| | |
| | |
Assessment - Insurances in Japanese yen - 12/04/10 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/04/10 |
⇓ Δwk |
11/01/10 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
31,817.061 |
12/08/24 |
0.30 |
14,138.482 |
|
13,862.660 |
275.822 |
1.99 |
|
14.50 |
| |  |
 |
 |
 |
|
 |
AIG |
6,676.668 |
12/08/24 |
-0.62 |
3,843.210 |
|
2,745.072 |
1,098.138 |
40.00 |
|
46.46 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,674.195 |
12/08/24 |
0.38 |
755.757 |
|
733.630 |
22.127 |
3.02 |
|
45.44 |
| |  |
 |
 |
 |
|
 |
MetLife |
6,512.572 |
12/08/24 |
-0.40 |
4,254.383 |
|
3,566.833 |
687.550 |
19.28 |
|
32.34 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
386,534.192 |
12/08/24 |
0.86 |
192,264.227 |
|
168,441.083 |
23,823.144 |
14.14 |
|
24.72 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
32,321.021 |
12/08/24 |
0.53 |
13,080.271 |
|
12,261.738 |
818.533 |
6.68 |
|
24.02 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
9,097.470 |
12/08/24 |
0.10 |
4,684.322 |
|
4,711.033 |
-26.711 |
-0.57 |
|
27.23 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
57,051.636 |
12/08/24 |
0.62 |
12,683.973 |
|
13,820.840 |
-1,136.867 |
-8.23 |
|
25.52 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,620.564 |
12/08/24 |
5.23 |
4,718.491 |
|
4,392.808 |
325.683 |
7.41 |
|
19.71 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,096.071 |
12/08/24 |
0.40 |
2,481.959 |
|
2,336.600 |
145.359 |
6.22 |
|
19.20 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
40,128.073 |
12/08/24 |
-0.30 |
7,503.676 |
|
6,160.801 |
1,342.875 |
21.80 |
|
22.46 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
31,483.181 |
12/08/24 |
-0.15 |
2,478.227 |
|
2,149.364 |
328.863 |
15.30 |
|
22.05 |
| |  |
 |
 |
 |
|
 |
Allianz |
32,207.574 |
12/08/24 |
|
11,897.546 |
|
11,596.212 |
301.334 |
2.60 |
|
16.19 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,279.325 |
12/08/24 |
0.50 |
388.278 |
|
377.862 |
10.416 |
2.76 |
|
14.55 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
21,544.166 |
12/08/24 |
-2.02 |
2,386.855 |
|
2,166.967 |
219.888 |
10.15 |
|
19.30 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
40,649.947 |
12/08/24 |
0.85 |
22,778.666 |
|
20,835.347 |
1,943.319 |
9.33 |
|
16.71 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
55,277.712 |
12/08/24 |
1.01 |
15,373.799 |
|
14,453.540 |
920.259 |
6.37 |
|
11.60 |
| |  |
 |
 |
 |
|
 |
Axa |
4,071.571 |
12/08/24 |
-0.77 |
2,171.085 |
|
2,273.178 |
-102.093 |
-4.49 |
|
11.20 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
374.243 |
12/08/24 |
0.22 |
359.760 |
|
337.565 |
22.195 |
6.58 |
|
15.77 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,750.628 |
12/08/24 |
1.36 |
4,965.177 |
|
4,873.480 |
91.697 |
1.88 |
|
10.20 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
52,705.681 |
12/08/24 |
1.17 |
3,007.811 |
|
3,049.874 |
-42.063 |
-1.38 |
|
14.92 |
| |  |
 |
 |
 |
|
 |
FBD |
1,623.594 |
12/08/24 |
0.39 |
971.639 |
|
934.640 |
36.999 |
3.96 |
|
9.81 |
| |  |
 |
 |
 |
|
 |
Aegon |
700.033 |
12/08/24 |
0.22 |
673.351 |
|
661.058 |
12.293 |
1.86 |
|
9.73 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
123.312 |
12/08/24 |
0.58 |
451.430 |
|
455.007 |
-3.576 |
-0.79 |
|
11.80 |
| |  |
 |
 |
 |
|
 |
Prudential |
91,031.811 |
12/08/24 |
0.41 |
82,091.954 |
|
93,058.500 |
-10,966.546 |
-11.78 |
|
7.93 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/04/10 |
⇓ Δwk |
11/01/10 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Scor |
2,155.982 |
12/08/24 |
1.06 |
2,369.315 |
|
2,311.231 |
58.083 |
2.51 |
|
7.02 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,512.770 |
12/08/24 |
0.61 |
1,269.913 |
|
1,200.474 |
69.438 |
5.78 |
|
6.13 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
19,554.499 |
12/08/24 |
-1.29 |
4,850.165 |
|
4,496.989 |
353.175 |
7.85 |
|
10.71 |
| |  |
 |
 |
 |
L |
 |
Ping An |
399.754 |
12/08/24 |
0.45 |
404.505 |
|
423.061 |
-18.555 |
-4.39 |
|
9.14 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
892.000 |
|
834.670 |
57.330 |
6.87 |
|
9.72 |
| |  |
 |
 |
 |
|
 |
Hiscox |
170,344.386 |
12/08/24 |
1.89 |
71,936.907 |
|
70,108.031 |
1,828.876 |
2.61 |
|
3.85 |
| |  |
 |
 |
 |
|
 |
Beazley |
104,871.397 |
12/08/24 |
1.24 |
16,117.530 |
|
15,447.859 |
669.671 |
4.34 |
|
3.63 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,133.024 |
12/08/24 |
-0.11 |
3,029.309 |
|
2,958.815 |
70.494 |
2.38 |
|
16.26 |
| |  |
 |
 |
 |
|
 |
Generali |
2,825.557 |
