| | |
| | |
Assessment - Insurances in Japanese yen - 9/11/15 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/11/15 |
⇓ Δwk |
10/08/15 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
42,029.422 |
12/08/24 |
0.30 |
26,694.917 |
|
28,349.853 |
-1,654.936 |
-5.84 |
|
0.79 |
| |  |
 |
 |
 |
|
 |
Beazley |
136,272.210 |
12/08/24 |
1.24 |
67,335.599 |
|
65,580.162 |
1,755.436 |
2.68 |
|
20.73 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,300.000 |
|
2,492.000 |
-192.000 |
-7.70 |
|
19.53 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,268.012 |
12/08/24 |
1.06 |
4,694.242 |
|
4,866.621 |
-172.379 |
-3.54 |
|
15.33 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,611.112 |
12/08/24 |
0.33 |
5,247.012 |
|
5,353.420 |
-106.408 |
-1.99 |
|
15.32 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
30,107.760 |
12/08/24 |
5.23 |
13,551.140 |
|
13,594.680 |
-43.540 |
-0.32 |
|
14.36 |
| |  |
 |
 |
 |
|
 |
NN |
5,912.984 |
12/08/24 |
0.74 |
3,948.830 |
|
3,963.742 |
-14.912 |
-0.38 |
|
11.87 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,251.330 |
|
1,382.330 |
-131.000 |
-9.48 |
|
14.52 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
37,668.574 |
12/08/24 |
1.00 |
34,427.696 |
|
27,787.781 |
6,639.914 |
23.90 |
|
13.24 |
| |  |
 |
 |
 |
|
 |
Hiscox |
221,349.259 |
12/08/24 |
1.89 |
183,464.840 |
|
181,292.715 |
2,172.125 |
1.20 |
|
14.66 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
502,271.069 |
12/08/24 |
0.86 |
305,309.323 |
|
285,638.040 |
19,671.282 |
6.89 |
|
13.75 |
| |  |
 |
 |
 |
|
 |
Axa |
4,283.140 |
12/08/24 |
-0.77 |
3,241.152 |
|
3,459.777 |
-218.625 |
-6.32 |
|
8.62 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,397.764 |
12/08/24 |
0.50 |
2,297.140 |
|
2,451.162 |
-154.022 |
-6.28 |
|
6.24 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,763.811 |
12/08/24 |
0.10 |
11,493.567 |
|
11,211.089 |
282.478 |
2.52 |
|
7.08 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,322.000 |
|
1,502.670 |
-180.670 |
-12.02 |
|
9.36 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,112.480 |
12/08/24 |
-0.11 |
4,159.342 |
|
4,326.285 |
-166.943 |
-3.86 |
|
4.56 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
25,830.930 |
12/08/24 |
-1.29 |
13,896.456 |
|
13,186.210 |
710.247 |
5.39 |
|
10.85 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,506.483 |
12/08/24 |
0.38 |
451.234 |
|
514.737 |
-63.503 |
-12.34 |
|
-0.70 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,881.160 |
12/08/24 |
|
20,740.460 |
|
21,600.436 |
-859.976 |
-3.98 |
|
3.83 |
| |  |
 |
 |
 |
|
 |
Talanx |
8,804.600 |
12/08/24 |
1.92 |
3,857.474 |
|
3,998.072 |
-140.598 |
-3.52 |
|
3.27 |
| |  |
 |
 |
 |
|
 |
AIG |
8,819.687 |
12/08/24 |
-0.62 |
7,538.794 |
|
7,973.782 |
-434.988 |
-5.46 |
|
9.03 |
| |  |
 |
 |
 |
L |
 |
Ping An |
534.659 |
12/08/24 |
0.45 |
727.708 |
|
715.242 |
12.466 |
1.74 |
|
9.01 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,405.058 |
12/08/24 |
0.87 |
1,171.605 |
|
1,305.478 |
-133.873 |
-10.25 |
|
-0.58 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
786.408 |
12/08/24 |
0.02 |
705.676 |
|
704.046 |
1.631 |
0.23 |
|
6.77 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,531.371 |
12/08/24 |
-0.33 |
11,900.932 |
|
10,803.373 |
1,097.558 |
10.16 |
|
4.89 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/11/15 |
⇓ Δwk |
10/08/15 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Swiss Life |
80,043.826 |
12/08/24 |
0.62 |
29,246.310 |
|
29,250.175 |
-3.865 |
-0.01 |
|
2.80 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
41,588.376 |
12/08/24 |
-0.15 |
8,107.806 |
|
9,540.127 |
-1,432.321 |
-15.01 |
|
7.77 |
| |  |
 |
 |
 |
|
 |
Phoenix |
100,156.351 |
12/08/24 |
0.47 |
123,655.116 |
|
132,782.049 |
-9,126.933 |
-6.87 |
|
5.01 |
| |  |
 |
 |
 |
L |
 |
AIA |
824.630 |
