Assessment - Insurances in Euro - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								SOM Insurances	318.147	12/08/24	0.30	325.136	-2.15	280.050	45.086	16.10		11.10
								MS&AD Insurance	17.385	9/08/24	-0.50	21.424	-18.85	11.803	9.621	81.51		65.79
								Sompo	17.071	9/08/24	0.02	20.109	-15.11	14.676	5.432	37.01		30.58
								Dai-ichi Life	21.944	9/08/24	3.15	25.729	-14.71	19.103	6.626	34.68		29.20
								Samsung F&M Ins	238.994	12/08/24	1.00	250.792	-4.70	183.377	67.415	36.76		31.80
								Beazley	862.729	12/08/24	1.24	809.103	6.63	600.504	208.600	34.74		20.09
								Samsung Life	60.473	12/08/24	-0.33	58.990	2.51	48.180	10.810	22.44		12.57
								Insurance Australia	4.439	12/08/24	0.56	4.408	0.70	3.486	0.922	26.46		21.65
								Generali	22.450	12/08/24	1.35	23.930	-6.18	19.105	4.825	25.26		12.54
						L		Münchener Rück	439.200	12/08/24	1.01	466.900	-5.93	375.100	91.800	24.47		18.31
								Manulife Financial	23.284	12/08/24	-0.35	24.716	-5.79	20.004	4.711	23.55		27.13
								NN	44.660	12/08/24	0.74	43.940	1.64	35.750	8.190	22.91		14.52
						L		Glanbia	18.110	12/08/24	0.50	18.230	-0.66	14.910	3.320	22.27		19.83
						L		Storebrand	9.258	12/08/24	0.38	9.538	-2.93	8.031	1.507	18.76		17.91
						L		China Pacific Ins	3.506	12/08/24	0.22	3.654	-4.03	3.027	0.626	20.69		9.44
								Swiss Re	107.299	12/08/24	0.10	115.966	-7.47	101.958	14.008	13.74		12.97
								Talanx	66.500	12/08/24	1.92	75.050	-11.39	64.650	10.400	16.09		14.33
								Vienna Insurance	29.800	12/08/24	1.36	30.600	-2.61	26.500	4.100	15.47		7.92
								FBD	12.900	12/08/24	0.39	13.100	-1.53	11.350	1.750	15.42		2.21
						L		QBE Insurance	10.038	12/08/24	0.87	10.577	-5.10	9.121	1.456	15.97		8.96
								Swiss Life	672.891	12/08/24	0.62	690.431	-2.54	629.690	60.740	9.65		12.83
								Berkshire Hathaway	401.251	12/08/24	-0.30	377.757	6.22	322.137	55.621	17.27		9.61
								Mapfre	2.134	12/08/24		2.172	-1.75	1.943	0.229	11.79		6.36
								Aegon	5.562	12/08/24	0.22	5.856	-5.02	5.248	0.608	11.59		11.53
								Hannover Rück	227.400	12/08/24	5.23	240.900	-5.60	216.300	24.600	11.37		6.49
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						L		China Life	3.775	12/08/24	0.44	4.013	-5.93	3.609	0.404	11.21		-0.48
								Quálitas	8.349	12/08/24	-2.49	9.581	-12.86	9.174	0.407	4.43		11.45
								AIG	66.762	12/08/24	-0.62	69.447	-3.87	61.192	8.255	13.49		12.82
						L		Zurich Insurance	479.443	12/08/24	0.85	498.117	-3.75	473.993	24.124	5.09		8.61
								Ageas	42.380	12/08/24	0.33	43.100	-1.67	39.310	3.790	9.64		6.75
								Aviva	570.674	12/08/24	0.35	561.010	1.72	500.075	60.935	12.19		13.17
						L		China Life Ins HK	1.239	12/08/24	0.58	1.318	-5.98	1.170	0.148	12.64		4.34
						L		DFV	6.200	12/08/24	-0.80	7.250	-14.48	6.660	0.590	8.86		17.67
								Allianz	255.900	12/08/24		262.500	-2.51	241.950	20.550	8.49		7.44
								Hiscox	1,401.346	12/08/24	1.89	1,336.523	4.85	1,212.512	124.012	10.23		7.18
								Uniqa	7.680	12/08/24	0.26	8.000	-4.00	7.460	0.540	7.24		-0.68
								Travelers Companies	195.531	12/08/24	-1.29	189.228	3.33	172.051	17.177	9.98		8.72
								Axa	32.350	12/08/24	-0.77	31.260	3.49	29.490	1.770	6.00		0.60
								MetLife	65.121	12/08/24	-0.40	65.149	-0.04	59.729	5.420	9.07		7.22
								ASR	43.850	12/08/24	0.46	44.820	-2.16	42.700	2.120	4.96		5.38
								SBI Life	19.056	12/08/24	-1.17	16.786	13.53	15.559	1.227	7.88		8.45
								Tryg	19.926	12/08/24	0.61	20.530	-2.94	19.713	0.817	4.14		8.80
								Medibank Private	2.406	12/08/24	0.52	2.288	5.15	2.193	0.095	4.35		4.99
						L		Ping An Ins	5.200	12/08/24	0.02	5.328	-2.40	5.130	0.198	3.86		-4.73
								Sampo	40.490	12/08/24	0.40	40.180	0.77	39.610	0.570	1.44		-2.21
								Mandatum	4.220	12/08/24		4.227	-0.17	4.214	0.013	0.31		-na-
						L		Ping An	4.017	12/08/24	0.45	4.226	-4.94	4.087	0.139	3.40		-8.05
								Phoenix	634.083	12/08/24	0.47	627.600	1.03	615.689	11.911	1.93		6.75
						S		Sun Life Financial	44.736	12/08/24	-0.11	45.510	-1.70	46.950	-1.440	-3.07		-3.15
								Lowe´s	215.426	12/08/24	-2.02	199.101	8.20	201.008	-1.907	-0.95		-2.14
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								Admiral Group	3,179.841	12/08/24	0.86	3,033.696	4.82	3,087.648	-53.952	-1.75		3.91
						S		UnitedHealth	527.018	12/08/24	1.17	461.161	14.28	475.510	-14.349	-3.02		-1.17
								HDFC Life	7.851	12/08/24	0.01	6.714	16.93	7.024	-0.309	-4.40		-2.63
						S		Scor	17.130	12/08/24	1.06	24.160	-29.10	26.460	-2.300	-8.69		-11.76
						S		Legal & General	265.890	12/08/24	0.53	269.780	-1.44	288.863	-19.083	-6.61		-1.25
						S		Molina Healthcare	314.809	12/08/24	-0.15	272.380	15.58	326.337	-53.957	-16.53		-14.67
								Prudential	748.877	12/08/24	0.41	841.750	-11.03	1,020.626	-178.876	-17.53		-15.23
						L		AIA	6.196	12/08/24	-1.33	6.327	-2.08	7.868	-1.540	-19.58		-16.94
Insurances - 57 out of 57 instruments rated - 1/07/24 / 1/01/24 - 47 did rise, Market-Ratio(26) in EUR = 82.46 %

