Share-o-matic - Assessment Banks

Assessment - Banks - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Banks	282.400	Fri	0.95	279.350	1.09	224.743	54.607	24.30	USD	19.59
	L	Banco Macro	6,778.050	Fri	-1.31	7,130.650	-4.94	1,768.000	5,362.650	303.32	ARS	275.15
	L	BBVA Banco Francés	3,744.100	Fri	-0.80	4,250.450	-11.91	1,225.000	3,025.450	246.98	ARS	213.70
		Banco de Valores	324.000	Fri	8.00	279.000	16.13	129.250	149.750	115.86	ARS	87.24
	L	Banco Sabadell	1.870	Fri	0.73	1.890	-1.03	1.191	0.699	58.65	EUR	63.46
	L	BPER Banca	4.742	Fri	-0.38	4.840	-2.02	3.193	1.647	51.58	EUR	53.97
	L	Unipol	8.575	Fri	0.18	8.415	1.90	5.106	3.309	64.81	EUR	52.07
		Unicredit	36.025	Fri	0.10	34.840	3.40	23.435	11.405	48.67	EUR	43.86
	L	Deutsche Bank	15.878	Fri	-0.14	15.606	1.74	10.626	4.980	46.87	EUR	41.52
	L	Intesa Sanpaolo	3.601	Fri	0.59	3.563	1.05	2.566	0.997	38.85	EUR	35.40
	L	KB Financial	79,300.000	Fri	3.52	73,700.000	7.60	55,700.000	18,000.000	32.32	KRW	33.80
	L	American Express	242.300	Fri	1.32	234.330	3.40	152.990	81.340	53.17	USD	33.38
	L	Wells Fargo	61.890	Fri	1.00	60.190	2.82	41.340	18.850	45.60	USD	31.98
	L	Banco BPM	6.228	Fri	1.43	6.222	0.10	4.904	1.318	26.88	EUR	31.33
	L	Citigroup	63.530	Fri	0.33	62.810	1.15	42.040	20.770	49.41	USD	31.01
	L	NatWest	319.300	Fri	0.47	305.000	4.69	189.800	115.200	60.70	GBP	30.89
	L	State Bank of India	817.350	Fri	-0.30	807.800	1.18	574.350	233.450	40.65	INR	29.57
	L	Commerzbank	14.005	Fri	0.11	13.845	1.16	10.385	3.460	33.32	EUR	28.86
	L	Erste Group Bank	45.700	Fri	0.44	44.920	1.74	34.440	10.480	30.43	EUR	27.36
	L	Unicaja Banco	1.277	Fri	1.51	1.257	1.59	1.010	0.247	24.46	EUR	27.31
	L	Chiba Bank	1,297.500	Fri	0.46	1,322.500	-1.89	1,112.000	210.500	18.93	JPY	25.52
	L	Banco Santander	4.735	Fri	-0.74	4.571	3.59	3.540	1.031	29.11	EUR	25.13
	L	Credit Agricole	15.450	Fri	0.13	15.000	3.00	11.674	3.326	28.49	EUR	24.70
		Banco Bilbao Viz	9.710	Fri	1.15	9.840	-1.32	7.718	2.122	27.49	EUR	24.56
	L	Banco Comercial	0.342	Fri	1.48	0.327	4.49	0.289	0.039	13.37	EUR	24.52
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Resona	966.100	Fri	0.48	969.600	-0.36	794.100	175.500	22.10	JPY	24.50
	L	Bankinter	7.570	Fri	1.75	7.382	2.55	6.052	1.330	21.98	EUR	22.72
	L	Bank of America	38.450	Fri	0.44	37.690	2.02	28.330	9.360	33.04	USD	22.59
		JP Morgan Chase	198.770	Fri	0.64	192.000	3.53	144.080	47.920	33.26	USD	21.69
		Fukuoka	4,189.000	Fri	-0.10	4,146.000	1.04	3,950.000	196.000	4.96	JPY	21.51
		BNY Mellon	58.440	Fri	0.15	57.480	1.67	44.990	12.490	27.76	USD	20.68
