Share-o-matic - Portfolio

Thu, Jun 8th, 2023, 15:42UTC

Assessment - Insurances in Swiss Franc - 6/05/23 - RS = 13

		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	3/06/23	prc diff	⇓ Δ13	∅-RS
	L	SOM Insurances	270.899	14:49	0.52	269.401	0.56	282.017	-12.616	-4.47	2.49
	L	Talanx	50.828	Wed	-0.38	51.459	-1.23	44.767	6.692	14.95	28.85
	L	Quálitas	6.147	Wed	-0.18	6.088	0.96	6.137	-0.048	-0.78	32.31
	L	Scor	23.202	Wed	-1.52	23.668	-1.97	24.155	-0.487	-2.02	22.73
		Münchener Rück	321.361	08:13	0.61	328.442	-2.16	329.630	-1.188	-0.36	20.38
	L	Hannover Rück	188.859	08:14	0.65	196.134	-3.71	181.535	14.599	8.04	20.11
		China Pacific Ins	3.792	07:00	1.47	3.634	4.35	3.766	-0.132	-3.50	12.02
	L	MS&AD Insurance	32.874	06:15	0.81	31.895	3.07	30.751	1.144	3.72	10.78
		China Life	4.877	07:00	1.54	4.807	1.46	4.844	-0.037	-0.77	8.36
	L	Hiscox	1,299.550	Wed		1,308.559	-0.69	1,197.277	111.281	9.29	14.99
		QBE Insurance	8.960	06:10	1.63	8.906	0.61	9.367	-0.462	-4.93	7.72
		FBD	12.271	13:47	2.02	12.271		13.436	-1.166	-8.67	12.59
		Glanbia	13.144	14:00	-1.17	13.192	-0.37	12.889	0.303	2.35	12.03
	L	Samsung F&M Ins	168.466	06:30	2.76	161.156	4.54	154.668	6.488	4.19	10.75
		Uniqa	7.779	14:20	-0.50	7.838	-0.74	8.271	-0.433	-5.24	11.06
	L	Admiral Group	2,613.739	Wed	-2.97	2,662.162	-1.82	2,346.327	315.835	13.46	11.39
		Swiss Re	91.620	08:17	0.39	92.280	-0.72	98.980	-6.700	-6.77	11.65
		China Life Ins HK	1.578	08:08	1.49	1.551	1.79	1.645	-0.094	-5.73	5.32
	L	Berkshire Hathaway	303.411	14:24	-0.08	297.463	2.00	295.183	2.280	0.77	5.23
		Generali	17.717	08:23	0.91	17.509	1.19	18.671	-1.163	-6.23	7.74
	L	Sun Life Financial	45.535	14:49	-0.21	45.488	0.10	46.053	-0.565	-1.23	4.14
	L	Insurance Australia	3.046	06:10	0.20	3.070	-0.78	2.974	0.097	3.25	2.50
		Prudential	1,278.716	Wed	-0.87	1,280.405	-0.13	1,417.105	-136.700	-9.65	7.77
		Allianz	204.234	08:12	0.81	203.652	0.29	222.043	-18.391	-8.28	6.25
	L	Hanwha Life	1.838	06:30	2.13	1.806	1.73	1.916	-0.110	-5.73	5.20
		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	3/06/23	prc diff	⇓ Δ13	∅-RS
		Ping An Ins	6.331	07:00	1.35	6.183	2.39	6.531	-0.348	-5.33	0.09
		Ping An	6.170	08:08	1.14	5.985	3.09	6.628	-0.643	-9.70	2.54
