| | |
| | |
Assessment - Insurances in Japanese yen - 15/05/17 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
15/05/17 |
⇓ Δwk |
13/02/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
38,825.622 |
12/08/24 |
0.30 |
26,705.692 |
|
25,661.717 |
1,043.975 |
4.07 |
|
20.68 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
395,935.007 |
12/08/24 |
0.86 |
297,046.644 |
|
267,789.426 |
29,257.218 |
10.93 |
|
9.91 |
| |  |
 |
 |
 |
|
 |
Aegon |
694.449 |
12/08/24 |
0.22 |
569.343 |
|
630.168 |
-60.825 |
-9.65 |
|
14.16 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,291.397 |
12/08/24 |
0.33 |
4,645.892 |
|
4,769.034 |
-123.142 |
-2.58 |
|
14.42 |
| |  |
 |
 |
 |
L |
 |
AIA |
758.244 |
12/08/24 |
-1.33 |
813.761 |
|
697.700 |
116.061 |
16.63 |
|
21.35 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,950.650 |
12/08/24 |
|
21,675.002 |
|
19,097.824 |
2,577.178 |
13.49 |
|
25.98 |
| |  |
 |
 |
 |
|
 |
AIG |
8,147.384 |
12/08/24 |
-0.62 |
7,033.532 |
|
7,522.442 |
-488.909 |
-6.50 |
|
8.32 |
| |  |
 |
 |
 |
|
 |
ASR |
5,474.936 |
12/08/24 |
0.46 |
3,484.107 |
|
3,058.664 |
425.443 |
13.91 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Aviva |
71,056.979 |
12/08/24 |
0.35 |
78,531.023 |
|
71,790.357 |
6,740.667 |
9.39 |
|
24.84 |
| |  |
 |
 |
 |
|
 |
Axa |
4,039.092 |
12/08/24 |
-0.77 |
3,046.486 |
|
2,771.293 |
275.193 |
9.93 |
|
23.14 |
| |  |
 |
 |
 |
|
 |
Beazley |
107,421.952 |
12/08/24 |
1.24 |
65,509.780 |
|
60,651.456 |
4,858.324 |
8.01 |
|
19.85 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
48,967.357 |
12/08/24 |
-0.30 |
18,636.244 |
|
18,862.972 |
-226.728 |
-1.20 |
|
12.37 |
| |  |
 |
 |
 |
L |
 |
China Life |
486.999 |
12/08/24 |
0.44 |
449.182 |
|
444.707 |
4.475 |
1.01 |
|
22.12 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
151.649 |
12/08/24 |
0.58 |
364.512 |
|
358.377 |
6.135 |
1.71 |
|
30.14 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
452.319 |
12/08/24 |
0.22 |
475.109 |
|
464.057 |
11.052 |
2.38 |
|
6.44 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,937.500 |
|
2,144.000 |
-206.500 |
-9.63 |
|
20.85 |
| |  |
 |
 |
 |
|
 |
FBD |
1,610.642 |
12/08/24 |
0.39 |
1,023.819 |
|
1,012.124 |
11.695 |
1.16 |
|
27.63 |
| |  |
 |
 |
 |
|
 |
Generali |
2,803.017 |
12/08/24 |
1.35 |
1,852.863 |
|
1,779.652 |
73.211 |
4.11 |
|
24.65 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,261.142 |
12/08/24 |
0.50 |
2,244.911 |
|
1,976.052 |
268.858 |
13.61 |
|
14.24 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,392.254 |
12/08/24 |
5.23 |
13,496.934 |
|
12,922.660 |
574.274 |
4.44 |
|
15.10 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,247.003 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
174,487.296 |
12/08/24 |
1.89 |
175,514.555 |
|
154,833.567 |
20,680.988 |
13.36 |
|
20.55 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
604.156 |
12/08/24 |
0.56 |
534.121 |
|
514.280 |
19.841 |
3.86 |
|
13.34 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
33,107.093 |
12/08/24 |
0.53 |
37,671.059 |
|
34,684.428 |
2,986.630 |
8.61 |
|
20.97 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
26,289.847 |
12/08/24 |
-2.02 |
9,692.440 |
|
8,405.026 |
1,287.413 |
15.32 |
|
18.20 |
| |
|
instrument |
freshest |
⇓ Δday |
15/05/17 |
⇓ Δwk |
13/02/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
526.892 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,864.343 |
12/08/24 |
-0.35 |
1,985.511 |
|
2,139.568 |
-154.057 |
-7.20 |
|
17.97 |
| |  |
 |
 |
 |
|
 |
Mapfre |
266.443 |
12/08/24 |
|
417.019 |
|
350.629 |
66.390 |
18.93 |
|
37.38 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
327.392 |
12/08/24 |
0.52 |
250.606 |
|
242.372 |
8.234 |
3.40 |
|
10.14 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,947.141 |
12/08/24 |
-0.40 |
5,892.375 |
