Share-o-matic - Assessment Insurances

Assessment - Insurances in Swiss Franc - 14/10/19 - RS = 13

		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	15/07/19	prc diff	⇓ Δ13	⇓∅-RS
		SOM Insurances	254.419	Fri	0.14	250.970	1.37	261.270	-10.300	-3.94	1.80
	S	UnitedHealth	244.593	Fri	0.69	219.918	11.22	261.827	-41.909	-16.01	-10.71
	S	Molina Healthcare	122.555	Fri	1.18	112.177	9.25	139.813	-27.636	-19.77	-13.63
		Legal & General	345.744	Fri	0.15	325.909	6.09	334.794	-8.885	-2.65	0.67
		Storebrand	6.517	Fri	1.81	6.195	5.19	7.063	-0.869	-12.30	-15.23
	L	Dai-ichi Life	15.977	Fri	1.37	15.315	4.32	15.027	0.289	1.92	-0.02
	L	AMP	1.175	Fri	2.35	1.127	4.19	1.254	-0.127	-10.11	-25.15
		Aviva	517.487	Fri	1.03	498.153	3.88	523.077	-24.923	-4.76	-3.02
	L	UnipolSai	2.768	Fri	1.78	2.667	3.75	2.640	0.028	1.04	7.56
		Allianz	239.810	Fri	1.28	231.673	3.51	241.209	-9.535	-3.95	5.00
		Medibank Private	2.275	Fri		2.201	3.37	2.480	-0.280	-11.28	6.57
	L	Münchener Rück	272.576	Fri	1.14	264.110	3.21	247.806	16.304	6.58	13.17
	S	Mapfre	2.802	Fri	0.55	2.718	3.07	2.994	-0.276	-9.20	-3.69
		Insurance Australia	5.434	Fri	1.26	5.279	2.94	5.841	-0.562	-9.62	-0.81
	S	Prudential	1,890.672	Fri	0.53	1,842.338	2.62	2,146.524	-304.186	-14.17	-5.99
	L	Ageas	56.868	Fri	0.23	55.483	2.50	53.785	1.697	3.16	11.24
	S	RSA Insurance	664.372	Fri	0.95	648.302	2.48	731.445	-83.143	-11.37	-4.73
	S	MS&AD Insurance	31.504	Fri	-0.15	30.814	2.24	32.536	-1.722	-5.29	0.11
	S	Direct Line	364.199	Fri	0.45	356.541	2.15	411.684	-55.143	-13.39	-12.64
		AIA	9.578	Fri	-0.53	9.381	2.10	10.790	-1.409	-13.06	0.99
	L	Lowe´s	112.496	Fri	0.21	110.333	1.96	106.292	4.041	3.80	9.72
		Axa	26.312	Fri	0.40	25.834	1.85	26.261	-0.427	-1.63	5.49
		DFV	11.721	Fri	3.13	11.521	1.74	12.196	-0.675	-5.54	-na-
		QBE Insurance	8.479	Fri		8.337	1.70	8.176	0.161	1.97	1.48
		Swiss Life	487.900	Fri	-0.47	480.200	1.60	491.200	-11.000	-2.24	10.81
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	15/07/19	prc diff	⇓ Δ13	⇓∅-RS
		Aegon	4.282	Fri	0.54	4.219	1.49	5.080	-0.861	-16.95	-13.80
	L	Swiss Re	102.800	Fri	0.34	101.300	1.48	96.200	5.100	5.30	5.95
	L	Manulife Financial	18.343	Fri	0.79	18.094	1.37	18.181	-0.087	-0.48	8.31
	L	Generali	20.006	Fri	0.52	19.753	1.28	19.037	0.716	3.76	11.13
		Standard Life Aberdn	356.290	Fri	-0.67	352.022	1.21	374.225	-22.203	-5.93	4.85
