Share-o-matic - Assessment Insurances

Assessment - Insurances - 23/01/23 - RS = 13

		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	24/10/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Insurances	302.231	11:20	0.21	298.266	1.33	258.445	39.821	15.41	USD	8.76
	L	Münchener Rück	332.200	09:01	0.03	325.700	2.00	262.900	62.800	23.89	EUR	30.95
	L	China Life Ins HK	15.260	Thu	1.60	15.020	1.60	8.930	6.090	68.20	HKD	28.28
	L	Ping An	64.750	Thu	4.18	62.150	4.18	32.750	29.400	89.77	HKD	28.26
	L	Prudential	1,371.500	Thu	2.81	1,299.500	5.54	804.200	495.300	61.59	GBP	28.13
	L	China Life	36.100	07:00	0.31	36.100		28.280	7.820	27.65	CNY	24.46
		Beazley	662.500	Thu	2.55	637.500	3.92	595.500	42.000	7.05	GBP	22.75
	L	Dai-ichi Life	3,105.000	06:15	1.44	2,984.000	4.05	2,328.000	656.000	28.18	JPY	19.47
	L	Hannover Rück	189.200	08:59	-0.05	185.050	2.24	160.700	24.350	15.15	EUR	19.20
	L	Talanx	45.720	09:19	-0.22	45.960	-0.52	37.300	8.660	23.22	EUR	18.48
	L	China Pacific Ins	26.290	07:00	1.74	26.290		18.800	7.490	39.84	CNY	18.05
	L	Hiscox	1,140.000	Thu	1.56	1,109.500	2.75	879.000	230.500	26.22	GBP	17.61
	L	Swiss Re	95.180	09:04	-0.87	94.180	1.06	76.100	18.080	23.76	CHF	16.47
	L	Ping An Ins	52.100	07:00	0.56	52.100		37.700	14.400	38.20	CNY	16.15
	L	Hanwha Life	2,875.000	06:30	2.50	2,885.000	-0.35	2,170.000	715.000	32.95	KRW	14.64
	L	Allianz	221.400	08:52	-0.09	220.100	0.59	176.680	43.420	24.58	EUR	14.22
	L	Axa	28.570	09:06	-0.28	28.040	1.89	24.835	3.205	12.91	EUR	13.75
	L	Scor	23.800	Thu		23.490	1.32	14.095	9.395	66.65	EUR	13.15
	L	AIA	90.000	Thu	2.74	87.600	2.74	59.700	27.900	46.73	HKD	12.78
	L	QBE Insurance	13.860	05:10	0.95	13.490	2.74	11.880	1.610	13.55	AUD	12.22
	L	Uniqa	7.690	09:23	0.13	7.760	-0.90	6.380	1.380	21.63	EUR	11.28
	L	AIG	63.980	Thu	0.76	63.100	1.39	54.350	8.750	16.10	USD	10.91
	L	Insurance Australia	5.080	05:10	0.79	5.020	1.20	4.850	0.170	3.51	AUD	10.03
	L	Samsung Life	72,600.000	06:30	1.82	71,100.000	2.11	66,200.000	4,900.000	7.40	KRW	9.86
	L	Sampo	48.200	11:19	0.40	48.790	-1.21	46.430	2.360	5.08	EUR	9.57
		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	24/10/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	Aegon	5.082	09:05	0.24	5.016	1.32	4.337	0.679	15.66	EUR	9.39
	L	Vienna Insurance	24.750	09:23	0.20	24.850	-0.40	22.500	2.350	10.44	EUR	8.83
	L	Generali	17.895	09:10	-0.08	17.840	0.31	14.840	3.000	20.22	EUR	8.48
		Travelers Companies	192.110	Thu	0.72	186.360	3.09	179.790	6.570	3.65	USD	7.79
	L	Mapfre	1.875	09:13	-0.37	1.866	0.48	1.660	0.206	12.41	EUR	7.37
	L	Manulife Financial	26.030	Wed	1.13	25.570	1.80	22.090	3.480	15.75	CAD	7.09
		FBD	11.300	Thu	5.12	10.800	4.63	9.900	0.900	9.09	EUR	6.84
	L	Ageas	45.070	09:07	-0.42	44.220	1.92	39.740	4.480	11.27	EUR	5.87