	L	Westpac Banking	26.660	Fri	1.29	27.120	-1.70	21.920	5.200	23.72	AUD	20.52
	L	Bank of China	3.740	Fri	3.31	3.550	5.35	2.820	0.730	25.89	HKD	20.36
	L	Banca Mediolanum	10.790	Fri	2.57	10.280	4.96	7.962	2.318	29.11	EUR	18.69
		IBK	13,880.000	Fri	0.29	13,660.000	1.61	11,580.000	2,080.000	17.96	KRW	17.98
	L	National Australia B	33.810	Fri	0.87	34.660	-2.45	29.340	5.320	18.13	AUD	17.77
	L	Mediobanca	14.450	Fri	2.41	13.680	5.63	11.500	2.180	18.96	EUR	17.15
		Agricultural Bank	4.370	Fri	-0.23	4.350	0.46	3.580	0.770	21.51	CNY	16.60
	L	Lloyds Bank	54.300	Fri	0.67	52.180	4.06	42.130	10.050	23.85	GBP	16.34
	L	Banco del Bajio	62.200	Fri	-0.43	67.000	-7.16	57.960	9.040	15.60	MXN	16.23
	L	ICICI Bank	1,117.050	Fri	0.12	1,146.300	-2.55	945.450	200.850	21.24	INR	15.99
		Sumitomo Mitsui Trst	3,279.000	Fri	1.96	3,246.000	1.02	2,832.000	414.000	14.62	JPY	15.74
	L	Suncorp-Metway	16.250	Fri	-0.67	16.190	0.37	13.650	2.540	18.61	AUD	15.60
	L	BNP Paribas	71.200	Fri	0.84	68.230	4.35	56.810	11.420	20.10	EUR	15.55
		Danske Bank	190.750	Wed	-2.18	199.050	-4.17	168.200	30.850	18.34	DKK	15.46
	L	National Bank CA	116.020	Fri	0.66	114.130	1.66	88.220	25.910	29.37	CAD	15.27
	L	China Merchants B HK	37.850	Fri	4.56	36.050	4.99	31.150	4.900	15.73	HKD	15.14
	L	KBC	71.380	Fri	0.37	70.140	1.77	53.540	16.600	31.00	EUR	14.83
	L	FinecoBank	15.150	Fri	1.07	14.590	3.84	11.675	2.915	24.97	EUR	14.32
	L	HSBC	696.000	Fri	0.74	705.500	-1.35	609.300	96.200	15.79	GBP	14.30
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		Cdn Imp Bk Comm	67.550	Fri	0.55	66.110	2.18	51.920	14.190	27.33	CAD	14.03
	L	HSBC	68.000	Fri	0.44	69.200	-1.73	58.550	10.650	18.19	HKD	13.89
		S.E.B	153.150	Fri	3.83	149.950	2.13	124.250	25.700	20.68	SEK	13.79
	L	Bank of Ireland	9.850	Fri	0.31	10.120	-2.67	8.336	1.784	21.40	EUR	13.63
	L	Jyske Bank	541.500	Wed	-2.43	580.000	-6.64	482.000	98.000	20.33	DKK	13.30
	L	Standard Chartered	775.000	Fri	2.68	755.000	2.65	632.000	123.000	19.46	GBP	13.09
		U.S. Bancorp	41.850	Fri	0.75	41.820	0.07	35.270	6.550	18.57	USD	13.04
	L	China Constr Bk HK	5.640	Fri	6.82	5.220	8.05	4.560	0.660	14.47	HKD	12.60
		ANZ Banking AU	29.090	Fri	1.04	28.770	1.11	25.740	3.030	11.77	AUD	12.42
		Axis Bank	1,120.100	Fri	0.40	1,143.650	-2.06	1,009.400	134.250	13.30	INR	12.38
		ANZ Banking NZ	31.900	Fri	1.85	31.000	2.90	28.140	2.860	10.16	NZD	12.28
	L	ABN AMRO	16.230	Fri	1.18	15.660	3.64	13.045	2.615	20.05	EUR	12.25
	L	Banca Generali	39.960	Fri	2.94	37.160	7.53	31.370	5.790	18.46	EUR	12.25
