Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 11:34UTC

Assessment - Banks - 7/01/24 - RS = 36

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ36	Curr	∅-RS
		SOM Banks	274.067	8/12	0.22	284.386	-3.63	220.362	64.024	29.05	USD	14.82
		Banco Macro	6,680.000	8/12	0.91	7,224.600	-7.54	1,803.900	5,420.700	300.50	ARS	234.40
		BBVA Banco Francés	4,025.000	8/12	0.75	3,972.600	1.32	1,311.150	2,661.450	202.99	ARS	169.17
		Banco de Valores	341.000	8/12	-0.15	350.500	-2.71	138.250	212.250	153.53	ARS	88.21
	L	Unipol	8.975	8/12	0.06	9.435	-4.88	5.106	4.329	84.78	EUR	55.74
		Banco Sabadell	1.788	8/12	0.45	1.852	-3.43	1.087	0.765	70.33	EUR	41.15
		KB Financial	82,500.000	8/12	0.73	79,600.000	3.64	55,200.000	24,400.000	44.20	KRW	35.15
		BPER Banca	4.765	8/12	-0.27	4.996	-4.62	2.981	2.015	67.59	EUR	31.96
	L	NatWest	334.600	8/12	0.48	315.000	6.22	215.300	99.700	46.31	GBP	30.05
	L	State Bank of India	812.600	8/12	-1.42	841.950	-3.49	552.950	289.000	52.27	INR	29.64
		Unicredit	34.570	8/12	0.38	36.205	-4.52	22.690	13.515	59.56	EUR	27.09
		Deutsche Bank	13.308	8/12	0.14	15.406	-13.62	9.614	5.792	60.25	EUR	26.34
	L	Bank of China	3.400	8/12	1.19	3.850	-11.69	2.750	1.100	40.00	HKD	26.24
		American Express	237.050	8/12	-0.34	233.810	1.39	144.590	89.220	61.71	USD	24.48
	L	Bank of America	38.170	8/12	-0.29	40.010	-4.60	25.570	14.440	56.47	USD	24.08
		Commerzbank	12.420	8/12	0.89	14.605	-14.96	10.215	4.390	42.98	EUR	23.82
		Chiba Bank	1,073.000	8/09	3.22	1,456.500	-26.33	1,085.500	371.000	34.18	JPY	22.54
		Wells Fargo	52.060	8/12	-1.33	60.590	-14.08	39.480	21.110	53.47	USD	22.22
		Intesa Sanpaolo	3.471	8/12	0.54	3.582	-3.10	2.406	1.176	48.86	EUR	22.08
		Bankinter	7.294	8/12	0.19	7.694	-5.20	6.174	1.520	24.62	EUR	21.96
		Citigroup	57.840	8/12		63.430	-8.81	38.890	24.540	63.10	USD	21.33
		Unicaja Banco	1.150	8/12	-0.86	1.306	-11.94	1.007	0.299	29.69	EUR	21.08
		Sumitomo Mitsui Trst	3,320.000	8/09	2.72	3,721.000	-10.78	2,771.500	949.500	34.26	JPY	21.05
		Banco Comercial	0.378	8/12	0.16	0.347	9.00	0.276	0.070	25.40	EUR	19.66
	L	Lloyds Bank	56.800	8/12	-0.28	55.620	2.12	41.415	14.205	34.30	GBP	19.38
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ36	Curr	∅-RS
		JP Morgan Chase	206.190	8/12	0.19	205.450	0.36	141.000	64.450	45.71	USD	18.62
	L	China Constr Bk HK	5.550	8/12	1.46	5.770	-3.81	4.550	1.220	26.81	HKD	18.55
		Resona	903.800	8/09	3.93	1,087.000	-16.85	797.800	289.200	36.25	JPY	18.52
