Share-o-matic - Assessment Banks - best short exchanging

Assessment - Banks in Swiss Franc - 14/10/19 - RS = 36

		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	4/02/19	prc diff	⇓ Δ36	⇓∅-RS
		SOM Banks	178.762	Fri	0.14	175.005	2.15	178.314	-3.309	-1.86	-2.17
	S	Yes Bank	0.719	Fri	8.44	0.561	28.18	2.502	-1.940	-77.57	-68.24
	S	Indiabulls HF	3.236	Fri	33.60	2.768	16.89	9.054	-6.286	-69.42	-68.42
	S	Ferratum	9.566	Fri		8.357	14.47	10.267	-1.910	-18.60	-25.89
		RBS	299.168	Fri	2.63	270.168	10.73	316.790	-46.622	-14.72	-4.80
		IndusInd Bank	18.791	Fri	0.19	17.503	7.36	20.935	-3.431	-16.39	-17.21
		Banca Generali	31.205	Fri	0.50	29.094	7.26	22.929	6.165	26.89	15.46
	L	BPER Banca	4.306	Fri	2.22	4.044	6.47	3.388	0.656	19.37	2.66
	L	Banco Sabadell	1.124	Fri	0.44	1.062	5.82	0.987	0.075	7.62	-1.11
	L	Unicredit	12.645	Fri	0.56	11.950	5.82	11.054	0.896	8.11	-2.32
	L	Banco BPM	2.362	Fri	-0.09	2.235	5.66	1.876	0.359	19.15	7.62
		State Bank of India	3.774	Fri	5.31	3.575	5.56	3.951	-0.375	-9.50	-14.53
	L	Mediobanca	11.677	Fri	0.38	11.111	5.10	8.362	2.749	32.88	16.46
	L	Jyske Bank	34.580	Fri	0.30	32.975	4.87	38.096	-5.120	-13.44	-9.30
	L	FinecoBank	11.056	Fri	-0.05	10.551	4.78	11.042	-0.491	-4.45	-4.22
	L	UBI Banca	3.156	Fri	-0.10	3.019	4.52	2.455	0.564	22.99	8.08
		Bank of Ireland	4.770	Fri	-2.25	4.570	4.38	5.989	-1.419	-23.70	-15.62
		Shinsei Bank	15.039	Fri	0.93	14.414	4.34	13.213	1.200	9.08	2.78
	L	Bank of America	30.258	Fri	0.30	29.051	4.15	28.820	0.232	0.80	4.11
		Lloyds Bank	75.564	Fri	-1.26	72.551	4.15	75.210	-2.659	-3.54	1.21
		HDFC	29.313	Fri	2.23	28.198	3.96	27.527	0.671	2.44	0.62
	S	Axis Bank	9.931	Fri	-0.11	9.566	3.81	10.024	-0.458	-4.57	-1.06
		Bankia	1.988	Fri	-0.96	1.919	3.61	2.770	-0.851	-30.73	-23.78
	L	Bankinter	6.791	Fri	0.16	6.558	3.55	7.517	-0.960	-12.77	-11.28
	L	BNP Paribas	51.667	Fri	0.02	49.908	3.53	45.755	4.153	9.08	3.10
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	4/02/19	prc diff	⇓ Δ36	⇓∅-RS
	L	JP Morgan Chase	120.193	Fri	0.17	116.095	3.53	104.032	12.063	11.60	8.13
	L	Deutsche Bank	7.798	Fri	-0.63	7.534	3.50	8.738	-1.204	-13.78	-7.99
		U.S. Bancorp	54.902	Fri	0.66	53.098	3.40	51.462	1.636	3.18	3.40
	L	BNY Mellon	45.202	Fri	2.16	43.766	3.28	52.270	-8.504	-16.27	-7.10
	L	Societe Generale	28.621	Fri		27.725	3.23	29.374	-1.649	-5.61	-5.04
	L	Aareal Bank	32.151	Fri	-0.48	31.150	3.21	31.895	-0.745	-2.34	1.31
	L	Banco Bilbao Viz	5.254	Fri	1.09	5.096	3.11	5.898	-0.802	-13.59	-7.99
		Banco Santander	4.255	Fri	0.31	4.128	3.08	4.598	-0.470	-10.22	-8.83
	L	Sumitomo Mitsui Trst	35.349	Fri	0.42	34.411	2.73	37.179	-2.768	-7.45	-5.49
		Sberbank	14.602	Fri	0.76	14.217	2.71	13.255	0.962	7.26	7.85
	L	Credit Agricole	12.694	Fri		12.364	2.67	11.076	1.288	11.63	2.69
	L	Chiba Bank	5.151	Fri	0.18	5.022	2.56	5.821	-0.799	-13.72	-7.66
