Assessment - Banks in Renminbi yuán - 7/01/24 - RS = 36
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ36
∅-RS
SOM Banks
1,995.904
8/12/24
0.22
2,071.053
-3.63
1,611.143
459.909
28.55
18.35
Banco Macro
53.269
8/12/24
0.91
57.612
-7.54
37.703
19.910
52.81
47.97
BBVA Banco Francés
32.097
8/12/24
0.75
31.679
1.32
27.404
4.275
15.60
25.71
Banco de Valores
2.719
8/12/24
-0.15
2.795
-2.71
2.890
-0.094
-3.27
10.75
L
Unipol
70.107
8/12/24
0.06
73.701
-4.88
39.825
33.876
85.06
58.48
Banco Sabadell
13.967
8/12/24
0.45
14.463
-3.43
8.478
5.985
70.59
47.59
KB Financial
434.464
8/12/24
0.73
419.192
3.64
300.424
118.768
39.53
31.78
BPER Banca
37.221
8/12/24
-0.27
39.026
-4.62
23.251
15.775
67.85
46.82
L
NatWest
3,080.480
8/12/24
0.48
2,900.033
6.22
1,926.346
973.687
50.55
34.30
L
State Bank of India
70.945
8/12/24
-1.42
73.508
-3.49
48.687
24.821
50.98
29.59
Unicredit
270.040
8/12/24
0.38
282.812
-4.52
176.973
105.839
59.81
37.23
Deutsche Bank
103.954
8/12/24
0.14
120.342
-13.62
74.985
45.357
60.49
31.67
L
Bank of China
3.171
8/12/24
1.19
3.590
-11.69
2.570
1.020
39.68
29.40
American Express
1,726.326
8/12/24
-0.34
1,702.731
1.39
1,057.148
645.583
61.07
27.90
L
Bank of America
277.975
8/12/24
-0.29
291.374
-4.60
186.951
104.423
55.86
25.99
Commerzbank
97.018
8/12/24
0.89
114.085
-14.96
79.673
34.413
43.19
29.38
Chiba Bank
48.363
8/09/24
3.22
65.648
-26.33
53.023
12.624
23.81
20.38
Wells Fargo
379.129
8/12/24
-1.33
441.249
-14.08
288.652
152.597
52.87
27.43
Intesa Sanpaolo
27.109
8/12/24
0.54
27.977
-3.10
18.766
9.211
49.08
29.01
Bankinter
56.976
8/12/24
0.19
60.101
-5.20
48.155
11.946
24.81
22.24
Citigroup
421.222
8/12/24
461.932
-8.81
284.338
177.593
62.46
28.68
Unicaja Banco
8.983
8/12/24
-0.86
10.202
-11.94
7.854
2.347
29.89
26.94
Sumitomo Mitsui Trst
149.640
8/09/24
2.72
167.714
-10.78
135.380
32.335
23.88
17.69
Banco Comercial
2.951
8/12/24
0.16
2.707
9.00
2.156
0.552
25.59
23.57
L
Lloyds Bank
522.927
8/12/24
-0.28
512.063
2.12
370.551
141.512
38.19
22.86
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ36
∅-RS
JP Morgan Chase
1,501.587
8/12/24
0.19
1,496.198
0.36
1,030.900
465.298
45.14
25.29
L
China Constr Bk HK
5.176
8/12/24
1.46
5.381
-3.81
4.253
1.128
26.52
24.68
Resona
40.736
8/09/24
3.93
48.994
-16.85
38.970
10.023
25.72
21.85
Banco BPM
45.166
8/12/24
-0.31
48.556
-6.98
36.970
11.586
31.34
22.65
UBS
200.272
8/12/24
0.44
217.438
-7.89
174.241
43.196
24.79
13.30
BNY Mellon
460.766
8/12/24
-0.80
437.754
5.26
303.348
134.406
44.31
21.74
Erste Group Bank
360.106
8/12/24
0.37
352.216
2.24
252.395
99.821
39.55
22.01
Banca Mediolanum
79.911
8/12/24
1.29
82.723
-3.40
60.244
22.479
37.31
18.10
Westpac Banking
136.675
8/12/24
0.61
131.783
3.71
96.687
35.096
36.30
19.83
National Australia B
174.307
8/12/24
1.01
174.694
-0.22
132.504