		Banco BPM	5.782	8/12	-0.31	6.216	-6.98	4.740	1.476	31.14	EUR	18.12
		UBS	24.850	8/12	0.44	26.980	-7.89	21.240	5.740	27.02	CHF	17.63
		BNY Mellon	63.270	8/12	-0.80	60.110	5.26	41.490	18.620	44.88	USD	17.43
		Erste Group Bank	46.100	8/12	0.37	45.090	2.24	32.360	12.730	39.34	EUR	17.30
		Banca Mediolanum	10.230	8/12	1.29	10.590	-3.40	7.724	2.866	37.11	EUR	16.83
		Westpac Banking	28.220	8/12	0.61	27.210	3.71	20.840	6.370	30.57	AUD	16.63
		National Australia B	35.990	8/12	1.01	36.070	-0.22	28.560	7.510	26.30	AUD	16.12
	L	Commonwealth Bank	130.530	8/12	0.76	126.200	3.43	97.820	28.380	29.01	AUD	15.92
		Banco Santander	4.089	8/12	-0.24	4.448	-8.06	3.422	1.026	29.99	EUR	15.44
		Danske Bank	198.450	8/12	0.15	209.100	-5.09	158.700	50.400	31.76	DKK	14.82
		Suncorp-Metway	16.840	8/12	1.38	17.130	-1.69	13.510	3.620	26.79	AUD	13.90
	L	Axis Bank	1,164.300	8/12	1.89	1,261.900	-7.73	964.300	297.600	30.86	INR	12.99
	L	Hang Seng Bank	91.900	8/12	0.38	100.400	-8.47	91.750	8.650	9.43	HKD	12.92
		Mediobanca	14.030	8/12	0.94	14.090	-0.43	11.160	2.930	26.25	EUR	12.29
	L	Bank of China (HK)	22.300	8/12		24.050	-7.28	20.800	3.250	15.63	HKD	11.95
	L	ICBC	4.480	8/12	2.05	4.640	-3.45	3.760	0.880	23.40	HKD	11.92
		S.E.B	150.700	8/12	-0.10	157.800	-4.50	130.400	27.400	21.01	SEK	11.92
		Fukuoka	3,639.000	8/09	5.30	4,426.000	-17.78	3,767.000	659.000	17.49	JPY	11.64
	L	Royal Bank CA	148.760	8/12	-0.72	145.650	2.14	111.330	34.320	30.83	CAD	10.91
		Cdn Imp Bk Comm	69.690	8/12	-0.36	65.050	7.13	48.760	16.290	33.41	CAD	10.31
	L	China Merchants B HK	32.500	8/12		35.450	-8.32	30.600	4.850	15.85	HKD	10.17
		ANZ Banking AU	28.220	8/12	0.93	28.450	-0.81	25.220	3.230	12.81	AUD	10.02
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ36	Curr	∅-RS
		IBK	13,480.000	8/12	0.37	13,850.000	-2.67	11,710.000	2,140.000	18.27	KRW	9.98
		ANZ Banking NZ	30.050	8/12	0.13	30.800	-2.44	27.800	3.000	10.79	NZD	9.73
		Ind and Comm Bk	5.990	8/12	1.18	5.820	2.92	4.820	1.000	20.75	CNY	9.61
		ICICI Bank	1,172.800	8/12	0.10	1,211.850	-3.22	929.950	281.900	30.31	INR	9.59
		Bank of Ireland	9.412	8/12	-0.93	9.816	-4.12	8.958	0.858	9.58	EUR	9.58
		Agricultural Bank	4.640	8/12	0.65	4.440	4.50	3.650	0.790	21.64	CNY	9.57
	L	HSBC	64.350	8/12	0.63	68.300	-5.78	59.800	8.500	14.21	HKD	9.46
		Banco Bilbao Viz	8.924	8/12	0.27	9.500	-6.06	7.522	1.978	26.30	EUR	9.25
	L	Industrial Bank	16.280	8/12	-0.55	17.750	-8.28	15.740	2.010	12.77	CNY	9.12
