Share-o-matic - Assessment Insurances

Assessment - Insurances - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Insurances	351.704	Fri	1.11	343.097	2.51	303.947	39.150	12.88	USD	10.54
	L	MS&AD Insurance	2,902.500	Fri	1.66	2,831.000	2.53	1,909.000	922.000	48.30	JPY	47.74
	L	Quálitas	202.370	Fri	-2.63	213.140	-5.05	144.160	68.980	47.85	MXN	43.48
		Sompo	3,166.000	Fri	3.06	3,100.000	2.13	2,223.330	876.670	39.43	JPY	33.38
	L	AIG	80.110	Fri	0.29	79.960	0.19	63.940	16.020	25.05	USD	25.89
	L	NN	45.740	Fri	0.57	44.000	3.95	31.260	12.740	40.75	EUR	24.15
	L	Manulife Financial	35.600	Fri	1.17	33.420	6.52	25.390	8.030	31.63	CAD	22.19
	L	Aegon	6.136	Fri	1.09	6.002	2.23	4.744	1.258	26.52	EUR	21.67
		Dai-ichi Life	3,616.000	Fri	0.36	3,666.000	-1.36	3,192.000	474.000	14.85	JPY	21.47
	L	Storebrand	111.100	Fri	1.00	108.500	2.40	92.320	16.180	17.53	NOK	21.18
	L	Generali	24.400	Fri	1.33	23.340	4.54	18.890	4.450	23.56	EUR	18.50
		Talanx	69.750	Fri	1.31	71.250	-2.11	59.450	11.800	19.85	EUR	17.46
		Travelers Companies	218.500	Fri	-0.42	215.910	1.20	169.550	46.360	27.34	USD	17.35
	L	Mapfre	2.312	Fri	0.43	2.298	0.61	1.972	0.326	16.53	EUR	16.52
	L	Allianz	265.500	Fri	0.84	269.200	-1.37	221.150	48.050	21.73	EUR	16.24
		Glanbia	18.270	Fri	0.38	17.640	3.57	15.370	2.270	14.77	EUR	15.91
		Samsung F&M Ins	326,500.000	Fri	3.32	301,000.000	8.47	263,000.000	38,000.000	14.45	KRW	15.70
	L	ASR	48.680	Fri	0.75	47.110	3.33	35.940	11.170	31.08	EUR	15.27
		Samsung Life	91,900.000	Fri	3.72	83,800.000	9.67	69,100.000	14,700.000	21.27	KRW	15.00
	L	Vienna Insurance	30.500	Fri	0.66	29.500	3.39	25.600	3.900	15.23	EUR	13.87
	L	Aviva	490.300	Fri	0.35	472.000	3.88	406.700	65.300	16.06	GBP	13.21
		MetLife	72.730	Fri	0.26	71.190	2.16	60.430	10.760	17.81	USD	12.95
	L	Ageas	45.860	Fri	1.69	43.780	4.75	37.160	6.620	17.81	EUR	12.23
		Berkshire Hathaway	412.050	Fri	0.79	404.920	1.76	346.630	58.290	16.82	USD	11.85
		Münchener Rück	455.400	Fri	3.13	414.300	9.92	373.400	40.900	10.95	EUR	10.77
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		Axa	33.720	Fri	0.81	32.210	4.69	27.830	4.380	15.74	EUR	10.50
		Insurance Australia	6.260	Fri	-1.11	6.400	-2.19	5.700	0.700	12.28	AUD	10.35
		Beazley	672.500	Fri	0.90	629.500	6.83	530.000	99.500	18.77	GBP	10.19
		Admiral Group	2,750.000	Fri	0.07	2,702.000	1.78	2,480.000	222.000	8.95	GBP	10.13