	L	Intesa Sanpaolo	2.457	Fri	0.13	2.397	2.50	2.238	0.159	7.12	5.19
		Bank of China (HK)	3.407	Fri	-0.56	3.324	2.49	3.834	-0.510	-13.31	-13.86
	L	Regional	5.058	Fri	0.52	4.935	2.47	5.282	-0.347	-6.56	0.43
		Umweltbank	10.995	Fri	-0.99	10.732	2.46	9.970	0.762	7.64	2.28
	L	Unipol	5.504	Fri	0.66	5.380	2.31	4.611	0.769	16.68	16.20
		Woori Financial	10.161	Fri	-0.41	9.951	2.12	13.209	-3.259	-24.67	-17.85
		ICICI Bank	6.127	Fri	0.57	6.002	2.09	4.933	1.069	21.67	11.61
	L	DNB	17.578	Fri	-0.34	17.222	2.07	17.773	-0.551	-3.10	-3.17
		HDFC Bank	17.201	Fri	0.74	16.857	2.04	14.643	2.214	15.12	8.80
	L	S.E.B	9.525	Fri	-0.11	9.340	1.98	10.564	-1.224	-11.59	-2.63
	L	Fukuoka	18.562	Fri	0.30	18.203	1.97	20.696	-2.493	-12.05	-10.65
	L	Kotak Mahindra Bank	22.607	Fri	0.67	22.190	1.88	17.700	4.490	25.37	17.74
	L	Swedbank	14.417	Fri	-0.56	14.168	1.76	22.604	-8.435	-37.32	-16.95
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	4/02/19	prc diff	⇓ Δ36	⇓∅-RS
	L	Aozora Bank	24.422	Fri	-0.15	24.008	1.72	28.334	-4.326	-15.27	-10.10
	S	ABN AMRO	18.208	Fri	-1.10	17.917	1.63	24.035	-6.118	-25.46	-18.92
	L	Svenska Handelsbank	9.531	Fri	-0.38	9.381	1.60	10.790	-1.410	-13.06	-9.01
	L	Credit Suisse	12.165	Fri	-0.73	11.975	1.59	11.870	0.105	0.88	-0.11
		HSBC	7.741	Fri		7.620	1.58	8.388	-0.767	-9.15	-6.03
	L	Raiffeisen Bank Int	23.530	Fri	0.71	23.167	1.57	26.408	-3.241	-12.27	-6.85
	L	National Bank CA	50.822	Fri	0.13	50.053	1.54	47.213	2.840	6.02	8.49
	L	Resona	4.192	Fri	-0.63	4.128	1.54	4.788	-0.659	-13.77	-7.34
	L	Shizuoka Bank	7.414	Fri	-0.12	7.303	1.51	7.837	-0.534	-6.81	-5.33
	L	Wells Fargo	49.818	Fri	0.73	49.120	1.42	48.957	0.162	0.33	2.23
	L	National Australia B	19.415	Fri	-0.35	19.145	1.41	17.306	1.838	10.62	6.31
	S	Commerzbank	5.831	Fri	-1.01	5.753	1.36	7.084	-1.331	-18.79	-21.73
	L	KBC	67.798	Fri	-0.32	66.896	1.35	67.645	-0.749	-1.11	-0.27
	L	Nordea Bank	7.147	Fri	-0.06	7.057	1.28	9.046	-1.989	-21.99	-9.92
	L	Cdn Imp Bk Comm	83.724	Fri	0.49	82.849	1.06	84.607	-1.757	-2.08	2.52
	L	UBS	11.185	Fri		11.070	1.04	12.720	-1.650	-12.97	-9.21
	S	Banco Comercial	0.214	Fri	-1.97	0.212	0.99	0.262	-0.051	-19.37	-19.67
	L	Nordea Bank	7.125	Fri	-0.21	7.059	0.94	9.062	-2.003	-22.11	-9.84
	S	Banco Macro	3.233	Fri	-0.40	3.207	0.80	5.979	-2.772	-46.36	-29.03
		Commonwealth Bank	53.761	Fri	-0.59	53.376	0.72	50.630	2.746	5.42	2.38
		Banco Santander MX	1.366	Fri	0.19	1.357	0.69	1.462	-0.106	-7.23	-2.13
		China Constr Bk HK	0.796	Fri	-0.79	0.791	0.64	0.884	-0.093	-10.55	-3.14
	L	Royal Bank CA	80.633	Fri	0.30	80.165	0.58	76.413	3.752	4.91	6.03
	S	Bank of Communicats	0.671	Fri	-1.49	0.667	0.57	0.841	-0.173	-20.62	-12.34
	L	Bank Nova Scotia	56.975	Fri	0.11	56.658	0.56	56.417	0.241	0.43	5.89
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	4/02/19	prc diff	⇓ Δ36	⇓∅-RS
