Roy Bagattini

LEVI

EVP & PRESIDENT, AMERICAS · LEVI STRAUSS & CO · CIK 0001768720

FILING MIX · LIFETIME29%/71%

BUYS

SELLS

TOTAL VALUE

$4.72M

COMPANIES

ACTIVE SINCE

Jan 2020

HOLDINGS NOW

102,623

AVG SELL PX

$20.02

Trades · vs SPY

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Performance · forward returns vs SPY

2 backtested trades · 8 horizons

Forward-return performance of every backtestable P/S trade by Roy Bagattini, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.

HORIZON	TRADES	WIN RATE	INSIDER RETURN	SPY RETURN	MEAN EXCESS	MEDIAN EXCESS	T-STAT
7d	2	+100.00%	-0.72%	-1.32%	+0.60%	+0.60%	—
14d	2	+50.00%	-0.37%	+0.57%	-0.94%	-0.94%	—
30d	2	+100.00%	-0.60%	+0.58%	-1.18%	-1.18%	—
60d	2	+100.00%	-47.73%	-32.36%	-15.37%	-15.37%	—
90d	2	+100.00%	-37.23%	-16.24%	-20.99%	-20.99%	—
180d	2	+100.00%	-38.75%	-1.06%	-37.69%	-37.69%	—
1y	2	+0.00%	+5.64%	+17.86%	-12.21%	-12.21%	—
2y	2	+0.00%	+9.40%	+36.38%	-26.98%	-26.98%	—

How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.

Holdings over time

LEVI · 102,623 shares · as of Feb 1, 2020

Trading cadence · quarterly flow

BUY ● SELL ●

2020

FLOW · 5 buys / 12 sellsCOVERAGE · 1 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	17,066	$19.64	$335.2K	102,623	Feb 1, 2020	Feb 4, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	6,466	$19.75	$127.7K	119,689	Jan 30, 2020	Feb 3, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	45,957	$20.25	$930.6K	126,155	Jan 27, 2020	Feb 3, 2020 ↗
LEVI LEVI STRAUSS & CO	PURCHASEGRANT Stock grant	92,692	—	—	172,112	Jan 27, 2020	Feb 3, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	51,737	$20.02	$1.04M	79,420	Jan 23, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	PURCHASE EVP & President, Americas	54,037	—	—	133,457	Jan 22, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	2,300	$20.00	$46.0K	131,157	Jan 22, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	54,037	—	—	0	Jan 22, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	PURCHASE EVP & President, Americas	8,130	$7.43	$60.4K	8,130	Jan 21, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	42,936	$20.00	$858.7K	54,037	Jan 21, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	75,000	—	—	769,480	Jan 21, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	23,030	$20.00	$460.6K	21,973	Jan 21, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	41,870	—	—	285,640	Jan 21, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	8,130	—	—	0	Jan 21, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	PURCHASE EVP & President, Americas	41,870	$6.10	$255.4K	45,003	Jan 21, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	PURCHASE EVP & President, Americas	75,000	$6.85	$513.8K	96,973	Jan 21, 2020	Jan 23, 2020 ↗
LEVI LEVI STRAUSS & CO	SALE EVP & President, Americas	4,997	$20.00	$99.9K	3,133	Jan 21, 2020	Jan 23, 2020 ↗

Other insiders · LEVI

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About this filer

CIK 0001768720

ROLE

EVP & President, Americas

PRIMARY

LEVI

COMPANIES

ACTIVE SINCE

Jan 2020

MARKETPEEL · /INSIDER/0001768720DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

Roy Bagattini

The morning brief, before the bell.