		Hannover Rück	237.300	Fri	1.67	232.800	1.93	205.000	27.800	13.56	EUR	10.12
		Swiss Life	648.800	Fri	1.44	632.400	2.59	589.200	43.200	7.33	CHF	10.05
		QBE Insurance	17.610	Fri	0.11	17.190	2.44	15.510	1.680	10.83	AUD	9.79
		Scor	32.280	Fri	1.19	30.460	5.98	28.270	2.190	7.75	EUR	9.55
	L	Uniqa	8.250	Fri	-0.24	8.200	0.61	7.700	0.500	6.49	EUR	6.59
		Lowe´s	235.030	Fri	-0.47	231.700	1.44	194.230	37.470	19.29	USD	6.39
		Sun Life Financial	68.510	Fri	-6.70	72.650	-5.70	65.340	7.310	11.19	CAD	6.13
		SBI Life	1,431.950	Fri	0.67	1,440.600	-0.60	1,331.850	108.750	8.17	INR	6.07
		Swiss Re	106.050	Fri	2.46	101.550	4.43	99.100	2.450	2.47	CHF	5.73
		Hiscox	1,181.000	Fri	1.29	1,114.000	6.01	966.500	147.500	15.26	GBP	3.90
		FBD	12.900	Fri	-1.53	12.800	0.78	11.650	1.150	9.87	EUR	3.55
		Legal & General	248.600	Fri	-0.12	240.900	3.20	222.100	18.800	8.46	GBP	3.30
		Zurich Insurance	457.400	Fri	0.42	446.000	2.56	435.100	10.900	2.51	CHF	2.46
	L	China Pacific Ins	27.650	Fri	3.36	26.900	2.79	27.060	-0.160	-0.59	CNY	2.32
	L	China Life Ins HK	11.560	Fri	4.90	11.180	3.40	11.260	-0.080	-0.71	HKD	2.18
		Molina Healthcare	354.600	Fri	1.31	343.210	3.32	348.530	-5.320	-1.53	USD	1.32
	L	Phoenix	520.500	Fri	0.87	519.500	0.19	470.100	49.400	10.51	GBP	1.27
		Tryg	142.800	Wed	1.13	140.700	1.49	140.000	0.700	0.50	DKK	-1.18
		UnitedHealth	512.810	Fri	1.14	494.380	3.73	533.460	-39.080	-7.33	USD	-1.63
	L	China Life	31.630	Fri	1.25	31.660	-0.09	33.490	-1.830	-5.46	CNY	-1.96
	S	Medibank Private	3.650	Fri	0.27	3.490	4.58	3.460	0.030	0.87	AUD	-2.52
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Ping An	41.250	Fri	5.77	39.150	5.36	42.250	-3.100	-7.34	HKD	-2.71
		Sampo	39.430	Fri	2.28	38.280	3.00	37.290	0.990	2.65	EUR	-4.62
	L	Ping An Ins	42.930	Fri	1.39	42.490	1.04	46.060	-3.570	-7.75	CNY	-4.68
		AIA	64.200	Fri	2.23	62.500	2.72	72.550	-10.050	-13.85	HKD	-6.35
		DFV	6.000	Fri		6.150	-2.44	6.480	-0.330	-5.09	EUR	-9.41
	S	HDFC Life	548.550	Fri	1.67	555.050	-1.17	621.800	-66.750	-10.73	INR	-10.63
	L	Prudential	801.800	Fri	1.78	756.200	6.03	899.600	-143.400	-15.94	GBP	-15.97
		Mandatum	4.485	Fri	2.82	4.549	-1.41	3.760	0.789	20.98	EUR	-na-
Insurances - 57 out of 57 instruments rated - 5/06/24 / 11/06/23 - 46 did rise, Market-Ratio(26) = 80.70 %

