Share-o-matic - Assessment Insurances

Assessment - Insurances - 5/06/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Insurances	351.704	Fri	1.11	343.097	2.51	317.533	25.564	8.05	USD	10.54
	L	MS&AD Insurance	2,902.500	Fri	1.66	2,831.000	2.53	2,027.670	803.330	39.62	JPY	47.74
	L	Quálitas	202.370	Fri	-2.63	213.140	-5.05	189.000	24.140	12.77	MXN	43.48
		Sompo	3,166.000	Fri	3.06	3,100.000	2.13	2,564.000	536.000	20.90	JPY	33.38
	L	AIG	80.110	Fri	0.29	79.960	0.19	68.930	11.030	16.00	USD	25.89
	L	NN	45.740	Fri	0.57	44.000	3.95	37.730	6.270	16.62	EUR	24.15
	L	Manulife Financial	35.600	Fri	1.17	33.420	6.52	29.580	3.840	12.98	CAD	22.19
	L	Aegon	6.136	Fri	1.09	6.002	2.23	5.398	0.604	11.19	EUR	21.67
		Dai-ichi Life	3,616.000	Fri	0.36	3,666.000	-1.36	3,122.000	544.000	17.42	JPY	21.47
	L	Storebrand	111.100	Fri	1.00	108.500	2.40	94.940	13.560	14.28	NOK	21.18
	L	Generali	24.400	Fri	1.33	23.340	4.54	20.610	2.730	13.25	EUR	18.50
		Talanx	69.750	Fri	1.31	71.250	-2.11	66.100	5.150	7.79	EUR	17.46
		Travelers Companies	218.500	Fri	-0.42	215.910	1.20	213.080	2.830	1.33	USD	17.35
	L	Mapfre	2.312	Fri	0.43	2.298	0.61	2.036	0.262	12.87	EUR	16.52
	L	Allianz	265.500	Fri	0.84	269.200	-1.37	245.400	23.800	9.70	EUR	16.24
		Glanbia	18.270	Fri	0.38	17.640	3.57	16.160	1.480	9.16	EUR	15.91
		Samsung F&M Ins	326,500.000	Fri	3.32	301,000.000	8.47	298,500.000	2,500.000	0.84	KRW	15.70
	L	ASR	48.680	Fri	0.75	47.110	3.33	43.660	3.450	7.90	EUR	15.27
		Samsung Life	91,900.000	Fri	3.72	83,800.000	9.67	77,200.000	6,600.000	8.55	KRW	15.00
	L	Vienna Insurance	30.500	Fri	0.66	29.500	3.39	25.900	3.600	13.90	EUR	13.87
	L	Aviva	490.300	Fri	0.35	472.000	3.88	425.800	46.200	10.85	GBP	13.21
		MetLife	72.730	Fri	0.26	71.190	2.16	65.810	5.380	8.18	USD	12.95
	L	Ageas	45.860	Fri	1.69	43.780	4.75	37.820	5.960	15.76	EUR	12.23
		Berkshire Hathaway	412.050	Fri	0.79	404.920	1.76	390.760	14.160	3.62	USD	11.85
		Münchener Rück	455.400	Fri	3.13	414.300	9.92	394.700	19.600	4.97	EUR	10.77
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ13	Curr	∅-RS
		Axa	33.720	Fri	0.81	32.210	4.69	30.410	1.800	5.92	EUR	10.50
		Insurance Australia	6.260	Fri	-1.11	6.400	-2.19	6.100	0.300	4.92	AUD	10.35
		Beazley	672.500	Fri	0.90	629.500	6.83	551.000	78.500	14.25	GBP	10.19