		Erste Group Bank	33.316	Fri	0.90	33.140	0.53	35.363	-2.222	-6.28	-8.75
		Toronto-Dominion	55.866	Fri	0.16	55.610	0.46	56.440	-0.830	-1.47	0.61
	L	VTB Bank	1.292	Fri	-0.59	1.288	0.34	1.300	-0.013	-0.99	5.84
		ANZ Banking AU	18.739	Fri	-0.68	18.679	0.33	18.164	0.515	2.84	0.28
		Bank of China	0.403	Fri	-0.63	0.402	0.32	0.459	-0.057	-12.51	-5.91
		American Express	116.384	Fri	-1.98	116.035	0.30	103.204	12.832	12.43	4.55
		Agricultural Bank	0.504	Fri	-0.56	0.502	0.28	0.551	-0.048	-8.73	-4.38
	L	Danske Bank	14.168	Fri	-1.74	14.129	0.27	18.933	-4.804	-25.37	-18.24
	L	KB Financial	36.134	Fri	-0.12	36.092	0.12	43.376	-7.285	-16.79	-6.73
		Triodos Groenfonds	65.082	Fri	0.03	65.126	-0.07	65.877	-0.751	-1.14	-0.41
		Bank Montreal	73.026	Fri	-0.03	73.116	-0.12	73.510	-0.394	-0.54	-0.46
		ICBC	0.689	Fri	-1.09	0.690	-0.18	0.759	-0.069	-9.09	-2.12
	L	Westpac Banking	19.469	Fri	-0.83	19.509	-0.21	17.911	1.598	8.92	3.49
	L	Suncorp-Metway	9.073	Fri	-1.39	9.093	-0.22	9.492	-0.399	-4.21	-2.74
		Bank of China	0.517	Fri	-0.54	0.518	-0.27	0.545	-0.027	-4.89	-2.71
	S	OCBC	7.825	Fri	-1.01	7.854	-0.37	8.392	-0.539	-6.42	-3.51
		Standard Chartered	817.785	Fri	-1.21	822.053	-0.52	808.302	13.751	1.70	2.09
		Bank of East Asia	2.347	Fri	-0.32	2.359	-0.54	3.370	-1.011	-30.00	-22.17
	S	Hang Seng Bank	20.758	Fri	-1.27	20.885	-0.61	22.714	-1.830	-8.06	-11.15
	L	Heartland	1.017	Fri	-1.82	1.023	-0.61	0.933	0.090	9.64	0.76
	L	Citigroup	69.528	Fri	0.20	70.026	-0.71	63.926	6.100	9.54	9.12
		Ind and Comm Bk	0.800	Fri	-0.70	0.807	-0.87	0.836	-0.029	-3.45	0.47
	S	BBVA Banco Francés	1.740	Fri	-0.74	1.755	-0.88	4.606	-2.850	-61.89	-40.95
		DBS Bank	18.054	Fri	-0.64	18.214	-0.88	17.832	0.382	2.14	0.21
		HSBC	755.264	Fri	-0.79	762.420	-0.94	832.761	-70.340	-8.45	-5.88
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	4/02/19	prc diff	⇓ Δ36	⇓∅-RS
	L	ANZ Banking NZ	18.591	Fri	-1.95	18.773	-0.97	18.045	0.729	4.04	0.85
		United Overseas Bank	18.811	Fri	-0.77	19.030	-1.15	18.621	0.409	2.19	2.87
		IBK	10.625	Fri	-1.18	10.752	-1.18	12.808	-2.056	-16.05	-10.01
		Shanghai Pudong	1.804	Fri	-2.96	1.826	-1.24	1.594	0.232	14.59	13.18
		Industrial Bank	2.643	Fri	-1.58	2.683	-1.47	2.426	0.257	10.62	7.45
		Bank of Comm	0.792	Fri	-1.41	0.804	-1.58	0.920	-0.116	-12.60	-6.02
		China Merchants Bank	5.106	Fri	-2.22	5.198	-1.76	4.336	0.862	19.88	12.88
		Bank of Bejing	0.780	Fri	-1.07	0.796	-1.95	0.889	-0.093	-10.50	-5.91
		Bank of Shanghai	1.351	Fri	-1.44	1.377	-1.95	1.706	-0.329	-19.27	-12.35
		China Minsheng Bk	0.860	Fri	-2.09	0.885	-2.87	0.879	0.006	0.67	0.10
	L	Gentera	0.903	Fri	0.06	0.933	-3.27	0.725	0.208	28.74	14.99
	L	China Everbright Bk	0.622	Fri	-1.78	0.649	-4.13	0.602	0.047	7.79	13.88
Banks - 111 out of 111 instruments rated - 14/10/19 / 4/02/19 - 43 did rise, Market-Ratio(36) in CHF = 38.74 %