42.190
31.84
20.78
L
Commonwealth Bank
632.183
8/12/24
0.76
611.212
3.43
453.836
157.376
34.68
18.77
Banco Santander
31.941
8/12/24
-0.24
34.741
-8.06
26.686
8.055
30.18
15.64
Danske Bank
207.870
8/12/24
0.15
219.025
-5.09
165.866
53.159
32.05
16.06
Suncorp-Metway
81.559
8/12/24
1.38
82.964
-1.69
62.680
20.284
32.36
21.42
L
Axis Bank
101.651
8/12/24
1.89
110.172
-7.73
84.906
25.266
29.76
20.70
L
Hang Seng Bank
85.699
8/12/24
0.38
93.626
-8.47
85.757
7.869
9.18
6.70
Mediobanca
109.594
8/12/24
0.94
110.063
-0.43
87.044
23.019
26.45
15.69
L
Bank of China (HK)
20.795
8/12/24
22.427
-7.28
19.441
2.986
15.36
12.10
L
ICBC
4.178
8/12/24
2.05
4.327
-3.45
3.514
0.813
23.12
21.00
S.E.B
103.210
8/12/24
-0.10
108.072
-4.50
87.011
21.062
24.21
16.79
Fukuoka
164.018
8/09/24
5.30
199.490
-17.78
184.007
15.483
8.41
12.10
L
Royal Bank CA
788.363
8/12/24
-0.72
771.882
2.14
595.672
176.209
29.58
12.42
Cdn Imp Bk Comm
369.327
8/12/24
-0.36
344.737
7.13
260.891
83.846
32.14
9.08
L
China Merchants B HK
30.307
8/12/24
33.058
-8.32
28.601
4.457
15.58
14.98
ANZ Banking AU
136.675
8/12/24
0.93
137.789
-0.81
117.008
20.781
17.76
10.73
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ36
∅-RS
IBK
70.989
8/12/24
0.37
72.937
-2.67
63.731
9.206
14.45
11.48
ANZ Banking NZ
132.825
8/12/24
0.13
136.140
-2.44
119.000
17.140
14.40
9.65
Ind and Comm Bk
5.990
8/12/24
1.18
5.820
2.92
4.820
1.000
20.75
9.61
ICICI Bank
102.393
8/12/24
0.10
105.803
-3.22
81.881
23.921
29.21
20.14
Bank of Ireland
73.521
8/12/24
-0.93
76.677
-4.12
69.869
6.808
9.74
8.79
Agricultural Bank
4.640
8/12/24
0.65
4.440
4.50
3.650
0.790
21.64
9.57
L
HSBC
60.008
8/12/24
0.63
63.691
-5.78
55.894
7.798
13.95
11.44
Banco Bilbao Viz
69.709
8/12/24
0.27
74.208
-6.06
58.669
15.540
26.49
13.61
L
Industrial Bank
16.280
8/12/24
-0.55
17.750
-8.28
15.740
2.010
12.77
9.12
L
HSBC
5,928.036
8/12/24
0.22
6,360.739
-6.80
5,480.200
880.539
16.07
11.40
FinecoBank
112.758
8/12/24
0.94
110.805
1.76
85.562
25.243
29.50
8.92
Banca Generali
297.458
8/12/24
0.74
295.271
0.74
239.370
55.901
23.35
10.62
ABN AMRO
119.436
8/12/24
0.92
122.366
-2.39
99.133
23.233
23.44
10.72
OCBC
74.199
8/12/24
0.29
77.794
-4.62
67.997
9.797
14.41
11.02
Jyske Bank
543.635
8/12/24
0.48
578.202
-5.98
521.742
56.460
10.82
6.10
Woori Financial
77.677
8/12/24
0.55
75.834
2.43
66.888
8.946
13.37
7.39
L
United Overseas Bank
157.143
8/12/24
0.58
167.927
-6.42
147.764
20.163
13.65
9.57
L
Nordea Bank
81.395
8/12/24
-0.19
89.167
-8.72
79.509
9.658
12.15
7.19
DBS Bank
182.306
8/12/24
1.22
193.787
-5.92
176.600
17.187
9.73
8.05
KBC
520.083
8/12/24
-0.21
516.802
0.63
405.267
111.535
27.52
7.08
China Merchants Bank
32.120
8/12/24
-0.65
34.360
-6.52
31.230
3.130
10.02
6.17
Standard Chartered
6,647.060
8/12/24
0.92
6,740.966
-1.39
6,418.768
322.197
5.02
8.68