12/08/24 |
-1.33 |
767.430 |
|
793.999 |
-26.569 |
-3.35 |
|
6.32 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
58,150.080 |
12/08/24 |
1.01 |
23,646.640 |
|
23,928.010 |
-281.370 |
-1.18 |
|
0.42 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,016.832 |
12/08/24 |
0.26 |
1,115.470 |
|
1,153.488 |
-38.018 |
-3.30 |
|
0.54 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
28,459.223 |
12/08/24 |
-2.02 |
8,870.183 |
|
8,669.104 |
201.079 |
2.32 |
|
6.01 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
41,998.648 |
12/08/24 |
0.53 |
49,687.231 |
|
53,688.293 |
-4,001.062 |
-7.45 |
|
3.46 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,360.876 |
12/08/24 |
0.40 |
5,865.320 |
|
6,338.554 |
-473.234 |
-7.47 |
|
-0.42 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
69,622.688 |
12/08/24 |
1.17 |
14,072.579 |
|
15,262.209 |
-1,189.630 |
-7.79 |
|
3.38 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,181.382 |
12/08/24 |
-0.35 |
2,049.544 |
|
2,229.737 |
-180.193 |
-8.08 |
|
-3.15 |
| |  |
 |
 |
 |
|
 |
Generali |
2,972.380 |
12/08/24 |
1.35 |
2,291.844 |
|
2,482.746 |
-190.902 |
-7.69 |
|
-2.46 |
| |  |
 |
 |
 |
|
 |
Prudential |
118,288.746 |
12/08/24 |
0.41 |
288,554.543 |
|
292,730.413 |
-4,175.871 |
-1.43 |
|
0.79 |
| |  |
 |
 |
 |
L |
 |
China Life |
570.930 |
12/08/24 |
0.44 |
577.900 |
|
587.474 |
-9.574 |
-1.63 |
|
0.69 |
| |  |
 |
 |
 |
|
 |
MetLife |
8,602.920 |
12/08/24 |
-0.40 |
6,256.669 |
|
7,023.009 |
-766.340 |
-10.91 |
|
0.08 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
530.274 |
12/08/24 |
0.22 |
533.371 |
|
525.275 |
8.096 |
1.54 |
|
-1.80 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
621.384 |
12/08/24 |
0.56 |
479.056 |
|
546.028 |
-66.972 |
-12.27 |
|
-10.06 |
| |  |
 |
 |
 |
|
 |
Aviva |
90,140.716 |
12/08/24 |
0.35 |
90,513.044 |
|
101,333.495 |
-10,820.451 |
-10.68 |
|
-4.01 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
53,008.029 |
12/08/24 |
-0.30 |
16,503.812 |
|
17,871.539 |
-1,367.726 |
-7.65 |
|
-3.62 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
164.926 |
12/08/24 |
0.58 |
454.420 |
|
468.524 |
-14.103 |
-3.01 |
|
-3.80 |
| |  |
 |
 |
 |
|
 |
Aegon |
736.409 |
12/08/24 |
0.22 |
770.568 |
|
981.563 |
-210.995 |
-21.50 |
|
-11.33 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
57,032.146 |
12/08/24 |
0.85 |
32,302.261 |
|
37,091.604 |
-4,789.342 |
-12.91 |
|
-11.65 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,637.280 |
12/08/24 |
0.61 |
2,262.808 |
|
2,537.545 |
-274.737 |
-10.83 |
|
-13.01 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,945.520 |
12/08/24 |
1.36 |
3,879.982 |
|
4,408.659 |
-528.677 |
-11.99 |
|
-16.67 |
| |  |
 |
 |
 |
|
 |
Mapfre |
282.542 |
12/08/24 |
|
329.676 |
|
403.721 |
-74.045 |
-18.34 |
|
-18.08 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/11/15 |
⇓ Δwk |
10/08/15 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
FBD |
1,707.960 |
12/08/24 |
0.39 |
912.236 |
|
977.718 |
-65.482 |
-6.70 |
|
-25.48 |
| |  |
 |
 |
 |
|
 |
ASR |
5,805.740 |
12/08/24 |
0.46 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,302.252 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
558.728 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Medibank Private |
336.728 |
12/08/24 |
0.52 |
203.946 |
|
188.477 |
15.469 |
8.21 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,209.657 |
12/08/24 |
-2.49 |
147.591 |
|
215.258 |
-67.667 |
-31.44 |
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,160.851 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
820.880 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 52 out of 57 instruments rated - 9/11/15 / 10/08/15 - 12 did rise, Market-Ratio(13) in JPY = 23.08 % |
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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