 

 

Transactions Insurances in Euro * Mixed Straddles L13 - 49/16 (1) - S21 - 33/55 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		21/08/06	231				- cash -
long	21/08/06	7/01/08	504				China Life Ins HK	100	7,477		1.337	3.267		1.930	144	24,431	91
short	20/08/07	11/08/08	357				Ageas	100	91		268.100	95.900	749.506	481.406	180	68,239	186
long	21/04/08	30/06/08	70				Glanbia	100	13,730		4.970	4.820		-0.150	-3	66,179	-15
11/08/08		18/08/08	7				- cash -
short	18/08/08	15/06/09	301				AIG	100	224		294.158	21.832	3,963.356	3,669.198	1,247	888,080	2,242
long	26/01/09	14/06/10	504				Admiral Group	100	91,312		9.726	16.519		6.793	70	1,508,338	47
short	24/05/10	18/10/10	147				UnipolSai	100	132,799		11.358	11.744	10.972	-0.386	-3	1,457,077	-8
long	23/08/10	20/06/11	301				Admiral Group	100	80,726		18.050	18.954		0.905	5	1,530,117	6
short	13/06/11	16/01/12	217				UnipolSai	100	223,668		6.841	1.569	29.828	22.987	336	6,671,461	1,090
long	7/11/11	24/08/15	1386				Glanbia	100	1,458,242		4.575	17.150		12.575	275	25,008,854	42
short	17/08/15	5/09/16	385				FBD	100	3,624,471		6.900	6.880	6.920	0.020	0	25,081,706	0
long	23/11/15	25/01/16	63				NN	100	770,559		32.550	31.080		-1.470	-5	23,948,984	-23
	18/04/16	27/06/16	70				Medibank Private	100	11,425,857		2.096	1.965		-0.131	-6	22,450,057	-29
	8/08/16	17/12/18	861				Admiral Group	100	859,675		26.115	21.776		-4.339	-17	18,719,956	-7
short	11/06/18	27/08/18	77				AMP	100	7,985,685		2.344	2.107	2.608	0.264	11	20,824,272	66
	10/09/18	19/11/18	70				China Life Ins HK	100	11,294,996		1.844	1.881	1.806	-0.037	-2	20,401,022	-10
	10/12/18	11/03/19	91				AMP	100	14,139,698		1.443	1.500	1.386	-0.057	-4	19,599,036	-15
long	28/01/19	2/03/20	399				Molina Healthcare	100	164,671		119.019	114.028		-4.991	-4	18,777,178	-4
2/03/20		9/03/20	7				- cash -
short	9/03/20	10/08/20	154				Hanwha Life	100	18433,824,607		0.001	0.001	0.001	-0.000	-12	16,590,442	-25
long	8/06/20	9/05/22	700				DFV	100	942,317		17.606	11.640		-5.966	-34	10,968,579	-19
short	2/11/20	9/11/20	7				Uniqa	100	2,218,115		4.945	5.460	4.430	-0.515	-10	9,826,250	-100
	7/03/22	25/04/22	49				Prudential	100	799,503		12.290	11.753	12.852	0.562	5	10,275,222	39
9/05/22		23/05/22	14				- cash -
	23/05/22	1/08/22	70				New China Life	100	2,583,806		3.977	4.149	3.805	-0.172	-4	9,831,386	-21
long	6/06/22	18/07/22	42				Sompo	100	69,070,998		0.142	0.140		-0.003	-2	9,655,160	-15
1/08/22		22/08/22	21				- cash -
short	22/08/22	7/11/22	77				Scor	100	599,699		16.100	15.770	16.437	0.337	2	9,857,198	10
long	12/09/22	12/08/24	700				Molina Healthcare	100	28,630		344.295	314.809		-29.487	-9	9,012,990	-5
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/07/23	7/08/23	28				DFV	100	1,143,780		7.880	7.400	8.391	0.511	6	9,597,576	127
accum	21/08/06	7/08/23	7124	days out of 7404 invested (96%)										95,876		9,597,576	42