		UBS	26.950	Fri	2.35	24.900	8.23	21.880	3.020	13.80	CHF	12.10
	L	Bank of China (HK)	25.150	Fri	4.36	24.150	4.14	21.700	2.450	11.29	HKD	11.83
		Regional	155.800	Fri	0.33	158.560	-1.74	143.410	15.150	10.56	MXN	11.81
		Woori Financial	14,530.000	Fri	1.32	14,130.000	2.83	12,570.000	1,560.000	12.41	KRW	11.39
	L	OCBC	14.120	Fri	1.51	14.270	-1.05	13.150	1.120	8.52	SGD	11.29
	L	ICBC	4.530	Fri	4.14	4.290	5.59	3.790	0.500	13.19	HKD	11.18
	L	Hang Seng Bank	109.100	Fri	2.73	105.300	3.61	92.800	12.500	13.47	HKD	10.48
		Swedbank	219.400	Fri	3.15	217.400	0.92	182.850	34.550	18.90	SEK	10.47
		Commonwealth Bank	117.540	Fri	0.38	116.590	0.81	100.420	16.170	16.10	AUD	10.29
	L	China Merchants Bank	35.620	Fri	2.24	34.880	2.12	31.140	3.740	12.01	CNY	10.16
	L	Royal Bank CA	141.080	Fri	0.09	139.140	1.39	116.220	22.920	19.72	CAD	10.02
		Ind and Comm Bk	5.400	Fri	0.37	5.370	0.56	4.710	0.660	14.01	CNY	9.35
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		Raiffeisen Bank Int	17.750	Fri	0.97	16.900	5.03	14.980	1.920	12.82	EUR	9.03
	L	DBS Bank	35.400	Fri	0.34	35.810	-1.14	33.750	2.060	6.10	SGD	8.92
	L	United Overseas Bank	30.340	Fri	-0.03	30.560	-0.72	28.000	2.560	9.14	SGD	8.05
		Nordea Bank	132.300	Fri	2.04	129.300	2.32	117.960	11.340	9.61	SEK	7.80
		Nordea Bank	11.340	Fri	1.52	11.110	2.07	10.090	1.020	10.11	EUR	6.66
		Bank Montreal	128.160	Fri	0.57	127.180	0.77	108.600	18.580	17.11	CAD	6.23
	L	Industrial Bank	17.070	Fri	1.25	16.820	1.49	15.270	1.550	10.15	CNY	6.06
		IndusInd Bank	1,410.150	Fri	0.62	1,497.500	-5.83	1,470.250	27.250	1.85	INR	3.87
	L	Societe Generale	25.920	Fri	2.61	24.205	7.09	21.670	2.535	11.70	EUR	3.23
		Bank Nova Scotia	65.670	Fri	0.18	64.820	1.31	59.240	5.580	9.42	CAD	1.82
	S	KakaoBank	24,050.000	Fri		25,300.000	-4.94	24,600.000	700.000	2.85	KRW	-1.38
	S	DNB	203.700	Fri	0.54	202.200	0.74	199.000	3.200	1.61	NOK	-2.04
	S	Svenska Handelsbank	98.300	Fri	2.61	97.800	0.51	97.220	0.580	0.60	SEK	-2.19
		HDFC Bank	1,437.900	Fri	-0.66	1,522.650	-5.57	1,494.500	28.150	1.88	INR	-2.35
		Aozora Bank	2,415.500	Fri	0.27	2,534.500	-4.70	3,023.000	-488.500	-16.16	JPY	-7.56
		Toronto-Dominion	77.380	Fri	0.81	75.130	2.99	81.350	-6.220	-7.65	CAD	-8.16
	S	Kotak Mahindra Bank	1,627.950	Fri	-0.92	1,624.300	0.22	1,740.200	-115.900	-6.66	INR	-9.98
		Umweltbank	6.580	Fri	-2.08	6.560	0.30	6.660	-0.100	-1.50	EUR	-21.40
	S	Heartland	1.000	Fri		1.010	-0.99	1.660	-0.650	-39.16	NZD	-32.44
Banks - 93 out of 93 instruments rated - 5/06/24 / 11/06/23 - 88 did rise, Market-Ratio(26) = 94.62 %

