| |
| |
Assessment - Insurances - 5/06/24 - RS = 50
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
5/22/23 |
prc diff |
⇓ Δ50 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
SOM Insurances |
347.129 |
Thu |
0.32 |
343.097 |
1.18 |
300.697 |
42.400 |
14.10 |
USD |
10.54 |
| | |
|
|
|
L |
|
MS&AD Insurance |
2,855.000 |
Thu |
3.07 |
2,831.000 |
0.85 |
1,598.000 |
1,233.000 |
77.16 |
JPY |
47.74 |
| | |
|
|
|
L |
|
Quálitas |
208.510 |
Wed |
3.10 |
213.140 |
-2.17 |
118.440 |
94.700 |
79.96 |
MXN |
43.48 |
| | |
|
|
|
|
|
Sompo |
3,072.000 |
Thu |
0.72 |
3,100.000 |
-0.90 |
2,004.670 |
1,095.330 |
54.64 |
JPY |
33.38 |
| | |
|
|
|
L |
|
AIG |
79.890 |
Wed |
-0.49 |
79.960 |
-0.09 |
53.960 |
26.000 |
48.18 |
USD |
25.89 |
| | |
|
|
|
L |
|
NN |
45.480 |
Thu |
0.07 |
44.000 |
3.36 |
35.460 |
8.540 |
24.08 |
EUR |
24.15 |
| | |
|
|
|
L |
|
Manulife Financial |
33.600 |
Wed |
0.99 |
33.420 |
0.54 |
26.140 |
7.280 |
27.85 |
CAD |
22.19 |
| | |
|
|
|
L |
|
Aegon |
6.066 |
Thu |
0.93 |
6.002 |
1.07 |
4.351 |
1.651 |
37.95 |
EUR |
21.67 |
| | |
|
|
|
|
|
Dai-ichi Life |
3,603.000 |
Thu |
2.65 |
3,666.000 |
-1.72 |
2,530.500 |
1,135.500 |
44.87 |
JPY |
21.47 |
| | |
|
|
|
L |
|
Storebrand |
110.000 |
Wed |
0.27 |
108.500 |
1.38 |
81.300 |
27.200 |
33.46 |
NOK |
21.18 |
| | |
|
|
|
L |
|
Generali |
24.080 |
Thu |
0.75 |
23.340 |
3.17 |
18.045 |
5.295 |
29.34 |
EUR |
18.50 |
| | |
|
|
|
|
|
Talanx |
68.850 |
Thu |
0.22 |
71.250 |
-3.37 |
49.640 |
21.610 |
43.53 |
EUR |
17.46 |
| | |
|
|
|
|
|
Travelers Companies |
217.355 |
Thu |
0.01 |
215.910 |
0.67 |
181.100 |
34.810 |
19.22 |
USD |
17.35 |
| | |
|
|
|
L |
|
Mapfre |
2.302 |
Thu |
-0.35 |
2.298 |
0.17 |
1.873 |
0.425 |
22.69 |
EUR |
16.52 |
| | |
|
|
|
L |
|
Allianz |
263.300 |
Thu |
1.35 |
269.200 |
-2.19 |
211.600 |
57.600 |
27.22 |
EUR |
16.24 |
| | |
|
|
|
|
|
Glanbia |
18.200 |
Thu |
-1.14 |
17.640 |
3.17 |
13.650 |
3.990 |
29.23 |
EUR |
15.91 |
| | |
|
|
|
|
|
Samsung F&M Ins |
316,000.000 |
Thu |
|
301,000.000 |
4.98 |
236,000.000 |
65,000.000 |
27.54 |
KRW |
15.70 |
| | |
|
|
|
L |
|
ASR |
48.320 |
Thu |
0.42 |
47.110 |
2.57 |
40.900 |
6.210 |
15.18 |
EUR |
15.27 |
| | |
|
|
|
|
|
Samsung Life |
88,600.000 |
Thu |
-1.01 |
83,800.000 |
5.73 |
67,100.000 |
16,700.000 |
24.89 |
KRW |
15.00 |
| | |
|
|
|
L |
|
Vienna Insurance |
30.300 |
Thu |
-0.33 |
29.500 |
2.71 |
26.450 |
3.050 |
11.53 |
EUR |
13.87 |
| | |
|
|
|
L |
|
Aviva |
488.600 |
Thu |
0.78 |
472.000 |
3.52 |
418.500 |
53.500 |
12.78 |
GBP |
13.21 |
| | |
|
|
|
|
|
MetLife |
71.660 |
Wed |
0.56 |
71.190 |
0.66 |
52.370 |
18.820 |
35.94 |
USD |
12.95 |
| | |
|
|
|
L |
|
Ageas |
45.100 |
Thu |
0.62 |
43.780 |
3.02 |
41.030 |
2.750 |
6.70 |
EUR |
12.23 |
| | |
|
|
|
|
|
Berkshire Hathaway |
406.370 |
Wed |
0.06 |
404.920 |
0.36 |
329.130 |
75.790 |
23.03 |
USD |
11.85 |
| | |
|
|
|
|
|
Münchener Rück |
441.600 |
Thu |
1.89 |
414.300 |
6.59 |
333.700 |
80.600 |
24.15 |
EUR |
10.77 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
5/22/23 |
prc diff |
⇓ Δ50 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Axa |
