Share-o-matic - Assessment Insurances

Assessment - Insurances - 28/11/22 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	28/11/22	⇓ Δwk	29/08/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Insurances	302.231	11:20	0.21	278.645		265.556	13.089	4.93	USD	1.71
		Beazley	662.500	Thu	2.55	645.000		568.000	77.000	13.56	GBP	31.52
	L	Münchener Rück	332.200	09:01	0.03	295.300		234.400	60.900	25.98	EUR	21.67
	L	China Life	36.100	07:00	0.31	33.370		29.020	4.350	14.99	CNY	18.05
	L	Hannover Rück	189.200	08:59	-0.05	178.900		145.350	33.550	23.08	EUR	16.91
		MetLife	71.560	Wed	0.83	75.730		65.430	10.300	15.74	USD	15.41
		FBD	11.300	Thu	5.12	11.000		10.450	0.550	5.26	EUR	15.11
		Travelers Companies	192.110	Thu	0.72	186.320		165.360	20.960	12.68	USD	10.88
	L	Axa	28.570	09:06	-0.28	27.100		23.295	3.805	16.33	EUR	10.53
	L	QBE Insurance	13.860	05:10	0.95	12.960		12.190	0.770	6.32	AUD	9.67
	L	Talanx	45.720	09:19	-0.22	42.160		34.840	7.320	21.01	EUR	9.50
	L	Samsung Life	72,600.000	06:30	1.82	69,700.000		60,200.000	9,500.000	15.78	KRW	8.95
	L	Hiscox	1,140.000	Thu	1.56	996.200		881.800	114.400	12.97	GBP	8.77
	L	Sampo	48.200	11:19	0.40	47.620		44.520	3.100	6.96	EUR	8.65
	L	AIG	63.980	Thu	0.76	60.740		52.800	7.940	15.04	USD	8.38
		Sompo	5,759.000	06:15	0.30	5,967.000		5,874.000	93.000	1.58	JPY	8.19
		Aviva	455.100	Thu	-0.13	449.200		420.500	28.700	6.83	GBP	7.42
	L	Insurance Australia	5.080	05:10	0.79	4.820		4.590	0.230	5.01	AUD	7.18
		Zurich Insurance	453.600	09:04		451.900		430.900	21.000	4.87	CHF	6.72
	S	UnitedHealth	492.480	Thu		532.270		529.770	2.500	0.47	USD	5.93
	L	Allianz	221.400	08:52	-0.09	203.800		169.420	34.380	20.29	EUR	5.62
	L	Storebrand	87.700	09:07	-0.05	86.560		79.020	7.540	9.54	NOK	5.14
	S	Molina Healthcare	297.220	Wed	0.34	326.530		344.960	-18.430	-5.34	USD	4.61
	L	Berkshire Hathaway	310.950	Thu	-0.30	313.270		287.450	25.820	8.98	USD	4.19
	L	MS&AD Insurance	4,274.000	06:15	0.45	4,091.000		4,135.000	-44.000	-1.06	JPY	3.93
		⇓instrument	freshest		⇓ Δday	28/11/22	⇓ Δwk	29/08/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	China Pacific Ins	26.290	07:00	1.74	23.450		20.170	3.280	16.26	CNY	3.69
	L	Swiss Re	95.180	09:04	-0.87	83.780		73.760	10.020	13.58	CHF	3.13