National Bank CA
606.376
8/12/24
0.39
575.056
5.45
455.168
119.888
26.34
6.93
Swedbank
141.836
8/12/24
-0.86
152.452
-6.96
132.318
20.134
15.22
10.71
Nordea Bank
82.047
8/12/24
-0.13
89.136
-7.95
79.591
9.545
11.99
7.21
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ36
∅-RS
Credit Agricole
103.150
8/12/24
0.57
102.329
0.80
88.260
14.069
15.94
5.12
L
HDFC Bank
144.938
8/12/24
0.60
148.875
-2.64
132.606
16.269
12.27
10.72
IndusInd Bank
117.938
8/12/24
0.08
127.197
-7.28
126.351
0.847
0.67
-0.87
U.S. Bancorp
302.007
8/12/24
-1.43
285.767
5.68
228.553
57.214
25.03
3.00
Raiffeisen Bank Int
129.747
8/12/24
1.59
127.638
1.65
103.345
24.294
23.51
2.67
Bank Nova Scotia
325.870
8/12/24
-3.42
331.647
-1.74
303.160
28.487
9.40
-2.07
S
DNB
146.483
8/12/24
0.14
144.777
1.18
136.204
8.573
6.29
2.28
S
Svenska Handelsbank
69.959
8/12/24
0.29
69.720
0.34
65.271
4.448
6.81
1.32
BNP Paribas
462.825
8/12/24
481.729
-3.92
437.792
43.937
10.04
2.27
L
Kotak Mahindra Bank
154.755
8/12/24
0.16
157.859
-1.97
153.272
4.588
2.99
2.31
S
Bank Montreal
592.756
8/12/24
-0.10
608.549
-2.60
567.529
41.020
7.23
-5.47
L
Aozora Bank
106.596
8/09/24
3.28
118.270
-9.87
139.580
-21.311
-15.27
-10.37
Societe Generale
160.290
8/12/24
0.44
176.538
-9.20
164.143
12.395
7.55
-4.95
S
Toronto-Dominion
416.069
8/12/24
0.19
398.527
4.40
420.283
-21.755
-5.18
-8.01
S
Banco del Bajio
20.610
8/12/24
0.64
22.110
-6.79
21.667
0.442
2.04
-8.98
S
Regional
50.277
8/12/24
-0.39
54.770
-8.20
50.785
3.985
7.85
-8.52
L
Umweltbank
44.056
8/12/24
-1.40
49.837
-11.60
59.121
-9.284
-15.70
-18.41
S
KakaoBank
115.067
8/12/24
1.39
110.591
4.05
114.020
-3.429
-3.01
-19.39
S
Heartland
4.685
8/12/24
0.95
4.288
9.28
7.063
-2.775
-39.30
-29.60
Banks - 93 out of 93 instruments rated - 7/01/24 / 10/23/23 - 87 did rise, Market-Ratio(36) in CNY = 93.55 %
Technical Chart
Transactions Banks in Renminbi yuán * S36 - 52 ex 10 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
8/13/07
588
- cash -
short
8/13/07
12/31/07
140
Resona
100
6,600
1.515
1.310
1.752
0.237
16
11,561
46
12/31/07
7/21/08
203
Citigroup
100
5
2,150.256
1,342.578
3,443.822
1,293.567
60
18,029
133
7/21/08
10/06/08
77
Banco Comercial
100
298
60.416
46.120
79.145
18.728
31
23,610
260
10/06/08
2/16/09
133
Raiffeisen Bank Int
100
99
237.006
123.046
456.510
219.504
93
45,341
504
2/16/09
4/06/09
49
Bank of Ireland
100
655
69.131
163.162
0.000
-69.131
-100
60
-100
4/06/09
7/06/09
91
Citigroup
100
0
185.922
190.616
181.229
-4.693
-3
60
0
7/06/09
7/13/09
7
- cash -
7/13/09
7/20/09
7
KBC
100
0
102.658
122.632
82.684
-19.974
-19
60
0
7/20/09
5/03/10
287
- cash -
5/03/10
8/02/10
91
Bankinter
100
1
31.670
33.690
29.650
-2.020
-6
58
-23
8/02/10
8/09/10
7
- cash -
8/09/10
10/04/10
56
Unipol
100
0
107.236
97.526
117.913
10.677
10
58
0
10/04/10
11/15/10