33.450 |
Thu |
0.51 |
32.210 |
3.85 |
27.745 |
4.465 |
16.09 |
EUR |
10.50 |
| | |
|
|
|
|
|
Insurance Australia |
6.330 |
Thu |
|
6.400 |
-1.09 |
5.200 |
1.200 |
23.08 |
AUD |
10.35 |
| | |
|
|
|
|
|
Beazley |
666.500 |
Thu |
0.68 |
629.500 |
5.88 |
619.000 |
10.500 |
1.70 |
GBP |
10.19 |
| | |
|
|
|
|
|
Admiral Group |
2,748.000 |
Thu |
-0.90 |
2,702.000 |
1.70 |
2,306.000 |
396.000 |
17.17 |
GBP |
10.13 |
| | |
|
|
|
|
|
Hannover Rück |
233.400 |
Thu |
1.00 |
232.800 |
0.26 |
195.600 |
37.200 |
19.02 |
EUR |
10.12 |
| | |
|
|
|
|
|
Swiss Life |
639.600 |
Wed |
0.03 |
632.400 |
1.14 |
536.000 |
96.400 |
17.99 |
CHF |
10.05 |
| | |
|
|
|
|
|
QBE Insurance |
17.590 |
Thu |
0.57 |
17.190 |
2.33 |
14.740 |
2.450 |
16.62 |
AUD |
9.79 |
| | |
|
|
|
|
|
Scor |
31.900 |
Thu |
0.38 |
30.460 |
4.73 |
25.970 |
4.490 |
17.29 |
EUR |
9.55 |
| | |
|
|
|
L |
|
Uniqa |
8.270 |
Thu |
0.24 |
8.200 |
0.85 |
8.200 |
0.000 |
0.00 |
EUR |
6.59 |
| | |
|
|
|
|
|
Lowe´s |
232.070 |
Wed |
0.26 |
231.700 |
0.16 |
203.150 |
28.550 |
14.05 |
USD |
6.39 |
| | |
|
|
|
|
|
Sun Life Financial |
72.830 |
Wed |
0.43 |
72.650 |
0.25 |
67.180 |
5.470 |
8.14 |
CAD |
6.13 |
| | |
|
|
|
|
|
SBI Life |
1,422.400 |
Thu |
-0.30 |
1,440.600 |
-1.26 |
1,150.800 |
289.800 |
25.18 |
INR |
6.07 |
| | |
|
|
|
|
|
Swiss Re |
103.500 |
Wed |
0.98 |
101.550 |
1.92 |
91.160 |
10.390 |
11.40 |
CHF |
5.73 |
| | |
|
|
|
|
|
Hiscox |
1,166.000 |
Thu |
-0.34 |
1,114.000 |
4.67 |
1,168.000 |
-54.000 |
-4.62 |
GBP |
3.90 |
| | |
|
|
|
|
|
FBD |
13.100 |
Thu |
-0.38 |
12.800 |
2.34 |
13.000 |
-0.200 |
-1.54 |
EUR |
3.55 |
| | |
|
|
|
|
|
Legal & General |
248.900 |
Thu |
0.36 |
240.900 |
3.32 |
236.600 |
4.300 |
1.82 |
GBP |
3.30 |
| | |
|
|
|
|
|
Zurich Insurance |
455.500 |
Wed |
0.86 |
446.000 |
2.13 |
428.600 |
17.400 |
4.06 |
CHF |
2.46 |
| | |
|
|
|
L |
|
China Pacific Ins |
26.750 |
Thu |
0.94 |
26.900 |
-0.56 |
31.640 |
-4.740 |
-14.98 |
CNY |
2.32 |
| | |
|
|
|
L |
|
China Life Ins HK |
11.020 |
Thu |
0.92 |
11.180 |
-1.43 |
14.720 |
-3.540 |
-24.05 |
HKD |
2.18 |
| | |
|
|
|
|
|
Molina Healthcare |
344.410 |
Wed |
-1.55 |
343.210 |
0.35 |
287.990 |
55.220 |
19.17 |
USD |
1.32 |
| | |
|
|
|
L |
|
Phoenix |
516.000 |
Thu |
1.47 |
519.500 |
-0.67 |
582.200 |
-62.700 |
-10.77 |
GBP |
1.27 |
| | |
|
|
|
|
|
Tryg |
142.800 |
Wed |
1.13 |
140.700 |
1.49 |
161.550 |
-20.850 |
-12.91 |
DKK |
-1.18 |
| | |
|
|
|
|
|
UnitedHealth |
503.305 |
Thu |
0.02 |
494.380 |
1.81 |
480.620 |
13.760 |
2.86 |
USD |
-1.63 |
| | |
|
|
|
L |
|
China Life |
31.240 |
Thu |
0.06 |
31.660 |
-1.33 |
40.950 |
-9.290 |
-22.69 |
CNY |
-1.96 |
| | |
|
|
|
S |
|
Medibank Private |
3.640 |
Thu |
-0.27 |
3.490 |
4.30 |
3.520 |
-0.030 |
-0.85 |
AUD |
-2.52 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
5/22/23 |
prc diff |
⇓ Δ50 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Ping An |
39.000 |
Thu |
2.36 |
39.150 |
-0.38 |
54.950 |
-15.800 |
-28.75 |
HKD |
-2.71 |
| | |
|
|
|
|
|
Sampo |
38.550 |
Wed |
2.36 |
38.280 |
0.71 |
43.090 |
-4.810 |
-11.16 |
EUR |
-4.62 |
| | |
|
|
|
L |
|
Ping An Ins |