		China Life	4.142	Fri	-0.78	4.096	1.14	4.394	-0.298	-6.79	10.61
		Sompo	38.651	Fri	-0.64	38.219	1.13	40.360	-2.141	-5.31	-0.48
	L	Hannover Rück	173.837	Fri	0.57	171.968	1.09	158.773	13.195	8.31	16.14
		NN	36.879	Fri	0.63	36.483	1.08	39.427	-2.944	-7.47	-8.40
	S	Admiral Group	2,578.646	Fri	0.05	2,558.559	0.79	2,798.368	-239.809	-8.57	-4.13
		MetLife	45.960	Fri	0.44	45.611	0.77	49.991	-4.380	-8.76	1.43
	L	Uniqa	9.071	Fri		9.016	0.61	9.103	-0.087	-0.95	-4.01
	L	Sun Life Financial	44.082	Fri	0.14	43.826	0.58	41.544	2.282	5.49	14.13
	S	China Life Ins HK	2.385	Fri	-1.05	2.374	0.43	2.567	-0.193	-7.50	-0.25
	L	Berkshire Hathaway	208.124	Fri	0.07	207.277	0.41	210.222	-2.945	-1.40	1.47
	L	Zurich Insurance	387.100	Fri	-0.57	385.900	0.31	344.400	41.500	12.05	18.14
		Hanwha Life	1.977	Fri	0.43	1.973	0.21	2.507	-0.534	-21.28	-33.25
	L	Allstate	108.080	Fri	0.62	107.900	0.17	102.768	5.132	4.99	14.22
		CNP Assurances	19.671	Fri	-0.11	19.671		22.729	-3.059	-13.46	-9.11
		Ping An	12.025	Fri	-0.32	12.025		11.847	0.178	1.50	13.68
	S	Samsung F&M Ins	187.206	Fri	-0.67	187.206		217.672	-30.466	-14.00	-19.40
	S	Sampo	39.254	Fri	-0.61	39.397	-0.36	46.457	-7.060	-15.20	-11.37
		AIG	53.806	Fri	-0.17	54.045	-0.44	55.366	-1.321	-2.39	15.67
		Scor	40.309	Fri	-1.29	40.518	-0.52	43.663	-3.145	-7.20	-6.82
		Gjensidige	19.767	Fri	0.19	19.882	-0.58	20.616	-0.734	-3.56	11.53
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	15/07/19	prc diff	⇓ Δ13	⇓∅-RS
		Tryg	27.425	Fri		27.587	-0.59	32.548	-4.960	-15.24	-0.80
	L	Vienna Insurance	25.619	Fri	-0.85	25.784	-0.64	26.388	-0.604	-2.29	1.25
		Ping An Ins	12.667	Fri	-2.15	12.766	-0.77	12.615	0.151	1.20	19.80
	L	Talanx	45.587	Fri	1.32	45.983	-0.86	43.396	2.586	5.96	18.50
		Travelers Companies	140.929	Fri	0.63	142.674	-1.22	152.424	-9.750	-6.40	5.58
		ASR	36.318	Fri	0.61	36.824	-1.37	40.558	-3.734	-9.21	-8.88
		Hiscox	1,938.378	Fri	0.19	1,965.998	-1.40	2,134.202	-168.204	-7.88	-3.74
		Samsung Life	59.113	Fri	-1.27	60.209	-1.82	66.680	-6.471	-9.70	-14.39
		New China Life	6.961	Fri	-2.72	7.163	-2.82	7.861	-0.699	-8.89	0.81
	S	Glanbia	12.040	Fri	-2.58	12.425	-3.10	15.899	-3.475	-21.85	-24.58
		China Pacific Ins	5.061	Fri	-2.34	5.235	-3.32	5.445	-0.211	-3.87	6.56
Insurances - 60 out of 60 instruments rated - 14/10/19 / 15/07/19 - 15 did rise, Market-Ratio(13) in CHF = 25.00 %