42
- cash -
11/15/10
1/17/11
63
Bank of Ireland
100
0
107.143
87.578
131.079
23.936
22
58
0
1/17/11
5/23/11
126
- cash -
5/23/11
1/09/12
231
Bank of Ireland
100
1
54.599
20.029
148.842
94.242
173
153
388
1/09/12
4/16/12
98
Unicredit
100
1
92.139
124.814
59.465
-32.675
-35
120
-80
4/16/12
5/21/12
35
- cash -
5/21/12
5/28/12
7
Unicredit
100
1
100.358
99.430
101.294
0.936
1
121
62
5/28/12
6/18/12
21
- cash -
6/18/12
7/23/12
35
Unicredit
100
1
98.796
93.402
104.500
5.705
6
127
80
7/23/12
10/29/12
98
- cash -
10/29/12
11/05/12
7
Unipol
100
9
13.790
13.666
13.914
0.125
1
128
60
11/05/12
11/12/12
7
- cash -
11/12/12
11/19/12
7
Unipol
100
9
13.261
12.418
14.162
0.901
7
136
2,975
11/19/12
11/26/12
7
- cash -
11/26/12
12/03/12
7
Unipol
100
10
13.128
12.518
13.769
0.640
5
142
1,098
12/03/12
8/24/15
994
- cash -
8/24/15
9/21/15
28
Banco Comercial
100
26
5.405
4.601
6.351
0.945
17
167
718
9/21/15
9/28/15
7
- cash -
9/28/15
10/12/15
14
Banco Comercial
100
40
4.160
5.287
3.033
-1.127
-27
122
-100
10/12/15
10/19/15
7
- cash -
10/19/15
3/14/16
147
Banco Comercial
100
23
5.237
4.326
6.339
1.103
21
147
61
3/14/16
9/19/16
189
Banco BPM
100
2
58.982
15.603
222.971
163.989
278
475
1,204
9/19/16
3/26/18
553
- cash -
3/26/18
4/23/18
28
Umweltbank
100
7
60.435
72.787
48.083
-12.352
-20
389
-95
4/23/18
6/04/18
42
- cash -
6/04/18
10/22/18
140
Deutsche Bank
100
5
71.445
74.833
68.058
-3.388
-5
372
-12
10/22/18
7/08/19
259
Danske Bank
100
2
139.279
107.791
179.965
40.686
29
453
44
7/08/19
7/15/19
7
- cash -
7/15/19
7/29/19
14
Unicaja Banco
100
73
6.185
5.642
6.782
0.596
10
497
1,002
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
7/29/19
8/05/19
7
- cash -
8/05/19
9/09/19
35
Bank of Ireland
100
16
29.575
29.906
29.243
-0.332
-1
491
-11
9/09/19
9/30/19
21
- cash -
9/30/19
12/16/19
77
BBVA Banco Francés
100
42
11.565
13.939
9.191
-2.374
-21
392
-66
12/16/19
1/13/20
28
ABN AMRO
100
3
125.703
125.899
125.506
-0.197
0
391
-2
1/13/20
3/02/20
49
- cash -
3/02/20
8/10/20
161
ABN AMRO
100
4
96.326
63.384
146.387
50.062
52
591
158
8/10/20
9/07/20
28
Banco Sabadell
100
206
2.863
3.067
2.658
-0.205
-7
549
-62
9/07/20
9/21/20
14
Banco del Bajio
100
109
5.023
5.129
4.916
-0.106
-2
537
-43
9/21/20
10/26/20
35
Lloyds Bank
100
257
2.086
2.540
1.633
-0.453
-22
421
-92
10/26/20
11/16/20
21
BPER Banca
100
44
9.447
10.285
8.610
-0.837
-9
384
-80
11/16/20
3/07/22
476
- cash -
3/07/22
3/14/22
7
Raiffeisen Bank Int
100
5
75.439
92.659
58.219
-17.220
-23
298
-100
3/14/22
5/09/22
56
- cash -
5/09/22
5/30/22
21
Raiffeisen Bank Int
100
3
77.128
91.047
63.208
-13.920
-18
256
-97
5/30/22
6/06/22
7
- cash -
6/06/22
9/26/22
112
Raiffeisen Bank Int
100
2
86.988
84.145
89.928
2.939
3
262
11
9/26/22
11/14/22
49
KakaoBank
100
2,409
0.109
0.149
0.069
-0.040
-37
165
-97
11/14/22
11/28/22
14
