Share-o-matic - Assessment Banks

Assessment - Banks - 4/15/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Banks	267.781	15:42	-0.22	268.237	-0.17	226.287	41.950	18.54	USD	16.35
		Banco Macro	5,187.750	Thu	1.41	5,058.950	2.55	1,670.000	3,388.950	202.93	ARS	195.83
		BBVA Banco Francés	2,859.800	Thu	0.62	2,922.400	-2.14	1,279.000	1,643.400	128.49	ARS	135.53
		Banco de Valores	259.500	Thu	0.19	265.000	-2.08	137.750	127.250	92.38	ARS	90.07
	L	Unipol	8.130	Thu	1.63	8.060	0.87	5.174	2.886	55.78	EUR	49.18
	L	Unicredit	34.580	09:07	-1.43	34.350	0.67	23.005	11.345	49.32	EUR	46.75
	L	BPER Banca	4.416	Thu	2.01	4.268	3.47	3.029	1.239	40.90	EUR	39.80
	L	Deutsche Bank	14.954	15:35	1.04	14.710	1.66	10.132	4.578	45.18	EUR	36.35
	L	Banco BPM	6.354	Thu	1.66	6.160	3.15	4.847	1.313	27.09	EUR	33.28
	L	Resona	981.100	06:15	-1.89	1,013.500	-3.20	805.400	208.100	25.84	JPY	33.09
	L	Banco Bilbao Viz	10.170	09:03	-2.40	10.170		7.700	2.470	32.08	EUR	31.87
	L	Intesa Sanpaolo	3.317	09:04	-0.97	3.327	-0.29	2.406	0.921	38.26	EUR	28.67
	L	Chiba Bank	1,286.500	06:15	-1.23	1,313.500	-2.06	1,091.500	222.000	20.34	JPY	27.60
	L	Fukuoka	4,082.000	06:15	-1.28	4,225.000	-3.38	3,704.000	521.000	14.07	JPY	27.59
	L	Wells Fargo	58.740	Thu	2.73	56.970	3.11	41.650	15.320	36.78	USD	27.38
		American Express	225.010	14:12	3.45	218.400	3.03	152.790	65.610	42.94	USD	26.64
	L	Banco Sabadell	1.503	Thu	4.09	1.423	5.62	1.125	0.298	26.50	EUR	25.90
	L	Banco Santander	4.476	09:15	-1.51	4.471	0.12	3.576	0.895	25.01	EUR	24.37
	L	State Bank of India	750.450	09:59	0.76	757.500	-0.93	575.650	181.850	31.59	INR	23.74
	L	Citigroup	58.320	Thu	0.26	58.560	-0.41	40.950	17.610	43.00	USD	23.51
		KB Financial	63,700.000	06:30	-0.47	66,200.000	-3.78	56,600.000	9,600.000	16.96	KRW	22.56
	L	Commerzbank	13.375	15:42	0.11	12.900	3.68	10.545	2.355	22.33	EUR	21.77
		Danske Bank	202.900	14:59	0.05	205.500	-1.27	165.000	40.500	24.55	DKK	21.48
		UBS	25.700	15:30	-0.43	26.250	-2.10	22.450	3.800	16.93	CHF	20.52
	L	Erste Group Bank	43.000	15:35	0.75	41.790	2.90	33.070	8.720	26.37	EUR	20.30
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Mediobanca	13.580	Thu	1.04	13.680	-0.73	12.090	1.590	13.15	EUR	19.49
	L	Sumitomo Mitsui Trst	3,173.000	06:15	-1.49	3,291.000	-3.59	2,783.000	508.000	18.25	JPY	19.37
	L	NatWest	275.400	Thu	1.10	276.800	-0.51	228.200	48.600	21.30	GBP	19.14
	L	Agricultural Bank	4.540	07:00	1.11	4.370	3.89	3.710	0.660	17.79	CNY	18.94
	L	Bank of America	35.770	Thu	1.53	35.950	-0.50	26.990	8.960	33.20	USD	18.32
		JP Morgan Chase	182.300	14:13	0.58	182.890	-0.32	147.850	35.040	23.70	USD	17.82
	L	Unicaja Banco	1.153	Thu	3.69	1.151	0.17	1.017	0.134	13.18	EUR	17.67
	L	Banca Mediolanum	10.180	Thu	1.90	10.090	0.89	7.942	2.148	27.05	EUR	17.62
		BNY Mellon	55.250	Thu	1.45	55.090	0.29	41.840	13.250	31.67	USD	17.36
