Share-o-matic - Assessment Insurances

Assessment - Insurances - 8/02/21 - RS = 13

		instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	5/03/21	prc diff	⇓ Δ13	Curr	⇓∅-RS
		SOM Insurances	272.547	Tue	0.10	272.266	0.10	277.722	-5.456	-1.96	USD	5.57
		Admiral Group	3,422.000	Tue	1.15	3,383.000	1.15	3,129.000	254.000	8.12	GBP	16.02
		Aegon	3.634	Tue	0.64	3.611	0.64	3.902	-0.291	-7.46	EUR	14.09
		Ageas	45.000	Tue	0.36	44.840	0.36	50.280	-5.440	-10.82	EUR	3.89
		AIA	92.800	Tue	0.11	92.700	0.11	96.350	-3.650	-3.79	HKD	3.23
	S	Allianz	192.140	Tue	-0.81	193.700	-0.81	219.900	-26.200	-11.91	EUR	-1.14
		Allstate	130.710	Tue	0.73	129.760	0.73	128.130	1.630	1.27	USD	19.03
		AIG	47.740	Tue	0.78	47.370	0.78	49.050	-1.680	-3.43	USD	21.12
		AMP	1.070	Tue	-0.47	1.075	-0.47	1.090	-0.015	-1.38	AUD	-21.27
		ASR	34.890	Tue	0.81	34.610	0.81	36.640	-2.030	-5.54	EUR	5.75
		Aviva	390.200	Tue	0.57	388.000	0.57	400.300	-12.300	-3.07	GBP	13.30
		Axa	23.095	Tue	1.27	22.805	1.27	23.910	-1.105	-4.62	EUR	16.84
		Berkshire Hathaway	281.800	Tue	1.32	278.140	1.32	279.180	-1.040	-0.37	USD	15.49
	S	China Life	28.530	Tue	0.92	28.270	0.92	33.070	-4.800	-14.51	CNY	-23.55
	S	China Life Ins HK	13.160	Tue	0.30	13.120	0.30	15.500	-2.380	-15.35	HKD	-21.47
	S	China Pacific Ins	26.950	Tue	0.19	26.900	0.19	32.890	-5.990	-18.21	CNY	-21.12
		CNP Assurances	14.280	Tue	-0.17	14.305	-0.17	14.555	-0.250	-1.72	EUR	8.74
		Dai-ichi Life	2,044.500	Tue	-1.40	2,073.500	-1.40	1,965.500	108.000	5.49	JPY	18.02
		FBD Holdings	7.800	Tue	0.52	7.760	0.52	7.840	-0.080	-1.02	EUR	8.27
		Generali	16.675	Tue	-1.04	16.850	-1.04	17.000	-0.150	-0.88	EUR	14.38
	L	Gjensidige	205.600	Tue	1.23	203.100	1.23	191.100	12.000	6.28	NOK	4.76
	L	Glanbia	14.570	Tue		14.570		12.240	2.330	19.04	EUR	34.82
		Hannover Rück	139.900	Tue	-1.62	142.200	-1.62	155.200	-13.000	-8.38	EUR	0.64
		Hanwha Life	3,365.000	Tue	-1.03	3,400.000	-1.03	3,395.000	5.000	0.15	KRW	43.03
		Insurance Australia	4.870	Tue	-0.81	4.910	-0.81	4.870	0.040	0.82	AUD	-0.03
		instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	5/03/21	prc diff	⇓ Δ13	Curr	⇓∅-RS
		Legal & General	263.800	Tue	-0.45	265.000	-0.45	272.400	-7.400	-2.72	GBP	7.64
		Lowe´s	193.950	Tue	1.57	190.960	1.57	199.200	-8.240	-4.14	USD	10.01
		Manulife Financial	24.010	Tue	-0.46	24.120	-0.46	27.000	-2.880	-10.67	CAD	6.16
		Mapfre	1.771	Tue	0.80	1.757	0.80	1.798	-0.041	-2.28	EUR	8.04
	L	Medibank Private	3.360	Tue	0.60	3.340	0.60	3.060	0.280	9.15	AUD	15.61
		MetLife	58.290	Tue	0.80	57.830	0.80	64.220	-6.390	-9.95	USD	16.48
		Molina Healthcare	277.450	Tue	1.17	274.250	1.17	256.230	18.020	7.03	USD	26.04
	L	MS&AD Insurance	3,420.000	Tue	-1.10	3,458.000	-1.10	3,095.000	363.000	11.73	JPY	10.90
	S	Münchener Rück	225.300	Tue	-1.36	228.400	-1.36	242.000	-13.600	-5.62	EUR	-3.58
	S	New China Life	40.510	Tue	-0.86	40.860	-0.86	48.610	-7.750	-15.94	CNY	-23.60
		NN	41.990	Tue	0.45	41.800	0.45	41.710	0.090	0.22	EUR	14.43