Technical Chart

	Banks RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions Banks * 26 - 60/40 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		7/30/07	574		- cash -
short	7/30/07	5/18/09	658		Shinsei Bank	100	244	JPY	40.900	12.300	136.001	95.101	233	33,205	95
long	5/18/09	2/08/10	266		ICICI Bank	100	2,371	INR	14.000	16.475		2.475	18	39,073	25
short	2/08/10	3/29/10	49		Lloyds Bank	100	82,781	GBP	0.472	0.633	0.312	-0.161	-34	25,786	-95
long	3/29/10	5/17/10	49		VTB Bank	100	6,258	EUR	4.120	3.830		-0.290	-7	23,972	-42
short	5/17/10	8/02/10	77		Alpha Services	100	98	EUR	242.500	315.000	170.000	-72.500	-30	16,867	-81
long	8/02/10	9/20/10	49		Banco Macro	100	1,060	ARS	15.900	18.500		2.600	16	19,623	209
short	9/20/10	12/06/10	77		Piraeus Financial	100	0	EUR	642,906.000	541,596.000	763,166.871	120,260.871	19	19,623	0
long	12/06/10	5/09/11	154		Banco Macro	100	896	ARS	21.900	15.150		-6.750	-31	13,575	-58
short	5/09/11	2/06/12	273		Piraeus Financial	100	0	EUR	330,000.000	194,700.000	559,322.034	229,322.034	69	13,575	0
long	2/06/12	6/04/12	119		Aozora Bank	100	649	JPY	20.900	15.300		-5.600	-27	9,940	-62
short	6/04/12	7/02/12	28		National Bank Greece	100	6	EUR	1,500.000	2,115.000	885.000	-615.000	-41	6,250	-100
long	7/02/12	7/23/12	21		U.S. Bancorp	100	192	USD	32.440	33.420		0.980	3	6,438	68
short	7/23/12	10/08/12	77		Bankia	100	198	EUR	32.428	53.008	11.848	-20.580	-63	2,364	-99
long	10/08/12	8/24/15	1050		Eurobank Ergasias	100	1	EUR	1,230.000	3.300		-1,226.700	-100	1,137	-87
short	8/24/15	8/08/16	350		Piraeus Financial	100	0	EUR	2,376.000	42.240	133,650.000	131,274.000	5,525	1,137	0
long	8/08/16	4/02/18	602		Sberbank	100	140	EUR	8.077	15.010		6.933	86	2,107	46
short	4/02/18	4/15/19	378		Gentera	100	165	MXN	12.760	18.670	6.850	-5.910	-46	1,132	-45
long	4/15/19	6/03/19	49		Axis Bank	100	14	INR	76.285	81.265		4.980	7	1,202	60
short	6/03/19	6/24/19	21		Yes Bank	100	80	INR	14.945	11.195	19.951	5.006	33	1,603	15,064
long	6/24/19	8/05/19	42		Banco Macro	100	5	ARS	286.900	288.400		1.500	1	1,610	5
short	8/05/19	11/11/19	98		Yes Bank	100	198	INR	8.110	7.300	9.010	0.900	11	1,788	48
long	11/11/19	3/09/20	119		Banca Generali	100	57	EUR	30.900	22.600		-8.300	-27	1,315	-62
short	3/09/20	9/14/20	189		Yes Bank	100	618	INR	2.125	1.475	3.061	0.936	44	1,894	102
long	9/14/20	3/07/22	539		BBVA Banco Francés	100	13	ARS	138.200	197.550		59.350	43	2,665	27
short	3/07/22	12/12/22	280		Sberbank	100	701	EUR	3.800	3.800	3.800	0.000	0	2,665	0
