Share-o-matic - Assessment Insurances

Assessment - Insurances - 2/24/20 - RS = 26

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
		SOM Insurances	250.911	09:30	-1.01	259.778	-3.41	242.664	17.114	7.05	USD	0.70
		DFV	17.850	09:11	-0.83	18.348	-2.71	10.416	7.932	76.15	EUR	56.19
		Hannover Rück	173.100	09:10	-1.42	181.300	-4.52	146.400	34.900	23.84	EUR	21.84
	L	QBE Insurance	14.180	05:10	-0.77	14.790	-4.12	12.230	2.560	20.93	AUD	17.93
	L	Gjensidige	196.200	09:04	-1.03	202.000	-2.87	172.500	29.500	17.10	NOK	16.56
	L	Allstate	115.730	Wed	-1.35	120.540	-3.99	103.210	17.330	16.79	USD	15.73
		Talanx	42.860	09:10	-1.70	45.160	-5.09	37.800	7.360	19.47	EUR	15.65
		Zurich Insurance	401.400	09:02	-1.30	413.300	-2.88	348.300	65.000	18.66	CHF	15.08
	L	Sun Life Financial	62.000	Wed	-0.19	63.600	-2.52	53.420	10.180	19.06	CAD	13.28
		Münchener Rück	251.700	09:00	-1.22	263.200	-4.37	218.600	44.600	20.40	EUR	13.25
		Lowe´s	113.300	Wed	-4.40	122.910	-7.82	106.400	16.510	15.52	USD	12.45
		Legal & General	279.300	09:24	-3.26	300.800	-7.15	221.700	79.100	35.68	GBP	10.49
		UnitedHealth	263.000	Wed	-0.15	277.790	-5.32	231.080	46.710	20.21	USD	10.34
		Standard Life Aberdn	293.000	09:23	-2.79	307.400	-4.68	240.700	66.700	27.71	GBP	8.09
	L	MS&AD Insurance	3,566.000	06:15	-1.87	3,748.000	-4.86	3,367.000	381.000	11.32	JPY	7.31
		Allianz	209.550	09:01	-2.38	222.750	-5.93	199.160	23.590	11.84	EUR	5.83
		China Life	30.900	07:00	-0.10	31.640	-2.34	28.710	2.930	10.21	CNY	5.56
	L	Molina Healthcare	128.730	Wed	-0.24	138.210	-6.86	127.630	10.580	8.29	USD	5.22
		Berkshire Hathaway	216.060	Wed	-0.91	221.690	-2.54	200.200	21.490	10.73	USD	4.96
		Admiral Group	2,210.000	09:22	-1.30	2,262.000	-2.30	2,157.000	105.000	4.87	GBP	4.59
		MetLife	46.920	Wed	-1.39	49.380	-4.98	44.840	4.540	10.12	USD	3.54
		Uniqa	8.400	09:22	-1.87	8.910	-5.72	8.240	0.670	8.13	EUR	2.86
	L	Direct Line	318.200	09:23	-1.09	324.800	-2.03	287.700	37.100	12.90	GBP	2.80
		Sompo	4,200.000	06:15	-1.22	4,387.000	-4.26	4,162.000	225.000	5.41	JPY	2.61
		Storebrand	61.620	09:05	-2.72	65.800	-6.35	52.140	13.660	26.20	NOK	2.52
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
		Swiss Life	456.700	09:02	-1.59	485.200	-5.87	471.500	13.700	2.91	CHF	2.26
		UnipolSai	2.380	09:06	-1.24	2.444	-2.62	2.276	0.168	7.38	EUR	1.77
		Tryg	192.200	09:30	-1.79	201.000	-4.38	200.000	1.000	0.50	DKK	1.38
		Generali	17.070	09:06	-1.13	17.435	-2.09	16.185	1.250	7.72	EUR	1.20
		NN	33.630	09:04	-2.30	34.860	-3.53	30.390	4.470	14.71	EUR	0.90
	L	Sampo	38.840	09:29	-1.04	39.250	-1.04	36.750	2.500	6.80	EUR	0.46
		RSA Insurance	542.000	09:23	1.88	547.200	-0.95	531.000	16.200	3.05	GBP	0.38
		Vienna Insurance	22.600	09:09	-1.74	23.800	-5.04	23.250	0.550	2.37	EUR	0.30
	L	AMP	1.770	05:10	-4.07	1.965	-9.92	1.635	0.330	20.18	AUD	0.16
	S	Axa	22.140	09:03	-1.86	23.345	-5.16	21.295	2.050	9.63	EUR	-0.01
	S	Dai-ichi Life	1,528.000	06:15	-3.01	1,644.000	-7.06	1,419.500	224.500	15.82	JPY	-0.38
	S	Swiss Re	97.680	09:02	-1.13	100.450	-2.76	98.920	1.530	1.55	CHF	-0.90
	L	ASR	32.270	09:03	-2.27	34.500	-6.46	32.060	2.440	7.61	EUR	-1.06
	S	Manulife Financial	23.390	Wed	-0.30	23.900	-2.13	21.810	2.090	9.58	CAD	-1.29