12/08/24 |
1.35 |
2,242.825 |
|
2,511.511 |
-268.686 |
-10.70 |
|
1.98 |
| |  |
 |
 |
 |
|
 |
Aviva |
69,369.850 |
12/08/24 |
0.35 |
55,759.491 |
|
60,112.969 |
-4,353.477 |
-7.24 |
|
1.93 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
622.776 |
12/08/24 |
0.56 |
340.961 |
|
347.284 |
-6.323 |
-1.82 |
|
15.03 |
| |  |
 |
 |
 |
|
 |
Mapfre |
268.585 |
12/08/24 |
|
348.506 |
|
407.770 |
-59.264 |
-14.53 |
|
-0.79 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,333.947 |
12/08/24 |
0.33 |
3,354.169 |
|
3,779.951 |
-425.782 |
-11.26 |
|
-1.46 |
| |  |
 |
 |
 |
L |
 |
China Life |
402.937 |
12/08/24 |
0.44 |
383.944 |
|
401.876 |
-17.932 |
-4.46 |
|
0.56 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,408.206 |
12/08/24 |
0.87 |
1,895.293 |
|
2,096.567 |
-201.273 |
-9.60 |
|
9.81 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
555.012 |
12/08/24 |
0.02 |
341.041 |
|
355.271 |
-14.230 |
-4.01 |
|
-0.07 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
29,645.502 |
12/08/24 |
1.00 |
16,139.864 |
|
16,197.581 |
-57.717 |
-0.36 |
|
5.18 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,192.075 |
12/08/24 |
-0.35 |
1,860.183 |
|
1,844.199 |
15.984 |
0.87 |
|
5.15 |
| |  |
 |
 |
 |
|
 |
Uniqa |
966.605 |
12/08/24 |
0.26 |
1,499.370 |
|
1,626.407 |
-127.037 |
-7.81 |
|
-8.37 |
| |  |
 |
 |
 |
L |
 |
AIA |
616.559 |
12/08/24 |
-1.33 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
ASR |
5,518.961 |
12/08/24 |
0.46 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,591.000 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,477.300 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
531.129 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Medibank Private |
337.482 |
12/08/24 |
0.52 |
|
|
|
|
|
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/04/10 |
⇓ Δwk |
11/01/10 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
NN |
5,620.908 |
12/08/24 |
0.74 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Phoenix |
77,077.611 |
12/08/24 |
0.47 |
72,637.912 |
|
75,309.949 |
-2,672.037 |
-3.55 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,260.383 |
12/08/24 |
-2.49 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Samsung Life |
7,501.274 |
12/08/24 |
-0.33 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,585.731 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
923.000 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Talanx |
8,369.690 |
12/08/24 |
1.92 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
780.332 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 44 out of 57 instruments rated - 12/04/10 / 11/01/10 - 26 did rise, Market-Ratio(13) in JPY = 59.09 % |
Technical Chart
Transactions Insurances in Japanese yen * 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 | |
| 2/01/06 |
7/08/06 |
217 |
|
- cash - |
| short |
7/08/06 |
21/08/06 |
14 |
 |
 |
 |
Glanbia |
100 |
31 |
|
313.834 |
336.695 |
290.974 |
-22.861 |
-7 |
9,291 |
-86 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
46 |
|
198.635 |
523.182 |
|
324.547 |
163 |
24,220 |
102 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
25 |
|
963.109 |
885.090 |
1,048.006 |
84.896 |
9 |
26,343 |
34 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
32 |
|
815.030 |
807.880 |
|
-7.150 |
-1 |
26,114 |
-4 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
0 |
|
56,160.071 |
2,237.305 |
1,409,710.919 |
1,353,550.848 |
2,410 |
26,114 |
0 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
23 |
|
1,121.478 |
1,834.049 |
|
712.571 |
64 |
42,503 |
43 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
32 |
|
1,314.040 |
1,151.966 |
1,498.917 |
184.877 |
14 |
48,419 |
99 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
24 |
|
1,964.340 |
2,171.037 |
|
206.697 |
11 |
53,380 |
13 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
72 |
|
740.501 |
391.424 |
1,400.890 |
660.389 |
89 |
100,928 |
427 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
204 |
|
493.460 |
2,358.074 |
|
1,864.614 |
378 |
481,309 |
51 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
648 |
|
742.759 |
875.227 |
610.291 |
-132.468 |
-18 |
395,470 |
-55 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
93 |
|
4,248.231 |
3,988.994 |
|
-259.237 |
-6 |
371,361 |
-31 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
577 |
|
643.142 |
557.643 |
741.749 |
98.608 |
15 |
428,258 |
86 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,659 |
|
258.022 |
221.485 |
|
-36.536 |
-14 |