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	12/12/22	8/14/23	245		Yes Bank	100	1,263	INR	2.110	1.695		-0.415	-20	2,141	-28
short	8/14/23	9/11/23	28		Umweltbank	100	206	EUR	10.350	9.780	10.953	0.603	6	2,265	109
long	9/11/23	5/10/24	242		Banco Macro	100	1	ARS	1,577.750	6,778.050		5,200.300	330	7,466	801
accum	7/30/07	5/10/24	6130	days out of 6704 invested (91%)								-25		7,466	-2

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Piraeus Financial	short	9/20/10	12/06/10	77	642,906.00	541,596.00	763,166.87	120,260.87	18.71
	short	5/09/11	2/06/12	273	330,000.00	194,700.00	559,322.03	229,322.03	69.49
	short	8/24/15	8/08/16	350	2,376.00	42.24	133,650.00	131,274.00	5,525.00	11,217.29
Banco Macro	long	8/02/10	9/20/10	49	15.90	18.50		2.60	16.35
	long	12/06/10	5/09/11	154	21.90	15.15		-6.75	-30.82
	long	6/24/19	8/05/19	42	286.90	288.40		1.50	0.52
	long	9/11/23	5/10/24	242	1,577.75	6,778.05		5,200.30	329.60	247.60
Shinsei Bank	short	7/30/07	5/18/09	658	40.90	12.30	136.00	95.10	232.52	232.52
Sberbank	long	8/08/16	4/02/18	602	8.08	15.01		6.93	85.84
	short	3/07/22	12/12/22	280	3.80	3.80	3.80	0.00	0.00	85.84
Yes Bank	short	6/03/19	6/24/19	21	14.95	11.20	19.95	5.01	33.50
	short	8/05/19	11/11/19	98	8.11	7.30	9.01	0.90	11.10
	short	3/09/20	9/14/20	189	2.13	1.48	3.06	0.94	44.07
	long	12/12/22	8/14/23	245	2.11	1.70		-0.42	-19.67	71.64
BBVA Banco Francés	long	9/14/20	3/07/22	539	138.20	197.55		59.35	42.95	42.95
ICICI Bank	long	5/18/09	2/08/10	266	14.00	16.48		2.48	17.68	17.68
Axis Bank	long	4/15/19	6/03/19	49	76.29	81.27		4.98	6.53	6.53
Umweltbank	short	8/14/23	9/11/23	28	10.35	9.78	10.95	0.60	5.83	5.83
U.S. Bancorp	long	7/02/12	7/23/12	21	32.44	33.42		0.98	3.02	3.02
VTB Bank	long	3/29/10	5/17/10	49	4.12	3.83		-0.29	-7.04	-7.04
Aozora Bank	long	2/06/12	6/04/12	119	20.90	15.30		-5.60	-26.79	-26.79
Banca Generali	long	11/11/19	3/09/20	119	30.90	22.60		-8.30	-26.86	-26.86
Alpha Services	short	5/17/10	8/02/10	77	242.50	315.00	170.00	-72.50	-29.90	-29.90
Lloyds Bank	short	2/08/10	3/29/10	49	0.47	0.63	0.31	-0.16	-34.00	-34.00
National Bank Greece	short	6/04/12	7/02/12	28	1,500.00	2,115.00	885.00	-615.00	-41.00	-41.00
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Gentera	short	4/02/18	4/15/19	378	12.76	18.67	6.85	-5.91	-46.32	-46.32
Bankia	short	7/23/12	10/08/12	77	32.43	53.01	11.85	-20.58	-63.46	-63.46
Eurobank Ergasias	long	10/08/12	8/24/15	1050	1,230.00	3.30		-1,226.70	-99.73	-99.73

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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