	L	HSBC	643.900	8/12	0.22	690.900	-6.80	612.500	78.400	12.80	GBP	9.01
		FinecoBank	14.435	8/12	0.94	14.185	1.76	10.970	3.215	29.31	EUR	8.57
		Banca Generali	38.080	8/12	0.74	37.800	0.74	30.690	7.110	23.17	EUR	8.56
		ABN AMRO	15.290	8/12	0.92	15.665	-2.39	12.710	2.955	23.25	EUR	8.42
		OCBC	13.830	8/12	0.29	14.500	-4.62	12.710	1.790	14.08	SGD	8.37
		Jyske Bank	519.000	8/12	0.48	552.000	-5.98	499.200	52.800	10.58	DKK	7.80
		Woori Financial	14,750.000	8/12	0.55	14,400.000	2.43	12,290.000	2,110.000	17.17	KRW	7.69
	L	United Overseas Bank	29.290	8/12	0.58	31.300	-6.42	27.620	3.680	13.32	SGD	7.07
	L	Nordea Bank	10.420	8/12	-0.19	11.415	-8.72	10.194	1.221	11.98	EUR	6.97
		DBS Bank	33.980	8/12	1.22	36.120	-5.92	33.010	3.110	9.42	SGD	6.27
		KBC	66.580	8/12	-0.21	66.160	0.63	51.960	14.200	27.33	EUR	6.24
		China Merchants Bank	32.120	8/12	-0.65	34.360	-6.52	31.230	3.130	10.02	CNY	6.17
		Standard Chartered	722.000	8/12	0.92	732.200	-1.39	717.400	14.800	2.06	GBP	5.64
		National Bank CA	114.420	8/12	0.39	108.510	5.45	85.070	23.440	27.55	CAD	5.61
		Swedbank	207.100	8/12	-0.86	222.600	-6.96	198.300	24.300	12.25	SEK	4.69
		Nordea Bank	119.800	8/12	-0.13	130.150	-7.95	119.280	10.870	9.11	SEK	4.68
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ36	Curr	∅-RS
		Credit Agricole	13.205	8/12	0.57	13.100	0.80	11.316	1.784	15.77	EUR	4.62
	L	HDFC Bank	1,660.100	8/12	0.60	1,705.200	-2.64	1,506.050	199.150	13.22	INR	3.28
		IndusInd Bank	1,350.850	8/12	0.08	1,456.900	-7.28	1,435.000	21.900	1.53	INR	2.15
		U.S. Bancorp	41.470	8/12	-1.43	39.240	5.68	31.260	7.980	25.53	USD	2.11
		Raiffeisen Bank Int	16.610	8/12	1.59	16.340	1.65	13.250	3.090	23.32	EUR	1.72
		Bank Nova Scotia	61.490	8/12	-3.42	62.580	-1.74	56.660	5.920	10.45	CAD	0.25
	S	DNB	214.700	8/12	0.14	212.200	1.18	206.000	6.200	3.01	NOK	-0.15
	S	Svenska Handelsbank	102.150	8/12	0.29	101.800	0.34	97.820	3.980	4.07	SEK	-1.38
		BNP Paribas	59.250	8/12		61.670	-3.92	56.130	5.540	9.87	EUR	-1.82
	L	Kotak Mahindra Bank	1,772.550	8/12	0.16	1,808.100	-1.97	1,740.750	67.350	3.87	INR	-3.32
	S	Bank Montreal	111.850	8/12	-0.10	114.830	-2.60	106.070	8.760	8.26	CAD	-4.72
	L	Aozora Bank	2,365.000	8/09	3.28	2,624.000	-9.87	2,857.500	-233.500	-8.17	JPY	-4.74
		Societe Generale	20.520	8/12	0.44	22.600	-9.20	21.045	1.555	7.39	EUR	-5.83
	S	Toronto-Dominion	78.510	8/12	0.19	75.200	4.40	78.550	-3.350	-4.26	CAD	-9.14
