Share-o-matic - Assessment Insurances

Assessment - Insurances - 9/26/22 - RS = 13

		⇓instrument	freshest		⇓ Δday	9/26/22	Δwk	6/27/22	prc diff	⇓ Δ13	Curr	⇓∅-RS
		SOM Insurances	252.845	16:11	0.65	256.721	-1.51	265.980	-9.259	-3.48	USD	-7.69
		Insurance Australia	4.600	06:10	0.44	4.380	5.02	4.400	-0.020	-0.45	AUD	-2.77
	S	Travelers Companies	155.395	14:17	0.46	150.600	3.18	167.490	-16.890	-10.08	USD	-9.02
	L	China Life	31.630	07:00	-0.44	30.820	2.63	31.450	-0.630	-2.00	CNY	9.07
		Molina Healthcare	334.590	14:29	1.05	326.820	2.38	274.560	52.260	19.03	USD	7.51
		Berkshire Hathaway	270.515	14:20	0.35	264.320	2.34	278.400	-14.080	-5.06	USD	-12.00
		China Pacific Ins	20.330	07:00	2.62	19.900	2.16	23.550	-3.650	-15.50	CNY	-16.59
		Lowe´s	189.640	14:26	-0.43	186.020	1.95	184.220	1.800	0.98	USD	-12.37
	L	Hannover Rück	154.200	15:35	0.78	151.400	1.85	136.400	15.000	11.00	EUR	-0.63
	L	Allstate	125.840	14:19	-0.23	123.930	1.54	126.190	-2.260	-1.79	USD	-0.35
		Manulife Financial	21.880	14:50	1.53	21.570	1.44	22.130	-0.560	-2.53	CAD	-11.24
	L	People's Insurance	5.010	07:00	0.20	4.940	1.42	5.130	-0.190	-3.70	CNY	3.79
		Medibank Private	3.470	06:10	-1.42	3.430	1.17	3.260	0.170	5.21	AUD	3.39
		MetLife	61.560	14:26	0.80	60.860	1.15	63.580	-2.720	-4.28	USD	-6.20
		UnitedHealth	513.350	14:27	0.89	508.360	0.98	505.660	2.700	0.53	USD	4.87
	L	Münchener Rück	247.500	15:35	0.81	245.300	0.90	220.800	24.500	11.10	EUR	2.00
	S	Sun Life Financial	55.620	15:00	1.09	55.170	0.82	59.050	-3.880	-6.57	CAD	-15.42
	S	Quálitas	82.600	Tue	0.72	82.010	0.72	93.160	-11.150	-11.97	MXN	-17.29
		Talanx	36.400	15:35	1.73	36.140	0.72	35.940	0.200	0.56	EUR	-7.02
	S	NN	39.970	15:38	1.94	39.810	0.40	42.900	-3.090	-7.20	EUR	-12.08
		New China Life	26.940	07:00	0.75	26.850	0.34	32.310	-5.460	-16.90	CNY	-20.69
	L	Glanbia	11.780	15:30	-1.09	11.800	-0.17	10.970	0.830	7.57	EUR	-0.49
	S	AIG	48.015	14:20	0.74	48.410	-0.82	51.920	-3.510	-6.76	USD	-14.74
	S	QBE Insurance	11.530	06:10	-0.60	11.630	-0.86	12.060	-0.430	-3.57	AUD	-1.46
	S	Zurich Insurance	395.000	15:31	-0.13	398.600	-0.90	416.700	-18.100	-4.34	CHF	-4.99
		⇓instrument	freshest		⇓ Δday	9/26/22	Δwk	6/27/22	prc diff	⇓ Δ13	Curr	⇓∅-RS
	S	Swiss Life	438.500	15:31	2.21	443.300	-1.08	471.700	-28.400	-6.02	CHF	-16.72
		Sompo	5,762.000	06:15	-0.21	5,827.000	-1.12	5,890.000	-63.000	-1.07	JPY	9.08
	L	Sampo	43.760	15:29	0.83	44.260	-1.13	41.620	2.640	6.34	EUR	1.26
	S	Mapfre	1.590	15:35	0.25	1.610	-1.24	1.660	-0.050	-3.01	EUR	-9.16