		Manulife Financial	17.356	14:40	-0.77	17.342	0.08	18.680	-1.338	-7.16	1.95
		Mapfre	1.837	Wed	0.69	1.819	1.01	2.044	-0.226	-11.03	4.78
		Axa	26.481	08:19	0.55	26.360	0.46	29.962	-3.603	-12.02	4.49
	L	HDFC Life	6.519	10:00	-0.09	6.302	3.44	5.583	0.719	12.88	-0.23
		Beazley	682.432	Wed	-1.06	692.005	-1.38	684.719	7.285	1.06	3.70
	L	Sompo	39.777	06:15	0.25	39.038	1.89	39.859	-0.821	-2.06	-2.15
		Lowe´s	192.150	14:25	0.49	187.198	2.65	187.715	-0.517	-0.28	-0.24
		Swiss Life	538.600	08:17	0.82	532.800	1.09	602.200	-69.400	-11.52	3.96
		Storebrand	6.776	14:25	0.36	6.851	-1.10	7.797	-0.945	-12.13	-8.29
		Samsung Life	47.616	06:30	0.15	46.989	1.33	48.302	-1.313	-2.72	0.18
		Vienna Insurance	23.183	13:39	0.63	23.377	-0.83	25.976	-2.599	-10.01	1.14
		AIA	9.394	08:08	1.69	9.232	1.75	10.284	-1.052	-10.23	-2.69
	L	SBI Life	13.599	09:59	-0.55	13.341	1.93	12.857	0.484	3.77	-4.10
		Zurich Insurance	432.200	08:18	0.49	431.700	0.12	445.000	-13.300	-2.99	0.64
		Dai-ichi Life	16.200	06:15	0.30	16.443	-1.48	19.714	-3.270	-16.59	-5.42
		Travelers Companies	158.581	14:20	0.22	157.857	0.46	170.747	-12.890	-7.55	-4.06
		Tryg	20.413	14:59	0.13	20.608	-0.95	20.522	0.086	0.42	-2.75
		AIG	51.403	14:24	0.09	49.094	4.70	56.192	-7.098	-12.63	-5.63
	L	UnitedHealth	443.352	14:26	1.58	451.011	-1.70	447.733	3.278	0.73	-5.62
		Aegon	4.420	08:19	1.86	4.207	5.07	4.917	-0.710	-14.43	-4.39
	S	Sampo	41.671	08:18	-0.05	41.982	-0.74	44.508	-2.526	-5.68	-5.34
	L	Molina Healthcare	259.997	14:30	1.10	265.379	-2.03	261.676	3.703	1.42	-7.93
	S	Aviva	457.883	Wed	-0.27	456.532	0.30	503.586	-47.054	-9.34	-5.14
		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	3/06/23	prc diff	⇓ Δ13	∅-RS
	S	Legal & General	269.032	Wed	-0.58	263.964	1.92	295.646	-31.682	-10.72	-5.97
	S	Phoenix	634.685	Wed	-0.39	632.207	0.39	710.852	-78.645	-11.06	-6.22
		Ageas	36.928	08:18	0.45	37.054	-0.34	42.677	-5.623	-13.18	-7.84
		NN	32.233	08:19	2.15	33.378	-3.43	38.716	-5.338	-13.79	-14.37
	S	MetLife	49.031	14:24	-1.26	47.664	2.87	64.900	-17.236	-26.56	-21.89
	S	DFV	7.469	Wed	-0.52	7.488	-0.26	9.286	-1.797	-19.36	-21.44
Insurances - 55 out of 55 instruments rated - 6/05/23 / 3/06/23 - 15 did rise, Market-Ratio(13) in CHF = 27.27 %