Technical Chart

	Insurances RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions Insurances * 26 - 60/40 (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		7/30/07	574		- cash -
short	7/30/07	5/25/09	665		Admiral Group	100	1,299	GBP	7.695	8.815	6.575	-1.120	-15	8,545	-8
long	5/25/09	6/29/09	35		Ageas	100	305	EUR	27.990	24.200		-3.790	-14	7,389	-78
short	6/29/09	7/20/09	21		AIG	100	277	USD	26.600	13.460	52.568	25.968	98	14,582	> 999,999
long	7/20/09	5/17/10	301		China Pacific Ins	100	501	CNY	29.060	23.900		-5.160	-18	11,997	-21
short	5/17/10	8/09/10	84		UnipolSai	100	1,010	EUR	11.878	11.885	11.871	-0.007	0	11,990	0
long	8/09/10	8/23/10	14		Admiral Group	100	796	GBP	15.060	14.770		-0.290	-2	11,759	-40
short	8/23/10	11/22/10	91		Manulife Financial	100	949	CAD	12.380	14.430	10.330	-2.050	-17	9,814	-52
long	11/22/10	6/13/11	203		Ping An	100	219	HKD	44.675	37.175		-7.500	-17	8,171	-28
short	6/13/11	2/06/12	238		UnipolSai	100	1,194	EUR	6.841	3.234	14.471	7.630	112	17,281	216
long	2/06/12	6/04/12	119		Molina Healthcare	100	516	USD	33.490	24.830		-8.660	-26	12,813	-60
short	6/04/12	6/11/12	7		Storebrand	100	764	NOK	16.770	18.880	14.660	-2.110	-13	11,201	-100
long	6/11/12	8/24/15	1169		Allstate	100	330	USD	33.900	58.390		24.490	72	19,282	19
short	8/24/15	8/08/16	350		FBD	100	3,569	EUR	5.402	6.050	4.754	-0.648	-12	16,970	-12
long	8/08/16	9/12/16	35		Admiral Group	100	764	GBP	22.200	19.570		-2.630	-12	14,960	-73
short	9/12/16	11/07/16	56		Tower	100	14,385	NZD	1.040	0.900	1.202	0.162	16	17,288	157
long	11/07/16	6/04/18	574		Storebrand	100	406	NOK	42.520	68.620		26.100	61	27,885	36
short	6/04/18	4/15/19	315		AMP	100	7,318	AUD	3.810	2.220	6.539	2.729	72	47,854	87
long	4/15/19	10/07/19	175		New China Life	100	801	CNY	59.700	48.670		-11.030	-18	39,019	-35
short	10/07/19	11/11/19	35		Hanwha Life	100	17,419	KRW	2.240	2.415	2.065	-0.175	-8	35,971	-57
long	11/11/19	3/09/20	119		China Life	100	1,018	CNY	35.300	29.150		-6.150	-17	29,710	-44
short	3/09/20	9/14/20	189		Hanwha Life	100	21,221	KRW	1.400	1.595	1.205	-0.195	-14	25,572	-25
long	9/14/20	3/07/22	539		Lowe´s	100	154	USD	165.190	222.260		57.070	35	34,361	22
short	3/07/22	3/21/22	14		Prudential	100	3,371	GBP	10.190	10.840	9.540	-0.650	-6	32,169	-82
long	3/21/22	5/02/22	42		CNP Assurances	100	1,475	EUR	21.800	20.900		-0.900	-4	30,842	-31
short	5/02/22	9/05/22	126		New China Life	100	1,033	CNY	29.830	28.920	30.769	0.939	3	31,811	9
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/05/22	9/19/22	14		FBD	100	3,088	EUR	10.300	10.250		-0.050	0	31,657	-12
short	9/19/22	12/05/22	77		Scor	100	1,912	EUR	16.550	19.125	13.975	-2.575	-16	26,734	-55
long	12/05/22	7/10/23	217		China Life	100	720	CNY	37.100	34.230		-2.870	-8	24,667	-13
short	7/10/23	9/11/23	63		DFV	100	3,130	EUR	7.880	7.280	8.530	0.650	8	26,700	58
long	9/11/23	5/10/24	242		Talanx	100	410	EUR	65.050	69.750		4.700	7	28,627	11
accum	7/30/07	5/10/24	6130	days out of 6704 invested (91%)								186		28,627	6

