Assessment - Banks in Pound sterling - 7/01/24 - RS = 23
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ23
∅-RS
SOM Banks
216.794
8/12/24
0.22
224.957
-3.63
191.055
33.901
17.74
16.91
Banco Macro
5.786
8/12/24
0.91
6.258
-7.54
3.805
2.453
64.47
46.09
BBVA Banco Francés
3.486
8/12/24
0.75
3.441
1.32
2.360
1.081
45.82
24.14
Banco de Valores
0.295
8/12/24
-0.15
0.304
-2.71
0.269
0.034
12.69
9.43
L
Unipol
7.615
8/12/24
0.06
8.005
-4.88
4.769
3.236
67.87
56.50
Banco Sabadell
1.517
8/12/24
0.45
1.571
-3.43
1.000
0.571
57.04
45.78
KB Financial
47.191
8/12/24
0.73
45.532
3.64
28.976
16.556
57.14
30.19
BPER Banca
4.043
8/12/24
-0.27
4.239
-4.62
2.828
1.411
49.89
45.03
L
NatWest
334.600
8/12/24
0.48
315.000
6.22
213.600
101.400
47.47
30.05
L
State Bank of India
7.706
8/12/24
-1.42
7.984
-3.49
5.968
2.016
33.78
27.99
Unicredit
29.332
8/12/24
0.38
30.719
-4.52
22.739
7.980
35.09
35.56
Deutsche Bank
11.291
8/12/24
0.14
13.072
-13.62
10.226
2.845
27.82
30.07
L
Bank of China
0.344
8/12/24
1.19
0.390
-11.69
0.283
0.107
38.01
27.81
American Express
187.513
8/12/24
-0.34
184.950
1.39
145.399
39.551
27.20
26.28
L
Bank of America
30.193
8/12/24
-0.29
31.649
-4.60
25.581
6.068
23.72
24.41
Commerzbank
10.538
8/12/24
0.89
12.392
-14.96
9.156
3.236
35.35
27.78
Chiba Bank
5.253
8/09/24
3.22
7.131
-26.33
5.660
1.471
25.99
18.96
Wells Fargo
41.181
8/12/24
-1.33
47.928
-14.08
38.140
9.789
25.67
25.84
Intesa Sanpaolo
2.945
8/12/24
0.54
3.039
-3.10
2.371
0.668
28.18
27.42
Bankinter
6.189
8/12/24
0.19
6.528
-5.20
5.108
1.420
27.80
20.74
Citigroup
45.753
8/12/24
50.175
-8.81
41.527
8.648
20.83
27.06
Unicaja Banco
0.976
8/12/24
-0.86
1.108
-11.94
0.733
0.375
51.14
25.38
Sumitomo Mitsui Trst
16.254
8/09/24
2.72
18.217
-10.78
15.398
2.819
18.30
16.26
Banco Comercial
0.321
8/12/24
0.16
0.294
9.00
0.246
0.048
19.43
22.13
L
Lloyds Bank
56.800
8/12/24
-0.28
55.620
2.12
43.420
12.200
28.10
19.38
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ23
∅-RS
JP Morgan Chase
163.102
8/12/24
0.19
162.516
0.36
133.689
28.827
21.56
23.75
L
China Constr Bk HK
0.562
8/12/24
1.46
0.584
-3.81
0.434
0.150
34.53
23.17
Resona
4.425
8/09/24
3.93
5.322
-16.85
4.092
1.230
30.06
20.40
Banco BPM
4.906
8/12/24
-0.31
5.274
-6.98
4.197
1.077
25.67
21.18
UBS
21.753
8/12/24
0.44
23.618
-7.89
22.952
0.666
2.90
11.98
BNY Mellon
50.048
8/12/24
-0.80
47.549
5.26
43.091
4.458
10.35
20.24
Erste Group Bank
39.114
8/12/24
0.37
38.258
2.24
33.676
4.581
13.60
20.52
Banca Mediolanum
8.680
8/12/24
1.29
8.985
-3.40
8.027
0.958
11.94
16.62
Westpac Banking
14.846
8/12/24
0.61
14.314
3.71
12.136
2.178
17.95
18.35
National Australia B