Technical Chart

	Banks RS = 36 - B/S = 52/52

5/01/15	scale up chart	14/10/19

Transactions Banks in Swiss Franc * 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
2/01/06		20/08/07	595		- cash -
short	20/08/07	19/11/07	91		Shinsei Bank	100	26,812	0.373	0.368	0.378	0.005	1	10,127	5
	19/11/07	16/06/08	210		Citigroup	100	28	357.646	217.982	586.795	229.149	64	16,543	136
	16/06/08	1/09/08	77		UBS	100	644	25.680	23.920	27.570	1.890	7	17,760	40
	1/09/08	20/10/08	49		Industrial Bank	100	14,259	1.246	0.900	1.724	0.478	38	24,576	1,024
	20/10/08	6/04/09	168		Bank of Ireland	100	436	56.273	26.996	117.299	61.026	108	51,183	393
	6/04/09	6/07/09	91		Citigroup	100	1,663	30.762	30.319	31.211	0.449	1	51,930	6
6/07/09		3/05/10	301		- cash -
	3/05/10	10/05/10	7		Bankinter	100	10,388	4.999	4.819	5.186	0.187	4	53,874	580
10/05/10		17/05/10	7		- cash -
	17/05/10	26/07/10	70		Bankinter	100	13,090	4.116	4.863	3.368	-0.747	-18	44,092	-65
	26/07/10	4/10/10	70		Shinsei Bank	100	589,865	0.075	0.070	0.080	0.005	6	46,953	39
4/10/10		15/11/10	42		- cash -
	15/11/10	17/01/11	63		Bank of Ireland	100	2,966	15.830	12.808	19.567	3.736	24	58,034	241
17/01/11		16/05/11	119		- cash -
	16/05/11	5/09/11	112		Heartland	100	104,523	0.555	0.381	0.809	0.254	46	84,591	241
	5/09/11	9/01/12	126		Bank of Ireland	100	32,288	2.620	3.026	2.214	-0.406	-15	71,489	-39
	9/01/12	16/04/12	98		Unicredit	100	5,136	13.919	18.199	9.639	-4.280	-31	49,507	-75
16/04/12		21/05/12	35		- cash -
	21/05/12	28/05/12	7		Unicredit	100	3,319	14.914	15.037	14.792	-0.123	-1	49,101	-35
28/05/12		18/06/12	21		- cash -
	18/06/12	30/07/12	42		Unicredit	100	3,302	14.867	17.021	12.714	-2.154	-14	41,990	-74
30/07/12		29/10/12	91		- cash -
	29/10/12	10/12/12	42		Unipol	100	20,469	2.051	1.712	2.458	0.407	20	50,314	382
10/12/12		27/01/14	413		- cash -
	27/01/14	3/02/14	7		China Minsheng Bk	100	57,773	0.871	0.909	0.832	-0.039	-4	48,085	-91
3/02/14		24/08/15	567		- cash -
	24/08/15	12/10/15	49		Banco Comercial	100	61,197	0.786	0.805	0.767	-0.019	-2	46,914	-17
12/10/15		19/10/15	7		- cash -
	19/10/15	14/03/16	147		Banco Comercial	100	59,584	0.787	0.657	0.944	0.157	20	56,248	57
	14/03/16	19/09/16	189		Banco BPM	100	6,282	8.954	2.294	34.952	25.999	290	219,572	1,288
19/09/16		26/03/18	553		- cash -
	26/03/18	23/04/18	28		Gentera	100	321,360	0.683	0.792	0.575	-0.108	-16	184,718	-89
23/04/18		4/06/18	42		- cash -
	4/06/18	30/07/18	56		Deutsche Bank	100	16,755	11.024	12.656	9.393	-1.632	-15	157,381	-65
	30/07/18	25/03/19	238		Ferratum	100	7,692	20.460	13.963	29.981	9.520	47	230,611	80
	25/03/19	29/04/19	35		Banco Sabadell	100	226,524	1.018	1.186	0.850	-0.168	-16	192,636	-85
	29/04/19	24/06/19	56		Aozora Bank	100	780,100	0.247	0.237	0.257	0.010	4	200,642	30
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
	24/06/19	8/07/19	14		Yes Bank	100	1,276,349	0.157	0.135	0.183	0.026	17	233,827	5,308
8/07/19		15/07/19	7		- cash -
	15/07/19	9/09/19	56		Yes Bank	100	1,746,611	0.134	0.087	0.206	0.072	54	359,103	1,538
9/09/19		30/09/19	21		- cash -
	30/09/19	18/10/19	18		Yes Bank	100	6,140,046	0.058	0.072	0.045	-0.013	-23	276,302	-100
accum	20/08/07	18/10/19	2219	days out of 5040 invested (44%)							2,663		276,302	73