|
6,084.830 |
-192.454 |
-3.16 |
|
14.85 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
38,418.196 |
12/08/24 |
-0.15 |
7,686.597 |
|
6,737.669 |
948.928 |
14.08 |
|
34.65 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,240.330 |
|
1,270.670 |
-30.340 |
-2.39 |
|
15.04 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
54,836.755 |
12/08/24 |
1.01 |
21,849.800 |
|
21,555.840 |
293.960 |
1.36 |
|
10.04 |
| |  |
 |
 |
 |
|
 |
NN |
5,576.069 |
12/08/24 |
0.74 |
4,019.115 |
|
3,830.409 |
188.706 |
4.93 |
|
20.18 |
| |  |
 |
 |
 |
|
 |
Phoenix |
78,952.199 |
12/08/24 |
0.47 |
99,899.040 |
|
97,989.706 |
1,909.334 |
1.95 |
|
9.77 |
| |  |
 |
 |
 |
L |
 |
Ping An |
491.617 |
12/08/24 |
0.45 |
683.734 |
|
618.549 |
65.185 |
10.54 |
|
24.37 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
670.800 |
12/08/24 |
0.02 |
675.754 |
|
600.164 |
75.590 |
12.59 |
|
22.11 |
| |  |
 |
 |
 |
|
 |
Prudential |
93,245.776 |
12/08/24 |
0.41 |
259,042.460 |
|
231,767.475 |
27,274.985 |
11.77 |
|
27.73 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,366.100 |
12/08/24 |
0.87 |
1,117.182 |
|
1,085.027 |
32.154 |
2.96 |
|
21.07 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,002.524 |
12/08/24 |
-2.49 |
191.571 |
|
167.187 |
24.385 |
14.59 |
|
16.86 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,055.419 |
12/08/24 |
0.40 |
5,634.751 |
|
5,243.768 |
390.983 |
7.46 |
|
16.59 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,137.697 |
12/08/24 |
1.00 |
28,390.264 |
|
27,591.469 |
798.795 |
2.90 |
|
9.16 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,144.010 |
12/08/24 |
-0.33 |
12,538.609 |
|
10,897.887 |
1,640.721 |
15.06 |
|
24.42 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,026.750 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,138.783 |
12/08/24 |
1.06 |
4,421.151 |
|
3,949.695 |
471.456 |
11.94 |
|
25.46 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,483.330 |
|
1,370.000 |
113.330 |
8.27 |
|
26.89 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,407.666 |
12/08/24 |
0.38 |
771.560 |
|
746.884 |
24.676 |
3.30 |
|
44.29 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,503.345 |
12/08/24 |
-0.11 |
3,853.343 |
|
4,540.165 |
-686.822 |
-15.13 |
|
2.23 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
74,488.737 |
12/08/24 |
0.62 |
37,541.318 |
|
35,193.141 |
2,348.178 |
6.67 |
|
28.81 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,877.995 |
12/08/24 |
0.10 |
10,256.192 |
|
10,649.514 |
-393.322 |
-3.69 |
|
6.28 |
| |
|
instrument |
freshest |
⇓ Δday |
15/05/17 |
⇓ Δwk |
13/02/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,302.924 |
12/08/24 |
1.92 |
4,190.167 |
|
4,031.629 |
158.539 |
3.93 |
|
20.31 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,861.901 |
12/08/24 |
-1.29 |
13,681.370 |
|
13,615.233 |
66.137 |
0.49 |
|
8.28 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,492.491 |
12/08/24 |
0.61 |
2,225.798 |
|
2,168.177 |
57.621 |
2.66 |
|
8.95 |
| |  |
 |
 |
 |
|
 |
Uniqa |
958.894 |
12/08/24 |
0.26 |
1,008.836 |
|
914.527 |
94.310 |
10.31 |
|
34.46 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
64,315.521 |
12/08/24 |
1.17 |
19,515.720 |
|
18,423.954 |
1,091.766 |
5.93 |
|
21.37 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,720.709 |
12/08/24 |
1.36 |
3,125.146 |
|
2,723.097 |
402.049 |
14.76 |
|
35.40 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
53,074.082 |
12/08/24 |
0.85 |
32,378.959 |
|
31,778.965 |
599.994 |
1.89 |
|
15.18 |
| |  |
 |
 |
 |
L |
 |
DFV |
774.107 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 53 out of 57 instruments rated - 15/05/17 / 13/02/17 - 43 did rise, Market-Ratio(13) in JPY = 81.13 % |
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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