18.933
8/12/24
1.01
18.975
-0.22
16.369
2.606
15.92
19.32
L
Commonwealth Bank
68.667
8/12/24
0.76
66.389
3.43
59.412
6.977
11.74
17.31
Banco Santander
3.469
8/12/24
-0.24
3.774
-8.06
3.198
0.576
18.00
14.23
Danske Bank
22.579
8/12/24
0.15
23.790
-5.09
21.656
2.134
9.86
14.65
Suncorp-Metway
8.859
8/12/24
1.38
9.012
-1.69
7.359
1.652
22.45
19.93
L
Axis Bank
11.041
8/12/24
1.89
11.967
-7.73
10.576
1.391
13.15
19.25
L
Hang Seng Bank
9.309
8/12/24
0.38
10.170
-8.47
7.969
2.200
27.61
5.36
Mediobanca
11.904
8/12/24
0.94
11.955
-0.43
10.261
1.694
16.51
14.27
L
Bank of China (HK)
2.259
8/12/24
2.436
-7.28
1.814
0.622
34.28
10.73
L
ICBC
0.454
8/12/24
2.05
0.470
-3.45
0.356
0.114
32.03
19.54
S.E.B
11.211
8/12/24
-0.10
11.739
-4.50
10.557
1.182
11.19
15.38
Fukuoka
17.816
8/09/24
5.30
21.669
-17.78
18.272
3.396
18.59
10.79
L
Royal Bank CA
85.632
8/12/24
-0.72
83.841
2.14
77.965
5.876
7.54
11.02
Cdn Imp Bk Comm
40.116
8/12/24
-0.36
37.445
7.13
35.847
1.598
4.46
7.72
L
China Merchants B HK
3.292
8/12/24
3.591
-8.32
2.549
1.042
40.86
13.56
ANZ Banking AU
14.846
8/12/24
0.93
14.967
-0.81
13.715
1.252
9.13
9.39
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ23
∅-RS
IBK
7.711
8/12/24
0.37
7.922
-2.67
6.818
1.105
16.20
10.16
ANZ Banking NZ
14.427
8/12/24
0.13
14.787
-2.44
13.641
1.147
8.41
8.32
Ind and Comm Bk
0.651
8/12/24
1.18
0.632
2.92
0.535
0.098
18.26
15.82
ICICI Bank
11.122
8/12/24
0.10
11.492
-3.22
9.568
1.925
20.12
18.68
Bank of Ireland
7.986
8/12/24
-0.93
8.329
-4.12
7.040
1.288
18.30
7.45
Agricultural Bank
0.504
8/12/24
0.65
0.482
4.50
0.402
0.080
19.89
14.88
L
HSBC
6.518
8/12/24
0.63
6.918
-5.78
5.883
1.035
17.60
10.09
Banco Bilbao Viz
7.572
8/12/24
0.27
8.060
-6.06
6.999
1.061
15.16
12.26
L
Industrial Bank
1.768
8/12/24
-0.55
1.928
-8.28
1.662
0.266
16.04
10.02
L
HSBC
643.900
8/12/24
0.22
690.900
-6.80
597.200
93.700
15.69
9.01
FinecoBank
12.248
8/12/24
0.94
12.036
1.76
11.755
0.280
2.39
7.54
Banca Generali
32.310
8/12/24
0.74
32.072
0.74
29.985
2.087
6.96
9.27
ABN AMRO
12.973
8/12/24
0.92
13.291
-2.39
11.477
1.815
15.81
9.33
OCBC
8.059
8/12/24
0.29
8.450
-4.62
7.567
0.883
11.67
9.69
Jyske Bank
59.049
8/12/24
0.48
62.804
-5.98
59.702
3.102
5.20
4.80
Woori Financial
8.437
8/12/24
0.55
8.237
2.43
7.412
0.825
11.14
6.11
L
United Overseas Bank
17.069
8/12/24
0.58
18.240
-6.42
16.370
1.870
11.43
8.25
L
Nordea Bank
8.841
8/12/24
-0.19
9.685
-8.72
9.526
0.160
1.68
5.90
DBS Bank
19.802
8/12/24
1.22
21.049
-5.92
18.697
2.352
12.58
6.75
KBC
56.491
8/12/24
-0.21
56.135
0.63
51.131
5.004
9.79
5.71
China Merchants Bank
3.489
8/12/24
-0.65
3.732
-6.52
3.307
0.425