	S	Banco del Bajio	52.060	8/12	0.64	55.850	-6.79	53.570	2.280	4.26	MXN	-9.77
	S	Regional	127.000	8/12	-0.39	138.350	-8.20	125.560	12.790	10.19	MXN	-9.82
	L	Umweltbank	5.640	8/12	-1.40	6.380	-11.60	7.580	-1.200	-15.83	EUR	-15.93
	S	KakaoBank	21,850.000	8/12	1.39	21,000.000	4.05	20,950.000	50.000	0.24	KRW	-16.23
	S	Heartland	1.060	8/12	0.95	0.970	9.28	1.650	-0.680	-41.21	NZD	-31.75
Banks - 93 out of 93 instruments rated - 7/01/24 / 10/23/23 - 89 did rise, Market-Ratio(36) = 95.70 %

Technical Chart

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

1/06/20	scale up chart	7/01/24

Transactions Banks * S36 - 52 ex 10 (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		8/13/07	588		- cash -
short	8/13/07	12/31/07	140		Resona	100	422	JPY	23.680	20.150	27.828	4.148	18	11,751	52
	12/31/07	7/21/08	203		Citigroup	100	39	USD	294.400	196.900	440.180	145.780	50	17,436	106
	7/21/08	10/06/08	77		Banco Comercial	100	3,118	EUR	5.591	4.894	6.388	0.797	14	19,920	88
	10/06/08	2/16/09	133		Raiffeisen Bank Int	100	792	EUR	25.150	13.990	45.213	20.063	80	35,810	400
	2/16/09	4/06/09	49		Bank of Ireland	100	4,555	EUR	7.860	17.700	0.000	-7.860	-100	7	-100
	4/06/09	7/06/09	91		Citigroup	100	0	USD	27.200	27.900	26.500	-0.700	-3	7	0
7/06/09		7/13/09	7		- cash -
	7/13/09	7/20/09	7		KBC	100	0	EUR	10.780	12.730	8.830	-1.950	-18	7	0
7/20/09		5/03/10	287		- cash -
	5/03/10	8/02/10	91		Bankinter	100	2	EUR	3.489	3.810	3.168	-0.321	-9	7	-32
8/02/10		8/09/10	7		- cash -
	8/09/10	10/04/10	56		Unipol	100	0	EUR	11.930	10.570	13.465	1.535	13	7	0
10/04/10		11/15/10	42		- cash -
	11/15/10	1/17/11	63		Bank of Ireland	100	0	EUR	11.790	9.930	13.998	2.208	19	7	0
1/17/11		5/23/11	126		- cash -
	5/23/11	1/09/12	231		Bank of Ireland	100	1	EUR	5.940	2.490	14.170	8.230	139	15	295
	1/09/12	4/16/12	98		Unicredit	100	1	EUR	11.455	15.133	7.777	-3.678	-32	11	-76
4/16/12		5/21/12	35		- cash -
	5/21/12	5/28/12	7		Unicredit	100	0	EUR	12.417	12.518	12.316	-0.101	-1	11	0
5/28/12		6/18/12	21		- cash -
	6/18/12	7/23/12	35		Unicredit	100	0	EUR	12.377	12.187	12.570	0.193	2	11	0
7/23/12		10/29/12	98		- cash -
	10/29/12	11/05/12	7		Unipol	100	6	EUR	1.696	1.692	1.700	0.004	0	11	13
11/05/12		11/12/12	7		- cash -
	11/12/12	11/19/12	7		Unipol	100	6	EUR	1.660	1.550	1.778	0.118	7	12	3,469
11/19/12		11/26/12	7		- cash -
	11/26/12	12/03/12	7		Unipol	100	7	EUR	1.613	1.536	1.694	0.081	5	13	1,183
12/03/12		8/24/15	994		- cash -