	S	People's Insurance	5.060	Tue	-0.98	5.110	-0.98	6.060	-0.950	-15.68	CNY	-19.71
	S	Phoenix	682.800	Tue	-0.26	684.600	-0.26	711.400	-26.800	-3.77	GBP	-3.59
	S	Ping An	69.150	Tue	1.32	68.250	1.32	82.850	-14.600	-17.62	HKD	-20.31
	S	Ping An Ins	54.240	Tue	0.43	54.010	0.43	72.500	-18.490	-25.50	CNY	-29.51
		Prudential	1,378.000	Tue	1.06	1,363.500	1.06	1,534.500	-171.000	-11.14	GBP	3.10
	L	QBE Insurance	10.990	Tue	-0.99	11.100	-0.99	9.990	1.110	11.11	AUD	15.64
		Sampo	41.080	Tue	0.76	40.770	0.76	39.480	1.290	3.27	EUR	12.05
		Samsung F&M Ins	218,500.000	Tue	0.92	216,500.000	0.92	202,500.000	14,000.000	6.91	KRW	13.26
		Samsung Life	76,400.000	Tue	0.79	75,800.000	0.79	85,000.000	-9,200.000	-10.82	KRW	5.02
	S	Scor	22.980	Tue	-2.09	23.470	-2.09	26.900	-3.430	-12.75	EUR	-10.07
	L	Sompo	4,642.000	Tue	0.13	4,636.000	0.13	4,060.000	576.000	14.19	JPY	13.00
		Standard Life Aberdn	274.100	Mon	-0.22	274.100		277.500	-3.400	-1.23	GBP	0.80
		Storebrand	75.480	Tue	-1.13	76.340	-1.13	79.500	-3.160	-3.97	NOK	15.91
		Sun Life Financial	64.870	Tue	-0.17	64.980	-0.17	66.360	-1.380	-2.08	CAD	8.44
		instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	5/03/21	prc diff	⇓ Δ13	Curr	⇓∅-RS
		Swiss Life	472.400	Tue	0.45	470.300	0.45	448.100	22.200	4.95	CHF	14.25
		Swiss Re	82.280	Tue	-0.41	82.620	-0.41	86.060	-3.440	-4.00	CHF	2.18
		Talanx	35.880	Tue	-0.66	36.120	-0.66	35.620	0.500	1.40	EUR	11.24
		Travelers Companies	150.390	Tue	0.97	148.950	0.97	156.590	-7.640	-4.88	USD	8.74
		Tryg	156.700	Tue	0.19	156.400	0.19	142.650	13.750	9.64	DKK	-8.85
		Uniqa	7.380	Tue		7.380		6.800	0.580	8.53	EUR	17.84
		UnitedHealth	421.900	Tue	1.52	415.570	1.52	405.900	9.670	2.38	USD	18.16
		Vienna Insurance	23.300	Tue	-1.06	23.550	-1.06	22.550	1.000	4.43	EUR	10.42
		Zurich Insurance	369.300	Tue	0.33	368.100	0.33	378.700	-10.600	-2.80	CHF	1.77
	L	DFV	14.500	Tue	0.28	14.460	0.28	11.320	3.140	27.74	EUR	-8.66
Insurances - 59 out of 59 instruments rated - 8/02/21 / 5/03/21 - 22 did rise, Market-Ratio(13) = 37.29 %

Technical Chart

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

1/02/17	scale up chart	8/02/21

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 Holdings	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	8/03/21	421		DFV	100	251,621	EUR	17.606	14.500		-3.106	-18	3,648,520	-15
accum	8/07/06	8/03/21	5476	days out of 5693 invested (96%)								36,385		3,648,520	48

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
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	50.42
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
AMP	short	12/17/18	1/28/19	42	2.36	2.34	2.38	0.02	0.86	0.86
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	-6.47
DFV	long	6/08/20	8/03/21	421	17.61	14.50		-3.11	-17.64	-17.64
FBD Holdings	short	8/24/15	11/23/15	91	5.40	6.71	4.10	-1.30	-24.14	-24.14

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.


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