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Banco BPM	short	14/03/16	19/09/16	189	8.95	2.29	34.95	26.00	290.38	290.38
Bank of Ireland		20/10/08	6/04/09	168	56.27	27.00	117.30	61.03	108.45
		15/11/10	17/01/11	63	15.83	12.81	19.57	3.74	23.60
		5/09/11	9/01/12	126	2.62	3.03	2.21	-0.41	-15.49	117.74
Citigroup		19/11/07	16/06/08	210	357.65	217.98	586.79	229.15	64.07
		6/04/09	6/07/09	91	30.76	30.32	31.21	0.45	1.46	66.47
Ferratum		30/07/18	25/03/19	238	20.46	13.96	29.98	9.52	46.53	46.53
Heartland		16/05/11	5/09/11	112	0.56	0.38	0.81	0.25	45.76	45.76
Industrial Bank		1/09/08	20/10/08	49	1.25	0.90	1.72	0.48	38.37	38.37
Yes Bank		24/06/19	8/07/19	14	0.16	0.13	0.18	0.03	16.54
		15/07/19	9/09/19	56	0.13	0.09	0.21	0.07	53.58
		30/09/19	18/10/19	18	0.06	0.07	0.05	-0.01	-23.06	37.71
Unipol		29/10/12	10/12/12	42	2.05	1.71	2.46	0.41	19.83	19.83
Banco Comercial		24/08/15	12/10/15	49	0.79	0.80	0.77	-0.02	-2.44
		19/10/15	14/03/16	147	0.79	0.66	0.94	0.16	19.90	16.98
Shinsei Bank		20/08/07	19/11/07	91	0.37	0.37	0.38	0.00	1.27
		26/07/10	4/10/10	70	0.07	0.07	0.08	0.00	6.49	7.84
UBS		16/06/08	1/09/08	77	25.68	23.92	27.57	1.89	7.36	7.36
Aozora Bank		29/04/19	24/06/19	56	0.25	0.24	0.26	0.01	4.16	4.16
China Minsheng Bk		27/01/14	3/02/14	7	0.87	0.91	0.83	-0.04	-4.43	-4.43
Deutsche Bank		4/06/18	30/07/18	56	11.02	12.66	9.39	-1.63	-14.80	-14.80
Bankinter		3/05/10	10/05/10	7	5.00	4.82	5.19	0.19	3.74
		17/05/10	26/07/10	70	4.12	4.86	3.37	-0.75	-18.16	-15.09
Gentera		26/03/18	23/04/18	28	0.68	0.79	0.57	-0.11	-15.87	-15.87
Banco Sabadell		25/03/19	29/04/19	35	1.02	1.19	0.85	-0.17	-16.47	-16.47
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Unicredit		9/01/12	16/04/12	98	13.92	18.20	9.64	-4.28	-30.75
		21/05/12	28/05/12	7	14.91	15.04	14.79	-0.12	-0.82
		18/06/12	30/07/12	42	14.87	17.02	12.71	-2.15	-14.49	-41.27

Annotations

17/07/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
21/09/17	Yes Bank	stock split 1:5 (five for one)
18/09/17	Umweltbank	stock split 1:5 (five for one)
10/07/17	Bank of Ireland	reverse split 30:1 (one for thirty)
5/06/17	Bankia	reverse split 4:1 (one for four)
23/01/17	Unicredit	reverse stock split 10:1 (one for ten)
24/10/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
11/07/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
13/01/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
21/09/15	Unipol	re-joins the MIB as replacement for Autogrill
17/07/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
21/06/15	Ferratum	recording started
19/05/15	Svenska Handelsbank	ex Split 1:3 (three for one)
11/03/15	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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