Share-o-matic - Assessment Insurances

Assessment - Insurances - 4/15/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Insurances	328.195	Wed	0.11	332.748	-1.37	308.906	23.842	7.72	USD	7.99
	L	MS&AD Insurance	2,605.500	Wed	-2.36	2,791.000	-6.65	1,966.670	824.330	41.92	JPY	50.81
	L	Sompo	3,017.000	Wed	-1.69	3,187.000	-5.33	2,484.670	702.330	28.27	JPY	41.11
		Quálitas	191.170	Tue	1.26	188.790	1.26	163.040	25.750	15.79	MXN	31.12
	L	NN	42.230	Wed	-0.38	43.430	-2.76	37.280	6.150	16.50	EUR	24.13
	L	Dai-ichi Life	3,464.000	Wed	-1.70	3,652.000	-5.15	3,146.000	506.000	16.08	JPY	23.59
		Travelers Companies	223.120	Tue	0.93	221.060	0.93	195.560	25.500	13.04	USD	21.44
	L	Beazley	651.500	Wed	0.62	673.500	-3.27	511.500	162.000	31.67	GBP	18.73
		Talanx	68.450	Wed	-0.07	69.400	-1.37	65.500	3.900	5.95	EUR	17.59
		AIG	73.810	Tue	1.04	73.050	1.04	67.500	5.550	8.22	USD	17.42
		Manulife Financial	31.470	Tue	-0.66	31.680	-0.66	28.620	3.060	10.69	CAD	17.07
	L	Axa	33.460	Wed	0.72	33.820	-1.06	29.420	4.400	14.96	EUR	17.01
	L	Aegon	5.560	Wed	0.54	5.650	-1.59	5.342	0.308	5.77	EUR	16.80
	L	Glanbia	17.530	Wed	0.46	17.520	0.06	15.320	2.200	14.36	EUR	16.78
	L	Generali	22.470	Wed	0.49	22.660	-0.84	19.800	2.860	14.44	EUR	16.22
	L	Allianz	261.400	Wed	0.93	264.000	-0.98	241.800	22.200	9.18	EUR	15.10
	L	Mapfre	2.194	Wed	1.11	2.240	-2.05	2.020	0.220	10.89	EUR	14.76
		Münchener Rück	409.100	Wed	-0.46	419.200	-2.41	385.000	34.200	8.88	EUR	13.52
		Samsung F&M Ins	277,000.000	Wed	-1.77	289,500.000	-4.32	257,000.000	32,500.000	12.65	KRW	13.43
	L	QBE Insurance	17.530	Wed	1.39	17.600	-0.40	15.020	2.580	17.18	AUD	13.34
		Samsung Life	78,000.000	Wed	-1.64	81,300.000	-4.06	63,500.000	17,800.000	28.03	KRW	13.19
	L	Ageas	42.780	Wed	-0.51	43.820	-2.37	39.470	4.350	11.02	EUR	12.81
		Swiss Re	98.040	Wed	0.20	107.400	-8.72	98.420	8.980	9.12	CHF	12.78
	L	Insurance Australia	6.420	Wed	1.42	6.400	0.31	5.670	0.730	12.87	AUD	12.01
	L	Vienna Insurance	29.000	Wed	1.05	28.850	0.52	26.550	2.300	8.66	EUR	11.94
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ13	Curr	∅-RS
		Berkshire Hathaway	396.920	Tue	-0.83	400.260	-0.83	363.620	36.640	10.08	USD	11.91
		Admiral Group	2,689.000	Wed	-0.11	2,711.000	-0.81	2,625.000	86.000	3.28	GBP	11.73
		Hannover Rück	228.700	Wed	-0.52	233.200	-1.93	224.300	8.900	3.97	EUR	11.68
	L	Aviva	455.500	Wed	0.69	462.500	-1.51	432.500	30.000	6.94	GBP	11.55
	L	ASR	44.950	Wed	0.81	45.170	-0.49	42.570	2.600	6.11	EUR	11.48
	L	Hiscox	1,150.000	Wed	-1.63	1,192.000	-3.52	1,059.000	133.000	12.56	GBP	11.48
		MetLife	68.930	Tue	-0.73	69.440	-0.73	68.830	0.610	0.89	USD	11.09
	L	FBD	13.950	Wed	2.95	13.650	2.20	11.650	2.000	17.17	EUR	10.68
		SBI Life	1,462.750	Tue	-0.28	1,466.900	-0.28	1,430.050	36.850	2.58	INR	9.67
		Scor	29.280	Wed	-0.34	29.900	-2.07	27.680	2.220	8.02	EUR	9.37
		Swiss Life	611.600	Wed	-0.23	623.600	-1.92	593.000	30.600	5.16	CHF	8.82
