Share-o-matic - Assessment Insurances

Assessment - Insurances - 2/24/20 - RS = 13

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	11/25/19	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Insurances	246.896	16:46	-2.59	259.778	-4.96	261.805	-2.027	-0.77	USD	0.70
		DFV	18.000	16:38		18.348	-1.90	12.700	5.648	44.47	EUR	56.19
		Hannover Rück	168.400	16:35	-4.10	181.300	-7.12	166.900	14.400	8.63	EUR	21.84
	L	QBE Insurance	14.180	05:10	-0.77	14.790	-4.12	12.200	2.590	21.23	AUD	17.93
	L	Gjensidige	192.900	15:25	-2.70	202.000	-4.50	171.050	30.950	18.09	NOK	16.56
	L	Allstate	112.920	15:26	-2.43	120.540	-6.32	110.640	9.900	8.95	USD	15.73
		Talanx	41.860	16:35	-3.99	45.160	-7.31	42.520	2.640	6.21	EUR	15.65
		Zurich Insurance	390.400	16:30	-4.01	413.300	-5.54	393.500	19.800	5.03	CHF	15.08
	L	Sun Life Financial	61.040	15:19	-1.55	63.600	-4.03	61.430	2.170	3.53	CAD	13.28
		Münchener Rück	244.600	16:35	-4.00	263.200	-7.07	256.700	6.500	2.53	EUR	13.25
		Lowe´s	109.290	15:26	-3.54	122.910	-11.08	117.000	5.910	5.05	USD	12.45
		Legal & General	269.100	16:35	-6.79	300.800	-10.54	280.400	20.400	7.28	GBP	10.49
		UnitedHealth	254.075	15:28	-3.39	277.790	-8.54	282.670	-4.880	-1.73	USD	10.34
		Standard Life Aberdn	284.900	16:35	-5.47	307.400	-7.32	314.500	-7.100	-2.26	GBP	8.09
	L	MS&AD Insurance	3,566.000	06:15	-1.87	3,748.000	-4.86	3,536.000	212.000	6.00	JPY	7.31
		Allianz	204.450	16:35	-4.75	222.750	-8.22	218.650	4.100	1.88	EUR	5.83
		China Life	30.900	07:00	-0.10	31.640	-2.34	33.190	-1.550	-4.67	CNY	5.56
	L	Molina Healthcare	124.430	15:30	-3.34	138.210	-9.97	135.900	2.310	1.70	USD	5.22
		Berkshire Hathaway	209.665	15:27	-2.96	221.690	-5.42	219.060	2.630	1.20	USD	4.96
		Admiral Group	2,183.000	16:35	-2.50	2,262.000	-3.49	2,099.000	163.000	7.77	GBP	4.59
		MetLife	44.780	15:27	-4.56	49.380	-9.32	49.950	-0.570	-1.14	USD	3.54
		Uniqa	8.280	16:35	-3.27	8.910	-7.07	8.810	0.100	1.14	EUR	2.86
	L	Direct Line	313.000	16:35	-2.70	324.800	-3.63	303.800	21.000	6.91	GBP	2.80
		Sompo	4,200.000	06:15	-1.22	4,387.000	-4.26	4,319.000	68.000	1.57	JPY	2.61
		Storebrand	59.920	15:25	-5.40	65.800	-8.94	66.200	-0.400	-0.60	NOK	2.52
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	11/25/19	prc diff	⇓ Δ13	Curr	∅-RS
		Swiss Life	445.000	16:30	-4.12	485.200	-8.29	494.600	-9.400	-1.90	CHF	2.26
		UnipolSai	2.326	16:35	-3.49	2.444	-4.83	2.615	-0.171	-6.54	EUR	1.77
		Tryg	188.700	15:59	-3.58	201.000	-6.12	187.600	13.400	7.14	DKK	1.38
		Generali	16.900	16:40	-2.11	17.435	-3.07	18.540	-1.105	-5.96	EUR	1.20
		NN	32.700	16:35	-5.00	34.860	-6.20	34.800	0.060	0.17	EUR	0.90
	L	Sampo	37.900	16:29	-3.44	39.250	-3.44	37.100	2.150	5.80	EUR	0.46
		RSA Insurance	535.000	16:36	0.56	547.200	-2.23	551.800	-4.600	-0.83	GBP	0.38
		Vienna Insurance	22.450	16:35	-2.39	23.800	-5.67	24.250	-0.450	-1.86	EUR	0.30
	L	AMP	1.770	05:10	-4.07	1.965	-9.92	1.965	0.000	0.00	AUD	0.16
