Schaeffer's 43rd Anniversary Stock Picks in 2024

2 Bank Stocks Signaling Bigger Short-Term Gains

Morgan Stanley tends to rally sharply after meeting up with its 40-day moving average

Managing Editor
Nov 2, 2017 at 12:06 PM
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Bank stocks Morgan Stanley (NYSE:MS) and Credit Suisse Group AG (NYSE:CS) are in the spotlight this week, after the Fed hinted at a December rate hike in its latest policy statement. Additionally, President Trump is expected to tap Fed Governor Jerome Powell to replace Fed Chair Janet Yellen in this afternoon's Rose Garden ceremony. What's more, both stocks recently pulled back to key trendlines that have had bullish implications in the past. If history repeats itself, shares of MS and CS could be ascending to fresh record highs.

Morgan Stanley Options Traders Prefer Short-Term Puts

According to Schaeffer's Senior Quantitative Analyst Rocky White, Morgan Stanley is now trading within one standard deviation of its 40-day moving average, after a lengthy stint above this trendline. Following the last nine pullbacks to this moving average, the bank stock was up an average 4.19% one month later, and was higher 78% of the time. A similar rally from the stock's current perch around $49.86 would place MS flirting with $52 -- territory not charted since January 2008.

Pullbacks MS

In the options pits, short-term traders are tremendously put-skewed. The stock's Schaeffer's put/call open interest ratio (SOIR) of 2.99 is in the 100th annual percentile. An unwinding of the hedges related to these bets could help keep the wind at Morgan Stanley's back over the next few months -- especially if the Fed pulls the trigger on a rate hike in mid-December.

Credit Suisse Hits New High After Earnings

Switching gears, fellow bank stock Credit Suisse is trading within one standard deviation of its 80-day moving average after nearly two months above this trendline. In the eight other times this signal has occurred over the last three years, CS was up 4.79%, on average, one month later, and was higher 75% of the time.

Pullbacks CS

Today, Credit Suisse stock is up 4.5% to trade at $16.31 -- fresh off a new annual high of $16.46 -- after posting upbeat third-quarter earnings results. This is likely catching options traders off guard, considering put buyers have been upping the bearish ante of late. On the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day put/call volume ratio of 5.66 ranks in the 93rd percentile of its annual range. A mass exodus of option bears could help Credit Suisse stock extend this earnings-related upside.

 

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