| | |
| | |
Assessment - Insurances in Japanese yen - 1/05/17 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/05/17 |
⇓ Δwk |
30/01/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
38,134.682 |
12/08/24 |
0.30 |
25,517.028 |
|
24,977.293 |
539.735 |
2.16 |
|
16.22 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
388,958.197 |
12/08/24 |
0.86 |
289,936.764 |
|
254,770.510 |
35,166.253 |
13.80 |
|
7.34 |
| |  |
 |
 |
 |
|
 |
Aegon |
677.802 |
12/08/24 |
0.22 |
570.319 |
|
615.453 |
-45.134 |
-7.33 |
|
14.22 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,164.554 |
12/08/24 |
0.33 |
4,582.049 |
|
4,831.183 |
-249.135 |
-5.16 |
|
13.38 |
| |  |
 |
 |
 |
L |
 |
AIA |
746.681 |
12/08/24 |
-1.33 |
774.736 |
|
708.163 |
66.573 |
9.40 |
|
16.46 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,184.742 |
12/08/24 |
|
21,301.652 |
|
19,369.737 |
1,931.916 |
9.97 |
|
24.51 |
| |  |
 |
 |
 |
|
 |
AIG |
8,002.393 |
12/08/24 |
-0.62 |
6,884.896 |
|
7,381.123 |
-496.227 |
-6.72 |
|
6.63 |
| |  |
 |
 |
 |
|
 |
ASR |
5,343.693 |
12/08/24 |
0.46 |
3,351.233 |
|
3,152.676 |
198.557 |
6.30 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Aviva |
69,804.877 |
12/08/24 |
0.35 |
76,138.062 |
|
68,231.781 |
7,906.281 |
11.59 |
|
21.58 |
| |  |
 |
 |
 |
|
 |
Axa |
3,942.268 |
12/08/24 |
-0.77 |
2,986.862 |
|
2,786.566 |
200.296 |
7.19 |
|
21.28 |
| |  |
 |
 |
 |
|
 |
Beazley |
105,529.059 |
12/08/24 |
1.24 |
64,571.674 |
|
57,379.275 |
7,192.399 |
12.53 |
|
19.08 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
48,095.934 |
12/08/24 |
-0.30 |
18,487.863 |
|
18,745.710 |
-257.847 |
-1.38 |
|
12.22 |
| |  |
 |
 |
 |
L |
 |
China Life |
478.534 |
12/08/24 |
0.44 |
424.173 |
|
424.969 |
-0.796 |
-0.19 |
|
16.20 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
149.336 |
12/08/24 |
0.58 |
340.251 |
|
315.961 |
24.290 |
7.69 |
|
23.01 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
444.457 |
12/08/24 |
0.22 |
450.299 |
|
480.177 |
-29.878 |
-6.22 |
|
0.96 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,921.500 |
|
2,086.500 |
-165.000 |
-7.91 |
|
21.72 |
| |  |
 |
 |
 |
|
 |
FBD |
1,572.033 |
12/08/24 |
0.39 |
993.183 |
|
948.722 |
44.462 |
4.69 |
|
24.91 |
| |  |
 |
 |
 |
|
 |
Generali |
2,735.824 |
12/08/24 |
1.35 |
1,770.669 |
|
1,813.518 |
-42.849 |
-2.36 |
|
19.61 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,206.939 |
12/08/24 |
0.50 |
2,192.315 |
|
1,904.741 |
287.574 |
15.10 |
|
11.91 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
27,711.646 |
12/08/24 |
5.23 |
13,417.116 |
|
12,527.993 |
889.123 |
7.10 |
|
14.83 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,221.982 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
171,412.638 |
12/08/24 |
1.89 |
167,376.007 |
|
145,542.579 |
21,833.427 |
15.00 |
|
15.65 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
602.582 |
12/08/24 |
0.56 |
529.363 |
|
495.909 |
33.454 |
6.75 |
|
12.79 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
32,523.710 |
12/08/24 |
0.53 |
35,479.100 |
|
34,228.775 |
1,250.325 |
3.65 |
|
14.12 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,821.993 |
12/08/24 |
-2.02 |
9,431.671 |
|
8,368.458 |
1,063.213 |
12.71 |
|
15.68 |
| |
|
instrument |
freshest |
⇓ Δday |
1/05/17 |
⇓ Δwk |
30/01/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
514.262 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,806.185 |
12/08/24 |
-0.35 |
1,970.544 |
|
2,157.396 |
-186.852 |
-8.66 |
|
18.22 |
| |  |
 |
 |
 |
|
 |
Mapfre |
260.056 |
12/08/24 |
|
389.962 |
|
342.999 |
46.962 |
13.69 |
|
30.19 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
326.539 |
12/08/24 |
0.52 |
246.587 |
|
231.195 |
15.392 |
6.66 |
|
8.23 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,805.713 |
12/08/24 |
-0.40 |
5,807.630 |
|
6,244.778 |
-437.149 |
-7.00 |
|
