Share-o-matic - Assessment Insurances

Assessment - Insurances - 1/07/24 - RS = 13

		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	Curr	⇓∅-RS
		SOM Insurances	341.251	12/08	0.30	348.747	-2.15	344.885	3.862	1.12	USD	7.97
		Admiral Group	2,698.000	12/08	0.86	2,574.000	4.82	2,837.000	-263.000	-9.27	GBP	3.43
		Aegon	5.562	12/08	0.22	5.856	-5.02	5.650	0.206	3.65	EUR	11.53
		Ageas	42.380	12/08	0.33	43.100	-1.67	42.920	0.180	0.42	EUR	6.75
	L	AIA	51.900	12/08	-1.33	53.000	-2.08	52.550	0.450	0.86	HKD	-14.44
		Allianz	255.900	12/08		262.500	-2.51	277.800	-15.300	-5.51	EUR	7.44
		AIG	71.610	12/08	-0.62	74.490	-3.87	77.640	-3.150	-4.06	USD	11.59
		ASR	43.850	12/08	0.46	44.820	-2.16	45.390	-0.570	-1.26	EUR	5.38
		Aviva	484.200	12/08	0.35	476.000	1.72	496.600	-20.600	-4.15	GBP	10.82
		Axa	32.350	12/08	-0.77	31.260	3.49	34.815	-3.555	-10.21	EUR	0.60
		Beazley	732.000	12/08	1.24	686.500	6.63	665.500	21.000	3.16	GBP	16.64
		Berkshire Hathaway	430.390	12/08	-0.30	405.190	6.22	420.200	-15.010	-3.57	USD	9.59
	L	China Life	29.490	12/08	0.44	31.350	-5.93	29.430	1.920	6.52	CNY	-0.76
	L	China Life Ins HK	10.380	12/08	0.58	11.040	-5.98	9.390	1.650	17.57	HKD	0.11
	L	China Pacific Ins	27.390	12/08	0.22	28.540	-4.03	23.720	4.820	20.32	CNY	9.20
		Dai-ichi Life	3,803.000	9/08	3.15	4,459.000	-14.71	3,777.000	682.000	18.06	JPY	21.79
		FBD	12.900	12/08	0.39	13.100	-1.53	13.200	-0.100	-0.76	EUR	2.21
		Generali	22.450	12/08	1.35	23.930	-6.18	23.460	0.470	2.00	EUR	12.54
	L	Glanbia	18.110	12/08	0.50	18.230	-0.66	18.280	-0.050	-0.27	EUR	19.83
		Hannover Rück	227.400	12/08	5.23	240.900	-5.60	253.700	-12.800	-5.05	EUR	6.49
		HDFC Life	702.450	12/08	0.01	600.750	16.93	634.750	-34.000	-5.36	INR	-3.50
		Hiscox	1,189.000	12/08	1.89	1,134.000	4.85	1,240.000	-106.000	-8.55	GBP	4.93
		Insurance Australia	7.160	12/08	0.56	7.110	0.70	6.400	0.710	11.09	AUD	10.89
	S	Legal & General	225.600	12/08	0.53	228.900	-1.44	254.400	-25.500	-10.02	GBP	-3.05
		Lowe´s	231.070	12/08	-2.02	213.560	8.20	249.280	-35.720	-14.33	USD	3.11
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	Curr	⇓∅-RS
		Mandatum	4.220	12/08		4.227	-0.17	4.145	0.083	1.99	EUR	-na-
		Manulife Financial	34.320	12/08	-0.35	36.430	-5.79	33.380	3.050	9.14	CAD	23.76
		Mapfre	2.134	12/08		2.172	-1.75	2.342	-0.170	-7.26	EUR	6.36
		Medibank Private	3.880	12/08	0.52	3.690	5.15	3.760	-0.070	-1.86	AUD	4.93
		MetLife	69.850	12/08	-0.40	69.880	-0.04	73.690	-3.810	-5.17	USD	5.97
	S	Molina Healthcare	337.670	12/08	-0.15	292.160	15.58	404.200	-112.040	-27.72	USD	-10.63
		MS&AD Insurance	3,013.000	9/08	-0.50	3,713.000	-18.85	2,614.000	1,099.000	42.04	JPY	49.18
	L	Münchener Rück	439.200	12/08	1.01	466.900	-5.93	452.300	14.600	3.23	EUR	18.31
		NN	44.660	12/08	0.74	43.940	1.64	42.820	1.120	2.62	EUR	14.52
		Phoenix	538.000	12/08	0.47	532.500	1.03	552.600	-20.100	-3.64	GBP	-5.41
	L	Ping An	33.650	12/08	0.45	35.400	-4.94	33.050	2.350	7.11	HKD	-7.18
	L	Ping An Ins	40.620	12/08	0.02	41.620	-2.40	41.250	0.370	0.90	CNY	-5.07
		Prudential	635.400	12/08	0.41	714.200	-11.03	743.000	-28.800	-3.88	GBP	-18.98
	L	QBE Insurance	16.190	12/08	0.87	17.060	-5.10	18.130	-1.070	-5.90	AUD	14.13
		Quálitas	164.740	12/08	-2.49	189.050	-12.86	195.500	-6.450	-3.30	MXN	18.49
		Sampo	40.490	12/08	0.40	40.180	0.77	39.515	0.665	1.68	EUR	-2.21
		Samsung F&M Ins	354,500.000	12/08	1.00	372,000.000	-4.70	305,000.000	67,000.000	21.97	KRW	23.68
		Samsung Life	89,700.000	12/08	-0.33	87,500.000	2.51	91,500.000	-4,000.000	-4.37	KRW	11.09
		SBI Life	1,705.000	12/08	-1.17	1,501.850	13.53	1,489.950	11.900	0.80	INR	6.00
	S	Scor	17.130	12/08	1.06	24.160	-29.10	32.070	-7.910	-24.66	EUR	-11.76
		Sompo	2,958.500	9/08	0.02	3,485.000	-15.11	3,017.000	468.000	15.51	JPY	28.96
	L	Storebrand	106.000	12/08	0.38	109.200	-2.93	100.000	9.200	9.20	NOK	17.83
	S	Sun Life Financial	65.940	12/08	-0.11	67.080	-1.70	73.250	-6.170	-8.42	CAD	-4.57
		Swiss Life	652.200	12/08	0.62	669.200	-2.54	632.200	37.000	5.85	CHF	8.91
		Swiss Re	104.000	12/08	0.10	112.400	-7.47	115.950	-3.550	-3.06	CHF	12.30
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/04/24	prc diff	⇓ Δ13	Curr	⇓∅-RS
		Talanx	66.500	12/08	1.92	75.050	-11.39	73.400	1.650	2.25	EUR	14.33
		Travelers Companies	209.730	12/08	-1.29	202.970	3.33	228.160	-25.190	-11.04	USD	10.84
		Tryg	148.600	12/08	0.61	153.100	-2.94	142.200	10.900	7.67	DKK	5.77
		Uniqa	7.680	12/08	0.26	8.000	-4.00	8.010	-0.010	-0.12	EUR	-0.68
	S	UnitedHealth	565.290	12/08	1.17	494.650	14.28	489.700	4.950	1.01	USD	-3.00
		Vienna Insurance	29.800	12/08	1.36	30.600	-2.61	28.900	1.700	5.88	EUR	7.92
	L	Zurich Insurance	464.700	12/08	0.85	482.800	-3.75	486.300	-3.500	-0.72	CHF	8.25
	L	DFV	6.200	12/08	-0.80	7.250	-14.48	5.680	1.570	27.64	EUR	17.67
Insurances - 57 out of 57 instruments rated - 1/07/24 / 1/04/24 - 28 did rise, Market-Ratio(13) = 49.12 %