42.340 |
Thu |
0.93 |
42.490 |
-0.35 |
51.420 |
-8.930 |
-17.37 |
CNY |
-4.68 |
| | |
|
|
|
|
|
AIA |
62.800 |
Thu |
2.53 |
62.500 |
0.48 |
79.950 |
-17.450 |
-21.83 |
HKD |
-6.35 |
| | |
|
|
|
|
|
DFV |
6.000 |
Thu |
-2.44 |
6.150 |
-2.44 |
7.860 |
-1.710 |
-21.76 |
EUR |
-9.41 |
| | |
|
|
|
S |
|
HDFC Life |
539.550 |
Thu |
-1.98 |
555.050 |
-2.79 |
567.000 |
-11.950 |
-2.11 |
INR |
-10.63 |
| | |
|
|
|
L |
|
Prudential |
787.800 |
Thu |
1.39 |
756.200 |
4.18 |
1,183.000 |
-426.800 |
-36.08 |
GBP |
-15.97 |
| | |
|
|
|
|
|
Mandatum |
4.362 |
Wed |
-5.38 |
4.549 |
-4.11 |
|
|
|
EUR |
-na- |
Insurances - 56 out of 57 instruments rated - 5/06/24 / 5/22/23 - 40 did rise, Market-Ratio(50) = 71.43 % |
Technical Chart
Transactions Insurances * L50 - 71 ex 15 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
1/02/06 |
9/25/06 |
266 |
|
|
|
Uniqa |
50 |
219 |
EUR |
22.773 |
23.749 |
|
0.976 |
4 |
10,214 |
6 |
|
|
|
10/30/06 |
301 |
|
|
|
Samsung F&M Ins |
50 |
37 |
KRW |
134.000 |
141.000 |
|
7.000 |
5 |
10,473 |
6 |
|
|
9/25/06 |
8/20/07 |
329 |
|
|
|
China Life Ins HK |
50 |
354 |
HKD |
14.830 |
32.910 |
|
18.080 |
122 |
16,873 |
142 |
|
|
10/30/06 |
5/21/07 |
203 |
|
|
|
Admiral Group |
50 |
562 |
GBP |
9.280 |
9.770 |
|
0.490 |
5 |
17,148 |
10 |
|
|
5/21/07 |
8/20/07 |
91 |
|
|
|
Ping An |
50 |
246 |
HKD |
22.340 |
36.400 |
|
14.060 |
63 |
20,607 |
609 |
|
8/20/07 |
8/27/07 |
7 |
|
- cash - |
|
8/27/07 |
9/17/07 |
21 |
|
|
|
China Life Ins HK |
50 |
279 |
HKD |
36.920 |
38.240 |
|
1.320 |
4 |
20,975 |
84 |
|
|
|
|
|
|
|
|
Ping An |
50 |
258 |
HKD |
39.945 |
47.680 |
|
7.735 |
19 |
22,971 |
2,068 |
|
9/17/07 |
10/05/09 |
749 |
|
- cash - |
|
10/05/09 |
10/26/09 |
21 |
|
|
|
Ageas |
50 |
357 |
EUR |
32.170 |
29.930 |
|
-2.240 |
-7 |
22,171 |
-71 |
|
|
|
|
|
|
|
|
Storebrand |
50 |
300 |
NOK |
38.200 |
39.170 |
|
0.970 |
3 |
22,462 |
55 |
|
10/26/09 |
11/02/09 |
7 |
|
- cash - |
|
11/02/09 |
11/23/09 |
21 |
|
|
|
Ageas |
50 |
385 |
EUR |
29.110 |
29.100 |
|
-0.010 |
0 |
22,459 |
-1 |
|
|
|
|
|
|
|
|
Storebrand |
50 |
310 |
NOK |
36.290 |
40.000 |
|
3.710 |
10 |
23,609 |
443 |
|
11/23/09 |
12/07/09 |
14 |
|
- cash - |
|
12/07/09 |
12/14/09 |
7 |
|
|
|
Swiss Re |
50 |
234 |
CHF |
50.300 |
48.570 |
|
-1.730 |
-3 |
23,204 |
-84 |
|
|
|
|
|
|
|
|
Ageas |
50 |
405 |
EUR |
29.180 |
26.420 |
|
-2.760 |
-9 |
22,086 |
-99 |
|
12/14/09 |
12/28/09 |
14 |
|
- cash - |
|
12/28/09 |
5/03/10 |
126 |
|
|
|
Swiss Re |
50 |
219 |
CHF |
50.300 |
47.010 |
|
-3.290 |
-7 |
21,366 |
-18 |
|
|
|
3/01/10 |
63 |
|
|
|
Prudential |
50 |
1,729 |
GBP |
6.400 |
5.300 |
|
-1.100 |
-17 |
19,464 |
-66 |
|
|
3/01/10 |
5/03/10 |
63 |
|
|
|
Storebrand |
50 |
201 |
NOK |
45.520 |
37.900 |
|
-7.620 |
-17 |
17,932 |
-65 |
|
|
5/03/10 |
5/31/10 |
28 |
|
|
|
MetLife |
50 |
195 |
USD |
45.760 |
39.840 |
|
-5.920 |
-13 |
16,778 |
-84 |
|
|
|
|
|
|
|
|
AIG |
50 |
227 |
USD |
39.540 |
34.250 |
|
-5.290 |
-13 |
15,577 |
-85 |
|
5/31/10 |
6/14/10 |
14 |
|
- cash - |
|
6/14/10 |
7/05/10 |
21 |
|
|
|
AIG |
50 |
209 |
USD |
37.090 |
33.710 |
|
-3.380 |
-9 |
14,870 |
-81 |
|
|
|
|
|
|
|
