14	0.21	0.06	-0.07	-53.69		-26.84
	long	1/29/18	2/05/18	7	0.29	0.26		-0.02	-8.61		-4.31	-29.98
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Multitude	short	7/27/20	8/24/20	28	2.61	4.84	0.38	-2.23	-85.27		-42.64	-42.64

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
1/13/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
5/19/15	Svenska Handelsbank	ex Split 1:3 (three for one)
3/11/15	Banks	first full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing, but there is a well performing [Alternating] technique.


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