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 (2)

														⇐
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		Aviva	50	758	GBP	6.590	3.403	12.764	6.174	94	14,680	44
					Admiral Group	50	650	GBP	7.695	8.815	6.575	-1.120	-15	13,952	-8
100							40							20
long	5/25/09	6/29/09	35		Ageas	50	249	EUR	27.990	24.200		-3.790	-14	13,008	-78
					Ping An	50	260	HKD	26.810	28.205		1.395	5	13,371	70
100							-4							-36
short	6/29/09	7/20/09	21		AIG	50	251	USD	26.600	13.460	52.568	25.968	98	19,888	> 999,999
					Glanbia	50	2,946	EUR	2.272	2.332	2.212	-0.060	-3	19,712	-37
100							47							85,032
long	7/20/09	5/17/10	301		China Pacific Ins	50	339	CNY	29.060	23.900		-5.160	-18	17,962	-21
					Ping An Ins	50	324	CNY	30.400	22.760		-7.640	-25	15,487	-30
100							-21							-25
short	5/17/10	8/09/10	84		Ageas	50	373	EUR	20.720	22.900	18.540	-2.180	-11	14,674	-38
					UnipolSai	50	653	EUR	11.878	11.885	11.871	-0.007	0	14,669	0
100							-5							-21
long	8/09/10	8/23/10	14		AIG	50	176	USD	41.640	35.040		-6.600	-16	13,508	-99
					Admiral Group	50	487	GBP	15.060	14.770		-0.290	-2	13,367	-40
100							-9							-91
short	8/23/10	11/22/10	91		Manulife Financial	50	539	CAD	12.380	14.430	10.330	-2.050	-17	12,262	-52
					UnipolSai	50	632	EUR	10.585	8.885	12.610	2.025	19	13,542	102
100							1							5
long	11/22/10	6/13/11	203		AIG	50	160	USD	42.140	28.980		-13.160	-31	11,436	-49
					Ping An	50	152	HKD	44.675	37.175		-7.500	-17	10,296	-28
100							-24							-39
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/13/11	2/06/12	238		AIG	50	177	USD	28.980	26.800	31.337	2.357	8	10,713	13
					UnipolSai	50	755	EUR	6.841	3.234	14.471	7.630	112	16,474	216
100							60							106
long	2/06/12	6/04/12	119		Molina Healthcare	50	245	USD	33.490	24.830		-8.660	-26	14,352	-60
					Old Mutual	50	7,126	GBP	1.160	1.096		-0.065	-6	13,893	-16
100							-16							-41
short	6/04/12	6/11/12	7		Mapfre	50	4,393	EUR	1.581	1.655	1.507	-0.074	-5	13,567	-92
					Storebrand	50	414	NOK	16.770	18.880	14.660	-2.110	-13	12,694	-100
100							-9							-99
long	6/11/12	8/24/15	1169		Hannover Rück	50	144	EUR	43.865	86.400		42.535	97	18,819	24
					Allstate	50	188	USD	33.900	58.390		24.490	72	23,423	19
100							85							21
short	8/24/15	8/08/16	350		Delta Lloyd	50	1,237	EUR	9.467	3.293	27.217	17.750	187	45,379	201
					FBD	50	2,168	EUR	5.402	6.050	4.754	-0.648	-12	43,974	-12
100							88							93
long	8/08/16	9/12/16	35		Admiral Group	50	990	GBP	22.200	19.570		-2.630	-12	41,371	-73
					Medibank Private	50	7,188	AUD	3.060	2.480		-0.580	-19	37,202	-89
100							-15							-83
short	9/12/16	11/07/16	56		Aegon	50	5,267	EUR	3.531	3.930	3.132	-0.399	-11	35,100	-54
					Tower	50	17,888	NZD	1.040	0.900	1.202	0.162	16	37,994	157
100							2							15
long	11/07/16	6/04/18	574		Mapfre	50	7,010	EUR	2.710	2.662		-0.048	-2	37,658	-1
					Storebrand	50	446	NOK	42.520	68.620		26.100	61	49,298	36
100							30							18
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/04/18	4/15/19	315		AMP	50	6,469	AUD	3.810	2.220	6.539	2.729	72	66,951	87
					New China Life	50	560	CNY	43.950	59.700	28.200	-15.750	-36	58,131	-40
100							18							21
long	4/15/19	10/07/19	175		Ping An Ins	50	355	CNY	81.660	87.040		5.380	7	60,041	14
					New China Life	50	488	CNY	59.700	48.670		-11.030	-18	54,658	-35