12.87
6.82
Standard Chartered
722.000
8/12/24
0.92
732.200
-1.39
580.600
151.600
26.11
5.64
National Bank CA
65.864
8/12/24
0.39
62.462
5.45
58.516
3.946
6.74
5.58
Swedbank
15.406
8/12/24
-0.86
16.559
-6.96
15.051
1.509
10.02
9.37
Nordea Bank
8.912
8/12/24
-0.13
9.682
-7.95
9.526
0.156
1.64
5.91
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ23
∅-RS
Credit Agricole
11.204
8/12/24
0.57
11.115
0.80
11.391
-0.276
-2.42
3.84
L
HDFC Bank
15.743
8/12/24
0.60
16.171
-2.64
14.005
2.166
15.46
9.38
IndusInd Bank
12.810
8/12/24
0.08
13.816
-7.28
14.529
-0.713
-4.90
-2.05
U.S. Bancorp
32.804
8/12/24
-1.43
31.040
5.68
32.835
-1.795
-5.47
1.73
Raiffeisen Bank Int
14.093
8/12/24
1.59
13.864
1.65
16.838
-2.974
-17.66
1.42
Bank Nova Scotia
35.396
8/12/24
-3.42
36.023
-1.74
36.116
-0.093
-0.26
-3.28
S
DNB
15.911
8/12/24
0.14
15.726
1.18
16.233
-0.508
-3.13
1.04
S
Svenska Handelsbank
7.599
8/12/24
0.29
7.573
0.34
8.294
-0.721
-8.69
0.12
BNP Paribas
50.272
8/12/24
52.325
-3.92
52.699
-0.373
-0.71
1.02
L
Kotak Mahindra Bank
16.809
8/12/24
0.16
17.147
-1.97
17.120
0.026
0.15
1.08
S
Bank Montreal
64.385
8/12/24
-0.10
66.100
-2.60
75.610
-9.510
-12.58
-6.64
L
Aozora Bank
11.578
8/09/24
3.28
12.846
-9.87
17.236
-4.390
-25.47
-11.41
Societe Generale
17.411
8/12/24
0.44
19.175
-9.20
20.016
-0.840
-4.20
-6.14
S
Toronto-Dominion
45.193
8/12/24
0.19
43.288
4.40
47.769
-4.481
-9.38
-9.12
S
Banco del Bajio
2.239
8/12/24
0.64
2.402
-6.79
2.814
-0.412
-14.65
-10.07
S
Regional
5.461
8/12/24
-0.39
5.949
-8.20
7.040
-1.091
-15.49
-9.60
L
Umweltbank
4.785
8/12/24
-1.40
5.413
-11.60
7.057
-1.644
-23.30
-19.44
S
KakaoBank
12.499
8/12/24
1.39
12.012
4.05
16.369
-4.357
-26.61
-20.38
S
Heartland
0.509
8/12/24
0.95
0.466
9.28
0.681
-0.215
-31.60
-30.42
Banks - 93 out of 93 instruments rated - 7/01/24 / 1/22/24 - 76 did rise, Market-Ratio(23) in GBP = 81.72 %
Technical Chart
Transactions Banks in Pound sterling * L23 - 30 ex 9 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield long
1/02/06
5/22/06
140
Resona
100
43,022
0.232
0.166
-0.067
-29
7,128
-59
5/22/06
6/26/06
35
Kotak Mahindra Bank
100
81,907
0.087
0.072
-0.015
-18
5,866
-87
6/26/06
9/04/06
70
Umweltbank
100
2,421
2.422
2.351
-0.071
-3
5,694
-14
9/04/06
7/30/07
329
Kotak Mahindra Bank
100
64,969
0.088
0.219
0.131
149
14,199
176
7/30/07
8/06/07
7
- cash -
8/06/07
9/10/07
35
China Merchants Bank
100
8,476
1.675
1.828
0.153
9
15,499
149
9/10/07
9/24/07
14
- cash -
9/24/07
11/19/07
56
China Merchants Bank
100
8,065
1.922
1.975
0.054
3
15,932
20
11/19/07
12/03/07
14
- cash -
12/03/07
12/17/07
14
IndusInd Bank
100
108,533
0.147
0.153
0.006
