Share-o-matic - Portfolio

Sat, Jul 27th, 2024, 4:18UTC

Assessment - Insurances - 7/01/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Insurances	352.913	7/15	-0.26	348.747	1.19	344.885	3.862	1.12	USD	7.97
		MS&AD Insurance	3,700.000	7/12	-4.19	3,713.000	-0.35	2,614.000	1,099.000	42.04	JPY	49.18
		Sompo	3,382.000	7/12	-3.18	3,485.000	-2.96	3,017.000	468.000	15.51	JPY	28.96
		Manulife Financial	37.040	7/15	0.11	36.430	1.67	33.380	3.050	9.14	CAD	23.76
		Samsung F&M Ins	371,500.000	7/15	-2.75	372,000.000	-0.13	305,000.000	67,000.000	21.97	KRW	23.68
		Dai-ichi Life	4,543.000	7/12	-4.05	4,459.000	1.88	3,777.000	682.000	18.06	JPY	21.79
	L	Glanbia	18.380	7/15	-1.29	18.230	0.82	18.280	-0.050	-0.27	EUR	19.83
		Quálitas	170.050	7/15	-3.11	189.050	-10.05	195.500	-6.450	-3.30	MXN	18.49
	L	Münchener Rück	464.700	7/15	0.06	466.900	-0.47	452.300	14.600	3.23	EUR	18.31
	L	Storebrand	110.700	7/15	-0.09	109.200	1.37	100.000	9.200	9.20	NOK	17.83
	L	DFV	7.000	7/15		7.250	-3.45	5.680	1.570	27.64	EUR	17.67
		Beazley	667.000	7/15	-1.11	686.500	-2.84	665.500	21.000	3.16	GBP	16.64
		NN	45.000	7/15	0.29	43.940	2.41	42.820	1.120	2.62	EUR	14.52
		Talanx	72.100	7/15	-0.07	75.050	-3.93	73.400	1.650	2.25	EUR	14.33
	L	QBE Insurance	17.120	7/15	0.94	17.060	0.35	18.130	-1.070	-5.90	AUD	14.13
		Generali	23.400	7/15	-0.64	23.930	-2.21	23.460	0.470	2.00	EUR	12.54
		Swiss Re	110.900	7/15	0.09	112.400	-1.33	115.950	-3.550	-3.06	CHF	12.30
		AIG	77.620	7/15	0.62	74.490	4.20	77.640	-3.150	-4.06	USD	11.59
		Aegon	5.824	7/15	-1.62	5.856	-0.55	5.650	0.206	3.65	EUR	11.53
		Samsung Life	92,900.000	7/15	-1.69	87,500.000	6.17	91,500.000	-4,000.000	-4.37	KRW	11.09
		Insurance Australia	7.080	7/15		7.110	-0.42	6.400	0.710	11.09	AUD	10.89
		Travelers Companies	213.400	7/15	0.85	202.970	5.14	228.160	-25.190	-11.04	USD	10.84
		Aviva	486.000	7/15	-0.74	476.000	2.10	496.600	-20.600	-4.15	GBP	10.82
		Berkshire Hathaway	434.420	7/15	2.35	405.190	7.21	420.200	-15.010	-3.57	USD	9.59
	L	China Pacific Ins	28.140	7/15	1.63	28.540	-1.40	23.720	4.820	20.32	CNY	9.20
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	Curr	∅-RS
		Swiss Life	676.800	7/15	0.09	669.200	1.14	632.200	37.000	5.85	CHF	8.91
	L	Zurich Insurance	480.500	7/15	-0.29	482.800	-0.48	486.300	-3.500	-0.72	CHF	8.25
		Vienna Insurance	30.850	7/15	0.33	30.600	0.82	28.900	1.700	5.88	EUR	7.92
		Allianz	265.200	7/15	-0.56	262.500	1.03	277.800	-15.300	-5.51	EUR	7.44
		Ageas	43.760	7/15	-0.55	43.100	1.53	42.920	0.180	0.42	EUR	6.75
		Hannover Rück	239.400	7/15	0.04	240.900	-0.62	253.700	-12.800	-5.05	EUR	6.49
		Mapfre	2.148	7/15	-0.83	2.172	-1.10	2.342	-0.170	-7.26	EUR	6.36
		SBI Life	1,613.450	7/15	3.24	1,501.850	7.43	1,489.950	11.900	0.80	INR	6.00
		MetLife	74.430	7/15	1.42	69.880	6.51	73.690	-3.810	-5.17	USD	5.97
		Tryg	151.600	7/15	-1.04	153.100	-0.98	142.200	10.900	7.67	DKK	5.77
		ASR	45.980	7/15	0.24	44.820	2.59	45.390	-0.570	-1.26	EUR	5.38
		Hiscox	1,255.000	7/15	-0.63	1,134.000	10.67	1,240.000	-106.000	-8.55	GBP	4.93
		Medibank Private	3.670	7/15		3.690	-0.54	3.760	-0.070	-1.86	AUD	4.93
		Admiral Group	2,580.000	7/15	-1.11	2,574.000	0.23	2,837.000	-263.000	-9.27	GBP	3.43
		Lowe´s	232.170	7/15	-0.82	213.560	8.71	249.280	-35.720	-14.33	USD	3.11
		FBD	12.950	7/15	1.57	13.100	-1.15	13.200	-0.100	-0.76	EUR	2.21
		Axa	32.180	7/15	-0.22	31.260	2.94	34.815	-3.555	-10.21	EUR	0.60
	L	China Life Ins HK	11.020	7/15	-2.13	11.040	-0.18	9.390	1.650	17.57	HKD	0.11
		Uniqa	8.020	7/15	-0.37	8.000	0.25	8.010	-0.010	-0.12	EUR	-0.68
	L	China Life	31.470	7/15	-0.19	31.350	0.38	29.430	1.920	6.52	CNY	-0.76
		Sampo	40.090	7/15	0.10	40.180	-0.22	39.515	0.665	1.68	EUR	-2.21
	S	UnitedHealth	515.370	7/15	0.75	494.650	4.19	489.700	4.950	1.01	USD	-3.00
	S	Legal & General	232.400	7/15		228.900	1.53	254.400	-25.500	-10.02	GBP	-3.05
		HDFC Life	638.050	7/15	0.39	600.750	6.21	634.750	-34.000	-5.36	INR	-3.50
	S	Sun Life Financial	69.010	7/15	0.69	67.080	2.88	73.250	-6.170	-8.42	CAD	-4.57
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	Curr	∅-RS
	L	Ping An Ins	42.530	7/15	-0.35	41.620	2.19	41.250	0.370	0.90	CNY	-5.07
		Phoenix	536.000	7/15	-1.02	532.500	0.66	552.600	-20.100	-3.64	GBP	-5.41
	L	Ping An	36.050	7/15	-2.17	35.400	1.84	33.050	2.350	7.11	HKD	-7.18
	S	Molina Healthcare	283.980	7/15	-3.19	292.160	-2.80	404.200	-112.040	-27.72	USD	-10.63
	S	Scor	26.060	7/15	0.93	24.160	7.86	32.070	-7.910	-24.66	EUR	-11.76
	L	AIA	55.400	7/15	-0.36	53.000	4.53	52.550	0.450	0.86	HKD	-14.44
		Prudential	715.000	7/15	-2.32	714.200	0.11	743.000	-28.800	-3.88	GBP	-18.98
		Mandatum	4.095	7/15	-0.19	4.227	-3.12	4.145	0.083	1.99	EUR	-na-
Insurances - 57 out of 57 instruments rated - 7/01/24 / 4/01/24 - 28 did rise, Market-Ratio(13) = 49.12 %