		Admiral Group	2,750.000	Fri	0.07	2,702.000	1.78	2,502.000	200.000	7.99	GBP	10.13
		Hannover Rück	237.300	Fri	1.67	232.800	1.93	226.200	6.600	2.92	EUR	10.12
		Swiss Life	648.800	Fri	1.44	632.400	2.59	619.000	13.400	2.16	CHF	10.05
		QBE Insurance	17.610	Fri	0.11	17.190	2.44	16.160	1.030	6.37	AUD	9.79
		Scor	32.280	Fri	1.19	30.460	5.98	28.550	1.910	6.69	EUR	9.55
	L	Uniqa	8.250	Fri	-0.24	8.200	0.61	7.740	0.460	5.94	EUR	6.59
		Lowe´s	235.030	Fri	-0.47	231.700	1.44	218.010	13.690	6.28	USD	6.39
		Sun Life Financial	68.510	Fri	-6.70	72.650	-5.70	69.150	3.500	5.06	CAD	6.13
		SBI Life	1,431.950	Fri	0.67	1,440.600	-0.60	1,419.850	20.750	1.46	INR	6.07
		Swiss Re	106.050	Fri	2.46	101.550	4.43	100.050	1.500	1.50	CHF	5.73
		Hiscox	1,181.000	Fri	1.29	1,114.000	6.01	1,032.000	82.000	7.95	GBP	3.90
		FBD	12.900	Fri	-1.53	12.800	0.78	11.600	1.200	10.34	EUR	3.55
		Legal & General	248.600	Fri	-0.12	240.900	3.20	249.300	-8.400	-3.37	GBP	3.30
		Zurich Insurance	457.400	Fri	0.42	446.000	2.56	440.700	5.300	1.20	CHF	2.46
	L	China Pacific Ins	27.650	Fri	3.36	26.900	2.79	24.080	2.820	11.71	CNY	2.32
	L	China Life Ins HK	11.560	Fri	4.90	11.180	3.40	8.870	2.310	26.04	HKD	2.18
		Molina Healthcare	354.600	Fri	1.31	343.210	3.32	351.100	-7.890	-2.25	USD	1.32
	L	Phoenix	520.500	Fri	0.87	519.500	0.19	497.200	22.300	4.49	GBP	1.27
		Tryg	142.800	Wed	1.13	140.700	1.49	145.850	-5.150	-3.53	DKK	-1.18
		UnitedHealth	512.810	Fri	1.14	494.380	3.73	502.960	-8.580	-1.71	USD	-1.63
	L	China Life	31.630	Fri	1.25	31.660	-0.09	29.030	2.630	9.06	CNY	-1.96
	S	Medibank Private	3.650	Fri	0.27	3.490	4.58	3.810	-0.320	-8.40	AUD	-2.52
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	Ping An	41.250	Fri	5.77	39.150	5.36	31.900	7.250	22.73	HKD	-2.71
		Sampo	39.430	Fri	2.28	38.280	3.00	38.945	-0.665	-1.71	EUR	-4.62
	L	Ping An Ins	42.930	Fri	1.39	42.490	1.04	40.680	1.810	4.45	CNY	-4.68
		AIA	64.200	Fri	2.23	62.500	2.72	60.250	2.250	3.73	HKD	-6.35
		DFV	6.000	Fri		6.150	-2.44	6.400	-0.250	-3.91	EUR	-9.41
	S	HDFC Life	548.550	Fri	1.67	555.050	-1.17	563.350	-8.300	-1.47	INR	-10.63
	L	Prudential	801.800	Fri	1.78	756.200	6.03	817.800	-61.600	-7.53	GBP	-15.97
		Mandatum	4.485	Fri	2.82	4.549	-1.41	4.040	0.509	12.60	EUR	-na-
Insurances - 57 out of 57 instruments rated - 5/06/24 / 2/05/24 - 48 did rise, Market-Ratio(13) = 84.21 %