4
16,596
190
12/17/07
1/07/08
21
- cash -
1/07/08
1/14/08
7
IndusInd Bank
100
98,503
0.168
0.161
-0.008
-5
15,824
-92
1/14/08
8/11/08
210
- cash -
8/11/08
9/01/08
21
Hang Seng Bank
100
1,664
9.504
9.820
0.316
3
16,349
76
9/01/08
4/06/09
217
- cash -
4/06/09
4/13/09
7
Industrial Bank
100
18,549
0.881
0.850
-0.031
-4
15,774
-85
4/13/09
4/20/09
7
- cash -
4/20/09
8/31/09
133
Industrial Bank
100
18,310
0.862
0.930
0.068
8
17,020
23
8/31/09
12/21/09
112
Bank of Ireland
100
415
40.988
21.482
-19.507
-48
8,924
-88
12/21/09
6/07/10
168
IndusInd Bank
100
50,223
0.178
0.272
0.094
53
13,661
152
6/07/10
6/14/10
7
- cash -
6/14/10
6/28/10
14
IndusInd Bank
100
48,270
0.283
0.287
0.004
1
13,831
38
6/28/10
7/05/10
7
- cash -
7/05/10
8/23/10
49
IndusInd Bank
100
47,743
0.290
0.313
0.023
8
14,941
78
8/23/10
9/06/10
14
- cash -
9/06/10
1/10/11
126
IndusInd Bank
100
45,675
0.327
0.313
-0.014
-4
14,313
-12
1/10/11
5/02/11
112
BBVA Banco Francés
100
5,757
2.486
2.053
-0.433
-17
11,818
-46
5/02/11
6/13/11
42
Aozora Bank
100
93,199
0.127
0.136
0.009
7
12,659
82
6/13/11
6/20/11
7
- cash -
6/20/11
6/27/11
7
Umweltbank
100
2,685
4.715
4.801
0.087
2
12,892
158
6/27/11
1/16/12
203
- cash -
1/16/12
3/05/12
49
U.S. Bancorp
100
686
18.784
18.255
-0.529
-3
12,529
-19
3/05/12
4/09/12
35
Aozora Bank
100
68,185
0.184
0.165
-0.019
-10
11,261
-67
4/09/12
7/23/12
105
IndusInd Bank
100
28,215
0.399
0.380
-0.019
-5
10,729
-15
7/23/12
8/06/12
14
- cash -
8/06/12
8/27/12
21
Regional
100
4,833
2.220
2.314
0.094
4
11,185
106
8/27/12
9/03/12
7
- cash -
9/03/12
2/18/13
168
Regional
100
5,017
2.229
3.011
0.782
35
15,109
92
2/18/13
6/24/13
126
KBC
100
591
25.563
23.289
-2.274
-9
13,765
-24
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
6/24/13
10/14/13
112
Lloyds Bank
100
22,789
0.604
0.757
0.153
25
17,242
108
10/14/13
5/25/15
588
BBVA Banco Francés
100
6,737
2.559
5.004
2.445
96
33,713
52
5/25/15
7/20/15
56
Industrial Bank
100
16,046
2.101
1.766
-0.335
-16
28,344
-68
7/20/15
8/24/15
35
FinecoBank
100
5,780
4.903
4.802
-0.102
-2
27,757
-20
8/24/15
6/20/16
301
- cash -
6/20/16
11/21/16
154
Banco Macro
100
5,797
4.787
5.807
1.020
21
33,668
58
11/21/16
5/15/17
175
Bank of America
100
2,069
16.271
18.653
2.382
15
38,597
33
5/15/17
9/18/17
126
Credit Agricole
100
3,150
12.252
13.316
1.065
9
41,951
27
9/18/17
2/26/18
161
Raiffeisen Bank Int
100
1,679
24.972
27.999
3.026
12
47,033
30
2/26/18
5/07/18
70
BBVA Banco Francés
100
8,281
5.679
4.463
-1.216
-21
36,961
-72
5/07/18
5/21/18
14
FinecoBank
100
4,135
8.937
7.815
-1.122
-13
32,319
-97
5/21/18
6/04/18
14
DBS Bank
100
1,977
16.340
16.183
-0.156
-1
32,010