367,644 |
-55 |
|
| short |
27/06/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,032 |
|
356.095 |
373.877 |
338.313 |
-17.782 |
-5 |
349,292 |
-36 |
|
| long |
8/08/16 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
117 |
|
2,964.971 |
2,787.648 |
|
-177.323 |
-6 |
328,546 |
-3 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
1,719 |
|
191.097 |
183.208 |
199.325 |
8.228 |
4 |
342,689 |
44 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
23 |
|
14,869.957 |
13,739.435 |
|
-1,130.522 |
-8 |
316,687 |
-7 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,166,131 |
|
0.146 |
0.151 |
0.141 |
-0.005 |
-3 |
306,074 |
-12 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
142 |
|
2,152.721 |
1,603.643 |
|
-549.078 |
-26 |
228,105 |
-14 |
|
| short |
9/05/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
160 |
|
1,417.622 |
1,758.074 |
1,077.170 |
-340.452 |
-24 |
173,633 |
-97 |
|
| long |
6/06/22 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
8,651 |
|
20.070 |
19.623 |
|
-0.447 |
-2 |
169,769 |
-18 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
59 |
|
2,874.775 |
3,781.819 |
1,967.732 |
-907.044 |
-32 |
116,253 |
-92 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
2 |
|
49,665.304 |
54,558.847 |
|
4,893.542 |
10 |
126,040 |
5 |
|
| accum | 7/08/06 |
12/08/24 | 7253 |
days out of 7470 invested (97%) |
1,160 |
126,040 |
14 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| AIG | short | 30/06/08 | 26/01/09 | 210 | 56,160.07 | 2,237.31 | 1,409,710.92 | 1,353,550.85 | 2,410.17 | | | 2,410.17 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 313.83 | 336.69 | 290.97 | -22.86 | -7.28 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 815.03 | 807.88 | | -7.15 | -0.88 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 493.46 | 2,358.07 | | 1,864.61 | 377.87 | | | 339.17 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 198.63 | 523.18 | | 324.55 | 163.39 | | | 163.39 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 1,314.04 | 1,151.97 | 1,498.92 | 184.88 | 14.07 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 740.50 | 391.42 | 1,400.89 | 660.39 | 89.18 | | | 115.80 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 1,121.48 | 1,834.05 | | 712.57 | 63.54 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 1,964.34 | 2,171.04 | | 206.70 | 10.52 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 2,964.97 | 2,787.65 | | -177.32 | -5.98 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 2,874.78 | 3,781.82 | 1,967.73 | -907.04 | -31.55 | | | 16.32 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 643.14 | 557.64 | 741.75 | 98.61 | 15.33 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 356.10 | 373.88 | 338.31 | -17.78 | -4.99 | | | 9.57 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 963.11 | 885.09 | 1,048.01 | 84.90 | 8.81 | | | 8.81 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 191.10 | 183.21 | 199.32 | 8.23 | 4.31 | | | 4.31 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 14,869.96 | 13,739.44 | | -1,130.52 | -7.60 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 49,665.30 | 54,558.85 | | 4,893.54 | 9.85 | | | 1.50 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 20.07 | 19.62 | | -0.45 | -2.23 | | | -2.23 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.15 | 0.15 | 0.14 | -0.00 | -3.35 | | | -3.35 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 4,248.23 | 3,988.99 | | -259.24 | -6.10 | | | -6.10 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 258.02 | 221.49 | | -36.54 | -14.16 | | | -14.16 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 742.76 | 875.23 | 610.29 | -132.47 | -17.83 | | | -17.83 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 1,417.62 | 1,758.07 | 1,077.17 | -340.45 | -24.02 | | | -24.02 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 2,152.72 | 1,603.64 | | -549.08 | -25.51 | | | -25.51 |
Annotations
| 28/03/24 | MS&AD Insurance | | | stock split 1:3 (three for one) |
| | Sompo | | | stock split 1:3 (three for one) |
| 25/08/15 | NN | | | recording started |
| 27/07/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
| | Ping An Ins | | | forward stock split 10:20 (twenty for ten) |
| 18/05/15 | Tryg | | | forward stock split 1:5 (five for one) |
| 12/03/15 | Insurances | | | first full analysis,
the techniques are strongly influenced by the shorts of AIG and UnipolSai. |
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