		Molina Healthcare	357.390	Tue	-0.96	360.850	-0.96	380.480	-19.630	-5.16	USD	7.74
	L	Legal & General	243.000	Wed	-0.12	249.600	-2.64	252.500	-2.900	-1.15	GBP	7.03
		Storebrand	95.000	Wed	0.74	94.650	0.37	94.540	0.110	0.12	NOK	6.97
		Lowe´s	228.350	Tue	-0.72	230.010	-0.72	218.910	11.100	5.07	USD	6.24
	L	Uniqa	8.110	Wed	0.87	8.090	0.25	7.520	0.570	7.58	EUR	5.20
		Zurich Insurance	445.700	Wed	0.02	453.700	-1.76	439.000	14.700	3.35	CHF	4.54
		Medibank Private	3.690	Wed	1.37	3.710	-0.54	3.810	-0.100	-2.62	AUD	3.81
		Sun Life Financial	69.530	Tue	-0.60	69.950	-0.60	68.340	1.610	2.36	CAD	2.62
	S	HDFC Life	604.600	Tue	-1.36	612.950	-1.36	614.450	-1.500	-0.24	INR	-0.64
	L	Phoenix	476.000	Wed	-1.82	508.500	-6.39	513.200	-4.700	-0.92	GBP	-1.70
	L	Sampo	39.570	Wed	0.41	39.470	0.25	38.970	0.500	1.28	EUR	-2.39
		Tryg	138.900	Wed	-0.07	138.300	0.43	145.050	-6.750	-4.65	DKK	-3.51
		China Pacific Ins	23.520	Wed	0.77	23.630	-0.47	22.050	1.580	7.17	CNY	-11.07
	S	UnitedHealth	468.890	Tue	5.22	445.630	5.22	521.510	-75.880	-14.55	USD	-11.57
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ13	Curr	∅-RS
		Ping An Ins	38.950	Wed	1.75	38.360	1.54	38.170	0.190	0.50	CNY	-14.91
		China Life	27.560	Wed	1.58	27.520	0.15	25.870	1.650	6.38	CNY	-15.96
	L	China Life Ins HK	8.840	Wed	0.80	8.920	-0.90	9.090	-0.170	-1.87	HKD	-20.25
	S	DFV	5.500	Wed	-0.90	5.500		6.540	-1.040	-15.90	EUR	-20.56
	S	Prudential	692.200	Wed	0.70	709.600	-2.45	815.800	-106.200	-13.02	GBP	-23.25
		Ping An	30.000	Wed	0.33	30.350	-1.15	32.700	-2.350	-7.19	HKD	-26.70
	S	AIA	46.850	Wed	1.85	47.250	-0.85	64.800	-17.550	-27.08	HKD	-31.37
		Mandatum	4.294	Wed	-1.78	4.445	-3.40	4.153	0.292	7.03	EUR	-na-
Insurances - 57 out of 57 instruments rated - 4/15/24 / 1/15/24 - 45 did rise, Market-Ratio(13) = 78.95 %

Technical Chart

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

1/06/20	scale up chart	4/15/24

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	115,703	JPY	20.070	19.623		-0.447	-2	2,270,480	-18
short	7/18/22	9/12/22	56		Admiral Group	100	130,637	GBP	17.380	22.710	12.050	-5.330	-31	1,574,185	-91
long	9/12/22	4/16/24	582		Molina Healthcare	100	4,505	USD	349.360	357.390		8.030	2	1,610,360	1
accum	8/07/06	4/16/24	6464	days out of 6681 invested (97%)								16,004		1,610,360	33

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	20.07	19.62		-0.45	-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
Molina Healthcare	long	1/28/19	3/02/20	399	136.13	127.32		-8.81	-6.47
	long	9/12/22	4/16/24	582	349.36	357.39		8.03	2.30	-4.32
NN	long	11/23/15	1/25/16	63	32.55	31.08		-1.47	-4.52	-4.52
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

3/28/24	MS&AD Insurance	stock split 1:3 (three for one)
	Sompo	stock split 1:3 (three for one)
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.


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