Technical Chart

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

1/07/19	scale up chart	6/05/23

Transactions Insurances in Swiss Franc * A13 - 49/16 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	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	2,980	3.355	3.586	3.125	-0.231	-7	9,313	-84
long	8/21/06	1/07/08	504		China Life Ins HK	100	4,402	2.115	5.340		3.224	152	23,506	96
short	1/07/08	4/21/08	105		Storebrand	100	2,391	9.830	8.693	11.115	1.286	13	26,580	53
long	4/21/08	6/30/08	70		Glanbia	100	3,320	8.005	7.753		-0.251	-3	25,746	-15
short	6/30/08	1/26/09	210		AIG	100	47	538.984	29.067	9,994.303	9,455.319	1,754	470,146	15,903
long	1/26/09	6/14/10	504		Admiral Group	100	32,267	14.570	22.984		8.414	58	741,629	39
short	6/14/10	8/23/10	70		UnipolSai	100	45,036	16.467	13.913	19.491	3.023	18	877,786	141
long	8/23/10	6/20/11	301		Admiral Group	100	36,999	23.724	23.011		-0.714	-3	851,377	-4
short	6/20/11	11/07/11	140		UnipolSai	100	108,476	7.849	4.430	13.905	6.057	77	1,508,382	344
long	11/07/11	8/24/15	1386		Glanbia	100	270,091	5.585	18.536		12.951	232	5,006,336	37
short	8/24/15	11/23/15	91		FBD	100	857,472	5.838	7.261	4.416	-1.422	-24	3,786,941	-67
long	11/23/15	1/25/16	63		NN	100	107,455	35.242	34.157		-1.085	-3	3,670,356	-17
short	1/25/16	4/18/16	84		Delta Lloyd	100	666,478	5.507	4.942	6.137	0.630	11	4,090,244	60
long	4/18/16	6/27/16	70		Medibank Private	100	1,788,817	2.287	2.121		-0.165	-7	3,794,877	-32
short	6/27/16	8/08/16	42		Delta Lloyd	100	1,112,615	3.411	3.586	3.235	-0.176	-5	3,599,422	-37
long	8/08/16	12/17/18	861		Admiral Group	100	126,555	28.441	24.528		-3.913	-14	3,104,169	-6
short	12/17/18	1/28/19	42		AMP	100	1,846,150	1.681	1.662	1.701	0.020	1	3,140,856	11
long	1/28/19	3/02/20	399		Molina Healthcare	100	23,286	134.877	121.818		-13.059	-10	2,836,774	-9
short	3/02/20	6/08/20	98		Hanwha Life	100	2188,445,371	0.001	0.001	0.001	0.000	0	2,844,979	1
long	6/08/20	5/09/22	700		DFV	100	149,479	19.033	12.211		-6.821	-36	1,825,352	-21
short	5/09/22	6/06/22	28		Prudential	100	169,093	10.795	12.943	8.646	-2.148	-20	1,462,056	-94
long	6/06/22	7/18/22	42		Sompo	100	3,298,257	0.443	0.416		-0.027	-6	1,372,780	-42
short	7/18/22	9/12/22	56		Admiral Group	100	67,542	20.325	25.296	15.354	-4.971	-24	1,037,029	-84
long	9/12/22	6/08/23	269		Molina Healthcare	100	3,121	332.200	259.997		-72.203	-22	811,683	-28
accum	8/07/06	6/08/23	6149	days out of 6366 invested (97%)							8,017		811,683	30

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	538.98	29.07	9,994.30	9,455.32	1,754.29	1,754.29
Glanbia	short	8/07/06	8/21/06	14	3.36	3.59	3.12	-0.23	-6.87
	long	4/21/08	6/30/08	70	8.00	7.75		-0.25	-3.14
	long	11/07/11	8/24/15	1386	5.58	18.54		12.95	231.90	199.39
China Life Ins HK	long	8/21/06	1/07/08	504	2.12	5.34		3.22	152.42	152.42
UnipolSai	short	6/14/10	8/23/10	70	16.47	13.91	19.49	3.02	18.36
	short	6/20/11	11/07/11	140	7.85	4.43	13.91	6.06	77.17	109.70
Storebrand	short	1/07/08	4/21/08	105	9.83	8.69	11.12	1.29	13.08	13.08
Delta Lloyd	short	1/25/16	4/18/16	84	5.51	4.94	6.14	0.63	11.44
	short	6/27/16	8/08/16	42	3.41	3.59	3.24	-0.18	-5.15	5.70
AMP	short	12/17/18	1/28/19	42	1.68	1.66	1.70	0.02	1.18	1.18
Hanwha Life	short	3/02/20	6/08/20	98	0.00	0.00	0.00	0.00	0.29	0.29
Admiral Group	long	1/26/09	6/14/10	504	14.57	22.98		8.41	57.75
	long	8/23/10	6/20/11	301	23.72	23.01		-0.71	-3.01
	long	8/08/16	12/17/18	861	28.44	24.53		-3.91	-13.76
	short	7/18/22	9/12/22	56	20.32	25.30	15.35	-4.97	-24.46	-0.32
NN	long	11/23/15	1/25/16	63	35.24	34.16		-1.08	-3.08	-3.08
Sompo	long	6/06/22	7/18/22	42	0.44	0.42		-0.03	-6.11	-6.11
Medibank Private	long	4/18/16	6/27/16	70	2.29	2.12		-0.17	-7.22	-7.22
Prudential	short	5/09/22	6/06/22	28	10.79	12.94	8.65	-2.15	-19.90	-19.90
FBD	short	8/24/15	11/23/15	91	5.84	7.26	4.42	-1.42	-24.36	-24.36
Molina Healthcare	long	1/28/19	3/02/20	399	134.88	121.82		-13.06	-9.68
	long	9/12/22	6/08/23	269	332.20	260.00		-72.20	-21.73	-29.31
DFV	long	6/08/20	5/09/22	700	19.03	12.21		-6.82	-35.84	-35.84

Annotations

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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