-22
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Kotak Mahindra Bank
100
21,852
1.465
1.458
-0.007
0
31,857
-22
6/18/18
8/13/18
56
- cash -
8/13/18
8/20/18
7
Banco del Bajio
100
17,133
1.859
1.818
-0.041
-2
31,149
-69
8/20/18
8/27/18
7
- cash -
8/27/18
10/08/18
42
Axis Bank
100
43,192
0.721
0.575
-0.147
-20
24,816
-86
10/08/18
10/15/18
7
Banco del Bajio
100
13,388
1.854
1.897
0.043
2
25,397
234
10/15/18
2/18/19
126
- cash -
2/18/19
2/25/19
7
Banco Macro
100
5,844
4.346
4.041
-0.305
-7
23,615
-98
2/25/19
3/18/19
21
- cash -
3/18/19
5/20/19
63
Industrial Bank
100
10,813
2.184
2.070
-0.114
-5
22,385
-27
5/20/19
7/15/19
56
Axis Bank
100
25,359
0.883
0.874
-0.009
-1
22,164
-6
7/15/19
8/05/19
21
Banco Macro
100
4,008
5.529
5.232
-0.298
-5
20,972
-62
8/05/19
9/09/19
35
- cash -
9/09/19
9/30/19
21
Banca Generali
100
823
25.454
25.091
-0.362
-1
20,673
-22
9/30/19
10/21/19
21
- cash -
10/21/19
12/23/19
63
Banca Generali
100
841
24.569
25.180
0.611
2
21,187
15
12/23/19
3/02/20
70
Banco de Valores
100
119,757
0.177
0.182
0.005
3
21,823
17
3/02/20
8/17/20
168
- cash -
8/17/20
2/08/21
175
Banco de Valores
100
76,284
0.286
0.231
-0.055
-19
17,606
-36
2/08/21
8/30/21
203
State Bank of India
100
44,429
0.396
0.419
0.023
6
18,622
11
8/30/21
11/29/21
91
BBVA Banco Francés
100
9,575
1.945
1.534
-0.411
-21
14,689
-61
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
11/29/21
1/24/22
56
Raiffeisen Bank Int
100
678
21.650
19.443
-2.207
-10
13,193
-50
1/24/22
2/14/22
21
Woori Financial
100
1,463,218
0.009
0.009
0.000
1
13,288
13
2/14/22
3/07/22
21
Banco Sabadell
100
17,567
0.756
0.492
-0.264
-35
8,652
-100
3/07/22
6/20/22
105
Banco de Valores
100
34,573
0.250
0.252
0.001
1
8,702
2
6/20/22
8/15/22
56
- cash -
8/15/22
8/22/22
7
Banco de Valores
100
23,584
0.369
0.372
0.003
1
8,781
59
8/22/22
9/12/22
21
- cash -
9/12/22
9/26/22
14
Banco de Valores
100
22,095
0.397
0.402
0.005
1
8,889
38
9/26/22
10/17/22
21
- cash -
10/17/22
8/12/24
665
Banco de Valores
100
25,231
0.352
0.295
-0.057
-16
7,453
-9
accum 1/02/06
8/12/24 5689
days out of 7278 invested (78%)
-25
7,453
-2
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Kotak Mahindra Bank long 5/22/06 6/26/06 35 0.09 0.07 -0.02 -17.70
9/04/06 7/30/07 329 0.09 0.22 0.13 149.38
6/11/18 6/18/18 7 1.46 1.46 -0.01 -0.48 104.25
IndusInd Bank 12/03/07 12/17/07 14 0.15 0.15 0.01 4.16
1/07/08 1/14/08 7 0.17 0.16 -0.01 -4.65
12/21/09 6/07/10 168 0.18 0.27 0.09 53.08
6/14/10 6/28/10 14 0.28 0.29 0.00 1.24
7/05/10 8/23/10 49 0.29 0.31 0.02 8.03
9/06/10 1/10/11 126 0.33 0.31 -0.01 -4.20
4/09/12 7/23/12 105 0.40 0.38 -0.02 -4.72 51.77