- cash -
11/28/22
1/02/23
35
KakaoBank
100
1,228
0.135
0.131
0.138
0.003
3
169
30
1/02/23
9/25/23
266
- cash -
9/25/23
11/20/23
56
Umweltbank
100
2
64.402
61.929
66.973
2.572
4
175
29
11/20/23
7/11/25
599
- cash -
accum 8/13/07
11/20/23 2800
days out of 7130 invested (39%)
-98
175
-41
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Banco BPM short 3/14/16 9/19/16 189 58.98 15.60 222.97 163.99 278.03 278.03
Citigroup 12/31/07 7/21/08 203 2,150.26 1,342.58 3,443.82 1,293.57 60.16
4/06/09 7/06/09 91 185.92 190.62 181.23 -4.69 -2.52 56.12
ABN AMRO 12/16/19 1/13/20 28 125.70 125.90 125.51 -0.20 -0.16
3/02/20 8/10/20 161 96.33 63.38 146.39 50.06 51.97 51.73
Banco Comercial 7/21/08 10/06/08 77 60.42 46.12 79.14 18.73 31.00
8/24/15 9/21/15 28 5.41 4.60 6.35 0.95 17.49
9/28/15 10/12/15 14 4.16 5.29 3.03 -1.13 -27.09
10/19/15 3/14/16 147 5.24 4.33 6.34 1.10 21.06 35.85
Danske Bank 10/22/18 7/08/19 259 139.28 107.79 179.97 40.69 29.21 29.21
Raiffeisen Bank Int 10/06/08 2/16/09 133 237.01 123.05 456.51 219.50 92.62
3/07/22 3/14/22 7 75.44 92.66 58.22 -17.22 -22.83
5/09/22 5/30/22 21 77.13 91.05 63.21 -13.92 -18.05
6/06/22 9/26/22 112 86.99 84.15 89.93 2.94 3.38 25.94
Unipol 8/09/10 10/04/10 56 107.24 97.53 117.91 10.68 9.96
10/29/12 11/05/12 7 13.79 13.67 13.91 0.12 0.90
11/12/12 11/19/12 7 13.26 12.42 14.16 0.90 6.79
11/26/12 12/03/12 7 13.13 12.52 13.77 0.64 4.88 24.26
Resona 8/13/07 12/31/07 140 1.52 1.31 1.75 0.24 15.62 15.62
Unicaja Banco 7/15/19 7/29/19 14 6.19 5.64 6.78 0.60 9.64 9.64
Banco del Bajio 9/07/20 9/21/20 14 5.02 5.13 4.92 -0.11 -2.12 -2.12
Deutsche Bank 6/04/18 10/22/18 140 71.45 74.83 68.06 -3.39 -4.74 -4.74
Bankinter 5/03/10 8/02/10 91 31.67 33.69 29.65 -2.02 -6.38 -6.38
Banco Sabadell 8/10/20 9/07/20 28 2.86 3.07 2.66 -0.20 -7.15 -7.15
BPER Banca 10/26/20 11/16/20 21 9.45 10.28 8.61 -0.84 -8.86 -8.86
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Umweltbank 3/26/18 4/23/18 28 60.44 72.79 48.08 -12.35 -20.44
9/25/23 11/20/23 56 64.40 61.93 66.97 2.57 3.99 -17.26
KBC 7/13/09 7/20/09 7 102.66 122.63 82.68 -19.97 -19.46 -19.46
BBVA Banco Francés 9/30/19 12/16/19 77 11.57 13.94 9.19 -2.37 -20.53 -20.53
Lloyds Bank 9/21/20 10/26/20 35 2.09 2.54 1.63 -0.45 -21.73 -21.73
Unicredit 1/09/12 4/16/12 98 92.14 124.81 59.46 -32.67 -35.46
5/21/12 5/28/12 7 100.36 99.43 101.29 0.94 0.93
6/18/12 7/23/12 35 98.80 93.40 104.50 5.70 5.77 -31.10
KakaoBank 9/26/22 11/14/22 49 0.11 0.15 0.07 -0.04 -36.95
11/28/22 1/02/23 35 0.13 0.13 0.14 0.00 2.51 -35.37
Bank of Ireland 2/16/09 4/06/09 49 69.13 163.16 0.00 -69.13 -100.00
11/15/10 1/17/11 63 107.14 87.58 131.08 23.94 22.34
5/23/11 1/09/12 231 54.60 20.03 148.84 94.24 172.61
8/05/19 9/09/19 35 29.57 29.91 29.24 -0.33 -1.12 -100.00
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