Share-o-matic - Assessment Insurances

Assessment - Insurances - 10/07/19 - RS = 26

		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	4/08/19	prc diff	⇓ Δ26	Curr	∅-RS
		SOM Insurances	252.311	Fri	2.08	247.469	1.96	258.621	-11.152	-4.31	USD	-0.25
		Gjensidige	182.950	Fri	1.11	183.250	-0.16	156.250	27.000	17.28	NOK	19.02
		Ping An Ins	89.900	Fri	1.58	87.040	3.29	80.590	6.450	8.00	CNY	18.74
	L	Hannover Rück	155.700	Fri	0.97	155.200	0.32	131.400	23.800	18.11	EUR	18.10
	L	Talanx	42.380	Fri	3.32	40.300	5.16	35.220	5.080	14.42	EUR	17.00
	L	Zurich Insurance	388.800	Fri	1.51	380.500	2.18	318.500	62.000	19.47	CHF	16.93
		Münchener Rück	241.400	Fri	1.73	237.200	1.77	214.500	22.700	10.58	EUR	14.43
		AIG	54.420	Fri	0.67	53.630	1.47	44.870	8.760	19.52	USD	14.12
	L	Allstate	107.930	Fri	0.74	107.460	0.44	94.870	12.590	13.27	USD	13.24
	L	Ageas	51.000	Fri	1.31	50.060	1.88	45.040	5.020	11.15	EUR	12.73
	L	Generali	18.065	Fri	1.09	17.770	1.66	16.695	1.075	6.44	EUR	12.55
	L	Sun Life Financial	58.130	Fri	0.87	57.580	0.96	52.880	4.700	8.89	CAD	12.54
		Medibank Private	3.260	Fri	0.93	3.300	-1.21	2.660	0.640	24.06	AUD	12.25
		Swiss Life	482.100	Fri	2.44	467.900	3.03	452.800	15.100	3.33	CHF	8.49
		Ping An	93.600	Fri	2.74	90.050	3.94	93.000	-2.950	-3.17	HKD	8.41
	L	Swiss Re	103.550	Fri	0.53	103.000	0.53	99.320	3.680	3.71	CHF	7.95
		China Life	28.410	Fri	1.72	27.480	3.38	30.120	-2.640	-8.76	CNY	7.67
		UnipolSai	2.444	Fri	1.83	2.371	3.08	2.436	-0.065	-2.67	EUR	7.60
	L	Lowe´s	110.770	Fri	2.38	108.230	2.35	115.790	-7.560	-6.53	USD	6.94
		Allianz	213.100	Fri	2.87	207.700	2.60	205.400	2.300	1.12	EUR	5.72
		Travelers Companies	142.600	Fri	0.73	143.150	-0.38	135.880	7.270	5.35	USD	5.49
	L	Sompo	4,155.000	Fri	-0.65	4,478.000	-7.21	4,114.000	364.000	8.85	JPY	5.43
		Tryg	186.500	Fri	1.80	193.800	-3.77	190.200	3.600	1.89	DKK	5.29
	L	Manulife Financial	24.000	Fri	2.30	23.420	2.48	23.600	-0.180	-0.76	CAD	5.11
		QBE Insurance	12.260	Fri	1.41	12.280	-0.16	12.310	-0.030	-0.24	AUD	4.61
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	4/08/19	prc diff	⇓ Δ26	Curr	∅-RS
		Axa	23.640	Fri	3.89	22.740	3.96	23.245	-0.505	-2.17	EUR	4.01
		China Pacific Ins	36.490	Fri	1.53	34.870	4.65	36.000	-1.130	-3.14	CNY	2.60
		Standard Life Aberdn	286.000	Fri	5.03	270.100	5.89	280.200	-10.100	-3.60	GBP	1.77
		Insurance Australia	7.730	Fri	1.84	7.720	0.13	7.560	0.160	2.12	AUD	1.57
		Vienna Insurance	23.500	Fri	1.73	23.100	1.73	23.800	-0.700	-2.94	EUR	1.54
		AIA	73.250	Fri	2.16	73.550	-0.41	80.000	-6.450	-8.06	HKD	0.78