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
AIG	short	18/08/08	15/06/09	301	294.16	21.83	3,963.36	3,669.20	1,247.36			1,247.36
UnipolSai	short	24/05/10	18/10/10	147	11.36	11.74	10.97	-0.39	-3.40
	short	13/06/11	16/01/12	217	6.84	1.57	29.83	22.99	336.01			321.19
Glanbia	long	21/04/08	30/06/08	70	4.97	4.82		-0.15	-3.02
	long	7/11/11	24/08/15	1386	4.58	17.15		12.58	274.86			263.55
Ageas	short	20/08/07	11/08/08	357	268.10	95.90	749.51	481.41	179.56			179.56
China Life Ins HK	long	21/08/06	7/01/08	504	1.34	3.27		1.93	144.31
	short	10/09/18	19/11/18	70	1.84	1.88	1.81	-0.04	-2.03			139.34
Admiral Group	long	26/01/09	14/06/10	504	9.73	16.52		6.79	69.84
	long	23/08/10	20/06/11	301	18.05	18.95		0.90	5.01
	long	8/08/16	17/12/18	861	26.11	21.78		-4.34	-16.62			48.72
AMP	short	11/06/18	27/08/18	77	2.34	2.11	2.61	0.26	11.24
	short	10/12/18	11/03/19	91	1.44	1.50	1.39	-0.06	-3.93			6.87
Prudential	short	7/03/22	25/04/22	49	12.29	11.75	12.85	0.56	4.57			4.57
Scor	short	22/08/22	7/11/22	77	16.10	15.77	16.44	0.34	2.09			2.09
FBD	short	17/08/15	5/09/16	385	6.90	6.88	6.92	0.02	0.29			0.29
Sompo	long	6/06/22	18/07/22	42	0.14	0.14		-0.00	-1.79			-1.79
New China Life	short	23/05/22	1/08/22	70	3.98	4.15	3.81	-0.17	-4.32			-4.32
NN	long	23/11/15	25/01/16	63	32.55	31.08		-1.47	-4.52			-4.52
Medibank Private	long	18/04/16	27/06/16	70	2.10	1.96		-0.13	-6.26			-6.26
Uniqa	short	2/11/20	9/11/20	7	4.95	5.46	4.43	-0.52	-10.41			-10.41
Hanwha Life	short	9/03/20	10/08/20	154	0.00	0.00	0.00	-0.00	-11.65			-11.65
Molina Healthcare	long	28/01/19	2/03/20	399	119.02	114.03		-4.99	-4.19
	long	12/09/22	12/08/24	700	344.30	314.81		-29.49	-8.56			-12.40
DFV	long	8/06/20	9/05/22	700	17.61	11.64		-5.97	-33.89
	short	10/07/23	7/08/23	28	7.88	7.40	8.39	0.51	6.49			-29.60

Annotations

28/03/24	MS&AD Insurance			stock split 1:3 (three for one)
	Sompo			stock split 1:3 (three for one)
25/08/15	NN			recording started
27/07/15	Ping An HK			forward stock split 10:20 (twenty for ten)
	Ping An Ins			forward stock split 10:20 (twenty for ten)
18/05/15	Tryg			forward stock split 1:5 (five for one)
12/03/15	Insurances			first full analysis, the techniques are strongly influenced by the shorts of AIG and UnipolSai.

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