| | |
| | |
Assessment - Insurances in Japanese yen - 12/06/17 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
12/06/17 |
⇓ Δwk |
13/03/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,409.780 |
12/08/24 |
0.30 |
25,885.847 |
|
26,121.670 |
-235.823 |
-0.90 |
|
15.26 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
374,581.035 |
12/08/24 |
0.86 |
286,833.553 |
|
266,783.260 |
20,050.293 |
7.52 |
|
6.40 |
| |  |
 |
 |
 |
|
 |
Aegon |
683.637 |
12/08/24 |
0.22 |
559.250 |
|
658.227 |
-98.977 |
-15.04 |
|
11.87 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,209.011 |
12/08/24 |
0.33 |
4,472.768 |
|
4,564.767 |
-91.999 |
-2.02 |
|
9.62 |
| |  |
 |
 |
 |
L |
 |
AIA |
729.978 |
12/08/24 |
-1.33 |
782.019 |
|
721.802 |
60.216 |
8.34 |
|
14.58 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,453.181 |
12/08/24 |
|
21,337.523 |
|
20,780.638 |
556.885 |
2.68 |
|
22.19 |
| |  |
 |
 |
 |
|
 |
AIG |
7,850.275 |
12/08/24 |
-0.62 |
6,996.293 |
|
7,255.381 |
-259.088 |
-3.57 |
|
6.77 |
| |  |
 |
 |
 |
|
 |
ASR |
5,389.691 |
12/08/24 |
0.46 |
3,647.414 |
|
3,340.073 |
307.341 |
9.20 |
|
42.89 |
| |  |
 |
 |
 |
|
 |
Aviva |
67,224.662 |
12/08/24 |
0.35 |
74,040.148 |
|
76,273.909 |
-2,233.761 |
-2.93 |
|
16.88 |
| |  |
 |
 |
 |
|
 |
Axa |
3,976.203 |
12/08/24 |
-0.77 |
2,958.492 |
|
2,927.764 |
30.728 |
1.05 |
|
18.60 |
| |  |
 |
 |
 |
|
 |
Beazley |
101,628.361 |
12/08/24 |
1.24 |
64,919.975 |
|
61,636.616 |
3,283.358 |
5.33 |
|
17.39 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,181.679 |
12/08/24 |
-0.30 |
18,691.132 |
|
20,141.205 |
-1,450.074 |
-7.20 |
|
11.22 |
| |  |
 |
 |
 |
L |
 |
China Life |
476.016 |
12/08/24 |
0.44 |
468.107 |
|
417.817 |
50.290 |
12.04 |
|
24.92 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
145.996 |
12/08/24 |
0.58 |
349.517 |
|
354.985 |
-5.467 |
-1.54 |
|
20.93 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
442.119 |
12/08/24 |
0.22 |
527.992 |
|
462.025 |
65.967 |
14.28 |
|
17.75 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,993.000 |
|
2,312.500 |
-319.500 |
-13.82 |
|
21.16 |
| |  |
 |
 |
 |
|
 |
FBD |
1,585.565 |
12/08/24 |
0.39 |
1,007.878 |
|
979.999 |
27.879 |
2.84 |
|
23.42 |
| |  |
 |
 |
 |
|
 |
Generali |
2,759.374 |
12/08/24 |
1.35 |
1,747.809 |
|
1,733.657 |
14.152 |
0.82 |
|
16.42 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,225.936 |
12/08/24 |
0.50 |
2,179.230 |
|
2,181.447 |
-2.217 |
-0.10 |
|
10.11 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
27,950.189 |
12/08/24 |
5.23 |
13,077.837 |
|
13,005.486 |
72.351 |
0.56 |
|
10.73 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,194.137 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
165,076.668 |
12/08/24 |
1.89 |
170,074.784 |
|
152,126.804 |
17,947.981 |
11.80 |
|
15.83 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
592.148 |
12/08/24 |
0.56 |
517.716 |
|
533.002 |
-15.286 |
-2.87 |
|
8.87 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
31,321.528 |
12/08/24 |
0.53 |
35,639.345 |
|
34,982.148 |
657.197 |
1.88 |
|
14.41 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,331.143 |
12/08/24 |
-2.02 |
8,663.696 |
|
9,368.376 |
-704.680 |
-7.52 |
|
5.14 |
| |
|
instrument |
freshest |
⇓ Δday |
12/06/17 |
⇓ Δwk |
13/03/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
518.689 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,799.535 |
12/08/24 |
-0.35 |
1,966.690 |
|
2,086.518 |
-119.828 |
-5.74 |
|
15.04 |
| |  |
 |
 |
 |
|
 |
Mapfre |
262.294 |
12/08/24 |
|
395.777 |
|
374.382 |
21.395 |
5.71 |
|
26.87 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
320.885 |
12/08/24 |
0.52 |
229.912 |
|
245.198 |
-15.286 |
-6.23 |
|
1.47 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,657.335 |
12/08/24 |
-0.40 |
5,836.457 |
|
