Share-o-matic - Assessment Insurances

Assessment - Insurances - 4/22/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Insurances	338.022	20:00	0.32	335.990	0.60	309.560	26.430	8.54	USD	8.77
	L	MS&AD Insurance	2,775.000	06:15	0.47	2,730.000	1.65	2,010.000	720.000	35.82	JPY	45.74
	L	Quálitas	213.430	Thu	0.01	206.920	3.15	167.500	39.420	23.53	MXN	42.34
		Sompo	3,063.000	06:15	0.43	3,039.000	0.79	2,565.670	473.330	18.45	JPY	33.15
	L	NN	43.150	15:35	-0.19	43.370	-0.51	37.540	5.830	15.53	EUR	23.43
		AIG	74.485	19:59	-0.19	74.960	-0.63	69.260	5.700	8.23	USD	19.69
	L	Axa	33.850	15:35	0.15	34.330	-1.40	30.715	3.615	11.77	EUR	18.40
	L	Glanbia	17.860	15:30	0.96	17.840	0.11	15.540	2.300	14.80	EUR	18.37
		Manulife Financial	31.940	Thu	-0.65	32.140	-0.62	28.860	3.280	11.37	CAD	18.33
	L	Beazley	638.000	15:35	-3.11	669.500	-4.71	525.000	144.500	27.52	GBP	17.68
		Dai-ichi Life	3,611.000	06:15	3.82	3,489.000	3.50	3,158.000	331.000	10.48	JPY	17.19
		Travelers Companies	213.450	20:00	-0.25	214.270	-0.38	213.860	0.410	0.19	USD	17.17
	L	Aegon	5.820	15:35	1.57	5.702	2.07	5.554	0.148	2.66	EUR	17.13
		Samsung F&M Ins	311,500.000	06:30	4.01	300,500.000	3.66	234,000.000	66,500.000	28.42	KRW	16.94
		Samsung Life	88,800.000	06:30	2.78	84,200.000	5.46	61,000.000	23,200.000	38.03	KRW	16.71
	L	Generali	22.800	15:38	0.18	22.770	0.13	20.470	2.300	11.24	EUR	16.38
		Talanx	71.300	15:35	2.22	69.150	3.11	66.350	2.800	4.22	EUR	16.04
	L	Allianz	265.500	15:39	1.07	266.700	-0.45	249.850	16.850	6.74	EUR	15.85
	L	Mapfre	2.284	15:42	0.18	2.250	1.51	1.987	0.263	13.24	EUR	14.95
	L	MetLife	70.420	20:00	-2.06	71.960	-2.14	69.500	2.460	3.54	USD	14.86
	L	ASR	46.350	15:38	0.06	46.510	-0.34	42.660	3.850	9.02	EUR	14.46
	L	Vienna Insurance	29.150	15:35	-0.34	29.500	-1.19	26.550	2.950	11.11	EUR	14.28
		Admiral Group	2,699.000	15:35	0.26	2,779.000	-2.88	2,559.000	220.000	8.60	GBP	14.07
		Berkshire Hathaway	401.890	19:59	-0.75	408.780	-1.69	368.060	40.720	11.06	USD	13.82
	L	Aviva	463.800	15:35	1.16	469.100	-1.13	439.300	29.800	6.78	GBP	12.93
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ13	Curr	∅-RS
		Münchener Rück	413.500	15:35	1.30	418.500	-1.19	398.400	20.100	5.05	EUR	12.78
	L	FBD	13.700	15:30	-3.18	13.900	-1.44	11.600	2.300	19.83	EUR	12.76
	L	Ageas	43.420	15:35	-0.09	43.840	-0.96	39.290	4.550	11.58	EUR	12.69
	L	QBE Insurance	17.710	06:10	-0.45	17.430	1.61	15.620	1.810	11.59	AUD	11.89
		Insurance Australia	6.360	06:10	-2.60	6.370	-0.16	5.880	0.490	8.33	AUD	10.91
	L	Hiscox	1,209.000	15:48	0.50	1,186.000	1.94	1,061.000	125.000	11.78	GBP	10.75
		Hannover Rück	230.400	15:35	1.19	231.000	-0.26	228.600	2.400	1.05	EUR	10.06
		Storebrand	106.400	14:28	0.38	97.650	8.96	96.060	1.590	1.66	NOK	10.00