	8/24/15	9/21/15	28		Banco Comercial	100	17	EUR	0.727	0.646	0.819	0.092	13	14	370
9/21/15		9/28/15	7		- cash -
	9/28/15	10/12/15	14		Banco Comercial	100	24	EUR	0.581	0.736	0.426	-0.155	-27	10	-100
10/12/15		10/19/15	7		- cash -
	10/19/15	3/14/16	147		Banco Comercial	100	14	EUR	0.727	0.599	0.882	0.155	21	13	62
	3/14/16	9/19/16	189		Banco BPM	100	1	EUR	8.170	2.094	31.876	23.706	290	36	1,286
9/19/16		3/26/18	553		- cash -
	3/26/18	4/23/18	28		Umweltbank	100	4	EUR	7.740	9.440	6.040	-1.700	-22	29	-96
4/23/18		6/04/18	42		- cash -
	6/04/18	10/22/18	140		Deutsche Bank	100	3	EUR	9.534	9.395	9.675	0.141	1	30	4
	10/22/18	7/08/19	259		Danske Bank	100	0	DKK	130.450	104.200	163.313	32.863	25	30	0
7/08/19		7/15/19	7		- cash -
	7/15/19	7/29/19	14		Unicaja Banco	100	37	EUR	0.799	0.735	0.869	0.070	9	32	798
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	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	8	EUR	3.748	3.800	3.696	-0.052	-1	32	-14
9/09/19		9/30/19	21		- cash -
	9/30/19	12/16/19	77		BBVA Banco Francés	100	0	ARS	93.150	118.900	67.400	-25.750	-28	32	0
	12/16/19	1/13/20	28		ABN AMRO	100	1	EUR	16.135	16.130	16.140	0.005	0	32	0
1/13/20		3/02/20	49		- cash -
	3/02/20	8/10/20	161		ABN AMRO	100	2	EUR	12.400	7.750	19.840	7.440	60	47	190
	8/10/20	9/07/20	28		Banco Sabadell	100	134	EUR	0.350	0.380	0.320	-0.030	-9	43	-69
	9/07/20	9/21/20	14		Banco del Bajio	100	2	MXN	15.900	16.160	15.640	-0.260	-2	42	-35
	9/21/20	10/26/20	35		Lloyds Bank	100	176	GBP	0.240	0.291	0.189	-0.051	-21	33	-92
	10/26/20	11/16/20	21		BPER Banca	100	28	EUR	1.192	1.320	1.064	-0.128	-11	30	-86
11/16/20		3/07/22	476		- cash -
	3/07/22	3/14/22	7		Raiffeisen Bank Int	100	2	EUR	10.980	13.270	8.690	-2.290	-21	25	-100
3/14/22		5/09/22	56		- cash -
	5/09/22	5/30/22	21		Raiffeisen Bank Int	100	2	EUR	10.840	12.680	9.000	-1.840	-17	22	-96
5/30/22		6/06/22	7		- cash -
	6/06/22	9/26/22	112		Raiffeisen Bank Int	100	1	EUR	12.230	12.270	12.190	-0.040	0	22	-1
	9/26/22	11/14/22	49		KakaoBank	100	0	KRW	21.800	27.900	15.700	-6.100	-28	22	0
11/14/22		11/28/22	14		- cash -
	11/28/22	1/02/23	35		KakaoBank	100	0	KRW	25.000	24.150	25.880	0.880	4	22	0
1/02/23		9/25/23	266		- cash -
	9/25/23	11/20/23	56		Umweltbank	100	2	EUR	8.320	7.900	8.762	0.442	5	22	40
11/20/23		11/21/24	367		- cash -
accum	8/13/07	11/20/23	2800	days out of 6898 invested (41%)								-100		22	-55

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	8.17	2.09	31.88	23.71	290.16	290.16