14.11 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,734.506 |
12/08/24 |
-0.15 |
5,676.882 |
|
6,365.351 |
-688.469 |
-10.82 |
|
0.29 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,227.000 |
|
1,278.670 |
-51.670 |
-4.04 |
|
14.96 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
53,522.230 |
12/08/24 |
1.01 |
21,441.795 |
|
21,352.322 |
89.473 |
0.42 |
|
8.31 |
| |  |
 |
 |
 |
|
 |
NN |
5,442.402 |
12/08/24 |
0.74 |
3,709.510 |
|
3,995.578 |
-286.069 |
-7.16 |
|
11.11 |
| |  |
 |
 |
 |
|
 |
Phoenix |
77,560.975 |
12/08/24 |
0.47 |
95,675.499 |
|
96,212.875 |
-537.376 |
-0.56 |
|
4.97 |
| |  |
 |
 |
 |
L |
 |
Ping An |
484.120 |
12/08/24 |
0.45 |
630.147 |
|
587.936 |
42.211 |
7.18 |
|
15.69 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
659.140 |
12/08/24 |
0.02 |
615.652 |
|
603.651 |
12.001 |
1.99 |
|
11.95 |
| |  |
 |
 |
 |
|
 |
Prudential |
91,602.683 |
12/08/24 |
0.41 |
248,820.797 |
|
220,078.839 |
28,741.958 |
13.06 |
|
23.51 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,362.543 |
12/08/24 |
0.87 |
1,096.599 |
|
1,061.435 |
35.164 |
3.31 |
|
19.62 |
| |  |
 |
 |
 |
|
 |
Quálitas |
983.361 |
12/08/24 |
-2.49 |
190.476 |
|
171.001 |
19.475 |
11.39 |
|
17.43 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,934.233 |
12/08/24 |
0.40 |
5,360.753 |
|
5,249.594 |
111.159 |
2.12 |
|
11.48 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,909.441 |
12/08/24 |
1.00 |
26,391.340 |
|
25,986.619 |
404.722 |
1.56 |
|
1.38 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,833.221 |
12/08/24 |
-0.33 |
10,783.029 |
|
10,706.098 |
76.931 |
0.72 |
|
7.42 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,966.018 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,087.513 |
12/08/24 |
1.06 |
4,426.064 |
|
3,872.123 |
553.941 |
14.31 |
|
26.41 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,416.000 |
|
1,387.330 |
28.670 |
2.07 |
|
23.14 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,380.338 |
12/08/24 |
0.38 |
737.048 |
|
681.588 |
55.461 |
8.14 |
|
40.38 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,391.604 |
12/08/24 |
-0.11 |
3,966.435 |
|
4,451.797 |
-485.362 |
-10.90 |
|
5.67 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
73,212.092 |
12/08/24 |
0.62 |
36,347.861 |
|
34,116.567 |
2,231.294 |
6.54 |
|
26.15 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,674.421 |
12/08/24 |
0.10 |
9,721.201 |
|
10,577.850 |
-856.650 |
-8.10 |
|
0.86 |
| |
|
instrument |
freshest |
⇓ Δday |
1/05/17 |
⇓ Δwk |
30/01/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,103.890 |
12/08/24 |
1.92 |
4,032.447 |
|
3,920.775 |
111.671 |
2.85 |
|
16.38 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,437.255 |
12/08/24 |
-1.29 |
13,541.823 |
|
13,366.555 |
175.268 |
1.31 |
|
7.73 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,435.228 |
12/08/24 |
0.61 |
2,148.441 |
|
2,157.059 |
-8.618 |
-0.40 |
|
5.42 |
| |  |
 |
 |
 |
|
 |
Uniqa |
935.908 |
12/08/24 |
0.26 |
933.471 |
|
930.477 |
2.993 |
0.32 |
|
25.29 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
63,170.963 |
12/08/24 |
1.17 |
19,510.372 |
|
18,437.452 |
1,072.921 |
5.82 |
|
22.80 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,631.517 |
12/08/24 |
1.36 |
2,901.558 |
|
2,765.889 |
135.669 |
4.91 |
|
26.70 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
52,164.457 |
12/08/24 |
0.85 |
30,914.765 |
|
32,493.602 |
-1,578.836 |
-4.86 |
|
11.15 |
| |  |
 |
 |
 |
L |
 |
DFV |
755.551 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 53 out of 57 instruments rated - 1/05/17 / 30/01/17 - 35 did rise, Market-Ratio(13) in JPY = 66.04 % |
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 | 7387 |
days out of 7604 invested (97%) |
1,160 |
126,040 |
13 |
|
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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