Technical Chart

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

6/01/20	scale up chart	1/07/24

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
2/01/06		7/08/06	217		- cash -
short	7/08/06	21/08/06	14		Glanbia	100	4,694	EUR	2.130	2.267	1.993	-0.137	-6	9,357	-82
long	21/08/06	7/01/08	504		China Life Ins HK	100	701	HKD	13.330	37.600		24.270	182	26,370	112
short	7/01/08	21/04/08	105		Storebrand	100	556	NOK	47.400	42.950	52.311	4.911	10	29,101	41
long	21/04/08	30/06/08	70		Glanbia	100	5,855	EUR	4.970	4.820		-0.150	-3	28,223	-15
short	30/06/08	26/01/09	210		AIG	100	53	USD	529.200	25.200	11,113.200	10,584.000	2,000	589,175	19,767
long	26/01/09	14/06/10	504		Admiral Group	100	64,390	GBP	9.150	13.750		4.600	50	885,369	34
short	14/06/10	23/08/10	70		UnipolSai	100	74,809	EUR	11.835	10.585	13.233	1.398	12	989,922	79
long	23/08/10	20/06/11	301		Admiral Group	100	67,022	GBP	14.770	16.750		1.980	13	1,122,625	16
short	20/06/11	7/11/11	140		UnipolSai	100	173,646	EUR	6.465	3.629	11.517	5.052	78	1,999,937	351
long	7/11/11	24/08/15	1386		Glanbia	100	437,144	EUR	4.575	17.150		12.575	275	7,497,023	42
short	24/08/15	23/11/15	91		FBD	100	1,387,823	EUR	5.402	6.706	4.098	-1.304	-24	5,687,301	-67
long	23/11/15	25/01/16	63		NN	100	174,725	EUR	32.550	31.080		-1.470	-5	5,430,456	-23
short	25/01/16	18/04/16	84		Delta Lloyd	100	1,083,706	EUR	5.011	4.530	5.543	0.532	11	6,007,096	55
long	18/04/16	27/06/16	70		Medibank Private	100	1,963,103	AUD	3.060	2.940		-0.120	-4	5,771,523	-19
short	27/06/16	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	17/12/18	861		Admiral Group	100	248,950	GBP	22.200	19.595		-2.605	-12	4,878,189	-5
short	17/12/18	28/01/19	42		AMP	100	2,067,029	AUD	2.360	2.340	2.380	0.020	1	4,919,943	8
long	28/01/19	2/03/20	399		Molina Healthcare	100	36,141	USD	136.130	127.320		-8.810	-6	4,601,541	-6
short	2/03/20	8/06/20	98		Hanwha Life	100	2,858,100	KRW	1.610	1.670	1.550	-0.060	-4	4,430,055	-13
long	8/06/20	9/05/22	700		DFV	100	251,621	EUR	17.606	11.640		-5.966	-34	2,928,884	-19
short	9/05/22	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	18/07/22	42		Sompo	100	115,703	JPY	20.070	19.623		-0.447	-2	2,270,480	-18
short	18/07/22	12/09/22	56		Admiral Group	100	130,637	GBP	17.380	22.710	12.050	-5.330	-31	1,574,185	-91
long	12/09/22	12/08/24	700		Molina Healthcare	100	4,505	USD	349.360	337.670		-11.690	-3	1,521,522	-2
accum	7/08/06	12/08/24	6692	days out of 6909 invested (97%)								15,115		1,521,522	32