|
Admiral Group |
50 |
569 |
GBP |
13.750 |
13.980 |
|
0.230 |
2 |
15,001 |
33 |
|
7/05/10 |
1/24/11 |
203 |
|
- cash - |
|
1/24/11 |
2/28/11 |
35 |
|
|
|
Legal & General |
50 |
6,794 |
GBP |
1.104 |
1.188 |
|
0.084 |
8 |
15,572 |
115 |
|
|
|
|
|
|
|
|
Glanbia |
50 |
1,875 |
EUR |
4.000 |
4.220 |
|
0.220 |
5 |
15,984 |
75 |
|
2/28/11 |
5/02/11 |
63 |
|
- cash - |
|
5/02/11 |
5/23/11 |
21 |
|
|
|
Molina Healthcare |
50 |
187 |
USD |
42.610 |
26.850 |
|
-15.760 |
-37 |
13,037 |
-100 |
|
|
|
5/30/11 |
28 |
|
|
|
UnitedHealth |
50 |
160 |
USD |
49.880 |
48.950 |
|
-0.930 |
-2 |
12,889 |
-22 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | |
5/23/11 |
|
7 |
|
|
|
Glanbia |
50 |
1,055 |
EUR |
4.790 |
5.000 |
|
0.210 |
4 |
13,110 |
837 |
|
5/30/11 |
7/04/11 |
35 |
|
- cash - |
|
7/04/11 |
7/11/11 |
7 |
|
|
|
UnitedHealth |
50 |
124 |
USD |
52.850 |
50.940 |
|
-1.910 |
-4 |
12,873 |
-85 |
|
|
|
|
|
|
|
|
Glanbia |
50 |
1,386 |
EUR |
4.730 |
4.970 |
|
0.240 |
5 |
13,206 |
1,221 |
|
7/11/11 |
8/20/12 |
406 |
|
- cash - |
|
8/20/12 |
11/05/12 |
77 |
|
|
|
AIG |
50 |
190 |
USD |
34.660 |
32.800 |
|
-1.860 |
-5 |
12,852 |
-23 |
|
|
|
5/20/13 |
273 |
|
|
|
Insurance Australia |
50 |
1,634 |
AUD |
4.050 |
5.600 |
|
1.550 |
38 |
15,385 |
54 |
|
|
11/05/12 |
7/22/13 |
259 |
|
|
|
Glanbia |
50 |
820 |
EUR |
7.600 |
10.190 |
|
2.590 |
34 |
17,509 |
51 |
|
|
5/20/13 |
11/04/13 |
168 |
|
|
|
MS&AD Insurance |
50 |
916 |
JPY |
9.987 |
8.177 |
|
-1.810 |
-18 |
15,851 |
-35 |
|
|
7/22/13 |
10/07/13 |
77 |
|
|
|
Sompo |
50 |
932 |
JPY |
8.970 |
7.683 |
|
-1.287 |
-14 |
14,652 |
-52 |
|
|
10/07/13 |
11/11/13 |
35 |
|
|
|
AIG |
50 |
146 |
USD |
48.730 |
48.840 |
|
0.110 |
0 |
14,668 |
2 |
|
|
11/04/13 |
3/24/14 |
140 |
|
|
|
Storebrand |
50 |
196 |
NOK |
38.400 |
35.170 |
|
-3.230 |
-8 |
14,035 |
-20 |
|
|
11/11/13 |
4/28/14 |
168 |
|
|
|
FBD |
50 |
438 |
EUR |
16.300 |
17.000 |
|
0.700 |
4 |
14,341 |
10 |
|
|
3/24/14 |
|
35 |
|
|
|
Swiss Life |
50 |
32 |
CHF |
212.000 |
214.000 |
|
2.000 |
1 |
14,405 |
10 |
|
4/28/14 |
5/05/14 |
7 |
|
- cash - |
|
5/05/14 |
8/04/14 |
91 |
|
|
|
Swiss Life |
50 |
33 |
CHF |
215.300 |
206.800 |
|
-8.500 |
-4 |
14,125 |
-15 |
|
|
|
7/21/14 |
77 |
|
|
|
Aviva |
50 |
1,374 |
GBP |
5.310 |
4.879 |
|
-0.431 |
-8 |
13,533 |
-33 |
|
|
7/21/14 |
10/13/14 |
84 |
|
|
|
Molina Healthcare |
50 |
147 |
USD |
45.330 |
42.290 |
|
-3.040 |
-7 |
13,086 |
-26 |
|
|
8/04/14 |
9/22/14 |
49 |
|
|
|
China Pacific Ins |
50 |
338 |
CNY |
20.280 |
18.790 |
|
-1.490 |
-7 |
12,582 |
-43 |
|
|
9/22/14 |
10/13/14 |
21 |
|
|
|
UnitedHealth |
50 |
72 |
USD |
87.770 |
83.950 |
|
-3.820 |
-4 |
12,307 |
-54 |
|
10/13/14 |
11/24/14 |
42 |
|
- cash - |
|
11/24/14 |
12/15/14 |
21 |
|
|
|
Lowe´s |
50 |
96 |
USD |
63.640 |
65.320 |
|
1.680 |
3 |
12,468 |
57 |
|
|
|
|
|
|
|
|
China Life |
50 |
333 |
CNY |
18.610 |
23.340 |
|
4.730 |
25 |
14,044 |
5,023 |
|
12/15/14 |
12/22/14 |
7 |
|
- cash - |
|
12/22/14 |
1/05/15 |
14 |
|
|
|
China Life |
50 |
274 |
CNY |
25.560 |
34.090 |
|
8.530 |
33 |
16,381 |
182,144 |
|
|
|
|
|
|
|
|
Ping An Ins |
50 |
213 |
CNY |