		Swiss Re	73.160	15:31	1.22	74.100	-1.27	74.580	-0.480	-0.64	CHF	-10.66
	S	Storebrand	75.460	14:29	3.51	76.460	-1.31	74.340	2.120	2.85	NOK	-8.95
		Tryg	156.900	14:59	-0.70	159.300	-1.51	158.950	0.350	0.22	DKK	0.03
	S	Ageas	37.440	15:35	1.35	38.020	-1.53	41.020	-3.000	-7.31	EUR	-12.28
	S	DFV	10.100	15:36	1.00	10.300	-1.94	11.680	-1.380	-11.82	EUR	-9.71
		FBD	10.000	15:30	-4.76	10.200	-1.96	9.540	0.660	6.92	EUR	11.69
	L	Ping An Ins	41.580	07:00	0.63	42.490	-2.14	46.800	-4.310	-9.21	CNY	-10.00
		Dai-ichi Life	2,292.000	06:10	-1.63	2,344.500	-2.24	2,519.500	-175.000	-6.95	JPY	-4.96
		Allianz	161.800	15:35	1.37	165.740	-2.38	181.040	-15.300	-8.45	EUR	-15.87
	S	China Life Ins HK	10.060	08:08	2.34	10.340	-2.71	13.540	-3.200	-23.63	HKD	-17.28
		Vienna Insurance	20.900	15:35	0.24	21.500	-2.79	22.100	-0.600	-2.71	EUR	-9.83
	L	Samsung Life	62,400.000	06:30	-0.48	64,200.000	-2.80	64,700.000	-500.000	-0.77	KRW	-0.45
		Scor	14.865	15:35	2.62	15.320	-2.97	20.700	-5.380	-25.99	EUR	-35.93
	S	Uniqa	6.060	15:35	1.17	6.250	-3.04	6.820	-0.570	-8.36	EUR	-14.91
		ASR	39.570	15:39	1.83	40.900	-3.25	38.250	2.650	6.93	EUR	0.64
		MS&AD Insurance	3,836.000	06:15	-1.74	3,974.000	-3.47	4,126.000	-152.000	-3.68	JPY	1.90
		Generali	14.020	15:35	1.26	14.570	-3.77	15.535	-0.965	-6.21	EUR	-15.61
		Gjensidige	187.000	14:25	1.74	194.600	-3.91	189.800	4.800	2.53	NOK	-6.16
	S	AIA	65.450	08:08	1.24	68.350	-4.24	82.850	-14.500	-17.50	HKD	-15.60
	L	Axa	22.475	15:39	0.58	23.515	-4.42	22.035	1.480	6.72	EUR	-4.07
	S	Aegon	4.102	15:37	0.96	4.293	-4.45	4.290	0.003	0.07	EUR	-4.75
		⇓instrument	freshest		⇓ Δday	9/26/22	Δwk	6/27/22	prc diff	⇓ Δ13	Curr	⇓∅-RS
	L	Prudential	893.800	16:11	3.64	940.200	-4.94	1,009.000	-68.800	-6.82	GBP	-16.12
		Ping An	39.200	08:08	2.22	41.550	-5.66	54.400	-12.850	-23.62	HKD	-22.04
	L	Admiral Group	1,914.500	16:11	-0.88	2,030.000	-5.69	2,257.000	-227.000	-10.06	GBP	-20.29
	L	Samsung F&M Ins	184,000.000	06:30	-2.39	196,000.000	-6.12	199,500.000	-3,500.000	-1.75	KRW	-5.36
		Aviva	388.200	16:11	2.70	414.900	-6.44	412.200	2.700	0.66	GBP	0.04
	S	Phoenix	526.800	16:11	2.89	570.200	-7.61	620.400	-50.200	-8.09	GBP	-10.13
	L	Hanwha Life	2,090.000	06:30	-1.65	2,275.000	-8.13	2,285.000	-10.000	-0.44	KRW	-18.38
		Legal & General	216.500	16:11	1.88	242.300	-10.65	246.700	-4.400	-1.78	GBP	-10.12
Insurances - 57 out of 57 instruments rated - 9/26/22 / 6/27/22 - 17 did rise, Market-Ratio(13) = 29.82 %