	L	Berkshire Hathaway	208.080	Fri	0.59	207.240	0.41	205.250	1.990	0.97	USD	0.72
		MS&AD Insurance	3,350.000	Fri	0.30	3,401.000	-1.50	3,380.000	21.000	0.62	JPY	-0.21
		Hiscox	1,604.000	Fri	0.50	1,603.000	0.06	1,546.000	57.000	3.69	GBP	-0.66
		MetLife	45.840	Fri	1.96	44.950	1.98	45.010	-0.060	-0.13	USD	-0.74
	S	New China Life	50.180	Fri	1.11	48.670	3.10	60.000	-11.330	-18.88	CNY	-1.09
	S	Admiral Group	2,076.000	Fri	1.91	2,045.000	1.52	2,224.000	-179.000	-8.05	GBP	-2.96
		Uniqa	8.250	Fri	1.41	8.130	1.48	9.140	-1.010	-11.05	EUR	-3.09
		China Life Ins HK	18.520	Fri	3.00	18.060	2.55	21.900	-3.840	-17.53	HKD	-3.63
	S	Mapfre	2.493	Fri	2.55	2.427	2.72	2.573	-0.146	-5.67	EUR	-3.81
	L	Dai-ichi Life	1,665.000	Fri	2.43	1,624.000	2.52	1,631.500	-7.500	-0.46	JPY	-4.55
		Scor	37.030	Fri	2.32	37.040	-0.03	38.940	-1.900	-4.88	EUR	-4.79
	S	RSA Insurance	524.200	Fri	3.60	505.000	3.80	523.000	-18.000	-3.44	GBP	-6.23
		Legal & General	260.800	Fri	8.22	238.900	9.17	284.500	-45.600	-16.03	GBP	-6.85
		Aviva	405.200	Fri	6.30	377.900	7.22	429.600	-51.700	-12.03	GBP	-7.34
	S	Prudential	1,508.500	Fri	4.76	1,400.000	7.75	1,663.000	-263.000	-15.81	GBP	-9.96
		ASR	34.040	Fri	3.15	32.410	5.03	38.450	-6.040	-15.71	EUR	-10.62
	S	CNP Assurances	18.260	Fri	4.58	17.290	5.61	20.640	-3.350	-16.23	EUR	-10.86
	S	UnitedHealth	222.070	Fri	-0.74	221.240	0.38	248.750	-27.510	-11.06	USD	-11.04
		NN	33.500	Fri	2.89	31.720	5.61	36.980	-5.260	-14.22	EUR	-11.21
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	4/08/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	Sampo	36.040	Fri	2.27	35.000	2.97	42.520	-7.520	-17.69	EUR	-12.15
		Storebrand	57.100	Fri	3.63	55.140	3.55	70.700	-15.560	-22.01	NOK	-14.03
	S	Direct Line	290.000	Fri	5.30	276.400	4.92	338.200	-61.800	-18.27	GBP	-14.65
	S	Molina Healthcare	113.390	Fri	0.30	111.280	1.90	147.490	-36.210	-24.55	USD	-15.25
	S	Aegon	3.875	Fri	2.35	3.721	4.14	4.490	-0.769	-17.13	EUR	-15.59
		Samsung Life	70,300.000	Fri	3.08	69,400.000	1.30	84,500.000	-15,100.000	-17.87	KRW	-15.72
	S	Samsung F&M Ins	221,000.000	Fri	3.76	215,500.000	2.55	292,000.000	-76,500.000	-26.20	KRW	-20.70
	S	Glanbia	11.170	Fri	-0.09	11.590	-3.62	17.650	-6.060	-34.33	EUR	-21.75
	L	AMP	1.610	Fri	0.94	1.705	-5.57	2.140	-0.435	-20.33	AUD	-22.02
		Hanwha Life	2,260.000	Fri	-0.44	2,240.000	0.89	3,995.000	-1,755.000	-43.93	KRW	-36.31
		DFV	10.478	Fri	0.58	10.280	1.93	11.200	-0.920	-8.21	EUR	-na-
Insurances - 60 out of 60 instruments rated - 10/07/19 / 4/08/19 - 22 did rise, Market-Ratio(26) = 36.67 %