32.925 |
38.080 |
|
5.155 |
16 |
17,479 |
4,336 |
|
1/05/15 |
1/12/15 |
7 |
|
- cash - |
|
1/12/15 |
8/17/15 |
217 |
|
|
|
China Life |
50 |
250 |
CNY |
34.820 |
27.140 |
|
-7.680 |
-22 |
15,559 |
-34 |
|
|
|
8/03/15 |
203 |
|
|
|
Ping An Ins |
50 |
233 |
CNY |
37.585 |
33.360 |
|
-4.225 |
-11 |
14,574 |
-19 |
|
|
8/03/15 |
8/24/15 |
21 |
|
|
|
Molina Healthcare |
50 |
101 |
USD |
76.570 |
72.680 |
|
-3.890 |
-5 |
14,181 |
-60 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | |
8/17/15 |
|
7 |
|
|
|
MS&AD Insurance |
50 |
479 |
JPY |
14.280 |
11.623 |
|
-2.657 |
-19 |
12,909 |
-100 |
|
8/24/15 |
10/05/15 |
42 |
|
- cash - |
|
10/05/15 |
11/16/15 |
42 |
|
|
|
Ageas |
50 |
169 |
EUR |
38.075 |
39.845 |
|
1.770 |
5 |
13,208 |
48 |
|
|
|
|
|
|
|
|
Beazley |
50 |
1,818 |
GBP |
3.560 |
3.716 |
|
0.156 |
4 |
13,492 |
45 |
|
11/16/15 |
11/30/15 |
14 |
|
- cash - |
|
11/30/15 |
12/14/15 |
14 |
|
|
|
Hannover Rück |
50 |
60 |
EUR |
110.750 |
103.600 |
|
-7.150 |
-6 |
13,063 |
-82 |
|
|
|
|
|
|
|
|
Beazley |
50 |
1,739 |
GBP |
3.936 |
3.821 |
|
-0.115 |
-3 |
12,863 |
-54 |
|
12/14/15 |
12/26/16 |
378 |
|
- cash - |
|
12/26/16 |
12/11/17 |
350 |
|
|
|
Storebrand |
50 |
139 |
NOK |
46.190 |
63.000 |
|
16.810 |
36 |
15,199 |
38 |
|
|
|
4/24/17 |
119 |
|
|
|
Dai-ichi Life |
50 |
330 |
JPY |
19.500 |
18.330 |
|
-1.170 |
-6 |
14,813 |
-17 |
|
|
4/24/17 |
6/26/17 |
63 |
|
|
|
Mapfre |
50 |
1,835 |
EUR |
3.300 |
3.040 |
|
-0.260 |
-8 |
14,336 |
-38 |
|
|
6/26/17 |
4/23/18 |
301 |
|
|
|
Ping An Ins |
50 |
112 |
CNY |
49.720 |
64.990 |
|
15.270 |
31 |
16,046 |
38 |
|
|
12/11/17 |
|
133 |
|
|
|
Ping An |
50 |
107 |
HKD |
81.350 |
82.050 |
|
0.700 |
1 |
16,121 |
2 |
|
4/23/18 |
5/07/18 |
14 |
|
- cash - |
|
5/07/18 |
5/28/18 |
21 |
|
|
|
Quálitas |
50 |
162 |
MXN |
49.570 |
48.950 |
|
-0.620 |
-1 |
16,021 |
-20 |
|
|
|
|
|
|
|
|
Beazley |
50 |
1,307 |
GBP |
6.190 |
5.915 |
|
-0.275 |
-4 |
15,661 |
-55 |
|
5/28/18 |
7/01/19 |
399 |
|
- cash - |
|
7/01/19 |
7/08/19 |
7 |
|
|
|
Tryg |
50 |
36 |
DKK |
215.400 |
221.200 |
|
5.800 |
3 |
15,870 |
300 |
|
|
|
|
|
|
|
|
Ping An Ins |
50 |
86 |
CNY |
91.840 |
88.590 |
|
-3.250 |
-4 |
15,591 |
-85 |
|
7/08/19 |
11/25/19 |
140 |
|
- cash - |
|
11/25/19 |
2/03/20 |
70 |
|
|
|
Quálitas |
50 |
94 |
MXN |
82.790 |
89.560 |
|
6.770 |
8 |
16,227 |
51 |
|
|
|
|
|
|
|
|
SBI Life |
50 |
82 |
INR |
95.160 |
91.265 |
|
-3.895 |
-4 |
15,908 |
-20 |
|
2/03/20 |
2/10/20 |
7 |
|
- cash - |
|
2/10/20 |
2/17/20 |
7 |
|
|
|
DFV |
50 |
425 |
EUR |
18.680 |
19.216 |
|
0.536 |
3 |
16,135 |
337 |
|
|
|
|
|
|
|
|
Quálitas |
50 |
90 |
MXN |
87.660 |
96.510 |
|
8.850 |
10 |
16,932 |
14,968 |
|
2/17/20 |
2/22/21 |
371 |
|
- cash - |
|
2/22/21 |
9/20/21 |
210 |
|
|
|
MetLife |
50 |
147 |
USD |
57.440 |
59.310 |
|
1.870 |
3 |
17,207 |
6 |
|
|
|
6/28/21 |
126 |
|
|
|
Aegon |
50 |
2,094 |
EUR |
4.052 |
3.489 |
|
-0.563 |
-14 |
16,028 |
-35 |
|
|
6/28/21 |
10/11/21 |
105 |
|
|
|
Glanbia |
50 |
535 |
EUR |
13.650 |
13.320 |
|
-0.330 |
-2 |
15,851 |
-8 |
|
|
9/20/21 |
12/13/21 |
84 |
|
|
|
Dai-ichi Life |
50 |
358 |
JPY |
24.355 |
24.340 |
|