Technical Chart

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

5/01/15	scale up chart	14/10/19

Transactions Insurances in Swiss Franc * A13 - 49/16 (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		7/08/06	217		- cash -
short	7/08/06	21/08/06	14		Glanbia	100	2,980	3.355	3.586	3.125	-0.231	-7	9,313	-84
long	21/08/06	7/01/08	504		China Life Ins HK	100	4,402	2.115	5.340		3.224	152	23,506	96
short	7/01/08	21/04/08	105		Storebrand	100	2,391	9.830	8.693	11.115	1.286	13	26,580	53
long	21/04/08	30/06/08	70		Glanbia	100	3,320	8.005	7.753		-0.251	-3	25,746	-15
short	30/06/08	26/01/09	210		AIG	100	47	538.984	29.067	9,994.303	9,455.319	1,754	470,146	15,903
long	26/01/09	14/06/10	504		Admiral Group	100	32,267	14.570	22.984		8.414	58	741,629	39
short	14/06/10	23/08/10	70		UnipolSai	100	45,036	16.467	13.913	19.491	3.023	18	877,786	141
long	23/08/10	20/06/11	301		Admiral Group	100	36,999	23.724	23.011		-0.714	-3	851,377	-4
short	20/06/11	7/11/11	140		UnipolSai	100	108,476	7.849	4.430	13.905	6.057	77	1,508,382	344
long	7/11/11	24/08/15	1386		Glanbia	100	270,091	5.585	18.536		12.951	232	5,006,336	37
short	24/08/15	23/11/15	91		FBD Holdings	100	857,472	5.838	7.261	4.416	-1.422	-24	3,786,941	-67
long	23/11/15	25/01/16	63		NN	100	107,455	35.242	34.157		-1.085	-3	3,670,356	-17
short	25/01/16	18/04/16	84		Delta Lloyd	100	666,478	5.507	4.942	6.137	0.630	11	4,090,244	60
long	18/04/16	27/06/16	70		Medibank Private	100	1,788,817	2.287	2.121		-0.165	-7	3,794,877	-32
short	27/06/16	8/08/16	42		Delta Lloyd	100	1,112,615	3.411	3.586	3.235	-0.176	-5	3,599,422	-37
long	8/08/16	17/12/18	861		Admiral Group	100	126,555	28.441	24.528		-3.913	-14	3,104,169	-6
short	17/12/18	28/01/19	42		AMP	100	1,846,150	1.681	1.662	1.701	0.020	1	3,140,856	11
long	28/01/19	18/10/19	263		Molina Healthcare	100	23,286	134.877	122.555		-12.321	-9	2,853,943	-12
accum	7/08/06	18/10/19	4823	days out of 5040 invested (96%)							28,439		2,853,943	53

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
AIG	short	30/06/08	26/01/09	210	538.98	29.07	9,994.30	9,455.32	1,754.29	1,754.29
Glanbia	short	7/08/06	21/08/06	14	3.36	3.59	3.12	-0.23	-6.87
	long	21/04/08	30/06/08	70	8.00	7.75		-0.25	-3.14
	long	7/11/11	24/08/15	1386	5.58	18.54		12.95	231.90	199.39
China Life Ins HK	long	21/08/06	7/01/08	504	2.12	5.34		3.22	152.42	152.42
UnipolSai	short	14/06/10	23/08/10	70	16.47	13.91	19.49	3.02	18.36
	short	20/06/11	7/11/11	140	7.85	4.43	13.91	6.06	77.17	109.70
Admiral Group	long	26/01/09	14/06/10	504	14.57	22.98		8.41	57.75
	long	23/08/10	20/06/11	301	23.72	23.01		-0.71	-3.01
	long	8/08/16	17/12/18	861	28.44	24.53		-3.91	-13.76	31.95
Storebrand	short	7/01/08	21/04/08	105	9.83	8.69	11.12	1.29	13.08	13.08
Delta Lloyd	short	25/01/16	18/04/16	84	5.51	4.94	6.14	0.63	11.44
	short	27/06/16	8/08/16	42	3.41	3.59	3.24	-0.18	-5.15	5.70
AMP	short	17/12/18	28/01/19	42	1.68	1.66	1.70	0.02	1.18	1.18
NN	long	23/11/15	25/01/16	63	35.24	34.16		-1.08	-3.08	-3.08
Medibank Private	long	18/04/16	27/06/16	70	2.29	2.12		-0.17	-7.22	-7.22
Molina Healthcare	long	28/01/19	18/10/19	263	134.88	122.56		-12.32	-9.14	-9.14
FBD Holdings	short	24/08/15	23/11/15	91	5.84	7.26	4.42	-1.42	-24.36	-24.36

Annotations

14/08/17	Standard Life	merger with Aberdeen Asset Management completed
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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