6,219.555 |
-383.098 |
-6.16 |
|
12.41 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,017.211 |
12/08/24 |
-0.15 |
7,382.175 |
|
5,205.547 |
2,176.628 |
41.81 |
|
26.13 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,322.330 |
|
1,298.000 |
24.330 |
1.87 |
|
20.43 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
53,982.950 |
12/08/24 |
1.01 |
21,841.462 |
|
22,126.455 |
-284.993 |
-1.29 |
|
9.30 |
| |  |
 |
 |
 |
|
 |
NN |
5,489.250 |
12/08/24 |
0.74 |
3,881.561 |
|
3,786.640 |
94.921 |
2.51 |
|
15.28 |
| |  |
 |
 |
 |
|
 |
Phoenix |
74,694.068 |
12/08/24 |
0.47 |
96,820.867 |
|
100,770.816 |
-3,949.948 |
-3.92 |
|
6.75 |
| |  |
 |
 |
 |
L |
 |
Ping An |
473.290 |
12/08/24 |
0.45 |
724.352 |
|
617.526 |
106.826 |
17.30 |
|
28.01 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
655.673 |
12/08/24 |
0.02 |
790.455 |
|
597.808 |
192.647 |
32.23 |
|
39.99 |
| |  |
 |
 |
 |
|
 |
Prudential |
88,216.749 |
12/08/24 |
0.41 |
246,826.410 |
|
234,193.881 |
12,632.529 |
5.39 |
|
20.18 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,338.949 |
12/08/24 |
0.87 |
1,062.723 |
|
1,103.392 |
-40.669 |
-3.69 |
|
14.18 |
| |  |
 |
 |
 |
|
 |
Quálitas |
994.837 |
12/08/24 |
-2.49 |
185.513 |
|
178.513 |
7.000 |
3.92 |
|
11.17 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,976.707 |
12/08/24 |
0.40 |
5,596.183 |
|
5,349.011 |
247.173 |
4.62 |
|
14.63 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,447.232 |
12/08/24 |
1.00 |
28,082.511 |
|
25,758.319 |
2,324.192 |
9.02 |
|
7.25 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,716.267 |
12/08/24 |
-0.33 |
11,709.144 |
|
10,924.735 |
784.409 |
7.18 |
|
14.11 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,898.431 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,105.483 |
12/08/24 |
1.06 |
4,285.327 |
|
4,333.531 |
-48.204 |
-1.11 |
|
20.00 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,463.000 |
|
1,455.000 |
8.000 |
0.55 |
|
21.44 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,373.318 |
12/08/24 |
0.38 |
703.502 |
|
793.956 |
-90.454 |
-11.39 |
|
27.13 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,378.827 |
12/08/24 |
-0.11 |
3,716.399 |
|
4,219.157 |
-502.757 |
-11.92 |
|
-1.32 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
73,849.109 |
12/08/24 |
0.62 |
36,539.570 |
|
36,925.264 |
-385.695 |
-1.04 |
|
22.72 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,776.000 |
12/08/24 |
0.10 |
9,969.969 |
|
10,288.685 |
-318.716 |
-3.10 |
|
2.96 |
| |
|
instrument |
freshest |
⇓ Δday |
12/06/17 |
⇓ Δwk |
13/03/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,173.648 |
12/08/24 |
1.92 |
4,086.824 |
|
4,174.480 |
-87.656 |
-2.10 |
|
16.15 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,991.737 |
12/08/24 |
-1.29 |
13,776.625 |
|
14,027.301 |
-250.676 |
-1.79 |
|
8.17 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,456.356 |
12/08/24 |
0.61 |
2,269.567 |
|
2,037.553 |
232.014 |
11.39 |
|
10.58 |
| |  |
 |
 |
 |
|
 |
Uniqa |
943.964 |
12/08/24 |
0.26 |
946.422 |
|
900.474 |
45.948 |
5.10 |
|
24.18 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,970.146 |
12/08/24 |
1.17 |
19,650.354 |
|
19,546.351 |
104.003 |
0.53 |
|
19.52 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,662.778 |
12/08/24 |
1.36 |
3,042.072 |
|
2,858.026 |
184.046 |
6.44 |
|
29.53 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
52,618.339 |
12/08/24 |
0.85 |
32,191.508 |
|
32,330.982 |
-139.473 |
-0.43 |
|
12.69 |
| |  |
 |
 |
 |
L |
 |
DFV |
762.054 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 53 out of 57 instruments rated - 12/06/17 / 13/03/17 - 29 did rise, Market-Ratio(13) in JPY = 54.72 % |
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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