	L	Westpac Banking	25.435	05:55	-1.15	26.160	-2.77	21.310	4.850	22.76	AUD	17.17
	L	Credit Agricole	13.905	Thu	1.79	13.820	0.62	11.538	2.282	19.78	EUR	16.55
		National Australia B	33.080	05:52	-1.11	33.930	-2.51	29.130	4.800	16.48	AUD	16.25
	L	Suncorp-Metway	15.925	05:55	-1.52	16.040	-0.72	13.960	2.080	14.90	AUD	16.20
	L	Bankinter	7.278	Thu	5.33	6.890	5.63	6.020	0.870	14.45	EUR	16.17
		Banco Comercial	0.313	Thu	5.99	0.299	4.68	0.281	0.019	6.62	EUR	15.95
	L	ANZ Banking NZ	30.640	05:00	-2.73	31.510	-2.76	27.220	4.290	15.76	NZD	15.18
		Raiffeisen Bank Int	17.180	15:35	-0.35	17.600	-2.39	13.500	4.100	30.37	EUR	15.05
	L	Lloyds Bank	51.000	Thu	1.15	51.160	-0.31	43.510	7.650	17.58	GBP	14.41
	L	ANZ Banking AU	28.170	05:50	-1.37	29.000	-2.86	25.550	3.450	13.50	AUD	14.32
	L	Cdn Imp Bk Comm	65.020	Thu	0.34	65.740	-1.10	51.840	13.900	26.81	CAD	14.21
	L	Jyske Bank	570.000	14:59	-0.61	580.000	-1.72	516.200	63.800	12.36	DKK	14.09
	L	ABN AMRO	15.615	Thu	0.35	15.780	-1.05	13.320	2.460	18.47	EUR	13.34
		U.S. Bancorp	39.440	Thu	-0.20	41.440	-4.83	32.620	8.820	27.04	USD	13.31
		S.E.B	145.250	15:29	-0.07	146.950	-1.16	136.550	10.400	7.62	SEK	13.11
	L	KBC	70.000	Thu	1.98	68.500	2.19	56.920	11.580	20.34	EUR	12.52
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	National Bank CA	110.120	Thu	-0.28	110.690	-0.51	88.780	21.910	24.68	CAD	12.48
	L	BNP Paribas	64.770	09:16	-1.05	65.770	-1.52	57.830	7.940	13.73	EUR	12.16
		IBK	13,350.000	06:30	0.53	12,770.000	4.54	11,830.000	940.000	7.95	KRW	12.10
	L	Ind and Comm Bk	5.550	07:00	0.54	5.420	2.40	4.920	0.500	10.16	CNY	11.22
	L	Bank of China	3.360	08:08	0.30	3.260	3.07	2.800	0.460	16.43	HKD	11.03
		Svenska Handelsbank	109.000	15:29	-0.41	109.900	-0.82	99.920	9.980	9.99	SEK	10.65
	L	FinecoBank	13.945	Thu	1.05	14.090	-1.03	10.845	3.245	29.92	EUR	10.45
		ICICI Bank	1,067.250	09:59	1.12	1,078.350	-1.03	951.400	126.950	13.34	INR	10.35
		Swedbank	214.800	15:29	0.80	214.900	-0.05	209.300	5.600	2.68	SEK	10.26
		Regional	151.070	Thu	-0.87	154.570	-2.26	131.850	22.720	17.23	MXN	9.97
		Commonwealth Bank	111.540	05:51	-1.06	114.640	-2.70	100.670	13.970	13.88	AUD	9.24
	L	Bank of Ireland	10.055	15:30	0.35	9.692	3.75	9.550	0.142	1.49	EUR	9.14
		Banco del Bajio	60.700	Thu	-0.33	62.740	-3.25	55.250	7.490	13.56	MXN	9.08
		IndusInd Bank	1,482.050	09:59	0.52	1,539.900	-3.76	1,446.400	93.500	6.46	INR	8.78
	L	DBS Bank	36.410	09:15	-0.11	35.640	2.16	33.440	2.200	6.58	SGD	8.76
		Banca Generali	35.660	Thu	2.41	35.440	0.62	31.820	3.620	11.38	EUR	8.16
		Woori Financial	13,540.000	06:30	0.30	13,560.000	-0.15	12,580.000	980.000	7.79	KRW	8.00
	L	OCBC	13.690	09:15	-0.15	13.710	-0.15	13.000	0.710	5.46	SGD	7.44
	L	Societe Generale	24.710	Thu	2.28	24.980	-1.08	21.950	3.030	13.80	EUR	7.34
		Bank Montreal	125.360	Thu	0.07	127.840	-1.94	111.720	16.120	14.43	CAD	6.95
