Short-sellers sit on $1bn loss on European banks in April

Short-sellers who bet against European banks are set to lose a substantial amount of money in April after the sector bounced back from the shock downfall of Credit Suisse (CSGN.S) in anticipation of strong quarterly earnings.

Investors who set up bearish trades believing the sector’s stock prices would fall further have lost an estimated $1 billion so far this month, according to analytics firm Ortex, after making $2.7 billion in March, their largest profit on European bank short positions in more than a year.

The STOXX European banks share index (.SX7P) has risen as much as 18% from late March’s lows. Italy’s UniCredit (CRDI.MI) – one of the top shorted stocks according Ortex and S&P Global Market Intelligence – has rallied 35% since then to its highest since 2016.

“Rate hikes have significantly boosted interest income and that’s not going to fall right now. It is not time yet to leave the financials out of your portfolio,” said Carlo Franchini, head of institutional clients at Banca Ifigest in Milan.

Only a few weeks ago, at the peak of the banking turmoil, markets were bracing for a deep downturn and even for central banks to reverse course and start cutting interest rates.

The stress has now eased and investors are once again factoring in more rate hikes, helping banking stocks recover but catching short-sellers and other investors who cut their exposure to the sector off guard.

“Banks fail to reflect the positive impact of interest rates so far, they have much stronger capital bases than they’ve had in other times of economic weakness and therefore the European Central Bank has continued to approve (share) buybacks,” said James Rutland, fund manager at Invesco in London, which has its biggest overweight position within financials.

According to Refinitiv IBES, European financials should report first quarter earnings growth of 31% – the bulk of corporate earnings growth in Europe – with full-year growth forecast at 19.5%.

But a Bank of America survey showed fund managers cut bank exposure in April to the lowest since May 2020, as they piled into more recession-proof defensive sectors.

Ortex estimates short interest on European banks is close to 1% of the free share float, an 11-month high. Among the top 15 bank shorts in both Ortex and S&P rankings are BNP (BNPP.PA), Santander (SAN.MC) and ABN (ABNd.AS), which have more than halved their losses since early March. Svenska Handelsbanken (SHBa.ST), another highly shorted bank, remains 12% lower, however.

One area of concern is exposure to commercial real estate and investors will be alert to any sign of emerging stress as European lenders report earnings next week.

1 COMMENT

Comments are closed.

Must Read

PM for ensuring third party validation in all government procurements

ISLAMABAD: Prime Minister Muhammad Shehbaz Sharif on Thursday directed the relevant authorities to ensure third party validation including quality insurance in all the government procurements. Chairing a...