Regional 8/06/12 8/27/12 21 2.22 2.31 0.09 4.25
9/03/12 2/18/13 168 2.23 3.01 0.78 35.08 40.82
Lloyds Bank 6/24/13 10/14/13 112 0.60 0.76 0.15 25.26 25.26
Bank of America 11/21/16 5/15/17 175 16.27 18.65 2.38 14.64 14.64
China Merchants Bank 8/06/07 9/10/07 35 1.68 1.83 0.15 9.15
9/24/07 11/19/07 56 1.92 1.98 0.05 2.80 12.21
Credit Agricole 5/15/17 9/18/17 126 12.25 13.32 1.06 8.69 8.69
Banco Macro 6/20/16 11/21/16 154 4.79 5.81 1.02 21.30
2/18/19 2/25/19 7 4.35 4.04 -0.30 -7.02
7/15/19 8/05/19 21 5.53 5.23 -0.30 -5.38 6.72
State Bank of India 2/08/21 8/30/21 203 0.40 0.42 0.02 5.77 5.77
Hang Seng Bank 8/11/08 9/01/08 21 9.50 9.82 0.32 3.32 3.32
Banca Generali 9/09/19 9/30/19 21 25.45 25.09 -0.36 -1.42
10/21/19 12/23/19 63 24.57 25.18 0.61 2.49 1.03
Woori Financial 1/24/22 2/14/22 21 0.01 0.01 0.00 0.72 0.72
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Raiffeisen Bank Int 9/18/17 2/26/18 161 24.97 28.00 3.03 12.12
11/29/21 1/24/22 56 21.65 19.44 -2.21 -10.19 0.69
BBVA Banco Francés 1/10/11 5/02/11 112 2.49 2.05 -0.43 -17.43
10/14/13 5/25/15 588 2.56 5.00 2.44 95.54
2/26/18 5/07/18 70 5.68 4.46 -1.22 -21.42
8/30/21 11/29/21 91 1.94 1.53 -0.41 -21.12 0.08
Banco del Bajio 8/13/18 8/20/18 7 1.86 1.82 -0.04 -2.22
10/08/18 10/15/18 7 1.85 1.90 0.04 2.34 0.07
DBS Bank 5/21/18 6/04/18 14 16.34 16.18 -0.16 -0.96 -0.96
Umweltbank 6/26/06 9/04/06 70 2.42 2.35 -0.07 -2.94
6/20/11 6/27/11 7 4.71 4.80 0.09 1.84 -1.16
U.S. Bancorp 1/16/12 3/05/12 49 18.78 18.25 -0.53 -2.81 -2.81
Aozora Bank 5/02/11 6/13/11 42 0.13 0.14 0.01 7.12
3/05/12 4/09/12 35 0.18 0.17 -0.02 -10.12 -3.72
KBC 2/18/13 6/24/13 126 25.56 23.29 -2.27 -8.90 -8.90
FinecoBank 7/20/15 8/24/15 35 4.90 4.80 -0.10 -2.07
5/07/18 5/21/18 14 8.94 7.81 -1.12 -12.56 -14.37
Industrial Bank 4/06/09 4/13/09 7 0.88 0.85 -0.03 -3.52
4/20/09 8/31/09 133 0.86 0.93 0.07 7.90
5/25/15 7/20/15 56 2.10 1.77 -0.33 -15.93
3/18/19 5/20/19 63 2.18 2.07 -0.11 -5.21 -17.04
Axis Bank 8/27/18 10/08/18 42 0.72 0.57 -0.15 -20.33
5/20/19 7/15/19 56 0.88 0.87 -0.01 -0.99 -21.12
Banco de Valores 12/23/19 3/02/20 70 0.18 0.18 0.01 3.00
8/17/20 2/08/21 175 0.29 0.23 -0.06 -19.33
3/07/22 6/20/22 105 0.25 0.25 0.00 0.58
8/15/22 8/22/22 7 0.37 0.37 0.00 0.90
9/12/22 9/26/22 14 0.40 0.40 0.00 1.24
10/17/22 8/12/24 665 0.35 0.30 -0.06 -16.16 -28.42
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Resona 1/02/06 5/22/06 140 0.23 0.17 -0.07 -28.72 -28.72
Banco Sabadell 2/14/22 3/07/22 21 0.76 0.49 -0.26 -34.89 -34.89
Bank of Ireland 8/31/09 12/21/09 112 40.99 21.48 -19.51 -47.59 -47.59
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