-0.015 |
0 |
15,846 |
0 |
|
|
10/11/21 |
|
63 |
|
|
|
AIG |
50 |
123 |
USD |
57.890 |
53.840 |
|
-4.050 |
-7 |
15,348 |
-34 |
|
12/13/21 |
1/10/22 |
28 |
|
- cash - |
|
1/10/22 |
2/14/22 |
35 |
|
|
|
Swiss Life |
50 |
12 |
CHF |
593.400 |
591.800 |
|
-1.600 |
0 |
15,329 |
-3 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | |
|
|
|
|
|
|
Beazley |
50 |
1,692 |
GBP |
4.861 |
4.848 |
|
-0.013 |
0 |
15,307 |
-3 |
|
2/14/22 |
2/13/23 |
364 |
|
- cash - |
|
2/13/23 |
3/13/23 |
28 |
|
|
|
Münchener Rück |
50 |
23 |
EUR |
327.300 |
313.400 |
|
-13.900 |
-4 |
14,987 |
-43 |
|
|
|
|
|
|
|
|
Prudential |
50 |
601 |
GBP |
12.935 |
11.590 |
|
-1.345 |
-10 |
14,179 |
-76 |
|
3/13/23 |
4/24/23 |
42 |
|
- cash - |
|
4/24/23 |
5/15/23 |
21 |
|
|
|
Münchener Rück |
50 |
20 |
EUR |
338.100 |
325.300 |
|
-12.800 |
-4 |
13,923 |
-49 |
|
|
|
|
|
|
|
|
China Pacific Ins |
50 |
246 |
CNY |
30.070 |
33.550 |
|
3.480 |
12 |
14,779 |
571 |
|
5/15/23 |
5/29/23 |
14 |
|
- cash - |
|
5/29/23 |
8/07/23 |
70 |
|
|
|
Quálitas |
50 |
62 |
MXN |
118.250 |
131.400 |
|
13.150 |
11 |
15,594 |
73 |
|
|
|
|
|
|
|
|
Scor |
50 |
297 |
EUR |
25.050 |
27.710 |
|
2.660 |
11 |
16,384 |
69 |
|
8/07/23 |
8/14/23 |
7 |
|
- cash - |
|
8/14/23 |
8/21/23 |
7 |
|
|
|
Talanx |
50 |
137 |
EUR |
59.600 |
60.450 |
|
0.850 |
1 |
16,500 |
109 |
|
|
|
|
|
|
|
|
Scor |
50 |
285 |
EUR |
28.770 |
27.980 |
|
-0.790 |
-3 |
16,275 |
-77 |
|
8/21/23 |
9/04/23 |
14 |
|
- cash - |
|
9/04/23 |
10/23/23 |
49 |
|
|
|
Talanx |
50 |
130 |
EUR |
62.150 |
57.750 |
|
-4.400 |
-7 |
15,703 |
-42 |
|
|
|
|
|
|
|
|
Scor |
50 |
290 |
EUR |
28.170 |
27.620 |
|
-0.550 |
-2 |
15,544 |
-14 |
|
10/23/23 |
2/26/24 |
126 |
|
- cash - |
|
2/26/24 |
5/08/24 |
72 |
|
|
|
Quálitas |
50 |
39 |
MXN |
195.180 |
208.510 |
|
13.330 |
7 |
16,064 |
40 |
|
|
|
5/09/24 |
73 |
|
|
|
MS&AD Insurance |
50 |
331 |
JPY |
23.900 |
28.550 |
|
4.650 |
19 |
17,603 |
143 |
|
accum | 1/02/06 |
5/09/24 | 3168 |
days out of 6703 invested (47%) |
76 |
17,603 |
7 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
China Life Ins HK | long | 9/25/06 | 8/20/07 | 329 | 14.83 | 32.91 | | 18.08 | 121.92 | 50 | 60.96 | |
| | 8/27/07 | 9/17/07 | 21 | 36.92 | 38.24 | | 1.32 | 3.58 | | 1.79 | 63.83 |
Ping An | | 5/21/07 | 8/20/07 | 91 | 22.34 | 36.40 | | 14.06 | 62.94 | | 31.47 | |
| | 8/27/07 | 9/17/07 | 21 | 39.95 | 47.68 | | 7.74 | 19.36 | | 9.68 | |
| | 12/11/17 | 4/23/18 | 133 | 81.35 | 82.05 | | 0.70 | 0.86 | | 0.43 | 44.82 |
Glanbia | | 1/24/11 | 2/28/11 | 35 | 4.00 | 4.22 | | 0.22 | 5.50 | | 2.75 | |
| | 5/23/11 | 5/30/11 | 7 | 4.79 | 5.00 | | 0.21 | 4.38 | | 2.19 | |
| | 7/04/11 | 7/11/11 | 7 | 4.73 | 4.97 | | 0.24 | 5.07 | | 2.54 | |
| | 11/05/12 | 7/22/13 | 259 | 7.60 | 10.19 | | 2.59 | 34.08 | | 17.04 | |
| | 6/28/21 | 10/11/21 | 105 | 13.65 | 13.32 | | -0.33 | -2.42 | | -1.21 | 24.49 |
Insurance Australia | | 8/20/12 | 5/20/13 | 273 | 4.05 | 5.60 | | 1.55 | 38.27 | | 19.14 | 19.14 |
Quálitas | | 5/07/18 | 5/28/18 | 21 | 49.57 | 48.95 | | -0.62 | -1.25 | | -0.63 | |
| | 11/25/19 | 2/03/20 | 70 | 82.79 | 89.56 | | 6.77 | 8.18 | | 4.09 | |