Technical Chart

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

1/01/18	scale up chart	9/26/22

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
1/02/06		8/07/06	217		- cash -
short	8/07/06	8/21/06	14		Glanbia	100	4,694	EUR	2.130	2.267	1.993	-0.137	-6	9,357	-82
long	8/21/06	1/07/08	504		China Life Ins HK	100	701	HKD	13.330	37.600		24.270	182	26,370	112
short	1/07/08	4/21/08	105		Storebrand	100	556	NOK	47.400	42.950	52.311	4.911	10	29,101	41
long	4/21/08	6/30/08	70		Glanbia	100	5,855	EUR	4.970	4.820		-0.150	-3	28,223	-15
short	6/30/08	1/26/09	210		AIG	100	53	USD	529.200	25.200	11,113.200	10,584.000	2,000	589,175	19,767
long	1/26/09	6/14/10	504		Admiral Group	100	64,390	GBP	9.150	13.750		4.600	50	885,369	34
short	6/14/10	8/23/10	70		UnipolSai	100	74,809	EUR	11.835	10.585	13.233	1.398	12	989,922	79
long	8/23/10	6/20/11	301		Admiral Group	100	67,022	GBP	14.770	16.750		1.980	13	1,122,625	16
short	6/20/11	11/07/11	140		UnipolSai	100	173,646	EUR	6.465	3.629	11.517	5.052	78	1,999,937	351
long	11/07/11	8/24/15	1386		Glanbia	100	437,144	EUR	4.575	17.150		12.575	275	7,497,023	42
short	8/24/15	11/23/15	91		FBD	100	1,387,823	EUR	5.402	6.706	4.098	-1.304	-24	5,687,301	-67
long	11/23/15	1/25/16	63		NN	100	174,725	EUR	32.550	31.080		-1.470	-5	5,430,456	-23
short	1/25/16	4/18/16	84		Delta Lloyd	100	1,083,706	EUR	5.011	4.530	5.543	0.532	11	6,007,096	55
long	4/18/16	6/27/16	70		Medibank Private	100	1,963,103	AUD	3.060	2.940		-0.120	-4	5,771,523	-19
short	6/27/16	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	12/17/18	861		Admiral Group	100	248,950	GBP	22.200	19.595		-2.605	-12	4,878,189	-5
short	12/17/18	1/28/19	42		AMP	100	2,067,029	AUD	2.360	2.340	2.380	0.020	1	4,919,943	8
long	1/28/19	3/02/20	399		Molina Healthcare	100	36,141	USD	136.130	127.320		-8.810	-6	4,601,541	-6
short	3/02/20	6/08/20	98		Hanwha Life	100	2,858,100	KRW	1.610	1.670	1.550	-0.060	-4	4,430,055	-13
long	6/08/20	5/09/22	700		DFV	100	251,621	EUR	17.606	11.640		-5.966	-34	2,928,884	-19
short	5/09/22	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	7/18/22	42		Sompo	100	38,567	JPY	60.210	58.870		-1.340	-2	2,270,485	-18
short	7/18/22	9/12/22	56		Admiral Group	100	130,637	GBP	17.380	22.710	12.050	-5.330	-31	1,574,190	-91
long	9/12/22	9/30/22	18		Molina Healthcare	100	4,505	USD	349.360	334.590		-14.770	-4	1,507,651	-58
accum	8/07/06	9/30/22	5898	days out of 6115 invested (96%)								14,977		1,507,651	36

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
AIG	short	6/30/08	1/26/09	210	529.20	25.20	11,113.20	10,584.00	2,000.00	2,000.00
Glanbia	short	8/07/06	8/21/06	14	2.13	2.27	1.99	-0.14	-6.43
	long	4/21/08	6/30/08	70	4.97	4.82		-0.15	-3.02
	long	11/07/11	8/24/15	1386	4.58	17.15		12.58	274.86	240.17
China Life Ins HK	long	8/21/06	1/07/08	504	13.33	37.60		24.27	182.07	182.07
UnipolSai	short	6/14/10	8/23/10	70	11.84	10.59	13.23	1.40	11.81
	short	6/20/11	11/07/11	140	6.47	3.63	11.52	5.05	78.15	99.19
Storebrand	short	1/07/08	4/21/08	105	47.40	42.95	52.31	4.91	10.36	10.36
Delta Lloyd	short	1/25/16	4/18/16	84	5.01	4.53	5.54	0.53	10.62
	short	6/27/16	8/08/16	42	3.16	3.29	3.03	-0.13	-4.24	5.93
Admiral Group	long	1/26/09	6/14/10	504	9.15	13.75		4.60	50.27
	long	8/23/10	6/20/11	301	14.77	16.75		1.98	13.41
	long	8/08/16	12/17/18	861	22.20	19.60		-2.61	-11.73
	short	7/18/22	9/12/22	56	17.38	22.71	12.05	-5.33	-30.67	4.29
AMP	short	12/17/18	1/28/19	42	2.36	2.34	2.38	0.02	0.86	0.86
Sompo	long	6/06/22	7/18/22	42	60.21	58.87		-1.34	-2.23	-2.23
Hanwha Life	short	3/02/20	6/08/20	98	1.61	1.67	1.55	-0.06	-3.73	-3.73
Medibank Private	long	4/18/16	6/27/16	70	3.06	2.94		-0.12	-3.92	-3.92
NN	long	11/23/15	1/25/16	63	32.55	31.08		-1.47	-4.52	-4.52
Molina Healthcare	long	1/28/19	3/02/20	399	136.13	127.32		-8.81	-6.47
	long	9/12/22	9/30/22	18	349.36	334.59		-14.77	-4.23	-10.43
Prudential	short	5/09/22	6/06/22	28	8.81	10.64	6.99	-1.83	-20.72	-20.72
FBD	short	8/24/15	11/23/15	91	5.40	6.71	4.10	-1.30	-24.14	-24.14
DFV	long	6/08/20	5/09/22	700	17.61	11.64		-5.97	-33.89	-33.89

Annotations

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