Technical Chart

	Insurances RS = 26 - B/S = 60/40

1/05/15	scale up chart	10/07/19

Transactions Insurances * 26 - 60/40 (2)

														⇐
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		7/30/07	574		- cash -
short	7/30/07	5/25/09	665		Aviva	50	758	GBP	6.590	3.403	12.764	6.174	94	14,680	44
					Admiral Group	50	650	GBP	7.695	8.815	6.575	-1.120	-15	13,952	-8
100							40							20
long	5/25/09	6/29/09	35		Ageas	50	249	EUR	27.990	24.200		-3.790	-14	13,008	-78
					Ping An	50	260	HKD	26.810	28.205		1.395	5	13,371	70
100							-4							-36
short	6/29/09	7/20/09	21		AIG	50	251	USD	26.600	13.460	52.568	25.968	98	19,888	> 999,999
					Glanbia	50	2,946	EUR	2.272	2.332	2.212	-0.060	-3	19,712	-37
100							47							85,032
long	7/20/09	5/17/10	301		China Pacific Ins	50	339	CNY	29.060	23.900		-5.160	-18	17,962	-21
					Ping An Ins	50	324	CNY	30.400	22.760		-7.640	-25	15,487	-30
100							-21							-25
short	5/17/10	8/09/10	84		Ageas	50	373	EUR	20.720	22.900	18.540	-2.180	-11	14,674	-38
					UnipolSai	50	653	EUR	11.878	11.885	11.871	-0.007	0	14,669	0
100							-5							-21
long	8/09/10	8/23/10	14		AIG	50	176	USD	41.640	35.040		-6.600	-16	13,508	-99
					Admiral Group	50	487	GBP	15.060	14.770		-0.290	-2	13,367	-40
100							-9							-91
short	8/23/10	11/22/10	91		Manulife Financial	50	539	CAD	12.380	14.430	10.330	-2.050	-17	12,262	-52
					UnipolSai	50	632	EUR	10.585	8.885	12.610	2.025	19	13,542	102
100							1							5
long	11/22/10	6/13/11	203		AIG	50	160	USD	42.140	28.980		-13.160	-31	11,436	-49
					Ping An	50	152	HKD	44.675	37.175		-7.500	-17	10,296	-28
100							-24							-39
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/13/11	2/06/12	238		AIG	50	177	USD	28.980	26.800	31.337	2.357	8	10,713	13
					UnipolSai	50	755	EUR	6.841	3.234	14.471	7.630	112	16,474	216
100							60							106
long	2/06/12	6/04/12	119		Molina Healthcare	50	245	USD	33.490	24.830		-8.660	-26	14,352	-60
					Old Mutual	50	7,126	GBP	1.160	1.096		-0.065	-6	13,893	-16
100							-16							-41
short	6/04/12	6/11/12	7		Mapfre	50	4,393	EUR	1.581	1.655	1.507	-0.074	-5	13,567	-92
					Storebrand	50	414	NOK	16.770	18.880	14.660	-2.110	-13	12,694	-100
100							-9							-99
long	6/11/12	8/24/15	1169		Hannover Rück	50	144	EUR	43.865	86.400		42.535	97	18,819	24
					Allstate	50	188	USD	33.900	58.390		24.490	72	23,423	19
100							85							21
short	8/24/15	8/08/16	350		Delta Lloyd	50	1,237	EUR	9.467	3.293	27.217	17.750	187	45,379	201
					FBD Holdings	50	2,168	EUR	5.402	6.050	4.754	-0.648	-12	43,974	-12
100							88							93
long	8/08/16	9/12/16	35		Admiral Group	50	990	GBP	22.200	19.570		-2.630	-12	41,371	-73
					Medibank Private	50	7,188	AUD	3.060	2.480		-0.580	-19	37,202	-89
100							-15							-83
short	9/12/16	11/07/16	56		Aegon	50	5,267	EUR	3.531	3.930	3.132	-0.399	-11	35,100	-54
					Tower	50	17,888	NZD	1.040	0.900	1.202	0.162	16	37,994	157
100							2							15
long	11/07/16	6/04/18	574		Mapfre	50	7,010	EUR	2.710	2.662		-0.048	-2	37,658	-1
					Storebrand	50	446	NOK	42.520	68.620		26.100	61	49,298	36
100							30							18
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/04/18	4/15/19	315		AMP	50	6,469	AUD	3.810	2.220	6.539	2.729	72	66,951	87
					New China Life	50	560	CNY	43.950	59.700	28.200	-15.750	-36	58,131	-40
100							18							21
long	4/15/19	10/07/19	175		Ping An Ins	50	355	CNY	81.660	87.040		5.380	7	60,041	14