100							-6							-12
short	10/07/19	11/11/19	35		AMP	50	16,028	AUD	1.705	1.975	1.435	-0.270	-16	50,331	-83
					Hanwha Life	50	12,201	KRW	2.240	2.415	2.065	-0.175	-8	48,196	-57
100							-12							-73
long	11/11/19	3/09/20	119		Hannover Rück	50	145	EUR	165.800	145.400		-20.400	-12	45,238	-33
					China Life	50	684	CNY	35.300	29.150		-6.150	-17	41,031	-44
100							-15							-39
short	3/09/20	9/14/20	189		Aegon	50	9,041	EUR	2.269	2.320	2.218	-0.051	-2	40,570	-4
					Hanwha Life	50	14,654	KRW	1.400	1.595	1.205	-0.195	-14	37,712	-25
100							-8							-15
long	9/14/20	3/07/22	539		Lowe´s	50	114	USD	165.190	222.260		57.070	35	44,218	22
					China Life	50	428	CNY	44.090	27.800		-16.290	-37	37,246	-27
100							-1							-1
short	3/07/22	3/21/22	14		Prudential	50	1,827	GBP	10.190	10.840	9.540	-0.650	-6	36,059	-82
					Admiral Group	50	762	GBP	24.430	26.110	22.750	-1.680	-7	34,779	-84
100							-7							-83
long	3/21/22	5/02/22	42		CNP Assurances	50	797	EUR	21.800	20.900		-0.900	-4	34,061	-31
					FBD	50	1,689	EUR	10.300	9.960		-0.340	-3	33,487	-25
100							-4							-28
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/02/22	9/05/22	126		China Pacific Ins	50	804	CNY	20.800	20.900	20.700	-0.100	0	33,407	-1
					New China Life	50	561	CNY	29.830	28.920	30.769	0.939	3	33,933	9
100							1							4
long	9/05/22	9/19/22	14		Molina Healthcare	50	50	USD	338.220	343.770		5.550	2	34,211	53
					FBD	50	1,652	EUR	10.300	10.250		-0.050	0	34,128	-12
100							1							16
short	9/19/22	12/05/22	77		Scor	50	1,031	EUR	16.550	19.125	13.975	-2.575	-16	31,473	-55
					New China Life	50	620	CNY	27.480	30.430	24.530	-2.950	-11	29,644	-42
100							-13							-49
long	12/05/22	7/10/23	217		Münchener Rück	50	48	EUR	303.500	326.900		23.400	8	30,767	13
					China Life	50	406	CNY	37.100	34.230		-2.870	-8	29,602	-13
100							0							0
short	7/10/23	9/11/23	63		DFV	50	1,878	EUR	7.880	7.280	8.530	0.650	8	30,822	58
					NN	50	442	EUR	33.450	35.900	31.000	-2.450	-7	29,739	-36
100							0							3
long	9/11/23	5/10/24	242		Talanx	50	228	EUR	65.050	69.750		4.700	7	30,811	11
					Scor	50	490	EUR	30.400	32.280		1.880	6	31,732	9
100							7							10
accum	7/30/07	5/10/24	6130	days out of 6704 invested (91%)								217		31,732	7

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Delta Lloyd	short	8/24/15	8/08/16	350	9.47	3.29	27.22	17.75	187.49	50	93.74	93.74
UnipolSai	short	5/17/10	8/09/10	84	11.88	11.89	11.87	-0.01	-0.06		-0.03
	short	8/23/10	11/22/10	91	10.59	8.89	12.61	2.03	19.13		9.57
	short	6/13/11	2/06/12	238	6.84	3.23	14.47	7.63	111.53		55.77	70.62
Aviva	short	7/30/07	5/25/09	665	6.59	3.40	12.76	6.17	93.68		46.84	46.84
Hannover Rück	long	6/11/12	8/24/15	1169	43.87	86.40		42.54	96.97		48.48
	long	11/11/19	3/09/20	119	165.80	145.40		-20.40	-12.30		-6.15	39.35
Allstate	long	6/11/12	8/24/15	1169	33.90	58.39		24.49	72.24		36.12	36.12
AMP	short	6/04/18	4/15/19	315	3.81	2.22	6.54	2.73	71.62		35.81
	short	10/07/19	11/11/19	35	1.71	1.98	1.44	-0.27	-15.84		-7.92	25.06
Storebrand	short	6/04/12	6/11/12	7	16.77	18.88	14.66	-2.11	-12.58		-6.29
	long	11/07/16	6/04/18	574	42.52	68.62		26.10	61.38		30.69	22.47
AIG	short	6/29/09	7/20/09	21	26.60	13.46	52.57	25.97	97.62		48.81
	long	8/09/10	8/23/10	14	41.64	35.04		-6.60	-15.85		-7.93