	L	Royal Bank CA	133.520	Thu	0.17	134.990	-1.09	116.200	18.790	16.17	CAD	6.79
		HSBC	636.100	09:16	-1.32	651.100	-2.30	651.300	-0.200	-0.03	GBP	6.34
		HSBC	61.850	08:08	-1.28	63.850	-3.13	61.800	2.050	3.32	HKD	5.89
		Axis Bank	1,029.100	10:00	0.50	1,057.950	-2.73	1,004.800	53.150	5.29	INR	5.37
		DNB	211.500	14:25	0.09	216.300	-2.22	220.100	-3.800	-1.73	NOK	5.34
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	United Overseas Bank	29.930	09:15	-0.73	29.570	1.22	28.130	1.440	5.12	SGD	4.72
	L	Bank of China (HK)	22.650	08:08	-0.88	22.650		21.250	1.400	6.59	HKD	4.48
	L	ICBC	4.110	08:08		4.030	1.99	3.850	0.180	4.68	HKD	4.25
		Nordea Bank	126.600	15:29	1.32	123.900	2.18	121.860	2.040	1.67	SEK	3.83
	L	China Merchants Bank	33.620	07:00	-0.09	32.830	2.41	32.310	0.520	1.61	CNY	3.61
	L	China Constr Bk HK	4.870	08:08	0.21	4.820	1.04	4.630	0.190	4.10	HKD	3.59
		Nordea Bank	10.705	09:19	-0.23	10.710	-0.05	10.570	0.140	1.32	EUR	3.19
	L	Bank Nova Scotia	64.140	Thu	-0.12	65.470	-2.03	60.090	5.380	8.95	CAD	2.54
	L	Hang Seng Bank	96.050	08:08	0.16	97.400	-1.39	96.150	1.250	1.30	HKD	1.42
	L	China Merchants B HK	32.550	08:08	-0.31	31.750	2.52	32.150	-0.400	-1.24	HKD	0.44
	L	Standard Chartered	661.600	Thu	2.86	664.800	-0.48	748.000	-83.200	-11.12	GBP	-0.07
		Kotak Mahindra Bank	1,792.650	09:59	0.33	1,798.150	-0.31	1,749.750	48.400	2.77	INR	-0.86
		Industrial Bank	16.180	07:00	-0.74	15.770	2.60	16.200	-0.430	-2.65	CNY	-0.88
	S	KakaoBank	23,750.000	06:30	-1.25	24,750.000	-4.04	23,150.000	1,600.000	6.91	KRW	-3.08
		HDFC Bank	1,531.300	10:00	2.45	1,494.700	2.45	1,529.600	-34.900	-2.28	INR	-4.72
	S	Toronto-Dominion	78.850	Thu	0.73	77.940	1.17	81.240	-3.300	-4.06	CAD	-4.90
	S	Aozora Bank	2,415.500	06:15	-1.91	2,472.000	-2.29	2,852.000	-380.000	-13.32	JPY	-9.77
		Umweltbank	6.440	08:29	-1.53	6.420	0.31	7.780	-1.360	-17.48	EUR	-25.72
		Heartland	1.030	05:00	-2.83	1.090	-5.50	1.710	-0.620	-36.26	NZD	-29.01
Banks - 93 out of 93 instruments rated - 4/15/24 / 10/16/23 - 83 did rise, Market-Ratio(26) = 89.25 %

Technical Chart

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

1/06/20	scale up chart	4/15/24

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 Bank	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	4/18/24	220		Banco Macro	100	1	ARS	1,577.750	5,187.750		3,610.000	229	5,875	621
accum	7/30/07	4/18/24	6108	days out of 6682 invested (91%)								-41		5,875	-3

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
Shinsei Bank	short	7/30/07	5/18/09	658	40.90	12.30	136.00	95.10	232.52	232.52
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	4/18/24	220	1,577.75	5,187.75		3,610.00	228.81	166.04
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 Bank	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.


	is taking down something concerning