	L	Aegon	5.082	09:05	0.24	4.642		4.485	0.157	3.50	EUR	2.90
	L	Mapfre	1.875	09:13	-0.37	1.787		1.622	0.165	10.17	EUR	2.75
		Tryg	156.450	11:20	-0.79	163.500		168.450	-4.950	-2.94	DKK	1.85
	L	Dai-ichi Life	3,105.000	06:15	1.44	2,480.500		2,359.000	121.500	5.15	JPY	1.28
	L	Glanbia	11.220	09:08	0.54	11.680		12.690	-1.010	-7.96	EUR	1.19
	L	Lowe´s	206.110	Wed	-0.15	209.040		201.070	7.970	3.96	USD	0.99
	L	Generali	17.895	09:10	-0.08	16.705		14.645	2.060	14.07	EUR	0.39
	L	Uniqa	7.690	09:23	0.13	7.100		6.520	0.580	8.90	EUR	0.23
	L	Samsung F&M Ins	209,500.000	06:30	1.95	201,000.000		193,000.000	8,000.000	4.15	KRW	-0.09
	L	Manulife Financial	26.030	Wed	1.13	23.620		23.130	0.490	2.12	CAD	-1.03
	L	Legal & General	259.800	Thu	0.39	256.700		255.500	1.200	0.47	GBP	-1.47
	L	Phoenix	637.400	Thu	0.31	604.200		600.200	4.000	0.67	GBP	-1.74
	L	Sun Life Financial	65.610	Wed	0.03	62.040		58.850	3.190	5.42	CAD	-1.80
	L	Vienna Insurance	24.750	09:23	0.20	22.600		22.850	-0.250	-1.09	EUR	-2.72
	L	Swiss Life	547.000	09:04	-0.11	501.600		507.000	-5.400	-1.07	CHF	-4.89
	L	AIA	90.000	Thu	2.74	72.300		77.550	-5.250	-6.77	HKD	-6.38
	L	Hanwha Life	2,875.000	06:30	2.50	2,405.000		2,255.000	150.000	6.65	KRW	-6.62
	L	China Life Ins HK	15.260	Thu	1.60	10.760		11.220	-0.460	-4.10	HKD	-8.50
	L	Ping An Ins	52.100	07:00	0.56	41.410		43.070	-1.660	-3.85	CNY	-8.69
		NN	39.590	09:06	0.05	40.500		40.360	0.140	0.35	EUR	-8.91
	L	Prudential	1,371.500	Thu	2.81	928.400		915.000	13.400	1.46	GBP	-10.21
		DFV	9.490	Thu	-0.11	9.870		11.120	-1.250	-11.24	EUR	-10.85
		Medibank Private	2.910	05:10	0.34	2.890		3.650	-0.760	-20.82	AUD	-11.31
		⇓instrument	freshest		⇓ Δday	28/11/22	⇓ Δwk	29/08/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	Ageas	45.070	09:07	-0.42	37.290		40.330	-3.040	-7.54	EUR	-12.14
	L	Quálitas	94.950	Wed	1.39	83.200		89.010	-5.810	-6.53	MXN	-13.41
	L	Admiral Group	2,184.000	Thu	2.10	2,034.000		2,192.000	-158.000	-7.21	GBP	-14.10
	L	Ping An	64.750	Thu	4.18	41.850		46.350	-4.500	-9.71	HKD	-14.91
	L	Scor	23.800	Thu		18.300		16.135	2.165	13.42	EUR	-15.07
Insurances - 54 out of 54 instruments rated - 28/11/22 / 29/08/22 - 39 did rise, Market-Ratio(13) = 72.22 %