	long	11/22/10	6/13/11	203	42.14	28.98		-13.16	-31.23		-15.61
	short	6/13/11	2/06/12	238	28.98	26.80	31.34	2.36	8.13		4.07	20.33
Lowe´s	long	9/14/20	3/07/22	539	165.19	222.26		57.07	34.55		17.27	17.27
Tower	short	9/12/16	11/07/16	56	1.04	0.90	1.20	0.16	15.56		7.78	7.78
DFV	short	7/10/23	9/11/23	63	7.88	7.28	8.53	0.65	8.24		4.12	4.12
Münchener Rück	long	12/05/22	7/10/23	217	303.50	326.90		23.40	7.71		3.86	3.86
Talanx	long	9/11/23	5/10/24	242	65.05	69.75		4.70	7.23		3.61	3.61
Glanbia	short	6/29/09	7/20/09	21	2.27	2.33	2.21	-0.06	-2.64		-1.32	-1.32
CNP Assurances	long	3/21/22	5/02/22	42	21.80	20.90		-0.90	-4.13		-2.06	-2.06
Old Mutual	long	2/06/12	6/04/12	119	1.16	1.10		-0.06	-5.56		-2.78	-2.78
Prudential	short	3/07/22	3/21/22	14	10.19	10.84	9.54	-0.65	-6.38		-3.19	-3.19
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Mapfre	short	6/04/12	6/11/12	7	1.58	1.66	1.51	-0.07	-4.68		-2.34
	long	11/07/16	6/04/18	574	2.71	2.66		-0.05	-1.77		-0.89	-3.21
NN	short	7/10/23	9/11/23	63	33.45	35.90	31.00	-2.45	-7.32		-3.66	-3.66
Scor	short	9/19/22	12/05/22	77	16.55	19.13	13.98	-2.58	-15.56		-7.78
	long	9/11/23	5/10/24	242	30.40	32.28		1.88	6.18		3.09	-4.93
Ping An	long	5/25/09	6/29/09	35	26.81	28.21		1.40	5.20		2.60
	long	11/22/10	6/13/11	203	44.68	37.18		-7.50	-16.79		-8.39	-6.01
Aegon	short	9/12/16	11/07/16	56	3.53	3.93	3.13	-0.40	-11.30		-5.65
	short	3/09/20	9/14/20	189	2.27	2.32	2.22	-0.05	-2.25		-1.12	-6.71
FBD	short	8/24/15	8/08/16	350	5.40	6.05	4.75	-0.65	-12.00		-6.00
	long	3/21/22	5/02/22	42	10.30	9.96		-0.34	-3.30		-1.65
	long	9/05/22	9/19/22	14	10.30	10.25		-0.05	-0.49		-0.24	-7.77
Manulife Financial	short	8/23/10	11/22/10	91	12.38	14.43	10.33	-2.05	-16.56		-8.28	-8.28
China Pacific Ins	long	7/20/09	5/17/10	301	29.06	23.90		-5.16	-17.76		-8.88
	short	5/02/22	9/05/22	126	20.80	20.90	20.70	-0.10	-0.48		-0.24	-9.10
Medibank Private	long	8/08/16	9/12/16	35	3.06	2.48		-0.58	-18.95		-9.48	-9.48
Ping An Ins	long	7/20/09	5/17/10	301	30.40	22.76		-7.64	-25.13		-12.57
	long	4/15/19	10/07/19	175	81.66	87.04		5.38	6.59		3.29	-9.69
Hanwha Life	short	10/07/19	11/11/19	35	2.24	2.42	2.07	-0.18	-7.81		-3.91
	short	3/09/20	9/14/20	189	1.40	1.60	1.21	-0.20	-13.93		-6.96	-10.60
Ageas	long	5/25/09	6/29/09	35	27.99	24.20		-3.79	-13.54		-6.77
	short	5/17/10	8/09/10	84	20.72	22.90	18.54	-2.18	-10.52		-5.26	-11.67
Molina Healthcare	long	2/06/12	6/04/12	119	33.49	24.83		-8.66	-25.86		-12.93
	long	9/05/22	9/19/22	14	338.22	343.77		5.55	1.64		0.82	-12.21
Admiral Group	short	7/30/07	5/25/09	665	7.70	8.82	6.58	-1.12	-14.55		-7.28
	long	8/09/10	8/23/10	14	15.06	14.77		-0.29	-1.93		-0.96
	long	8/08/16	9/12/16	35	22.20	19.57		-2.63	-11.85		-5.92
	short	3/07/22	3/21/22	14	24.43	26.11	22.75	-1.68	-6.88		-3.44	-16.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
New China Life	short	6/04/18	4/15/19	315	43.95	59.70	28.20	-15.75	-35.84		-17.92
	long	4/15/19	10/07/19	175	59.70	48.67		-11.03	-18.48		-9.24
	short	5/02/22	9/05/22	126	29.83	28.92	30.77	0.94	3.15		1.57
	short	9/19/22	12/05/22	77	27.48	30.43	24.53	-2.95	-10.74		-5.37	-28.39
China Life	long	11/11/19	3/09/20	119	35.30	29.15		-6.15	-17.42		-8.71
	long	9/14/20	3/07/22	539	44.09	27.80		-16.29	-36.95		-18.47
	long	12/05/22	7/10/23	217	37.10	34.23		-2.87	-7.74		-3.87	-28.45

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