	S	AIA	78.150	08:08	1.10	77.350	1.03	75.500	1.850	2.45	HKD	-1.97
		Ping An	88.350	08:08	0.17	88.650	-0.34	90.500	-1.850	-2.04	HKD	-2.30
	S	Ping An Ins	79.790	07:00	-0.05	80.720	-1.15	87.500	-6.780	-7.75	CNY	-3.45
		Travelers Companies	128.560	Wed	-1.71	134.120	-4.15	147.340	-13.220	-8.97	USD	-4.70
		Aviva	374.200	09:22	-1.50	389.500	-3.93	361.400	28.100	7.78	GBP	-4.73
	S	Ageas	45.020	09:04	-0.40	45.850	-1.81	48.100	-2.250	-4.68	EUR	-5.21
	L	Prudential	1,382.500	09:24	-2.81	1,420.500	-2.68	1,362.500	58.000	4.26	GBP	-5.81
	S	China Life Ins HK	18.700	08:08	1.08	18.800	-0.53	18.280	0.520	2.84	HKD	-5.93
	S	Scor	34.550	09:13	-1.23	35.540	-2.79	36.280	-0.740	-2.04	EUR	-5.98
	S	China Pacific Ins	33.120	07:00	-0.39	33.750	-1.87	38.700	-4.950	-12.79	CNY	-6.15
	S	New China Life	46.100	07:00	-0.69	47.160	-2.25	50.800	-3.640	-7.17	CNY	-7.33
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	Medibank Private	2.860	05:10	-2.05	2.900	-1.38	3.500	-0.600	-17.14	AUD	-9.11
	S	Mapfre	2.153	09:07	-1.37	2.254	-4.48	2.396	-0.142	-5.93	EUR	-10.45
		AIG	45.000	Wed	-0.53	45.700	-1.53	53.080	-7.380	-13.90	USD	-10.61
	S	Aegon	3.343	09:03	-2.31	3.520	-5.03	3.444	0.076	2.21	EUR	-14.61
	S	Insurance Australia	6.570	05:10	1.23	6.670	-1.50	7.910	-1.240	-15.68	AUD	-14.64
		Hiscox	1,279.000	09:23	-1.62	1,298.000	-1.46	1,580.000	-282.000	-17.85	GBP	-15.12
	S	CNP Assurances	14.920	09:16	-1.97	15.490	-3.68	16.350	-0.860	-5.26	EUR	-16.67
	L	Glanbia	10.870	09:22	-0.73	10.470	3.82	10.050	0.420	4.18	EUR	-16.67
	S	Samsung Life	60,800.000	06:30	0.16	61,700.000	-1.46	65,800.000	-4,100.000	-6.23	KRW	-19.18
	S	Samsung F&M Ins	202,000.000	06:30	1.00	202,500.000	-0.25	226,000.000	-23,500.000	-10.40	KRW	-19.48
		Hanwha Life	1,715.000	06:30		1,750.000	-2.00	2,350.000	-600.000	-25.53	KRW	-35.78
Insurances - 60 out of 60 instruments rated - 2/24/20 / 8/26/19 - 44 did rise, Market-Ratio(26) = 73.33 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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	11/11/19	35		AMP	50	16,028	AUD	1.705	1.975	1.435	-0.270	-16	50,331	-83
					Hanwha Life	50	12,201	KRW	2.240	2.415	2.065	-0.175	-8	48,196	-57
100							-12							-73
long	11/11/19	2/27/20	108		Hannover Rück	50	145	EUR	165.800	173.100		7.300	4	49,254	16
					China Life	50	684	CNY	35.300	30.900		-4.400	-12	46,245	-36
100							-4							-13
accum	7/30/07	2/27/20	4595	days out of 5169 invested (89%)								362		46,245	13

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
	long	11/11/19	2/27/20	108	165.80	173.10		7.30	4.40		2.20	51.75
Aviva	short	7/30/07	5/25/09	665	6.59	3.40	12.76	6.17	93.68		46.84	46.84
Allstate	long	6/11/12	8/24/15	1169	33.90	58.39		24.49	72.24		36.12	36.12
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	11/11/19	35	1.71	1.98	1.44	-0.27	-15.84		-7.92	25.06
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
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
Hanwha Life	short	10/07/19	11/11/19	35	2.24	2.42	2.07	-0.18	-7.81		-3.91	-3.91
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
China Life	long	11/11/19	2/27/20	108	35.30	30.90		-4.40	-12.46		-6.23	-6.23
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