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UnipolSai	short	5/17/10	8/09/10	84	11.88	11.89	11.87	-0.01	-0.06
	short	6/13/11	2/06/12	238	6.84	3.23	14.47	7.63	111.53	111.41
AIG	short	6/29/09	7/20/09	21	26.60	13.46	52.57	25.97	97.62	97.62
Allstate	long	6/11/12	8/24/15	1169	33.90	58.39		24.49	72.24	72.24
AMP	short	6/04/18	4/15/19	315	3.81	2.22	6.54	2.73	71.62	71.62
Storebrand	short	6/04/12	6/11/12	7	16.77	18.88	14.66	-2.11	-12.58
	long	11/07/16	6/04/18	574	42.52	68.62		26.10	61.38	41.08
Lowe´s	long	9/14/20	3/07/22	539	165.19	222.26		57.07	34.55	34.55
Tower	short	9/12/16	11/07/16	56	1.04	0.90	1.20	0.16	15.56	15.56
DFV	short	7/10/23	9/11/23	63	7.88	7.28	8.53	0.65	8.24	8.24
Talanx	long	9/11/23	5/10/24	242	65.05	69.75		4.70	7.23	7.23
CNP Assurances	long	3/21/22	5/02/22	42	21.80	20.90		-0.90	-4.13	-4.13
Prudential	short	3/07/22	3/21/22	14	10.19	10.84	9.54	-0.65	-6.38	-6.38
FBD	short	8/24/15	8/08/16	350	5.40	6.05	4.75	-0.65	-12.00
	long	9/05/22	9/19/22	14	10.30	10.25		-0.05	-0.49	-12.42
Ageas	long	5/25/09	6/29/09	35	27.99	24.20		-3.79	-13.54	-13.54
Scor	short	9/19/22	12/05/22	77	16.55	19.13	13.98	-2.58	-15.56	-15.56
New China Life	long	4/15/19	10/07/19	175	59.70	48.67		-11.03	-18.48
	short	5/02/22	9/05/22	126	29.83	28.92	30.77	0.94	3.15	-15.91
Manulife Financial	short	8/23/10	11/22/10	91	12.38	14.43	10.33	-2.05	-16.56	-16.56
Ping An	long	11/22/10	6/13/11	203	44.68	37.18		-7.50	-16.79	-16.79
China Pacific Ins	long	7/20/09	5/17/10	301	29.06	23.90		-5.16	-17.76	-17.76
Hanwha Life	short	10/07/19	11/11/19	35	2.24	2.42	2.07	-0.18	-7.81
	short	3/09/20	9/14/20	189	1.40	1.60	1.21	-0.20	-13.93	-20.65
China Life	long	11/11/19	3/09/20	119	35.30	29.15		-6.15	-17.42
	long	12/05/22	7/10/23	217	37.10	34.23		-2.87	-7.74	-23.81
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Molina Healthcare	long	2/06/12	6/04/12	119	33.49	24.83		-8.66	-25.86	-25.86
Admiral Group	short	7/30/07	5/25/09	665	7.70	8.82	6.58	-1.12	-14.55
	long	8/09/10	8/23/10	14	15.06	14.77		-0.29	-1.93
	long	8/08/16	9/12/16	35	22.20	19.57		-2.63	-11.85	-26.13

Annotations

3/28/24	MS&AD Insurance	stock split 1:3 (three for one)
	Sompo	stock split 1:3 (three for one)
8/25/15	NN	recording started
7/27/15	Ping An HK	forward stock split 10:20 (twenty for ten)
	Ping An Ins	forward stock split 10:20 (twenty for ten)
5/18/15	Tryg	forward stock split 1:5 (five for one)
3/12/15	Insurances	first full analysis, the techniques are strongly influenced by the shorts of AIG and UnipolSai.


	is taking down something concerning