| | 2/10/20 | 2/17/20 | 7 | 87.66 | 96.51 | | 8.85 | 10.10 | | 5.05 | |
| | 5/29/23 | 8/07/23 | 70 | 118.25 | 131.40 | | 13.15 | 11.12 | | 5.56 | |
| | 2/26/24 | 5/08/24 | 72 | 195.18 | 208.51 | | 13.33 | 6.83 | | 3.41 | 18.62 |
China Life | | 11/24/14 | 12/15/14 | 21 | 18.61 | 23.34 | | 4.73 | 25.42 | | 12.71 | |
| | 12/22/14 | 1/05/15 | 14 | 25.56 | 34.09 | | 8.53 | 33.37 | | 16.69 | |
| | 1/12/15 | 8/17/15 | 217 | 34.82 | 27.14 | | -7.68 | -22.06 | | -11.03 | 17.01 |
Ping An Ins | | 12/22/14 | 1/05/15 | 14 | 32.93 | 38.08 | | 5.16 | 15.66 | | 7.83 | |
| | 1/12/15 | 8/03/15 | 203 | 37.59 | 33.36 | | -4.23 | -11.24 | | -5.62 | |
| | 6/26/17 | 4/23/18 | 301 | 49.72 | 64.99 | | 15.27 | 30.71 | | 15.36 | |
| | 7/01/19 | 7/08/19 | 7 | 91.84 | 88.59 | | -3.25 | -3.54 | | -1.77 | 15.32 |
Storebrand | | 10/05/09 | 10/26/09 | 21 | 38.20 | 39.17 | | 0.97 | 2.54 | | 1.27 | |
| | 11/02/09 | 11/23/09 | 21 | 36.29 | 40.00 | | 3.71 | 10.22 | | 5.11 | |
| | 3/01/10 | 5/03/10 | 63 | 45.52 | 37.90 | | -7.62 | -16.74 | | -8.37 | |
| | 11/04/13 | 3/24/14 | 140 | 38.40 | 35.17 | | -3.23 | -8.41 | | -4.21 | |
| | 12/26/16 | 12/11/17 | 350 | 46.19 | 63.00 | | 16.81 | 36.39 | | 18.20 | 10.44 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Legal & General | | 1/24/11 | 2/28/11 | 35 | 1.10 | 1.19 | | 0.08 | 7.61 | | 3.80 | 3.80 |
Admiral Group | | 10/30/06 | 5/21/07 | 203 | 9.28 | 9.77 | | 0.49 | 5.28 | | 2.64 | |
| | 6/14/10 | 7/05/10 | 21 | 13.75 | 13.98 | | 0.23 | 1.67 | | 0.84 | 3.50 |
Scor | | 5/29/23 | 8/07/23 | 70 | 25.05 | 27.71 | | 2.66 | 10.62 | | 5.31 | |
| | 8/14/23 | 8/21/23 | 7 | 28.77 | 27.98 | | -0.79 | -2.75 | | -1.37 | |
| | 9/04/23 | 10/23/23 | 49 | 28.17 | 27.62 | | -0.55 | -1.95 | | -0.98 | 2.85 |
Samsung F&M Ins | | 1/02/06 | 10/30/06 | 301 | 134.00 | 141.00 | | 7.00 | 5.22 | | 2.61 | 2.61 |
FBD | | 11/11/13 | 4/28/14 | 168 | 16.30 | 17.00 | | 0.70 | 4.29 | | 2.15 | 2.15 |
Uniqa | | 1/02/06 | 9/25/06 | 266 | 22.77 | 23.75 | | 0.98 | 4.29 | | 2.14 | 2.14 |
China Pacific Ins | | 8/04/14 | 9/22/14 | 49 | 20.28 | 18.79 | | -1.49 | -7.35 | | -3.67 | |
| | 4/24/23 | 5/15/23 | 21 | 30.07 | 33.55 | | 3.48 | 11.57 | | 5.79 | 1.90 |
DFV | | 2/10/20 | 2/17/20 | 7 | 18.68 | 19.22 | | 0.54 | 2.87 | | 1.43 | 1.43 |
Tryg | | 7/01/19 | 7/08/19 | 7 | 215.40 | 221.20 | | 5.80 | 2.69 | | 1.35 | 1.35 |
Lowe´s | | 11/24/14 | 12/15/14 | 21 | 63.64 | 65.32 | | 1.68 | 2.64 | | 1.32 | 1.32 |
Swiss Life | | 3/24/14 | 4/28/14 | 35 | 212.00 | 214.00 | | 2.00 | 0.94 | | 0.47 | |
| | 5/05/14 | 8/04/14 | 91 | 215.30 | 206.80 | | -8.50 | -3.95 | | -1.97 | |
| | 1/10/22 | 2/14/22 | 35 | 593.40 | 591.80 | | -1.60 | -0.27 | | -0.13 | -1.64 |
Beazley | | 10/05/15 | 11/16/15 | 42 | 3.56 | 3.72 | | 0.16 | 4.38 | | 2.19 | |
| | 11/30/15 | 12/14/15 | 14 | 3.94 | 3.82 | | -0.12 | -2.92 | | -1.46 | |
| | 5/07/18 | 5/28/18 | 21 | 6.19 | 5.92 | | -0.28 | -4.44 | | -2.22 | |
| | 1/10/22 | 2/14/22 | 35 | 4.86 | 4.85 | | -0.01 | -0.27 | | -0.13 | -1.67 |
SBI Life | | 11/25/19 | 2/03/20 | 70 | 95.16 | 91.27 | | -3.90 | -4.09 | | -2.05 | -2.05 |