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
AIG	short	30/06/08	26/01/09	210	529.20	25.20	11,113.20	10,584.00	2,000.00	2,000.00
Glanbia	short	7/08/06	21/08/06	14	2.13	2.27	1.99	-0.14	-6.43
	long	21/04/08	30/06/08	70	4.97	4.82		-0.15	-3.02
	long	7/11/11	24/08/15	1386	4.58	17.15		12.58	274.86	240.17
China Life Ins HK	long	21/08/06	7/01/08	504	13.33	37.60		24.27	182.07	182.07
UnipolSai	short	14/06/10	23/08/10	70	11.84	10.59	13.23	1.40	11.81
	short	20/06/11	7/11/11	140	6.47	3.63	11.52	5.05	78.15	99.19
Storebrand	short	7/01/08	21/04/08	105	47.40	42.95	52.31	4.91	10.36	10.36
Delta Lloyd	short	25/01/16	18/04/16	84	5.01	4.53	5.54	0.53	10.62
	short	27/06/16	8/08/16	42	3.16	3.29	3.03	-0.13	-4.24	5.93
Admiral Group	long	26/01/09	14/06/10	504	9.15	13.75		4.60	50.27
	long	23/08/10	20/06/11	301	14.77	16.75		1.98	13.41
	long	8/08/16	17/12/18	861	22.20	19.60		-2.61	-11.73
	short	18/07/22	12/09/22	56	17.38	22.71	12.05	-5.33	-30.67	4.29
AMP	short	17/12/18	28/01/19	42	2.36	2.34	2.38	0.02	0.86	0.86
Sompo	long	6/06/22	18/07/22	42	20.07	19.62		-0.45	-2.23	-2.23
Hanwha Life	short	2/03/20	8/06/20	98	1.61	1.67	1.55	-0.06	-3.73	-3.73
Medibank Private	long	18/04/16	27/06/16	70	3.06	2.94		-0.12	-3.92	-3.92
NN	long	23/11/15	25/01/16	63	32.55	31.08		-1.47	-4.52	-4.52
Molina Healthcare	long	28/01/19	2/03/20	399	136.13	127.32		-8.81	-6.47
	long	12/09/22	12/08/24	700	349.36	337.67		-11.69	-3.35	-9.60
Prudential	short	9/05/22	6/06/22	28	8.81	10.64	6.99	-1.83	-20.72	-20.72
FBD	short	24/08/15	23/11/15	91	5.40	6.71	4.10	-1.30	-24.14	-24.14
DFV	long	8/06/20	9/05/22	700	17.61	11.64		-5.97	-33.89	-33.89

Annotations

28/03/24	MS&AD Insurance	stock split 1:3 (three for one)
	Sompo	stock split 1:3 (three for one)
25/08/15	NN	recording started
27/07/15	Ping An HK	forward stock split 10:20 (twenty for ten)
	Ping An Ins	forward stock split 10:20 (twenty for ten)
18/05/15	Tryg	forward stock split 1:5 (five for one)
12/03/15	Insurances	first full analysis, the techniques are strongly influenced by the shorts of AIG and UnipolSai.


	is taking down something concerning