Technical Chart

	Insurances RS = 13 - B/S = 49/16

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

Transactions Insurances * A13 - 49/16 (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		8/07/06	217		- cash -
short	8/07/06	8/21/06	14		Glanbia	100	4,694	EUR	2.130	2.267	1.993	-0.137	-6	9,357	-82
long	8/21/06	1/07/08	504		China Life Ins HK	100	701	HKD	13.330	37.600		24.270	182	26,370	112
short	1/07/08	4/21/08	105		Storebrand	100	556	NOK	47.400	42.950	52.311	4.911	10	29,101	41
long	4/21/08	6/30/08	70		Glanbia	100	5,855	EUR	4.970	4.820		-0.150	-3	28,223	-15
short	6/30/08	1/26/09	210		AIG	100	53	USD	529.200	25.200	11,113.200	10,584.000	2,000	589,175	19,767
long	1/26/09	6/14/10	504		Admiral Group	100	64,390	GBP	9.150	13.750		4.600	50	885,369	34
short	6/14/10	8/23/10	70		UnipolSai	100	74,809	EUR	11.835	10.585	13.233	1.398	12	989,922	79
long	8/23/10	6/20/11	301		Admiral Group	100	67,022	GBP	14.770	16.750		1.980	13	1,122,625	16
short	6/20/11	11/07/11	140		UnipolSai	100	173,646	EUR	6.465	3.629	11.517	5.052	78	1,999,937	351
long	11/07/11	8/24/15	1386		Glanbia	100	437,144	EUR	4.575	17.150		12.575	275	7,497,023	42
short	8/24/15	11/23/15	91		FBD	100	1,387,823	EUR	5.402	6.706	4.098	-1.304	-24	5,687,301	-67
long	11/23/15	1/25/16	63		NN	100	174,725	EUR	32.550	31.080		-1.470	-5	5,430,456	-23
short	1/25/16	4/18/16	84		Delta Lloyd	100	1,083,706	EUR	5.011	4.530	5.543	0.532	11	6,007,096	55
long	4/18/16	6/27/16	70		Medibank Private	100	1,963,103	AUD	3.060	2.940		-0.120	-4	5,771,523	-19
short	6/27/16	8/08/16	42		Delta Lloyd	100	1,827,009	EUR	3.159	3.293	3.025	-0.134	-4	5,526,704	-31
long	8/08/16	12/17/18	861		Admiral Group	100	248,950	GBP	22.200	19.595		-2.605	-12	4,878,189	-5
short	12/17/18	1/28/19	42		AMP	100	2,067,029	AUD	2.360	2.340	2.380	0.020	1	4,919,943	8
long	1/28/19	3/02/20	399		Molina Healthcare	100	36,141	USD	136.130	127.320		-8.810	-6	4,601,541	-6
short	3/02/20	6/08/20	98		Hanwha Life	100	2,858,100	KRW	1.610	1.670	1.550	-0.060	-4	4,430,055	-13
long	6/08/20	5/09/22	700		DFV	100	251,621	EUR	17.606	11.640		-5.966	-34	2,928,884	-19
short	5/09/22	6/06/22	28		Prudential	100	332,449	GBP	8.810	10.635	6.985	-1.825	-21	2,322,165	-95
long	6/06/22	7/18/22	42		Sompo	100	115,703	JPY	20.070	19.623		-0.447	-2	2,270,480	-18
short	7/18/22	9/12/22	56		Admiral Group	100	130,637	GBP	17.380	22.710	12.050	-5.330	-31	1,574,185	-91
long	9/12/22	5/10/24	606		Molina Healthcare	100	4,505	USD	349.360	354.600		5.240	1	1,597,791	1
accum	8/07/06	5/10/24	6487	days out of 6704 invested (97%)								15,878		1,597,791	33

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
AIG	short	6/30/08	1/26/09	210	529.20	25.20	11,113.20	10,584.00	2,000.00	2,000.00
Glanbia	short	8/07/06	8/21/06	14	2.13	2.27	1.99	-0.14	-6.43
	long	4/21/08	6/30/08	70	4.97	4.82		-0.15	-3.02
	long	11/07/11	8/24/15	1386	4.58	17.15		12.58	274.86	240.17
China Life Ins HK	long	8/21/06	1/07/08	504	13.33	37.60		24.27	182.07	182.07
UnipolSai	short	6/14/10	8/23/10	70	11.84	10.59	13.23	1.40	11.81
	short	6/20/11	11/07/11	140	6.47	3.63	11.52	5.05	78.15	99.19
Storebrand	short	1/07/08	4/21/08	105	47.40	42.95	52.31	4.91	10.36	10.36
Delta Lloyd	short	1/25/16	4/18/16	84	5.01	4.53	5.54	0.53	10.62
	short	6/27/16	8/08/16	42	3.16	3.29	3.03	-0.13	-4.24	5.93
Admiral Group	long	1/26/09	6/14/10	504	9.15	13.75		4.60	50.27
	long	8/23/10	6/20/11	301	14.77	16.75		1.98	13.41
	long	8/08/16	12/17/18	861	22.20	19.60		-2.61	-11.73
	short	7/18/22	9/12/22	56	17.38	22.71	12.05	-5.33	-30.67	4.29
AMP	short	12/17/18	1/28/19	42	2.36	2.34	2.38	0.02	0.86	0.86
Sompo	long	6/06/22	7/18/22	42	20.07	19.62		-0.45	-2.23	-2.23
Hanwha Life	short	3/02/20	6/08/20	98	1.61	1.67	1.55	-0.06	-3.73	-3.73
Medibank Private	long	4/18/16	6/27/16	70	3.06	2.94		-0.12	-3.92	-3.92
NN	long	11/23/15	1/25/16	63	32.55	31.08		-1.47	-4.52	-4.52
Molina Healthcare	long	1/28/19	3/02/20	399	136.13	127.32		-8.81	-6.47
	long	9/12/22	5/10/24	606	349.36	354.60		5.24	1.50	-5.07
Prudential	short	5/09/22	6/06/22	28	8.81	10.64	6.99	-1.83	-20.72	-20.72
FBD	short	8/24/15	11/23/15	91	5.40	6.71	4.10	-1.30	-24.14	-24.14
DFV	long	6/08/20	5/09/22	700	17.61	11.64		-5.97	-33.89	-33.89

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.


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