					New China Life	50	488	CNY	59.700	48.670		-11.030	-18	54,658	-35
100							-6							-12
short	10/07/19	10/11/19	4		AMP	50	16,028	AUD	1.705	1.610	1.806	0.101	6	56,271	18,601
					Hanwha Life	50	12,201	KRW	2.240	2.260	2.220	-0.020	-1	56,027	-56
100							3							855
accum	7/30/07	10/11/19	4459	days out of 5033 invested (89%)								460		56,027	15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Delta Lloyd	short	8/24/15	8/08/16	350	9.47	3.29	27.22	17.75	187.49	50	93.74	93.74
UnipolSai	short	5/17/10	8/09/10	84	11.88	11.89	11.87	-0.01	-0.06		-0.03
	short	8/23/10	11/22/10	91	10.59	8.89	12.61	2.03	19.13		9.57
	short	6/13/11	2/06/12	238	6.84	3.23	14.47	7.63	111.53		55.77	70.62
Hannover Rück	long	6/11/12	8/24/15	1169	43.87	86.40		42.54	96.97		48.48	48.48
Aviva	short	7/30/07	5/25/09	665	6.59	3.40	12.76	6.17	93.68		46.84	46.84
AMP	short	6/04/18	4/15/19	315	3.81	2.22	6.54	2.73	71.62		35.81
	short	10/07/19	10/11/19	4	1.71	1.61	1.81	0.10	5.90		2.95	39.82
Allstate	long	6/11/12	8/24/15	1169	33.90	58.39		24.49	72.24		36.12	36.12
Storebrand	short	6/04/12	6/11/12	7	16.77	18.88	14.66	-2.11	-12.58		-6.29
	long	11/07/16	6/04/18	574	42.52	68.62		26.10	61.38		30.69	22.47
AIG	short	6/29/09	7/20/09	21	26.60	13.46	52.57	25.97	97.62		48.81
	long	8/09/10	8/23/10	14	41.64	35.04		-6.60	-15.85		-7.93
	long	11/22/10	6/13/11	203	42.14	28.98		-13.16	-31.23		-15.61
	short	6/13/11	2/06/12	238	28.98	26.80	31.34	2.36	8.13		4.07	20.33
Tower	short	9/12/16	11/07/16	56	1.04	0.90	1.20	0.16	15.56		7.78	7.78
Hanwha Life	short	10/07/19	10/11/19	4	2.24	2.26	2.22	-0.02	-0.89		-0.45	-0.45
Glanbia	short	6/29/09	7/20/09	21	2.27	2.33	2.21	-0.06	-2.64		-1.32	-1.32
Old Mutual	long	2/06/12	6/04/12	119	1.16	1.10		-0.06	-5.56		-2.78	-2.78
Mapfre	short	6/04/12	6/11/12	7	1.58	1.66	1.51	-0.07	-4.68		-2.34
	long	11/07/16	6/04/18	574	2.71	2.66		-0.05	-1.77		-0.89	-3.21
Aegon	short	9/12/16	11/07/16	56	3.53	3.93	3.13	-0.40	-11.30		-5.65	-5.65
FBD Holdings	short	8/24/15	8/08/16	350	5.40	6.05	4.75	-0.65	-12.00		-6.00	-6.00
Ping An	long	5/25/09	6/29/09	35	26.81	28.21		1.40	5.20		2.60
	long	11/22/10	6/13/11	203	44.68	37.18		-7.50	-16.79		-8.39	-6.01
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Manulife Financial	short	8/23/10	11/22/10	91	12.38	14.43	10.33	-2.05	-16.56		-8.28	-8.28
China Pacific Ins	long	7/20/09	5/17/10	301	29.06	23.90		-5.16	-17.76		-8.88	-8.88
Medibank Private	long	8/08/16	9/12/16	35	3.06	2.48		-0.58	-18.95		-9.48	-9.48
Ping An Ins	long	7/20/09	5/17/10	301	30.40	22.76		-7.64	-25.13		-12.57
	long	4/15/19	10/07/19	175	81.66	87.04		5.38	6.59		3.29	-9.69
Ageas	long	5/25/09	6/29/09	35	27.99	24.20		-3.79	-13.54		-6.77
	short	5/17/10	8/09/10	84	20.72	22.90	18.54	-2.18	-10.52		-5.26	-11.67
Molina Healthcare	long	2/06/12	6/04/12	119	33.49	24.83		-8.66	-25.86		-12.93	-12.93
Admiral Group	short	7/30/07	5/25/09	665	7.70	8.82	6.58	-1.12	-14.55		-7.28
	long	8/09/10	8/23/10	14	15.06	14.77		-0.29	-1.93		-0.96
	long	8/08/16	9/12/16	35	22.20	19.57		-2.63	-11.85		-5.92	-13.61
New China Life	short	6/04/18	4/15/19	315	43.95	59.70	28.20	-15.75	-35.84		-17.92
	long	4/15/19	10/07/19	175	59.70	48.67		-11.03	-18.48		-9.24	-25.50

Annotations

8/14/17	Standard Life	merger with Aberdeen Asset Management completed
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.


	is taking down something concerning