ABN AMRO		12/16/19	1/13/20	28	16.14	16.13	16.14	0.00	0.03
		3/02/20	8/10/20	161	12.40	7.75	19.84	7.44	60.00	60.05
Citigroup		12/31/07	7/21/08	203	294.40	196.90	440.18	145.78	49.52
		4/06/09	7/06/09	91	27.20	27.90	26.50	-0.70	-2.57	45.67
Unipol		8/09/10	10/04/10	56	11.93	10.57	13.47	1.54	12.87
		10/29/12	11/05/12	7	1.70	1.69	1.70	0.00	0.24
		11/12/12	11/19/12	7	1.66	1.55	1.78	0.12	7.10
		11/26/12	12/03/12	7	1.61	1.54	1.69	0.08	5.02	27.24
Danske Bank		10/22/18	7/08/19	259	130.45	104.20	163.31	32.86	25.19	25.19
Raiffeisen Bank Int		10/06/08	2/16/09	133	25.15	13.99	45.21	20.06	79.77
		3/07/22	3/14/22	7	10.98	13.27	8.69	-2.29	-20.86
		5/09/22	5/30/22	21	10.84	12.68	9.00	-1.84	-16.97
		6/06/22	9/26/22	112	12.23	12.27	12.19	-0.04	-0.33	17.74
Resona		8/13/07	12/31/07	140	23.68	20.15	27.83	4.15	17.52	17.52
Banco Comercial		7/21/08	10/06/08	77	5.59	4.89	6.39	0.80	14.25
		8/24/15	9/21/15	28	0.73	0.65	0.82	0.09	12.61
		9/28/15	10/12/15	14	0.58	0.74	0.43	-0.15	-26.66
		10/19/15	3/14/16	147	0.73	0.60	0.88	0.16	21.33	14.50
Unicaja Banco		7/15/19	7/29/19	14	0.80	0.73	0.87	0.07	8.79	8.79
Deutsche Bank		6/04/18	10/22/18	140	9.53	9.40	9.68	0.14	1.48	1.48
Banco del Bajio		9/07/20	9/21/20	14	15.90	16.16	15.64	-0.26	-1.64	-1.64
Banco Sabadell		8/10/20	9/07/20	28	0.35	0.38	0.32	-0.03	-8.60	-8.60
Bankinter		5/03/10	8/02/10	91	3.49	3.81	3.17	-0.32	-9.20	-9.20
BPER Banca		10/26/20	11/16/20	21	1.19	1.32	1.06	-0.13	-10.74	-10.74
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	7.74	9.44	6.04	-1.70	-21.96
		9/25/23	11/20/23	56	8.32	7.90	8.76	0.44	5.32	-17.82
KBC		7/13/09	7/20/09	7	10.78	12.73	8.83	-1.95	-18.09	-18.09
Lloyds Bank		9/21/20	10/26/20	35	0.24	0.29	0.19	-0.05	-21.14	-21.14
KakaoBank		9/26/22	11/14/22	49	21.80	27.90	15.70	-6.10	-27.98
		11/28/22	1/02/23	35	25.00	24.15	25.88	0.88	3.52	-25.45
BBVA Banco Francés		9/30/19	12/16/19	77	93.15	118.90	67.40	-25.75	-27.64	-27.64
Unicredit		1/09/12	4/16/12	98	11.46	15.13	7.78	-3.68	-32.11
		5/21/12	5/28/12	7	12.42	12.52	12.32	-0.10	-0.81
		6/18/12	7/23/12	35	12.38	12.19	12.57	0.19	1.56	-31.61
Bank of Ireland		2/16/09	4/06/09	49	7.86	17.70	0.00	-7.86	-100.00
		11/15/10	1/17/11	63	11.79	9.93	14.00	2.21	18.73
		5/23/11	1/09/12	231	5.94	2.49	14.17	8.23	138.55
		8/05/19	9/09/19	35	3.75	3.80	3.70	-0.05	-1.39	-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.


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