	L	Storebrand	87.700	09:07	-0.05	86.340	1.58	76.060	10.280	13.52	NOK	5.29
	L	Sun Life Financial	65.610	Wed	0.03	65.490	0.18	56.700	8.790	15.50	CAD	5.22
		MetLife	71.560	Wed	0.83	70.690	1.23	69.380	1.310	1.89	USD	5.19
	L	Swiss Life	547.000	09:04	-0.11	537.200	1.82	474.900	62.300	13.12	CHF	3.86
		Aviva	455.100	Thu	-0.13	440.100	3.41	415.100	25.000	6.02	GBP	3.82
	L	MS&AD Insurance	4,274.000	06:15	0.45	4,166.000	2.59	3,898.000	268.000	6.88	JPY	3.54
	L	Phoenix	637.400	Thu	0.31	628.800	1.37	542.800	86.000	15.84	GBP	3.31
	L	Samsung F&M Ins	209,500.000	06:30	1.95	206,000.000	1.70	196,000.000	10,000.000	5.10	KRW	3.02
		Zurich Insurance	453.600	09:04		443.000	2.39	417.200	25.800	6.18	CHF	2.86
	L	Berkshire Hathaway	310.950	Thu	-0.30	310.420	0.17	287.480	22.940	7.98	USD	2.56
	L	Lowe´s	206.110	Wed	-0.15	205.110	0.49	187.610	17.500	9.33	USD	1.91
	L	Glanbia	11.220	09:08	0.54	11.580	-3.11	11.540	0.040	0.35	EUR	1.03
		Tryg	156.450	11:20	-0.79	162.350	-3.63	155.350	7.000	4.51	DKK	0.94
	L	Legal & General	259.800	Thu	0.39	256.800	1.17	232.300	24.500	10.55	GBP	0.65
		Sompo	5,759.000	06:15	0.30	5,667.000	1.62	6,021.000	-354.000	-5.88	JPY	0.31
	L	Quálitas	94.950	Wed	1.39	92.870	2.24	80.270	12.600	15.70	MXN	-1.04
	S	UnitedHealth	492.480	Thu		485.810	1.37	541.600	-55.790	-10.30	USD	-4.70
		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	24/10/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	Admiral Group	2,184.000	Thu	2.10	2,112.000	3.41	1,957.000	155.000	7.92	GBP	-5.76
	S	Molina Healthcare	297.220	Wed	0.34	297.270	-0.02	364.590	-67.320	-18.46	USD	-5.99
		Medibank Private	2.910	05:10	0.34	2.890	0.69	3.505	-0.615	-17.55	AUD	-9.17
		NN	39.590	09:06	0.05	39.090	1.28	42.440	-3.350	-7.89	EUR	-9.96
		DFV	9.490	Thu	-0.11	9.670	-1.86	9.990	-0.320	-3.20	EUR	-10.54
Insurances - 54 out of 54 instruments rated - 23/01/23 / 24/10/22 - 48 did rise, Market-Ratio(13) = 88.89 %

Technical Chart

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

7/01/19	scale up chart	23/01/23

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	38,567	JPY	60.210	58.870		-1.340	-2	2,270,485	-18
short	18/07/22	12/09/22	56		Admiral Group	100	130,637	GBP	17.380	22.710	12.050	-5.330	-31	1,574,190	-91
long	12/09/22	25/01/23	135		Molina Healthcare	100	4,505	USD	349.360	297.220		-52.140	-15	1,339,299	-35
accum	7/08/06	25/01/23	6017	days out of 6234 invested (97%)								13,293		1,339,299	35

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	60.21	58.87		-1.34	-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	25/01/23	135	349.36	297.22		-52.14	-14.92	-20.43
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

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.


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