	S	Axa	21.855	16:39	-3.12	23.345	-6.38	25.035	-1.690	-6.75	EUR	-0.01
	S	Dai-ichi Life	1,528.000	06:15	-3.01	1,644.000	-7.06	1,767.000	-123.000	-6.96	JPY	-0.38
	S	Swiss Re	94.960	16:30	-3.89	100.450	-5.47	105.900	-5.450	-5.15	CHF	-0.90
	L	ASR	31.460	16:35	-4.72	34.500	-8.81	33.270	1.230	3.70	EUR	-1.06
	S	Manulife Financial	22.550	15:19	-3.59	23.900	-5.65	26.060	-2.160	-8.29	CAD	-1.29
	S	AIA	78.150	08:08	1.10	77.350	1.03	80.100	-2.750	-3.43	HKD	-1.97
		Ping An	88.350	08:08	0.17	88.650	-0.34	90.900	-2.250	-2.48	HKD	-2.30
	S	Ping An Ins	79.790	07:00	-0.05	80.720	-1.15	85.500	-4.780	-5.59	CNY	-3.45
		Travelers Companies	126.895	15:10	-1.30	134.120	-5.39	135.030	-0.910	-0.67	USD	-4.70
		Aviva	364.700	16:35	-4.00	389.500	-6.37	403.300	-13.800	-3.42	GBP	-4.73
	S	Ageas	43.740	16:35	-3.23	45.850	-4.60	52.900	-7.050	-13.33	EUR	-5.21
	L	Prudential	1,327.500	16:46	-6.68	1,420.500	-6.55	1,334.000	86.500	6.48	GBP	-5.81
	S	China Life Ins HK	18.700	08:08	1.08	18.800	-0.53	20.400	-1.600	-7.84	HKD	-5.93
	S	Scor	34.630	16:35	-1.00	35.540	-2.56	37.370	-1.830	-4.90	EUR	-5.98
	S	China Pacific Ins	33.120	07:00	-0.39	33.750	-1.87	34.930	-1.180	-3.38	CNY	-6.15
	S	New China Life	46.100	07:00	-0.69	47.160	-2.25	46.150	1.010	2.19	CNY	-7.33
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	11/25/19	prc diff	⇓ Δ13	Curr	∅-RS
	S	Medibank Private	2.860	05:10	-2.05	2.900	-1.38	3.150	-0.250	-7.94	AUD	-9.11
	S	Mapfre	2.088	16:35	-4.35	2.254	-7.36	2.509	-0.255	-10.16	EUR	-10.45
		AIG	43.964	15:27	-2.30	45.700	-3.80	53.310	-7.610	-14.27	USD	-10.61
	S	Aegon	3.238	16:35	-5.38	3.520	-8.01	4.110	-0.590	-14.36	EUR	-14.61
	S	Insurance Australia	6.570	05:10	1.23	6.670	-1.50	7.740	-1.070	-13.82	AUD	-14.64
		Hiscox	1,258.000	16:35	-3.23	1,298.000	-3.08	1,269.000	29.000	2.29	GBP	-15.12
	S	CNP Assurances	14.570	16:35	-4.27	15.490	-5.94	18.160	-2.670	-14.70	EUR	-16.67
	L	Glanbia	10.950	16:30		10.470	4.58	10.700	-0.230	-2.15	EUR	-16.67
	S	Samsung Life	60,800.000	06:30	0.16	61,700.000	-1.46	73,200.000	-11,500.000	-15.71	KRW	-19.18
	S	Samsung F&M Ins	202,000.000	06:30	1.00	202,500.000	-0.25	237,000.000	-34,500.000	-14.56	KRW	-19.48
		Hanwha Life	1,715.000	06:30		1,750.000	-2.00	2,330.000	-580.000	-24.89	KRW	-35.78
Insurances - 60 out of 60 instruments rated - 2/24/20 / 11/25/19 - 26 did rise, Market-Ratio(13) = 43.33 %

Technical Chart

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

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

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	2/27/20	395		Molina Healthcare	100	36,141	USD	136.130	124.430		-11.700	-9	4,497,094	-8
accum	8/07/06	2/27/20	4952	days out of 5169 invested (96%)								44,871		4,497,094	57

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
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	2/27/20	395	136.13	124.43		-11.70	-8.59	-8.59
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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