Kenneth C. Ambrecht

AFG

DIRECTOR · AMERICAN FINANCIAL GROUP INC · CIK 0001300190

FILING MIX · LIFETIME100%/0%

BUYS

SELLS

TOTAL VALUE

$641.7K

COMPANIES

ACTIVE SINCE

May 2020

HOLDINGS NOW

60,455

AVG SELL PX

—

Trades · vs SPY

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Performance · forward returns vs SPY

6 backtested trades · 8 horizons

Forward-return performance of every backtestable P/S trade by Kenneth C. Ambrecht, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.

HORIZON	TRADES	WIN RATE	INSIDER RETURN	SPY RETURN	MEAN EXCESS	MEDIAN EXCESS	T-STAT
7d	6	+83.33%	+4.06%	+1.90%	+2.16%	-0.43%	—
14d	6	+83.33%	+3.40%	+1.92%	+1.48%	+1.69%	—
30d	6	+83.33%	+1.84%	+1.98%	-0.14%	+0.79%	—
60d	6	+83.33%	+9.01%	+5.93%	+3.09%	+1.92%	—
90d	6	+100.00%	+18.84%	+9.55%	+9.29%	-0.26%	—
180d	6	+100.00%	+57.66%	+19.21%	+38.45%	+33.16%	—
1y	6	+100.00%	+138.89%	+38.67%	+100.22%	+99.60%	—
2y	6	+100.00%	+191.02%	+30.53%	+160.49%	+159.62%	—

How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.

Holdings over time

AFG · 60,455.374 shares · as of Sep 1, 2020

Trading cadence · quarterly flow

BUY ● SELL ●

2020

FLOW · 7 buys / 0 sellsCOVERAGE · 2 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED
AFG AMERICAN FINANCIAL GROUP INC	PURCHASE	3,000	$66.38	$199.1K	60,455.374	Sep 1, 2020	Sep 3, 2020 ↗
AFG AMERICAN FINANCIAL GROUP INC	PURCHASE	1,000	$65.25	$65.3K	46,996	Aug 20, 2020	Aug 24, 2020 ↗
AFG AMERICAN FINANCIAL GROUP INC	PURCHASE	1,000	$58.80	$58.8K	45,996	Jun 26, 2020	Jun 30, 2020 ↗
AFG AMERICAN FINANCIAL GROUP INC	PURCHASE	1,290	$61.22	$79.0K	44,996	Jun 12, 2020	Jun 15, 2020 ↗
AFG AMERICAN FINANCIAL GROUP INC	PURCHASEGRANT Stock grant	2,368	—	—	43,706	Jun 1, 2020	Jun 2, 2020 ↗
AFG AMERICAN FINANCIAL GROUP INC	PURCHASE	2,000	$60.00	$120.0K	41,338	May 29, 2020	Jun 2, 2020 ↗
AFG AMERICAN FINANCIAL GROUP INC	PURCHASE	2,000	$59.77	$119.5K	39,338	May 22, 2020	Jun 2, 2020 ↗

Other insiders · AFG

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About this filer

CIK 0001300190

ROLE

Director

PRIMARY

AFG

COMPANIES

ACTIVE SINCE

May 2020

MARKETPEEL · /INSIDER/0001300190DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

Kenneth C. Ambrecht

The morning brief, before the bell.