Technical Chart

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

1/06/20	scale up chart	7/01/24

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
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	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	5/09/22	700		DFV	100	251,621	EUR	17.606	11.640		-5.966	-34	2,928,884	-19
short	5/09/22	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	7/18/22	42		Sompo	100	115,703	JPY	20.070	19.623		-0.447	-2	2,270,480	-18
short	7/18/22	9/12/22	56		Admiral Group	100	130,637	GBP	17.380	22.710	12.050	-5.330	-31	1,574,185	-91
long	9/12/22	7/15/24	672		Molina Healthcare	100	4,505	USD	349.360	283.980		-65.380	-19	1,279,648	-11
accum	8/07/06	7/15/24	6564	days out of 6781 invested (97%)								12,696		1,279,648	31

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
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
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
	short	7/18/22	9/12/22	56	17.38	22.71	12.05	-5.33	-30.67	4.29
AMP	short	12/17/18	1/28/19	42	2.36	2.34	2.38	0.02	0.86	0.86
Sompo	long	6/06/22	7/18/22	42	20.07	19.62		-0.45	-2.23	-2.23
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
Prudential	short	5/09/22	6/06/22	28	8.81	10.64	6.99	-1.83	-20.72	-20.72
Molina Healthcare	long	1/28/19	3/02/20	399	136.13	127.32		-8.81	-6.47
	long	9/12/22	7/15/24	672	349.36	283.98		-65.38	-18.71	-23.97
FBD	short	8/24/15	11/23/15	91	5.40	6.71	4.10	-1.30	-24.14	-24.14
DFV	long	6/08/20	5/09/22	700	17.61	11.64		-5.97	-33.89	-33.89

Annotations

3/28/24	MS&AD Insurance	stock split 1:3 (three for one)
	Sompo	stock split 1:3 (three for one)
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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