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

 ⇐ 

								⇓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 %

 

 

Transactions Insurances * Mixed Cut L13 - 49/16 (1) - S21 - 33/55 (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		8/21/06	231				- cash -
long	8/21/06	1/07/08	504				China Life Ins HK	100	750	HKD	13.330	37.600		24.270	182	28,203	112
1/07/08		4/21/08	105				- cash -
	4/21/08	6/30/08	70				Glanbia	100	5,674	EUR	4.970	4.820		-0.150	-3	27,351	-15
6/30/08		8/18/08	49				- cash -
short	8/18/08	6/15/09	301				AIG	100	63	USD	432.000	30.600	6,098.824	5,666.824	1,312	384,361	2,379
6/15/09		5/24/10	343				- cash -
	5/24/10	10/18/10	147				UnipolSai	100	33,840	EUR	11.358	11.744	10.972	-0.386	-3	371,299	-8
10/18/10		6/13/11	238				- cash -
	6/13/11	1/16/12	217				UnipolSai	100	54,275	EUR	6.841	1.569	29.828	22.987	336	1,618,891	1,090
1/16/12		8/17/15	1309				- cash -
	8/17/15	9/05/16	385				FBD	100	234,621	EUR	6.900	6.880	6.920	0.020	0	1,623,607	0
9/05/16		6/11/18	644				- cash -
	6/11/18	8/27/18	77				AMP	100	447,274	AUD	3.630	3.350	3.933	0.303	8	1,759,310	46
8/27/18		9/10/18	14				- cash -
	9/10/18	11/19/18	70				China Life Ins HK	100	104,845	HKD	16.780	16.880	16.680	-0.100	-1	1,748,826	-3
11/19/18		12/10/18	21				- cash -
	12/10/18	3/11/19	91				AMP	100	767,028	AUD	2.280	2.400	2.160	-0.120	-5	1,656,782	-19
3/11/19		3/09/20	364				- cash -
	3/09/20	8/10/20	154				Hanwha Life	100	1,183,415	KRW	1.400	1.530	1.270	-0.130	-9	1,502,938	-21
8/10/20		11/02/20	84				- cash -
	11/02/20	11/09/20	7				Uniqa	100	303,930	EUR	4.945	5.460	4.430	-0.515	-10	1,346,414	-100
11/09/20		3/07/22	483				- cash -
	3/07/22	4/25/22	49				Prudential	100	132,130	GBP	10.190	9.892	10.497	0.307	3	1,386,978	25
4/25/22		5/23/22	28				- cash -
	5/23/22	8/01/22	70				New China Life	100	49,148	CNY	28.220	28.840	27.600	-0.620	-2	1,356,507	-11
8/01/22		8/22/22	21				- cash -
	8/22/22	11/07/22	77				Scor	100	84,255	EUR	16.100	15.770	16.437	0.337	2	1,384,892	10
11/07/22		7/10/23	245				- cash -
	7/10/23	8/07/23	28				DFV	100	175,747	EUR	7.880	7.400	8.391	0.511	6	1,474,716	127
8/07/23		5/12/24	279				- cash -
accum	8/21/06	8/07/23	2247	days out of 6705 invested (34%)										14,647		1,474,716	125

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
AIG	short	8/18/08	6/15/09	301	432.00	30.60	6,098.82	5,666.82	1,311.76			1,311.76
UnipolSai	short	5/24/10	10/18/10	147	11.36	11.74	10.97	-0.39	-3.40
	short	6/13/11	1/16/12	217	6.84	1.57	29.83	22.99	336.01			321.19
China Life Ins HK	long	8/21/06	1/07/08	504	13.33	37.60		24.27	182.07
	short	9/10/18	11/19/18	70	16.78	16.88	16.68	-0.10	-0.60			180.39
DFV	short	7/10/23	8/07/23	28	7.88	7.40	8.39	0.51	6.49			6.49
Prudential	short	3/07/22	4/25/22	49	10.19	9.89	10.50	0.31	3.01			3.01
AMP	short	6/11/18	8/27/18	77	3.63	3.35	3.93	0.30	8.36
	short	12/10/18	3/11/19	91	2.28	2.40	2.16	-0.12	-5.26			2.66
Scor	short	8/22/22	11/07/22	77	16.10	15.77	16.44	0.34	2.09			2.09
FBD	short	8/17/15	9/05/16	385	6.90	6.88	6.92	0.02	0.29			0.29
New China Life	short	5/23/22	8/01/22	70	28.22	28.84	27.60	-0.62	-2.20			-2.20
Glanbia	long	4/21/08	6/30/08	70	4.97	4.82		-0.15	-3.02			-3.02
Hanwha Life	short	3/09/20	8/10/20	154	1.40	1.53	1.27	-0.13	-9.29			-9.29
Uniqa	short	11/02/20	11/09/20	7	4.95	5.46	4.43	-0.52	-10.41			-10.41

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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