Technical Chart

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

7/01/19	scale up chart	23/01/23

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
2/01/06		7/08/06	217		- cash -
short	7/08/06	21/08/06	14		Glanbia	100	4,694	EUR	2.130	2.267	1.993	-0.137	-6	9,357	-82
long	21/08/06	7/01/08	504		China Life Ins HK	100	701	HKD	13.330	37.600		24.270	182	26,370	112
short	7/01/08	21/04/08	105		Storebrand	100	556	NOK	47.400	42.950	52.311	4.911	10	29,101	41
long	21/04/08	30/06/08	70		Glanbia	100	5,855	EUR	4.970	4.820		-0.150	-3	28,223	-15
short	30/06/08	26/01/09	210		AIG	100	53	USD	529.200	25.200	11,113.200	10,584.000	2,000	589,175	19,767
long	26/01/09	14/06/10	504		Admiral Group	100	64,390	GBP	9.150	13.750		4.600	50	885,369	34
short	14/06/10	23/08/10	70		UnipolSai	100	74,809	EUR	11.835	10.585	13.233	1.398	12	989,922	79
long	23/08/10	20/06/11	301		Admiral Group	100	67,022	GBP	14.770	16.750		1.980	13	1,122,625	16
short	20/06/11	7/11/11	140		UnipolSai	100	173,646	EUR	6.465	3.629	11.517	5.052	78	1,999,937	351
long	7/11/11	24/08/15	1386		Glanbia	100	437,144	EUR	4.575	17.150		12.575	275	7,497,023	42
short	24/08/15	23/11/15	91		FBD	100	1,387,823	EUR	5.402	6.706	4.098	-1.304	-24	5,687,301	-67
long	23/11/15	25/01/16	63		NN	100	174,725	EUR	32.550	31.080		-1.470	-5	5,430,456	-23
short	25/01/16	18/04/16	84		Delta Lloyd	100	1,083,706	EUR	5.011	4.530	5.543	0.532	11	6,007,096	55
long	18/04/16	27/06/16	70		Medibank Private	100	1,963,103	AUD	3.060	2.940		-0.120	-4	5,771,523	-19
short	27/06/16	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	17/12/18	861		Admiral Group	100	248,950	GBP	22.200	19.595		-2.605	-12	4,878,189	-5
short	17/12/18	28/01/19	42		AMP	100	2,067,029	AUD	2.360	2.340	2.380	0.020	1	4,919,943	8
long	28/01/19	2/03/20	399		Molina Healthcare	100	36,141	USD	136.130	127.320		-8.810	-6	4,601,541	-6
short	2/03/20	8/06/20	98		Hanwha Life	100	2,858,100	KRW	1.610	1.670	1.550	-0.060	-4	4,430,055	-13
long	8/06/20	9/05/22	700		DFV	100	251,621	EUR	17.606	11.640		-5.966	-34	2,928,884	-19
short	9/05/22	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	18/07/22	42		Sompo	100	38,567	JPY	60.210	58.870		-1.340	-2	2,270,485	-18
short	18/07/22	12/09/22	56		Admiral Group	100	130,637	GBP	17.380	22.710	12.050	-5.330	-31	1,574,190	-91
long	12/09/22	25/01/23	135		Molina Healthcare	100	4,505	USD	349.360	297.220		-52.140	-15	1,339,299	-35
accum	7/08/06	25/01/23	6017	days out of 6234 invested (97%)								13,293		1,339,299	35

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	529.20	25.20	11,113.20	10,584.00	2,000.00	2,000.00
Glanbia	short	7/08/06	21/08/06	14	2.13	2.27	1.99	-0.14	-6.43
	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	240.17
China Life Ins HK	long	21/08/06	7/01/08	504	13.33	37.60		24.27	182.07	182.07
UnipolSai	short	14/06/10	23/08/10	70	11.84	10.59	13.23	1.40	11.81
	short	20/06/11	7/11/11	140	6.47	3.63	11.52	5.05	78.15	99.19
Storebrand	short	7/01/08	21/04/08	105	47.40	42.95	52.31	4.91	10.36	10.36
Delta Lloyd	short	25/01/16	18/04/16	84	5.01	4.53	5.54	0.53	10.62
	short	27/06/16	8/08/16	42	3.16	3.29	3.03	-0.13	-4.24	5.93
Admiral Group	long	26/01/09	14/06/10	504	9.15	13.75		4.60	50.27
	long	23/08/10	20/06/11	301	14.77	16.75		1.98	13.41
	long	8/08/16	17/12/18	861	22.20	19.60		-2.61	-11.73
	short	18/07/22	12/09/22	56	17.38	22.71	12.05	-5.33	-30.67	4.29
AMP	short	17/12/18	28/01/19	42	2.36	2.34	2.38	0.02	0.86	0.86
Sompo	long	6/06/22	18/07/22	42	60.21	58.87		-1.34	-2.23	-2.23
Hanwha Life	short	2/03/20	8/06/20	98	1.61	1.67	1.55	-0.06	-3.73	-3.73
Medibank Private	long	18/04/16	27/06/16	70	3.06	2.94		-0.12	-3.92	-3.92
NN	long	23/11/15	25/01/16	63	32.55	31.08		-1.47	-4.52	-4.52
Molina Healthcare	long	28/01/19	2/03/20	399	136.13	127.32		-8.81	-6.47
	long	12/09/22	25/01/23	135	349.36	297.22		-52.14	-14.92	-20.43
Prudential	short	9/05/22	6/06/22	28	8.81	10.64	6.99	-1.83	-20.72	-20.72
FBD	short	24/08/15	23/11/15	91	5.40	6.71	4.10	-1.30	-24.14	-24.14
DFV	long	8/06/20	9/05/22	700	17.61	11.64		-5.97	-33.89	-33.89

Annotations

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.


	is taking down something concerning