Talanx | | 8/14/23 | 8/21/23 | 7 | 59.60 | 60.45 | | 0.85 | 1.43 | | 0.71 | |
| | 9/04/23 | 10/23/23 | 49 | 62.15 | 57.75 | | -4.40 | -7.08 | | -3.54 | -2.85 |
Dai-ichi Life | | 12/26/16 | 4/24/17 | 119 | 19.50 | 18.33 | | -1.17 | -6.00 | | -3.00 | |
| | 9/20/21 | 12/13/21 | 84 | 24.36 | 24.34 | | -0.02 | -0.06 | | -0.03 | -3.03 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Hannover Rück | | 11/30/15 | 12/14/15 | 14 | 110.75 | 103.60 | | -7.15 | -6.46 | | -3.23 | -3.23 |
Mapfre | | 4/24/17 | 6/26/17 | 63 | 3.30 | 3.04 | | -0.26 | -7.88 | | -3.94 | -3.94 |
Münchener Rück | | 2/13/23 | 3/13/23 | 28 | 327.30 | 313.40 | | -13.90 | -4.25 | | -2.12 | |
| | 4/24/23 | 5/15/23 | 21 | 338.10 | 325.30 | | -12.80 | -3.79 | | -1.89 | -3.98 |
Aviva | | 5/05/14 | 7/21/14 | 77 | 5.31 | 4.88 | | -0.43 | -8.12 | | -4.06 | -4.06 |
UnitedHealth | | 5/02/11 | 5/30/11 | 28 | 49.88 | 48.95 | | -0.93 | -1.86 | | -0.93 | |
| | 7/04/11 | 7/11/11 | 7 | 52.85 | 50.94 | | -1.91 | -3.61 | | -1.81 | |
| | 9/22/14 | 10/13/14 | 21 | 87.77 | 83.95 | | -3.82 | -4.35 | | -2.18 | -4.84 |
Swiss Re | | 12/07/09 | 12/14/09 | 7 | 50.30 | 48.57 | | -1.73 | -3.44 | | -1.72 | |
| | 12/28/09 | 5/03/10 | 126 | 50.30 | 47.01 | | -3.29 | -6.54 | | -3.27 | -4.93 |
MetLife | | 5/03/10 | 5/31/10 | 28 | 45.76 | 39.84 | | -5.92 | -12.94 | | -6.47 | |
| | 2/22/21 | 9/20/21 | 210 | 57.44 | 59.31 | | 1.87 | 3.26 | | 1.63 | -4.95 |
Ageas | | 10/05/09 | 10/26/09 | 21 | 32.17 | 29.93 | | -2.24 | -6.96 | | -3.48 | |
| | 11/02/09 | 11/23/09 | 21 | 29.11 | 29.10 | | -0.01 | -0.03 | | -0.02 | |
| | 12/07/09 | 12/14/09 | 7 | 29.18 | 26.42 | | -2.76 | -9.46 | | -4.73 | |
| | 10/05/15 | 11/16/15 | 42 | 38.08 | 39.85 | | 1.77 | 4.65 | | 2.32 | -5.92 |
Aegon | | 2/22/21 | 6/28/21 | 126 | 4.05 | 3.49 | | -0.56 | -13.89 | | -6.95 | -6.95 |
Sompo | | 7/22/13 | 10/07/13 | 77 | 8.97 | 7.68 | | -1.29 | -14.34 | | -7.17 | -7.17 |
MS&AD Insurance | | 5/20/13 | 11/04/13 | 168 | 9.99 | 8.18 | | -1.81 | -18.12 | | -9.06 | |
| | 8/17/15 | 8/24/15 | 7 | 14.28 | 11.62 | | -2.66 | -18.60 | | -9.30 | |
| | 2/26/24 | 5/09/24 | 73 | 23.90 | 28.55 | | 4.65 | 19.46 | | 9.73 | -9.50 |
Prudential | | 12/28/09 | 3/01/10 | 63 | 6.40 | 5.30 | | -1.10 | -17.19 | | -8.59 | |
| | 2/13/23 | 3/13/23 | 28 | 12.94 | 11.59 | | -1.35 | -10.40 | | -5.20 | -13.35 |
AIG | | 5/03/10 | 5/31/10 | 28 | 39.54 | 34.25 | | -5.29 | -13.38 | | -6.69 | |
| | 6/14/10 | 7/05/10 | 21 | 37.09 | 33.71 | | -3.38 | -9.11 | | -4.56 | |
| | 8/20/12 | 11/05/12 | 77 | 34.66 | 32.80 | | -1.86 | -5.37 | | -2.68 | |
| | 10/07/13 | 11/11/13 | 35 | 48.73 | 48.84 | | 0.11 | 0.23 | | 0.11 | |
| | 10/11/21 | 12/13/21 | 63 | 57.89 | 53.84 | | -4.05 | -7.00 | | -3.50 | -16.27 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Molina Healthcare | | 5/02/11 | 5/23/11 | 21 | 42.61 | 26.85 | | -15.76 | -36.99 | | -18.49 | |
| | 7/21/14 | 10/13/14 | 84 | 45.33 | 42.29 | | -3.04 | -6.71 | | -3.35 | |
| | 8/03/15 | 8/24/15 | 21 | 76.57 | 72.68 | | -3.89 | -5.08 | | -2.54 | -23.23 |
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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