		SBI Life	1,415.250	10:00	-2.02	1,475.400	-4.08	1,443.650	31.750	2.20	INR	9.76
		Molina Healthcare	342.230	20:00	-2.86	361.870	-5.43	368.200	-6.330	-1.72	USD	7.62
	L	Legal & General	234.400	15:35	0.69	250.400	-6.39	250.600	-0.200	-0.08	GBP	7.37
		Swiss Life	617.800	15:31	0.91	615.800	0.32	596.200	19.600	3.29	CHF	7.34
		Scor	30.400	15:35	0.46	29.520	2.98	28.230	1.290	4.57	EUR	7.32
		Lowe´s	229.870	20:00	-0.04	231.230	-0.59	219.860	11.370	5.17	USD	6.57
	L	Uniqa	8.280	15:35	0.12	8.150	1.60	7.580	0.570	7.52	EUR	5.98
		Zurich Insurance	439.900	15:31	-0.61	451.400	-2.55	441.800	9.600	2.17	CHF	3.84
		Swiss Re	99.500	15:31		99.300	0.20	99.360	-0.060	-0.06	CHF	3.82
		Sun Life Financial	70.140	Thu	-1.02	70.680	-0.76	68.600	2.080	3.03	CAD	3.53
		Medibank Private	3.560	06:10	-1.93	3.640	-2.20	3.830	-0.190	-4.96	AUD	1.75
	L	Sampo	38.040	15:29	0.61	40.300	-5.61	38.740	1.560	4.03	EUR	-0.13
	S	HDFC Life	587.850	10:00	-1.15	605.950	-2.99	609.000	-3.050	-0.50	INR	-2.06
	S	UnitedHealth	495.350	20:00	0.30	491.230	0.84	512.990	-21.760	-4.24	USD	-2.27
		Tryg	138.100	14:59	1.17	137.500	0.44	145.250	-7.750	-5.34	DKK	-3.92
		Phoenix	485.000	15:35	0.66	487.400	-0.49	516.400	-29.000	-5.62	GBP	-5.60
	L	China Pacific Ins	25.370	07:00	0.67	24.350	4.19	21.840	2.510	11.49	CNY	-8.01
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ13	Curr	∅-RS
		Ping An Ins	41.530	07:00	1.14	39.830	4.27	39.480	0.350	0.89	CNY	-11.27
	L	China Life	29.550	07:00	1.69	28.460	3.83	25.840	2.620	10.14	CNY	-12.66
	L	China Life Ins HK	10.300	08:08	1.78	9.380	9.81	8.330	1.050	12.61	HKD	-15.43
	S	DFV	5.650	15:36	-1.74	5.700	-0.88	6.500	-0.800	-12.31	EUR	-17.10
	S	Prudential	723.800	15:36	1.37	735.400	-1.58	796.400	-61.000	-7.66	GBP	-19.70
	L	Ping An	35.800	08:08	1.56	32.050	11.70	29.800	2.250	7.55	HKD	-21.70
	S	AIA	54.000	08:08	4.75	48.150	12.15	59.100	-10.950	-18.53	HKD	-29.18
		Mandatum	4.400	15:29	1.15	4.368	0.73	4.200	0.169	4.01	EUR	-na-
Insurances - 57 out of 57 instruments rated - 4/22/24 / 1/22/24 - 46 did rise, Market-Ratio(13) = 80.70 %

Technical Chart

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

1/06/20	scale up chart	4/22/24

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	4/26/24	592		Molina Healthcare	100	4,505	USD	349.360	342.230		-7.130	-2	1,542,064	-1
accum	8/07/06	4/26/24	6472	days out of 6689 invested (97%)								15,321		1,542,064	33

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
Molina Healthcare	long	1/28/19	3/02/20	399	136.13	127.32		-8.81	-6.47
	long	9/12/22	4/26/24	592	349.36	342.23		-7.13	-2.04	-8.38
Prudential	short	5/09/22	6/06/22	28	8.81	10.64	6.99	-1.83	-20.72	-20.72
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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